NPORT-P false 0000035315 XXXXXXXX S000075889 C000235214 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity SAI Sustainable Core Plus Bond Fund S000075889 5493007GSSCVA7KCRU29 2025-08-31 2025-05-31 N 162504500.75 27709541.43 134794959.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19932916.56000000 0.00000000 0.00000000 78145.35000000 EUR USD N Bloomberg MSCI US Aggregate ESG Choice Bond Index 56048177 ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 19000.00000000 PA USD 20140.30000000 0.014941434087 Long DBT CORP US N 2 2030-05-15 Fixed 0.08500000 N N N N N N HORIZON US FINCO LP N/A 44057XAB3 11000.00000000 PA USD 10188.75000000 0.007558702529 Long LON CORP US N 2 2031-10-31 Variable 0.09029650 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 3000.00000000 PA USD 2778.90000000 0.002061575606 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 N/A 100000.00000000 PA 121423.32000000 0.090080015315 Long DBT CORP ES N 2 2033-02-23 Variable 0.06250000 N N N N N N RESTAURANT TECHNOLOGIES INC 5493007MVERDD2NKNE42 26972CAC6 15958.93000000 PA USD 15500.11000000 0.011499027914 Long LON CORP US N 2 2029-04-02 Variable 0.08549170 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 44000.00000000 PA USD 40308.59000000 0.029903633046 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 100000.00000000 PA USD 102429.13000000 0.075988842992 Long DBT CORP FR N 2 2033-01-13 Variable 0.05786000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 698.00000000 NS USD 1738.02000000 0.001289380559 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 117435.53300000 PA USD 102329.20000000 0.075914708173 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 15000.00000000 PA USD 14704.69000000 0.010908931664 Long DBT CORP KY N 2 2032-10-15 Fixed 0.07125000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 21000.00000000 PA USD 19876.45000000 0.014745692346 Long DBT CORP US N 2 2030-02-01 Fixed 0.05000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 97000.00000000 PA USD 82430.86000000 0.061152776347 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 24000.00000000 PA USD 20423.74000000 0.015151709012 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAD8 997.48000000 PA USD 935.00000000 0.000693646116 Long LON CORP US N 2 2031-01-29 Variable 0.08279770 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 1519000.00000000 PA USD 1448944.78000000 1.074925047130 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 141000.00000000 PA USD 141077.41000000 0.104660746003 Long DBT CORP US N 2 2030-06-15 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032670 250000.00000000 PA USD 222434.78000000 0.165017135004 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.03500000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAG5 7000.00000000 PA USD 7459.46000000 0.005533930970 Long DBT CORP US N 2 2031-01-01 Fixed 0.09500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MKV2 59154.90000000 PA USD 59357.06000000 0.044035073937 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 30278.10900000 PA USD 28021.88000000 0.020788522168 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 5000.00000000 PA USD 5119.52000000 0.003798005523 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 23000.00000000 PA USD 23243.30000000 0.017243448951 Long DBT CORP US N 2 2032-04-15 Fixed 0.06750000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 5000.00000000 PA USD 2993.60000000 0.002220854559 Long DBT CORP US N 2 2026-09-30 Fixed 0.06500000 N N N N N N BEAZER HOMES USA INC 549300DUPYT2T0F60I45 07556QBU8 7000.00000000 PA USD 6868.17000000 0.005095272133 Long DBT CORP US N 2 2031-03-15 Fixed 0.07500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 71000.00000000 PA USD 70235.20000000 0.052105212505 Long DBT CORP US N 2 2029-07-15 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMA6 500000.00000000 PA USD 503769.53000000 0.373730243728 Long DBT UST US N 2 2029-11-30 Fixed 0.04125000 N N N N N N ALLIANT HOLDINGS, L.P. N/A N/A 5141.00000000 PA USD 5121.98000000 0.003799830517 Long EP CORP US N 3 N N N ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C N/A 00193BAA0 13000.00000000 PA USD 13009.28000000 0.009651162080 Long DBT CORP US N 2 2030-02-03 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNL77 92531.84600000 PA USD 84099.08000000 0.062390374554 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 10000.00000000 PA USD 10035.89000000 0.007445300663 Long DBT CORP LR N 2 2033-02-01 Fixed 0.06000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AC0 22000.00000000 PA USD 21142.00000000 0.015684562766 Long DBT CORP US N 2 2026-04-04 Fixed 0.07125000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCM5 250000.00000000 PA USD 247807.72000000 0.183840494666 Long DBT CORP US N 2 2032-03-15 Fixed 0.05800000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 10000.00000000 PA USD 7249.77000000 0.005378368773 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 100000.00000000 PA 121448.19000000 0.090098465560 Long DBT CORP NL N 2 2029-03-08 Fixed 0.06500000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13781HAN0 1673.16000000 PA USD 1480.75000000 0.001098520306 Long LON CORP US N 2 2029-06-28 Variable 0.13799170 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 45000.00000000 PA USD 44732.25000000 0.033185402648 Long DBT CORP KY N 2 2030-03-15 Fixed 0.05875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EP6 200000.00000000 PA USD 193900.00000000 0.143848108993 Long DBT NUSS CO N 2 2036-11-07 Fixed 0.07750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 -250000.00000000 PA USD -222522.68000000 -0.16508234515 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 3000.00000000 PA USD 2677.83000000 0.001986595057 Long EP CORP US N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAS72 17983.87800000 PA USD 15861.70000000 0.011767279785 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAL7 200000.00000000 PA USD 208241.98000000 0.154487957895 Long DBT CORP US N 2 2033-11-21 Fixed 0.06500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 7000.00000000 PA USD 6876.81000000 0.005101681869 Long DBT CORP US N 2 2033-04-15 Fixed 0.05750000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 20000.00000000 PA USD 20510.64000000 0.015216177298 Long DBT CORP US N 2 2033-05-01 Fixed 0.06750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 14000.00000000 PA USD 13806.60000000 0.010242667878 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -169.19000000 -0.00012551656 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 22000.00000000 EUR 24867.85000000 USD 2025-07-08 -169.19000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BZ4 110000.00000000 PA USD 113563.45000000 0.084249033178 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N ALLEGRO CLO XII LTD N/A 01750TAN6 250000.00000000 PA USD 250088.75000000 0.185532716699 Long ABS-CBDO CORP KY N 2 2037-07-21 Variable 0.05709470 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 2000.00000000 PA USD 1780.00000000 0.001320524156 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 100000.00000000 PA 102099.66000000 0.075744419906 Long DBT NUSS DE N 2 2030-08-15 Fixed 0.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 143000.00000000 PA USD 139195.04000000 0.103264276870 Long DBT CORP US N 2 2054-12-10 Variable 0.06750000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCL7 74000.00000000 PA USD 70208.43000000 0.052085352712 Long DBT CORP US N 2 2055-07-15 Variable 0.06950000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBZ2 162000.00000000 PA USD 163586.70000000 0.121359656789 Long DBT CORP US N 2 2029-05-15 Variable 0.05737000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 43000.00000000 PA USD 38927.10000000 0.028878750508 Long DBT CORP US N 2 2029-09-01 Fixed 0.10750000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 14000.00000000 PA USD 13410.70000000 0.009948962533 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 27000.00000000 PA USD 25501.50000000 0.018918734148 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 125950.66000000 0.093438701740 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CN6 125000.00000000 PA USD 125020.18000000 0.092748408865 Long DBT CORP US N 2 2032-09-30 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMC2 3900000.00000000 PA USD 3979675.79000000 2.952392144391 Long DBT UST US N 2 2031-12-31 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L0JD0 16443.84700000 PA USD 14457.15000000 0.010725289783 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 9000.00000000 PA USD 8262.00000000 0.006129309316 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 121170.00000000 0.089892085439 Long DBT CORP NL N 2 2031-05-11 Fixed 0.02500000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 100000.00000000 PA 116540.54000000 0.086457639505 Long DBT CORP DE N 2 2032-01-10 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 62320.88000000 PA USD 53548.61000000 0.039725973634 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAF5 19000.00000000 PA USD 18544.81000000 0.013757791903 Long DBT CORP US N 2 2029-01-15 Fixed 0.08500000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAB8 2000.00000000 PA USD 1934.70000000 0.001435291059 Long DBT CORP US N 2 2027-09-15 Fixed 0.04500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 10000.00000000 PA USD 9775.00000000 0.007251754849 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 71000.00000000 PA USD 69914.23000000 0.051867095292 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 85000.00000000 PA USD 80610.55000000 0.059802347511 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N MAGNETITE XXVI LTD / MAGNETITE XXVI LLC N/A 55954YAW5 250000.00000000 PA USD 249250.00000000 0.184910475330 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.05416260 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 192000.00000000 PA USD 179045.91000000 0.132828342323 Long DBT CORP US N 2 2029-05-01 Fixed 0.03625000 N N N N N N CEDAR FUNDING LTD 549300ZKTUZSV15HAV29 15033XAU0 250000.00000000 PA USD 250265.25000000 0.185663656313 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05629470 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 34000.00000000 PA USD 29901.98000000 0.022183307262 Long DBT CORP US N 2 2030-04-01 Fixed 0.04500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 37000.00000000 PA USD 17020.00000000 0.012626584915 Long DBT CORP US N 2 2030-12-01 Fixed 0.04625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 -275000.00000000 PA USD -243933.47000000 -0.18096631449 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 9000.00000000 PA USD 8554.35000000 0.006346194281 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 42000.00000000 PA USD 42305.21000000 0.031384860541 Long DBT CORP US N 2 2055-03-10 Variable 0.07000000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 74825NAA5 40000.00000000 PA USD 41013.99000000 0.030426946383 Long DBT CORP US N 2 2032-04-30 Fixed 0.06750000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 61000.00000000 PA USD 10980.00000000 0.008145705192 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 23000.00000000 PA USD 19889.25000000 0.014755188250 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N WASH MULTIFAMILY ACQUISITION INC 549300AS7PRY5PHG6L12 93710WAA3 30000.00000000 PA USD 29928.64000000 0.022203085449 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 182000.00000000 PA USD 145351.17000000 0.107831309667 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 20000.00000000 PA USD 17035.27000000 0.012637913232 Long DBT CORP US N 2 2029-03-01 Fixed 0.06000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 100000.00000000 PA 142755.32000000 0.105905532907 Long DBT CORP GB N 2 2032-11-14 Variable 0.08407000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNCP6 44951.38200000 PA USD 37302.32000000 0.027673379025 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 35000.00000000 PA USD 34492.77000000 0.025589065180 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 632000.00000000 PA USD 631850.17000000 0.468749108414 Long DBT CORP US N 2 2029-05-09 Variable 0.04623000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVX1 15488.39200000 PA USD 15921.93000000 0.011811962465 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 156000.00000000 PA USD 149447.38000000 0.110870154754 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 20000.00000000 PA USD 20206.54000000 0.014990575390 Long DBT CORP US N 2 2033-07-15 Fixed 0.06750000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 2000.00000000 PA USD 1633.12000000 0.001211558657 Long DBT CORP US N 2 2028-03-01 Fixed 0.07500000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGF7 10000.00000000 PA USD 10311.30000000 0.007649618392 Long DBT CORP US N 2 2030-01-31 Fixed 0.06500000 N N N N N N CARLSBERG BREWERIES A/S 5493008YL42784DMWN61 N/A 100000.00000000 PA 113385.47000000 0.084116995599 Long DBT CORP DK N 2 2032-02-28 Fixed 0.03250000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 47000.00000000 PA USD 51820.73000000 0.038444115611 Long DBT CORP GB N 2 2028-11-30 Fixed 0.12000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 2410000.00000000 PA USD 1435079.69000000 1.064638987421 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 79391.70700000 PA USD 80354.20000000 0.059612169776 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAU3 7000.00000000 PA USD 7536.37000000 0.005590987999 Long DBT CORP CA N 2 2030-02-15 Fixed 0.09000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 26000.00000000 PA USD 25766.86000000 0.019115596109 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 37000.00000000 PA USD 36167.50000000 0.026831492944 Long DBT CORP GB N 2 2027-04-30 Fixed 0.06500000 N N N N N N AIMCO CLO 19 LTD / AIMCO CLO 19 LLC N/A 00140HAA1 250000.00000000 PA USD 249860.00000000 0.185363014507 Long ABS-CBDO CORP US N 2 2037-10-20 Variable 0.05619470 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56Z0 15112.51500000 PA USD 13329.17000000 0.009888478076 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 513358.48900000 PA USD 412624.57000000 0.306112759766 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 N/A 100000.00000000 PA 125865.70000000 0.093375672677 Long DBT CORP JE N 2 2028-03-16 Fixed 0.02625000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 3000.00000000 PA USD 2507.43000000 0.001860180835 Long DBT CORP US N 2 2029-04-15 Fixed 0.06875000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAC2 21000.00000000 PA USD 21051.72000000 0.015617586967 Long DBT CORP US N 2 2027-06-15 Fixed 0.06000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 35000.00000000 PA USD 28962.50000000 0.021486337579 Long DBT CORP US N 2 2031-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNS52 160731.10100000 PA USD 139186.54000000 0.103257970996 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 2010000.00000000 PA USD 1970192.57000000 1.461621843976 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022663 450000.00000000 PA USD 377115.35000000 0.279769623361 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020463 650000.00000000 PA USD 587006.16000000 0.435480794653 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 0.02000000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 61000.00000000 PA USD 51257.12000000 0.038025991668 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 22000.00000000 PA USD 23015.72000000 0.017074614745 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 700000.00000000 PA USD 575050.00000000 0.426610908079 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 892938AA9 50000.00000000 PA USD 51060.63000000 0.037880222122 Long DBT CORP IE N 2 2033-03-03 Fixed 0.05250000 N N N N N N IBERDROLA FINANZAS SAU 5493004PZNZWWBOUV388 N/A 100000.00000000 PA 115150.05000000 0.085426080159 Long DBT CORP ES N 2 2032-11-22 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSE6 22693.13800000 PA USD 19573.32000000 0.014520810050 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N WIN WASTE INNOVATIONS HOLDINGS INC 549300DJBUN7Z75R2S83 38723BAJ0 30880.54600000 PA USD 30619.91000000 0.022715916199 Long LON CORP US N 2 2028-03-24 Variable 0.07191290 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 153000.00000000 PA USD 153403.27000000 0.113804900994 Long DBT CORP PA N 2 2029-05-01 Fixed 0.06000000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622FAA9 10000.00000000 PA USD 9303.13000000 0.006901689830 Long DBT CORP US N 2 2034-05-15 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 1130000.00000000 PA USD 1143848.49000000 0.848584024039 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLZ83 42888.96300000 PA USD 36925.64000000 0.027393932374 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041EAJ1 16069.93000000 PA USD 15918.23000000 0.011809217555 Long LON CORP US N 2 2029-01-31 Variable 0.08091440 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBQ7 16000.00000000 PA USD 15770.88000000 0.011699903378 Long DBT CORP IE N 2 2056-01-31 Variable 0.06500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120BAA5 180000.00000000 PA USD 181886.07000000 0.134935364732 Long DBT CORP US N 2 2035-02-15 Fixed 0.05750000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 200000.00000000 PA USD 174524.07000000 0.129473736169 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3W1 112000.00000000 PA USD 113340.76000000 0.084083826703 Long DBT CORP US N 2 2031-04-23 Variable 0.05150000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783XAA2 2000.00000000 PA USD 100.00000000 0.000074186750 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 122136.30000000 0.090608952008 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 N/A 100000.00000000 PA 116492.17000000 0.086421755373 Long DBT CORP SE N 2 2030-05-29 Fixed 0.03375000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 27000.00000000 PA USD 27968.02000000 0.020748565184 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 4000.00000000 PA USD 4079.32000000 0.003026314945 Long DBT CORP CA N 2 2029-06-15 Fixed 0.06125000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 15000.00000000 PA USD 15666.72000000 0.011622630459 Long DBT CORP US N 2 2033-05-01 Fixed 0.07500000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 100000.00000000 PA 118405.12000000 0.087840910815 Long DBT CORP NL N 2 2030-05-23 Fixed 0.03850000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 6000.00000000 PA USD 5914.37000000 0.004387678908 Long DBT CORP IL N 2 2026-03-30 Fixed 0.04875000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAM4 49000.00000000 PA USD 49240.44000000 0.036529882310 Long DBT CORP US N 2 2029-01-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 1474000.00000000 PA USD 1440201.64000000 1.068438795683 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2.00000000 NC USD 5412.18000000 0.004015120466 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-19 220837.82000000 USD 5412.18000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 59000.00000000 PA USD 59963.67000000 0.044485098183 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N LINDE FINANCE BV 5H8RMHHYTWIP1RKLCE38 N/A 100000.00000000 PA 95208.62000000 0.070632181262 Long DBT CORP NL N 2 2032-05-19 Fixed 0.00550000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 101000.00000000 PA USD 105374.21000000 0.078173702141 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07500000 N N N N N N M2S GROUP INTERMEDIATE HOLDINGS INC N/A 55287CAB7 31125.35700000 PA USD 29763.62000000 0.022080662474 Long LON CORP US N 2 2031-08-25 Variable 0.09032620 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 223000.00000000 PA USD 223324.02000000 0.165676833263 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 52000.00000000 PA USD 52840.16000000 0.039200397601 Long DBT CORP US N 2 2032-03-01 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPLH0 52727.85900000 PA USD 41654.79000000 0.030902335079 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 8000.00000000 PA USD 8034.38000000 0.005960445435 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVD5 47891.45200000 PA USD 48472.05000000 0.035959838739 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 117593.32000000 0.087238662775 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 7000.00000000 PA USD 7320.81000000 0.005431071040 Long DBT CORP CA N 2 2031-12-01 Fixed 0.07000000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAA5 350000.00000000 PA USD 349530.69000000 0.259305460503 Long DBT CORP IT N 2 2030-05-28 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 579000.00000000 PA USD 524366.11000000 0.389010177120 Long DBT CORP US N 2 2031-01-29 Variable 0.02666000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLTZ1 51989.00000000 PA USD 53074.18000000 0.039374009434 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTYX1 342777.90000000 PA USD 332213.21000000 0.246458184843 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.05000000 N N N N N N RHP HOTEL PPTYS LP and RHP FIN CORP N/A 749571AL9 13000.00000000 PA USD 13221.18000000 0.009808363804 Long DBT CORP US N 2 2033-06-15 Fixed 0.06500000 N N N N N N MAGNETITE XLI LTD 529900IDXPZZY6034K03 55956AAA3 250000.00000000 PA USD 250482.50000000 0.185824827028 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.05602960 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 N/A 100000.00000000 PA 119584.23000000 0.088715654207 Long DBT CORP GB N 2 2031-02-27 Fixed 0.04250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 15000.00000000 PA USD 14820.01000000 0.010994483825 Long DBT CORP US N 2 2033-05-31 Fixed 0.06375000 N N N N N N RR 28 LTD / RR 28 LLC N/A 74989NAA7 300000.00000000 PA USD 300647.40000000 0.223040536171 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.05806100 N N N N N N PEDIATRIX MEDICAL GROUP INC N/A 58502BAE6 46000.00000000 PA USD 44529.91000000 0.033035293177 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 117781.05000000 0.087377933562 Long DBT CORP US N 2 2031-09-01 Fixed 0.01750000 N N N N N N HERC HOLDINGS ESCROW N/A 42703NAA9 25000.00000000 PA USD 25755.64000000 0.019107272356 Long DBT CORP US N 2 2030-06-15 Fixed 0.07000000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AR2 5000.00000000 PA USD 5033.78000000 0.003734397803 Long DBT CORP US N 2 2033-03-15 Fixed 0.05875000 N N N N N N STONEMOR INC N/A 86184WAA4 21000.00000000 PA USD 19357.64000000 0.014360804066 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 29000.00000000 PA USD 27441.25000000 0.020357771639 Long DBT CORP US N 2 2029-04-15 Fixed 0.09290000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 116000.00000000 PA USD 104043.46000000 0.077186461960 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N DC COML MTG TR 2023-DC N/A 24023AAA8 100000.00000000 PA USD 103233.35000000 0.076585467676 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 0.06314300 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022663 -275000.00000000 PA USD -230459.38000000 -0.17097032497 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 40000.00000000 PA USD 18320.00000000 0.013591012670 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 39272.69200000 PA USD 36409.41000000 0.027010958112 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N HERC HOLDINGS ESCROW N/A 42703NAB7 20000.00000000 PA USD 20583.84000000 0.015270482000 Long DBT CORP US N 2 2033-06-15 Fixed 0.07250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3L4 16194.72500000 PA USD 14238.13000000 0.010562805962 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.01500000 N N N N N N CEDAR FUNDING N/A 15033BAA2 550000.00000000 PA USD 552566.85000000 0.409931389710 Long ABS-CBDO CORP JE N 2 2037-04-23 Variable 0.05829340 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUHG4 92067.21200000 PA USD 91432.40000000 0.067830726357 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 15961.24000000 PA USD 15446.17000000 0.011459011581 Long LON CORP US N 2 2028-06-02 Variable 0.08291260 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 12000.00000000 PA USD 12155.35000000 0.009017659162 Long DBT CORP US N 2 2033-03-01 Fixed 0.06875000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 20930.48200000 PA USD 19609.35000000 0.014547539536 Long LON CORP US N 2 2028-02-10 Variable 0.08517710 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGC9 700000.00000000 PA USD 700082.04000000 0.519368115493 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNB44 85538.75400000 PA USD 70020.90000000 0.051946230299 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060667 1925000.00000000 PA USD 1944325.27000000 1.442431734694 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJW2 150000.00000000 PA USD 150462.89000000 0.111623528623 Long DBT UST US N 2 2029-01-31 Fixed 0.04000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 14000.00000000 PA USD 13909.98000000 0.010319362140 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 2270000.00000000 PA USD 2311894.44000000 1.715119357328 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB82 583230.82000000 PA USD 454370.81000000 0.337082938629 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329JLH8 12954.17200000 PA USD 11997.55000000 0.008900592470 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 9000.00000000 PA USD 8934.57000000 0.006628267143 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 46705.56800000 PA USD 40131.31000000 0.029772114775 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NPK8 11664.60800000 PA USD 10616.15000000 0.007875776700 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAG6 66000.00000000 PA USD 65908.91000000 0.048895678542 Long DBT CORP US N 2 2027-03-01 Fixed 0.06000000 N N N N N N OHA CR FDG 4 LTD / OHA CR FDG 4 LLC N/A 67098DBC6 250000.00000000 PA USD 249856.75000000 0.185360603438 Long ABS-CBDO CORP KY N 2 2038-01-22 Variable 0.05562380 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 812127AC2 38000.00000000 PA USD 38918.12000000 0.028872088538 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 177000.00000000 PA USD 176884.24000000 0.131224669596 Long DBT CORP CA N 2 2028-02-15 Fixed 0.06000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 200000.00000000 PA USD 199430.88000000 0.147951289132 Long DBT CORP NL N 2 2026-07-01 Variable 0.01400000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAF6 1469.88000000 PA USD 1359.64000000 0.001008672732 Long LON CORP US N 2 2028-08-02 Variable 0.12408980 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZZ8 15840.45000000 PA USD 13951.40000000 0.010350090292 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N RECKITT BENCKISER TREAS SVCS PLC 213800LAXWIUOOBZ3908 N/A 100000.00000000 PA 117771.83000000 0.087371093543 Long DBT CORP GB N 2 2033-09-14 Fixed 0.03875000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 69073LAF7 15000.00000000 PA USD 14887.50000000 0.011044552463 Long LON CORP US N 2 2030-04-02 Variable 0.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 133000.00000000 PA USD 124709.92000000 0.092518237053 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 5718.80000000 0.004242591880 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAN3 101000.00000000 PA USD 100419.61000000 0.074498045406 Long DBT CORP US N 2 2032-04-01 Fixed 0.05200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 200000.00000000 PA USD 204276.74000000 0.151546275194 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAC0 2000.00000000 PA USD 2550.00000000 0.001891762134 Long DBT CORP US N 2 2029-09-01 Fixed 0.03000000 N N N N Y CORE SCIENTIFIC INC USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DES7 43219.58200000 PA USD 37372.36000000 0.027725339425 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 1280000.00000000 PA USD 1217550.00000000 0.903260779291 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060671 1550000.00000000 PA USD 1562693.42000000 1.159311466751 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 5000.00000000 PA USD 5064.30000000 0.003757039599 Long DBT CORP US N 2 2030-03-15 Fixed 0.06250000 N N N N N N NOVO NORDISK FINANCE NETHERLANDS BV 549300X0PCJ6M2JZQW91 N/A 100000.00000000 PA 114087.75000000 0.084637994310 Long DBT CORP NL N 2 2037-05-27 Fixed 0.03625000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 21000.00000000 PA USD 14700.00000000 0.010905452306 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 97386.69000000 0.072248020616 Long DBT CORP DE N 2 2031-03-24 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 1823000.00000000 PA USD 1825317.22000000 1.354143529704 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 5000.00000000 PA USD 4589.18000000 0.003404563511 Long DBT CORP US N 2 2028-07-15 Fixed 0.06500000 N N N N N N OSCAR ACQUISITIONCO LLC N/A 68778DAB4 8000.00000000 PA USD 7198.00000000 0.005339962292 Long LON CORP US N 2 2029-04-29 Variable 0.08549170 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 155000.00000000 PA USD 148872.66000000 0.110443788663 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAB5 5044.46000000 PA USD 4666.13000000 0.003461650215 Long LON CORP US N 2 2028-08-02 Variable 0.15468510 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 7000.00000000 PA USD 6455.93000000 0.004789444674 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 45000.00000000 PA USD 41715.36000000 0.030947269994 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98380MAA3 21000.00000000 PA USD 21930.20000000 0.016269302732 Long DBT CORP US N 2 2031-01-15 Fixed 0.08375000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAT4 146000.00000000 PA USD 146892.96000000 0.108975113565 Long DBT CORP US N 2 2030-03-27 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 750000.00000000 PA USD 638437.13000000 0.473635759987 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAE6 26000.00000000 PA USD 24180.00000000 0.017938356242 Long DBT CORP US N 2 2031-06-15 Fixed 0.00000000 N N N N Y CORE SCIENTIFIC INC USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6DW7 199509.68200000 PA USD 204313.16000000 0.151573294009 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 10000.00000000 PA USD 10357.00000000 0.007683521737 Long DBT CORP US N 2 2032-03-15 Fixed 0.07250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 3925000.00000000 PA USD 3050920.56000000 2.263378820239 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 7000.00000000 PA USD 6114.31000000 0.004536007897 Long EP CORP US N 2 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBT9 19000.00000000 PA USD 18803.99000000 0.013950069123 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAH1 9900.00000000 PA USD 8864.06000000 0.006575958066 Long LON CORP US N 2 2031-06-06 Variable 0.08175200 N N N N N N NEW FORTRESS N/A 62909BAA5 33941.00000000 PA USD 14561.67000000 0.010802829774 Long DBT CORP US N 2 2029-11-15 Fixed 0.12000000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAR2 200000.00000000 PA USD 204423.12000000 0.151654869760 Long DBT CORP ES N 2 2035-03-13 Variable 0.06033000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AL7 33000.00000000 PA USD 33965.25000000 0.025197715234 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 500000.00000000 PA USD 500988.00000000 0.371666717010 Long ABS-CBDO CORP JE N 2 2037-07-18 Variable 0.05629470 N N N N N N INTERCONTINENTAL HOTELS GROUP PLC NEW 2138007ZFQYRUSLU3J98 N/A 100000.00000000 PA 127537.90000000 0.094616223517 Long DBT CORP GB N 2 2028-10-08 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 54798.29100000 PA USD 46956.46000000 0.034835471769 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 62000.00000000 PA USD 40610.00000000 0.030127239330 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 00217XAE6 17000.00000000 PA USD 16875.56000000 0.012519429572 Long LON CORP US N 2 2029-03-15 Variable 0.08325200 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 5000.00000000 PA USD 4904.40000000 0.003638414985 Long DBT CORP US N 2 2026-11-15 Fixed 0.03250000 N N N N N N CEDF 2016-6A N/A 15032DAR2 200000.00000000 PA USD 200187.40000000 0.148512526736 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.05581080 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 36000.00000000 PA USD 35402.18000000 0.026263726906 Long DBT CORP US N 2 2032-10-15 Fixed 0.06250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLZ2 3100000.00000000 PA USD 3098304.67000000 2.298531551647 Long DBT UST US N 2 2031-11-30 Fixed 0.04125000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 20529.00000000 PA USD 20631.65000000 0.015305950685 Long DBT CORP US N 2 2029-11-30 Fixed 0.10750000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CP5 130000.00000000 PA USD 118805.11000000 0.088137650398 Long DBT CORP US N 2 2032-04-15 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 133000.00000000 PA USD 94668.99000000 0.070231847301 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCU8 340000.00000000 PA USD 300751.66000000 0.223117883277 Long DBT CORP US N 2 2033-01-25 Variable 0.02963000 N N N N N N BCPE ULYSSES INTERMEDIATE INC N/A 05553LAA1 22000.00000000 PA USD 20902.18000000 0.015506648101 Long DBT CORP US N 2 2027-04-01 Variable 0.07750000 N N Y N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NP36 17962.16700000 PA USD 16347.66000000 0.012127797717 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 4000.00000000 PA USD 3824.14000000 0.002837005196 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 202479.58000000 0.150213020591 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 15000.00000000 PA USD 15449.21000000 0.011461266858 Long DBT CORP US N 2 2033-03-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQGP5 45202.01000000 PA USD 46131.40000000 0.034223386566 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 15000.00000000 PA USD 14591.27000000 0.010824789052 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N EUREX DEUTSCHLAND N/A N/A -3.00000000 NC -1196.28000000 -0.00088748125 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 2025-09-08 -442556.91000000 EUR -1196.28000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 370201.57600000 PA USD 310572.95000000 0.230403979174 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 89819.86900000 PA USD 85150.83000000 0.063170633701 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 5000.00000000 PA USD 4844.46000000 0.003593947447 Long DBT CORP US N 2 2027-01-15 Fixed 0.03500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 30000.00000000 PA USD 30170.70000000 0.022382661897 Long DBT CORP US N 2 2035-05-15 Fixed 0.06750000 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAA6 250000.00000000 PA USD 249730.25000000 0.185266757199 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05619470 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRR5 49539.46600000 PA USD 45169.43000000 0.033509732283 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02000000 N N N N N N DISH DBS CORP N/A 25470XBB0 5000.00000000 PA USD 3434.19000000 0.002547713962 Long DBT CORP US N 2 2028-07-01 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6EJ5 98124.63200000 PA USD 102189.81000000 0.075811299261 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N SANDISK CORP N/A 80004YAC7 40000.00000000 PA USD 39400.00000000 0.029229579651 Long LON CORP US N 2 2032-02-20 Variable 0.07321470 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 -250000.00000000 PA USD -200856.65000000 -0.14900902156 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 224000.00000000 PA USD 218349.98000000 0.161986754624 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 51000.00000000 PA USD 15172.50000000 0.011255984701 Long DBT CORP US N 2 2026-09-01 Fixed 0.05875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 83000.00000000 PA USD 84204.19000000 0.062468352247 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737FAE8 43000.00000000 PA USD 38218.40000000 0.028352989008 Long DBT CORP US N 2 2027-04-01 Fixed 0.00500000 N N N N Y REDFIN CORPORATION USD XXXX N N N FNMA/FHLG TBA ISSUER N/A 01F060675 475000.00000000 PA USD 479156.30000000 0.355470488226 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06000000 N N N N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638AD1 15000.00000000 PA USD 13848.60000000 0.010273826313 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 168152.72000000 0.124747038649 Long DBT CORP US N 2 2028-11-15 Fixed 0.03950000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 -300000.00000000 PA USD -255374.85000000 -0.18945430251 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67116CAL7 250000.00000000 PA USD 250528.00000000 0.185858582000 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.05619470 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAF3 1000.00000000 PA USD 807.34000000 0.000598939310 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 3384.84000000 0.002511102801 Long EC CORP US N 3 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 100000.00000000 PA 117998.69000000 0.087539393605 Long DBT CORP NO N 2 2029-03-14 Variable 0.04000000 N N N N N N AMER SPORTS CO 549300NRKH9WF70VFC95 02352NAA7 17000.00000000 PA USD 17675.16000000 0.013112626829 Long DBT CORP US N 2 2031-02-16 Fixed 0.06750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 98000.00000000 PA USD 99707.09000000 0.073969449972 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GH0 200000.00000000 PA USD 203430.58000000 0.150918536587 Long DBT CORP US N 2 2034-05-15 Fixed 0.05375000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAE6 46000.00000000 PA USD 48177.55000000 0.035741358759 Long DBT CORP US N 2 2028-09-15 Fixed 0.09000000 N N N N N N EDP SERVICIOS FINANCIEROS ESPANA SAU 5299003GHAFB78O1NU77 N/A 100000.00000000 PA 115471.52000000 0.085664568306 Long DBT CORP ES N 2 2031-07-21 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DX80 15300.83800000 PA USD 13476.14000000 0.009997510343 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF7L9 243251.62300000 PA USD 209011.60000000 0.155058913964 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 200000.00000000 PA USD 182310.68000000 0.135250369093 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 91000.00000000 PA USD 84943.80000000 0.063017044872 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A 100000.00000000 PA 115512.87000000 0.085695244527 Long DBT CORP FR N 2 2031-07-15 Variable 0.03750000 N N N N N N ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP N/A 03959KAD2 5000.00000000 PA USD 5026.30000000 0.003728848634 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 4450.00000000 0.003301310392 Long DBT CORP US N 2 2029-09-01 Fixed 0.04875000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 15000.00000000 PA USD 14825.79000000 0.010998771819 Long DBT CORP LR N 2 2031-09-30 Fixed 0.05625000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 6000.00000000 PA USD 6177.41000000 0.004582819736 Long DBT CORP US N 2 2031-10-15 Fixed 0.09500000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 53000.00000000 PA USD 40510.16000000 0.030053171279 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKK24 52549.92000000 PA USD 43706.39000000 0.032424350450 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N TELUS CORPORATION L2TEUTQ8OSHMJWVLCE40 87971MBW2 200000.00000000 PA USD 178581.25000000 0.132483626168 Long DBT CORP CA N 2 2032-05-13 Fixed 0.03400000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 75000.00000000 PA USD 76222.28000000 0.056546832600 Long DBT CORP US N 2 2029-03-01 Fixed 0.06375000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 25882.00700000 PA USD 21514.42000000 0.015960849061 Long LON CORP US N 2 2030-08-01 Variable 0.08775920 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 4000.00000000 PA USD 3927.23000000 0.002913484317 Long DBT CORP KY N 2 2034-12-01 Fixed 0.05750000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 25000.00000000 PA USD 24480.38000000 0.018161198403 Long DBT CORP US N 2 2055-03-15 Variable 0.07375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EW5 49384.41000000 PA USD 49901.85000000 0.037020560896 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.06000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DG3 4000.00000000 PA USD 4031.31000000 0.002990697886 Long DBT CORP CA N 2 2055-04-15 Variable 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMN9 163176.67200000 PA USD 134747.12000000 0.099964509563 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CA1 500000.00000000 PA USD 493763.68000000 0.366307228764 Long DBT CORP US N 2 2032-10-21 Variable 0.04812000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 100000.00000000 PA 150638.45000000 0.111753770882 Long DBT CORP GB N 2 2034-01-06 Fixed 0.08500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 10000.00000000 PA USD 9848.92000000 0.007306593695 Long EP CORP US N 2 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 10000.00000000 PA USD 10111.03000000 0.007501044587 Long DBT CORP US N 2 2033-04-01 Fixed 0.06250000 N N N N N N RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC N/A 76954LAA7 68000.00000000 PA USD 68340.00000000 0.050699225211 Long DBT CORP US N 2 2026-10-15 Variable 0.10151260 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BT3 5000.00000000 PA USD 4953.15000000 0.003674581026 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 19000.00000000 PA USD 19352.70000000 0.014357139241 Long DBT CORP US N 2 2033-03-15 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 1100000.00000000 PA USD 1097765.63000000 0.814396647721 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 2000.00000000 PA USD 2113.65000000 0.001568048249 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AH5 22000.00000000 PA USD 22978.65000000 0.017047113716 Long DBT CORP US N 2 2030-04-15 Fixed 0.10000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMG3 550000.00000000 PA USD 556789.06000000 0.413063710103 Long DBT UST US N 2 2030-01-31 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XKFP9 16408.56100000 PA USD 15176.32000000 0.011258818635 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNN81 185700.00400000 PA USD 160460.40000000 0.119040356412 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 600000.00000000 PA USD 493898.44000000 0.366407202829 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 41000.00000000 PA USD 38329.67000000 0.028435536605 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 40864.17900000 PA USD 37815.30000000 0.028053942217 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AUEV6 50012.41400000 PA USD 41158.31000000 0.030534012701 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FLYNN RESTAURANT GROUP LP 5493008VE8TQONGO3817 34410JAG6 15000.00000000 PA USD 14865.00000000 0.011027860444 Long LON CORP US N 2 2032-01-28 Variable 0.08071620 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -5848.82000000 -0.00433904949 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 719000.00000000 GBP 963052.33000000 USD 2025-07-08 -5848.82000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 41000.00000000 PA USD 40751.63000000 0.030232310025 Long DBT CORP US N 2 2025-10-01 Fixed 0.05625000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 100000.00000000 PA 98125.85000000 0.072796379400 Long DBT CORP DE N 2 2031-11-07 Fixed 0.00625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 287000.00000000 PA USD 285300.62000000 0.211655258801 Long DBT CORP US N 2 2030-10-22 Variable 0.04603000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AY2 35000.00000000 PA USD 28457.77000000 0.021111894794 Long DBT CORP US N 2 2046-04-01 Variable 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 184934.60800000 PA USD 148645.76000000 0.110275458926 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 219000.00000000 PA USD 217357.50000000 0.161250465964 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.05472540 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBG8 17000.00000000 PA USD 17737.34000000 0.013158756150 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AB3 35000.00000000 PA USD 29585.85000000 0.021948780688 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBC6 32000.00000000 PA USD 31565.04000000 0.023417077433 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 42295.11000000 PA USD 36341.66000000 0.026960696589 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAQ7 14000.00000000 PA USD 14350.62000000 0.010646258637 Long DBT CORP US N 2 2032-02-15 Fixed 0.08500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 409000.00000000 PA USD 350417.31000000 0.259963215069 Long DBT CORP US N 2 2031-08-15 Fixed 0.02250000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 34000.00000000 PA USD 32416.88000000 0.024049029847 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 3014000.00000000 PA USD 2931703.66000000 2.174935676222 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 40000.00000000 PA USD 32826.80000000 0.024353136174 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 190398.22000000 0.141250252205 Long DBT CORP HK N 2 2030-04-07 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMJ1 140008.46700000 PA USD 129757.02000000 0.096262516532 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MPQ8 168331.24100000 PA USD 172423.51000000 0.127915398965 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N JDE PEETS BV 724500EHG519SE5ZRT89 47216QAC7 150000.00000000 PA USD 125483.83000000 0.093092375733 Long DBT CORP NL N 2 2031-09-24 Fixed 0.02250000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBR3 94000.00000000 PA USD 93766.75000000 0.069562504765 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A96N0 89567.18900000 PA USD 70169.92000000 0.052056783394 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N C and W SENIOR FINANCE LTD 213800CG16G1YMJRCG10 12665MAA0 50000.00000000 PA USD 49758.89000000 0.036914503517 Long DBT CORP KY N 2 2033-01-15 Fixed 0.09000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 126000.00000000 PA USD 126304.98000000 0.093701560234 Long DBT CORP LR N 2 2028-04-01 Fixed 0.05500000 N N N N N N HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A N/A 407907AA2 250000.00000000 PA USD 249223.75000000 0.184891001308 Long ABS-CBDO CORP US N 2 2037-10-20 Variable 0.05609470 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 7000.00000000 PA USD 7105.92000000 0.005271651132 Long DBT CORP US N 2 2031-11-15 Fixed 0.07125000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -1460.09000000 -0.00108319332 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 442000.00000000 CAD 321192.13000000 USD 2025-07-08 -1460.09000000 N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAK9 4973.96000000 PA USD 4812.31000000 0.003570096407 Long LON CORP US N 2 2026-12-30 Variable 0.13041260 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAQ9 150000.00000000 PA USD 98962.17000000 0.073416818031 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 77000.00000000 PA USD 71280.54000000 0.052880716281 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAJ8 13000.00000000 PA USD 11212.50000000 0.008318189386 Long LON CORP US N 2 2029-02-19 Variable 0.11326810 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 53000.00000000 PA USD 55728.02000000 0.041342807090 Long DBT CORP US N 2 2032-06-30 Fixed 0.08250000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 75000.00000000 PA USD 76768.43000000 0.056952003537 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 26932.00000000 PA USD 23868.49000000 0.017707257096 Long DBT CORP US N 2 2026-11-01 Variable 0.09250000 N N Y N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 N/A 100000.00000000 PA 112703.86000000 0.083611331290 Long DBT CORP CA N 2 2033-03-05 Variable 0.03375000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FX9 140000.00000000 PA USD 127552.89000000 0.094627344110 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N RAND PARENT LLC N/A 753272AA1 48000.00000000 PA USD 47298.48000000 0.035089205292 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 15000.00000000 PA USD 15795.69000000 0.011718309111 Long DBT CORP US N 2 2035-05-01 Fixed 0.07750000 N N N N N N REWORLD HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 180000.00000000 PA USD 170430.07000000 0.126436530608 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 -3000000.00000000 PA USD -2331913.80000000 -1.72997106995 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 10000.00000000 PA USD 9022.39000000 0.006693417947 Long DBT CORP US N 2 2030-04-01 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNVT7 19338.41400000 PA USD 16571.02000000 0.012293501243 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AB6 104000.00000000 PA USD 96540.04000000 0.071619918494 Long DBT CORP US N 2 2029-10-01 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 -1550000.00000000 PA USD -1565054.84000000 -1.16106332751 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3V3 99000.00000000 PA USD 100156.46000000 0.074302822972 Long DBT CORP US N 2 2036-04-23 Variable 0.05605000 N N N N N N MKS INC 549300KEQATBHAGVF505 55306NAB0 14000.00000000 PA USD 12797.30000000 0.009493901006 Long DBT CORP US N 2 2030-06-01 Fixed 0.01250000 N N N N Y MKS INC USD XXXX N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BV4 2061.00000000 PA USD 2338.03000000 0.001734508479 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 3960.27000000 0.002937995619 Long DBT CORP US N 2 2027-06-01 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 2888000.00000000 PA USD 2859571.25000000 2.121422985270 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7JB4 14158.22900000 PA USD 12885.63000000 0.009559430163 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 19596.35100000 PA USD 15751.05000000 0.011685192146 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N INSIGHT ENTERPRISES INC 529900S8991TYW6YP792 45765UAC7 7000.00000000 PA USD 7132.55000000 0.005291407064 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 N/A 100000.00000000 PA 116028.07000000 0.086077454665 Long DBT CORP GB N 2 2032-07-24 Variable 0.03828000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 10000.00000000 PA USD 10140.11000000 0.007522618094 Long DBT CORP CA N 2 2033-06-15 Fixed 0.06750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 50000.00000000 PA USD 49657.08000000 0.036838973987 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DH1 4000.00000000 PA USD 4005.80000000 0.002971772846 Long DBT CORP CA N 2 2055-04-15 Variable 0.07125000 N N N N N N OHA CR FDG 6 LTD / OHA CR FDG 6 LLC N/A 67098UAY1 250000.00000000 PA USD 249861.25000000 0.185363941842 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05599470 N N N N N N KBC GROUPE SA/NV 213800X3Q9LSAKRUWY91 N/A 100000.00000000 PA 119376.44000000 0.088561501559 Long DBT CORP BE N 2 2030-04-19 Variable 0.04375000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 56000.00000000 PA USD 55950.89000000 0.041508147101 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 150000.00000000 PA USD 150489.18000000 0.111643032320 Long DBT CORP US N 2 2034-04-01 Fixed 0.05350000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAK2 10000.00000000 PA USD 9286.40000000 0.006889278387 Long DBT CORP US N 2 2032-11-15 Fixed 0.07000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 100000.00000000 PA 93464.57000000 0.069338327242 Long DBT CORP NL N 2 2034-01-19 Fixed 0.01000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 33000.00000000 PA USD 33540.84000000 0.024882859247 Long DBT CORP US N 2 2029-05-15 Fixed 0.09750000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 20000.00000000 PA USD 7283.52000000 0.005403406801 Long DBT CORP LU N 2 2028-02-15 Fixed 0.06000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAC4 4962.56000000 PA USD 3330.42000000 0.002470730372 Long LON CORP US N 2 2031-07-01 Variable 0.09049170 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 N/A 100000.00000000 PA 102215.48000000 0.075830343000 Long DBT CORP GB N 2 2029-07-27 Fixed 0.00375000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 40000.00000000 PA USD 38327.45000000 0.028433889659 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 18000.00000000 PA USD 17926.86000000 0.013299354879 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 3618N5C56 24704.82000000 PA USD 23981.47000000 0.017791073287 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05000000 N N N N N N DISH DBS CORP N/A 25470XBD6 46000.00000000 PA USD 30242.49000000 0.022435920565 Long DBT CORP US N 2 2029-06-01 Fixed 0.05125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 198000.00000000 PA USD 197311.80000000 0.146379212542 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H042661 700000.00000000 PA USD 660839.69000000 0.490255491254 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AR2T1 29772.18300000 PA USD 24510.68000000 0.018183676988 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QM6 43507.44400000 PA USD 39669.51000000 0.029429520361 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAN9 8000.00000000 PA USD 7828.72000000 0.005807872964 Long LON CORP US N 2 2031-09-24 Variable 0.09326810 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 40000.00000000 PA USD 42020.68000000 0.031173776980 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 21414.19200000 PA USD 19884.72000000 0.014751827590 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 41118.21600000 PA USD 35317.58000000 0.026200964916 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 108000.00000000 PA USD 92853.56000000 0.068885038779 Long DBT CORP US N 2 2028-02-15 Fixed 0.05950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 2010000.00000000 PA USD 2006545.31000000 1.488590760457 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 88104LAG8 155000.00000000 PA USD 146105.39000000 0.108390840975 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 14000.00000000 PA USD 13853.17000000 0.010277216648 Long DBT CORP US N 2 2033-01-15 Fixed 0.06000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 25000.00000000 PA USD 25883.71000000 0.019202283327 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 123327.77000000 0.091492864883 Long DBT CORP US N 2 2032-06-01 Fixed 0.04150000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKH4 280000.00000000 PA USD 237560.44000000 0.176238370632 Long DBT CORP US N 2 2032-02-01 Fixed 0.02250000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 N/A 100000.00000000 PA 110884.41000000 0.082261540460 Long EP CORP NL N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3Z6 12533.81800000 PA USD 10826.35000000 0.008031717250 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 21143.76400000 PA USD 19579.59000000 0.014525461559 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N RACKSPACE FINANCE LLC N/A 75008WAA1 3340.00000000 PA USD 1202.40000000 0.000892021486 Long DBT CORP US N 2 2028-05-15 Fixed 0.03500000 N N N N N N CAST and CREW PAYROLL LLC 549300XE7OZGFGN5F466 14835JAQ3 14930.55700000 PA USD 13792.10000000 0.010231910799 Long LON CORP US N 2 2028-12-29 Variable 0.08076810 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 100000.00000000 PA 112812.63000000 0.083692024218 Long DBT CORP FR N 2 2037-02-18 Variable 0.03945000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 55024EAG0 34949.29000000 PA USD 34565.90000000 0.025643317950 Long LON CORP US N 2 2030-04-15 Variable 0.06786100 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 73362.28500000 PA USD 58989.67000000 0.043762519234 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 350000.00000000 PA USD 311531.75000000 0.231115281737 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4B5 17093.42700000 PA USD 15012.22000000 0.011137078178 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 0.01500000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 7000.00000000 PA USD 7158.42000000 0.005310599176 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 48020.65200000 PA USD 47674.54000000 0.035368191986 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLE46 50263.49800000 PA USD 39440.93000000 0.029259944287 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 10000.00000000 PA USD 9387.01000000 0.006963917677 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 12000.00000000 PA USD 12422.78000000 0.009216056789 Long DBT CORP US N 2 2030-05-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 45980.82200000 PA USD 36958.22000000 0.027418102417 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 251021.75000000 0.186224879080 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.06069470 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 240000.00000000 PA USD 231424.13000000 0.171686041649 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 200000.00000000 PA USD 200200.00000000 0.148521874267 Long DBT NUSS CO N 2 2035-11-14 Fixed 0.08000000 N N N N N N CARLYLE US CLO 2021-10 LTD N/A 14316YAL9 250000.00000000 PA USD 250074.50000000 0.185522145087 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.05579470 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 19894.82700000 PA USD 17759.71000000 0.013175351726 Long LON CORP US N 2 2029-09-04 Variable 0.10025920 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 140000.00000000 PA USD 119339.07000000 0.088533777970 Long DBT CORP US N 2 2032-04-15 Fixed 0.02703000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 220000.00000000 PA USD 172467.33000000 0.127947907599 Long DBT CORP US N 2 2033-10-01 Fixed 0.02450000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGT5 445000.00000000 PA USD 445588.72000000 0.330567791442 Long DBT CORP US N 2 2033-05-09 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 890000.00000000 PA USD 892503.13000000 0.662119069216 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAM0 15000.00000000 PA USD 14341.25000000 0.010639307339 Long DBT CORP US N 2 2030-03-15 Fixed 0.09875000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 5000.00000000 PA USD 4667.75000000 0.003462852041 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 42252.17100000 PA USD 34587.07000000 0.025659023285 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 5083.57000000 0.003771335386 Long DBT CORP US N 2 2032-02-15 Fixed 0.06250000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBN0 7000.00000000 PA USD 7461.55000000 0.005535481473 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 735.13000000 PA USD 735.13000000 0.000545369058 Long LON CORP US N 2 2028-06-09 Variable 0.11594300 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 19000.00000000 PA USD 19301.00000000 0.014318784691 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 192389.37600000 PA USD 194661.65000000 0.144413152377 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAB2 9974.09000000 PA USD 9649.13000000 0.007158375987 Long LON CORP US N 2 2028-01-31 Variable 0.07791000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AG9 30000.00000000 PA USD 29943.36000000 0.022214005739 Long DBT CORP US N 2 2033-05-15 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 4264000.00000000 PA USD 4107047.70000000 3.046885225322 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 75000.00000000 PA USD 71477.30000000 0.053026686131 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMS1 89624.07600000 PA USD 91718.89000000 0.068043263978 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355XAH0 15000.00000000 PA USD 15111.56000000 0.011210775296 Long DBT CORP US N 2 2033-06-01 Fixed 0.06125000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 25000.00000000 PA USD 23930.99000000 0.017753623815 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N UNIVERSAL MUSIC GROUP NV 724500GJBUL3D9TW9Y18 N/A 200000.00000000 PA 236759.14000000 0.175643912201 Long DBT CORP NL N 2 2031-06-13 Fixed 0.04000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 12000.00000000 PA USD 12107.75000000 0.008982346269 Long DBT CORP US N 2 2030-06-15 Fixed 0.06125000 N N N N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAL5 7000.00000000 PA USD 7197.79000000 0.005339806500 Long DBT CORP US N 2 2033-04-01 Fixed 0.06500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 20946.57000000 PA USD 19241.31000000 0.014274502620 Long LON CORP FR N 2 2028-08-15 Variable 0.09756100 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 3383.00000000 PA USD 3567.49000000 0.002646604901 Long DBT CORP US N 2 2030-06-01 Variable 0.11000000 N N Y N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 100000.00000000 PA 117557.90000000 0.087212385828 Long DBT CORP FR N 2 2032-01-10 Variable 0.04042000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 19000.00000000 PA USD 18774.84000000 0.013928443685 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 8000.00000000 PA USD 7591.95000000 0.005632220995 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L3GJ4 14975.48800000 PA USD 13208.31000000 0.009798815969 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 94000.00000000 PA USD 88140.93000000 0.065388891724 Long DBT CORP NL N 2 2029-07-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFF5 86038.99100000 PA USD 81456.85000000 0.060430189979 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 7000.00000000 PA USD 7017.58000000 0.005206114557 Long DBT CORP CA N 2 2029-04-01 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AF7 16349.39000000 PA USD 14399.65000000 0.010682632401 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BZ4 25000.00000000 PA USD 25015.00000000 0.018557815608 Long DBT CORP PA N 2 2031-06-15 Fixed 0.05875000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 255.21000000 0.000189332005 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 141000.00000000 AUD 91191.13000000 USD 2025-07-08 255.21000000 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 19000.00000000 PA USD 19280.17000000 0.014303331591 Long DBT CORP US N 2 2033-03-01 Fixed 0.06750000 N N N N N N WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP N/A 97381AAA0 29000.00000000 PA USD 30181.63000000 0.022390770509 Long DBT CORP US N 2 2031-10-01 Fixed 0.08250000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 15000.00000000 PA USD 15202.50000000 0.011278240727 Long DBT CORP LR N 2 2032-03-15 Fixed 0.06250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MZ5 91799.17300000 PA USD 75375.10000000 0.055918337288 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 1450000.00000000 PA USD 1181693.16000000 0.876659754905 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062677 200000.00000000 PA USD 204136.12000000 0.151441953786 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 68000.00000000 PA USD 67503.01000000 0.050078289529 Long DBT CORP US N 2 2033-03-01 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 15000.00000000 PA USD 15380.27000000 0.011410122513 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDCE4 48893.55100000 PA USD 40237.53000000 0.029850915941 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 16000.00000000 PA USD 14902.61000000 0.011055762081 Long DBT CORP US N 2 2029-02-15 Fixed 0.08750000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98380MAB1 21000.00000000 PA USD 22028.90000000 0.016342525055 Long DBT CORP US N 2 2033-03-15 Fixed 0.08625000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 6000.00000000 PA USD 5678.29000000 0.004212538828 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQ2W5 51395.80700000 PA USD 40393.68000000 0.029966758552 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 130000.00000000 PA USD 120981.61000000 0.089752325020 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAP6 15000.00000000 PA USD 14912.55000000 0.011063136244 Long LON CORP US N 2 2027-10-30 Variable 0.08676810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDC1 181281.48200000 PA USD 148168.04000000 0.109921053982 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 2314000.00000000 PA USD 2159974.38000000 1.602414801633 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAF2 5000.00000000 PA USD 4748.65000000 0.003522869122 Long DBT CORP US N 2 2030-04-23 Fixed 0.06750000 N N N N N N ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC N/A 01749WAL7 150000.00000000 PA USD 149581.80000000 0.110969876584 Long ABS-CBDO CORP XX N 2 2038-04-20 Variable 0.05491050 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AZ0 37000.00000000 PA USD 35598.55000000 0.026409407428 Long DBT CORP US N 2 2054-06-15 Variable 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUNN2 23706.15900000 PA USD 23993.56000000 0.017800042465 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 16000.00000000 PA USD 15365.26000000 0.011398987081 Long DBT CORP US N 2 2040-01-17 Variable 0.06646000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 15000.00000000 PA USD 13028.70000000 0.009665569147 Long DBT CORP US N 2 2027-05-01 Fixed 0.07750000 N N N N N N ARIS WATER HOLDINGS LLC 5493007AWQW8ZKCHVV46 04041NAA0 19000.00000000 PA USD 19102.75000000 0.014171709458 Long DBT CORP US N 2 2030-04-01 Fixed 0.07250000 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085RAA8 26000.00000000 PA USD 19585.94000000 0.014530172418 Long DBT CORP US N 2 2029-06-01 Fixed 0.06375000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAL2 12000.00000000 PA USD 12450.00000000 0.009236250422 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 5000.00000000 PA USD 4983.72000000 0.003697259916 Long DBT CORP US N 2 2026-10-15 Fixed 0.05000000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAE1 2000.00000000 PA USD 1612.50000000 0.001196261349 Long LON CORP US N 2 2029-02-12 Variable 0.12017710 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 -50000.00000000 PA USD -49657.08000000 -0.03683897398 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 N/A 100000.00000000 PA 144448.67000000 0.107161774244 Long DBT CORP GB N 2 2029-08-23 Variable 0.07625000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 117000.00000000 PA USD 112338.97000000 0.083340631257 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMB8 200028.45100000 PA USD 165865.97000000 0.123050573134 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 225000.00000000 PA USD 201471.68000000 0.149465292334 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N RR 34 LTD N/A 74988WAA8 250000.00000000 PA USD 251092.25000000 0.186277180739 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.05606100 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 20000.00000000 PA USD 20690.98000000 0.015349965684 Long DBT CORP US N 2 2028-06-01 Fixed 0.08500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 2214500.00000000 PA USD 1980247.42000000 1.469081210447 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 6000.00000000 PA USD 5221.93000000 0.003873980174 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UW9 48744.74300000 PA USD 45012.06000000 0.033392984594 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 40435WAC4 91000.00000000 PA USD 92504.23000000 0.068625882204 Long DBT CORP MU N 2 2029-06-04 Fixed 0.07500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAM4 6984.69000000 PA USD 6888.65000000 0.005110465580 Long LON CORP US N 2 2028-01-18 Variable 0.08828710 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AC9 20000.00000000 PA USD 19863.84000000 0.014736337397 Long DBT CORP US N 2 2033-06-01 Fixed 0.05875000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAH9 110000.00000000 PA USD 116510.52000000 0.086435368642 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 8000.00000000 PA USD 6640.00000000 0.004926000225 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MSLG8 93192.71600000 PA USD 88229.59000000 0.065454665697 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 91000.00000000 PA USD 92898.33000000 0.068918252187 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AY8 5000.00000000 PA USD 5003.20000000 0.003711711495 Long DBT CORP US N 2 2028-08-15 Fixed 0.08000000 N N N N N N WH BORROWER LLC 2549009H920CQUE3R944 92942LAG6 15000.00000000 PA USD 14854.65000000 0.011020182115 Long LON CORP US N 2 2032-02-20 Variable 0.09071990 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 30000.00000000 PA USD 29282.81000000 0.021723965159 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N UNITED RENTALS NORTH AMER INC NGIZXNT70J2LYT3FBI09 911365BR4 10000.00000000 PA USD 10136.09000000 0.007519635786 Long DBT CORP US N 2 2034-03-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU75 13995.26600000 PA USD 12343.76000000 0.009157434419 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 N/A 150000.00000000 PA 183992.46000000 0.136498027024 Long DBT CORP IE N 2 2031-07-04 Variable 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELX6 42144.19500000 PA USD 40953.93000000 0.030382389821 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CLUBCORP HLDGS INC 549300XWSO7KBICXNW37 210374AA2 32000.00000000 PA USD 31200.00000000 0.023146266119 Long DBT CORP US N 2 2025-09-15 Fixed 0.08500000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 21000.00000000 PA USD 17543.46000000 0.013014922878 Long DBT CORP BM N 2 2028-01-15 Fixed 0.07500000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 71000.00000000 PA USD 72409.54000000 0.053718284693 Long DBT CORP US N 2 2028-12-15 Fixed 0.06625000 N N N N N N DPL INC N/A 233293AQ2 158000.00000000 PA USD 152067.47000000 0.112813914383 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVGT5 194977.32600000 PA USD 193511.08000000 0.143559581883 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 1000.00000000 PA USD 942.84000000 0.000699462357 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 5000.00000000 PA USD 4955.58000000 0.003676383764 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 18000.00000000 PA USD 15538.87000000 0.011527782699 Long DBT CORP US N 2 2032-02-01 Fixed 0.03100000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232AB8 74000.00000000 PA USD 73002.99000000 0.054158545963 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 97377.52000000 0.072241217691 Long DBT CORP US N 2 2051-03-15 Fixed 0.03400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 184853.98200000 PA USD 148580.95000000 0.110227378493 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 100000.00000000 PA 105729.91000000 0.078437584412 Long DBT CORP GB N 2 2029-08-09 Variable 0.00577000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 14000.00000000 PA USD 12765.46000000 0.009470279945 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAZ3 16000.00000000 PA USD 15420.00000000 0.011439596909 Long LON CORP US N 2 2028-01-31 Variable 0.09691290 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DD9 260000.00000000 PA USD 246621.45000000 0.182960439503 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 68804.89700000 PA USD 65480.53000000 0.048577877340 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 15000.00000000 PA USD 14818.89000000 0.010993652933 Long DBT CORP US N 2 2053-06-15 Variable 0.08125000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 74000.00000000 PA USD 64492.75000000 0.047845075457 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 16000.00000000 PA USD 15974.03000000 0.011850613762 Long DBT CORP US N 2 2028-04-01 Fixed 0.06250000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 34000.00000000 PA USD 26265.30000000 0.019485372548 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB93 222498.25300000 PA USD 216000.97000000 0.160244100439 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYQN2 10063.73300000 PA USD 9159.17000000 0.006794890585 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57J5 15878.86000000 PA USD 13985.23000000 0.010375187670 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 77000.00000000 PA USD 73541.82000000 0.054558286430 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 250732.50000000 0.186010293904 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.05760540 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 N/A 100000.00000000 PA 113041.65000000 0.083861926714 Long DBT CORP GB N 2 2033-09-16 Fixed 0.03250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 14000.00000000 PA USD 14004.74000000 0.010389661505 Long DBT CORP US N 2 2034-11-01 Fixed 0.06250000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 100000.00000000 PA 106966.50000000 0.079354970348 Long DBT CORP GB N 2 2030-04-16 Fixed 0.01750000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 4000.00000000 PA USD 4202.63000000 0.003117794627 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N MOSS CREEK RES HLDGS INC 54930037SLMSPWKYIX36 61965RAC9 16000.00000000 PA USD 15427.28000000 0.011444997704 Long DBT CORP US N 2 2031-09-01 Fixed 0.08250000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 221000.00000000 PA USD 224354.16000000 0.166441060653 Long DBT CORP US N 2 2031-01-30 Variable 0.05085000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 52000.00000000 PA USD 49070.90000000 0.036404106093 Long DBT CORP FR N 2 2030-10-15 Fixed 0.10000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 2.65000000 0.000001965948 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 3000.00000000 EUR 3416.79000000 USD 2025-07-08 2.65000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKJ68 94243.80600000 PA USD 80948.62000000 0.060053150658 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEV4 550000.00000000 PA USD 558536.24000000 0.414359886169 Long DBT CORP US N 2 2031-01-24 Variable 0.05140000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 100000.00000000 PA 121604.16000000 0.090214174634 Long DBT CORP GB N 2 2031-09-21 Variable 0.04750000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 30000.00000000 PA USD 29271.21000000 0.021715359496 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLC3 2080000.00000000 PA USD 2085489.74000000 1.547157067683 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 26000.00000000 PA USD 26069.99000000 0.019340478406 Long DBT CORP PA N 2 2033-02-15 Fixed 0.06125000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 330000.00000000 PA USD 331491.60000000 0.245922845833 Long DBT CORP FR N 2 2029-05-22 Variable 0.05249000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLDH8 261556.87400000 PA USD 222380.62000000 0.164976955460 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJA0 1100000.00000000 PA USD 1125308.59000000 0.834829874705 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7SQ1 21793.02400000 PA USD 19834.19000000 0.014714341025 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 43000.00000000 PA USD 44384.08000000 0.032927106639 Long DBT CORP US N 2 2030-09-30 Fixed 0.07125000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 38000.00000000 PA USD 37860.59000000 0.028087541396 Long DBT CORP US N 2 2034-03-01 Fixed 0.06375000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AG6 26000.00000000 PA USD 25781.49000000 0.019126449631 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20752KAN3 12751.21900000 PA USD 11727.17000000 0.008700006334 Long LON CORP US N 2 2031-04-03 Variable 0.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAY6 100000.00000000 PA USD 100717.47000000 0.074719018061 Long DBT CORP US N 2 2029-10-15 Fixed 0.05400000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 100000.00000000 PA 116998.47000000 0.086797362891 Long DBT CORP FR N 2 2029-01-11 Fixed 0.03875000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAF3 13000.00000000 PA USD 13325.48000000 0.009885740584 Long DBT CORP US N 2 2030-01-31 Fixed 0.08875000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 7000.00000000 PA USD 6340.80000000 0.004704033468 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 3.00000000 NC USD 5012.51000000 0.003718618281 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2025-09-19 333424.99000000 USD 5012.51000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 138000.00000000 PA USD 112885.96000000 0.083746425362 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9RA4 245383.65200000 PA USD 208496.55000000 0.154676815106 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAB0 23476.00000000 PA USD 23593.38000000 0.017503161927 Long DBT CORP US N 2 2029-01-31 Variable 0.07775000 N N Y N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 500000.00000000 PA USD 496665.45000000 0.368459957631 Long DBT CORP US N 2 2030-10-18 Variable 0.04654000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 70000.00000000 PA USD 71539.09000000 0.053072526124 Long DBT CORP US N 2 2032-05-15 Fixed 0.06500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 39733.00000000 PA USD 38134.66000000 0.028290865023 Long DBT CORP US N 2 2030-11-30 Fixed 0.03875000 N N Y N Y ECHOSTAR CORP USD XXXX N N N SPIRIT AVIATION HOLDINGS INC N/A N/A 75.00000000 NS USD 449.25000000 0.000333283976 Long EC CORP US N 1 N N N FNMA/FHLG TBA ISSUER N/A 01F062663 725000.00000000 PA USD 744484.01000000 0.552308494142 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 13529.00000000 PA USD 11634.94000000 0.008631583895 Long DBT CORP US N 2 2030-11-30 Variable 0.06750000 N N Y N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 16200878.96700000 NS USD 16204119.14000000 12.02130941820 Long STIV RF US N 1 N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 19000.00000000 PA USD 18792.08000000 0.013941233481 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 80000.00000000 PA USD 70857.26000000 0.052566698604 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 2000.00000000 PA USD 1838.04000000 0.001363582146 Long DBT CORP US N 2 2036-04-01 Variable 0.06875000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 550241AC7 5000.00000000 PA USD 4856.25000000 0.003602694065 Long DBT CORP US N 2 2030-04-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56U1 14186.18500000 PA USD 12512.15000000 0.009282357488 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMU2 150000.00000000 PA USD 150257.81000000 0.111471386436 Long DBT UST US N 2 2030-03-31 Fixed 0.04000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 43473.00000000 PA USD 50425.02000000 0.037408683718 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 75000.00000000 PA USD 66535.34000000 0.049360406602 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 33335.61500000 PA USD 28643.30000000 0.021249533472 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GML0 550000.00000000 PA USD 558149.01000000 0.414072612815 Long DBT CORP US N 2 2031-01-24 Variable 0.05162000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 70000.00000000 PA USD 62581.34000000 0.046427062492 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 4985.54000000 0.003698610115 Long DBT CORP US N 2 2030-04-15 Fixed 0.06000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 74000.00000000 PA USD 62442.18000000 0.046323824210 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AD8 81000.00000000 PA USD 75386.97000000 0.055927143255 Long DBT CORP CA N 2 2029-12-01 Fixed 0.03875000 N N N N N N CONNECT FINCO SARL / CONNECT US FINCO LLC N/A 20752TAB0 6000.00000000 PA USD 5717.98000000 0.004241983549 Long DBT CORP LU N 2 2029-09-15 Fixed 0.09000000 N N N N N N GPD COS INC N/A 64051NAA1 10000.00000000 PA USD 9615.57000000 0.007133478913 Long DBT CORP US N 2 2026-04-01 Fixed 0.10125000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCE3 140000.00000000 PA USD 136820.53000000 0.101502705064 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 89171.35400000 PA USD 82328.29000000 0.061076682997 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 277715.42600000 PA USD 232940.23000000 0.172810786972 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087N26 475000.00000000 PA 316108.27000000 0.234510453205 Long DBT NUSS CA N 2 2031-12-01 Fixed 0.01500000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAG9 5000.00000000 PA USD 5012.18000000 0.003718373465 Long DBT CORP US N 2 2027-08-01 Fixed 0.07000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 200000.00000000 PA 226269.75000000 0.167862174625 Long DBT CORP LU N 2 2030-03-15 Fixed 0.02250000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 200000.00000000 PA 231299.57000000 0.171593634633 Long DBT CORP DE N 2 2030-05-15 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWSY1 55379.46500000 PA USD 51407.62000000 0.038137642727 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829JAB5 1411.76000000 PA USD 1355.73000000 0.001005772030 Long LON CORP US N 2 2030-03-15 Variable 0.11864310 N N N N N N CMG MEDIA CORP N/A 88145LAF1 19905.09900000 PA USD 18860.08000000 0.013991680471 Long LON CORP US N 2 2029-06-18 Variable 0.07899170 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKKT4 34258.58000000 PA USD 31172.28000000 0.023125701552 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N CMG MEDIA CORP N/A 125773AA9 14000.00000000 PA USD 12880.00000000 0.009555253449 Long DBT CORP US N 2 2029-06-18 Fixed 0.08875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8C45 23198.51400000 PA USD 21091.60000000 0.015647172643 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 7000.00000000 PA USD 7085.87000000 0.005256776689 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAF0 314137.79300000 PA USD 246106.01000000 0.182578051317 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CF8 9000.00000000 PA USD 7582.50000000 0.005625210347 Long DBT CORP US N 2 2030-10-15 Fixed 0.03875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 1550000.00000000 PA USD 1565054.84000000 1.161063327512 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3YA7 121937.10500000 PA USD 100461.21000000 0.074528907094 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 835000.00000000 PA USD 847459.77000000 0.628702864168 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 101000.00000000 PA USD 100040.36000000 0.074216692155 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 254000.00000000 PA USD 249696.99000000 0.185242082685 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 466.38000000 PA USD 466.38000000 0.000345992166 Long LON CORP US N 2 2028-06-09 Variable 0.02000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 N/A 11000.00000000 PA USD 10570.34000000 0.007841791750 Long LON CORP US N 2 2029-06-04 Variable 0.13432690 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWCX8 72625.83000000 PA USD 74646.75000000 0.055377998091 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 19000.00000000 PA USD 18867.42000000 0.013997125779 Long EP CORP BM N 2 N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 77000.00000000 PA USD 74992.78000000 0.055634706504 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 127675.17000000 0.094718059669 Long DBT CORP US N 2 2028-03-15 Variable 0.03615000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 6000.00000000 PA USD 5436.29000000 0.004033006892 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KDGZ7 69350.45700000 PA USD 63232.82000000 0.046910374333 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02000000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 43000.00000000 PA USD 37089.16000000 0.027515242548 Long DBT CORP US N 2 2030-01-15 Fixed 0.05000000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAS8 188000.00000000 PA USD 148023.09000000 0.109813520287 Long DBT CORP US N 2 2037-09-20 Fixed 0.05000000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAC2 20000.00000000 PA USD 20224.70000000 0.015004047704 Long DBT CORP KY N 2 2027-09-01 Fixed 0.08750000 N N N N N N CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP N/A 131477AW1 36000.00000000 PA USD 34702.23000000 0.025744456747 Long DBT CORP US N 2 2028-07-15 Fixed 0.09750000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 65000.00000000 PA USD 65152.47000000 0.048334500287 Long DBT CORP PA N 2 2030-03-15 Fixed 0.05750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 3810000.00000000 PA USD 3402955.07000000 2.524541783436 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAD7 26000.00000000 PA USD 25811.48000000 0.019148698237 Long DBT CORP JE N 2 2033-02-15 Fixed 0.07500000 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAA3 10000.00000000 PA USD 10019.00000000 0.007432770520 Long DBT CORP SG N 2 2030-07-15 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUVZ7 48714.37200000 PA USD 38286.25000000 0.028403324718 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CK7 3000.00000000 PA USD 3015.31000000 0.002236960502 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 5055.73000000 0.003750681795 Long DBT CORP US N 2 2029-05-15 Fixed 0.06625000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 40000.00000000 PA USD 41583.00000000 0.030849076411 Long DBT CORP US N 2 2029-04-01 Fixed 0.07250000 N N N N N N ENBW ENERGIE BADEN-WUERTTEM AG 529900JSFZ4TS59HKD79 N/A 100000.00000000 PA 112144.00000000 0.083195989349 Long DBT CORP DE N 2 2080-06-29 Variable 0.01875000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 240000.00000000 PA USD 233071.93000000 0.172908490922 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 42000.00000000 PA USD 43784.88000000 0.032482579631 Long DBT CORP US N 2 2029-02-15 Fixed 0.09000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 200000.00000000 PA USD 205980.00000000 0.152809868439 Long DBT NUSS CO N 2 2030-04-25 Fixed 0.07375000 N N N N N N SPA HOLDINGS 3 OY 743700UEY0YM039XN974 78475BAB3 15000.00000000 PA USD 14812.50000000 0.010988912400 Long LON CORP FI N 2 2030-05-22 Variable 0.00000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 24000.00000000 PA USD 23973.07000000 0.017784841600 Long DBT CORP US N 2 2030-06-01 Fixed 0.09250000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 200000.00000000 PA USD 202418.62000000 0.150167796348 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 N/A 100000.00000000 PA 114978.23000000 0.085298612485 Long DBT CORP FR N 2 2033-04-07 Fixed 0.03438000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3P6 142000.00000000 PA USD 144114.55000000 0.106913901474 Long DBT CORP US N 2 2031-01-24 Variable 0.05244000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNC1 1100000.00000000 PA USD 1087625.00000000 0.806873643856 Long DBT UST US N 2 2035-05-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020675 250000.00000000 PA USD 200827.35000000 0.148987284845 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.02000000 N N N N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 200000.00000000 PA 234575.48000000 0.174023925808 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCE3 200000.00000000 PA USD 201834.29000000 0.149734300910 Long DBT CORP US N 2 2034-06-15 Fixed 0.05450000 N N N N N N OT MIDCO INC N/A 68877AAA2 33000.00000000 PA USD 27492.99000000 0.020396155864 Long DBT CORP US N 2 2030-02-15 Fixed 0.10000000 N N N N N N AIMCO CLO 21 LTD / AIMCO CLO 21 LLC N/A 00901WAA7 250000.00000000 PA USD 250739.50000000 0.186015486977 Long ABS-CBDO CORP JE N 2 2037-04-18 Variable 0.05769470 N N N N N N TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC N/A 89157UAA5 25000.00000000 PA USD 24858.41000000 0.018441646575 Long DBT CORP JE N 2 2030-05-15 Fixed 0.09500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C31 148500.64000000 PA USD 136106.88000000 0.100973271320 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.04000000 N N N N N N BXHPP TRUST 2021-FILM N/A 05609JAA0 250000.00000000 PA USD 238770.90000000 0.177136371570 Long ABS-MBS CORP US N 2 2036-08-15 Variable 0.05093480 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCP6 93000.00000000 PA USD 80280.67000000 0.059557620258 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 5093.45000000 0.003778665037 Long DBT CORP KY N 2 2029-04-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4UV8 23425.16900000 PA USD 19285.34000000 0.014307167046 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N EUREX DEUTSCHLAND N/A N/A -12.00000000 NC -1784.51000000 -0.00132386997 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BOBL FUT UNDERLYING 2025-09-08 -1598582.09000000 EUR -1784.51000000 N N N KOHLS CORP 549300JF6LPRTRJ0FH50 500255AU8 10000.00000000 PA USD 9925.15000000 0.007363146255 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 7000.00000000 PA USD 7068.96000000 0.005244231709 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 68000.00000000 PA USD 71625.35000000 0.053136519615 Long DBT CORP FR N 2 2031-04-15 Fixed 0.08500000 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 5000.00000000 PA USD 4741.43000000 0.003517512838 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 20000.00000000 PA USD 20091.74000000 0.014905409001 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 425000.00000000 PA USD 414109.38000000 0.307214292054 Long DBT UST US N 2 2055-05-15 Fixed 0.04750000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 01309QAB4 12000.00000000 PA USD 12182.12000000 0.009037518955 Long DBT CORP US N 2 2033-03-15 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNGG3 86469.95300000 PA USD 87900.88000000 0.065210806430 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMZ1 1000000.00000000 PA USD 996015.62000000 0.738911621788 Long DBT UST US N 2 2030-04-30 Fixed 0.03875000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 150000.00000000 PA USD 144075.36000000 0.106884827687 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 64000.00000000 PA USD 61258.64000000 0.045445794345 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 58641.84600000 PA USD 49931.19000000 0.037042327288 Long LON CORP US N 2 2028-03-04 Variable 0.08561800 N N N N N N IVANHOE MINE LTD 5299006XZISURYIA4G32 46579RAE4 16000.00000000 PA USD 15578.03000000 0.011556834230 Long DBT CORP CA N 2 2030-01-23 Fixed 0.07875000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 N/A 15000.00000000 PA USD 15129.15000000 0.011223824745 Long LON CORP US N 2 2029-12-17 Variable 0.09576810 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAQ1 15000.00000000 PA USD 15128.25000000 0.011223157064 Long DBT CORP US N 2 2032-06-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGQ8 1200000.00000000 PA USD 1202578.13000000 0.892153635467 Long DBT UST US N 2 2030-02-28 Fixed 0.04000000 N N N N N N MATIV INC 549300Z1FU4IDULG1R21 808541AC0 15000.00000000 PA USD 12796.94000000 0.009493633934 Long DBT CORP US N 2 2029-10-01 Fixed 0.08000000 N N N N N N AMN HEALTHCARE 549300H27NUKBFFQEE84 00175PAC7 26000.00000000 PA USD 23890.15000000 0.017723325946 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 527000.00000000 PA USD 450631.46000000 0.334308836378 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 3200.00000000 PA USD 2923.26000000 0.002168671599 Long DBT CORP US N 2 2030-04-15 Fixed 0.07000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAN6 150000.00000000 PA USD 134382.30000000 0.099693861460 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 118965.64000000 0.088256742388 Long DBT CORP NL N 2 2029-05-23 Variable 0.04500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 6000.00000000 PA USD 5809.21000000 0.004309664121 Long DBT CORP US N 2 2029-05-01 Fixed 0.04875000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAH0 11000.00000000 PA USD 10990.57000000 0.008153546731 Long DBT CORP US N 2 2026-02-01 Fixed 0.07125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 230000.00000000 PA USD 227735.94000000 0.168949893340 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 10000.00000000 PA USD 9083.25000000 0.006738568004 Long DBT CORP US N 2 2031-06-01 Fixed 0.04250000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 200000.00000000 PA 229746.17000000 0.170441217653 Long DBT CORP GB N 2 2032-09-12 Variable 0.03575000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAU9 2000.00000000 PA USD 1952.70000000 0.001448644674 Long DBT CORP US N 2 2026-07-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSD8 22752.45900000 PA USD 19624.49000000 0.014558771410 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -3043.39000000 -0.00225779214 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 375000.00000000 EUR 423724.39000000 USD 2025-07-08 -3043.39000000 N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20752KAR4 3023.48000000 PA USD 2290.29000000 0.001699091725 Long LON CORP US N 2 2031-10-03 Variable 0.10045050 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FX6 190000.00000000 PA USD 181032.00000000 0.134301757953 Long DBT CORP US N 2 2030-04-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVA7 198763.63700000 PA USD 155718.05000000 0.115522161055 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N NATGASOLINE LLC 549300OHXDYMQYZOWC24 63232EAD9 48975.43000000 PA USD 48363.24000000 0.035879116136 Long LON CORP US N 2 2030-03-29 Variable 0.09799170 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050668 200000.00000000 PA USD 193648.38000000 0.143661440291 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05000000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAE7 103000.00000000 PA USD 103152.13000000 0.076525213198 Long DBT CORP US N 2 2032-07-15 Fixed 0.06375000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 4.00000000 NC USD 1649.38000000 0.001223621423 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-30 828413.12000000 USD 1649.38000000 N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AF9 10000.00000000 PA USD 8173.39000000 0.006063572437 Long DBT CORP US N 2 2029-03-31 Fixed 0.04500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 255000.00000000 PA USD 234970.24000000 0.174316785423 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 43000.00000000 PA USD 42930.67000000 0.031848868990 Long DBT CORP US N 2 2033-01-15 Fixed 0.06250000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449W7M3 200000.00000000 PA USD 193146.65000000 0.143289223109 Long DBT CORP US N 2 2026-07-12 Fixed 0.01300000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062671 350000.00000000 PA USD 359077.95000000 0.266388262447 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 313000.00000000 PA USD 308317.90000000 0.228731030860 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 21000.00000000 PA USD 19070.02000000 0.014147428135 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 108611.47000000 0.080575320136 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 3381.60000000 0.002508699150 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 15000.00000000 PA USD 14997.25000000 0.011125972421 Long DBT CORP CA N 2 2033-03-31 Fixed 0.06750000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAT7 250000.00000000 PA USD 250010.00000000 0.185474294633 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.05590370 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 130000.00000000 PA USD 124876.88000000 0.092642099252 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 15000.00000000 PA USD 14990.63000000 0.011121061258 Long DBT CORP US N 2 2026-02-01 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030666 700000.00000000 PA USD 610047.55000000 0.452574453137 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FBN6 503985.27800000 PA USD 499565.28000000 0.370611247275 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 15000.00000000 PA USD 15239.84000000 0.011305942059 Long DBT CORP US N 2 2029-09-01 Fixed 0.09375000 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 150000.00000000 PA 174095.04000000 0.129155452754 Long DBT CORP GB N 2 2034-03-05 Fixed 0.04000000 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 250000.00000000 PA USD 250144.00000000 0.185573704878 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.05573380 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20752KAP8 16248.78100000 PA USD 14943.84000000 0.011086349278 Long LON CORP US N 2 2031-04-03 Variable 0.00000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 140000.00000000 PA USD 127677.49000000 0.094719780801 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 42340.37500000 PA USD 34659.28000000 0.025712593538 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 28992.55600000 PA USD 25496.92000000 0.018915336395 Long LON CORP US N 2 2028-06-29 Variable 0.07676810 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 200000.00000000 PA USD 169713.86000000 0.125905197684 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CQ5 350000.00000000 PA USD 300166.71000000 0.222683927881 Long DBT CORP US N 2 2031-10-14 Fixed 0.02250000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 7000.00000000 PA USD 5584.83000000 0.004143203891 Long DBT CORP US N 2 2031-05-30 Fixed 0.07500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 570000.00000000 PA USD 498371.49000000 0.369725613267 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 110000.00000000 PA USD 87755.08000000 0.065102642148 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAD5 97000.00000000 PA USD 94102.07000000 0.069811267776 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.03251000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 300000.00000000 PA USD 298044.14000000 0.221109262173 Long DBT CORP US N 2 2035-07-19 Variable 0.05320000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 40945.28300000 PA USD 40095.97000000 0.029745897177 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 N/A 100000.00000000 PA 109995.50000000 0.081602087017 Long DBT CORP GB N 2 2031-08-11 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KYFK5 16348.37300000 PA USD 14398.75000000 0.010681964720 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.01500000 N N N N N N VOYA CLO 2024-1 LTD N/A 92920DAA3 250000.00000000 PA USD 250736.00000000 0.186012890441 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.05776100 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0S97 184739.56200000 PA USD 153188.24000000 0.113645377225 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 403000.00000000 PA USD 388089.40000000 0.287910914442 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 14000.00000000 PA USD 13440.69000000 0.009971211140 Long DBT CORP US N 2 2027-05-15 Fixed 0.07375000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 7000.00000000 PA USD 6977.04000000 0.005176039248 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032674 275000.00000000 PA USD 243879.74000000 0.180926453949 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.03500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 403000.00000000 PA USD 261248.02000000 0.193811416478 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 43000.00000000 PA USD 43175.14000000 0.032030233339 Long DBT CORP US N 2 2028-03-01 Fixed 0.08125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9X67 15311.69300000 PA USD 13485.70000000 0.010004602596 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 5000.00000000 PA USD 5235.74000000 0.003884225364 Long DBT CORP US N 2 2030-08-15 Fixed 0.07250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWW8 14154.98900000 PA USD 12484.64000000 0.009261948713 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAK3 33000.00000000 PA USD 33059.83000000 0.024526013559 Long DBT CORP US N 2 2029-06-15 Fixed 0.08250000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 100000.00000000 PA USD 100239.49000000 0.074364420231 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 250023.50000000 0.185484309844 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.05619790 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 100000.00000000 PA 103922.86000000 0.077096992739 Long DBT CORP GB N 2 2031-09-26 Fixed 0.04875000 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085UAB9 14961.15200000 PA USD 14540.44000000 0.010787079927 Long LON CORP US N 2 2028-06-01 Variable 0.08560780 N N N N N N GREEN LAKES PARK CLO LLC N/A 39310AAC4 250000.00000000 PA USD 249832.50000000 0.185342613151 Long ABS-CBDO CORP US N 2 2038-01-25 Variable 0.05468810 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 8000.00000000 PA USD 8032.48000000 0.005959035887 Long DBT CORP MU N 2 2027-02-16 Fixed 0.07375000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAC8 1048.00000000 PA USD 1011.81000000 0.000750628959 Long DBT CORP US N 2 2030-02-15 Variable 0.09781000 N N Y N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022671 275000.00000000 PA USD 230373.41000000 0.170906546626 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.02500000 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAB5 61552.01000000 PA USD 60676.74000000 0.045014101644 Long LON CORP US N 2 2026-10-16 Variable 0.08326810 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 14000.00000000 PA USD 13973.28000000 0.010366322353 Long DBT CORP US N 2 2031-01-17 Variable 0.05543000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 10000.00000000 PA USD 10141.93000000 0.007523968293 Long DBT CORP US N 2 2030-07-01 Fixed 0.06500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 30000.00000000 PA USD 25824.39000000 0.019158275747 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BP6 210000.00000000 PA USD 181088.90000000 0.134343970214 Long DBT CORP US N 2 2031-12-15 Fixed 0.02375000 N N N N N N WALKER and DUNLOP INC N/A 93148PAA0 7000.00000000 PA USD 7088.12000000 0.005258445891 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 370000.00000000 PA USD 312761.07000000 0.232027274297 Long DBT CORP US N 2 2031-02-15 Fixed 0.01700000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAG8 50679.76400000 PA USD 48677.91000000 0.036112559583 Long LON CORP US N 2 2026-12-30 Variable 0.08541260 N N N N N N ESDEC SOLAR GROUP BV 724500UTJRTIU7878U15 N/A 14201.64600000 PA USD 10438.21000000 0.007743768797 Long LON CORP NL N 2 2028-08-30 Variable 0.09560780 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AN1 62000.00000000 PA USD 55183.10000000 0.040938548650 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 110468.61000000 0.081953071952 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 98637.05000000 0.073175622068 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 63000.00000000 PA USD 61330.32000000 0.045498971407 Long DBT CORP US N 2 2026-06-15 Fixed 0.03375000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QBA1 23000.00000000 PA USD 22385.44000000 0.016607030495 Long DBT CORP US N 2 2033-04-15 Fixed 0.06750000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAM6 1410.60000000 PA USD 1398.69000000 0.001037642658 Long LON CORP US N 2 2029-12-10 Variable 0.10176810 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 21000.00000000 PA USD 20979.97000000 0.015564357974 Long DBT CORP AU N 2 2027-11-01 Fixed 0.08000000 N N N N N N OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC N/A 687785AB1 17000.00000000 PA USD 13635.37000000 0.010115637905 Long DBT CORP US N 2 2030-04-15 Fixed 0.09500000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AS8 230000.00000000 PA USD 233035.55000000 0.172881501782 Long DBT CORP US N 2 2034-09-15 Fixed 0.05750000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 69346EAG2 15000.00000000 PA USD 13171.95000000 0.009771841667 Long LON CORP US N 2 2029-04-23 Variable 0.00000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 5000.00000000 PA USD 4946.79000000 0.003669862749 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAT6 40000.00000000 PA USD 40230.84000000 0.029845952847 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 7579.83000000 0.005623229561 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 184939.38000000 0.137200516201 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 177524.55000000 0.131699694777 Long DBT CORP US N 2 2032-05-18 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5J0 95360.55400000 PA USD 78746.30000000 0.058419321017 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAC6 19923.79000000 PA USD 18597.66000000 0.013796999601 Long LON CORP US N 2 2029-04-11 Variable 0.09329650 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 13.00000000 NC USD 10587.21000000 0.007854307055 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-30 1397373.73000000 USD 10587.21000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 60000.00000000 PA USD 56686.58000000 0.042053931605 Long EP CORP US N 2 N N N FNMA/FHLG TBA ISSUER N/A 01F020679 2900000.00000000 PA USD 2255429.47000000 1.673229830980 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.02000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AK6 5000.00000000 PA USD 5031.11000000 0.003732417017 Long DBT CORP US N 2 2032-09-15 Fixed 0.07125000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 19000.00000000 PA USD 18999.84000000 0.014095363874 Long DBT CORP US N 2 2033-07-01 Fixed 0.06250000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 92000.00000000 PA USD 89239.91000000 0.066204189273 Long DBT CORP US N 2 2029-10-01 Fixed 0.04875000 N N N N N N ACRISURE HOLDINGS INC N/A N/A 855.00000000 NS USD 20588.40000000 0.015273864915 Long EP CORP US N 3 N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 549300ZWL4J1LYMOWK56 91740PAF5 15000.00000000 PA USD 14994.57000000 0.011123984216 Long DBT CORP US N 2 2027-09-01 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKEA4 175753.40300000 PA USD 162456.08000000 0.120520886552 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAF7 14000.00000000 PA USD 14112.64000000 0.010469709009 Long DBT CORP US N 2 2032-09-15 Fixed 0.06125000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 40000.00000000 PA USD 39762.40000000 0.029498432434 Long DBT CORP KY N 2 2031-11-29 Fixed 0.08250000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AG7 10027.48000000 PA USD 9651.45000000 0.007160097119 Long DBT CORP US N 3 2030-06-23 Variable 0.07958330 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 5000.00000000 PA USD 5156.26000000 0.003825261735 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 186644.79000000 0.138465704460 Long DBT CORP US N 2 2029-11-15 Fixed 0.02875000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAF3 38000.00000000 PA USD 38499.36000000 0.028561424102 Long DBT CORP US N 2 2030-04-01 Fixed 0.07875000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3K7 778000.00000000 PA USD 782414.53000000 0.580447914333 Long DBT CORP US N 2 2035-01-23 Variable 0.05499000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CD9 100000.00000000 PA 123949.22000000 0.091953898443 Long DBT CORP GB N 2 2030-05-29 Variable 0.03000000 N N N N N N CLOVER CLO 2019-1 LTD. N/A 102875AA9 250000.00000000 PA USD 248626.75000000 0.184448106408 Long ABS-CBDO CORP KY N 2 2035-04-18 Variable 0.05309060 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 350000.00000000 PA USD 310460.78000000 0.230320763896 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 152000.00000000 PA USD 134243.78000000 0.099591097973 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 73000.00000000 PA USD 77444.17000000 0.057453313084 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 101000.00000000 PA USD 98476.24000000 0.073056322355 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 28000.00000000 PA USD 28534.18000000 0.021168580890 Long DBT CORP US N 2 2032-03-01 Fixed 0.07250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 -200000.00000000 PA USD -204276.74000000 -0.15154627519 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060667 -1125000.00000000 PA USD -1136293.99000000 -0.84297958598 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 90482.17900000 PA USD 72727.29000000 0.053954013092 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 19937.53000000 PA USD 18913.54000000 0.014031340708 Long LON CORP US N 2 2028-07-03 Variable 0.08324170 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 N/A 100000.00000000 PA 100891.07000000 0.074847806259 Long DBT CORP ES N 2 2033-02-15 Fixed 0.02000000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAC5 2523.00000000 PA USD 1955.33000000 0.001450595786 Long DBT CORP KY N 2 2030-03-06 Variable 0.11000000 N N Y N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 124000.00000000 PA USD 112965.22000000 0.083805225781 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 19000.00000000 PA USD 19156.28000000 0.014211421626 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 4872.50000000 0.003614749412 Long LON CORP US N 2 2032-10-09 Variable 0.09457590 N N N N N N LEVI STRAUSS and CO MB0UERO0RDFKU8258G77 52736RBJ0 7000.00000000 PA USD 6255.60000000 0.004640826356 Long DBT CORP US N 2 2031-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLK5 1600000.00000000 PA USD 1580750.00000000 1.172707056684 Long DBT UST US N 2 2029-08-31 Fixed 0.03625000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CT4 265000.00000000 PA USD 235681.11000000 0.174844156776 Long DBT CORP US N 2 2031-04-01 Fixed 0.02250000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 7000.00000000 PA USD 7006.35000000 0.005197783385 Long DBT CORP LR N 2 2027-07-15 Fixed 0.05375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 100000.00000000 PA USD 81117.19000000 0.060178207263 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 1974.35200000 PA USD 1617.33000000 0.001199844569 Long LON CORP US N 2 2028-06-09 Variable 0.08594300 N N N N N N APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES N/A 00188QAA4 10000.00000000 PA USD 9894.10000000 0.007340111269 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 109866.43100000 PA USD 81194.40000000 0.060235486853 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AQ4 5000.00000000 PA USD 5077.17000000 0.003766587434 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 255875.69000000 PA USD 255969.85000000 0.189895713676 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.05611080 N N N N N N ADVANTAGE SALES and MARKETING INC DEL 549300T4O24KQDED1182 00775PAA5 15000.00000000 PA USD 11456.19000000 0.008498975078 Long DBT CORP US N 2 2028-11-15 Fixed 0.06500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040669 25000.00000000 PA USD 22921.86000000 0.017004983061 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.04000000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 156700BD7 1000.00000000 PA USD 885.00000000 0.000656552740 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 48000.00000000 PA USD 44490.78000000 0.033006263902 Long DBT CORP KY N 2 2031-01-15 Fixed 0.04125000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 100000.00000000 PA 116898.32000000 0.086723064860 Long DBT CORP IT N 2 2030-10-16 Fixed 0.03625000 N N N N N N ROYAL KPN NV (KONINKLIJKE KPN) 549300YO0JZHAL7FVP81 N/A 100000.00000000 PA 114703.00000000 0.085094428292 Long DBT CORP NL N 2 2036-02-16 Fixed 0.03875000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 N/A 100000.00000000 PA 100828.37000000 0.074801291167 Long DBT CORP NL N 2 2031-01-17 Fixed 0.00875000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 5000.00000000 PA USD 5107.53000000 0.003789110531 Long DBT CORP US N 2 2032-03-01 Fixed 0.06625000 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAA6 14000.00000000 PA USD 12914.99000000 0.009581211393 Long DBT CORP US N 2 2027-07-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDSF4 40917.44300000 PA USD 33673.50000000 0.024981275390 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 5151.98000000 0.003822086542 Long DBT CORP US N 2 2031-02-01 Fixed 0.06875000 N N N N N N EMERGENT BIOSOLUTIONS INC 549300YW6TUOX8BE5103 29089QAC9 21000.00000000 PA USD 15905.82000000 0.011800010979 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAB3 44000.00000000 PA USD 43109.07000000 0.031981218153 Long DBT CORP US N 2 2030-09-15 Fixed 0.07750000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A 84863V101 99.00000000 NS USD 593.01000000 0.000439934848 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57D8 14690.26100000 PA USD 12956.74000000 0.009612184361 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 20000.00000000 PA USD 19783.31000000 0.014676594807 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 4938.90000000 0.003664009414 Long DBT CORP US N 2 2034-10-15 Fixed 0.06250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJF9 1600000.00000000 PA USD 1649687.50000000 1.223849547729 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 49605.71700000 PA USD 39902.82000000 0.029602605469 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 99000.00000000 PA USD 86288.40000000 0.064014559917 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 12000.00000000 PA USD 11442.00000000 0.008488447978 Long DBT CORP US N 2 2031-04-01 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHG5 139775.15200000 PA USD 123048.82000000 0.091285920942 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 24000.00000000 PA USD 19680.22000000 0.014600115686 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 4143.91000000 0.003074232167 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 5144000.00000000 EUR 5858259.83000000 USD 2025-07-08 4143.91000000 N N N SALLY HOLDINGS LLC / SALLY CAP INC N/A 79546VAQ9 12000.00000000 PA USD 12191.65000000 0.009044588953 Long DBT CORP US N 2 2032-03-01 Fixed 0.06750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050664 400000.00000000 PA USD 388132.24000000 0.287942696045 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 20058.00000000 PA USD 12911.60000000 0.009578696462 Long DBT CORP US N 2 2030-01-15 Fixed 0.12750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 10000.00000000 PA USD 10227.15000000 0.007587190241 Long DBT CORP CA N 2 2032-06-01 Fixed 0.07000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 12000.00000000 PA USD 12945.60000000 0.009603919957 Long DBT CORP US N 2 2027-05-01 Fixed 0.00000000 N N N N Y ON SEMICONDUCTOR CORP USD XXXX N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BK2 15000.00000000 PA USD 15112.98000000 0.011211828748 Long DBT CORP US N 2 2032-06-15 Fixed 0.08375000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 29.00000000 NS USD 129.92000000 0.000096383426 Long EC CORP US N 3 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AL6 3843.00000000 PA USD 3948.61000000 0.002929345444 Long DBT CORP US N 2 2028-12-01 Variable 0.09000000 N N Y N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAJ3 45000.00000000 PA USD 45185.99000000 0.033522017609 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 130579.72000000 0.096872850927 Long DBT CORP US N 2 2028-05-28 Fixed 0.01750000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 10000.00000000 PA USD 10076.95000000 0.007475761742 Long DBT CORP US N 2 2030-04-15 Fixed 0.06500000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAC0 19000.00000000 PA USD 18445.20000000 0.013683894481 Long DBT CORP PE N 2 2030-01-24 Fixed 0.08750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 70000.00000000 PA USD 61509.86000000 0.045632166299 Long DBT CORP US N 2 2033-01-21 Variable 0.02943000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 165000.00000000 PA 89272.43000000 0.066228314805 Long DBT NUSS AU N 2 2032-05-21 Fixed 0.01250000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBE5 31000.00000000 PA USD 31061.28000000 0.023043354259 Long DBT CORP US N 2 2026-09-09 Variable 0.05807000 N N N N N N SAKS GLOBAL ENTERPRISES LLC N/A 79380IAA2 24000.00000000 PA USD 11520.00000000 0.008546313644 Long DBT CORP US N 2 2029-12-15 Fixed 0.11000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 235000.00000000 PA USD 201149.44000000 0.149226232950 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 41000.00000000 PA USD 42681.05000000 0.031663684024 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 775000.00000000 PA USD 622655.62000000 0.461927970556 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 100000.00000000 PA 112330.64000000 0.083334451500 Long DBT CORP FI N 2 2029-05-23 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 75000.00000000 PA USD 76095.27000000 0.056452608008 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 250000.00000000 PA USD 251954.87000000 0.186917130485 Long DBT CORP US N 2 2035-01-15 Fixed 0.05800000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 18000.00000000 PA USD 14456.33000000 0.010724681451 Long DBT CORP US N 2 2029-01-15 Fixed 0.06250000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAA5 6000.00000000 PA USD 5911.29000000 0.004385393956 Long DBT CORP US N 2 2027-07-15 Fixed 0.04750000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 5000.00000000 PA USD 4247.95000000 0.003151416062 Long DBT CORP FR N 2 2029-10-15 Fixed 0.05500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 32000.00000000 PA USD 30900.00000000 0.022923705868 Long DBT CORP KY N 2 2028-11-29 Fixed 0.06250000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 81000.00000000 PA USD 43829.91000000 0.032515985924 Long LON CORP US N 2 2028-10-30 Variable 0.09794810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 44001.89300000 PA USD 37529.02000000 0.027841560388 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 4193.86000000 0.003111288449 Long DBT CORP US N 2 2028-11-15 Fixed 0.09750000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925DAA7 36000.00000000 PA USD 26132.28000000 0.019386689333 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 978.11000000 0.000725628024 Long DBT CORP IT N 2 2035-06-30 Variable 0.05459000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBE4 80000.00000000 PA USD 80960.00000000 0.060061593110 Long DBT CORP US N 2 2030-10-15 Fixed 0.06500000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AG7 22000.00000000 PA USD 18631.13000000 0.013821829906 Long DBT CORP US N 2 2030-04-01 Fixed 0.06625000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 7000.00000000 PA USD 6568.53000000 0.004872978954 Long DBT CORP US N 2 2030-05-15 Fixed 0.06375000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AT2 51000.00000000 PA USD 50372.70000000 0.037369869210 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 4954.73000000 0.003675753177 Long DBT CORP US N 2 2033-02-01 Fixed 0.06000000 N N N N N N NUMERICABLE US LLC N/A N/A 1994.90000000 PA USD 1776.08000000 0.001317616036 Long LON CORP US N 2 2026-08-14 Variable 0.10500000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 148000.00000000 PA USD 133730.14000000 0.099210045149 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 100000.00000000 PA 101305.42000000 0.075155199060 Long DBT CORP NL N 2 2031-05-07 Fixed 0.01125000 N N N N N N GENESIS ENERGY LP/ FIN CORP N/A 37185LAR3 30000.00000000 PA USD 30439.68000000 0.022582209419 Long DBT CORP US N 2 2033-05-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXG2 15508.53100000 PA USD 13678.45000000 0.010147597557 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 40000.00000000 PA USD 41159.44000000 0.030534851011 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 124288.93000000 0.092205918253 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AA1 21000.00000000 PA USD 21016.07000000 0.015591139391 Long DBT CORP AU N 2 2027-05-01 Fixed 0.08125000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 456873AD0 130000.00000000 PA USD 127727.43000000 0.094756829665 Long DBT CORP IE N 2 2029-03-21 Fixed 0.03800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLU3 1370000.00000000 PA USD 1369892.98000000 1.016279085590 Long DBT UST US N 2 2031-10-31 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052664 600000.00000000 PA USD 594187.92000000 0.440808709018 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N CEC ENTERTAINMENT LLC N/A 125137AC3 23000.00000000 PA USD 22626.10000000 0.016785568328 Long DBT CORP US N 2 2026-05-01 Fixed 0.06750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 70000.00000000 PA USD 61822.40000000 0.045864029568 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062663 -650000.00000000 PA USD -667468.43000000 -0.49517313805 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 37572.04300000 PA USD 34867.98000000 0.025867421286 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052678 50000.00000000 PA USD 49610.21000000 0.036804202657 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.05500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAC9 45000.00000000 PA USD 44381.25000000 0.032925007154 Long DBT CORP KY N 2 2030-05-29 Fixed 0.07875000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 16000.00000000 PA USD 14622.36000000 0.010847853713 Long DBT CORP US N 2 2029-02-01 Fixed 0.02850000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 116000.00000000 PA USD 114697.93000000 0.085090667023 Long DBT CORP GB N 2 2032-02-15 Fixed 0.06375000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 7000.00000000 PA USD 7132.62000000 0.005291458995 Long DBT CORP US N 2 2033-03-15 Fixed 0.07375000 N N N N N N 2025-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX