NPORT-P false 0001003239 XXXXXXXX S000008053 C000021849 C000021851 C000021850 SEASONS SERIES TRUST 811-07725 0001003239 549300O318N6OBWGKN57 21650 Oxnard Street Woodland Hills 91367 800-445-7862 SA Multi-Managed Income Portfolio S000008053 57EOZO61N91VLDUYO830 2025-03-31 2025-03-31 Y 31376193.18 5095347.56 26280845.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 160417.58000000 0.00000000 0.00000000 314906.45000000 AUD CAD EUR USD N 17.35R1G,80.95BAgg,1.70-3MTBil 17.35% RLG, 80.95% LBUSTRUU, 1.70% SBMMTB3 Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 10000.00000000 PA USD 10435.67000000 0.039708273283 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 7.89000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 5000.00000000 PA USD 5025.03000000 0.019120503474 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 15000.00000000 PA USD 15206.76000000 0.057862521700 Long DBT CORP US N 2 2031-01-24 Fixed 5.16000000 N N N N N N ESC LEHMAN BRTH HLDH PROD N/A 525ESC1H2 10000.00000000 PA USD 10.00000000 0.000038050526 Long DBT CORP US N 2 2016-04-04 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -3.00000000 NC -3862.88000000 -0.01469846159 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 -382917.56000000 EUR -3862.88000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 10000.00000000 PA USD 6678.10000000 0.025410521779 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 15000.00000000 PA USD 14934.99000000 0.056828422555 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 30000.00000000 PA USD 27525.00000000 0.104734072860 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 553000.00000000 PA USD 274577.46000000 1.044781678528 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6AN4 6004.94000000 PA USD 5762.14000000 0.021925245798 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 60000.00000000 OU Notional Amount USD 9683.43000000 0.036845960514 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-03-15 556.91000000 USD 0.00000000 USD 60000.00000000 USD 9126.52000000 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 216.00000000 NS 134853.66000000 0.513125269825 Long EC CORP FR N 2 N N N OHIO EDISON CO N/A 677347CH7 5000.00000000 PA USD 5064.31000000 0.019269965941 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 295000.00000000 PA USD 225940.04000000 0.859713737019 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 25000.00000000 PA USD 26504.44000000 0.100850788377 Long DBT CORP US N 2 2030-10-06 Fixed 6.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211BVH4 236.99000000 PA USD 237.30000000 0.000902938982 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 8.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBW6 15000.00000000 PA USD 15100.21000000 0.057457093345 Long DBT CORP US N 2 2035-03-14 Fixed 5.19000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 5000.00000000 PA USD 4889.44000000 0.018604576392 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 20000.00000000 PA USD 17533.09000000 0.066714329719 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 3000.00000000 PA USD 3009.73000000 0.011452180966 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AE2 10000.00000000 PA USD 10064.79000000 0.038297055374 Long DBT CORP US N 2 2030-07-15 Fixed 6.13000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 22000.00000000 PA USD 22801.23000000 0.086759879532 Long DBT CORP US N 2 2033-09-07 Fixed 5.63000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 20000.00000000 PA USD 19587.75000000 0.074532419098 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARQA9 10337.10000000 PA USD 9559.51000000 0.036374438396 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 2.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JG9 5000.00000000 PA USD 4950.89000000 0.018838396874 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 8000.00000000 PA USD 7353.58000000 0.027980758710 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AG2 50000.00000000 PA USD 46137.95000000 0.175557326682 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HKG8 1630.46000000 PA USD 1563.92000000 0.005950797864 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 60000.00000000 PA USD 59546.16000000 0.226576271026 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAH5 40000.00000000 PA USD 40460.80000000 0.153955472304 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 19000.00000000 PA USD 14754.17000000 0.056140392943 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 10000.00000000 PA USD 9980.89000000 0.037977811461 Long DBT CORP US N 2 2036-02-12 Fixed 5.74000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAD1 60000.00000000 PA USD 59559.00000000 0.226625127901 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.62000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 15000.00000000 PA USD 15124.33000000 0.057548871214 Long DBT CORP US N 2 2030-07-23 Fixed 5.05000000 N N N N N N SHELL FINANCE US INC N/A 822905AG0 13000.00000000 PA USD 8973.11000000 0.034143155550 Long DBT CORP US N 2 2050-04-06 Fixed 3.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 45000.00000000 PA USD 38581.56000000 0.146804865253 Long DBT CORP US N 2 2031-10-04 Fixed 2.65000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KND7 25000.00000000 PA USD 25752.42000000 0.097989312719 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 191480.80000000 PA USD 116825.61000000 0.444527591270 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 20000.00000000 PA USD 19951.46000000 0.075916354779 Long DBT CORP US N 2 2028-08-23 Fixed 4.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPRL7 75000.00000000 PA USD 72105.40000000 0.274364839863 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CK4 7000.00000000 PA USD 6560.33000000 0.024962400734 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 15000.00000000 PA USD 12868.16000000 0.048964025686 Long DBT CORP US N 2 2044-03-30 Fixed 4.38000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GS6 2000.00000000 PA USD 1837.87000000 0.006993192024 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 55000.00000000 OU Notional Amount USD 492.35000000 0.001873417648 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-12-18 80.54000000 USD 0.00000000 USD 55000.00000000 USD 411.81000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJ66 607.04000000 PA USD 626.36000000 0.002383332747 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.00000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 5000.00000000 PA USD 5128.44000000 0.019513983964 Long DBT CORP GB N 2 2028-06-12 Fixed 5.60000000 N N N N N N Core & Main Inc N/A 21874C102 2340.00000000 NS USD 113045.40000000 0.430143693374 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 505000.00000000 PA USD 505000.00000000 1.921551563834 Long RA CORP US N 2 Repurchase N 4.36000000 2025-04-01 524470.31470000 USD 515712.79330000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 190000.00000000 PA USD 128762.11000000 0.489946601649 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBX9 20000.00000000 PA USD 20319.36000000 0.077316233631 Long DBT CORP US N 2 2030-02-24 Fixed 4.75000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BL7 15000.00000000 PA USD 14977.06000000 0.056988501118 Long DBT CORP US N 2 2030-02-15 Fixed 5.05000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 465.00000000 NS USD 109851.60000000 0.417991116375 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F82T9 98295.01000000 PA USD 3897.52000000 0.014830268615 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.87000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 5000.00000000 PA USD 4699.69000000 0.017882567661 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 8000.00000000 PA USD 8159.30000000 0.031046565692 Long DBT CORP US N 2 2033-02-15 Fixed 5.38000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 15000.00000000 PA USD 14955.45000000 0.056906273931 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 20000.00000000 PA USD 12197.44000000 0.046411900805 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWTK3 3318.34000000 PA USD 3237.38000000 0.012318401191 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 10000.00000000 PA USD 10069.04000000 0.038313226848 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 10000.00000000 PA USD 10106.94000000 0.038457438341 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 30000.00000000 PA USD 26945.68000000 0.102529729787 Long DBT CORP US N 2 2031-04-29 Fixed 2.59000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 19000.00000000 PA USD 17568.28000000 0.066848229520 Long DBT CORP US N 2 2029-01-07 Fixed 2.72000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 50000.00000000 PA USD 48189.52000000 0.183363658448 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 5000.00000000 PA USD 4957.07000000 0.018861912100 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BK9 15000.00000000 PA USD 15044.84000000 0.057246407583 Long DBT CORP US N 2 2028-03-15 Fixed 4.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 273805.95000000 PA USD 273332.25000000 1.040043588977 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAW2 15000.00000000 PA USD 12065.18000000 0.045908644548 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QAV0 6000.00000000 PA USD 5643.30000000 0.021473053346 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 35000.00000000 PA USD 35372.64000000 0.134594755859 Long DBT CORP US N 2 2035-01-23 Fixed 5.34000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 85000.00000000 PA USD 83796.66000000 0.318850699142 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GZZ2 402.51000000 PA USD 415.86000000 0.001582369174 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AH7H5 26.33000000 PA USD 26.05000000 0.000099121620 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 190497.29000000 PA USD 155922.61000000 0.593293732836 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYMB6 5903.43000000 PA USD 5829.34000000 0.022180945332 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGE26 1025.85000000 PA USD 1069.66000000 0.004070112565 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -70.86000000 -0.00026962602 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25000.00000000 BRL 4308.12000000 USD 2025-04-04 -70.86000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AHAA5 289060.53000000 PA USD 240572.38000000 0.915390560404 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AD5 15000.00000000 PA USD 15109.83000000 0.057493697952 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.43000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 50000.00000000 PA USD 44007.36000000 0.167450319659 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 13000.00000000 PA USD 9902.80000000 0.037680674903 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4EJ3 17123.49000000 PA USD 16427.23000000 0.062506474249 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N NMLT Trust N/A 62923JAA0 56213.18000000 PA USD 48539.44000000 0.184695122454 Long ABS-MBS CORP US N 2 2056-05-25 Variable 1.19000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 5000.00000000 PA USD 5079.87000000 0.019329172559 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313586109 6552.00000000 NS USD 41408.64000000 0.157562053362 Long EC CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -930.64000000 -0.00354113415 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 180445.12000000 USD 166000.00000000 EUR 2025-04-04 -930.64000000 N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 5000.00000000 PA USD 4999.34000000 0.019022751673 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 37000.00000000 PA USD 36911.90000000 0.140451721126 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBF9 20000.00000000 PA USD 14477.87000000 0.055089056909 Long DBT CORP US N 2 2062-03-15 Fixed 5.39000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 51.12000000 0.000194514288 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 55000.00000000 EUR 59528.81000000 USD 2025-04-04 51.12000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 10000.00000000 PA USD 9883.78000000 0.037608302803 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 10000.00000000 PA USD 10122.79000000 0.038517748425 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 5000.00000000 PA USD 5050.14000000 0.019216048345 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Freddie Mac - STACR 5493000IRHY5YZIPQD14 35564KX87 50000.00000000 PA USD 53048.72000000 0.201853170050 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 7.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCE8 1650.01000000 PA USD 1690.87000000 0.006433849292 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 230000.00000000 PA USD 165824.61000000 0.630971363698 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 15000.00000000 PA USD 14434.59000000 0.054924374233 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 5000.00000000 PA USD 5320.28000000 0.020243945255 Long DBT CORP US N 2 2035-04-25 Fixed 6.65000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 605000.00000000 PA USD 605000.00000000 2.302056823999 Long RA CORP US N 2 Repurchase N 4.36000000 2025-04-01 672350.41720000 USD 620044.76000000 USD UST N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 6000.00000000 PA USD 6101.47000000 0.023216414297 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 13000.00000000 PA USD 12069.88000000 0.045926528295 Long DBT CORP US N 2 2029-09-15 Fixed 3.38000000 N N N N N N Credit Suisse Mortgage Trust N/A 22946DAA0 55064.29000000 PA USD 45840.87000000 0.174426921655 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.94000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 25000.00000000 PA USD 24411.79000000 0.092888145050 Long DBT CORP FR N 2 2064-04-05 Fixed 5.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASLB3 32614.47000000 PA USD 31946.77000000 0.121559140302 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CB7 20000.00000000 PA USD 20201.17000000 0.076866514464 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNE96 6196.52000000 PA USD 5584.18000000 0.021248098637 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 26000.00000000 PA USD 24021.52000000 0.091403147171 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 3680.00000000 NS USD 414699.20000000 1.577952269863 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1228334.53000000 OU Notional Amount USD 1254.13000000 0.004772030619 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 1254.13000000 0.00000000 DFE US 9854313.77000000 CNY 1228334.53000000 USD 2025-12-02 1.00000000 8.02250000 USD 2025-12-02 XXXX -4568.63000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 370000.00000000 PA USD 378845.31000000 1.441526332439 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 15000.00000000 PA USD 10953.60000000 0.041679024177 Long DBT CORP US N 2 2062-03-15 Fixed 4.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 5000.00000000 PA USD 5208.25000000 0.019817665212 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 5000.00000000 PA USD 4554.29000000 0.017329313013 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 115000.00000000 PA USD 77346.48000000 0.294307424952 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 5000.00000000 PA USD 5071.63000000 0.019297818926 Long DBT CORP US N 2 2030-03-14 Fixed 4.98000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAT4 10000.00000000 PA USD 10042.53000000 0.038212354903 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7F66 50073.69000000 PA USD 43351.27000000 0.164953862698 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 82000.00000000 PA USD 63468.00000000 0.241499078521 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 55000.00000000 PA USD 56329.56000000 0.214336938827 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.74000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 20000.00000000 PA USD 20245.76000000 0.077036181760 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BP3 4000.00000000 PA USD 3839.15000000 0.014608167695 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 20000.00000000 PA USD 18055.97000000 0.068703915623 Long DBT CORP US N 2 2031-11-01 Fixed 3.63000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 20000.00000000 PA USD 20083.83000000 0.076420029592 Long DBT CORP US N 2 2034-04-04 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNFY5 208676.61000000 PA USD 182046.10000000 0.692694986425 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 917288BK7 15000.00000000 PA USD 14733.95000000 0.056063454780 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 65000.00000000 PA USD 59127.93000000 0.224984883876 Long DBT CORP CA N 2 2029-12-01 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXJT3 5130.74000000 PA USD 5096.13000000 0.019391042714 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FREK3 177104.89000000 PA USD 7733.25000000 0.029425423031 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.11000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 5000.00000000 PA USD 5034.54000000 0.019156689525 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 5000.00000000 PA USD 4694.47000000 0.017862705286 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 40000.00000000 PA USD 38785.01000000 0.147579003205 Long DBT CORP US N 2 2030-01-01 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4M59 634.17000000 PA USD 646.78000000 0.002461031921 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 20000.00000000 PA USD 19909.04000000 0.075754944448 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 5000.00000000 PA USD 5093.87000000 0.019382443295 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 5000.00000000 PA USD 4361.79000000 0.016596840387 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAF3 125000.00000000 PA USD 121694.95000000 0.463055686105 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 5000.00000000 PA USD 4900.44000000 0.018646431971 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 5000.00000000 PA USD 4250.31000000 0.016172653123 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 5000.00000000 PA USD 4946.17000000 0.018820437026 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 10000.00000000 PA USD 8633.89000000 0.032852405606 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CG6 10000.00000000 PA USD 9399.76000000 0.035766581242 Long DBT CORP US N 2 2064-11-01 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AVEP3 4541.99000000 PA USD 4358.89000000 0.016585805734 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 159.30000000 PA USD 162.17000000 0.000617065380 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 45000.00000000 PA USD 32804.85000000 0.124824179839 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAS3 15000.00000000 PA USD 16159.39000000 0.061487328960 Long DBT CORP US N 2 2029-10-30 Fixed 7.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMR1 196088.89000000 PA USD 192447.16000000 0.732271566838 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 20000.00000000 PA USD 19720.56000000 0.075037768134 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 605000.00000000 PA USD 605000.00000000 2.302056823999 Long RA CORP US N 2 Repurchase N 4.34000000 2025-04-01 609146.30510000 USD 618139.16250000 USD UST N N N DLLAA LLC N/A 23292HAC5 15000.00000000 PA USD 15217.91000000 0.057904948037 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.64000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DA7 10000.00000000 PA USD 9700.91000000 0.036912472833 Long DBT CORP US N 2 2054-04-01 Fixed 5.60000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 5000.00000000 PA USD 4420.20000000 0.016819093509 Long DBT US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K2D5 581.31000000 PA USD 574.21000000 0.002184899254 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 10000.00000000 PA USD 9976.29000000 0.037960308219 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -284.85000000 -0.00108386923 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 316057.30000000 USD 292000.00000000 EUR 2025-04-04 -284.85000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 15000.00000000 PA USD 13271.15000000 0.050497423834 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5PK5 15242.58000000 PA USD 13773.19000000 0.052407712442 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GP3 20000.00000000 PA USD 19755.26000000 0.075169803459 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 5000.00000000 PA USD 5007.12000000 0.019052354982 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N UMBS, TBA N/A 01F060642 1381000.00000000 PA USD 1402601.57000000 5.336972753009 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 195444.90000000 PA USD 156430.15000000 0.595224949234 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJQ2 1441.08000000 PA USD 1488.52000000 0.005663896898 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QHSW1 180.83000000 PA USD 183.30000000 0.000697466141 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 280000.00000000 PA USD 246137.50000000 0.936566134739 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CQ9 5000.00000000 PA USD 4970.86000000 0.018914383775 Long DBT CORP US N 2 2029-08-14 Fixed 4.20000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 30000.00000000 PA USD 30589.78000000 0.116395721972 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 60000.00000000 PA USD 57050.21000000 0.217079049985 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBV3 8000.00000000 PA USD 7778.33000000 0.029596954803 Long DBT CORP US N 2 2064-02-26 Fixed 5.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 10000.00000000 PA USD 10167.64000000 0.038688405034 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AN94 1146.26000000 PA USD 1178.61000000 0.004484673046 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBR8 25000.00000000 PA USD 25204.29000000 0.095903649237 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 000000000 5000.00000000 PA USD 4997.44000000 0.019015522073 Long DBT CORP US N 2 2030-03-11 Fixed 5.10000000 N N N N N N PRP Advisors, LLC N/A 69358DAA2 58673.39000000 PA USD 58561.28000000 0.222828750820 Long ABS-O CORP US N 2 2026-06-25 Variable 4.79000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 16000.00000000 PA USD 14943.72000000 0.056861640664 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 5000.00000000 PA USD 4764.17000000 0.018127917453 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 120000.00000000 OU Notional Amount USD 17523.13000000 0.066676431395 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-03-15 67.74000000 USD 0.00000000 USD 120000.00000000 USD 17455.39000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 5000.00000000 PA USD 3136.99000000 0.011936411960 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31306XCK7 510.83000000 PA USD 502.55000000 0.001912229184 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 000000000 15000.00000000 PA USD 14821.60000000 0.056396967640 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQCM3 1198.22000000 PA USD 1175.20000000 0.004471697817 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Y3 128.11000000 PA USD 129.50000000 0.000492754311 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 25000.00000000 PA USD 25226.28000000 0.095987322344 Long DBT CORP US N 2 2030-07-22 Fixed 5.00000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 162.00000000 NS USD 107346.06000000 0.408457404880 Long EC CORP NL N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALHN7 12759.84000000 PA USD 12761.50000000 0.048558178775 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 12916.79000000 PA USD 10752.47000000 0.040913713947 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 10000.00000000 PA USD 9369.30000000 0.035650679340 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 40000.00000000 PA USD 39153.72000000 0.148981964150 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 5000.00000000 PA USD 4966.35000000 0.018897222988 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638EB4 15000.00000000 PA USD 14703.00000000 0.055945688402 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 148361.40000000 PA USD 112534.51000000 0.428199730051 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CG7 15000.00000000 PA USD 15107.20000000 0.057483690663 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AJXW4 9644.97000000 PA USD 9252.61000000 0.035206667752 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAT3 10000.00000000 PA USD 9891.10000000 0.037636155788 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 5000.00000000 PA USD 4181.65000000 0.015911398211 Long DBT CORP US N 2 2031-02-28 Fixed 1.88000000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAA3 27000.00000000 PA USD 26749.56000000 0.101783482871 Long DBT CORP US N 2 2027-11-01 Fixed 5.38000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AU9 15000.00000000 PA USD 16052.75000000 0.061081558151 Long DBT CORP CA N 2 2033-12-15 Fixed 6.13000000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 45000.00000000 PA USD 45352.17000000 0.172567392449 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 15000.00000000 PA USD 12509.62000000 0.047599762126 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 80000.00000000 PA USD 76646.27000000 0.291643089070 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 40000.00000000 PA USD 35529.67000000 0.135192263269 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAB9 5000.00000000 PA USD 5061.32000000 0.019258588833 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 3000.00000000 PA USD 2439.45000000 0.009282235569 Long DBT CORP US N 2 2040-04-01 Fixed 4.13000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 5000.00000000 PA USD 4839.81000000 0.018415731632 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 9000.00000000 PA USD 5291.68000000 0.020135120751 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AC9 15000.00000000 PA USD 15409.38000000 0.058633501458 Long DBT CORP FI N 2 2039-05-15 Fixed 6.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L84W1 189930.32000000 PA USD 184431.54000000 0.701771711103 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.66000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBM1 10000.00000000 PA USD 9061.08000000 0.034477886027 Long ABS-MBS CORP US N 3 2048-05-15 Variable 4.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B5Q1 2070.66000000 PA USD 2110.86000000 0.008031933334 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FL2N3 203156.80000000 PA USD 6060.19000000 0.023059341726 Long ABS-MBS USGSE US N 2 2034-01-25 Variable 0.48000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 19000.00000000 PA USD 19905.15000000 0.075740142793 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 125000.00000000 PA USD 122942.75000000 0.467803630741 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 14000.00000000 PA USD 13257.44000000 0.050445256563 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBS0 15000.00000000 PA USD 15301.00000000 0.058221109857 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LYB5 2031.39000000 PA USD 1829.39000000 0.006960925178 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BAY5 25000.00000000 PA USD 21668.89000000 0.082451266269 Long ABS-MBS CORP US N 3 2037-01-16 Fixed 2.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 202000.00000000 PA USD 157678.36000000 0.599974453942 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208PX52 2065.17000000 PA USD 2129.50000000 0.008102859515 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 10000.00000000 PA USD 9302.00000000 0.035394599300 Long DBT CORP CA N 2 2029-11-15 Fixed 3.13000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KY6 15000.00000000 PA USD 14982.27000000 0.057008325442 Long DBT CORP US N 2 2030-03-15 Fixed 4.55000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAQ7 100000.00000000 PA USD 99812.50000000 0.379791812802 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.17000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AL1 10000.00000000 PA USD 10027.20000000 0.038154023447 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 15000.00000000 PA USD 14838.90000000 0.056462795050 Long DBT CORP US N 2 2032-10-21 Fixed 4.81000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 524.00000000 NS USD 114022.40000000 0.433861229766 Long EC US N 1 N N N UMBS, TBA N/A 01F052649 682000.00000000 PA USD 681093.42000000 2.591596289739 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 15000.00000000 PA USD 10455.95000000 0.039785439750 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 644.00000000 NS USD 111090.00000000 0.422703293517 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JNS7 4931.60000000 PA USD 4787.34000000 0.018216080521 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 10000.00000000 PA USD 10073.97000000 0.038331985757 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMME8 301.65000000 PA USD 312.54000000 0.001189231140 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 7.33000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 5000.00000000 PA USD 4672.63000000 0.017779602938 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 15000.00000000 PA USD 12607.75000000 0.047973151938 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 5000.00000000 PA USD 4929.49000000 0.018756968749 Long DBT CORP US N 2 2028-11-16 Fixed 4.13000000 N N N N N N Adyen NV 724500973ODKK3IFQ447 000000000 128.00000000 NS 195648.23000000 0.744451806570 Long EC CORP NL N 2 N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GQ1 5000.00000000 PA USD 4702.22000000 0.017892194444 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 80000.00000000 PA USD 80948.32000000 0.308012615615 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N NXP BV/NXP FUNDING LLC 724500RKKW4NOJ9YQF60 62947QBB3 15000.00000000 PA USD 15071.77000000 0.057348877650 Long DBT CORP XX N 2 2026-03-01 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1WE0 15399.93000000 PA USD 14537.68000000 0.055316637105 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAP9 10000.00000000 PA USD 7670.65000000 0.029187226738 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 5000.00000000 PA USD 5031.44000000 0.019144893862 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 5000.00000000 PA USD 5081.35000000 0.019334804037 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 15000.00000000 PA USD 15174.31000000 0.057739047743 Long DBT CORP US N 2 2031-09-30 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWCM7 3994.25000000 PA USD 3954.62000000 0.015047537119 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 5000.00000000 PA USD 4713.80000000 0.017936256953 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RM2 370000.00000000 PA USD 290218.75000000 1.104297609735 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1121659.80000000 OU Notional Amount USD 1680.25000000 0.006393439633 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Call Purchased Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD 1680.25000000 0.01000000 DFE US 8709127.52000000 CNY 1121659.80000000 USD 2025-10-16 1.00000000 7.76450000 USD 2025-10-16 XXXX -3201.21000000 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BC6 15000.00000000 PA USD 15037.25000000 0.057217527234 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200K3Z8 147.19000000 PA USD 147.66000000 0.000561854067 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AP7 25000.00000000 PA USD 24958.93000000 0.094970041530 Long DBT CORP US N 2 2035-03-15 Fixed 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MT80 427.19000000 PA USD 433.97000000 0.001651278677 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 6.00000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAC2 30000.00000000 PA USD 30074.01000000 0.114433189992 Long DBT CORP US N 2 2027-11-15 Fixed 4.88000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 10000.00000000 PA USD 8599.09000000 0.032719989776 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 285000.00000000 PA USD 244331.84000000 0.929695503458 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 5000.00000000 PA USD 4498.21000000 0.017115925663 Long DBT CORP US N 2 2030-05-15 Fixed 3.63000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537BA8 10000.00000000 PA USD 10200.49000000 0.038813401012 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BK7 10000.00000000 PA USD 10103.72000000 0.038445186072 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 15000.00000000 PA USD 12500.69000000 0.047565783006 Long DBT CORP US N 2 2031-09-15 Fixed 2.13000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 45000.00000000 PA USD 45453.65000000 0.172953529187 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNJ7 212979.49000000 PA USD 10269.25000000 0.039075036429 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.11000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 10000.00000000 PA USD 10046.50000000 0.038227460962 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 5000.00000000 PA USD 4920.77000000 0.018723788690 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 15000.00000000 PA USD 15105.62000000 0.057477678680 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 15000.00000000 PA USD 15166.99000000 0.057711194758 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 25000.00000000 PA USD 21490.14000000 0.081771113116 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 15000.00000000 PA USD 13995.05000000 0.053251901412 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 25000.00000000 PA USD 24511.06000000 0.093265872622 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSS6 45855.73000000 PA USD 42622.15000000 0.162179522745 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 308853.56000000 PA USD 258375.15000000 0.983131036709 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 30000.00000000 PA USD 29597.93000000 0.112621680550 Long DBT CORP US N 2 2029-10-08 Fixed 4.72000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AY7 15000.00000000 PA USD 11172.01000000 0.042510085716 Long DBT CORP US N 2 2041-10-01 Fixed 3.48000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 30000.00000000 PA USD 18296.09000000 0.069617584854 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 50000.00000000 PA USD 47748.70000000 0.181686315160 Long DBT CORP US N 2 2028-09-01 Fixed 4.63000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 15000.00000000 PA USD 10624.30000000 0.040426020355 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGY37 52599.03000000 PA USD 43764.27000000 0.166525349422 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 13814.20000000 PA USD 10619.96000000 0.040409506427 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BG7 10000.00000000 PA USD 10002.18000000 0.038058821031 Long DBT CORP US N 2 2026-10-30 Fixed 4.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBW9 10000.00000000 PA USD 9901.72000000 0.037676565446 Long DBT CORP US N 2 2034-04-10 Fixed 4.99000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 1421.00000000 NS USD 169752.66000000 0.645917800570 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PLK3 15619.66000000 PA USD 14498.15000000 0.055166223376 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 15000.00000000 PA USD 12951.63000000 0.049281633427 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DM8 15000.00000000 PA USD 14993.57000000 0.057051322536 Long DBT CORP US N 2 2027-11-01 Fixed 4.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 5000.00000000 PA USD 5165.53000000 0.019655113365 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 25000.00000000 PA USD 25679.73000000 0.097712723446 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GK4 25000.00000000 PA USD 24775.82000000 0.094273298349 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCA7 20000.00000000 PA USD 19830.39000000 0.075455677061 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 40212.60000000 PA USD 31706.98000000 0.120646726739 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LCE7 15000.00000000 PA USD 14924.88000000 0.056789953473 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFLL6 1174.06000000 PA USD 1165.74000000 0.004435702019 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 1.70000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 10000.00000000 PA USD 8533.44000000 0.032470188073 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JTJ3 409.13000000 PA USD 422.68000000 0.001608319633 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 505000.00000000 PA USD 505000.00000000 1.921551563834 Long RA CORP US N 2 Repurchase N 4.37000000 2025-04-01 650243.49070000 USD 515585.72000000 USD UST N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AQY3 1545.67000000 PA USD 1557.06000000 0.005924695203 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 380831.76000000 PA USD 304447.96000000 1.158440502265 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRK75 21564.09000000 PA USD 19630.63000000 0.074695579753 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 2.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 10000.00000000 PA USD 9854.94000000 0.037498565086 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299AW4 18000.00000000 PA USD 17209.80000000 0.065484194263 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AX4 5000.00000000 PA USD 5271.08000000 0.020056736667 Long DBT CORP US N 2 2033-10-15 Fixed 6.13000000 N N N N N N Flagship Credit Auto Trust N/A 337955AG3 10000.00000000 PA USD 10011.08000000 0.038092685999 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.05000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1422.60000000 0.005413067831 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 86857.62000000 USD 504000.00000000 BRL 2025-04-04 1422.60000000 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 5000.00000000 PA USD 5129.57000000 0.019518283673 Long DBT CORP US N 2 2036-04-30 Fixed 6.88000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBB8 20000.00000000 PA USD 20021.99000000 0.076184725139 Long DBT US N 2 2034-01-15 Fixed 5.25000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 11000.00000000 PA USD 10444.90000000 0.039743393918 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N Summit Issuer, LLC N/A 86613XAA3 25000.00000000 PA USD 24496.85000000 0.093211802824 Long ABS-O CORP US N 2 2050-12-20 Fixed 2.29000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD 2499.99000000 0.009512593453 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Note Futures TYM5 Comdty 2025-06-18 887250.01000000 USD 2499.99000000 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 22000.00000000 PA USD 21676.98000000 0.082482049144 Long DBT CORP US N 2 2033-09-11 Fixed 4.89000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 10000.00000000 PA USD 9643.64000000 0.036694557471 Long DBT CORP US N 2 2028-01-21 Fixed 2.48000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBM7 15000.00000000 PA USD 15166.06000000 0.057707656059 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 5000.00000000 PA USD 5064.48000000 0.019270612800 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 64367.90000000 PA USD 64185.96000000 0.244230954087 Long ABS-MBS CORP US N 2 2061-07-25 Variable 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 6000.00000000 PA USD 4719.17000000 0.017956690086 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFH6 39800.88000000 PA USD 35271.75000000 0.134210864102 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAU8 15000.00000000 PA USD 14927.95000000 0.056801634984 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -16.15000000 -0.00006145159 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 57331.01000000 USD 53000.00000000 EUR 2025-04-04 -16.15000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 15000.00000000 PA USD 14828.89000000 0.056424706474 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AM3 44000.00000000 PA USD 43079.19000000 0.163918583986 Long DBT CORP US N 2 2028-02-01 Fixed 4.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 15000.00000000 PA USD 13151.85000000 0.050043481059 Long DBT CORP US N 2 2033-02-04 Fixed 2.97000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46646RAJ2 85000.00000000 PA USD 82156.53000000 0.312609918219 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.14000000 N N N N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 1693.00000000 NS USD 309429.61000000 1.177395942558 Long EC CORP US N 1 N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBZ1 15000.00000000 PA USD 14659.84000000 0.055781462331 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 5000.00000000 PA USD 4532.61000000 0.017246819472 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5X5 0.87000000 PA USD 0.88000000 0.000003348446 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 30000.00000000 PA USD 25136.03000000 0.095643916346 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 5000.00000000 PA USD 5077.98000000 0.019321981010 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 51800.00000000 PA USD 52657.81000000 0.200365736937 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.44000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 231919.05000000 PA USD 186266.78000000 0.708754895840 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 4000.00000000 PA USD 3605.10000000 0.013717595134 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 10000.00000000 PA USD 10656.19000000 0.040547363483 Long DBT CORP US N 2 2031-05-01 Fixed 6.39000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 5000.00000000 PA USD 5067.78000000 0.019283169473 Long DBT CORP US N 2 2029-04-20 Fixed 5.16000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 25000.00000000 PA USD 25302.75000000 0.096278294716 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F83S0 116073.68000000 PA USD 5178.69000000 0.019705187857 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.02000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GC1 15000.00000000 PA USD 9871.40000000 0.037561196251 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3BD1 9667.26000000 PA USD 9441.20000000 0.035924262622 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.50000000 N N N N N N SG Commercial Mortgage Securities Trust N/A 78397FAA1 90000.00000000 PA USD 85950.00000000 0.327044271112 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 20000.00000000 PA USD 19979.82000000 0.076024266071 Long DBT CORP US N 2 2028-10-22 Fixed 4.51000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 000000000 15000.00000000 PA USD 14816.63000000 0.056378056529 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 35564K2G3 50000.00000000 PA USD 52246.14000000 0.198799310933 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.69000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LB5 10000.00000000 PA USD 10066.78000000 0.038304627429 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBJ4 20000.00000000 PA USD 20121.61000000 0.076563784479 Long DBT CORP US N 2 2030-01-15 Fixed 4.70000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KG1 15000.00000000 PA USD 15298.40000000 0.058211216721 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 25000.00000000 PA USD 22921.57000000 0.087217779562 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWL35 109742.10000000 PA USD 109626.55000000 0.417134789287 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 15000.00000000 PA USD 15525.02000000 0.059073517741 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 25000.00000000 PA USD 24606.25000000 0.093628075579 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CK6 10000.00000000 PA USD 7217.47000000 0.027462853000 Long DBT CORP NL N 2 2041-11-26 Fixed 2.88000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 5000.00000000 PA USD 3733.51000000 0.014206201938 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 10000.00000000 PA USD 8266.14000000 0.031453097512 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH44 20000.00000000 PA USD 21029.38000000 0.080017897080 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 8.04000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2G4 15000.00000000 PA USD 15035.59000000 0.057211210846 Long DBT CORP US N 2 2027-12-10 Fixed 4.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 5000.00000000 PA USD 4099.27000000 0.015597937978 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N MFRA Trust N/A 55283FAA6 18071.11000000 PA USD 16819.85000000 0.064000414001 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.15000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 15000.00000000 PA USD 12986.24000000 0.049413326297 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 10000.00000000 PA USD 10217.87000000 0.038879532826 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSEB1 1403.87000000 PA USD 1310.24000000 0.004985532120 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1022.00000000 NS USD 264861.52000000 1.007812015753 Long EC CORP US N 1 N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 10000.00000000 PA USD 9684.79000000 0.036851135385 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAU4 25000.00000000 PA USD 25255.96000000 0.096100256305 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 140000.00000000 PA USD 136456.25000000 0.519223209074 Long DBT UST US N 2 2034-08-15 Fixed 3.88000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 100000.00000000 PA USD 93318.86000000 0.355083171026 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCF0 5000.00000000 PA USD 4892.22000000 0.018615154438 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AY6G6 3772.86000000 PA USD 3587.79000000 0.013651729673 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 54000.00000000 PA USD 55224.78000000 0.210133192814 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.49000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAG5 10000.00000000 PA USD 10208.13000000 0.038842471614 Long ABS-MBS CORP US N 2 2040-04-13 Variable 7.04000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 15000.00000000 PA USD 12646.27000000 0.048119722564 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307AFP2 439.75000000 PA USD 429.08000000 0.001632671970 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 5000.00000000 PA USD 4164.17000000 0.015844885892 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 25000.00000000 PA USD 22430.55000000 0.085349422633 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 268896.04000000 PA USD 9029.42000000 0.034357418062 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.72000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 35000.00000000 PA USD 34601.95000000 0.131662239869 Long DBT CORP US N 2 2033-05-15 Fixed 5.13000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAF8 20000.00000000 PA USD 18833.53000000 0.071662572324 Long DBT CORP FR N 2 2064-09-10 Fixed 5.43000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 5000.00000000 PA USD 5134.00000000 0.019535140056 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NFP5 2699.42000000 PA USD 2861.49000000 0.010888119969 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRB83 729.76000000 PA USD 685.46000000 0.002608211356 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 19000.00000000 PA USD 20799.93000000 0.079144827760 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 50000.00000000 PA USD 44559.18000000 0.169550023786 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 5000.00000000 PA USD 5123.12000000 0.019493741084 Long DBT CORP US N 2 2033-03-06 Fixed 5.99000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 5000.00000000 PA USD 5065.07000000 0.019272857781 Long DBT CORP US N 2 2030-02-13 Fixed 5.17000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DU3 10000.00000000 PA USD 8287.20000000 0.031533231920 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 5000.00000000 PA USD 4486.25000000 0.017070417234 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 145000.00000000 PA USD 86354.30000000 0.328582653878 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 10000.00000000 PA USD 8792.07000000 0.033454288827 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 5000.00000000 PA USD 4341.89000000 0.016521119840 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 55000.00000000 PA USD 52566.86000000 0.200019667403 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 22000.00000000 PA USD 18327.57000000 0.069737367910 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 15000.00000000 PA USD 15514.31000000 0.059032765628 Long DBT CORP US N 2 2028-08-15 Fixed 6.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JPP97 3243.17000000 PA USD 3115.97000000 0.011856429755 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Aligned Data Centers Issuers LLC N/A 01627AAD0 40000.00000000 PA USD 40377.42000000 0.153638207019 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A36C0 3470.69000000 PA USD 3266.36000000 0.012428671615 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 15000.00000000 PA USD 13099.14000000 0.049842916736 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AV1 7000.00000000 PA USD 6756.07000000 0.025707201730 Long DBT CORP US N 2 2054-08-15 Fixed 5.50000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638EC2 10000.00000000 PA USD 9670.60000000 0.036797141689 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.88000000 N N N N N N Freddie Mac - STACR 5493000IRLADKYZNON28 35564KB32 20000.00000000 PA USD 21082.36000000 0.080219488766 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 8.34000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 12000.00000000 PA USD 12173.31000000 0.046320084886 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 15000.00000000 PA USD 14651.57000000 0.055749994546 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 18000.00000000 PA USD 16758.70000000 0.063767735035 Long DBT CORP US N 2 2032-03-15 Fixed 4.22000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 10000.00000000 PA USD 9592.87000000 0.036501374950 Long DBT CORP US N 2 2053-12-01 Fixed 5.88000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 15000.00000000 PA USD 14748.84000000 0.056120112013 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 70000.00000000 PA USD 63721.50000000 0.242463659356 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 10000.00000000 PA USD 8587.84000000 0.032677182934 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 10000.00000000 PA USD 10241.85000000 0.038970777988 Long DBT CORP XX N 2 2028-12-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NBJ3 1654.32000000 PA USD 1680.56000000 0.006394619200 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 6.00000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 10000.00000000 PA USD 10093.55000000 0.038406488687 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 5000.00000000 PA USD 5328.50000000 0.020275222787 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N GTP ACQUISITION PARTNERS N/A 36246MAU3 160000.00000000 PA USD 159437.52000000 0.606668150276 Long DBT CORP US N 2 2025-06-16 Fixed 3.48000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 20000.00000000 PA USD 15996.08000000 0.060865925820 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AC5 100000.00000000 PA USD 100031.24000000 0.380624130008 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.66000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 25000.00000000 PA USD 25118.20000000 0.095576072258 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAB3 55000.00000000 PA USD 52074.84000000 0.198147505422 Long DBT CORP US N 2 2027-03-15 Fixed 1.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 5000.00000000 PA USD 4593.48000000 0.017478433024 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 40000.00000000 PA USD 35241.58000000 0.134096065665 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 5000.00000000 PA USD 5113.91000000 0.019458696550 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 5000.00000000 PA USD 4378.05000000 0.016658710542 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4TG4 6746.33000000 PA USD 6289.66000000 0.023932487146 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 23000.00000000 PA USD 19802.30000000 0.075348793133 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307BV64 1510.12000000 PA USD 1475.38000000 0.005613898507 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 10000.00000000 PA USD 9406.92000000 0.035793825419 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 5000.00000000 PA USD 4750.28000000 0.018075065272 Long DBT CORP US N 2 2054-04-15 Fixed 5.38000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 55000.00000000 PA USD 56065.90000000 0.213333698658 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 7.69000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 20000.00000000 PA USD 20074.98000000 0.076386354877 Long DBT US N 2 2028-01-11 Fixed 5.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -380.78000000 -0.00144888792 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATM5 Comdty 2025-06-06 -122337.85000000 EUR -380.78000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 15000.00000000 PA USD 15464.36000000 0.058842703250 Long DBT CORP US N 2 2030-04-18 Fixed 5.66000000 N N N N N N GLS Auto Receivables Trust N/A 36271KAG6 30000.00000000 PA USD 30191.23000000 0.114879218258 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.98000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBX3 82000.00000000 PA USD 80232.57000000 0.305289149215 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFX5 15000.00000000 PA USD 15197.03000000 0.057825498538 Long DBT CORP US N 2 2030-02-07 Fixed 4.95000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 435000.00000000 OU Notional Amount USD -15567.87000000 -0.05923656424 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-03-19 0.00000000 USD -899.19000000 USD 435000.00000000 USD -14668.68000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 15000.00000000 PA USD 16181.79000000 0.061572562138 Long DBT CORP US N 2 2034-10-23 Fixed 6.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Z0 291.94000000 PA USD 295.86000000 0.001125762862 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 20000.00000000 PA USD 19712.18000000 0.075005881793 Long DBT CORP US N 2 2033-07-25 Fixed 4.90000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 10000.00000000 PA USD 9880.17000000 0.037594566563 Long DBT CORP US N 2 2031-10-01 Fixed 5.10000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AH0 10000.00000000 PA USD 8694.66000000 0.033083638653 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 1396.00000000 NS USD 204039.36000000 0.776380497607 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 25000.00000000 PA USD 23040.85000000 0.087671646236 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1096868.29000000 OU Notional Amount USD 3313.64000000 0.012608574502 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 3313.64000000 0.01000000 DFE US 8577510.03000000 CNY 1096868.29000000 USD 2026-02-25 1.00000000 7.82000000 USD 2026-02-25 XXXX -1215.33000000 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 5000.00000000 PA USD 4988.48000000 0.018981428802 Long DBT CORP US N 2 2036-01-30 Fixed 6.18000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 30000.00000000 PA USD 29195.43000000 0.111090146877 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 29000.00000000 PA USD 26246.88000000 0.099870759029 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LSB6 153.44000000 PA USD 159.44000000 0.000606677586 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 150000.00000000 PA USD 127926.31000000 0.486766338685 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 2.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 5000.00000000 PA USD 4800.87000000 0.018267562883 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 10000.00000000 PA USD 10021.76000000 0.038133323961 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WEK5 15485.15000000 PA USD 15984.38000000 0.060821406704 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 13000.00000000 PA USD 12532.39000000 0.047686403174 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAC6 5000.00000000 PA USD 5054.50000000 0.019232638375 Long DBT CORP US N 2 2034-09-30 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HLZ4 462.94000000 PA USD 477.19000000 0.001815733050 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 18000.00000000 PA USD 17197.67000000 0.065438038975 Long DBT CORP US N 2 2027-01-15 Fixed 1.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 15000.00000000 PA USD 14343.57000000 0.054578038345 Long DBT US N 2 2026-09-15 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APKJ0 6143.13000000 PA USD 6005.89000000 0.022852727369 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 18000.00000000 PA USD 20361.70000000 0.077477339559 Long DBT CORP US N 2 2033-03-15 Fixed 7.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408E5T5 743.54000000 PA USD 775.69000000 0.002951541252 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGX9 175.25000000 PA USD 176.92000000 0.000673189906 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5H81 33710.71000000 PA USD 31177.29000000 0.118631228426 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 599.00000000 NS USD 211195.42000000 0.803609682328 Long EC CORP US N 1 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 5000.00000000 PA USD 5089.91000000 0.019367375287 Long DBT CORP US N 2 2032-07-23 Fixed 5.72000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 15000.00000000 PA USD 15167.98000000 0.057714961760 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDS4 183656.59000000 PA USD 162854.52000000 0.619670015016 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 574541.65000000 OU Notional Amount USD 801.49000000 0.003049711609 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 801.49000000 0.00000000 DFE US 4400989.04000000 CNY 574541.65000000 USD 2025-09-01 1.00000000 7.66000000 USD 2025-09-01 XXXX -1581.85000000 N N N UMBS, TBA N/A 01F042640 294000.00000000 PA USD 281201.42000000 1.069986194759 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651RAA5 20171.45000000 PA USD 18200.23000000 0.069252832512 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 20000.00000000 PA USD 20390.17000000 0.077585669406 Long DBT CORP US N 2 2027-09-15 Fixed 5.93000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 19000.00000000 PA USD 18259.06000000 0.069476683756 Long DBT CORP US N 2 2030-08-01 Fixed 5.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 650000.00000000 PA USD 484021.49000000 1.841727229780 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBX4 25000.00000000 PA USD 24785.81000000 0.094311310824 Long DBT CORP US N 2 2032-01-29 Fixed 6.00000000 N N N N N N 1211 Avenue of the Americas Trust N/A 90117PAC9 120000.00000000 PA USD 117600.00000000 0.447474185954 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 20000.00000000 PA USD 17029.10000000 0.064796621258 Long DBT CORP US N 2 2032-07-21 Fixed 2.24000000 N N N N N N MicroStrategy Inc 549300WQTWEJUEHXQX21 594972408 793.00000000 NS USD 228598.11000000 0.869827833188 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 15000.00000000 PA USD 14907.80000000 0.056724963174 Long DBT CORP US N 2 2030-10-23 Fixed 4.69000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 5000.00000000 PA USD 4712.50000000 0.017931310385 Long DBT CORP US N 2 2029-10-01 Fixed 3.35000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3475.45000000 -0.01322427006 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 479000.00000000 BRL 80425.80000000 USD 2025-04-04 -3475.45000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 23000.00000000 PA USD 15587.22000000 0.059310192013 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 10000.00000000 PA USD 9953.80000000 0.037874732586 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 287450.41000000 PA USD 230158.66000000 0.875765808025 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 5000.00000000 PA USD 4703.93000000 0.017898701084 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 12000.00000000 PA USD 10294.07000000 0.039169477835 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CV7 5000.00000000 PA USD 4636.16000000 0.017640832669 Long DBT CORP US N 2 2054-09-01 Fixed 5.95000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAL1 8000.00000000 PA USD 7835.73000000 0.029815364822 Long DBT CORP US N 2 2032-06-15 Fixed 4.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 20000.00000000 PA USD 20629.17000000 0.078495076978 Long DBT CORP US N 2 2030-04-22 Fixed 5.58000000 N N N N N N LAMAR MEDIA CORP N/A 513075BZ3 5000.00000000 PA USD 4468.82000000 0.017004095167 Long DBT CORP US N 2 2031-01-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 143089.80000000 PA USD 124532.57000000 0.473852979468 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 20000.00000000 PA USD 20454.52000000 0.077830524541 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 30000.00000000 PA USD 29288.63000000 0.111444777780 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AG2 20000.00000000 PA USD 20397.66000000 0.077614169250 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEE7 398000.00000000 PA USD 375348.20000000 1.428219644935 Long DBT UST US N 2 2029-03-31 Fixed 2.38000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 5000.00000000 PA USD 5162.31000000 0.019642861096 Long DBT CORP US N 2 2033-11-15 Fixed 6.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 25000.00000000 PA USD 25316.03000000 0.096328825815 Long DBT CORP US N 2 2031-01-30 Fixed 5.09000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 10000.00000000 PA USD 8137.31000000 0.030962892585 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 25000.00000000 PA USD 25960.36000000 0.098780535357 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 150000.00000000 PA USD 140406.91000000 0.534255678185 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 30000.00000000 PA USD 30129.68000000 0.114645017270 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 517188.09000000 OU Notional Amount USD 247.73000000 0.000942625681 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 247.73000000 0.00000000 DFE US 4018551.46000000 CNY 517188.09000000 USD 2025-07-31 1.00000000 7.77000000 USD 2025-07-31 XXXX -2003.07000000 N N N PEAC Solutions Receivables LLC N/A 69392HAC7 30000.00000000 PA USD 30185.82000000 0.114858632924 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.04000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -331.50000000 -0.00126137493 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 77111.79000000 USD 71000.00000000 EUR 2025-04-04 -331.50000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 5000.00000000 PA USD 4893.07000000 0.018618388733 Long DBT CORP US N 2 2035-10-22 Fixed 4.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -164.31000000 -0.00062520819 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 59642.00000000 USD 55000.00000000 EUR 2025-04-04 -164.31000000 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 620000.00000000 PA USD 620000.00000000 2.359132613024 Long RA CORP US N 2 Repurchase N 4.36000000 2025-04-01 635449.54130000 USD 628864.09000000 USD UST N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 15000.00000000 PA USD 15473.88000000 0.058878927351 Long DBT CORP US N 2 2030-04-25 Fixed 5.73000000 N N N N N N LAMAR MEDIA CORP N/A 513075BW0 35000.00000000 PA USD 34032.32000000 0.129494767756 Long DBT CORP US N 2 2029-01-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418WG20 2554.34000000 PA USD 2576.73000000 0.009804593190 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BB7 9000.00000000 PA USD 8855.32000000 0.033694958404 Long DBT CORP US N 2 2032-08-01 Fixed 4.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCC7 10000.00000000 PA USD 10061.68000000 0.038285221660 Long DBT CORP US N 2 2029-01-05 Fixed 4.85000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 20000.00000000 PA USD 20560.31000000 0.078233061056 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.24000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 10000.00000000 PA USD 10062.02000000 0.038286515378 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 2645.00000000 NS USD 252293.33000000 0.959989391695 Long EC CORP CA N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 15000.00000000 PA USD 13687.31000000 0.052080934525 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 168000.00000000 PA USD 135502.50000000 0.515594140155 Long DBT UST US N 2 2044-08-15 Fixed 3.13000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 10000.00000000 PA USD 9962.97000000 0.037909624918 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 5000.00000000 PA USD 3504.54000000 0.013334959044 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312930TN0 306.01000000 PA USD 302.65000000 0.001151599169 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 15000.00000000 PA USD 14749.06000000 0.056120949124 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -8.00000000 NC -5336.85000000 -0.02030699497 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNM5 Comdty 2025-06-19 -985520.00000000 CAD -5336.85000000 N N N GO DADDY OPCO/FINCO N/A 38016LAA3 82000.00000000 PA USD 81303.81000000 0.309365273764 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N NRP Mortgage Trust N/A 62942KAA4 3057.07000000 PA USD 2755.83000000 0.010486078111 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 7000.00000000 PA USD 7306.70000000 0.027802377844 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LNG0 2104.82000000 PA USD 2182.79000000 0.008305630768 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZE7 98684.57000000 PA USD 6486.90000000 0.024682995721 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.57000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 5000.00000000 PA USD 5150.84000000 0.019599217142 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 12.00000000 NC 4492.39000000 0.017093780257 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMM5 Comdty 2025-06-16 1344726.01000000 AUD 4492.39000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAW1 2737.15000000 PA USD 2794.94000000 0.010634893718 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QFB1 12305.89000000 PA USD 11304.35000000 0.043013646377 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 5000.00000000 PA USD 5189.74000000 0.019747233688 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAD9 60000.00000000 PA USD 60328.07000000 0.229551479706 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWNN3 4158.43000000 PA USD 4123.54000000 0.015690286605 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BB5 5000.00000000 PA USD 5064.00000000 0.019268786374 Long DBT CORP US N 2 2029-04-01 Fixed 4.88000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 25000.00000000 PA USD 25989.84000000 0.098892708308 Long DBT CORP US N 2 2029-11-15 Fixed 6.95000000 N N N N N N ROBLOX Corp N/A 771049103 3718.00000000 NS USD 216722.22000000 0.824639447046 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 5000.00000000 PA USD 4313.75000000 0.016414045660 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LGJ7 13501.37000000 PA USD 13813.24000000 0.052560104799 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 65000.00000000 PA USD 60031.70000000 0.228423776266 Long DBT CORP US N 2 2030-07-15 Fixed 3.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 157.58000000 0.000599600188 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 166000.00000000 EUR 179672.06000000 USD 2025-04-04 157.58000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4TY9 569.83000000 PA USD 581.86000000 0.002214007906 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 15.62000000 0.000059434921 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 216296.88000000 USD 15.62000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 6000.00000000 PA USD 5422.49000000 0.020632859681 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 15000.00000000 PA USD 16976.17000000 0.064595219824 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 855000.00000000 PA USD 857905.67000000 3.264376201605 Long DBT UST US N 2 2027-01-31 Fixed 4.13000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAA8 10000.00000000 PA USD 10131.67000000 0.038551537292 Long ABS-MBS CORP US N 2 2040-04-13 Variable 5.73000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 525000.00000000 PA USD 526558.59000000 2.003583132801 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 603.00000000 NS USD 123615.00000000 0.470361577353 Long EC CORP US N 1 N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 10000.00000000 PA USD 10391.21000000 0.039539100644 Long DBT CORP US N 2 2030-08-15 Fixed 5.93000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 15000.00000000 PA USD 15595.99000000 0.059343562324 Long DBT CORP US N 2 2031-02-20 Fixed 5.83000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 20000.00000000 PA USD 20098.89000000 0.076477333684 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 5000.00000000 PA USD 4613.79000000 0.017555713642 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 20000.00000000 PA USD 10191.41000000 0.038778851135 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 3000.00000000 PA USD 3038.30000000 0.011560891319 Long DBT CORP US N 2 2034-03-30 Fixed 5.38000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 195000.00000000 OU Notional Amount USD 7709.54000000 0.029335205234 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-09-20 824.05000000 USD 0.00000000 USD 195000.00000000 USD 6885.49000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 40000.00000000 PA USD 38973.27000000 0.148295342408 Long DBT CORP CO N 2 2036-01-19 Fixed 8.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLL5 110016.91000000 PA USD 109901.06000000 0.418179314277 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 90000.00000000 PA USD 89375.25000000 0.340077527535 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 31000.00000000 PA USD 22396.35000000 0.085219289835 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AT5 15000.00000000 PA USD 17145.24000000 0.065238540067 Long DBT CORP US N 2 2034-11-02 Fixed 7.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJT6 938.04000000 PA USD 973.21000000 0.003703115242 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDP34 286417.43000000 PA USD 229467.09000000 0.873134347798 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNEF0 19280.25000000 PA USD 17362.84000000 0.066066519514 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNZP5 6381.87000000 PA USD 5927.77000000 0.022555476660 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4FG0 39307.50000000 PA USD 34248.61000000 0.130317762583 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N PRP Advisors, LLC N/A 693583AA4 51845.82000000 PA USD 51854.33000000 0.197308453273 Long ABS-O CORP US N 2 2026-04-25 Variable 4.87000000 N N N N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 126.00000000 NS USD 245809.62000000 0.935318534092 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 15000.00000000 PA USD 15187.55000000 0.057789426640 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W3AJ2 45618.70000000 PA USD 39607.99000000 0.150710485395 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBB9 15000.00000000 PA USD 13301.67000000 0.050613554039 Long DBT CORP US N 2 2031-04-15 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVZX0 30000.00000000 PA USD 26341.06000000 0.100229118883 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 10000.00000000 PA USD 9986.08000000 0.037997559684 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD -6907.72000000 -0.02628423795 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 -1443295.41000000 USD -6907.72000000 N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 25000.00000000 PA USD 25502.79000000 0.097039457438 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 602000.00000000 PA USD 568231.56000000 2.162150975718 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 35000.00000000 PA USD 33679.32000000 0.128151584187 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N UMBS, TBA N/A 01F020448 175000.00000000 PA USD 158134.05000000 0.601708378362 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 73000.00000000 PA USD 71751.05000000 0.273016519473 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 10000.00000000 PA USD 10158.46000000 0.038653474651 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 10000.00000000 PA USD 10278.00000000 0.039108330639 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 305209.04000000 PA USD 300090.14000000 1.141858767937 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCR5 5000.00000000 PA USD 4907.15000000 0.018671963874 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 25000.00000000 PA USD 25408.21000000 0.096679575563 Long DBT CORP US N 2 2029-04-04 Fixed 5.37000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 20000.00000000 PA USD 19633.49000000 0.074706462204 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AD3 10000.00000000 PA USD 10537.46000000 0.040095589587 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAC3 100000.00000000 PA USD 99758.98000000 0.379588166387 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.07000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 10000.00000000 PA USD 9374.92000000 0.035672063736 Long DBT CORP US N 2 2030-03-01 Fixed 3.27000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 15000.00000000 PA USD 14855.43000000 0.056525692570 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N N Citizens Auto Receivables Trust N/A 17331QAE6 15000.00000000 PA USD 15162.43000000 0.057693843718 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418U4W1 2499.97000000 PA USD 2521.88000000 0.009595886055 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 5000.00000000 PA USD 4160.28000000 0.015830084237 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DE2 5000.00000000 PA USD 4943.15000000 0.018808945767 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4020.40000000 0.015297833479 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 292000.00000000 EUR 319792.85000000 USD 2025-04-04 4020.40000000 N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 15000.00000000 PA USD 14239.45000000 0.054181856268 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAT1 5000.00000000 PA USD 4660.28000000 0.017732610538 Long DBT CORP US N 2 2029-12-01 Fixed 3.75000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBP8 5000.00000000 PA USD 5050.55000000 0.019217608417 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YEG3 1120.22000000 PA USD 1121.63000000 0.004267861149 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWK93 219089.77000000 PA USD 218859.06000000 0.832770235648 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 15000.00000000 PA USD 14717.23000000 0.055999834300 Long DBT CORP US N 2 2035-10-25 Fixed 5.52000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 15000.00000000 PA USD 15204.02000000 0.057852095856 Long DBT CORP US N 2 2035-01-23 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 40000.00000000 PA USD 34226.99000000 0.130235497346 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 9000.00000000 PA USD 6184.24000000 0.023531358501 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416L4C7 297.74000000 PA USD 307.49000000 0.001170015624 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 6.94000000 N N N N N N Cent CLO LP 549300066YASG4MIU864 19736RAS0 250000.00000000 PA USD 249926.00000000 0.950981576520 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 25000.00000000 PA USD 25509.96000000 0.097066739666 Long DBT CORP US N 2 2029-07-24 Fixed 5.30000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 5000.00000000 PA USD 4910.65000000 0.018685281558 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BXR20 333127.03000000 PA USD 3234.63000000 0.012307937296 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.59000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG35 35000.00000000 PA USD 35108.98000000 0.133591515690 Long DBT MUN US N 2 2045-11-15 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 10000.00000000 PA USD 9723.53000000 0.036998543123 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 175000.00000000 PA USD 154984.49000000 0.589724136890 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 3.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAT7 10000.00000000 PA USD 9957.76000000 0.037889800594 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.88000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBZ9 10000.00000000 PA USD 10105.08000000 0.038450360943 Long DBT CORP US N 2 2032-07-22 Fixed 5.06000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAF0 10000.00000000 PA USD 10263.57000000 0.039053423730 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4FP8 16586.63000000 PA USD 15890.39000000 0.060463769810 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.50000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CH5 5000.00000000 PA USD 4913.68000000 0.018696810867 Long DBT CORP US N 2 2032-10-15 Fixed 5.75000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GT5 10000.00000000 PA USD 9926.13000000 0.037769446780 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GD0 5000.00000000 PA USD 2828.52000000 0.010762667384 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 893.00000000 NS USD 169902.18000000 0.646486732035 Long EC CORP US N 1 N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 10000.00000000 PA USD 10426.06000000 0.039671706727 Long DBT CORP CA N 2 2031-12-01 Fixed 7.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 65.69000000 0.000249953905 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 71000.00000000 EUR 76845.98000000 USD 2025-04-04 65.69000000 N N N Fannie Mae - CAS N/A 20754GAE0 10000.00000000 PA USD 10014.46000000 0.038105547077 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.14000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 10000.00000000 PA USD 10138.89000000 0.038579009772 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CL4 5000.00000000 PA USD 3246.56000000 0.012353331574 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 000000000 7060.00000000 NS USD 219777.80000000 0.836266089675 Long EC CORP GB N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 10000.00000000 PA USD 8786.31000000 0.033432371724 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 25000.00000000 PA USD 23482.11000000 0.089350663747 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Roivant Sciences Ltd 549300DL466NY5J6U724 000000000 5172.00000000 NS USD 52185.48000000 0.198568496442 Long EC CORP BM N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J65D2 8617.13000000 PA USD 7760.22000000 0.029528045300 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 10000.00000000 PA USD 8372.81000000 0.031858982473 Long DBT CORP NO N 2 2040-04-06 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032647 150000.00000000 PA USD 137238.99000000 0.522201575947 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 3.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 20000.00000000 PA USD 16576.55000000 0.063074644703 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 101.00000000 NS USD 17395.23000000 0.066189765167 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 240000.00000000 PA USD 236737.50000000 0.900798640283 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 5000.00000000 PA USD 5131.71000000 0.019526426486 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Floor & Decor Holdings Inc 549300M5FR3N688XGQ36 339750101 1475.00000000 NS USD 118693.25000000 0.451634059711 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASMM5 5203.45000000 PA USD 4819.50000000 0.018338451013 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 20000.00000000 PA USD 20098.23000000 0.076474822350 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AMT1 630.23000000 PA USD 653.10000000 0.002485079854 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYP8 35000.00000000 PA USD 37165.80000000 0.141417823982 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.84000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD 830.28000000 0.003159259074 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -612080.28000000 USD 830.28000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4Z48 4045.25000000 PA USD 4124.85000000 0.015695271223 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 32000.00000000 PA USD 31164.45000000 0.118582371551 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 10000.00000000 PA USD 10258.76000000 0.039035121427 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJ6L1 1818.84000000 PA USD 1783.67000000 0.006786958173 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 22000.00000000 PA USD 16511.58000000 0.062827430436 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N BAIN CAPITAL SPECIALTY F 549300V2JL72R0EYBK64 05684BAC1 75000.00000000 PA USD 71842.08000000 0.273362893412 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABM24 6512.27000000 PA USD 6218.26000000 0.023660806390 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696BZ1 5000.00000000 PA USD 4784.44000000 0.018205045869 Long DBT CORP US N 2 2029-06-01 Fixed 3.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 260000.00000000 PA USD 141527.34000000 0.538518973271 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAV9 10000.00000000 PA USD 10170.24000000 0.038698298171 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 40000.00000000 PA USD 44548.57000000 0.169509652178 Long DBT CORP US N 2 2031-10-30 Fixed 7.62000000 N N N N N N BPR Trust N/A 05592VAE4 10000.00000000 PA USD 10123.24000000 0.038519460699 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.85000000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 100000.00000000 PA USD 100017.90000000 0.380573370606 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.69000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GN7 15000.00000000 PA USD 14564.06000000 0.055417014393 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N 2025-05-13 SEASONS SERIES TRUST Donna McManus Donna McManus Assistant Treasurer