NPORT-P false 0000035315 XXXXXXXX S000075892 C000235222 C000235217 C000235220 C000235221 C000235219 C000235218 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Sustainable Core Plus Bond Fund S000075892 549300UP922KLQF82G06 2025-08-31 2024-11-30 N 50670615.61 10829580.74 39841034.87 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6843008.37000000 0.00000000 0.00000000 91339.21000000 EUR USD N Bloomberg MSCI US Aggregate ESG Choice Bond Index 56048177 ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 10000.00000000 PA USD 10585.90000000 0.026570343954 Long DBT CORP US N 2 2030-05-15 Fixed 0.08500000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 3000.00000000 PA USD 2779.11000000 0.006975496517 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N RESTAURANT TECHNOLOGIES INC 5493001IZARCKDSJPT54 26972CAC6 2000.00000000 PA USD 1964.06000000 0.004929741424 Long LON CORP US N 2 2029-04-01 Variable 0.08853670 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 9000.00000000 PA USD 9031.56000000 0.022668989471 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 5000.00000000 PA USD 4802.71000000 0.012054681851 Long DBT CORP US N 2 2030-02-01 Fixed 0.05000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 38000.00000000 PA USD 37759.06000000 0.094774295203 Long DBT CORP US N 2 2031-02-15 Fixed 0.08500000 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 7000.00000000 PA USD 5749.08000000 0.014430046856 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0206C4 100000.00000000 PA USD 82218.75000000 0.206367003940 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 27000.00000000 PA USD 27045.39000000 0.067883251748 Long DBT CORP US N 2 2030-06-15 Fixed 0.05950000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 19247G107 22.00000000 NS USD 2203.52000000 0.005530780029 Long EC CORP US N 1 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAG5 5000.00000000 PA USD 5401.00000000 0.013556374771 Long DBT CORP US N 2 2031-01-01 Fixed 0.09500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PK1 5000.00000000 PA USD 5143.95000000 0.012911185707 Long EP CORP US N 2 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 5000.00000000 PA USD 5187.49000000 0.013020470017 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAL5 10000.00000000 PA USD 9975.56000000 0.025038405835 Long DBT CORP KY N 2 2025-01-01 Fixed 0.04750000 N N N N N N BEAZER HOMES USA INC 549300DUPYT2T0F60I45 07556QBU8 5000.00000000 PA USD 5100.92000000 0.012803181485 Long DBT CORP US N 2 2031-03-15 Fixed 0.07500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 16000.00000000 PA USD 15839.38000000 0.039756447220 Long DBT CORP US N 2 2029-07-15 Fixed 0.05750000 N N N N N N ALLIANT HOLDINGS, L.P. N/A N/A 2000.00000000 PA USD 1952.60000000 0.004900977111 Long EP CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNL77 96841.86600000 PA USD 89603.96000000 0.224903696132 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 5000.00000000 PA USD 5062.84000000 0.012707601638 Long DBT CORP LR N 2 2033-02-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062610 100000.00000000 PA USD 101628.91000000 0.255086019556 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.06500000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 9000.00000000 PA USD 8190.41000000 0.020557724031 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 1000.00000000 PA USD 992.31000000 0.002490673254 Long DBT CORP US N 2 2026-02-15 Fixed 0.04750000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13781HAN0 1603.51000000 PA USD 1587.47000000 0.003984509953 Long LON CORP US N 2 2029-06-28 Variable 0.12603670 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 5000.00000000 PA USD 4948.44000000 0.012420460502 Long DBT CORP KY N 2 2030-03-15 Fixed 0.05875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0606C0 -400000.00000000 PA USD -404187.52000000 -1.01450055531 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 69.92000000 0.000175497449 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2000.00000000 EUR 2183.61000000 USD 2024-12-05 69.92000000 N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 82925BAE5 7000.00000000 PA USD 6785.66000000 0.017031836703 Long LON CORP US N 2 2026-09-30 Variable 0.07187060 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 5000.00000000 PA USD 4936.89000000 0.012391470292 Long DBT CORP US N 2 2033-04-15 Fixed 0.05750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 1000.00000000 PA USD 973.74000000 0.002444063019 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 2000.00000000 PA USD 1770.00000000 0.004442655683 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 8000.00000000 PA USD 7620.76000000 0.019127916794 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 5000.00000000 PA USD 4929.66000000 0.012373323173 Long DBT CORP US N 2 2029-09-01 Fixed 0.10750000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 10000.00000000 PA USD 9438.89000000 0.023691377572 Long DBT CORP CA N 2 2028-02-15 Fixed 0.03875000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAP6 3000.00000000 PA USD 2606.16000000 0.006541396348 Long DBT CORP US N 2 2026-06-15 Fixed 0.00250000 N N N N Y ANYWHERE REAL ESTATE INC USD XXXX N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 130000.00000000 PA USD 124371.01000000 0.312168121149 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CN6 160000.00000000 PA USD 161389.07000000 0.405082524905 Long DBT CORP US N 2 2032-09-30 Fixed 0.04750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020612 1000000.00000000 PA USD 802695.30000000 2.014745105440 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.02000000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 1000.00000000 PA USD 890.43000000 0.002234957005 Long DBT CORP IL N 2 2031-03-30 Fixed 0.05875000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBA5 140000.00000000 PA USD 120776.60000000 0.303146242044 Long DBT CORP NL N 2 2031-05-11 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 20585.46400000 PA USD 18047.10000000 0.045297769144 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 1000.00000000 PA USD 920.00000000 0.002309176965 Long DBT CORP US N 2 2027-09-15 Fixed 0.04625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0204C0 50000.00000000 PA USD 44832.03000000 0.112527272813 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 0.02000000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAB7 5000.00000000 PA USD 3887.50000000 0.009757527666 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAB8 2000.00000000 PA USD 1902.21000000 0.004774499473 Long DBT CORP US N 2 2027-09-15 Fixed 0.04500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 6000.00000000 PA USD 5932.50000000 0.014890426464 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 15000.00000000 PA USD 14832.63000000 0.037229529926 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0626C0 425000.00000000 PA USD 435160.14000000 1.092241056036 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 33000.00000000 PA USD 30387.66000000 0.076272265766 Long DBT CORP US N 2 2029-05-01 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 9000.00000000 PA USD 7523.63000000 0.018884122926 Long DBT CORP US N 2 2030-04-01 Fixed 0.04500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 20000.00000000 PA USD 11173.15000000 0.028044326751 Long DBT CORP US N 2 2030-12-01 Fixed 0.04625000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 4000.00000000 PA USD 3739.04000000 0.009384896783 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAD5 5000.00000000 PA USD 5119.06000000 0.012848712431 Long DBT CORP US N 2 2030-02-01 Fixed 0.07000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 9000.00000000 PA USD 3888.00000000 0.009758782653 Long DBT CORP US N 2 2029-12-01 Fixed 0.01875000 N N N N Y WOLFSPEED INC USD XXXX N N N ENFRAGEN ENERGIA SUR SA 2549002TO75PYMY3VY07 29280LAA1 6000.00000000 PA USD 5188.14000000 0.013022101501 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNCP6 45845.26900000 PA USD 38803.61000000 0.097396089550 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 940000.00000000 PA USD 921273.43000000 2.312373242828 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BJ5 5000.00000000 PA USD 5200.97000000 0.013054304480 Long DBT CORP US N 2 2030-01-15 Fixed 0.08250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVX1 16643.31200000 PA USD 17072.08000000 0.042850493356 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAT4 31000.00000000 PA USD 29573.49000000 0.074228719450 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N PHH ESCROW ISSUER LLC N/A 682935AA9 5000.00000000 PA USD 4839.55000000 0.012147149329 Long DBT CORP US N 2 2029-11-01 Fixed 0.09875000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAG9 5000.00000000 PA USD 4532.58000000 0.011376662315 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 2000.00000000 PA USD 1899.38000000 0.004767396244 Long DBT CORP US N 2 2028-03-01 Fixed 0.07500000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 N/A 4000.00000000 PA USD 4031.68000000 0.010119415856 Long DBT CORP BM N 2 2025-10-20 Fixed 0.07000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 18000.00000000 PA USD 20177.84000000 0.050645873195 Long DBT CORP GB N 2 2028-11-30 Fixed 0.12000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 2500000.00000000 PA USD 1633300.78000000 4.099544063876 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUH33 84801.08700000 PA USD 85969.06000000 0.215780188141 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAU3 5000.00000000 PA USD 5409.79000000 0.013578437451 Long DBT CORP CA N 2 2030-02-15 Fixed 0.09000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAC3 5000.00000000 PA USD 5086.42000000 0.012766786848 Long DBT CORP US N 2 2032-02-15 Fixed 0.07500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 28000.00000000 PA USD 27974.92000000 0.070216348775 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 10000.00000000 PA USD 9978.14000000 0.025044881571 Long DBT CORP GB N 2 2027-04-30 Fixed 0.06500000 N N N N N N AIMCO CLO 19 LTD N/A 00140HAA1 250000.00000000 PA USD 250020.25000000 0.627544567594 Long ABS-CBDO CORP US N 2 2037-10-20 Variable 0.05912310 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 170023.21400000 PA USD 139809.58000000 0.350918545304 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAC2 2000.00000000 PA USD 1992.17000000 0.005000296820 Long DBT CORP US N 2 2027-06-15 Fixed 0.06000000 N N N N N N NEXTERA ENERGY PARTNERS LP 5493008F4ZOQFNG3WN54 65341BAG1 5000.00000000 PA USD 4669.14000000 0.011719424495 Long DBT CORP US N 2 2026-06-15 Fixed 0.02500000 N N N N N NEXTERA ENERGY PARTNERS LP USD XXXX N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 18000.00000000 PA USD 14265.00000000 0.035804792838 Long DBT CORP US N 2 2031-04-15 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 310000.00000000 PA USD 302988.67000000 0.760493975592 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 15000.00000000 PA USD 13730.98000000 0.034464416009 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 12000.00000000 PA USD 12579.66000000 0.031574631635 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 892938AA9 50000.00000000 PA USD 51266.81000000 0.128678409502 Long DBT CORP IE N 2 2033-03-03 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJX0 182000.00000000 PA USD 180741.64000000 0.453656991063 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N WIN WASTE INNOVATIONS HOLDINGS INC 549300DJBUN7Z75R2S83 38723BAJ0 5992.27000000 PA USD 5794.17000000 0.014543221627 Long LON CORP US N 2 2028-03-25 Variable 0.07437060 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 24000.00000000 PA USD 24095.57000000 0.060479277404 Long DBT CORP US N 2 2026-04-15 Fixed 0.08000000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622FAA9 4000.00000000 PA USD 4030.31000000 0.010115977190 Long DBT CORP US N 2 2034-05-15 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 15000.00000000 PA USD 15093.40000000 0.037884056097 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0526C7 425000.00000000 PA USD 425564.44000000 1.068156089289 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.05500000 N N N N N N AZORRA FINANCE LTD 254900MC1HXDAVUUP395 05480AAA3 5000.00000000 PA USD 5023.46000000 0.012608758824 Long DBT CORP KY N 2 2030-04-15 Fixed 0.07750000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120BAA5 90000.00000000 PA USD 93105.79000000 0.233693201754 Long DBT CORP US N 2 2035-02-15 Fixed 0.05750000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 140000.00000000 PA USD 120936.16000000 0.303546733649 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783XAA2 2000.00000000 PA USD 1371.38000000 0.003442129463 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 140000.00000000 PA USD 121491.10000000 0.304939619155 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 27000.00000000 PA USD 28012.04000000 0.070309519045 Long DBT CORP US N 2 2029-03-09 Variable 0.06499000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAR0 5000.00000000 PA USD 5082.62000000 0.012757248943 Long DBT CORP CA N 2 2029-06-15 Fixed 0.06125000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 100000.00000000 PA 110523.58000000 0.277411418555 Long DBT CORP NL N 2 2030-05-23 Fixed 0.03850000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAN1 5000.00000000 PA USD 4739.60000000 0.011896277331 Long LON CORP US N 2 2027-10-30 Variable 0.07937060 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBE6 27000.00000000 PA USD 27196.10000000 0.068261530075 Long DBT CORP AU N 2 2032-04-15 Fixed 0.06125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 277000.00000000 PA USD 272823.36000000 0.684779802759 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73937UAL2 1000.00000000 PA USD 985.42000000 0.002473379527 Long LON CORP US N 2 2031-02-10 Variable 0.09103670 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 16000.00000000 PA USD 16721.97000000 0.041971726022 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07500000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 343.00000000 NS USD 3659.81000000 0.009186031467 Long EC CORP US N 1 N N N M2S GROUP INTERMEDIATE HOLDINGS INC N/A 55287CAB7 6000.00000000 PA USD 5823.78000000 0.014617541986 Long LON CORP US N 2 2031-08-22 Variable 0.09337710 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 47000.00000000 PA USD 47111.22000000 0.118247982648 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVD5 48724.79200000 PA USD 49395.88000000 0.123982422045 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AT6 120000.00000000 PA USD 115922.58000000 0.290962773377 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 5000.00000000 PA USD 5109.64000000 0.012825068466 Long DBT CORP CA N 2 2031-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTYX1 205558.23000000 PA USD 201800.77000000 0.506514880094 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.05000000 N N N N N N RR 28 LTD / RR 28 LLC N/A 74989NAA7 250000.00000000 PA USD 251607.00000000 0.631527270365 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.06205900 N N N N N N PEDIATRIX MEDICAL GROUP INC N/A 58502BAE6 12000.00000000 PA USD 11603.46000000 0.029124394077 Long DBT CORP US N 2 2030-02-15 Fixed 0.05375000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516CF1 140000.00000000 PA USD 117144.54000000 0.294029862382 Long DBT CORP US N 2 2031-09-01 Fixed 0.01750000 N N N N N N ASTON MARTIN CAPITAL HOLDINGS LTD 213800H4GKEF3CJ8C774 04625HAJ8 5000.00000000 PA USD 4912.34000000 0.012329850406 Long DBT CORP JE N 2 2029-03-31 Fixed 0.10000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -131.05000000 -0.00032893221 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3301.59000000 USD 3000.00000000 EUR 2024-12-05 -131.05000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 300000.00000000 PA USD 307722.66000000 0.772376171964 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 18000.00000000 PA USD 17677.97000000 0.044371262086 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AR2 5000.00000000 PA USD 5007.35000000 0.012568323127 Long DBT CORP US N 2 2033-03-15 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 913000.00000000 PA USD 924947.46000000 2.321594966139 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N STONEMOR INC N/A 86184WAA4 6000.00000000 PA USD 5402.64000000 0.013560491130 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 33000.00000000 PA USD 32956.72000000 0.082720542042 Long DBT CORP US N 2 2027-07-15 Fixed 0.05625000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 13000.00000000 PA USD 13791.87000000 0.034617248384 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N ECO MATERIAL TECHNOLOGIES INC N/A 27900QAA4 12000.00000000 PA USD 12141.48000000 0.030474810806 Long DBT CORP US N 2 2027-01-31 Fixed 0.07875000 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 5000.00000000 PA USD 5156.69000000 0.012943162788 Long DBT CORP US N 2 2031-06-15 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 200000.00000000 PA USD 207812.50000000 0.521604171874 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N DC COML MTG TR 2023-DC N/A 24023AAA8 100000.00000000 PA USD 103174.53000000 0.258965487057 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 0.06314300 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 11000.00000000 PA USD 5586.90000000 0.014022979117 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZM4 41030.05200000 PA USD 38873.55000000 0.097571637199 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUHG4 94246.15200000 PA USD 94227.57000000 0.236508841468 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 997.43000000 PA USD 1001.00000000 0.002512484937 Long LON CORP US N 2 2028-06-02 Variable 0.08846980 N N N N N N NATGASOLINE LLC 549300OHXDYMQYZOWC24 63232EAB3 2000.00000000 PA USD 1975.00000000 0.004957200550 Long LON CORP US N 2 2025-11-14 Variable 0.09015950 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 6000.00000000 PA USD 5760.00000000 0.014457455783 Long LON CORP US N 2 2028-02-10 Variable 0.08917510 N N N N N N EUREX DEUTSCHLAND N/A N/A -2.00000000 NC -2327.15000000 -0.00584108823 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BUND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING 2024-12-06 -288269.16000000 EUR -2327.15000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNB44 88503.13400000 PA USD 74328.59000000 0.186562899890 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJW2 1050000.00000000 PA USD 1045324.22000000 2.623737619795 Long DBT UST US N 2 2029-01-31 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0226C4 350000.00000000 PA USD 293015.63000000 0.735461894893 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 7000.00000000 PA USD 6921.73000000 0.017373368996 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB82 299644.65700000 PA USD 240451.83000000 0.603528072964 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 6000.00000000 PA USD 6002.47000000 0.015066049412 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFAC5 18251.06800000 PA USD 16017.67000000 0.040203950656 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 5000.00000000 PA USD 4830.62000000 0.012124735252 Long DBT CORP US N 2 2031-08-15 Fixed 0.08875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022618 350000.00000000 PA USD 293275.40000000 0.736113911089 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.02500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 12000.00000000 PA USD 11786.82000000 0.029584623086 Long DBT CORP CA N 2 2027-10-15 Fixed 0.05125000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAG6 12000.00000000 PA USD 11998.66000000 0.030116336182 Long DBT CORP US N 2 2027-03-01 Fixed 0.06000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 812127AC2 10000.00000000 PA USD 10181.09000000 0.025554280989 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 20000.00000000 PA USD 19975.99000000 0.050139234749 Long DBT CORP CA N 2 2028-02-15 Fixed 0.06000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 6000.00000000 PA USD 5894.14000000 0.014794143824 Long DBT CORP US N 2 2029-03-31 Fixed 0.06500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 200000.00000000 PA USD 195859.90000000 0.491603445139 Long DBT CORP NL N 2 2026-07-01 Variable 0.01400000 N N N N N N RECKITT BENCKISER TREAS SVCS PLC 213800LAXWIUOOBZ3908 N/A 100000.00000000 PA 110939.09000000 0.278454338251 Long DBT CORP GB N 2 2033-09-14 Fixed 0.03875000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 36000.00000000 PA USD 33583.13000000 0.084292815459 Long DBT CORP US N 2 2028-09-15 Fixed 0.03875000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 6000.00000000 PA USD 5641.50000000 0.014160023750 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 3.00000000 NC USD 6510.02000000 0.016339987204 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2025-03-20 337880.61000000 USD 6510.02000000 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 571000.00000000 PA USD 593572.34000000 1.489851711776 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 5000.00000000 PA USD 4732.40000000 0.011878205512 Long DBT CORP US N 2 2029-10-15 Fixed 0.09500000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 N/A 100000.00000000 PA 89389.43000000 0.224365231203 Long DBT CORP DE N 2 2031-03-24 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 326000.00000000 PA USD 325800.33000000 0.817750671043 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAA9 2000.00000000 PA USD 1555.00000000 0.003903011066 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAB5 4000.00000000 PA USD 3922.52000000 0.009845426989 Long LON CORP US N 2 2028-08-02 Variable 0.13165690 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 4000.00000000 PA USD 3777.16000000 0.009480577028 Long DBT CORP MH N 2 2029-08-01 Fixed 0.05500000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 7000.00000000 PA USD 6519.39000000 0.016363505670 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N MATTRESS FIRM INC N/A 57723CAR0 4986.66000000 PA USD 4983.97000000 0.012509639913 Long LON CORP US N 2 2028-09-24 Variable 0.08923460 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056BB6 8000.00000000 PA USD 6997.76000000 0.017564202392 Long DBT CORP US N 2 2029-02-01 Fixed 0.05125000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 100000.00000000 PA 111760.61000000 0.280516332883 Long DBT CORP GB N 2 2031-09-05 Fixed 0.04000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 300.52000000 0.000754297675 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 6000.00000000 EUR 6641.60000000 USD 2024-12-05 300.52000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 1000.00000000 PA USD 869.35000000 0.002182046733 Long EP CORP US N 2 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBT9 10000.00000000 PA USD 9864.93000000 0.024760727305 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 N/A 4975.00000000 PA USD 4904.36000000 0.012309820806 Long LON CORP US N 2 2031-06-06 Variable 0.08472140 N N N N N N NEW FORTRESS N/A 62909BAA5 53559.00000000 PA USD 53692.90000000 0.134767834658 Long DBT CORP US N 2 2029-11-15 Fixed 0.12000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0206C8 1875000.00000000 PA USD 1503222.75000000 3.773051465417 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02000000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AL7 12000.00000000 PA USD 12511.75000000 0.031404179235 Long DBT CORP US N 2 2027-06-15 Fixed 0.08000000 N N N N N N DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC N/A 26253MAN0 250000.00000000 PA USD 251112.00000000 0.630284832759 Long ABS-CBDO CORP JE N 2 2037-07-18 Variable 0.05992350 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 20907.33600000 PA USD 18329.28000000 0.046006033878 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 27000.00000000 PA USD 19580.34000000 0.049146163155 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N CEDF 2016-6A N/A 15032DAR2 200000.00000000 PA USD 200208.00000000 0.502517067273 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.05929010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 43237.03900000 PA USD 42946.62000000 0.107794940919 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 29867.00000000 PA USD 32309.40000000 0.081095785050 Long DBT CORP US N 2 2029-11-30 Fixed 0.10750000 N N N N N N ALGONQUIN PWR and UTILS CORP 549300K5VIUTJXQL7X75 015857AH8 10000.00000000 PA USD 9418.12000000 0.023639245392 Long DBT CORP CA N 2 2082-01-18 Variable 0.04750000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CP5 130000.00000000 PA USD 118279.11000000 0.296877604675 Long DBT CORP US N 2 2032-04-15 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 60000.00000000 PA USD 44828.91000000 0.112519441691 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCU8 70000.00000000 PA USD 61569.26000000 0.154537301053 Long DBT CORP US N 2 2033-01-25 Variable 0.02963000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 4000.00000000 PA USD 3706.45000000 0.009303096699 Long DBT CORP CA N 2 2029-05-15 Fixed 0.04250000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 200000.00000000 PA USD 201817.76000000 0.506557524568 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 5000.00000000 PA USD 5021.52000000 0.012603889473 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N CPI ACQUISITION INC 254900H3R50WH1B1LB48 12598FAC3 5000.00000000 PA USD 5289.93000000 0.013277591852 Long DBT CORP US N 2 2029-07-15 Fixed 0.10000000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 8000.00000000 PA USD 7704.97000000 0.019339281786 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 200000.00000000 PA USD 199921.88000000 0.501798913236 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0326C3 100000.00000000 PA USD 90617.19000000 0.227446878063 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 145499.91000000 PA USD 124453.55000000 0.312375294482 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 94014.07900000 PA USD 90825.73000000 0.227970308242 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N SCIH SALT HLDGS INC N/A 78433BAB4 2000.00000000 PA USD 1947.01000000 0.004886946351 Long DBT CORP US N 2 2029-05-01 Fixed 0.06625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB69 49995.91900000 PA USD 45694.68000000 0.114692502715 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.03500000 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAA6 250000.00000000 PA USD 251084.00000000 0.630214553460 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.06476070 N N N N N N DISH DBS CORP N/A 25470XBB0 4000.00000000 PA USD 3025.14000000 0.007593025657 Long DBT CORP US N 2 2028-07-01 Fixed 0.07375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0426C2 50000.00000000 PA USD 48023.44000000 0.120537632008 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 142000.00000000 PA USD 138627.37000000 0.347951227804 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 12000.00000000 PA USD 10347.44000000 0.025971815324 Long DBT CORP US N 2 2026-09-01 Fixed 0.05875000 N N N N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737FAE8 9000.00000000 PA USD 6712.20000000 0.016847453942 Long DBT CORP US N 2 2027-04-01 Fixed 0.00500000 N N N N Y REDFIN CORPORATION USD XXXX N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638AD1 9000.00000000 PA USD 8507.70000000 0.021354113987 Long DBT CORP US N 2 2031-06-15 Variable 0.03000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAX2 170000.00000000 PA USD 166500.49000000 0.417912061128 Long DBT CORP US N 2 2028-11-15 Fixed 0.03950000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAF3 1000.00000000 PA USD 861.06000000 0.002161239041 Long DBT CORP LU N 2 2028-10-15 Fixed 0.05625000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 268.00000000 NS USD 3274.96000000 0.008220067602 Long EC CORP US N 3 N N N AMER SPORTS CO 549300NRKH9WF70VFC95 02352NAA7 12000.00000000 PA USD 12261.98000000 0.030777262789 Long DBT CORP US N 2 2031-02-16 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPTC2 90874.85000000 PA USD 76206.86000000 0.191277310563 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.02500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAE6 16000.00000000 PA USD 16972.96000000 0.042601704637 Long DBT CORP US N 2 2028-09-15 Fixed 0.09000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF7L9 76078.64400000 PA USD 66768.82000000 0.167588066469 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 1445000.00000000 PA USD 1362815.63000000 3.420633109674 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 130000.00000000 PA USD 118029.59000000 0.296251315722 Long DBT CORP US N 2 2034-11-01 Variable 0.03031000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 26000.00000000 PA USD 24112.30000000 0.060521269285 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP N/A 03959KAD2 4000.00000000 PA USD 4054.68000000 0.010177145280 Long DBT CORP US N 2 2032-09-01 Fixed 0.06625000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 5000.00000000 PA USD 4150.00000000 0.010416396093 Long DBT CORP US N 2 2029-09-01 Fixed 0.04875000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 5000.00000000 PA USD 5008.72000000 0.012571761793 Long DBT CORP LR N 2 2031-09-30 Fixed 0.05625000 N N N N N N GN BONDCO LLC N/A 36267QAA2 2000.00000000 PA USD 2128.58000000 0.005342682505 Long DBT CORP US N 2 2031-10-15 Fixed 0.09500000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 14000.00000000 PA USD 10605.39000000 0.026619263366 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N TELUS CORPORATION L2TEUTQ8OSHMJWVLCE40 87971MBW2 130000.00000000 PA USD 117074.35000000 0.293853687239 Long DBT CORP CA N 2 2032-05-13 Fixed 0.03400000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 5000.00000000 PA USD 4267.87000000 0.010712246842 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 5000.00000000 PA USD 5081.48000000 0.012754387571 Long DBT CORP US N 2 2029-03-01 Fixed 0.06375000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 6997.49000000 PA USD 6955.92000000 0.017459185040 Long LON CORP US N 2 2030-08-01 Variable 0.09071060 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 4000.00000000 PA USD 3974.01000000 0.009974665600 Long DBT CORP KY N 2 2034-12-01 Fixed 0.05750000 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BC0 20000.00000000 PA USD 19875.49000000 0.049886982265 Long DBT CORP US N 2 2027-07-15 Fixed 0.05750000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 8000.00000000 PA USD 8267.61000000 0.020751494098 Long DBT CORP US N 2 2055-03-15 Variable 0.07375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 8000.00000000 PA USD 7887.44000000 0.019797276917 Long EP CORP US N 2 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 114.09000000 0.000286363043 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 3000.00000000 EUR 3284.63000000 USD 2024-12-05 114.09000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 26.47000000 0.000066439037 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 3144.07000000 USD 3000.00000000 EUR 2024-12-05 26.47000000 N N N RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC N/A 76954LAA7 21000.00000000 PA USD 21049.43000000 0.052833542272 Long DBT CORP US N 2 2026-10-15 Variable 0.10501980 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 2000.00000000 PA USD 2235.48000000 0.005610998828 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 4000.00000000 PA USD 4069.00000000 0.010213088122 Long DBT CORP US N 2 2029-06-15 Fixed 0.06000000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAC9 2000.00000000 PA USD 1985.62000000 0.004983856484 Long DBT CORP US N 2 2025-04-29 Fixed 0.04750000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAM6 2000.00000000 PA USD 1888.72000000 0.004740639910 Long DBT CORP CA N 2 2028-09-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 700000.00000000 PA USD 607523.43000000 1.524868598374 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 15000.00000000 PA USD 14460.67000000 0.036295919639 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 10000.00000000 PA USD 9900.92000000 0.024851061304 Long DBT CORP US N 2 2025-10-01 Fixed 0.05625000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAR0 10000.00000000 PA USD 9825.05000000 0.024660629504 Long DBT CORP CA N 2 2027-06-01 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0626C6 300000.00000000 PA USD 305015.64000000 0.765581619541 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 94995.34400000 PA USD 78203.44000000 0.196288676373 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBG8 19000.00000000 PA USD 19892.85000000 0.049930555430 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AB3 9000.00000000 PA USD 6547.50000000 0.016434061066 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0326C9 -275000.00000000 PA USD -251388.67000000 -0.63097926753 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 19554.06800000 PA USD 17161.22000000 0.043074232524 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N LANDSEA HOMES CORP 549300RP8AZAKHNILS36 51509PAA1 2000.00000000 PA USD 2050.68000000 0.005147155455 Long DBT CORP US N 2 2029-04-01 Fixed 0.08875000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 100000.00000000 PA 117915.55000000 0.295965078178 Long DBT CORP IT N 2 2031-08-29 Fixed 0.05125000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 8000.00000000 PA USD 7946.20000000 0.019944763046 Long DBT CORP US N 2 2025-09-15 Fixed 0.05625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062614 275000.00000000 PA USD 281542.00000000 0.706663370865 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.06500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 220000.00000000 PA USD 187044.99000000 0.469478241743 Long DBT CORP US N 2 2031-08-15 Fixed 0.02250000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 4000.00000000 PA USD 3820.00000000 0.009588104356 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 883000.00000000 PA USD 856510.00000000 2.149818655049 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 1000.00000000 PA USD 781.65000000 0.001961921929 Long DBT CORP US N 2 2029-07-15 Fixed 0.03750000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 200000.00000000 PA USD 187809.29000000 0.471396615607 Long DBT CORP HK N 2 2030-04-07 Fixed 0.03375000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 2000.00000000 PA USD 1965.05000000 0.004932226299 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 2000.00000000 PA USD 1968.44000000 0.004940735114 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 4000.00000000 PA USD 3812.96000000 0.009570434132 Long DBT CORP GB N 2 2025-03-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMJ1 95230.71300000 PA USD 90188.28000000 0.226370324702 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBR3 11000.00000000 PA USD 10980.35000000 0.027560403578 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 4000.00000000 PA USD 4263.38000000 0.010700977055 Long DBT CORP CA N 2 2028-11-15 Fixed 0.08500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 2000.00000000 PA USD 2000.42000000 0.005021004114 Long DBT CORP LR N 2 2028-04-01 Fixed 0.05500000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAK9 1000.00000000 PA USD 967.50000000 0.002428400776 Long LON CORP US N 2 2026-12-30 Variable 0.13346980 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAQ9 150000.00000000 PA USD 109165.99000000 0.274003901646 Long DBT CORP CA N 2 2051-05-13 Fixed 0.03625000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCQ4 28000.00000000 PA USD 25196.13000000 0.063241655449 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAB2 5000.00000000 PA USD 5096.26000000 0.012791485001 Long DBT CORP KY N 2 2026-05-15 Fixed 0.07750000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 5000.00000000 PA USD 5209.43000000 0.013075538868 Long DBT CORP US N 2 2032-06-30 Fixed 0.08250000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -3.02000000 -0.00000758012 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3000.00000000 EUR 3167.52000000 USD 2024-12-05 -3.02000000 N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 24000.00000000 PA USD 24297.41000000 0.060985890751 Long DBT CORP US N 2 2029-09-30 Fixed 0.09000000 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 8937.00000000 PA USD 7529.42000000 0.018898655681 Long DBT CORP US N 2 2026-11-01 Variable 0.09250000 N N Y N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 5000.00000000 PA USD 4487.50000000 0.011263512643 Long DBT CORP GB N 2 2026-05-15 Fixed 0.10250000 N N N N N N AKUMIN INC N/A 01021XAA8 10000.00000000 PA USD 8300.00000000 0.020832792187 Long DBT CORP US N 2 2028-08-01 Fixed 0.08000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FX9 140000.00000000 PA USD 125580.10000000 0.315202906776 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N RAND PARENT LLC N/A 753272AA1 10000.00000000 PA USD 10131.25000000 0.025429183837 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N N REWORLD HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 38000.00000000 PA USD 35865.15000000 0.090020628522 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 8000.00000000 PA USD 7309.57000000 0.018346837685 Long DBT CORP US N 2 2030-04-01 Fixed 0.04375000 N N N N N N BULLDOG PURCHASER INC N/A 12021GAE4 5000.00000000 PA USD 4981.25000000 0.012502812781 Long LON CORP US N 2 2032-06-14 Variable 0.11353670 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AB6 19000.00000000 PA USD 18204.10000000 0.045691835213 Long DBT CORP US N 2 2029-10-01 Fixed 0.06250000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 55306NAA2 3000.00000000 PA USD 3056.61000000 0.007672014569 Long DBT CORP US N 2 2030-06-01 Fixed 0.01250000 N N N N Y MKS INSTRUMENTS INC USD XXXX N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BV4 2061.00000000 PA USD 2341.87000000 0.005878035065 Long DBT CORP US N 2 2029-11-15 Fixed 0.11000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAF6 4000.00000000 PA USD 3965.01000000 0.009952075825 Long DBT CORP US N 2 2027-06-01 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 20394.76100000 PA USD 16786.48000000 0.042133644506 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N INSIGHT ENTERPRISES INC 529900S8991TYW6YP792 45765UAC7 5000.00000000 PA USD 5114.70000000 0.012837768940 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N LEIA FINCO US LLC N/A 52526CAB5 4000.00000000 PA USD 4000.20000000 0.010040401844 Long LON CORP US N 2 2031-10-09 Variable 0.07886680 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531TAF6 21000.00000000 PA USD 20506.26000000 0.051470199172 Long DBT CORP FR N 2 2027-04-01 Fixed 0.08750000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 6000.00000000 PA USD 5956.61000000 0.014950941960 Long DBT CORP US N 2 2030-03-15 Fixed 0.05375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0606C4 375000.00000000 PA USD 379511.70000000 0.952564864939 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052611 175000.00000000 PA USD 175102.53000000 0.439502966153 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.05500000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 35000.00000000 PA USD 34747.15000000 0.087214476514 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N SIGNIA AEROSPACE LLC 254900S9ONE06XB1T251 N/A 4615.38500000 PA USD 4615.39000000 0.011584513341 Long LON CORP US N 2 2031-11-24 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH4E3 22377.97800000 PA USD 21138.87000000 0.053058034433 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.04000000 N N N N N N KRONOS ACQUISITION HOLDINGS INC N/A 50106GAG7 3000.00000000 PA USD 2905.97000000 0.007293911941 Long DBT CORP US N 2 2031-06-30 Fixed 0.08250000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 70000.00000000 PA USD 71219.50000000 0.178759161834 Long DBT CORP US N 2 2034-04-01 Fixed 0.05350000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 5000.00000000 PA USD 5085.83000000 0.012765305963 Long DBT CORP US N 2 2029-06-15 Fixed 0.06625000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGD2 6000.00000000 PA USD 5913.78000000 0.014843439733 Long DBT CORP US N 2 2025-10-29 Fixed 0.04200000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N/A 34.67300000 PA USD 34.74000000 0.000087196530 Long LON CORP US N 2 2028-02-07 Variable 0.10444480 N N N N N N TRITON WATER HOLDINGS 5493005IYCEL7QJFZZ63 89680EAA7 7000.00000000 PA USD 6963.01000000 0.017476980762 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAK2 5000.00000000 PA USD 5044.90000000 0.012662572687 Long DBT CORP US N 2 2032-11-15 Fixed 0.07000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 3000.00000000 PA USD 3113.90000000 0.007815811035 Long DBT CORP US N 2 2029-05-15 Fixed 0.09750000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -683.17000000 -0.00171473959 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20763.27000000 USD 19000.00000000 EUR 2024-12-05 -683.17000000 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 4000.00000000 PA USD 1061.07000000 0.002663259133 Long DBT CORP LU N 2 2028-02-15 Fixed 0.06000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAC4 4987.50000000 PA USD 4797.98000000 0.012042809670 Long LON CORP US N 2 2031-07-01 Variable 0.09343350 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 5000.00000000 PA USD 4732.60000000 0.011878707507 Long DBT CORP US N 2 2030-12-31 Fixed 0.06000000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 5000.00000000 PA USD 5107.56000000 0.012819847718 Long DBT CORP US N 2 2031-10-01 Fixed 0.09750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0306C3 350000.00000000 PA USD 310296.88000000 0.778837399712 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.03000000 N N N N N N DISH DBS CORP N/A 25470XBD6 5000.00000000 PA USD 3311.33000000 0.008311355392 Long DBT CORP US N 2 2029-06-01 Fixed 0.05125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 168000.00000000 PA USD 168629.20000000 0.423255069930 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAN9 6000.00000000 PA USD 5935.74000000 0.014898558783 Long LON CORP US N 2 2031-09-24 Variable 0.09572580 N N N N N N OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP N/A 69007TAG9 5000.00000000 PA USD 5288.67000000 0.013274429284 Long DBT CORP US N 2 2031-02-15 Fixed 0.07375000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 5000.00000000 PA USD 5282.82000000 0.013259745930 Long DBT CORP KY N 2 2028-06-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAY55 22505.79200000 PA USD 21301.81000000 0.053467009753 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNF49 43552.71600000 PA USD 38318.40000000 0.096178224599 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAD8 122000.00000000 PA USD 109221.26000000 0.274142627962 Long DBT CORP US N 2 2028-02-15 Fixed 0.05950000 N N N N N N TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 88104LAG8 8000.00000000 PA USD 7501.00000000 0.018827322192 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 5000.00000000 PA USD 4999.52000000 0.012548670024 Long DBT CORP US N 2 2033-01-15 Fixed 0.06000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 50000.00000000 PA USD 52045.80000000 0.130633654898 Long DBT CORP US N 2 2028-11-10 Variable 0.06204000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCF9 130000.00000000 PA USD 124430.24000000 0.312316786966 Long DBT CORP US N 2 2032-06-01 Fixed 0.04150000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 100000.00000000 PA 117179.67000000 0.294118037802 Long DBT CORP GB N 2 2028-11-09 Variable 0.02057000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 N/A 100000.00000000 PA 102768.94000000 0.257947466312 Long EP CORP NL N 2 N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAN4 2000.00000000 PA USD 1863.99000000 0.004678568230 Long EP CORP US N 2 N N N RACKSPACE FINANCE LLC N/A 75008WAA1 3340.00000000 PA USD 2090.15000000 0.005246224167 Long DBT CORP US N 2 2028-05-15 Fixed 0.03500000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 1848.12000000 PA USD 1578.61000000 0.003962271575 Long LON CORP US N 2 2026-05-25 Variable 0.14771710 N N N N N N IBERDROLA FINANZAS SAU 5493004PZNZWWBOUV388 N/A 100000.00000000 PA 106034.51000000 0.266143965250 Long DBT CORP ES N 2 2031-09-30 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 72953.79300000 PA USD 59989.69000000 0.150572619902 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 7000.00000000 PA USD 7024.96000000 0.017632473711 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUUP9 48873.98200000 PA USD 48864.34000000 0.122648269954 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 8000.00000000 PA USD 7460.45000000 0.018725542708 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 47817.02200000 PA USD 39364.62000000 0.098804210604 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02000000 N N N N N N VOYA CLO 2023-1 LTD N/A 92920FAA8 250000.00000000 PA USD 252215.50000000 0.633054590130 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.06417400 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 5985.00000000 PA USD 5690.72000000 0.014283564718 Long LON CORP US N 2 2029-09-10 Variable 0.10688640 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 140000.00000000 PA USD 119672.44000000 0.300374828089 Long DBT CORP US N 2 2032-04-15 Fixed 0.02703000 N N N N N N SIGNIA AEROSPACE LLC 254900S9ONE06XB1T251 N/A 384.61500000 PA USD 384.62000000 0.000965386570 Long LON CORP US N 2 2031-11-24 Variable 0.00000000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 220000.00000000 PA USD 172884.58000000 0.433935967185 Long DBT CORP US N 2 2033-10-01 Fixed 0.02450000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGT5 250000.00000000 PA USD 252961.99000000 0.634928261340 Long DBT CORP US N 2 2033-05-09 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 102000.00000000 PA USD 103386.56000000 0.259497677049 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 5000.00000000 PA USD 4607.51000000 0.011564734739 Long DBT CORP US N 2 2030-02-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4Y5 43865.73100000 PA USD 36908.79000000 0.092640138792 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 5000.00000000 PA USD 5051.88000000 0.012680092313 Long DBT CORP US N 2 2032-02-15 Fixed 0.06250000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBN0 5000.00000000 PA USD 5364.26000000 0.013464158291 Long DBT CORP KY N 2 2029-12-15 Fixed 0.08250000 N N N N N N AMERICAN ROCK SALT CO LLC 549300FBKBNV4GSVVR46 02932JAT4 291.15000000 PA USD 293.33000000 0.000736250955 Long LON CORP US N 2 2028-06-12 Variable 0.11775520 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 10000.00000000 PA USD 10328.53000000 0.025924351698 Long DBT CORP US N 2 2032-09-01 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVG24 98491.68300000 PA USD 99848.22000000 0.250616532240 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 916000.00000000 PA USD 892599.31000000 2.240401919559 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAK7 4000.00000000 PA USD 3785.90000000 0.009502514210 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 2000.00000000 PA USD 1891.52000000 0.004747667840 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCL2 2000.00000000 PA USD 2012.96000000 0.005052479200 Long DBT CORP US N 2 2030-01-31 Fixed 0.05000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 3383.00000000 PA USD 3717.21000000 0.009330104030 Long DBT CORP US N 2 2030-06-01 Variable 0.13000000 N N Y N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 100000.00000000 PA 109891.22000000 0.275824210788 Long DBT CORP FR N 2 2032-01-10 Variable 0.04042000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 10000.00000000 PA USD 9847.38000000 0.024716677245 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 4000.00000000 PA USD 3715.93000000 0.009326891262 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 17000.00000000 PA USD 15896.63000000 0.039900143286 Long DBT CORP NL N 2 2029-07-15 Fixed 0.04125000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919VAA3 2000.00000000 PA USD 1885.91000000 0.004733586881 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFF5 133954.65700000 PA USD 128846.22000000 0.323400786200 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 5000.00000000 PA USD 5044.11000000 0.012660589807 Long DBT CORP CA N 2 2029-04-01 Fixed 0.06125000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 5000.00000000 PA USD 5025.41000000 0.012613653275 Long DBT CORP US N 2 2032-03-15 Fixed 0.07000000 N N N N N N EUREX DEUTSCHLAND N/A N/A -1.00000000 NC -86.02000000 -0.00021590804 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-SCHATZ FUT UNDERLYING GENERIC IV FOR FUTURES TRADING 2024-12-06 -112258.46000000 EUR -86.02000000 N N N WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP N/A 97381AAA0 5000.00000000 PA USD 5220.40000000 0.013103073293 Long DBT CORP US N 2 2031-10-01 Fixed 0.08250000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 7000.00000000 PA USD 7151.52000000 0.017950136143 Long DBT CORP LR N 2 2032-03-15 Fixed 0.06250000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 15000.00000000 PA USD 14941.52000000 0.037502841100 Long DBT CORP US N 2 2033-03-01 Fixed 0.06375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 250000.00000000 PA USD 187724.61000000 0.471184070927 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 4000.00000000 PA USD 4022.94000000 0.010097478675 Long DBT CORP US N 2 2029-02-15 Fixed 0.08750000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 6000.00000000 PA USD 5626.01000000 0.014121144238 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 130000.00000000 PA USD 121218.82000000 0.304256203172 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAW5 7000.00000000 PA USD 6994.91000000 0.017557048964 Long DBT CORP US N 2 2024-12-31 Fixed 0.03750000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAP6 6000.00000000 PA USD 5697.48000000 0.014300532148 Long LON CORP US N 2 2027-10-30 Variable 0.08922580 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0526C7 -350000.00000000 PA USD -350464.84000000 -0.87965797360 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.05500000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAF2 5000.00000000 PA USD 4879.51000000 0.012247447928 Long DBT CORP US N 2 2030-04-23 Fixed 0.06750000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 5000.00000000 PA USD 5290.21000000 0.013278294645 Long DBT CORP US N 2 2030-01-31 Fixed 0.09125000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AF6 4000.00000000 PA USD 4010.35000000 0.010065878090 Long DBT CORP IT N 2 2032-06-19 Variable 0.05861000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 2000.00000000 PA USD 1936.88000000 0.004861520305 Long DBT CORP US N 2 2027-05-01 Fixed 0.07750000 N N N N N N RIVIAN AUTOMOTIVE INC 25490004LNKJ84MFYY24 76954AAD5 22000.00000000 PA USD 19154.85000000 0.048078193908 Long DBT CORP US N 2 2030-10-15 Fixed 0.03625000 N N N N Y RIVIAN AUTOMOTIVE INC USD XXXX N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085RAA8 5000.00000000 PA USD 4499.18000000 0.011292829151 Long DBT CORP US N 2 2029-06-01 Fixed 0.06375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060614 275000.00000000 PA USD 277664.06000000 0.696929838559 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.06000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 3000.00000000 PA USD 3372.87000000 0.008465819251 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N PG and E CORP USD XXXX N N N IQVIA INC 549300PLWY28YB00C717 449934AD0 2000.00000000 PA USD 1974.75000000 0.004956573057 Long DBT CORP US N 2 2026-10-15 Fixed 0.05000000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 13000.00000000 PA USD 12896.48000000 0.032369841903 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 67042.88000000 0.168275950207 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 1046000.00000000 EUR 1172505.33000000 USD 2024-12-05 67042.88000000 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 100000.00000000 PA USD 94562.50000000 0.237349507382 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 325500.00000000 PA USD 318328.83000000 0.798997393111 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5AY5 75000.00000000 PA USD 68547.61000000 0.172052784832 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.03500000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 4000.00000000 PA USD 3472.32000000 0.008715436261 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 40435WAC4 17000.00000000 PA USD 17282.20000000 0.043377889295 Long DBT CORP MU N 2 2029-06-04 Fixed 0.07500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAH9 110000.00000000 PA USD 116855.99000000 0.293305609107 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N UPFIELD USA CORP 254900U4MHW4MZWGFU47 N/A 5000.00000000 PA USD 5013.55000000 0.012583884972 Long LON CORP US N 2 2028-01-03 Variable 0.09005050 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 3000.00000000 PA USD 2392.50000000 0.006005115097 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 5000.00000000 PA USD 4986.02000000 0.012514785362 Long DBT CORP GB N 2 2199-12-31 Variable 0.06125000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AY8 5000.00000000 PA USD 5102.16000000 0.012806293854 Long DBT CORP US N 2 2028-08-15 Fixed 0.08000000 N N N N N N UNITED RENTALS NORTH AMER INC NGIZXNT70J2LYT3FBI09 911365BR4 5000.00000000 PA USD 5074.56000000 0.012737018545 Long DBT CORP US N 2 2034-03-15 Fixed 0.06125000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 309.33000000 0.000776410555 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 5000.00000000 EUR 5593.57000000 USD 2024-12-05 309.33000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELX6 44152.19500000 PA USD 43400.31000000 0.108933691460 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N ELDORADO GOLD CORP NEW 5493004PWQ01YDD1IH62 284902AF0 16000.00000000 PA USD 15766.56000000 0.039573670843 Long DBT CORP CA N 2 2029-09-01 Fixed 0.06250000 N N N N N N CLUBCORP HLDGS INC 549300XWSO7KBICXNW37 210374AA2 15000.00000000 PA USD 14775.00000000 0.037084880069 Long DBT CORP US N 2 2025-09-15 Fixed 0.08500000 N N N N N N DPL INC N/A 233293AQ2 33000.00000000 PA USD 31044.06000000 0.077919813331 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 N N N N N N METHANEX US OPERATIONS INC N/A 59151LAA4 5000.00000000 PA USD 4989.34000000 0.012523118478 Long DBT CORP US N 2 2032-03-15 Fixed 0.06250000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 871503AU2 4000.00000000 PA USD 3989.09000000 0.010012516022 Long DBT CORP US N 2 2025-04-15 Fixed 0.05000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 5000.00000000 PA USD 4927.58000000 0.012368102425 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0626C0 -275000.00000000 PA USD -281574.21000000 -0.70674421715 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020618 75000.00000000 PA USD 61722.66000000 0.154922331213 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.02000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 9000.00000000 PA USD 7607.13000000 0.019093705835 Long DBT CORP US N 2 2032-02-01 Fixed 0.03100000 N N N N N N IHS NETHERLANDS HOLDCO BV 5493006Z6YQYCCN2XI74 44963LAC0 10000.00000000 PA USD 9975.00000000 0.025037000249 Long DBT CORP NL N 2 2027-09-18 Fixed 0.08000000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232AB8 16000.00000000 PA USD 15880.78000000 0.039860360183 Long DBT CORP US N 2 2028-02-01 Fixed 0.06000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CQ1 150000.00000000 PA USD 105721.78000000 0.265359020780 Long DBT CORP US N 2 2051-03-15 Fixed 0.03400000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 6000.00000000 PA USD 5474.08000000 0.013739803742 Long DBT CORP ES N 2 2028-10-15 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 42871.35000000 PA USD 35313.27000000 0.088635423540 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 532716AK3 8000.00000000 PA USD 8204.01000000 0.020591859691 Long DBT CORP US N 2 2033-03-01 Fixed 0.06950000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 10000.00000000 PA USD 9106.41000000 0.022856861097 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAZ3 2000.00000000 PA USD 1960.72000000 0.004921358108 Long LON CORP US N 2 2028-01-31 Variable 0.09937060 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DD9 260000.00000000 PA USD 243854.09000000 0.612067660380 Long DBT CORP US N 2 2029-02-22 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CW4V3 113026.66600000 PA USD 107311.53000000 0.269349253477 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03000000 N N N N N N PROJECT ALPHA INTERMEDIATE HOLDING INC N/A 74339DAN8 5000.00000000 PA USD 5027.10000000 0.012617895133 Long LON CORP US N 2 2030-10-28 Variable 0.00000000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 150000.00000000 PA USD 128648.38000000 0.322904212753 Long DBT CORP US N 2 2030-11-01 Fixed 0.02300000 N N N N N N ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP N/A 03959KAC4 12000.00000000 PA USD 12044.52000000 0.030231443634 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC N/A 01749WAA1 250000.00000000 PA USD 250276.75000000 0.628188376172 Long ABS-CBDO CORP XX N 2 2035-07-20 Variable 0.06117400 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 2000.00000000 PA USD 1894.24000000 0.004754494972 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PAQ8 250000.00000000 PA USD 251556.25000000 0.631399889136 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.06147300 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 N/A 100000.00000000 PA 107375.63000000 0.269510142872 Long DBT CORP GB N 2 2033-09-16 Fixed 0.03250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 5000.00000000 PA USD 4999.43000000 0.012548444126 Long DBT CORP US N 2 2034-11-01 Fixed 0.06250000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 3000.00000000 PA USD 3174.95000000 0.007969045006 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032613 125000.00000000 PA USD 114326.18000000 0.286955849347 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0626C6 -200000.00000000 PA USD -203343.76000000 -0.51038774636 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06500000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 14000.00000000 PA USD 13744.91000000 0.034499379960 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLC3 300000.00000000 PA USD 298749.81000000 0.749854543123 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0326C9 200000.00000000 PA USD 182828.12000000 0.458894003623 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.03500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 2000.00000000 PA USD 1920.76000000 0.004821059508 Long DBT CORP US N 2 2029-04-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCQ5 158264.66100000 PA USD 138897.66000000 0.348629648936 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BF3 5000.00000000 PA USD 4744.96000000 0.011909730797 Long DBT CORP US N 2 2029-03-01 Fixed 0.05375000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 12000.00000000 PA USD 12422.41000000 0.031179938072 Long DBT CORP US N 2 2030-09-30 Fixed 0.07125000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 5000.00000000 PA USD 5095.75000000 0.012790204914 Long DBT CORP US N 2 2034-03-01 Fixed 0.06375000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAY6 40000.00000000 PA USD 40665.65000000 0.102069763329 Long DBT CORP US N 2 2029-10-15 Fixed 0.05400000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAD2 9000.00000000 PA USD 9589.28000000 0.024068852707 Long DBT CORP US N 2 2030-05-15 Fixed 0.08750000 N N N N N N SIGMA HOLDCO BV 254900RAPCKVT00GAO59 82660CAA0 6000.00000000 PA USD 5962.68000000 0.014966177508 Long DBT CORP NL N 2 2026-05-15 Fixed 0.07875000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAF3 15000.00000000 PA USD 15766.56000000 0.039573670843 Long DBT CORP US N 2 2030-01-31 Fixed 0.08875000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 5000.00000000 PA USD 4474.71000000 0.011231410064 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 32000.00000000 PA USD 28567.90000000 0.071704713728 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAE5 10000.00000000 PA USD 10003.23000000 0.025107856843 Long DBT CORP US N 2 2031-11-15 Fixed 0.06000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAB0 7470.00000000 PA USD 7432.65000000 0.018655765404 Long DBT CORP US N 2 2029-01-31 Variable 0.07775000 N N Y N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 6000.00000000 PA USD 6155.85000000 0.015451029372 Long DBT CORP US N 2 2032-05-15 Fixed 0.06500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 10818.00000000 PA USD 12021.50000000 0.030173664010 Long DBT CORP US N 2 2030-11-30 Fixed 0.03875000 N N Y N Y ECHOSTAR CORP USD XXXX N N N DPL INC N/A 233293AR0 1000.00000000 PA USD 994.31000000 0.002495693204 Long DBT CORP US N 2 2025-07-01 Fixed 0.04125000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 20000.00000000 PA 25446.45000000 0.063869952382 Long DBT NUSS GB N 2 2034-07-31 Fixed 0.04250000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 12579.00000000 PA USD 11358.72000000 0.028510102804 Long DBT CORP US N 2 2030-11-30 Variable 0.06750000 N N Y N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 3002557.78500000 NS USD 3003158.30000000 7.537852141138 Long STIV RF US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 20000.00000000 PA USD 17689.08000000 0.044399147907 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 1000.00000000 PA USD 1016.72000000 0.002551941743 Long DBT CORP US N 2 2036-04-01 Variable 0.06875000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 2000.00000000 PA USD 1759.10000000 0.004415296956 Long DBT CORP LU N 2 2028-05-15 Fixed 0.04750000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 59.37000000 0.000149017213 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 3000.00000000 EUR 3229.91000000 USD 2024-12-05 59.37000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 6828.00000000 PA USD 8169.53000000 0.020505315754 Long DBT CORP US N 2 2031-06-01 Variable 0.14000000 N N Y N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 25000.00000000 PA USD 21716.43000000 0.054507695572 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B1XC0 19991.00600000 PA USD 17544.69000000 0.044036732623 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC USD 592.03000000 0.001485980476 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-31 205517.35000000 USD 592.03000000 N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAA3 10000.00000000 PA USD 10050.18000000 0.025225700167 Long DBT CORP US N 2 2029-04-15 Fixed 0.06625000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 70000.00000000 PA USD 62323.26000000 0.156429822175 Long DBT CORP US N 2 2032-03-15 Fixed 0.02950000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBC8 5000.00000000 PA USD 4936.06000000 0.012389387012 Long DBT CORP US N 2 2030-04-15 Fixed 0.06000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 30000.00000000 PA USD 22862.28000000 0.057383750383 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 5000.00000000 PA USD 5012.69000000 0.012581726394 Long DBT CORP US N 2 2032-03-15 Fixed 0.06625000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AD8 18000.00000000 PA USD 16419.38000000 0.041212232698 Long DBT CORP CA N 2 2029-12-01 Fixed 0.03875000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAC7 5000.00000000 PA USD 5180.64000000 0.013003276689 Long EP CORP US N 2 N N N CONNECT FINCO SARL / CONNECT US FINCO LLC N/A 20752TAB0 2000.00000000 PA USD 1845.75000000 0.004632786286 Long DBT CORP LU N 2 2029-09-15 Fixed 0.09000000 N N N N N N GPD COS INC N/A 64051NAA1 2000.00000000 PA USD 1926.91000000 0.004836495854 Long DBT CORP US N 2 2026-04-01 Fixed 0.10125000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 100000.00000000 PA 97258.62000000 0.244116701078 Long DBT CORP NO N 2 2029-02-23 Variable 0.00250000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCE3 140000.00000000 PA USD 134371.35000000 0.337268724164 Long DBT CORP US N 2 2026-01-15 Fixed 0.01375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHX7 93697.05400000 PA USD 88298.74000000 0.221627626611 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLP1 193747.52000000 PA USD 165782.76000000 0.416110576798 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWSY1 59755.56500000 PA USD 55427.63000000 0.139121963525 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829JAB5 1000.00000000 PA USD 928.50000000 0.002330511752 Long LON CORP US N 2 2030-03-15 Variable 0.12110080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKKT4 36682.61000000 PA USD 33105.84000000 0.083094829509 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 5000.00000000 PA USD 5040.23000000 0.012650851104 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR N/A 00216DAA9 9000.00000000 PA USD 8678.66000000 0.021783219307 Long DBT CORP US N 2 2026-04-27 Fixed 0.04050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFU0 500000.00000000 PA USD 500195.31000000 1.255477704412 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CF8 2000.00000000 PA USD 1595.00000000 0.004003410065 Long DBT CORP US N 2 2030-10-15 Fixed 0.03875000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 31000.00000000 PA USD 31678.67000000 0.079512668542 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAH6 5000.00000000 PA USD 5005.35000000 0.012563303178 Long LON CORP US N 2 2031-10-27 Variable 0.00000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AN8 5000.00000000 PA USD 4873.01000000 0.012231133091 Long EP CORP US N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 90000.00000000 PA USD 88896.38000000 0.223127688048 Long DBT CORP US N 2 2033-05-24 Variable 0.04910000 N N N N N N AMERICAN ROCK SALT CO LLC 549300FBKBNV4GSVVR46 02932JAU1 311.46000000 PA USD 313.80000000 0.000787630143 Long LON CORP US N 2 2028-06-12 Variable 0.04437380 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 N/A 4000.00000000 PA USD 3932.52000000 0.009870526739 Long LON CORP US N 2 2029-06-04 Variable 0.13613910 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 1250000.00000000 PA USD 1245166.01000000 3.125335509137 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 2000.00000000 PA USD 1962.55000000 0.004925951362 Long EP CORP BM N 2 N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 5000.00000000 PA USD 5066.97000000 0.012717967835 Long DBT CORP US N 2 2029-10-31 Fixed 0.07250000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 130000.00000000 PA USD 126577.68000000 0.317706807599 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC USD 1029.71000000 0.002584546318 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-20 118470.29000000 USD 1029.71000000 N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 6000.00000000 PA USD 5372.70000000 0.013485342480 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 260000.00000000 PA USD 258770.74000000 0.649508078402 Long DBT CORP US N 2 2026-01-25 Variable 0.02014000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAC2 5000.00000000 PA USD 5132.35000000 0.012882069998 Long DBT CORP KY N 2 2027-09-01 Fixed 0.08750000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AG1 1000.00000000 PA USD 999.06000000 0.002507615585 Long DBT CORP US N 2 2025-10-01 Fixed 0.05250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 645000.00000000 PA USD 629983.59000000 1.581243037625 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CK7 1000.00000000 PA USD 997.59000000 0.002503925922 Long DBT CORP US N 2 2032-10-15 Fixed 0.10000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 5000.00000000 PA USD 5101.49000000 0.012804612170 Long DBT CORP US N 2 2029-05-15 Fixed 0.06625000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 10000.00000000 PA USD 10297.07000000 0.025845387886 Long DBT CORP US N 2 2029-04-01 Fixed 0.07250000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAC9 5000.00000000 PA USD 5050.96000000 0.012677783136 Long DBT CORP US N 2 2030-01-15 Fixed 0.06875000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 12000.00000000 PA USD 12563.17000000 0.031533242148 Long DBT CORP US N 2 2029-02-15 Fixed 0.09000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -5665.87000000 -0.01422119184 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 688000.00000000 EUR 721445.19000000 USD 2024-12-05 -5665.87000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 5000.00000000 PA USD 4982.82000000 0.012506753442 Long DBT CORP US N 2 2199-12-31 Variable 0.06750000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AW8 5000.00000000 PA USD 5034.63000000 0.012636795244 Long DBT CORP US N 2 2029-08-15 Fixed 0.08125000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 4000.00000000 PA USD 4016.18000000 0.010080511244 Long DBT CORP US N 2 2032-11-01 Fixed 0.06125000 N N N N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 100000.00000000 PA 112471.70000000 0.282301150979 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 5000.00000000 PA USD 5009.93000000 0.012574798863 Long DBT CORP US N 2 2032-12-01 Fixed 0.06250000 N N N N N N BXHPP TRUST 2021-FILM N/A 05609JAA0 250000.00000000 PA USD 241139.58000000 0.605254308244 Long ABS-MBS CORP US N 2 2036-08-15 Variable 0.05373480 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCP6 29000.00000000 PA USD 24180.00000000 0.060691194590 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 5000.00000000 PA USD 5102.79000000 0.012807875138 Long DBT CORP KY N 2 2029-04-15 Fixed 0.06875000 N N N N N N PROJECT ALPHA INTERMEDIATE HOLDING INC N/A N/A 5000.00000000 PA USD 5018.75000000 0.012596936842 Long LON CORP US N 2 2032-11-21 Variable 0.00000000 N N N N N N NEXTERA ENERGY PARTNERS LP 5493008F4ZOQFNG3WN54 65341BAD8 1000.00000000 PA USD 936.00000000 0.002349336564 Long DBT CORP US N 2 2025-11-15 Fixed 0.00000000 N N N N N NEXTERA ENERGY PARTNERS LP USD XXXX N N N KOHLS CORP 549300JF6LPRTRJ0FH50 500255AU8 4000.00000000 PA USD 3945.39000000 0.009902830116 Long DBT CORP US N 2 2025-07-17 Fixed 0.04250000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AP6 5000.00000000 PA USD 5044.09000000 0.012660539608 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 17000.00000000 PA USD 18099.81000000 0.045430069924 Long DBT CORP FR N 2 2031-04-15 Fixed 0.08500000 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 14000.00000000 PA USD 13166.52000000 0.033047635542 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BR4 10000.00000000 PA USD 9908.84000000 0.024870940306 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 1000.00000000 PA USD 946.22000000 0.002374988508 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 35000.00000000 PA USD 33593.82000000 0.084319647091 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0506C1 50000.00000000 PA USD 49296.88000000 0.123733934524 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.05000000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 11917.70500000 PA USD 10051.15000000 0.025228134843 Long LON CORP US N 2 2028-03-04 Variable 0.09256030 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC USD 881.45000000 0.002212417430 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-03-31 106720.11000000 USD 881.45000000 N N N MATIV INC 549300Z1FU4IDULG1R21 808541AC0 5000.00000000 PA USD 5041.27000000 0.012653461478 Long DBT CORP US N 2 2029-10-01 Fixed 0.08000000 N N N N N N AMN HEALTHCARE 549300H27NUKBFFQEE84 00175PAC7 10000.00000000 PA USD 9064.75000000 0.022752295540 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 228000.00000000 PA USD 193247.56000000 0.485046537145 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP N/A 75606DAS0 2400.00000000 PA USD 2236.39000000 0.005613282906 Long DBT CORP US N 2 2030-04-15 Fixed 0.07000000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAN6 150000.00000000 PA USD 132617.86000000 0.332867508167 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 100000.00000000 PA 110845.99000000 0.278220659582 Long DBT CORP NL N 2 2029-05-23 Variable 0.04500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAH0 11000.00000000 PA USD 11030.29000000 0.027685751728 Long DBT CORP US N 2 2026-02-01 Fixed 0.07125000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 137.37000000 0.000344795260 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 4000.00000000 EUR 4364.76000000 USD 2024-12-05 137.37000000 N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 8000.00000000 PA USD 7268.66000000 0.018244154610 Long DBT CORP US N 2 2031-06-01 Fixed 0.04250000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAU9 2000.00000000 PA USD 1930.31000000 0.004845029769 Long DBT CORP US N 2 2026-07-15 Fixed 0.03625000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FX6 190000.00000000 PA USD 178602.31000000 0.448287326327 Long DBT CORP US N 2 2030-04-01 Fixed 0.03350000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAE7 6000.00000000 PA USD 6111.63000000 0.015340038279 Long DBT CORP US N 2 2032-07-15 Fixed 0.06375000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 190000.00000000 PA USD 176790.74000000 0.443740330985 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 7000.00000000 PA USD 7059.41000000 0.017718942349 Long DBT CORP US N 2 2033-01-15 Fixed 0.06250000 N N N N N N CHOBANI HOLDCO II LLC N/A 169918AA7 6000.00000000 PA USD 6337.69000000 0.015907443219 Long DBT CORP US N 2 2029-10-01 Variable 0.09500000 N N Y N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449W7M3 200000.00000000 PA USD 189492.92000000 0.475622484752 Long DBT CORP US N 2 2026-07-12 Fixed 0.01300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 68000.00000000 PA USD 67313.83000000 0.168956027923 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 10000.00000000 PA USD 9064.02000000 0.022750463258 Long DBT CORP US N 2 2031-02-01 Fixed 0.04375000 N N N N N N SWISS RE FINANCE LUXEMBOURG 549300CLQZ6TM98LW631 N/A 100000.00000000 PA 101404.67000000 0.254523182770 Long DBT CORP LU N 2 2050-04-30 Variable 0.02534000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 4000.00000000 PA USD 3436.35000000 0.008625152462 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 130000.00000000 PA USD 123908.19000000 0.311006454536 Long DBT CORP US N 2 2029-03-23 Fixed 0.03700000 N N N N N N CROWN AMERS LLC / CROWN AMERS CAP CORP VI N/A 228187AB6 11000.00000000 PA USD 10906.87000000 0.027375970618 Long DBT CORP US N 2 2026-02-01 Fixed 0.04750000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 7000.00000000 PA USD 6773.30000000 0.017000813412 Long DBT CORP GB N 2 2026-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FBN6 299999.84400000 PA USD 299659.43000000 0.752137666548 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N PRIME HEALTHCARE SERVICES N/A 74165HAC2 5000.00000000 PA USD 5078.46000000 0.012746807447 Long DBT CORP US N 2 2029-09-01 Fixed 0.09375000 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AK5 5000.00000000 PA USD 5123.88000000 0.012860810510 Long DBT CORP US N 2 2030-08-01 Fixed 0.06500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAA4 2000.00000000 PA USD 1952.04000000 0.004899571525 Long DBT CORP US N 2 2027-08-15 Fixed 0.05125000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAA9 5000.00000000 PA USD 4966.71000000 0.012466317745 Long DBT CORP US N 2 2026-02-15 Fixed 0.04500000 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 250000.00000000 PA USD 250362.75000000 0.628404234018 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.05917480 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 140000.00000000 PA USD 125733.26000000 0.315587334541 Long DBT CORP US N 2 2030-02-15 Fixed 0.02565000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6C1 43862.51200000 PA USD 36837.55000000 0.092461328176 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N TGP HOLDINGS III LLC 549300LURVM6CQ1MNO41 87251RAK9 6000.00000000 PA USD 5658.24000000 0.014202040731 Long LON CORP US N 2 2028-06-29 Variable 0.07922580 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A -30.25000000 -0.00007592674 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 2575.15000000 USD 2000.00000000 GBP 2024-12-05 -30.25000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 135000.00000000 PA USD 121820.70000000 0.305766906902 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CQ5 290000.00000000 PA USD 246772.29000000 0.619392269315 Long DBT CORP US N 2 2031-10-14 Fixed 0.02250000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 3000.00000000 PA USD 2033.60000000 0.005104285083 Long DBT CORP US N 2 2031-05-30 Fixed 0.07500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 100000.00000000 PA USD 95402.34000000 0.239457484754 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAD5 97500.00000000 PA USD 93610.83000000 0.234960839509 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.03251000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 42812.99300000 PA USD 42431.77000000 0.106502680310 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 5000.00000000 PA USD 5087.77000000 0.012770175314 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G84W8 78315.83500000 PA USD 70753.01000000 0.177588283614 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 2000.00000000 PA USD 2006.76000000 0.005036917355 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 48.90000000 0.000122737775 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3121.64000000 USD 3000.00000000 EUR 2024-12-05 48.90000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 141000.00000000 PA USD 113343.62000000 0.284489648348 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 10000.00000000 PA USD 10222.72000000 0.025658771247 Long DBT CORP US N 2 2028-03-01 Fixed 0.08125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0226C4 -350000.00000000 PA USD -293015.63000000 -0.73546189489 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02500000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAB3 10000.00000000 PA USD 10341.80000000 0.025957659066 Long DBT CORP US N 2 2032-08-15 Fixed 0.06750000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 5000.00000000 PA USD 5227.00000000 0.013119639128 Long DBT CORP US N 2 2030-08-15 Fixed 0.07250000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAK3 13000.00000000 PA USD 13341.23000000 0.033486153267 Long DBT CORP US N 2 2029-06-15 Fixed 0.08250000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 50000.00000000 PA USD 49787.41000000 0.124965152542 Long DBT CORP US N 2 2030-09-06 Variable 0.04895000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAW0 250000.00000000 PA USD 250599.50000000 0.628998470591 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.05987450 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085UAB9 2000.00000000 PA USD 1939.28000000 0.004867544245 Long LON CORP US N 2 2028-06-01 Variable 0.08865280 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 4000.00000000 PA USD 3998.04000000 0.010034980298 Long DBT CORP MU N 2 2027-02-16 Fixed 0.07375000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BP6 210000.00000000 PA USD 180061.37000000 0.451949530396 Long DBT CORP US N 2 2031-12-15 Fixed 0.02375000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 230000.00000000 PA USD 191180.52000000 0.479858318499 Long DBT CORP US N 2 2031-02-15 Fixed 0.01700000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAG8 14911.82000000 PA USD 14307.89000000 0.035912445664 Long LON CORP US N 2 2026-12-30 Variable 0.08846980 N N N N N N ESDEC SOLAR GROUP BV 724500UTJRTIU7878U15 N/A 5625.78800000 PA USD 5091.34000000 0.012779135925 Long LON CORP NL N 2 2028-08-27 Variable 0.09865280 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AN1 16000.00000000 PA USD 14107.27000000 0.035408894487 Long DBT CORP US N 2 2032-02-15 Fixed 0.03625000 N N N N N N NGG FINANCE PLC 549300MLDJ2T68G21W86 N/A 100000.00000000 PA 101336.41000000 0.254351851879 Long DBT CORP GB N 2 2082-09-05 Variable 0.02125000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EJ2 130000.00000000 PA USD 106680.66000000 0.267765785572 Long DBT CORP US N 2 2052-04-01 Fixed 0.04250000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AE3 12000.00000000 PA USD 11597.55000000 0.029109560125 Long DBT CORP US N 2 2026-06-15 Fixed 0.03375000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAM6 3000.00000000 PA USD 2992.50000000 0.007511100074 Long LON CORP US N 2 2029-12-10 Variable 0.10422580 N N N N N N OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC N/A 687785AB1 5000.00000000 PA USD 4762.77000000 0.011954433451 Long DBT CORP US N 2 2030-04-15 Fixed 0.09500000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 100000.00000000 PA 109345.41000000 0.274454241353 Long DBT CORP FI N 2 2034-03-15 Fixed 0.03625000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 5000.00000000 PA USD 4895.35000000 0.012287205932 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAH7 1000.00000000 PA USD 989.33000000 0.002483193529 Long EP CORP US N 2 N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAB6 5000.00000000 PA USD 5288.95000000 0.013275132077 Long DBT CORP US N 2 2033-12-15 Fixed 0.07500000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAT6 10000.00000000 PA USD 10006.19000000 0.025115286369 Long DBT CORP CA N 2 2029-09-15 Fixed 0.05625000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 10000.00000000 PA USD 7312.73000000 0.018354769206 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 220000.00000000 PA USD 184498.73000000 0.463087192895 Long DBT CORP US N 2 2032-02-01 Fixed 0.02450000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 220000.00000000 PA USD 179157.24000000 0.449680186733 Long DBT CORP US N 2 2032-05-18 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 17000.00000000 PA USD 16021.55000000 0.040213689358 Long EP CORP US N 2 N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAD5 2000.00000000 PA USD 1641.68000000 0.004120575696 Long DBT CORP IE N 2 2029-07-15 Fixed 0.05125000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 16000.00000000 PA USD 15343.44000000 0.038511650237 Long DBT CORP US N 2 2029-10-01 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030617 175000.00000000 PA USD 155237.30000000 0.389641736231 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 0.03000000 N N N N N N AMENTUM HOLDINGS INC N/A 02352BAA3 5000.00000000 PA USD 5136.29000000 0.012891959299 Long DBT CORP US N 2 2032-08-01 Fixed 0.07250000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAF7 5000.00000000 PA USD 5044.34000000 0.012661167101 Long DBT CORP US N 2 2032-09-15 Fixed 0.06125000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 12000.00000000 PA USD 10620.74000000 0.026657791482 Long DBT CORP US N 2 2029-06-01 Fixed 0.07500000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 N/A 5000.00000000 PA USD 4812.50000000 0.012079254506 Long DBT CORP US N 3 2030-06-23 Variable 0.04291670 N N Y N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 5000.00000000 PA USD 5164.52000000 0.012962815892 Long DBT CORP CA N 2 2031-07-01 Fixed 0.07250000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBY6 200000.00000000 PA USD 185367.22000000 0.465267081050 Long DBT CORP US N 2 2029-11-15 Fixed 0.02875000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAF3 5000.00000000 PA USD 5176.63000000 0.012993211689 Long DBT CORP US N 2 2030-04-01 Fixed 0.07875000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -297.65000000 -0.00074709404 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 18000.00000000 GBP 22606.43000000 USD 2024-12-05 -297.65000000 N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAJ7 28000.00000000 PA USD 24991.25000000 0.062727411779 Long DBT CORP CA N 2 2044-12-01 Fixed 0.05650000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 109000.00000000 PA USD 96111.68000000 0.241237910394 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327TAA9 17000.00000000 PA USD 18060.70000000 0.045331904803 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 19000.00000000 PA USD 18542.16000000 0.046540357348 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 5000.00000000 PA USD 5189.53000000 0.013025590366 Long DBT CORP US N 2 2032-03-01 Fixed 0.07250000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 2000.00000000 PA USD 1967.72000000 0.004938927933 Long LON CORP US N 2 2028-07-03 Variable 0.08628670 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 36000.00000000 PA USD 31034.85000000 0.077896696461 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 10000.00000000 PA USD 10157.84000000 0.025495924072 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N LEIA FINCO US LLC N/A 52526CAD1 5000.00000000 PA USD 4935.40000000 0.012387730429 Long LON CORP US N 2 2032-10-12 Variable 0.09886680 N N N N N N LEVI STRAUSS and CO MB0UERO0RDFKU8258G77 52736RBJ0 2000.00000000 PA USD 1775.21000000 0.004455732653 Long DBT CORP US N 2 2031-03-01 Fixed 0.03500000 N N N N N N TRANSMONTAIGNE PARTNERS LP / TLP FINANCE CORP N/A 89376VAA8 9000.00000000 PA USD 8933.08000000 0.022421807137 Long DBT CORP US N 2 2026-02-15 Fixed 0.06125000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CT4 210000.00000000 PA USD 181895.82000000 0.456553953966 Long DBT CORP US N 2 2031-04-01 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0306C3 -275000.00000000 PA USD -243804.69000000 -0.61194366761 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 200000.00000000 PA USD 171007.81000000 0.429225321475 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N AMERICAN ROCK SALT CO LLC 549300FBKBNV4GSVVR46 02932JAP2 992.31600000 PA USD 839.57000000 0.002107299679 Long LON CORP US N 2 2028-06-04 Variable 0.08775520 N N N N N N APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES N/A 00188QAA4 5000.00000000 PA USD 5056.25000000 0.012691060903 Long DBT CORP US N 2 2029-11-01 Fixed 0.07875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBG7 113175.66100000 PA USD 86478.95000000 0.217059999275 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98954UAB9 5000.00000000 PA USD 5000.69000000 0.012551606694 Long DBT CORP NL N 2 2027-01-15 Fixed 0.06000000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AQ4 5000.00000000 PA USD 5049.35000000 0.012673742076 Long DBT CORP US N 2 2032-04-01 Fixed 0.06125000 N N N N N N SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC N/A 87190GAC5 510691.43000000 PA USD 511410.48000000 1.283627500311 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.05959010 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0606C0 475000.00000000 PA USD 479972.68000000 1.204719409438 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 300000.00000000 PA USD 302015.63000000 0.758051669554 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 1000.00000000 PA USD 1015.51000000 0.002548904674 Long DBT CORP FR N 2 2028-10-15 Fixed 0.07000000 N N N N N N EUREX DEUTSCHLAND N/A N/A -3.00000000 NC -1844.39000000 -0.00462937272 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BOBL FUT UNDERLYING 2024-12-06 -380105.19000000 EUR -1844.39000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0206C4 -75000.00000000 PA USD -61664.06000000 -0.15477524668 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02000000 N N N N N N ADVANTAGE SALES and MARKETING INC DEL 549300T4O24KQDED1182 00775PAA5 14000.00000000 PA USD 13411.89000000 0.033663508098 Long DBT CORP US N 2 2028-11-15 Fixed 0.06500000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 156700BD7 1000.00000000 PA USD 840.00000000 0.002108378968 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 6000.00000000 PA USD 5409.26000000 0.013577107165 Long DBT CORP KY N 2 2031-01-15 Fixed 0.04125000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 107.38000000 0.000269521111 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2000.00000000 EUR 2221.07000000 USD 2024-12-05 107.38000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDSF4 42955.64300000 PA USD 36330.97000000 0.091189825059 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 5000.00000000 PA USD 5138.53000000 0.012897581643 Long DBT CORP US N 2 2031-02-01 Fixed 0.06875000 N N N N N N EMERGENT BIOSOLUTIONS INC 549300YW6TUOX8BE5103 29089QAC9 3000.00000000 PA USD 2415.10000000 0.006061840531 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 9131.08000000 0.022918782179 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 136000.00000000 GBP 182184.10000000 USD 2024-12-05 9131.08000000 N N N FNMA/FHLG TBA ISSUER N/A 01F0206C8 -1825000.00000000 PA USD -1463136.81000000 -3.67243675967 Short ABS-MBS USGA US N 2 2054-12-01 Fixed 0.02000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 5000.00000000 PA USD 5260.14000000 0.013202819698 Long DBT CORP US N 2 2031-09-20 Fixed 0.09875000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 5000.00000000 PA USD 4940.92000000 0.012401585491 Long DBT CORP US N 2 2034-10-15 Fixed 0.06250000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 25000.00000000 PA USD 21125.37000000 0.053024149771 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 10000.00000000 PA USD 9430.17000000 0.023669490591 Long DBT CORP US N 2 2031-04-01 Fixed 0.04625000 N N N N N N MOHEGAN TRIBAL GAMING AUTH 549300UB083Z2NRDHC48 608328BH2 6000.00000000 PA USD 5962.61000000 0.014966001810 Long DBT CORP US N 2 2026-02-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHG5 48830.92400000 PA USD 43618.42000000 0.109481142099 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03000000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 6000.00000000 PA USD 5212.51000000 0.013083269591 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N SALLY HOLDINGS LLC / SALLY CAP INC N/A 79546VAQ9 5000.00000000 PA USD 5105.69000000 0.012815154065 Long DBT CORP US N 2 2032-03-01 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJD6 72492.64500000 PA USD 69682.79000000 0.174902058210 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04500000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 5271.00000000 PA USD 4350.28000000 0.010919093879 Long DBT CORP US N 2 2030-01-15 Fixed 0.12750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 5000.00000000 PA USD 5102.13000000 0.012806218554 Long DBT CORP CA N 2 2032-06-01 Fixed 0.07000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 140000.00000000 PA USD 126182.52000000 0.316714965893 Long DBT CORP US N 2 2028-11-02 Fixed 0.02200000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 29.00000000 NS USD 113.97000000 0.000286061846 Long EC CORP US N 3 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AL6 4471.00000000 PA USD 4762.21000000 0.011953027865 Long DBT CORP US N 2 2028-12-01 Variable 0.12000000 N N Y N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAJ3 11000.00000000 PA USD 11033.02000000 0.027692603959 Long DBT CORP US N 2 2029-01-15 Fixed 0.06875000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 140000.00000000 PA USD 127682.59000000 0.320480104035 Long DBT CORP US N 2 2028-05-28 Fixed 0.01750000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAC0 5000.00000000 PA USD 4774.60000000 0.011984126455 Long DBT CORP PE N 2 2030-01-24 Fixed 0.08750000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 100000.00000000 PA 111126.14000000 0.278923829068 Long DBT CORP NL N 2 2030-01-10 Fixed 0.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 70000.00000000 PA USD 61318.77000000 0.153908577425 Long DBT CORP US N 2 2033-01-21 Variable 0.02943000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 5000.00000000 PA USD 5212.14000000 0.013082340900 Long DBT CORP US N 2 2032-08-15 Fixed 0.07250000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBE5 35000.00000000 PA USD 35170.29000000 0.088276547320 Long DBT CORP US N 2 2026-09-09 Variable 0.05807000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 46000.00000000 PA USD 37347.76000000 0.093741942501 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 22000.00000000 PA USD 22634.75000000 0.056812655780 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 12000.00000000 PA USD 11227.36000000 0.028180392493 Long DBT CORP US N 2 2029-01-15 Fixed 0.06250000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 1000.00000000 PA USD 943.90000000 0.002369165367 Long DBT CORP KY N 2 2028-11-29 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 45935.27300000 PA USD 39287.02000000 0.098609436547 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 25259KAA8 4000.00000000 PA USD 4252.22000000 0.010672965734 Long DBT CORP US N 2 2028-11-15 Fixed 0.09750000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925DAA7 8000.00000000 PA USD 6740.39000000 0.016918210136 Long DBT CORP US N 2 2029-01-15 Fixed 0.06125000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1000.00000000 PA USD 980.93000000 0.002462109739 Long DBT CORP IT N 2 2035-06-30 Variable 0.05459000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AG7 6000.00000000 PA USD 5812.53000000 0.014589304768 Long DBT CORP US N 2 2030-04-01 Fixed 0.06625000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 5000.00000000 PA USD 5093.03000000 0.012783377782 Long DBT CORP US N 2 2030-05-15 Fixed 0.06375000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AT2 18000.00000000 PA USD 17917.92000000 0.044973530578 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06875000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 5000.00000000 PA USD 4972.13000000 0.012479921809 Long DBT CORP US N 2 2033-02-01 Fixed 0.06000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 100000.00000000 PA 104715.47000000 0.262833207876 Long DBT CORP IE N 2 2031-05-30 Variable 0.02875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 48000.00000000 PA USD 43122.38000000 0.108236094119 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 15000.00000000 PA USD 15538.34000000 0.039000844357 Long DBT CORP KY N 2 2027-02-15 Fixed 0.08000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 140000.00000000 PA USD 121668.72000000 0.305385440907 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMCY0 55655.07300000 PA USD 51043.25000000 0.128117279499 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 456873AD0 130000.00000000 PA USD 126047.48000000 0.316376018874 Long DBT CORP IE N 2 2029-03-21 Fixed 0.03800000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 29000.00000000 PA 37254.33000000 0.093507435541 Long DBT NUSS GB N 2 2032-06-07 Fixed 0.04250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 70000.00000000 PA USD 61292.03000000 0.153841460694 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 38926.45500000 PA USD 36892.68000000 0.092599703096 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 500000.00000000 PA USD 488691.41000000 1.226603203442 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 8000.00000000 PA USD 7162.22000000 0.017976992875 Long DBT CORP US N 2 2029-02-01 Fixed 0.02850000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 15000.00000000 PA USD 15017.02000000 0.037692344209 Long DBT CORP GB N 2 2032-02-15 Fixed 0.06375000 N N N N N N 2024-12-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX