NPORT-P false 0001039001 XXXXXXXX S000007598 C000020707 C000020708 C000020709 Voya Partners Inc 811-08319 0001039001 5493008K4FXFGU5VMN14 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA GLOBAL BOND PORTFOLIO S000007598 FVTA0XO1Q4APDMG7KO58 2025-12-31 2025-03-31 N 111540783.40 9166924.45 102373858.95 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7668917.66000000 0.00000000 825700.34000000 AUD BRL CAD CNY EUR GBP USD N BBG Global Aggregate Index LEGATRUU GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -395.44000000 -0.00038627048 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -3801612.86000000 MXN 184786.51000000 USD 2025-04-25 -395.44000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 14.00000000 NC -26313.34000000 -0.02570318269 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2025-06-26 1684488.86000000 USD -26313.34000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -485401.19000000 -0.47414564125 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-04-14 0.00000000 GBP 0.00000000 GBP 800000.00000000 GBP -485401.19000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 25698.44000000 0.025102541081 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-01-08 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 25698.44000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 94837.55000000 0.092638444005 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-14 0.00000000 USD 0.00000000 USD 3000000.00000000 USD 94837.55000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -51277.86000000 -0.05008882201 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Japan Government Two Year Bond Japan Government Two Year Bond Y Performance Leg 2025-05-15 0.00000000 JPY 0.00000000 JPY 220000000.00000000 JPY -51277.86000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -19447.48000000 -0.01899652919 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-26 0.00000000 USD 0.00000000 USD 3000000.00000000 USD -19447.48000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 61531.03000000 0.060104240116 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-06-09 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 61531.03000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 46925.61000000 0.045837492579 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-03 200.00000000 USD 0.00000000 USD 17000000.00000000 USD 46725.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 169.55000000 0.000165618451 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2025-06-12 0.00000000 USD 0.00000000 USD 6000.00000000 USD 169.55 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15702.58000000 -0.01533846644 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-01-03 0.00000000 BRL 0.00000000 BRL 6517608.48000000 BRL -15702.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3286.19000000 0.003209989379 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-02-04 0.00000000 USD 0.00000000 USD 3000.00000000 USD 3286.19 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -3.96000000 -0.00000386817 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -48797.84000000 USD 379428.96000000 HKD 2025-04-25 -3.96000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 63800.22000000 0.062320811830 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-08 196.00000000 USD 0.00000000 USD 2300000.00000000 USD 63604.22000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 9304.32000000 0.009088570163 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2044-11-29 0.00000000 USD 0.00000000 USD 580000.00000000 USD 9304.32000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4851.03000000 -0.00473854365 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2030-02-04 0.00000000 COP 0.00000000 COP 1930573000.00000000 COP -4851.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8325.92000000 0.008132857435 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-02-10 0.00000000 USD 0.00000000 USD 1765000.00000000 USD 8325.92 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 3987.92000000 0.003895447569 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y Performance Leg 2026-02-10 0.00000000 USD 0.00000000 USD 1765000.00000000 USD 3987.92 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 4356.69000000 0.004255666480 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2026-01-20 0.00000000 USD 0.00000000 USD 6000.00000000 USD 4356.69 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4487.34000000 -0.00438328695 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2030-02-03 0.00000000 COP 0.00000000 COP 1930573000.00000000 COP -4487.34000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 30268.40000000 0.029566532228 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-07-31 0.00000000 KRW 0.00000000 KRW 1713918000.00000000 KRW 30268.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 160572.06000000 0.156848693257 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-01-24 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 160572.06000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 47041.37000000 0.045950568321 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-09-26 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 47041.37000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -9205.40000000 -0.00899194393 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -3157607.50000000 USD 2437478.21000000 GBP 2025-05-16 -9205.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -70328.94000000 -0.06869814298 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-08-08 7660.00000000 USD 0.00000000 USD 1870000.00000000 USD -77988.94000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 11383.74000000 0.011119772290 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-09-30 0.00000000 GBP 0.00000000 GBP 70000.00000000 GBP 11383.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1712.88000000 0.001673161505 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-05-03 59.00000000 USD 0.00000000 USD 3750000.00000000 USD 1653.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 7987.89000000 0.007802665721 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-08-16 0.00000000 USD 0.00000000 USD 458600.00000000 USD 7987.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 10378.25000000 0.010137597728 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-03 47.00000000 USD 0.00000000 USD 2250000.00000000 USD 10331.25000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 2126.22000000 0.002076916921 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 JAPAN (20 YEAR ISSUE) Japan Government Twenty Year Bond Y Performance Leg 2025-06-06 0.00000000 JPY 0.00000000 JPY 200000000.00000000 JPY 2126.22000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -19767.59000000 -0.01930921643 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-08 0.00000000 USD -211.00000000 USD 900000.00000000 USD -19556.59000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 9856.92000000 0.009628356399 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 JAPAN GOVERNMENT FIVE YEAR BOND JAPAN GOVERNMENT FIVE YEAR BOND Y Performance Leg 2025-05-22 0.00000000 JPY 0.00000000 JPY 500000000.00000000 JPY 9856.92000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -789.22000000 -0.00077091945 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-05-25 0.00000000 GBP 0.00000000 GBP 900000.00000000 GBP -789.22000000 N N N COLT Funding LLC N/A 19685WAA9 311398.18000000 PA USD 258773.97000000 0.252773484026 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.92400000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1307000.00000000 NC USD 42721.43000000 0.041730799676 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-06-14 XXXX 42721.43000000 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CS7 8000.00000000 PA USD 8147.41000000 0.007958486750 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVZ8 1631343.22000000 PA USD 1304121.53000000 1.273881382782 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAT7 16000.00000000 PA USD 16216.16000000 0.015840137478 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 24000.00000000 PA USD 24178.30000000 0.023617650294 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QH52 159579.44000000 PA USD 23425.38000000 0.022882189105 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 14000.00000000 PA USD 12950.25000000 0.012649957843 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBW8 48000.00000000 PA USD 45700.37000000 0.044640663611 Long DBT CORP US N 2 2054-10-15 Fixed 5.60000000 N N N N N N BLP Commercial Mortgage Trust N/A 05625AAC5 332089.59000000 PA USD 331774.54000000 0.324081306891 Long ABS-MBS CORP US N 2 2041-03-15 Floating 6.01083000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 25000.00000000 PA USD 25144.39000000 0.024561338468 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BKZ8 2403.69450000 PA USD 2459.76000000 0.002402722750 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.00000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD 682.33000000 0.000666508039 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -82781.91000000 USD 878091.79000000 NOK 2025-05-16 682.33000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395WA56 15583.76000000 PA USD 16202.93000000 0.015827214257 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 8.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAL8 35000.00000000 PA USD 35152.67000000 0.034337545112 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAC1 21000.00000000 PA USD 19475.82000000 0.019024212039 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 1483800.00000000 PA USD 1462470.38000000 1.428558418135 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 077779AD8 786000.00000000 PA USD 745530.38000000 0.728242920259 Long DBT NUSS BE N 2 2055-06-10 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 78000.00000000 PA USD 75792.41000000 0.074034925299 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QM65 478187.93000000 PA USD 450674.92000000 0.440224608725 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 20000.00000000 PA USD 20637.20000000 0.020158661802 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393JC55 7069.31340000 PA USD 7058.32000000 0.006894650716 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 4.96315000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DU31 2530761.36270000 PA USD 194510.78000000 0.190000437606 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 2.11583000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD -1730.31000000 -0.00169018733 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -892248.58000000 BRL 153981.98000000 USD 2025-04-25 -1730.31000000 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 21000.00000000 PA USD 21457.56000000 0.020959999183 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 42000.00000000 PA USD 37798.19000000 0.036921720434 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A1H97 811181.33700000 PA USD 23108.69000000 0.022572842556 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 0.01000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBQ0 36000.00000000 PA USD 36161.71000000 0.035323187355 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CZ3 14000.00000000 PA USD 13975.89000000 0.013651815163 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 30000.00000000 PA USD 26745.55000000 0.026125370552 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CW0 71000.00000000 PA USD 72436.74000000 0.070757067031 Long DBT CORP US N 2 2030-08-10 Fixed 4.97700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CZ0 33000.00000000 PA USD 33398.86000000 0.032624402696 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BBR5 20886.08000000 PA USD 19285.86000000 0.018838656858 Long ABS-MBS CORP US N 2 2050-03-01 Variable 2.21121200 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CV0 13000.00000000 PA USD 13074.11000000 0.012770945761 Long DBT CORP US N 2 2034-02-15 Fixed 5.25000000 N N N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 4.00000000 NC 1776.41000000 0.001735218363 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2025-06-16 279805.79000000 USD 1776.41000000 N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 449276AD6 100000.00000000 PA USD 100143.44000000 0.097821300307 Long DBT CORP SG N 2 2031-02-05 Fixed 4.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 7000.00000000 PA USD 7048.13000000 0.006884697003 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 30000.00000000 PA USD 30499.72000000 0.029792488348 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 48000.00000000 PA USD 47769.27000000 0.046661589677 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBP2 4000.00000000 PA USD 4067.14000000 0.003972830605 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAG4 12000.00000000 PA USD 12099.88000000 0.011819306338 Long DBT CORP US N 2 2034-04-04 Fixed 4.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 19000.00000000 PA USD 15757.44000000 0.015392054340 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBG3 32000.00000000 PA USD 31565.72000000 0.030833769796 Long DBT CORP CA N 2 2065-06-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4TZ6 1564.59020000 PA USD 1577.47000000 0.001540891411 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392UKB9 1963.22460000 PA USD 1956.31000000 0.001910946817 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.96315000 N N N N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 16.00000000 NC 3005.99000000 0.002936286695 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2025-06-16 1061777.42000000 USD 3005.99000000 N N N GS Mortgage Securities Trust N/A 36257UAN7 4735215.99000000 PA USD 136976.30000000 0.133800074945 Long ABS-MBS CORP US N 2 2052-09-10 Variable 0.80517300 N N N N N N NUVEEN LLC N/A 67080LAC9 39000.00000000 PA USD 40227.12000000 0.039294328076 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 87000.00000000 PA USD 87721.36000000 0.085687265186 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46591LBH3 29924.33000000 PA USD 27021.84000000 0.026395253902 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 708696CA5 24000.00000000 PA USD 24134.11000000 0.023574484978 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 31000.00000000 PA USD 31171.44000000 0.030448632414 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 26000.00000000 PA USD 26042.45000000 0.025438574131 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRV4 565000.00000000 PA USD 554009.88000000 0.541163423633 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 7000.00000000 PA USD 6404.69000000 0.006256177178 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 12000.00000000 PA USD 12189.73000000 0.011907072884 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -4242.67000000 -0.00414429039 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -217392.01000000 USD 10239163.67000000 TRY 2025-11-10 -4242.67000000 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 33000.00000000 PA USD 33582.69000000 0.032803970021 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N AMCOR GROUP FINANCE 2549008XHB8M1L64J275 02344BAA4 14000.00000000 PA USD 14322.90000000 0.013990778648 Long DBT CORP GB N 2 2029-05-23 Fixed 5.45000000 N N N N N N JP Morgan Mortgage Trust N/A 46655KAD8 334519.73000000 PA USD 284865.39000000 0.278259892634 Long ABS-MBS CORP US N 2 2052-11-25 Variable 3.00000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 15000.00000000 PA USD 15320.00000000 0.014964757758 Long DBT CORP US N 2 2029-04-01 Fixed 5.10000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 60000.00000000 PA USD 51314.58000000 0.050124690547 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAZ8 28020.59000000 PA USD 27723.46000000 0.027080604642 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.95900000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 14000.00000000 PA USD 14300.84000000 0.013969230179 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAV9 28000.00000000 PA USD 27558.66000000 0.026919626047 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 20000.00000000 PA USD 21130.86000000 0.020640874747 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N Sound Point CLO LTD 549300YVZ0M0XDDYS744 83609RAQ4 89683.40000000 PA USD 89785.19000000 0.087703238815 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 6.60195000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2820.50000000 -0.00275509786 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -224729.76000000 USD 1526805.46000000 DKK 2025-05-16 -2820.50000000 N N N Shackleton CLO LTD 549300O6RVX5OXLL7335 81883MAQ6 440000.00000000 PA USD 441299.32000000 0.431066411412 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.71359000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LMM9 63448.64000000 PA USD 82221.88000000 0.080315307875 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 11.17915000 N N N N N N TPG OPERATING GROUP II 2549001H9RJQNZT7MU11 872652AA0 21000.00000000 PA USD 21510.27000000 0.021011486936 Long DBT CORP US N 2 2034-03-05 Fixed 5.87500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 5000.00000000 PA USD 4488.66000000 0.004384576342 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339DYV4 1431.67000000 PA USD 1443.38000000 0.001409910708 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 5.41315000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 135000.00000000 PA USD 129158.33000000 0.126163389096 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 9000.00000000 PA USD 9234.17000000 0.009020046811 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMS1 30000.00000000 PA USD 30017.38000000 0.029321332914 Long DBT CORP US N 2 2027-10-08 Fixed 4.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 30000.00000000 PA USD 28844.31000000 0.028175464220 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 25000.00000000 PA USD 25322.31000000 0.024735132835 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 1835.18000000 0.001792625596 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -6358736.60000000 MXN 311578.25000000 USD 2025-04-25 1835.18000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2687.12000000 0.002624810696 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -299490.87000000 USD 6203432.49000000 MXN 2025-04-25 2687.12000000 N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBU2 44000.00000000 PA USD 43564.06000000 0.042553890658 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93363NAA3 17834.14000000 PA USD 16287.10000000 0.015909432512 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.75570400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BM60 259343.64000000 PA USD 237287.98000000 0.231785714081 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAYU8 9727.86080000 PA USD 1467.77000000 0.001433735149 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46630GBB0 19709.84670000 PA USD 19058.53000000 0.018616598217 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.98712000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 31000.00000000 PA USD 32826.98000000 0.032065783527 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N JP Morgan Mortgage Trust N/A 46591KAJ2 138322.17000000 PA USD 124391.47000000 0.121507063693 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 537000.00000000 PA 359534.22000000 0.351197291659 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 26285.00000000 PA 957546.90000000 0.935343172389 Long DBT NUSS MX N 2 2031-11-27 Floating 2.75000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AW0 19000.00000000 PA USD 18888.54000000 0.018450549968 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1551.50000000 0.001515523607 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -2056736.42000000 MXN 101738.05000000 USD 2025-04-25 1551.50000000 N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 10000.00000000 PA USD 10261.94000000 0.010023984741 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1864000.00000000 PA 421778.57000000 0.411998311215 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 26000.00000000 PA USD 26145.88000000 0.025539605782 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N Gam Resecuritization Trust N/A 36459TAQ9 129000.00000000 PA USD 125875.58000000 0.122956759949 Long ABS-MBS CORP US N 2 2051-09-27 Variable 0.99360100 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1400000.00000000 PA 202932.91000000 0.198227274112 Long DBT NUSS CN N 2 2033-08-25 Fixed 2.52000000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 42000.00000000 PA USD 37492.94000000 0.036623548613 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 19000.00000000 PA USD 19036.80000000 0.018595372095 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Gam Resecuritization Trust N/A 36459DCE9 238000.00000000 PA USD 207662.71000000 0.202847398867 Long ABS-MBS CORP US N 2 2050-11-27 Variable 1.97292100 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AW3 26000.00000000 PA USD 26906.69000000 0.026282774016 Long DBT CORP US N 2 2028-03-15 Fixed 6.25000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 40000.00000000 PA USD 39458.43000000 0.038543462564 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -31.00000000 NC USD -38082.94000000 -0.03719986761 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-30 -3314760.81000000 USD -38082.94000000 N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 54000.00000000 PA USD 54907.97000000 0.053634756531 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBV0 27000.00000000 PA USD 26314.47000000 0.025704286494 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAF3 4000.00000000 PA USD 4061.29000000 0.003967116255 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 26000.00000000 PA USD 25932.49000000 0.025331163898 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375JRN7 119285.76000000 PA USD 139990.45000000 0.136744332426 Long ABS-MBS USGA US N 2 2037-03-20 Floating 7.67206000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 7000.00000000 PA USD 7033.31000000 0.006870220652 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE4G1 6735.26000000 PA USD 6481.55000000 0.006331254938 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAF8 28000.00000000 PA USD 28946.63000000 0.028275411610 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N Countrywide Alternative Loan T N/A 12668BZK2 55802.16000000 PA USD 26059.02000000 0.025454759903 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WFG8 1548052.28000000 PA USD 1321779.55000000 1.291129946215 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -18132.36000000 -0.01771190437 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3843000.00000000 TRY 83002.16000000 USD 2025-04-03 -18132.36000000 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CE1 30000.00000000 PA USD 29679.52000000 0.028991307257 Long DBT CORP US N 2 2064-11-15 Fixed 5.60000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022659 1873000.00000000 PA USD 1557571.93000000 1.521454740473 Long ABS-MBS USGSE US N 2 2054-05-15 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377GTD1 598704.25000000 PA USD 53473.84000000 0.052233881333 Long ABS-MBS USGA US N 2 2040-06-20 Floating 1.41615000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 71000.00000000 PA USD 71962.29000000 0.070293618642 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1270000.00000000 PA 217635.06000000 0.212588508660 Long DBT NUSS CN N 2 2052-04-15 Fixed 3.32000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 30000.00000000 PA USD 30480.94000000 0.029774143822 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 14987LAC5 300000.00000000 PA USD 300160.80000000 0.293200630589 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.77014000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAR0 29000.00000000 PA USD 30281.55000000 0.029579377304 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PES1 25000.00000000 PA USD 24766.49000000 0.024192201265 Long DBT CORP US N 2 2045-11-29 Fixed 5.53400000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 11000.00000000 PA USD 11078.41000000 0.010821522323 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 3662.43000000 0.003577505075 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -74516.72000000 USD 360146.01000000 RON 2025-04-25 3662.43000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393T4V5 1058.73680000 PA USD 1055.28000000 0.001030810023 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 4.85417000 N N N N N N Oaktree CLO Ltd N/A 67402CBJ4 500000.00000000 PA USD 497913.50000000 0.486367814114 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.56317000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CZ7 26000.00000000 PA USD 25974.87000000 0.025372561185 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392HMC4 5349.63730000 PA USD 5395.17000000 0.005270066065 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 5.45417000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BF0 56000.00000000 PA USD 56426.97000000 0.055118533753 Long DBT CORP US N 2 2039-11-18 Fixed 6.14100000 N N N N N N SMRT N/A 78457JAG7 750000.00000000 PA USD 740356.73000000 0.723189237558 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.67000000 N N N N N N Mill City Mortgage Trust N/A 59980AAC1 200000.00000000 PA USD 193151.36000000 0.188672540022 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 23000.00000000 PA USD 23082.27000000 0.022547035187 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBL8 38000.00000000 PA USD 37872.56000000 0.036994365933 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Banc of America Funding Corpor N/A 05946XPV9 116376.17000000 PA USD 113723.65000000 0.111086610553 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 559000.00000000 NC 18270.97000000 0.017847300265 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP GB US 2055-02-14 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 2.10000000 EUR 2035-02-12 XXXX 18270.97000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 127000.00000000 PA USD 129749.62000000 0.126740968183 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 15000.00000000 PA USD 15116.68000000 0.014766152370 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 9000.00000000 PA USD 9242.51000000 0.009028193422 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 37000.00000000 PA USD 36764.72000000 0.035912214677 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 8482.00000000 PA USD 8004.65000000 0.007819037088 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576438AA3 27275.66560000 PA USD 26536.57000000 0.025921236409 Long ABS-MBS CORP US N 2 2036-04-25 Variable 6.98269100 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 6000.00000000 PA USD 5479.16000000 0.005352108493 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJZY2 4340.25000000 PA USD 101.58000000 0.000099224549 Long ABS-MBS USGSE US N 2 2029-03-15 Floating 3.23685000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AC7 23000.00000000 PA USD 23031.86000000 0.022497794101 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAY3 210000.00000000 PA USD 134308.36000000 0.131193999500 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1109000.00000000 NC -5616.08000000 -0.00548585357 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.00000000 EUR 2025-12-15 XXXX -5616.08000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CR2 54000.00000000 PA USD 53420.65000000 0.052181924709 Long DBT CORP US N 2 2032-10-22 Fixed 4.67500000 N N N N N Bank N/A 06540BBE8 8641943.62460000 PA USD 255899.62000000 0.249965784844 Long ABS-MBS CORP US N 2 2052-10-17 Variable 0.82714200 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 1649100.00000000 PA USD 1679505.28000000 1.640560683387 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Arizona Biltmore Trust N/A 00218TAG9 250000.00000000 PA USD 253794.35000000 0.247909332131 Long ABS-MBS CORP US N 2 2029-06-11 Fixed 6.36100000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 5000.00000000 PA USD 5074.58000000 0.004956909949 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYD6 38979.95000000 PA USD 36974.74000000 0.036117364705 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BP83 17359.61000000 PA USD 1388.74000000 0.001356537708 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 3.29583000 N N N N N N Adjustable Rate Mortgage Trust N/A 007034AA9 101677.20000000 PA USD 89421.35000000 0.087347835587 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.74546800 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 23000.00000000 PA USD 22114.69000000 0.021601891563 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 92000.00000000 PA USD 85197.17000000 0.083221606447 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -72.15000000 -0.00007047697 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -48324.80000000 ZAR 2558.73000000 USD 2025-04-25 -72.15000000 N N N LIBERTY UTILITIES CO 549300UN1FEYPC5BKW09 531542AB4 26000.00000000 PA USD 26507.68000000 0.025893016314 Long DBT CORP US N 2 2034-01-31 Fixed 5.86900000 N N N N N N GS Mortgage-Backed Securities N/A 362938BB7 470040.55000000 PA USD 467420.87000000 0.456582251361 Long ABS-MBS CORP US N 2 2053-05-25 Variable 5.50000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 34000.00000000 PA USD 34448.39000000 0.033649596052 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BS2 29000.00000000 PA USD 24784.12000000 0.024209422458 Long DBT CORP US N 2 2031-11-10 Fixed 2.12500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBW9 3000.00000000 PA USD 2971.58000000 0.002902674599 Long DBT CORP US N 2 2034-04-10 Fixed 4.98900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KC65 4503954.84000000 PA USD 387050.51000000 0.378075530188 Long ABS-MBS USGSE US N 2 2039-10-15 Floating 1.68685000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 14000.00000000 PA USD 12340.35000000 0.012054200287 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AM3 27000.00000000 PA USD 27419.38000000 0.026783575691 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEJ6 8000.00000000 PA USD 8136.73000000 0.007948054399 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 9000.00000000 PA USD 9087.57000000 0.008876846192 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 3971.15000000 0.003879066434 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -10252207.19000000 TRY 217392.01000000 USD 2025-11-10 3971.15000000 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 36000.00000000 PA USD 36349.20000000 0.035506329811 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BQ6 20000.00000000 PA USD 17012.84000000 0.016618343954 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N LIBERTY UTILITIES CO 549300UN1FEYPC5BKW09 531542AA6 42000.00000000 PA USD 43005.99000000 0.042008761261 Long DBT CORP US N 2 2029-01-31 Fixed 5.57700000 N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 83272GAA9 42000.00000000 PA USD 42694.74000000 0.041704728568 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 65000.00000000 PA USD 56912.63000000 0.055592932203 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NTP9 248774.22000000 PA USD 231334.43000000 0.225970215807 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 2.66585000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 23000.00000000 PA USD 23504.58000000 0.022959552605 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAJ8 40000.00000000 PA USD 40965.26000000 0.040015351985 Long DBT CORP US N 2 2030-01-17 Fixed 4.95000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMK8 25000.00000000 PA USD 25013.05000000 0.024433043998 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 1452331.17000000 PA USD 12391.58000000 0.012104242359 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.33416800 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3070500.00000000 NC USD 87818.84000000 0.085782484806 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-05-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-05-25 XXXX 87818.83000000 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 7000.00000000 PA USD 6899.76000000 0.006739767427 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAP6 26000.00000000 PA USD 26156.01000000 0.025549500886 Long DBT CORP CA N 2 2030-02-01 Fixed 4.85000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBV1 29000.00000000 PA USD 28519.65000000 0.027858332481 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 12000.00000000 PA USD 11881.56000000 0.011606048772 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 40000.00000000 PA USD 39150.92000000 0.038243083147 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 4000.00000000 PA USD 3899.69000000 0.003809263458 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4500000.00000000 PA 669363.60000000 0.653842305902 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BK3 33000.00000000 PA USD 33369.85000000 0.032596065384 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3ZG9 215129.73000000 PA USD 24473.76000000 0.023906259128 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 1.99583000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 870000.00000000 PA 902750.54000000 0.881817437829 Long DBT NUSS ES N 2 2029-04-30 Fixed 1.45000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1611.28000000 0.001573917420 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -60424.87000000 USD 58910530.00000000 CLP 2025-04-25 1611.28000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1013.54000000 0.000990037896 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -292336179.00000000 CLP 308860.20000000 USD 2025-04-25 1013.54000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 500000.00000000 PA 643706.58000000 0.628780224368 Long DBT NUSS GB N 2 2029-07-22 Fixed 4.12500000 N N N N N N Bluemountain CLO Ltd N/A 09631BAC7 250000.00000000 PA USD 250272.75000000 0.244469391470 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 5.95478000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EQ29 558.40300000 PA USD 561.78000000 0.000548753369 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.45417000 N N N N N N Octagon Investment Partners 43 N/A 67573LAQ2 550000.00000000 PA USD 551466.30000000 0.538678824512 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 6.75007000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CD9 10000.00000000 PA USD 9854.50000000 0.009625992515 Long DBT CORP US N 2 2034-08-15 Fixed 4.80000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CQ0 42000.00000000 PA USD 42168.77000000 0.041190954832 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 25000.00000000 PA USD 24581.19000000 0.024011198026 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAB8 13000.00000000 PA USD 13328.29000000 0.013019231800 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 25000.00000000 PA USD 25184.41000000 0.024600430479 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYLF6 198963.16000000 PA USD 27916.96000000 0.027269617738 Long ABS-MBS USGSE US N 2 2043-02-15 Fixed 4.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 10586.57000000 0.010341087176 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -7793237.50000000 MXN 390206.21000000 USD 2025-04-25 10586.57000000 N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 600000.00000000 PA USD 637227.48000000 0.622451362619 Long ABS-MBS CORP US N 2 2042-03-25 Floating 9.58969000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 33000.00000000 PA USD 33360.38000000 0.032586814976 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 300000.00000000 PA USD 305424.54000000 0.298342314271 Long ABS-MBS CORP US N 2 2042-02-25 Floating 6.73969000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AP6 4000.00000000 PA USD 3928.58000000 0.003837483553 Long DBT CORP US N 2 2033-05-15 Fixed 4.85000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AU0 27000.00000000 PA USD 23248.88000000 0.022709781811 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 20000.00000000 PA USD 17548.33000000 0.017141416939 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Gam Resecuritization Trust N/A 36459DBU4 95000.00000000 PA USD 93747.35000000 0.091573523711 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 90000.00000000 PA USD 93316.58000000 0.091152742464 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 25000.00000000 PA USD 25231.13000000 0.024646067129 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N BX Trust N/A 05609CAN7 315000.00000000 PA USD 308900.75000000 0.301737917441 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.60448000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD 10496.97000000 0.010253564833 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -303643.93000000 USD 1800061.95000000 BRL 2025-04-25 10496.97000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLPZ5 10193.70000000 PA USD 390.08000000 0.000381034771 Long ABS-MBS USGSE US N 2 2029-08-15 Floating 4.48685000 N N N N N N AMERICAN MEDIA OP R/B/R N/A 000000000 2149.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 45000.00000000 PA USD 46169.51000000 0.045098925129 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAR0 9000.00000000 PA USD 9001.23000000 0.008792508255 Long DBT CORP US N 2 2034-04-01 Fixed 5.15000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 28000.00000000 PA USD 23434.44000000 0.022891039021 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AM6 6000.00000000 PA USD 6219.06000000 0.006074851591 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAW7 14000.00000000 PA USD 14238.51000000 0.013908345495 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CS3 10000.00000000 PA USD 9966.32000000 0.009735219617 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDK3 24000.00000000 PA USD 24397.26000000 0.023831533020 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 13660000.00000000 PA 1936992.60000000 1.892077352428 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 000000000 1.00000000 NC USD -5880.97000000 -0.00574460126 N/A DFE CORP US N 2 BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 -323444.61000000 USD 301563582.00000000 CLP 2025-04-25 -5880.97000000 N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BN6 6000.00000000 PA USD 6149.25000000 0.006006660355 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BM5 20000.00000000 PA USD 17840.18000000 0.017426499482 Long DBT CORP US N 2 2030-04-23 Fixed 2.12500000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AZ0 6000.00000000 PA USD 6137.29000000 0.005994977685 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N Smurfit WestRock PLC 635400EGSEOPDW2EXS14 000000000 120.00000000 NS USD 5407.20000000 0.005281817111 Long EC CORP IE N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 124000.00000000 PA USD 126245.35000000 0.123317955672 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 47000.00000000 PA USD 39798.20000000 0.038875353931 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KV58 19333.79000000 PA USD 1246.29000000 0.001217390858 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 2.77583000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3S8 89000.00000000 PA USD 89915.36000000 0.087830390416 Long DBT CORP US N 2 2026-02-23 Fixed 5.68400000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEV9 20000.00000000 PA USD 20697.35000000 0.020217417036 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 18000.00000000 PA USD 18120.11000000 0.017699938427 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4512.70000000 0.004408058899 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -73535.64000000 USD 29109883.05000000 HUF 2025-04-25 4512.70000000 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 205000.00000000 PA USD 198531.25000000 0.193927680402 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 11000.00000000 PA USD 11437.52000000 0.011172305232 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N Madison Park Funding Ltd N/A 55819DBE5 400000.00000000 PA USD 401422.80000000 0.392114553575 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 6.54034000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HS97 820.03960000 PA USD 857.21000000 0.000837332898 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 45000.00000000 PA USD 46074.70000000 0.045006313596 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 37000.00000000 PA USD 37199.26000000 0.036336678505 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 16000.00000000 PA USD 13533.89000000 0.013220064319 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Gam Resecuritization Trust N/A 36459DBW0 95000.00000000 PA USD 93433.88000000 0.091267322496 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 66807TAA0 60000.00000000 PA USD 60458.75000000 0.059056824290 Long DBT CORP US N 2 2030-03-21 Fixed 5.07300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEUR8 12530.91000000 PA USD 12078.05000000 0.011797982535 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -303.91000000 -0.00029686289 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -19433.14000000 USD 318581556.39000000 IDR 2025-04-25 -303.91000000 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CW2 8000.00000000 PA USD 8202.99000000 0.008012777953 Long DBT CORP US N 2 2034-06-01 Fixed 4.95000000 N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 44000.00000000 PA USD 42324.21000000 0.041342790468 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 27000.00000000 PA USD 27621.98000000 0.026981477774 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BF3 6000.00000000 PA USD 5978.67000000 0.005840035787 Long DBT CORP US N 2 2033-06-15 Fixed 4.90000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DE6 18000.00000000 PA USD 18002.26000000 0.017584821149 Long DBT CORP US N 2 2026-05-01 Fixed 4.99000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 40000.00000000 PA USD 39984.48000000 0.039057314445 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 30000.00000000 PA 31048.52000000 0.030328562699 Long DBT NUSS DE N 2 2028-02-15 Fixed 0.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QS84 202248.02000000 PA USD 17269.61000000 0.016869159937 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 86000.00000000 PA USD 89451.00000000 0.087376798059 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAS3 40000.00000000 PA USD 40521.14000000 0.039581530300 Long DBT CORP US N 2 2029-04-20 Fixed 5.10000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD 10680.92000000 0.010433249375 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 1211819.08000000 USD 10680.92000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 40000.00000000 PA USD 39701.62000000 0.038781013441 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 11000.00000000 PA USD 10851.81000000 0.010600176755 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAF5 2000.00000000 PA USD 2063.20000000 0.002015358238 Long DBT CORP CA N 2 2036-12-01 Fixed 5.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 7000.00000000 PA USD 6388.07000000 0.006239942564 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395XLV5 3960.13040000 PA USD 4525.58000000 0.004420640236 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 8.38510700 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 6000.00000000 PA USD 5967.70000000 0.005829320161 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAA83 7711.86000000 PA USD 1090.10000000 0.001064822613 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 6.00000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 15000.00000000 PA USD 12548.48000000 0.012257504140 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 35000.00000000 PA USD 33800.40000000 0.033016631732 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 48000.00000000 PA USD 45009.85000000 0.043966155483 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD -7365.51000000 -0.00719471755 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -313467.96000000 USD 6283998.15000000 MXN 2025-04-25 -7365.51000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 32000.00000000 PA USD 33591.60000000 0.032812673415 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 99000.00000000 PA USD 96017.52000000 0.093791052701 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAR5 47000.00000000 PA USD 48333.55000000 0.047212785075 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 38000.00000000 PA USD 37066.06000000 0.036206567164 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359VVE0 1080.97270000 PA USD 1089.56000000 0.001064295134 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 40000.00000000 PA USD 34524.00000000 0.033723452797 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Oaktree CLO Ltd N/A 67401RAU8 250000.00000000 PA USD 246966.50000000 0.241239807244 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 6.40198000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 537700.00000000 PA USD 531377.83000000 0.519056168684 Long DBT UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXN4 58000.00000000 PA USD 58985.86000000 0.057618087864 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Countrywide Alternative Loan T N/A 12668AKU8 30633.78000000 PA USD 15856.49000000 0.015488807555 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.93459000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -1146610.00000000 NC USD -7361.35000000 -0.00719065401 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2034-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.54000000 USD 2034-08-14 XXXX -7361.35000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAH1 32000.00000000 PA USD 32166.59000000 0.031420706740 Long DBT CORP CA N 2 2031-05-02 Fixed 4.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395VZ51 9726.58000000 PA USD 310.31000000 0.000303114489 Long ABS-MBS USGSE US N 2 2035-07-15 Floating 1.68685000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 42000.00000000 PA USD 43329.08000000 0.042324359406 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 4000.00000000 PA USD 4209.66000000 0.004112045831 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432PC3 21000.00000000 PA USD 20864.03000000 0.020380232037 Long DBT CORP US N 2 2034-08-15 Fixed 5.00000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBG1 15000.00000000 PA USD 15333.55000000 0.014977993559 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AK3 39000.00000000 PA USD 39923.60000000 0.038997846139 Long DBT CORP US N 2 2029-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395D7F0 11173.45010000 PA USD 12662.67000000 0.012369046287 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 7.86794300 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FASW1 16739.26930000 PA USD 2380.53000000 0.002325329946 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CRC6 4491.86000000 PA USD 4686.85000000 0.004578170685 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 17.00000000 NC 5562.44000000 0.005433457385 N/A DIR CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2025-06-12 1562395.42000000 USD 5562.44000000 N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 49000.00000000 PA USD 49878.74000000 0.048722145000 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CE67 1813.84000000 PA USD 1829.02000000 0.001786608435 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.45417000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 56000.00000000 PA USD 53211.00000000 0.051977136102 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N BBCCRE Trust N/A 05490TAN2 8020000.00000000 PA USD 4785.94000000 0.004674962973 Long ABS-MBS CORP US N 2 2033-08-10 Variable 0.59660000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FJ73 5350.37300000 PA USD 5395.91000000 0.005270788905 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 5.45417000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 134221.02000000 PA USD 118104.18000000 0.115365564228 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003VAC2 500000.00000000 PA USD 519152.60000000 0.507114418978 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.92800000 N N N N N N JP Morgan Mortgage Trust N/A 46656DAH4 715286.69000000 PA USD 697211.25000000 0.681044220810 Long ABS-MBS CORP US N 2 2053-07-25 Variable 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EG9 22000.00000000 PA USD 22530.51000000 0.022008069473 Long DBT CORP US N 2 2031-02-22 Fixed 5.10000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207BC8 25000.00000000 PA USD 25298.53000000 0.024711904249 Long DBT CORP US N 2 2029-02-20 Fixed 4.75000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -4869.79000000 -0.00475686864 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -124898.28000000 USD 446060.85000000 ILS 2025-04-25 -4869.79000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 35.00000000 NC -83413.31000000 -0.08147911083 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long FRANCE (GOVT OF) FRENCH REPUBLIC GOVERNMENT BOND OAT 2025-06-06 4726691.39000000 USD -83413.31000000 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAM6 20000.00000000 PA USD 20162.54000000 0.019695008283 Long DBT CORP US N 2 2032-03-17 Fixed 5.50000000 N N N N N N Bank N/A 060352AP6 1948000.00000000 PA USD 54568.93000000 0.053303578237 Long ABS-MBS CORP US N 2 2060-07-15 Variable 1.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BC6 30000.00000000 PA USD 30084.33000000 0.029386730468 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3950000.00000000 PA 164861.13000000 0.161038307719 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 12624NAE0 5622672.49000000 PA USD 49509.88000000 0.048361838176 Long ABS-MBS CORP US N 2 2030-10-05 Variable 0.78933500 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 87000.00000000 PA USD 79228.60000000 0.077391436459 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 52000.00000000 PA USD 49488.71000000 0.048341159068 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 54000.00000000 PA USD 64972.34000000 0.063465752552 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAB9 62000.00000000 PA USD 58361.52000000 0.057008225145 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AD4 26000.00000000 PA USD 26140.49000000 0.025534340766 Long DBT CORP SG N 2 2030-05-19 Fixed 4.65000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -3097.98000000 -0.00302614361 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -421874.05000000 USD 4198206.69000000 SEK 2025-05-16 -3097.98000000 N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AR2 23000.00000000 PA USD 20766.01000000 0.020284484938 Long DBT CORP US N 2 2030-06-26 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DRP9 3833.53000000 PA USD 212.33000000 0.000207406463 Long ABS-MBS USGSE US N 2 2032-07-25 Floating 3.49583000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 42000.00000000 PA USD 42844.04000000 0.041850566579 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432PA7 2000.00000000 PA USD 2095.41000000 0.002046821348 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAN4 20000.00000000 PA USD 19977.95000000 0.019514698581 Long DBT CORP US N 2 2035-03-17 Fixed 5.70000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 15000.00000000 PA USD 15056.05000000 0.014706928267 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 11000.00000000 PA USD 10699.60000000 0.010451496221 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAT4 48000.00000000 PA USD 48223.75000000 0.047105531133 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 48000.00000000 PA USD 47567.12000000 0.046464127158 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 29000.00000000 PA USD 28694.37000000 0.028029001049 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 942.75000000 0.000920889384 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -5542987.73000000 THB 164591.22000000 USD 2025-04-25 942.75000000 N N N AGL CLO Ltd. 549300G9RL3BICT9HA62 00851TAC0 700000.00000000 PA USD 698628.00000000 0.682428119019 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.91359000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 21000.00000000 PA USD 21258.82000000 0.020765867593 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15300000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 29000.00000000 PA USD 29503.98000000 0.028819837703 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECZ6 29000.00000000 PA USD 28752.93000000 0.028086203152 Long DBT CORP US N 2 2035-03-21 Fixed 5.40000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 23000.00000000 PA USD 21200.38000000 0.020708782708 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Voya VACS Series HYB Fund 549300IKJ54WGTW8EU42 92913L262 560800.63500000 NS USD 5720166.48000000 5.587526482511 Long EC RF US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 30000.00000000 PA USD 30366.77000000 0.029662621211 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYY8 24138.63000000 PA USD 22843.10000000 0.022313411093 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F2Q0 2506760.52480000 PA USD 2481.07000000 0.002423538611 Long ABS-MBS CORP US N 2 2045-08-25 Variable 0.01000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBC2 9000.00000000 PA USD 8796.81000000 0.008592828374 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -500000.00000000 NC USD -2014.94000000 -0.00196821729 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.43.V1 Default Event 2029-12-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 104.50000000 USD 2025-04-16 XXXX 935.06000000 N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAU1 500000.00000000 PA USD 501912.50000000 0.490274084759 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.50198000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 679914.00000000 PA USD 679914.00000000 0.664148061793 Long RA CORP US N 2 Repurchase Y 4.37000000 2025-04-01 659542.75668900 USD 693512.47010395 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401NXS3 32.33080000 PA USD 33.76000000 0.000032977168 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 10000.00000000 PA USD 10173.67000000 0.009937761557 Long DBT CORP US N 2 2029-06-15 Fixed 5.17600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UGJ2 1054295.69000000 PA USD 103403.74000000 0.101006000028 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 2.10583000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FCYY6 4327.07000000 PA USD 612.68000000 0.000598473092 Long ABS-MBS USGSE US N 2 2035-09-25 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 44000.00000000 PA USD 36134.21000000 0.035296325029 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 42000.00000000 PA USD 38733.47000000 0.037835313035 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UGH8 5854.96000000 PA USD 6066.05000000 0.005925389608 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AR3 15000.00000000 PA USD 15151.09000000 0.014799764466 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -6769.72000000 -0.00661274281 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -1906517.88000000 BRL 325949.52000000 USD 2025-04-25 -6769.72000000 N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 26000.00000000 PA USD 26690.73000000 0.026071821726 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 9000.00000000 PA USD 8475.21000000 0.008278685679 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAE9 200000.00000000 PA USD 193890.00000000 0.189394052337 Long DBT CORP GB N 2 2027-06-26 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TDBM7 1196.97000000 PA USD 76.42000000 0.000074647962 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052649 1686000.00000000 PA USD 1684022.24000000 1.644972903505 Long ABS-MBS USGSE US N 2 2055-04-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 50000.00000000 PA USD 50717.14000000 0.049541104067 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394V7G9 5475.99560000 PA USD 6461.41000000 0.006311581947 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 8.23471400 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 12880000.00000000 PA 1900084.63000000 1.856025209451 Long DBT NUSS CN N 2 2029-05-23 Fixed 3.29000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAA4 16000.00000000 PA USD 16391.92000000 0.016011821932 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XUE2 19776.47750000 PA USD 1782.33000000 0.001741001089 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.08583000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2633.28000000 0.002572219145 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -3109753.07000000 MXN 154113.76000000 USD 2025-04-25 2633.28000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F82T9 4020265.66000000 PA USD 157787.19000000 0.154128399201 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.87296500 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXT1 30000.00000000 PA USD 30495.70000000 0.029788561565 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 131945.26000000 PA USD 129749.81000000 0.126741153777 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Gam Resecuritization Trust N/A 36459TBE5 58085.30000000 PA USD 57736.94000000 0.056398127991 Long ABS-MBS CORP US N 2 2051-09-27 None 0.00000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAE7 9000.00000000 PA USD 8174.98000000 0.007985417453 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 28000.00000000 PA USD 26627.76000000 0.026010311883 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N Bank N/A 06541WAY8 5090722.14880000 PA USD 81596.64000000 0.079704566025 Long ABS-MBS CORP US N 2 2060-06-15 Variable 0.94356100 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 14000.00000000 PA USD 14078.94000000 0.013752475626 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC51 73000.00000000 PA USD 72764.55000000 0.071077275728 Long DBT CORP US N 2 2056-01-28 Fixed 5.73400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 20000.00000000 PA USD 20279.06000000 0.019808826401 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1146610.00000000 NC USD -10403.48000000 -0.01016224269 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2034-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.37500000 USD 2034-08-14 XXXX -10403.48000000 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAC3 34000.00000000 PA USD 33412.61000000 0.032637833859 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 42000.00000000 PA USD 39729.03000000 0.038807787854 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AVDL8 287565.73000000 PA USD 20825.40000000 0.020342497795 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 3.00000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 23000.00000000 PA USD 19763.20000000 0.019304928233 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 14000.00000000 PA USD 13978.74000000 0.013654599077 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 28000.00000000 PA USD 27624.77000000 0.026984203080 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375GXT3 329246.94000000 PA USD 19482.66000000 0.019030893432 Long ABS-MBS USGA US N 2 2041-07-16 Floating 2.26634000 N N N N N N BX Trust N/A 05608RAG0 625000.00000000 PA USD 623113.25000000 0.608664415301 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.07948000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AV6 63000.00000000 PA USD 62986.76000000 0.061526214451 Long DBT CORP US N 2 2025-04-09 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392MW99 1772.12340000 PA USD 1782.72000000 0.001741382046 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 5.46315000 N N N N N N BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 000000000 1.00000000 NC USD -1128.69000000 -0.00110251778 N/A DFE CORP US N 2 BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 -302244.74000000 USD 285944681.00000000 CLP 2025-04-25 -1128.69000000 N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AY2 39000.00000000 PA USD 39754.30000000 0.038832471890 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 42000.00000000 PA USD 39024.60000000 0.038119692273 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200NRN3 10383.37000000 PA USD 10419.04000000 0.010177441884 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133T7ZF9 1637.95080000 PA USD 1639.43000000 0.001601414674 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 7.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 1689460.16080000 PA USD 87064.39000000 0.085045529095 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.27966200 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AQ0 29000.00000000 PA USD 28726.57000000 0.028060454392 Long DBT CORP US N 2 2035-04-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XPY4 165744.59000000 PA USD 13859.55000000 0.013538172871 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 2.09583000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 8000.00000000 PA USD 6808.29000000 0.006650418446 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Wells Fargo Alternative Loan T N/A 94985FAG3 32139.98000000 PA USD 27711.14000000 0.027068570320 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.86459000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FCQE9 4463.45400000 PA USD 700.45000000 0.000684207870 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -254727.16000000 -0.24882051200 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -21051373.69000000 USD 19186125.44000000 EUR 2025-05-16 -254727.16000000 N N N GSR Mortgage Loan Trust N/A 362341RW1 2000.59640000 PA USD 2023.19000000 0.001976275995 Long ABS-MBS CORP US N 2 2035-09-25 Variable 6.69684000 N N N N N N BX Trust N/A 12434DAL6 275000.00000000 PA USD 272120.94000000 0.265810962672 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.73548000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020659 1580000.00000000 PA USD 1292340.43000000 1.262373464529 Long ABS-MBS USGA US N 2 2055-05-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAFG5 610580.94000000 PA USD 11556.59000000 0.011288614220 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 34000.00000000 PA USD 31220.34000000 0.030496398514 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 17994000.00000000 PA 552417.13000000 0.539607606537 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 550000.00000000 PA 92750.15000000 0.090599446920 Long DBT NUSS CN N 2 2053-04-15 Fixed 3.19000000 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAU4 412500.00000000 PA USD 413097.71000000 0.403518744176 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.50170000 N N N N N N JP Morgan Mortgage Trust N/A 46647SCQ1 213623.92000000 PA USD 198890.41000000 0.194278512151 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.78153400 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 7000.00000000 PA USD 7020.67000000 0.006857873750 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 6808.65000000 0.006650770098 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -7726750.14000000 MXN 383189.60000000 USD 2025-04-25 6808.65000000 N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RBA9 20000.00000000 PA USD 19475.34000000 0.019023743170 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXX2 35000.00000000 PA USD 34666.09000000 0.033862247995 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TDQN9 7947.58000000 PA USD 554.22000000 0.000541368671 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 56000.00000000 PA USD 55913.83000000 0.054617292513 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B36U9 6884454.83000000 PA USD 740284.74000000 0.723118916872 Long ABS-MBS USGSE US N 2 2049-04-25 Floating 1.54583000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 29000.00000000 PA USD 25590.93000000 0.024997524038 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 57000.00000000 PA USD 58984.29000000 0.057616554269 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 23000.00000000 PA USD 22380.06000000 0.021861108128 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Lehman XS Trust N/A 86359DUM7 103883.59000000 PA USD 104217.64000000 0.101801027204 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.79459000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393Y5U5 140953.52130000 PA USD 13288.08000000 0.012979954195 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 3.09583000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -1771.78000000 -0.00173069572 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -1023829.06000000 BRL 176903.51000000 USD 2025-04-25 -1771.78000000 N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 16.00000000 NC 11158.65000000 0.010899901707 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT Canadian Government Bond 2025-06-19 1369196.45000000 USD 11158.65000000 N N N JP Morgan Mortgage Trust N/A 46651HBH9 2183.09000000 PA USD 2139.25000000 0.002089644780 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.49986700 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BV8 14000.00000000 PA USD 14105.80000000 0.013778712793 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 7000.00000000 PA USD 7554.00000000 0.007378836821 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 58000.00000000 PA USD 52026.18000000 0.050819789869 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 24000.00000000 PA USD 24282.77000000 0.023719697830 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Countrywide Home Loans N/A 12544TAG9 172424.08000000 PA USD 81134.34000000 0.079252985901 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.75000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 26000.00000000 PA USD 26234.34000000 0.025626014559 Long DBT CORP US N 2 2035-02-20 Fixed 5.10000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWHG8 2050011.64000000 PA USD 195025.91000000 0.190503622702 Long ABS-MBS USGSE US N 2 2035-07-25 Variable 1.32275800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ECR8 4466.12000000 PA USD 4598.70000000 0.004492064719 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.50000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 2678000.00000000 NS USD 2678000.00000000 2.615902172162 Long STIV RF US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 1894.96000000 0.001851019410 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -308563.49000000 USD 1778961.09000000 BRL 2025-04-25 1894.96000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 13000.00000000 PA USD 12991.77000000 0.012690515072 Long DBT CORP US N 2 2065-08-03 Fixed 6.12500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BY4 22000.00000000 PA USD 22238.95000000 0.021723270205 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Countrywide Home Loans N/A 126694RQ3 22646.01000000 PA USD 18777.20000000 0.018341791735 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Residential Accredit Loans, In N/A 761118RX8 1100597.98000000 PA USD 50332.93000000 0.049165803180 Long ABS-MBS CORP US N 2 2046-02-25 Variable 2.82577700 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050643 363000.00000000 PA USD 355815.04000000 0.347564352510 Long ABS-MBS USGSE US N 2 2055-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B8HH5 1798585.94000000 PA USD 318689.64000000 0.311299821330 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CC4 151000.00000000 PA USD 149487.38000000 0.146021046322 Long DBT CORP US N 2 2035-03-15 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEZ5 45000.00000000 PA USD 44286.82000000 0.043259891200 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131BA9 33000.00000000 PA USD 33696.74000000 0.032915375414 Long DBT CORP US N 2 2026-11-03 Fixed 5.85000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AP5 7000.00000000 PA USD 6890.14000000 0.006730370497 Long DBT CORP US N 2 2034-02-01 Fixed 4.70000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 11.00000000 NC USD 1599.50000000 0.001562410576 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 2277291.13000000 USD 1599.50000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GQH9 26931.40370000 PA USD 27736.12000000 0.027092971081 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 6.81800000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 13000.00000000 PA USD 13686.00000000 0.013368647172 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 21000.00000000 PA USD 20759.52000000 0.020278145429 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 88000.00000000 PA USD 77182.24000000 0.075392527732 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 90000.00000000 PA USD 82535.48000000 0.080621636076 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 15000.00000000 PA USD 14991.31000000 0.014643689466 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CA0 53000.00000000 PA USD 53665.96000000 0.052421546428 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BYW0 11639.80000000 PA USD 993.91000000 0.000970863079 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 3.29583000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BL4 30000.00000000 PA USD 30308.22000000 0.029605428876 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB86 26000.00000000 PA USD 25349.45000000 0.024761643509 Long DBT CORP US N 2 2045-11-19 Fixed 5.56100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 18221.90000000 0.017799368107 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -82912.62000000 USD 3843000.00000000 TRY 2025-04-03 18221.90000000 N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 42000.00000000 PA USD 35171.82000000 0.034356251059 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N COLT Funding LLC N/A 19688FAA3 179314.79000000 PA USD 148128.07000000 0.144693256187 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.95600000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAQ3 20000.00000000 PA USD 19968.62000000 0.019505584926 Long DBT CORP US N 2 2029-08-16 Fixed 4.37500000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AF2 20000.00000000 PA USD 20073.14000000 0.019607681302 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBN6 30000.00000000 PA USD 30338.94000000 0.029635436537 Long DBT CORP US N 2 2029-07-16 Fixed 5.95000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CC6 21000.00000000 PA USD 21036.50000000 0.020548702779 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 53000.00000000 PA USD 53860.10000000 0.052611184683 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 33000.00000000 PA USD 33180.74000000 0.032411340492 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEWE5 16272.30000000 PA USD 15667.62000000 0.015304317098 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAP1 42000.00000000 PA USD 41918.34000000 0.040946331836 Long DBT CORP US N 2 2035-04-15 Fixed 5.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 21.00000000 NC USD 31948.71000000 0.031207878971 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 2303645.04000000 USD 31948.71000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDD47 12392045.25000000 PA USD 1548153.08000000 1.512254296046 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AC5 200000.00000000 PA USD 200501.92000000 0.195852654238 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.65926000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDW7 200000.00000000 PA USD 196464.98000000 0.191909323351 Long DBT CORP JP N 2 N/A Fixed 6.45000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BV6 24000.00000000 PA USD 23777.71000000 0.023226349230 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N Morgan Stanley Residential Mor N/A 61772LBL4 135420.63000000 PA USD 110396.10000000 0.107836220234 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2400000.00000000 PA 396636.60000000 0.387439336631 Long DBT NUSS CN N 2 2053-10-15 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 12000.00000000 PA USD 12089.27000000 0.011808942364 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAW8 28000.00000000 PA USD 29092.26000000 0.028417664722 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 10381.00000000 PA 1636008.25000000 1.598072268428 Long DBT NUSS BR N 2 2026-01-01 Floating 0.01000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 47000.00000000 PA USD 47197.65000000 0.046103224479 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 64.00000000 NC -4744.32000000 -0.00463430806 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2025-06-06 7406394.39000000 USD -4744.32000000 N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAH9 9000.00000000 PA USD 9355.08000000 0.009138153133 Long DBT CORP US N 2 2033-06-01 Fixed 5.87500000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 123000.00000000 PA USD 108294.17000000 0.105783030073 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAF0 2730897.82400000 PA USD 142856.54000000 0.139543963141 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.80635700 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWZ8 80000.00000000 PA USD 80822.61000000 0.078948484338 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 118000.00000000 PA USD 114608.91000000 0.111951343023 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Su Casita N/A 000000000 18697.61000000 PA 906.06000000 0.000885050157 Long ABS-MBS CORP MX N 3 2035-09-25 Fixed 6.10000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 47000.00000000 PA USD 44130.34000000 0.043107039680 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 11000.00000000 PA USD 11155.01000000 0.010896346112 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 8000.00000000 PA USD 8041.42000000 0.007854954460 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 48000.00000000 PA USD 47677.12000000 0.046571576463 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 1.00000000 NC 3681.17000000 0.003595810529 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2025-06-13 919047.01000000 USD 3681.17000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZZ6 20000.00000000 PA USD 20149.07000000 0.019681850627 Long DBT CORP CA N 2 2030-08-02 Fixed 4.96900000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 23000.00000000 PA USD 23107.96000000 0.022572129484 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DJ0 47000.00000000 PA USD 47805.77000000 0.046697243310 Long DBT CORP US N 2 2030-03-01 Fixed 4.70000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAW48 10225.53480000 PA USD 1499.33000000 0.001464563332 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4BX6 436348.21000000 PA USD 21605.52000000 0.021104528266 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 1.52583000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBQ5 27000.00000000 PA USD 28363.37000000 0.027705676322 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJC27 4451.88320000 PA USD 4436.66000000 0.004333782125 Long ABS-MBS USGSE US N 2 2029-02-15 Floating 4.91315000 N N N N N N Gam Resecuritization Trust N/A 36459TAS5 129000.00000000 PA USD 124149.06000000 0.121270274729 Long ABS-MBS CORP US N 2 2051-09-27 None 0.00000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLE7 34000.00000000 PA USD 34215.65000000 0.033422252859 Long DBT CORP US N 2 2030-03-15 Fixed 5.00000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 22000.00000000 PA USD 22889.23000000 0.022358471424 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 4095.14000000 0.004000181337 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 347748.61000000 USD 4095.14000000 N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AT2 41000.00000000 PA USD 37442.95000000 0.036574717788 Long DBT CORP US N 2 2030-04-13 Fixed 2.75000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAQ0 25000.00000000 PA USD 25236.04000000 0.024650863275 Long DBT CORP CA N 2 2031-02-14 Fixed 5.13000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 5000.00000000 PA USD 4623.81000000 0.004516592465 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Countrywide Home Loans N/A 12669G5U1 12510.24000000 PA USD 12247.17000000 0.011963180958 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BS1 14000.00000000 PA USD 13877.70000000 0.013555902006 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6880000.00000000 PA 970141.48000000 0.947645707556 Long DBT NUSS CN N 2 2026-06-06 Fixed 3.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 40000.00000000 PA USD 41148.44000000 0.040194284382 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 0010EPAN8 153000.00000000 PA USD 152054.16000000 0.148528307479 Long DBT CORP US N 2 2025-10-01 Fixed 3.85000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GRB6 21042.68340000 PA USD 20290.41000000 0.019819913216 Long ABS-MBS CORP US N 2 2035-05-25 Variable 6.34242400 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NQ4 267000.00000000 PA USD 261163.16000000 0.255107273163 Long DBT CORP US N 2 2028-11-01 Fixed 3.90000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 1973.74000000 0.001927972648 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -254079.41000000 USD 343577.36000000 SGD 2025-04-25 1973.74000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DU0 35000.00000000 PA USD 36095.58000000 0.035258590786 Long DBT CORP US N 2 2030-04-25 Fixed 5.53200000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 29640000.00000000 PA 4336978.98000000 4.236412522183 Long DBT NUSS CN N 2 2028-11-22 Fixed 3.25000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAA9 18000.00000000 PA USD 18002.01000000 0.017584576946 Long DBT CORP US N 2 2026-02-08 Fixed 4.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 153000.00000000 PA USD 147506.27000000 0.144085874570 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N Resolute Forest Products Inc N/A 000000000 4988.00000000 NS USD 7082.96000000 0.006918719361 Long EC CORP US Y 3 N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAY4 15000.00000000 PA USD 15115.67000000 0.014765165790 Long DBT CORP CA N 2 2025-11-07 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FFH3 58540.19000000 PA USD 59418.34000000 0.058040539459 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.18336000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 16000.00000000 PA USD 12471.27000000 0.012182084496 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92926UAA9 141835.11000000 PA USD 128328.90000000 0.125353192031 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.31281500 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DK0 54000.00000000 PA USD 53385.14000000 0.052147238120 Long DBT CORP US N 2 2028-04-01 Fixed 4.20000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 2384.51000000 0.002329217658 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -41889.44000000 USD 171615.70000000 PLN 2025-04-25 2384.51000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4120000.00000000 PA 602432.89000000 0.588463594299 Long DBT NUSS CN N 2 2032-08-15 Fixed 2.69000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 20000.00000000 PA USD 19323.83000000 0.018875746404 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TKAQ3 11175.12000000 PA USD 451.96000000 0.000441479890 Long ABS-MBS USGSE US N 2 2029-03-15 Floating 3.18685000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 121000.00000000 PA USD 119409.67000000 0.116640782348 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 30000.00000000 PA USD 30662.44000000 0.029951435175 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4D0 57000.00000000 PA USD 57065.80000000 0.055742550476 Long DBT CORP US N 2 2031-11-13 Fixed 5.32200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392F7E1 205202.63000000 PA USD 18432.24000000 0.018004830714 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 3.53819000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 90000.00000000 PA USD 96112.05000000 0.093883390726 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAF9 10000.00000000 PA USD 10068.73000000 0.009835254920 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133994L8 3150.48700000 PA USD 3180.28000000 0.003106535235 Long ABS-MBS USGSE US N 2 2031-08-15 Floating 5.41315000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 11.00000000 NC -23525.39000000 -0.02297988006 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2025-06-06 1421347.65000000 USD -23525.39000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 9876.25000000 0.009647238173 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -2418115.48000000 USD 3486334.20000000 CAD 2025-05-16 9876.25000000 N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 27000.00000000 PA USD 27138.60000000 0.026509306456 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 20000.00000000 PA USD 19454.34000000 0.019003230120 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAE6 42000.00000000 PA USD 39327.34000000 0.038415412297 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DBG4 8588.88000000 PA USD 10253.10000000 0.010015349724 Long ABS-MBS USGSE US N 2 2035-04-25 Floating 8.56165400 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 31000.00000000 PA USD 32360.84000000 0.031610452445 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WED9 43000.00000000 PA USD 43228.91000000 0.042226512161 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BB1 9000.00000000 PA USD 9056.03000000 0.008846037545 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DQD5 2009.89000000 PA USD 71.23000000 0.000069578309 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 2.29583000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAN7 34000.00000000 PA USD 33512.10000000 0.032735016872 Long DBT CORP CA N 2 2032-11-10 Fixed 4.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KQD9 5083.15000000 PA USD 5242.65000000 0.005121082719 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3.39000000 0.000003311392 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -62.86000000 USD 1528.58000000 CZK 2025-04-25 3.39000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 52000.00000000 PA USD 52714.48000000 0.051492129475 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAU3 3584.29000000 PA USD 3363.27000000 0.003285282038 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BZ6 95000.00000000 PA USD 96882.97000000 0.094636434528 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 6000.00000000 PA USD 6336.78000000 0.006189841884 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 8000.00000000 PA USD 7913.92000000 0.007730410947 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CR7 20000.00000000 PA USD 20426.85000000 0.019953189426 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0J73 712307.20000000 PA USD 45864.68000000 0.044801163568 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 1.49583000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 71000.00000000 PA USD 69272.89000000 0.067666580815 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBM7 14000.00000000 PA USD 14160.25000000 0.013831900199 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F84J9 2099040.85000000 PA USD 90762.95000000 0.088658326384 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 1.36331600 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 831000.00000000 NC -4208.26000000 -0.00411067829 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP CH US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.00000000 EUR 2025-12-15 XXXX -4208.26000000 N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 13000.00000000 PA USD 11028.52000000 0.010772789179 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 7000.00000000 PA USD 6977.48000000 0.006815685245 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1780000.00000000 PA 334581.92000000 0.326823588982 Long DBT NUSS CN N 2 2048-10-22 Fixed 4.08000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2U5 29000.00000000 PA USD 29823.69000000 0.029132134224 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 36000.00000000 PA USD 32433.22000000 0.031681154088 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 22000.00000000 PA USD 22101.37000000 0.021588880429 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CL0 8000.00000000 PA USD 7916.48000000 0.007732911586 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AP8 10000.00000000 PA USD 9261.45000000 0.009046694239 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AX7 8000.00000000 PA USD 8285.85000000 0.008093716584 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 70000.00000000 PA USD 68710.61000000 0.067117339040 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -1678000.00000000 NC -13819.30000000 -0.01349885619 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2035-02-14 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 0.03000000 EUR 2030-02-12 XXXX -13819.30000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 25000.00000000 PA USD 24689.38000000 0.024116879302 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AP8 21000.00000000 PA USD 21546.22000000 0.021046603323 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 9000.00000000 PA USD 8873.93000000 0.008668160105 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAG2 91000.00000000 PA USD 90703.99000000 0.088600733556 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAS7 37000.00000000 PA USD 36218.36000000 0.035378523747 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 18.00000000 NS USD 712.62000000 0.000696095670 Long EC CORP US N 1 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 438000.00000000 PA 434631.45000000 0.424553156887 Long DBT NUSS IT N 2 2049-09-01 Fixed 3.85000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 42000.00000000 PA USD 40356.00000000 0.039420219589 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 118000.00000000 PA USD 100825.21000000 0.098487261332 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CT3 6000.00000000 PA USD 6234.41000000 0.006089845653 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -27.56000000 -0.00002692093 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -4902.70000000 USD 4497.60000000 EUR 2025-05-16 -27.56000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 38000.00000000 PA USD 36139.86000000 0.035301844016 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLE3 37000.00000000 PA USD 38500.01000000 0.037607266537 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAT3 28000.00000000 PA USD 28136.02000000 0.027483598145 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBK0 4000.00000000 PA USD 3935.20000000 0.003843950047 Long DBT CORP US N 2 2033-05-17 Fixed 4.50000000 N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8L3 65000.00000000 PA USD 64666.65000000 0.063167150934 Long DBT CORP CA N 2 2030-09-10 Fixed 4.64000000 N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 23000.00000000 PA USD 21527.39000000 0.021028209955 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAF2 25000.00000000 PA USD 24841.75000000 0.024265716125 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBB2 29000.00000000 PA USD 29077.49000000 0.028403237211 Long DBT CORP US N 2 2035-04-01 Fixed 5.37500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 15000.00000000 PA USD 12877.93000000 0.012579314809 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N BROADCOM INC 0 04/17/2025 N/A 000000000 1000000.00000000 PA USD 997854.20000000 0.974715821240 Long DBT CORP US N 2 2025-04-17 None 0.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 6156.35000000 0.006013595719 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -290774602.00000000 CLP 312358.58000000 USD 2025-04-25 6156.35000000 N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BB5 15000.00000000 PA USD 14613.70000000 0.014274835538 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WESG5 24535.16000000 PA USD 23251.12000000 0.022711969870 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 24000.00000000 PA USD 24069.77000000 0.023511636903 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BR3 30000.00000000 PA USD 29941.56000000 0.029247271038 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 21000.00000000 PA USD 20480.97000000 0.020006054485 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N GS Mortgage-Backed Securities N/A 36258WBE1 440588.35000000 PA USD 387150.53000000 0.378173230911 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.41136100 N N N N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AN8 35000.00000000 PA USD 34660.90000000 0.033857178341 Long DBT CORP US N 2 2029-09-10 Fixed 4.30000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAX0 26000.00000000 PA USD 26595.08000000 0.025978389671 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 8000.00000000 PA USD 8105.97000000 0.007918007666 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 35000.00000000 PA USD 35744.42000000 0.034915573532 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD 5352.23000000 0.005228121763 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -6266214.75000000 MXN 310588.43000000 USD 2025-04-25 5352.23000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 500000.00000000 PA 645194.63000000 0.630233769262 Long DBT NUSS GB N 2 2027-01-29 Fixed 4.12500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZS2 29000.00000000 PA USD 29565.68000000 0.028880106995 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N Galaxy CLO Ltd 549300MJK1HWQWCLYA68 36318WAM2 500000.00000000 PA USD 501115.00000000 0.489495077297 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.41359000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBG0 202000.00000000 PA USD 202426.01000000 0.197732128178 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 15000.00000000 PA USD 12540.23000000 0.012249445443 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 50000.00000000 PA USD 46911.22000000 0.045823436257 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 13000.00000000 PA USD 13522.12000000 0.013208567244 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N ENTERPRISE PRODS O 0.0 01APR25 144A N/A 000000000 950000.00000000 PA USD 949880.87000000 0.927854903334 Long DBT CORP US N 2 2025-04-01 None 0.00000000 N N N N N N Bank N/A 065405AJ1 900386.83050000 PA USD 24454.46000000 0.023887406659 Long ABS-MBS CORP US N 2 2052-02-15 Variable 0.93132000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 43000.00000000 PA USD 39769.99000000 0.038847798068 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -1.00000000 NC 2869.05000000 0.002802522078 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-06-06 -142173.34000000 USD 2869.05000000 N N N Winwater Mortgage Loan Trust N/A 97654DCC8 81530.62000000 PA USD 75118.02000000 0.073376173146 Long ABS-MBS CORP US N 2 2045-08-20 Variable 3.75330000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 230000.00000000 PA USD 218264.55000000 0.213203401960 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLB3 32000.00000000 PA USD 32876.28000000 0.032113940352 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 33000.00000000 PA USD 32880.54000000 0.032118101571 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339DKU1 22066.03200000 PA USD 22992.04000000 0.022458897452 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AM1 20000.00000000 PA USD 20505.95000000 0.020030455245 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 30000.00000000 PA USD 30575.53000000 0.029866540456 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 44000.00000000 PA USD 41185.30000000 0.040230289668 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 10000.00000000 PA USD 10149.93000000 0.009914572044 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFGS5 191172.30000000 PA USD 3950.42000000 0.003858817124 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 1.58685000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -1109000.00000000 NC 3646.32000000 0.003561768636 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.25000000 EUR 2025-12-15 XXXX 3646.32000000 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 23000.00000000 PA USD 19938.82000000 0.019476475932 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 25000.00000000 PA USD 21076.15000000 0.020587433370 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDY2 17000.00000000 PA USD 17141.54000000 0.016744059641 Long DBT CORP US N 2 2028-03-15 Fixed 4.65000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABK7 23000.00000000 PA USD 23147.56000000 0.022610811233 Long DBT CORP US N 2 2030-03-01 Fixed 5.15000000 N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 42000.00000000 PA USD 38538.18000000 0.037644551446 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N BX Trust N/A 05609BAM1 450000.00000000 PA USD 444077.96000000 0.433780619930 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.43448000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCQ7 8000.00000000 PA USD 8142.71000000 0.007953895734 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XZW7 527009.60000000 PA USD 46195.03000000 0.045123853368 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 1.99583000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLC1 24000.00000000 PA USD 24161.44000000 0.023601181246 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAE2 2161592.47000000 PA USD 33704.09000000 0.032922554981 Long ABS-MBS CORP US N 2 2050-05-10 Variable 0.99675500 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -3503.38000000 -0.00342214314 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -564690.57000000 USD 493860.30000000 CHF 2025-05-16 -3503.38000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DLW7 4928.06000000 PA USD 5116.59000000 0.004997945815 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCF6 21000.00000000 PA USD 21285.87000000 0.020792290354 Long DBT CORP US N 2 2030-04-15 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BWX6 1499.75000000 PA USD 1548.05000000 0.001512153606 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 50000.00000000 PA USD 46110.45000000 0.045041234620 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAF4 46000.00000000 PA USD 45060.25000000 0.044015386801 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 19000.00000000 PA USD 18554.43000000 0.018124187356 Long DBT CORP US N 2 2034-10-15 Fixed 4.80000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 20000.00000000 PA USD 20121.58000000 0.019654998069 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCN4 11000.00000000 PA USD 11183.85000000 0.010924517366 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AD5 10000.00000000 PA USD 10236.43000000 0.009999066270 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAM5 53000.00000000 PA USD 53961.73000000 0.052710458073 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -176343.28000000 -0.17225420806 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -10147841.99000000 USD 1488186102.00000000 JPY 2025-05-16 -176343.28000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2940.59000000 -0.00287240319 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1681943.72000000 BRL 290586.70000000 USD 2025-04-25 -2940.59000000 N N N MARVELL TECHNOLOGY INC N/A 573874AP9 23000.00000000 PA USD 23710.68000000 0.023160873530 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AG2 6000.00000000 PA USD 5865.20000000 0.005729196945 Long DBT CORP US N 2 2034-11-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAWW1 994954.62000000 PA USD 68684.30000000 0.067091639120 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 1.74583000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 49000.00000000 PA USD 44444.16000000 0.043413582779 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Great Wolf Trust N/A 362414AA2 500000.00000000 PA USD 500622.00000000 0.489013509048 Long ABS-MBS CORP US N 2 2041-05-15 Floating 6.01042000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 15000.00000000 PA USD 15782.60000000 0.015416630926 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N N Wind River CLO Ltd N/A 88432ABA7 250000.00000000 PA USD 250208.50000000 0.244406631308 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 6.55478000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 11000.00000000 PA USD 10916.82000000 0.010663679294 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 42000.00000000 PA USD 42076.69000000 0.041101009995 Long DBT CORP US N 2 2028-09-15 Variable 4.70000000 N N N N N N BLACKSTONE REG FINANCE 254900S2G1V55FTA4590 092914AA8 10000.00000000 PA USD 9862.80000000 0.009634100053 Long DBT CORP US N 2 2034-12-06 Fixed 5.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -831000.00000000 NC 3570.18000000 0.003487394181 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP CH US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.50000000 EUR 2025-12-15 XXXX 3570.18000000 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAXJ4 7945.47000000 PA USD 1081.51000000 0.001056431799 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12593YBH5 3088630.40000000 PA USD 14044.77000000 0.013719097965 Long ABS-MBS CORP US N 2 2049-02-10 Variable 0.63400700 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 42000.00000000 PA USD 40426.54000000 0.039489123898 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSMR1 646137.99000000 PA USD 115296.28000000 0.112622774195 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DG1 36000.00000000 PA USD 36386.71000000 0.035542970024 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 23000.00000000 PA USD 22872.98000000 0.022342598232 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 20000.00000000 PA USD 20582.58000000 0.020105308338 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N LSTAR Commercial Mortgage Trus N/A 54910TBA9 2067951.42000000 PA USD 18977.28000000 0.018537232253 Long ABS-MBS CORP US N 2 2050-03-10 Variable 0.84207700 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 15000.00000000 PA USD 13177.71000000 0.012872143470 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 10000.00000000 PA USD 9196.85000000 0.008983592192 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1208.52000000 -0.00118049667 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -170008.61000000 USD 296986.96000000 NZD 2025-05-16 -1208.52000000 N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GP6 21000.00000000 PA USD 21140.01000000 0.020649812576 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAF7 5000.00000000 PA USD 4814.56000000 0.004702919328 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661EAB0 304123.28000000 PA USD 274142.11000000 0.267785265507 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.85459000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 361000.00000000 PA USD 362015.31000000 0.353620849807 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAM0 571000.00000000 PA USD 557041.17000000 0.544124423669 Long DBT NUSS CA N 2 2033-07-06 Fixed 4.20000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 8000.00000000 PA USD 7939.46000000 0.007755358722 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RNB3 1817.54000000 PA USD 1832.61000000 0.001790115190 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 5.46315000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYA0 23570.52000000 PA USD 22322.97000000 0.021805341938 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 23000.00000000 PA USD 24156.16000000 0.023596023680 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 17000.00000000 PA USD 15604.81000000 0.015242963545 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3890.63000000 -0.00380041354 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1208191.84000000 BRL 206959.04000000 USD 2025-04-25 -3890.63000000 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBD1 9000.00000000 PA USD 9759.87000000 0.009533556808 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 28000.00000000 PA USD 27914.18000000 0.027266902201 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 28000.00000000 PA USD 24942.27000000 0.024363905254 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Mill City Mortgage Trust N/A 59980XAG2 199574.53000000 PA USD 189413.33000000 0.185021187969 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.25000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 74000.00000000 PA USD 70885.03000000 0.069241338293 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DD6 36000.00000000 PA USD 36400.42000000 0.035556362115 Long DBT CORP US N 2 2027-08-01 Variable 5.11300000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 222000.00000000 PA USD 215034.21000000 0.210047967523 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395JSP2 84269.95000000 PA USD 85768.48000000 0.083779668833 Long ABS-MBS USGSE US N 2 2034-11-15 Fixed 5.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 10000.00000000 PA USD 8887.56000000 0.008681474051 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FL7 7000.00000000 PA USD 4788.63000000 0.004677590596 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 1160.71000000 0.001133795298 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -340735.93000000 USD 7018819.42000000 MXN 2025-04-25 1160.71000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CPT5 4436.63000000 PA USD 4614.19000000 0.004507195535 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADR5 40000.00000000 PA USD 39886.18000000 0.038961293839 Long DBT CORP US N 2 2032-03-29 Fixed 5.40000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBS0 36000.00000000 PA USD 36731.50000000 0.035879764987 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAA2 62000.00000000 PA USD 63287.92000000 0.061820391112 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBT2 27000.00000000 PA USD 26895.10000000 0.026271452767 Long DBT CORP US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1JS2 3150828.57000000 PA USD 490726.74000000 0.479347701682 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 18000.00000000 PA USD 18090.19000000 0.017670712216 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWMC6 261564.94000000 PA USD 13685.89000000 0.013368539723 Long ABS-MBS USGSE US N 2 2032-11-15 Floating 1.78685000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 21000.00000000 PA USD 20564.39000000 0.020087540130 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392JDD8 7245.89000000 PA USD 1103.83000000 0.001078234239 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 7.00000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -2894.13000000 -0.00282702052 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -105038.93000000 USD 2096937.54000000 MXN 2025-04-25 -2894.13000000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 45000.00000000 PA USD 45241.78000000 0.044192707458 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N Voya VACS Series EMHCD Fund 549300F0L4T7FY2BWJ84 92919X104 371071.62400000 NS USD 3758955.55000000 3.671792378009 Long EC RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 372000.00000000 PA USD 373075.31000000 0.364424389025 Long DBT UST US N 2 2032-03-31 Fixed 4.12500000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBT8 14000.00000000 PA USD 14193.40000000 0.013864281512 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NZ4 15000.00000000 PA USD 14187.18000000 0.013858205742 Long DBT CORP US N 2 2032-12-15 Fixed 4.15000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAB0 6000.00000000 PA USD 6080.54000000 0.005939543612 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 200000.00000000 PA 151912.39000000 0.148389824861 Long DBT NUSS DE N 2 2048-08-15 Fixed 1.25000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 17000.00000000 PA USD 16668.85000000 0.016282330441 Long DBT CORP US N 2 2035-04-15 Fixed 5.50000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAV2 90000.00000000 PA USD 88882.42000000 0.086821402369 Long DBT CORP US N 2 2035-09-06 Fixed 5.50200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 849000.00000000 PA USD 848900.51000000 0.829216089641 Long DBT UST US N 2 2028-03-15 Fixed 3.87500000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 63000.00000000 NC USD 5146.95000000 0.005027601824 N/A DFE CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2025-08-21 0.01000000 USD 135.00000000 USD 2025-08-21 XXXX -1534.89000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 908000.00000000 PA 794392.49000000 0.775972009014 Long DBT NUSS ES N 2 2048-10-31 Fixed 2.70000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 45000.00000000 PA USD 45781.77000000 0.044720176097 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 558000.00000000 PA 263247.22000000 0.257143007697 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKY4 11000.00000000 PA USD 11984.65000000 0.011706748307 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N GS Mortgage-Backed Securities N/A 36267JBM1 342299.99000000 PA USD 289782.13000000 0.283062622599 Long ABS-MBS CORP US N 2 2053-01-25 Variable 3.00000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBY7 47000.00000000 PA USD 47669.94000000 0.046564562954 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 28000.00000000 PA USD 20242.55000000 0.019773163000 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393AHH3 7584.23000000 PA USD 1316.36000000 0.001285836065 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEZ6 1095551.41000000 PA USD 1048379.15000000 1.024069191835 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 70000.00000000 PA USD 68748.62000000 0.067154467659 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 10.00000000 NC -74255.23000000 -0.07253338963 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-06-06 1363817.41000000 USD -74255.23000000 N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BE7 11000.00000000 PA USD 11134.21000000 0.010876028425 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 13000.00000000 PA USD 13190.01000000 0.012884158256 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BJ6 32000.00000000 PA USD 32323.96000000 0.031574427623 Long DBT CORP US N 2 2027-03-15 Fixed 5.15000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 22000.00000000 PA USD 19157.64000000 0.018713410040 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QS2P2 45582.75000000 PA USD 43238.08000000 0.042235469526 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFP2 24000.00000000 PA USD 24459.99000000 0.023892808428 Long DBT CORP US N 2 2031-02-07 Fixed 5.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNB7 22000.00000000 PA USD 22369.69000000 0.021850978589 Long DBT CORP US N 2 2035-01-09 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 68000.00000000 PA USD 61098.07000000 0.059681319651 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 265000.00000000 PA USD 255213.73000000 0.249295799355 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 20000.00000000 PA USD 19720.35000000 0.019263071844 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 770.15000000 0.000752291657 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -11908490.00000000 JPY 80562.25000000 USD 2025-05-16 770.15000000 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31364HS24 3087.18000000 PA USD 211.83000000 0.000206918057 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 7.00000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAH5 7000.00000000 PA USD 7039.37000000 0.006876140132 Long DBT CORP US N 2 2034-01-15 Fixed 5.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 12000.00000000 PA USD 11731.20000000 0.011459175340 Long DBT CORP US N 2 2055-11-19 Fixed 5.51600000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFU0 35000.00000000 PA USD 34853.45000000 0.034045263466 Long DBT CORP US N 2 2031-10-23 Fixed 4.85000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 14000.00000000 PA USD 14197.59000000 0.013868374354 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396X6M1 2932232.25000000 PA USD 230071.45000000 0.224736521959 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 1.48583000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 13000.00000000 PA USD 14099.36000000 0.013772422124 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAQ6 20000.00000000 PA USD 20138.62000000 0.019671642943 Long DBT CORP GB N 2 2029-09-02 Fixed 5.15000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCG8 11000.00000000 PA USD 11008.93000000 0.010753653435 Long DBT CORP US N 2 2054-09-01 Fixed 6.45000000 N N N N N Citimortgage Alternative Loan N/A 17309KAG2 129478.70000000 PA USD 112218.83000000 0.109616684523 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -831000.00000000 NC 1847.57000000 0.001804728295 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP CH US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.25000000 EUR 2025-12-15 XXXX 1847.57000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 22000.00000000 PA USD 22355.97000000 0.021837576730 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N CONSTELLATION SOFTWARE 549300B6PYHMCTDWQV29 21037XAC4 31000.00000000 PA USD 31463.33000000 0.030733754029 Long DBT CORP CA N 2 2029-02-16 Fixed 5.15800000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAB2 10000.00000000 PA USD 10068.28000000 0.009834815355 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397YPL9 714793.39000000 PA USD 54838.73000000 0.053567122078 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 1.53685000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2393300.00000000 PA USD 2472765.03000000 2.415426218530 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 4000.00000000 PA USD 4093.43000000 0.003998510989 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 9000.00000000 PA USD 9396.38000000 0.009178495463 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N GreenPoint Mortgage Funding Tr N/A 39538WHF8 74801.89000000 PA USD 67077.81000000 0.065522400628 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.85459000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKW8 27000.00000000 PA USD 27481.40000000 0.026844157563 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 500000.00000000 PA USD 517375.80000000 0.505378819658 Long ABS-MBS CORP US N 2 2042-02-25 Floating 8.08969000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -16743.65000000 -0.01635539596 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1167468.71000000 USD 1693737212.00000000 KRW 2025-04-25 -16743.65000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10.76000000 0.000010510495 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -107580.26000000 USD 451325457.70000000 COP 2025-04-25 10.76000000 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAF9 41000.00000000 PA USD 38457.46000000 0.037565703192 Long DBT CORP NO N 2 2030-04-06 Fixed 3.12500000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAN7 17000.00000000 PA USD 16713.84000000 0.016326277207 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 61000.00000000 PA USD 62275.40000000 0.060831349563 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 30000.00000000 PA USD 30195.64000000 0.029495459397 Long DBT CORP US N 2 2027-03-18 Fixed 5.28300000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H72 575000.00000000 PA 311723.88000000 0.304495584319 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379GQY6 5578506.66000000 PA USD 438323.63000000 0.428159722116 Long ABS-MBS USGA US N 2 2044-09-20 Floating 1.16615000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 210000.00000000 PA USD 206419.33000000 0.201632850531 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 34000.00000000 PA USD 34131.48000000 0.033340034604 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N HARTFORD INSUR GRP INC/T IU7C3FTM7Y3BQM112U94 416515BD5 8000.00000000 PA USD 6793.91000000 0.006636371891 Long DBT CORP US N 2 2048-03-15 Fixed 4.40000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAQ9 400000.00000000 PA USD 400332.80000000 0.391049828643 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.30478000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 691.62000000 0.000675582621 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -4335524.07000000 MXN 211881.14000000 USD 2025-04-25 691.62000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394RH77 97501.42000000 PA USD 99046.10000000 0.096749405576 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Hawaii Hotel Trust N/A 419909AE6 400000.00000000 PA USD 398897.84000000 0.389648142691 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.36196000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BD9 30000.00000000 PA USD 30835.58000000 0.030120560381 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAH9 9000.00000000 PA USD 9010.41000000 0.008801475388 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAD8 13000.00000000 PA USD 12884.87000000 0.012586093883 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBK4 20000.00000000 PA USD 19982.58000000 0.019519221220 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 22373.64240000 PA USD 23255.36000000 0.022716111552 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 23000.00000000 PA USD 22194.58000000 0.021679929063 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9JM1 331669.81000000 PA USD 44588.36000000 0.043554439050 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 4.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAHB9 52193.14000000 PA USD 7379.32000000 0.007208207325 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -30518.58000000 -0.02981091102 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -10381000.00000000 BRL 1667764.48000000 USD 2026-01-05 -30518.58000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABHN6 861161.82000000 PA USD 86664.61000000 0.084655019248 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 1.64583000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 36000.00000000 PA USD 36621.21000000 0.035772032407 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWJT3 2400599.98000000 PA USD 248485.86000000 0.242723936118 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 1.68685000 N N N N N N GS Mortgage-Backed Securities N/A 36257QAA4 4844.81000000 PA USD 4538.64000000 0.004433397399 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 163000.00000000 PA USD 147630.01000000 0.144206745270 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 177000.00000000 PA USD 172981.52000000 0.168970401012 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DPF1 9604.56500000 PA USD 9905.50000000 0.009675809920 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBV8 78000.00000000 PA USD 75088.29000000 0.073347132529 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N N MOUNTAIN VIEW CLO N/A 623908AJ9 250000.00000000 PA USD 248900.00000000 0.243128472984 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 6.73670000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 10000.00000000 PA USD 9593.43000000 0.009370976241 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -1109000.00000000 NC 3347.76000000 0.003270131686 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2035-12-17 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.50000000 EUR 2025-12-15 XXXX 3347.76000000 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CE6 13000.00000000 PA USD 11913.19000000 0.011636945331 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 31000.00000000 PA USD 31254.12000000 0.030529395219 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G4K1 193677.07000000 PA USD 90712.86000000 0.088609397877 Long ABS-O CORP US N 2 2036-03-25 Variable 4.50703600 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 13000.00000000 PA USD 13143.62000000 0.012838843953 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397Q5R5 133598.70000000 PA USD 133779.30000000 0.130677207416 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.00000000 N N N N N N Gam Resecuritization Trust N/A 36459TCA2 109000.00000000 PA USD 78016.52000000 0.076207462334 Long ABS-MBS CORP US N 2 2051-09-27 None 0.00000000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BAS4 30000.00000000 PA USD 25868.80000000 0.025268950751 Long ABS-MBS CORP US N 2 2049-11-08 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEWZ6 448581.17000000 PA USD 33677.72000000 0.032896796453 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 3.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 27000.00000000 PA USD 22984.50000000 0.022451532291 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 25000.00000000 PA USD 25213.82000000 0.024629158516 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -1043.15000000 -0.00101896129 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -206156.91000000 USD 4210794.26000000 MXN 2025-04-25 -1043.15000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 8000.00000000 PA USD 8294.14000000 0.008101814354 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 45000.00000000 PA USD 42607.18000000 0.041619198921 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 48000.00000000 PA USD 45925.37000000 0.044860446280 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 21000.00000000 PA USD 21001.62000000 0.020514631582 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 22945EAU5 500000.00000000 PA USD 443827.80000000 0.433536260674 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.80480000 N N N N N N Fannie Mae - CAS N/A 20754TAD4 250000.00000000 PA USD 250005.00000000 0.244207850093 Long ABS-MBS CORP US N 2 2045-02-25 Floating 5.93566000 N N N N N N Sound Point CLO LTD 549300W2FX6HEXN27U70 83609GBN4 478379.65000000 PA USD 478592.05000000 0.467494392522 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.76478000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAB5 37000.00000000 PA USD 36221.06000000 0.035381161139 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAG5 15000.00000000 PA USD 15144.06000000 0.014792897479 Long DBT CORP US N 2 2027-05-21 Fixed 5.41400000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 45000.00000000 PA USD 44260.18000000 0.043233868932 Long DBT CORP US N 2 2027-07-15 Variable 3.90000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -18676.54000000 -0.01824346585 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -13536866.90000000 CNY 1862351.50000000 USD 2025-04-25 -18676.54000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 37749.42620000 PA USD 39252.09000000 0.038341907204 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAF4 2428136.40000000 PA USD 48242.46000000 0.047123807283 Long ABS-MBS CORP US N 2 2050-10-12 Variable 0.97826600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EXR6 1300.52680000 PA USD 1296.39000000 0.001266329132 Long ABS-MBS USGSE US N 2 2032-10-18 Floating 4.96181000 N N N N N N Ocean Trails CLO 549300E51CF32RJNO651 67514VAQ2 500000.00000000 PA USD 498698.00000000 0.487134123022 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.15470000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 530200.00000000 PA USD 531484.08000000 0.519159954944 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CM0 167000.00000000 PA USD 145779.34000000 0.142398988858 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAA1 115000.00000000 PA USD 105975.18000000 0.103517813128 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAC5 5000.00000000 PA USD 5240.93000000 0.005119402603 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 14000.00000000 PA USD 14409.17000000 0.014075048208 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 13000.00000000 PA USD 13424.05000000 0.013112771304 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -202.64000000 -0.00019794115 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -5211985.00000000 JPY 34719.94000000 USD 2025-05-16 -202.64000000 N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BC4 34000.00000000 PA USD 33609.31000000 0.032829972753 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N SWCH Commercial Mortgage Trust N/A 78489CAB5 500000.00000000 PA USD 495551.05000000 0.484060144926 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.16152000 N N N N N N GS Mortgage Securities Trust N/A 36258RBC6 856904.57130000 PA USD 37652.77000000 0.036779672453 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.12367300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QS6V5 39994.48000000 PA USD 37937.34000000 0.037057643805 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 38000.00000000 PA USD 38929.38000000 0.038026680247 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N COCA-COLA CONSOLIDATED 57VG5X0E00X0QJU7CQ58 191098AM4 30000.00000000 PA USD 30668.07000000 0.029956934626 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 17000.00000000 PA USD 17169.43000000 0.016771302924 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6452000000.00000000 PA 430522.95000000 0.420539925343 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 494000.00000000 PA USD 478482.96000000 0.467387832116 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BW8 8000.00000000 PA USD 8208.63000000 0.008018287172 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 559000.00000000 NC 18364.43000000 0.017938593102 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2055-02-14 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 0.02100000 EUR 2035-02-12 XXXX 18364.43000000 N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAD2 32000.00000000 PA USD 26437.45000000 0.025824414817 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5V9 8721.09000000 PA USD 8946.63000000 0.008739174328 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 650000.00000000 PA 179581.19000000 0.175417036968 Long DBT NUSS PL N 2 2028-07-25 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAX4 23000.00000000 PA USD 22846.05000000 0.022316292688 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 11000.00000000 PA USD 10204.02000000 0.009967407797 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CQ5 45000.00000000 PA USD 46480.94000000 0.045403133648 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBF7 45000.00000000 PA USD 44813.68000000 0.043774534299 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N Citigroup Commercial Mortgage N/A 29429EAK7 625000.00000000 PA USD 553451.31000000 0.540617805830 Long ABS-MBS CORP US N 2 2049-07-10 Variable 3.92272900 N N N N N N Citigroup Commercial Mortgage N/A 17325DAG8 200000.00000000 PA USD 178044.84000000 0.173916312060 Long ABS-MBS CORP US N 2 2049-10-10 Variable 3.69800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 24000.00000000 PA USD 23014.87000000 0.022481198067 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 000000000 1.00000000 NC USD 5229.45000000 0.005108188802 N/A DFE CORP US N 2 BNP Paribas (Suisse) SA QHSFEYI7HUOXXZ413E03 -204835.38000000 USD 1203694.63000000 BRL 2025-04-25 5229.45000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 14000.00000000 PA USD 13936.92000000 0.013613748805 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BZJ3 353605.20000000 PA USD 24300.53000000 0.023737046008 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 1.48685000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAG2 1108224.65070000 PA USD 35348.27000000 0.034528609512 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.01169400 N N N N N N JP Morgan Mortgage Trust N/A 466247RX3 241877.73000000 PA USD 231801.25000000 0.226426211122 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.09094000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 37000.00000000 PA USD 37665.10000000 0.036791716543 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAL9 56000.00000000 PA USD 55926.07000000 0.054629248690 Long DBT CORP US N 2 2030-03-15 Fixed 4.40000000 N N N N N N CIFC Funding Ltd N/A 12547LAL2 500000.00000000 PA USD 500368.00000000 0.488765398835 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.72478000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 51000.00000000 PA USD 49414.42000000 0.048268591715 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBJ9 49000.00000000 PA USD 49803.08000000 0.048648239414 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 16000.00000000 PA USD 16211.87000000 0.015835946955 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -95446.81000000 -0.09323357640 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.NA.IG.44.V1 Y Default Event 2030-06-20 0.00000000 USD -101760.48000000 USD 5190000.00000000 USD 6313.67000000 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 14000.00000000 PA USD 13788.23000000 0.013468506649 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAV9 6000.00000000 PA USD 6105.30000000 0.005963729474 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L3L8 45000.00000000 PA USD 46391.95000000 0.045316207160 Long DBT CORP CA N 2 2031-06-04 Fixed 5.51100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 150000.00000000 PA USD 147689.61000000 0.144264963257 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 120000.00000000 PA 126362.54000000 0.123432428254 Long DBT NUSS DE N 2 2026-08-15 None 0.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBF6 45000.00000000 PA USD 44808.58000000 0.043769552559 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GB8 7000.00000000 PA USD 7390.99000000 0.007219606719 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 38000.00000000 PA USD 38777.19000000 0.037878019249 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BBP9 80000.00000000 PA USD 74084.13000000 0.072366257128 Long ABS-MBS CORP US N 2 2049-11-08 Variable 2.35834300 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 11000.00000000 PA USD 11217.81000000 0.010957689897 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -3039.85000000 -0.00296936154 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -149689.23000000 USD 3010575.02000000 MXN 2025-04-25 -3039.85000000 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -9577.90000000 -0.00935580635 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -1175066.21000000 USD 1864562.94000000 AUD 2025-05-16 -9577.90000000 N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CD4 15000.00000000 PA USD 14958.66000000 0.014611796559 Long DBT CORP US N 2 2035-02-11 Fixed 5.12500000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JAX5 5786973.13000000 PA USD 131608.50000000 0.128556744221 Long ABS-MBS CORP US N 2 2051-03-15 Variable 0.90296400 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 21000.00000000 PA USD 21468.06000000 0.020970255708 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N GS Mortgage-Backed Securities N/A 36263NAD7 165059.03000000 PA USD 134256.87000000 0.131143703458 Long ABS-MBS CORP US N 2 2052-05-28 Variable 2.50000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAD3 11000.00000000 PA USD 11048.91000000 0.010792706373 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 18000.00000000 PA USD 17487.31000000 0.017081811879 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 5000.00000000 PA USD 3637.30000000 0.003552957793 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GU5 24000.00000000 PA USD 24572.49000000 0.024002699763 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N THE CAMPBELLS COMPANY 5493007JDSMX8Z5Z1902 134429BN8 34000.00000000 PA USD 34530.22000000 0.033729528567 Long DBT CORP US N 2 2029-03-21 Fixed 5.20000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 09630PAG8 250000.00000000 PA USD 248678.75000000 0.242912353359 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.56359000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -1678000.00000000 NC -13819.30000000 -0.01349885619 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP GB US 2035-02-14 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 0.03000000 EUR 2030-02-12 XXXX -13819.30000000 N N N Fannie Mae - CAS N/A 207941AB1 300000.00000000 PA USD 301119.54000000 0.294137139195 Long ABS-MBS CORP US N 2 2044-03-25 Floating 6.28566000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 16000.00000000 PA USD 16910.67000000 0.016518543086 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N BX Trust N/A 12434CAL8 494508.30000000 PA USD 487550.91000000 0.476245513259 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.82048000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397YQ61 2418022.39000000 PA USD 193604.52000000 0.189115192086 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 1.53685000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 143000.00000000 PA USD 133510.98000000 0.130415109256 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 72000.00000000 PA USD 62730.05000000 0.061275457078 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 26000.00000000 PA USD 25559.53000000 0.024966852145 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 42000.00000000 PA USD 36943.18000000 0.036086536523 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 39000.00000000 PA USD 37804.44000000 0.036927825509 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BN7 17000.00000000 PA USD 17142.51000000 0.016745007149 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -633000.00000000 NC USD -3850.92000000 -0.00376162434 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP DE US N/A TRY N/A USD 2025-05-29 0.01000000 USD 38.50000000 USD 2025-05-29 XXXX 4887.65000000 N N N OCP CLO Ltd 254900NXH68CRC058O44 67102SAQ7 500000.00000000 PA USD 501056.00000000 0.489437445397 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 6.36168000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AS8 22000.00000000 PA USD 22292.83000000 0.021775900829 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CB8 33000.00000000 PA USD 33410.88000000 0.032636143975 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAE3 17000.00000000 PA USD 17077.25000000 0.016681260406 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCQ5 38000.00000000 PA USD 35906.63000000 0.035074022185 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DT4 13000.00000000 PA USD 13089.11000000 0.012785597939 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392R6E6 2414.84170000 PA USD 2434.99000000 0.002378527121 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 5.46315000 N N N N N N CIFC Funding Ltd 549300PC4RPZFE70AI24 12549AAQ3 400000.00000000 PA USD 400635.60000000 0.391345607276 Long ABS-CBDO CORP KY N 2 2030-07-16 Floating 6.96919000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 12000.00000000 PA USD 11981.03000000 0.011703212248 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 312000.00000000 PA USD 305189.51000000 0.298112734178 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -633000.00000000 NC USD -55151.56000000 -0.05387269813 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP DE US N/A USD N/A TRY 2025-11-07 0.01000000 USD 47.00000000 USD 2025-11-07 XXXX 1881.74000000 N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AQ9 17000.00000000 PA USD 16825.49000000 0.016435338251 Long DBT CORP US N 2 2034-08-15 Fixed 5.40000000 N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RCA8 38000.00000000 PA USD 38286.63000000 0.037398834421 Long DBT CORP US N 2 2055-02-24 Fixed 5.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 42000.00000000 PA USD 36340.13000000 0.035497470128 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BM9 61000.00000000 PA USD 61683.25000000 0.060252930418 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 118000.00000000 PA USD 119540.58000000 0.116768656789 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FX34 132071.38000000 PA USD 140030.87000000 0.136783815161 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 7.50137200 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 30000.00000000 PA USD 30147.46000000 0.029448396601 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1208000.00000000 NC USD 22451.70000000 0.021931086930 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2034-11-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.35500000 USD 2034-11-27 XXXX 22451.70000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -39.00000000 NC USD -60267.90000000 -0.05887039974 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-18 -4390607.10000000 USD -60267.90000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -1208000.00000000 NC USD -30224.55000000 -0.02952369902 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2034-11-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.35500000 USD 2034-11-27 XXXX -30224.55000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 42.00000000 NC -30438.11000000 -0.02973230696 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESOBLIGATION Bundesobligation 2025-06-06 5379839.61000000 USD -30438.11000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 1454.26000000 0.001420538421 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-06-26 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 1454.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 53867.62000000 0.052618530308 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-08 0.00000000 USD -689.00000000 USD 3600000.00000000 USD 54556.62000000 N N N 2025-05-22 Voya Partners Inc Dorothy Roman Dorothy Roman Vice President, Fund Administration XXXX