NPORT-P false 0000035315 XXXXXXXX S000075892 C000235222 C000235217 C000235220 C000235221 C000235219 C000235218 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Sustainable Core Plus Bond Fund S000075892 549300UP922KLQF82G06 2025-08-31 2025-05-31 N 48608547.73 6470433.41 42138114.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4609528.38000000 0.00000000 0.00000000 81910.21000000 EUR USD N Bloomberg MSCI US Aggregate ESG Choice Bond Index 56048177 ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 12000.00000000 PA USD 12720.19000000 0.030186898975 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 4000.00000000 PA USD 3705.00000000 0.008792514947 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 0.006594742182 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 100000.00000000 PA 116168.37000000 0.275684785317 Long DBT CORP GB N 2 2032-05-14 Variable 0.03875000 N N N N N N RESTAURANT TECHNOLOGIES INC 5493007MVERDD2NKNE42 26972CAC6 9982.03000000 PA USD 9695.05000000 0.023007792722 Long LON CORP US N 2 2029-04-02 Variable 0.08549170 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 9000.00000000 PA USD 8244.94000000 0.019566466447 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 343.00000000 NS USD 854.07000000 0.002026834882 Long EC CORP US N 1 N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 5000.00000000 PA USD 4901.56000000 0.011632129436 Long DBT CORP KY N 2 2032-10-15 Fixed 0.07125000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 7000.00000000 PA USD 6625.48000000 0.015723247484 Long DBT CORP US N 2 2030-02-01 Fixed 0.05000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 34000.00000000 PA USD 28893.29000000 0.068568065909 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 8000.00000000 PA USD 6807.91000000 0.016156180953 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 0.002218893785 Long LON CORP US N 2 2031-01-29 Variable 0.08279770 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 258000.00000000 PA USD 246101.22000000 0.584034724788 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 31000.00000000 PA USD 31017.02000000 0.073607992432 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 150000.00000000 PA USD 133460.87000000 0.316722454608 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 0.017702405815 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 39436.59000000 PA USD 39571.36000000 0.093908711005 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 7000.00000000 PA USD 7167.33000000 0.017009137963 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 7000.00000000 PA USD 7074.05000000 0.016787770677 Long DBT CORP US N 2 2032-04-15 Fixed 0.06750000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 1000.00000000 PA USD 598.72000000 0.001420851430 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 0.016299186878 Long DBT CORP US N 2 2031-03-15 Fixed 0.07500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 20000.00000000 PA USD 19784.56000000 0.046951697576 Long DBT CORP US N 2 2029-07-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQGL4 84451.41600000 PA USD 66267.62000000 0.157262898611 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N ALLIANT HOLDINGS, L.P. N/A N/A 2056.00000000 PA USD 2048.39000000 0.004861133520 Long EP CORP US N 3 N N N ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C N/A 00193BAA0 5000.00000000 PA USD 5003.57000000 0.011874214308 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 0.199579599982 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 5000.00000000 PA USD 5017.95000000 0.011908340183 Long DBT CORP LR N 2 2033-02-01 Fixed 0.06000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AC0 7000.00000000 PA USD 6727.00000000 0.015964169513 Long DBT CORP US N 2 2026-04-04 Fixed 0.07125000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 4000.00000000 PA USD 2899.91000000 0.006881916874 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13781HAN0 1673.16000000 PA USD 1480.75000000 0.003514039543 Long LON CORP US N 2 2029-06-28 Variable 0.13799170 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 7000.00000000 PA USD 6958.35000000 0.016513197404 Long DBT CORP KY N 2 2030-03-15 Fixed 0.05875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 -150000.00000000 PA USD -133513.61000000 -0.31684761445 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 2000.00000000 PA USD 1785.22000000 0.004236592046 Long EP CORP US N 2 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 7000.00000000 PA USD 6876.81000000 0.016319690880 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 5000.00000000 PA USD 5127.66000000 0.012168698297 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 1000.00000000 PA USD 986.19000000 0.002340375253 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 2000.00000000 PA USD 1780.00000000 0.004224204212 Long DBT CORP US N 2 2028-07-01 Fixed 0.04250000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 40000.00000000 PA USD 38935.68000000 0.092400148009 Long DBT CORP US N 2 2054-12-10 Variable 0.06750000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCL7 17000.00000000 PA USD 16128.96000000 0.038276416162 Long DBT CORP US N 2 2055-07-15 Variable 0.06950000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBZ2 140000.00000000 PA USD 141371.22000000 0.335494889321 Long DBT CORP US N 2 2029-05-15 Variable 0.05737000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 9000.00000000 PA USD 8147.53000000 0.019335298058 Long DBT CORP US N 2 2029-09-01 Fixed 0.10750000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 13000.00000000 PA USD 12452.79000000 0.029552319084 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 9000.00000000 PA USD 8500.50000000 0.020172948261 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 0.298899611509 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CN6 160000.00000000 PA USD 160025.83000000 0.379765047825 Long DBT CORP US N 2 2032-09-30 Fixed 0.04750000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 2000.00000000 PA USD 1836.00000000 0.004357100524 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 0.287554395718 Long DBT CORP NL N 2 2031-05-11 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 19136.54400000 PA USD 16442.89000000 0.039021418649 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAF5 12000.00000000 PA USD 11712.51000000 0.027795524761 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 0.004591330274 Long DBT CORP US N 2 2027-09-15 Fixed 0.04500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 3000.00000000 PA USD 2932.50000000 0.006959257781 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 19000.00000000 PA USD 18709.44000000 0.044400278232 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 41000.00000000 PA USD 38233.76000000 0.090734387660 Long DBT CORP US N 2 2029-05-01 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 13000.00000000 PA USD 11433.11000000 0.027132467089 Long DBT CORP US N 2 2030-04-01 Fixed 0.04500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 20000.00000000 PA USD 9200.00000000 0.021832965590 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 -75000.00000000 PA USD -66527.31000000 -0.15787918152 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 4000.00000000 PA USD 3801.93000000 0.009022544224 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 24000.00000000 PA USD 24174.41000000 0.057369463228 Long DBT CORP US N 2 2055-03-10 Variable 0.07000000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 74825NAA5 15000.00000000 PA USD 15380.25000000 0.036499616198 Long DBT CORP US N 2 2032-04-30 Fixed 0.06750000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 21000.00000000 PA USD 3780.00000000 0.008970501079 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 8000.00000000 PA USD 6918.00000000 0.016417440864 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N WASH MULTIFAMILY ACQUISITION INC 549300AS7PRY5PHG6L12 93710WAA3 10000.00000000 PA USD 9976.21000000 0.023675027136 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 3000.00000000 PA USD 2555.29000000 0.006064082461 Long DBT CORP US N 2 2029-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNCP6 44950.54900000 PA USD 37301.62000000 0.088522281079 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 940000.00000000 PA USD 926377.34000000 2.198430933489 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 209000.00000000 PA USD 208950.45000000 0.495870433150 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 0.037785103241 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 39000.00000000 PA USD 37361.84000000 0.088665192078 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 5000.00000000 PA USD 5051.64000000 0.011988291553 Long DBT CORP US N 2 2033-07-15 Fixed 0.06750000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGF7 4000.00000000 PA USD 4124.52000000 0.009788098178 Long DBT CORP US N 2 2030-01-31 Fixed 0.06500000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 21000.00000000 PA USD 23153.94000000 0.054947736446 Long DBT CORP GB N 2 2028-11-30 Fixed 0.12000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 1950000.00000000 PA USD 1161164.06000000 2.755614670324 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 0.190692443875 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 0.017884924661 Long DBT CORP CA N 2 2030-02-15 Fixed 0.09000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 28000.00000000 PA USD 27748.93000000 0.065852329767 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 14000.00000000 PA USD 13685.00000000 0.032476536315 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 0.592954867658 Long ABS-CBDO CORP US N 2 2037-10-20 Variable 0.05619470 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 163341.62400000 PA USD 131289.86000000 0.311570325627 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAC2 2000.00000000 PA USD 2004.93000000 0.004757996489 Long DBT CORP US N 2 2027-06-15 Fixed 0.06000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 24000.00000000 PA USD 19860.00000000 0.047130727894 Long DBT CORP US N 2 2031-04-15 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 310000.00000000 PA USD 303860.55000000 0.721106188313 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020463 300000.00000000 PA USD 270925.92000000 0.642947422712 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 23000.00000000 PA USD 19326.45000000 0.045864534547 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 12000.00000000 PA USD 12554.03000000 0.029792576631 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 250000.00000000 PA USD 205375.00000000 0.487385359582 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 0.121174454111 Long DBT CORP IE N 2 2033-03-03 Fixed 0.05250000 N N N N N N WIN WASTE INNOVATIONS HOLDINGS INC 549300DJBUN7Z75R2S83 38723BAJ0 13951.76200000 PA USD 13834.01000000 0.032830159164 Long LON CORP US N 2 2028-03-24 Variable 0.07191290 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622FAA9 5000.00000000 PA USD 4651.57000000 0.011038866060 Long DBT CORP US N 2 2034-05-15 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 15000.00000000 PA USD 15183.83000000 0.036033482382 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041EAJ1 8033.54000000 PA USD 7957.70000000 0.018884803291 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 5000.00000000 PA USD 4928.40000000 0.011695824740 Long DBT CORP IE N 2 2056-01-31 Variable 0.06500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120BAA5 90000.00000000 PA USD 90943.03000000 0.215821309205 Long DBT CORP US N 2 2035-02-15 Fixed 0.05750000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 140000.00000000 PA USD 122166.85000000 0.289920068734 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783XAA2 2000.00000000 PA USD 100.00000000 0.000237314843 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 0.289847569049 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 27000.00000000 PA USD 27968.02000000 0.066372262858 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 0.009680831868 Long DBT CORP CA N 2 2029-06-15 Fixed 0.06125000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 5000.00000000 PA USD 5222.24000000 0.012393150676 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 0.280992925076 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 2000.00000000 PA USD 1971.46000000 0.004678567211 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 21000.00000000 PA USD 21103.05000000 0.050080670055 Long DBT CORP US N 2 2029-01-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 255000.00000000 PA USD 249152.93000000 0.591276885595 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 1.00000000 NC USD 2706.09000000 0.006421953245 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-19 110418.91000000 USD 2706.09000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 20000.00000000 PA USD 20326.67000000 0.048238205074 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 27000.00000000 PA USD 28169.34000000 0.066850025100 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 8632.18300000 PA USD 8254.52000000 0.019589201209 Long LON CORP US N 2 2031-08-25 Variable 0.09032620 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 67000.00000000 PA USD 67097.35000000 0.159231971061 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 19000.00000000 PA USD 19306.98000000 0.045818329347 Long DBT CORP US N 2 2032-03-01 Fixed 0.06375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 1000.00000000 PA USD 1004.30000000 0.002383352972 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVD5 47891.45200000 PA USD 48472.05000000 0.115031369538 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 0.279066403178 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 0.017373368785 Long DBT CORP CA N 2 2031-12-01 Fixed 0.07000000 N N N N N N SNAM SPA 8156002278562044AF79 83304JAA5 200000.00000000 PA USD 199731.82000000 0.473993255804 Long DBT CORP IT N 2 2030-05-28 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTYX1 195872.82000000 PA USD 189835.86000000 0.450508673829 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 5000.00000000 PA USD 5085.07000000 0.012067625906 Long DBT CORP US N 2 2033-06-15 Fixed 0.06500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 5000.00000000 PA USD 4940.00000000 0.011723353262 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 250000.00000000 PA USD 250539.50000000 0.594567422019 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 14000.00000000 PA USD 13552.58000000 0.032162284000 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 0.279511914333 Long DBT CORP US N 2 2031-09-01 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 300000.00000000 PA USD 308753.91000000 0.732718857932 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N HERC HOLDINGS ESCROW N/A 42703NAA9 10000.00000000 PA USD 10302.26000000 0.024448792183 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 7000.00000000 PA USD 7047.29000000 0.016724265225 Long DBT CORP US N 2 2033-03-15 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 913000.00000000 PA USD 928299.88000000 2.202993406279 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N STONEMOR INC N/A 86184WAA4 10000.00000000 PA USD 9217.93000000 0.021875516141 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 10000.00000000 PA USD 9462.50000000 0.022455917054 Long DBT CORP US N 2 2029-04-15 Fixed 0.09290000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 31000.00000000 PA USD 27804.72000000 0.065984727719 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 200000.00000000 PA USD 208210.94000000 0.494115466152 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N DC COML MTG TR 2023-DC N/A 24023AAA8 100000.00000000 PA USD 103233.35000000 0.244988062864 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 0.06314300 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 14000.00000000 PA USD 6412.00000000 0.015216627757 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 0.086404934315 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 5000.00000000 PA USD 5145.96000000 0.012212126914 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 3140QUHG4 92067.21200000 PA USD 91432.40000000 0.216982656854 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 5987.08000000 PA USD 5793.88000000 0.013749737247 Long LON CORP US N 2 2028-06-02 Variable 0.08291260 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 7000.00000000 PA USD 7090.62000000 0.016827093747 Long DBT CORP US N 2 2033-03-01 Fixed 0.06875000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 6971.76400000 PA USD 6531.71000000 0.015500717356 Long LON CORP US N 2 2028-02-10 Variable 0.08517710 N N N N N N BW REAL ESTATE INC N/A 05614HAA7 7000.00000000 PA USD 6989.72000000 0.016587643070 Long EP CORP US N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNB44 85538.75400000 PA USD 70020.90000000 0.166169989165 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 250000.00000000 PA USD 252509.78000000 0.599243188915 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJW2 350000.00000000 PA USD 351080.08000000 0.833165141975 Long DBT UST US N 2 2029-01-31 Fixed 0.04000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 9000.00000000 PA USD 8942.13000000 0.021221001803 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 580000.00000000 PA USD 590704.31000000 1.401829008090 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 291194.60700000 PA USD 226857.58000000 0.538366710663 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 8000.00000000 PA USD 7941.84000000 0.018847165157 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 17432.11800000 PA USD 14978.38000000 0.035545919037 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAG6 16000.00000000 PA USD 15977.92000000 0.037917975822 Long DBT CORP US N 2 2027-03-01 Fixed 0.06000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 812127AC2 12000.00000000 PA USD 12289.93000000 0.029165828130 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 24000.00000000 PA USD 23984.30000000 0.056918303979 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 0.473279080514 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 1175.90000000 PA USD 1087.71000000 0.002581297282 Long LON CORP US N 2 2028-08-02 Variable 0.12408980 N N N N N N RECKITT BENCKISER TREAS SVCS PLC 213800LAXWIUOOBZ3908 N/A 100000.00000000 PA 117771.83000000 0.279490033905 Long DBT CORP GB N 2 2033-09-14 Fixed 0.03875000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 69073LAF7 5000.00000000 PA USD 4962.50000000 0.011776749102 Long LON CORP US N 2 2030-04-02 Variable 0.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 39000.00000000 PA USD 36569.08000000 0.086783854925 Long DBT CORP US N 2 2028-09-15 Fixed 0.03875000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 8000.00000000 PA USD 7625.06000000 0.018095399196 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 200000.00000000 PA USD 204276.74000000 0.484779025584 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAC0 1000.00000000 PA USD 1275.00000000 0.003025764253 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 UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 571000.00000000 PA USD 543141.45000000 1.288955281376 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 300000.00000000 PA USD 302456.79000000 0.717774857467 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 2000.00000000 PA USD 2025.72000000 0.004807334245 Long DBT CORP US N 2 2030-03-15 Fixed 0.06250000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 6000.00000000 PA USD 4200.00000000 0.009967223421 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 0.231113070842 Long DBT CORP DE N 2 2031-03-24 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 326000.00000000 PA USD 326414.38000000 0.774629774652 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 3000.00000000 PA USD 2753.51000000 0.006534487943 Long DBT CORP US N 2 2028-07-15 Fixed 0.06500000 N N N N N N OSCAR ACQUISITIONCO LLC N/A 68778DAB4 2000.00000000 PA USD 1799.50000000 0.004270480606 Long LON CORP US N 2 2029-04-29 Variable 0.08549170 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAB5 4035.57000000 PA USD 3732.90000000 0.008858725788 Long LON CORP US N 2 2028-08-02 Variable 0.15468510 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 4000.00000000 PA USD 3689.10000000 0.008754781886 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 9000.00000000 PA USD 8343.07000000 0.019799343503 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 7000.00000000 PA USD 7310.07000000 0.017347881171 Long DBT CORP US N 2 2031-01-15 Fixed 0.08375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 50000.00000000 PA USD 42562.48000000 0.101007082748 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 100000.00000000 PA 118490.37000000 0.281195235980 Long DBT CORP GB N 2 2031-09-05 Fixed 0.04000000 N N N N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAE6 9000.00000000 PA USD 8370.00000000 0.019863252390 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 STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 5000.00000000 PA USD 5178.50000000 0.012289349164 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 900000.00000000 PA USD 699574.14000000 1.660193274638 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 1000.00000000 PA USD 873.47000000 0.002072873962 Long EP CORP US N 2 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBT9 12000.00000000 PA USD 11876.20000000 0.028183985428 Long DBT CORP US N 2 2027-05-01 Fixed 0.05125000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAH1 2950.06000000 PA USD 2641.37000000 0.006268363078 Long LON CORP US N 2 2031-06-06 Variable 0.08175200 N N N N N N NEW FORTRESS N/A 62909BAA5 12548.00000000 PA USD 5383.45000000 0.012775725935 Long DBT CORP US N 2 2029-11-15 Fixed 0.12000000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AL7 12000.00000000 PA USD 12351.00000000 0.029310756305 Long DBT CORP US N 2 2027-06-15 Fixed 0.08000000 N N N N N N DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC N/A 26253MAN0 250000.00000000 PA USD 250494.00000000 0.594459443765 Long ABS-CBDO CORP JE N 2 2037-07-18 Variable 0.05629470 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 19979.23600000 PA USD 17120.14000000 0.040628633426 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 27000.00000000 PA USD 17685.00000000 0.041969130051 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 00217XAE6 7000.00000000 PA USD 6948.76000000 0.016490438910 Long LON CORP US N 2 2029-03-15 Variable 0.08325200 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 3000.00000000 PA USD 2942.64000000 0.006983321507 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 0.475074414767 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.05581080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 40511.72900000 PA USD 39798.01000000 0.094446585098 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 12000.00000000 PA USD 11800.73000000 0.028004883916 Long DBT CORP US N 2 2032-10-15 Fixed 0.06250000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 4867.00000000 PA USD 4891.34000000 0.011607875859 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 0.281942160718 Long DBT CORP US N 2 2032-04-15 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 60000.00000000 PA USD 42707.81000000 0.101351972410 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCU8 70000.00000000 PA USD 61919.46000000 0.146944069518 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 6000.00000000 PA USD 5700.59000000 0.013528346229 Long DBT CORP US N 2 2027-04-01 Variable 0.07750000 N N Y N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 4000.00000000 PA USD 3824.14000000 0.009075251851 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 0.480514098144 Long DBT CORP NL N 2 2029-06-26 Fixed 0.05125000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 5000.00000000 PA USD 5149.74000000 0.012221097415 Long DBT CORP US N 2 2033-03-15 Fixed 0.06750000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 10000.00000000 PA USD 9727.51000000 0.023084825120 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N EUREX DEUTSCHLAND N/A N/A -2.00000000 NC -797.52000000 -0.00189263333 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 -295037.94000000 EUR -797.52000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 138825.50000000 PA USD 116464.78000000 0.276388210244 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 0.202075558847 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 1000.00000000 PA USD 968.89000000 0.002299319785 Long DBT CORP US N 2 2027-01-15 Fixed 0.03500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 10000.00000000 PA USD 10056.90000000 0.023866516483 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 0.592646951649 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05619470 N N N N N N DISH DBS CORP N/A 25470XBB0 3000.00000000 PA USD 2060.51000000 0.004889896079 Long DBT CORP US N 2 2028-07-01 Fixed 0.07375000 N N N N N N SANDISK CORP N/A 80004YAC7 12000.00000000 PA USD 11820.00000000 0.028050614487 Long LON CORP US N 2 2032-02-20 Variable 0.07321470 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 142000.00000000 PA USD 138418.29000000 0.328487148116 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 6000.00000000 PA USD 1785.00000000 0.004236069954 Long DBT CORP US N 2 2026-09-01 Fixed 0.05875000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDJ9 51106.72000000 PA USD 53224.00000000 0.126308452238 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 27000.00000000 PA USD 27391.72000000 0.065004617415 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737FAE8 14000.00000000 PA USD 12443.20000000 0.029529560590 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 125000.00000000 PA USD 126093.76000000 0.299239209050 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06000000 N N N N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638AD1 9000.00000000 PA USD 8309.16000000 0.019718870039 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 0.399051364100 Long DBT CORP US N 2 2028-11-15 Fixed 0.03950000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAF3 1000.00000000 PA USD 807.34000000 0.001915937656 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 0.008032727744 Long EC CORP US N 3 N N N AMER SPORTS CO 549300NRKH9WF70VFC95 02352NAA7 12000.00000000 PA USD 12476.58000000 0.029608776285 Long DBT CORP US N 2 2031-02-16 Fixed 0.06750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 33000.00000000 PA USD 33574.84000000 0.079678078959 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPTC2 88619.10000000 PA USD 72431.66000000 0.171891080483 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.02500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAE6 20000.00000000 PA USD 20946.76000000 0.049709770686 Long DBT CORP US N 2 2028-09-15 Fixed 0.09000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF7L9 72951.60400000 PA USD 62682.96000000 0.148755968347 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 1445000.00000000 PA USD 1360275.59000000 3.228135885886 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 130000.00000000 PA USD 118501.94000000 0.281222693308 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 32000.00000000 PA USD 29870.35000000 0.070886774318 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP N/A 03959KAD2 4000.00000000 PA USD 4021.04000000 0.009542524778 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 0.010560510530 Long DBT CORP US N 2 2029-09-01 Fixed 0.04875000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 5000.00000000 PA USD 4941.93000000 0.011727933439 Long DBT CORP LR N 2 2031-09-30 Fixed 0.05625000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 2000.00000000 PA USD 2059.14000000 0.004886644865 Long DBT CORP US N 2 2031-10-15 Fixed 0.09500000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 20000.00000000 PA USD 15286.85000000 0.036277964134 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N TELUS CORPORATION L2TEUTQ8OSHMJWVLCE40 87971MBW2 130000.00000000 PA USD 116077.82000000 0.275469896726 Long DBT CORP CA N 2 2032-05-13 Fixed 0.03400000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 12000.00000000 PA USD 10806.55000000 0.025645547206 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 7000.00000000 PA USD 7114.08000000 0.016882767809 Long DBT CORP US N 2 2029-03-01 Fixed 0.06375000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 6962.33000000 PA USD 5787.44000000 0.013734454171 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 0.009319899723 Long DBT CORP KY N 2 2034-12-01 Fixed 0.05750000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 16000.00000000 PA USD 15667.44000000 0.037181160696 Long DBT CORP US N 2 2055-03-15 Variable 0.07375000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DG3 2000.00000000 PA USD 2015.65000000 0.004783436640 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 32635.38300000 PA USD 26949.46000000 0.063955068789 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 5000.00000000 PA USD 4924.46000000 0.011686474536 Long EP CORP US N 2 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 7000.00000000 PA USD 7077.72000000 0.016796480132 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 27000.00000000 PA USD 27135.00000000 0.064395382750 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 1000.00000000 PA USD 990.63000000 0.002350912032 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 7000.00000000 PA USD 7129.94000000 0.016920405943 Long DBT CORP US N 2 2033-03-15 Fixed 0.06375000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 2000.00000000 PA USD 2113.65000000 0.005016005187 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AH5 8000.00000000 PA USD 8355.87000000 0.019829719803 Long DBT CORP US N 2 2030-04-15 Fixed 0.10000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 700000.00000000 PA USD 576214.84000000 1.367443345053 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 19000.00000000 PA USD 17762.53000000 0.042153120249 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N FLYNN RESTAURANT GROUP LP 5493008VE8TQONGO3817 34410JAG6 5000.00000000 PA USD 4955.00000000 0.011758950489 Long LON CORP US N 2 2032-01-28 Variable 0.08071620 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 15000.00000000 PA USD 14909.13000000 0.035381578508 Long DBT CORP US N 2 2025-10-01 Fixed 0.05625000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 50000.00000000 PA 41469.98000000 0.098414418084 Long DBT CORP LU N 2 2037-11-13 Fixed 0.00500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AY2 7000.00000000 PA USD 5691.55000000 0.013506892968 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 91296.85400000 PA USD 73382.10000000 0.174146615680 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 75000.00000000 PA USD 74437.50000000 0.176651236537 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 19000.00000000 PA USD 19824.09000000 0.047045508134 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AB3 13000.00000000 PA USD 10989.03000000 0.026078599333 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 18613.84800000 PA USD 15993.77000000 0.037955590225 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 7000.00000000 PA USD 7175.31000000 0.017028075688 Long DBT CORP US N 2 2032-02-15 Fixed 0.08500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 100000.00000000 PA 125515.33000000 0.297866508802 Long DBT CORP IT N 2 2031-08-29 Fixed 0.05125000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 220000.00000000 PA USD 188488.53000000 0.447311259750 Long DBT CORP US N 2 2031-08-15 Fixed 0.02250000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 13000.00000000 PA USD 12394.69000000 0.029414439160 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 663000.00000000 PA USD 644896.99000000 1.530436281753 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 8000.00000000 PA USD 6565.36000000 0.015580573801 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 0.451843237583 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 90593.72300000 PA USD 83960.43000000 0.199250562952 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBR3 13000.00000000 PA USD 12967.74000000 0.030774371870 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N C and W SENIOR FINANCE LTD 213800CG16G1YMJRCG10 12665MAA0 15000.00000000 PA USD 14927.67000000 0.035425576680 Long DBT CORP KY N 2 2033-01-15 Fixed 0.09000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 2000.00000000 PA USD 2004.84000000 0.004757782905 Long DBT CORP LR N 2 2028-04-01 Fixed 0.05500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 7000.00000000 PA USD 7105.92000000 0.016863402918 Long DBT CORP US N 2 2031-11-15 Fixed 0.07125000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAK9 994.80000000 PA USD 962.47000000 0.002284084173 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 0.234851918736 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 29000.00000000 PA USD 26845.92000000 0.063709353000 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAJ8 7000.00000000 PA USD 6037.50000000 0.014327883668 Long LON CORP US N 2 2029-02-19 Variable 0.11326810 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 4000.00000000 PA USD 4205.89000000 0.009981201266 Long DBT CORP US N 2 2032-06-30 Fixed 0.08250000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 23000.00000000 PA USD 23542.32000000 0.055869419835 Long DBT CORP US N 2 2029-09-30 Fixed 0.09000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDH3 47322.92000000 PA USD 49357.39000000 0.117132412772 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 9383.00000000 PA USD 8315.68000000 0.019734342967 Long DBT CORP US N 2 2026-11-01 Variable 0.09250000 N N Y N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FX9 140000.00000000 PA USD 127552.89000000 0.302701941124 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N RAND PARENT LLC N/A 753272AA1 16000.00000000 PA USD 15766.16000000 0.037415437910 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 5000.00000000 PA USD 5265.23000000 0.012495172327 Long DBT CORP US N 2 2035-05-01 Fixed 0.07750000 N N N N N N REWORLD HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 48000.00000000 PA USD 45448.02000000 0.107854897480 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 -700000.00000000 PA USD -544113.22000000 -1.29126143582 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 0.021411470697 Long DBT CORP US N 2 2030-04-01 Fixed 0.04375000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AB6 25000.00000000 PA USD 23206.74000000 0.055073038683 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 -300000.00000000 PA USD -302913.84000000 -0.71885950495 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N MKS INC 549300KEQATBHAGVF505 55306NAB0 5000.00000000 PA USD 4570.46000000 0.010846379990 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 0.005548492232 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 6000.00000000 PA USD 5940.40000000 0.014097450955 Long DBT CORP US N 2 2027-06-01 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 891000.00000000 PA USD 882229.22000000 2.093660891658 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 19596.35100000 PA USD 15751.05000000 0.037379579637 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N ICE FUTURES EUROPE FINANCIALS N/A N/A -1.00000000 NC -1340.21000000 -0.00318051726 N/A DIR CORP GB N 1 ICE FUTURES EUROPE FINANCIALS N/A Short UNITED KINGDOM,G.B. and N.IRELAND LONG GILT FUTURE UNDERLYING 2025-09-26 -121423.11000000 GBP -1340.21000000 N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDE0 23873.72000000 PA USD 25036.23000000 0.059414690011 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N INSIGHT ENTERPRISES INC 529900S8991TYW6YP792 45765UAC7 7000.00000000 PA USD 7132.55000000 0.016926599861 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 5000.00000000 PA USD 5070.06000000 0.012032004948 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 250000.00000000 PA USD 248285.40000000 0.589218108134 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DH1 2000.00000000 PA USD 2002.90000000 0.004753178997 Long DBT CORP CA N 2 2055-04-15 Variable 0.07125000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 24000.00000000 PA USD 23978.95000000 0.056905607635 Long DBT CORP US N 2 2027-03-15 Fixed 0.05125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH4E3 20791.53800000 PA USD 19274.05000000 0.045740181569 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.04000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 70000.00000000 PA USD 70228.29000000 0.166662156418 Long DBT CORP US N 2 2034-04-01 Fixed 0.05350000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC N/A 1726.36000000 0.004096908530 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 2143000.00000000 EUR 2440561.98000000 USD 2025-07-08 1726.36000000 N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAK2 5000.00000000 PA USD 4643.20000000 0.011019002807 Long DBT CORP US N 2 2032-11-15 Fixed 0.07000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 10000.00000000 PA USD 10163.89000000 0.024120419634 Long DBT CORP US N 2 2029-05-15 Fixed 0.09750000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 7000.00000000 PA USD 2549.23000000 0.006049701181 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 0.007903581006 Long LON CORP US N 2 2031-07-01 Variable 0.09049170 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 21000.00000000 PA USD 20121.91000000 0.047752279200 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 6000.00000000 PA USD 5975.62000000 0.014181033243 Long DBT CORP US N 2 2031-10-01 Fixed 0.09750000 N N N N N N DISH DBS CORP N/A 25470XBD6 12000.00000000 PA USD 7889.35000000 0.018722598595 Long DBT CORP US N 2 2029-06-01 Fixed 0.05125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 168000.00000000 PA USD 167416.07000000 0.397303184306 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAN9 3000.00000000 PA USD 2935.77000000 0.006967017977 Long LON CORP US N 2 2031-09-24 Variable 0.09326810 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 7000.00000000 PA USD 7353.62000000 0.017451231785 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 0.047189392123 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 0.083813859661 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAD8 122000.00000000 PA USD 104890.13000000 0.248919847726 Long DBT CORP US N 2 2028-02-15 Fixed 0.05950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 170000.00000000 PA USD 169707.81000000 0.402741823497 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 88104LAG8 43000.00000000 PA USD 40532.46000000 0.096189543965 Long DBT CORP US N 2 2030-01-15 Fixed 0.04750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 7000.00000000 PA USD 6926.58000000 0.016437802478 Long DBT CORP US N 2 2033-01-15 Fixed 0.06000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 50000.00000000 PA USD 51767.43000000 0.122851795424 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 0.292675104214 Long DBT CORP US N 2 2032-06-01 Fixed 0.04150000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 100000.00000000 PA 125693.65000000 0.298289688630 Long DBT CORP GB N 2 2028-11-09 Variable 0.02057000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 N/A 100000.00000000 PA 110884.41000000 0.263145163919 Long EP CORP NL N 2 N N N RACKSPACE FINANCE LLC N/A 75008WAA1 3340.00000000 PA USD 1202.40000000 0.002853473676 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 5971.71000000 PA USD 5516.37000000 0.013091164825 Long LON CORP US N 2 2028-12-29 Variable 0.08076810 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 55024EAG0 1994.93000000 PA USD 1973.05000000 0.004682340517 Long LON CORP US N 2 2030-04-15 Variable 0.06786100 N N N N N N IBERDROLA FINANZAS SAU 5493004PZNZWWBOUV388 N/A 100000.00000000 PA 113312.81000000 0.268908117576 Long DBT CORP ES N 2 2031-09-30 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 70027.68300000 PA USD 56308.36000000 0.133628096341 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 175000.00000000 PA USD 155765.87000000 0.369655530423 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 4000.00000000 PA USD 4090.52000000 0.009707411131 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 0.113138759931 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 10000.00000000 PA USD 9387.01000000 0.022276768079 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 5000.00000000 PA USD 5176.16000000 0.012283795996 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 0.087707341907 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 0.595711872851 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.06069470 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 9937.45100000 PA USD 8870.96000000 0.021052104829 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 0.283209327056 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 0.409290574063 Long DBT CORP US N 2 2033-10-01 Fixed 0.02450000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGT5 250000.00000000 PA USD 250330.74000000 0.594072003552 Long DBT CORP US N 2 2033-05-09 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 100000.00000000 PA USD 100281.25000000 0.237982291372 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 5000.00000000 PA USD 4780.42000000 0.011344646235 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 7000.00000000 PA USD 6534.85000000 0.015508169042 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 0.082080250998 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 7000.00000000 PA USD 7117.00000000 0.016889697403 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 0.017707365695 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 367.57250000 PA USD 367.57000000 0.000872298169 Long LON CORP US N 2 2028-06-09 Variable 0.11594300 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 12000.00000000 PA USD 12190.10000000 0.028928916722 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 96194.70300000 PA USD 97330.84000000 0.230980530502 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 2997.41000000 PA USD 2899.75000000 0.006881537170 Long LON CORP US N 2 2028-01-31 Variable 0.07791000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AG9 10000.00000000 PA USD 9981.12000000 0.023686679295 Long DBT CORP US N 2 2033-05-15 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 916000.00000000 PA USD 882283.23000000 2.093789065404 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 33000.00000000 PA USD 31450.01000000 0.074635541973 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 44.61000000 0.000105866151 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 4507.58000000 USD 4000.00000000 EUR 2025-07-08 44.61000000 N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355XAH0 5000.00000000 PA USD 5037.19000000 0.011953999559 Long DBT CORP US N 2 2033-06-01 Fixed 0.06125000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 21000.00000000 PA USD 20102.03000000 0.047705101009 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 7000.00000000 PA USD 7062.85000000 0.016761191415 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 0.017081424065 Long DBT CORP US N 2 2033-04-01 Fixed 0.06500000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 30000.00000000 PA 30558.45000000 0.072519737755 Long DBT NUSS GB N 2 2033-07-31 Fixed 0.00875000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 8977.10000000 PA USD 8246.27000000 0.019569622734 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 0.008466183305 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 0.278982346260 Long DBT CORP FR N 2 2032-01-10 Variable 0.04042000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 12000.00000000 PA USD 11857.79000000 0.028140295766 Long DBT CORP US N 2 2027-09-15 Fixed 0.04875000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 4000.00000000 PA USD 3795.98000000 0.009008423991 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 21000.00000000 PA USD 19691.06000000 0.046729808198 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 129058.04700000 PA USD 122184.85000000 0.289962785406 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 0.016653758985 Long DBT CORP CA N 2 2029-04-01 Fixed 0.06125000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BZ4 10000.00000000 PA USD 10006.00000000 0.023745723228 Long DBT CORP PA N 2 2031-06-15 Fixed 0.05875000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 7000.00000000 PA USD 7103.22000000 0.016856995417 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 7000.00000000 PA USD 7285.22000000 0.017288908432 Long DBT CORP US N 2 2031-10-01 Fixed 0.08250000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 7000.00000000 PA USD 7094.50000000 0.016836301563 Long DBT CORP LR N 2 2032-03-15 Fixed 0.06250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MZ5 28246.19700000 PA USD 23192.58000000 0.055039434901 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 350000.00000000 PA USD 285236.28000000 0.676908031132 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 0.484445313451 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 19000.00000000 PA USD 18861.13000000 0.044760261118 Long DBT CORP US N 2 2033-03-01 Fixed 0.06375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 250000.00000000 PA USD 171748.05000000 0.407583615858 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 4000.00000000 PA USD 3725.65000000 0.008841520462 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 7000.00000000 PA USD 7342.97000000 0.017425957754 Long DBT CORP US N 2 2033-03-15 Fixed 0.08625000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 8000.00000000 PA USD 7571.05000000 0.017967225449 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 130000.00000000 PA USD 120981.61000000 0.287107318284 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAP6 5000.00000000 PA USD 4970.85000000 0.011796564891 Long LON CORP US N 2 2027-10-30 Variable 0.08676810 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 531000.00000000 PA USD 495655.31000000 1.176263622610 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 0.011269251309 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 0.354979814388 Long ABS-CBDO CORP XX N 2 2038-04-20 Variable 0.05491050 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AZ0 10000.00000000 PA USD 9621.23000000 0.022832606905 Long DBT CORP US N 2 2054-06-15 Variable 0.07875000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 7000.00000000 PA USD 6722.30000000 0.015953015716 Long DBT CORP US N 2 2040-01-17 Variable 0.06646000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 6000.00000000 PA USD 5211.48000000 0.012367615599 Long DBT CORP US N 2 2027-05-01 Fixed 0.07750000 N N N N N N ARIS WATER HOLDINGS LLC 5493007AWQW8ZKCHVV46 04041NAA0 7000.00000000 PA USD 7037.86000000 0.016701886436 Long DBT CORP US N 2 2030-04-01 Fixed 0.07250000 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085RAA8 11000.00000000 PA USD 8286.36000000 0.019664762255 Long DBT CORP US N 2 2029-06-01 Fixed 0.06375000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAL2 4000.00000000 PA USD 4150.00000000 0.009848566000 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N PG and E CORP USD XXXX N N N IQVIA INC 549300PLWY28YB00C717 449934AD0 2000.00000000 PA USD 1993.49000000 0.004730847671 Long DBT CORP US N 2 2026-10-15 Fixed 0.05000000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAE1 1000.00000000 PA USD 806.25000000 0.001913350924 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 -250000.00000000 PA USD -248285.40000000 -0.58921810813 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 31000.00000000 PA USD 29765.03000000 0.070636834325 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 100000.00000000 PA USD 89542.97000000 0.212498759009 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 4000.00000000 PA USD 4138.20000000 0.009820562848 Long DBT CORP US N 2 2028-06-01 Fixed 0.08500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 325500.00000000 PA USD 291068.20000000 0.690748042946 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 2000.00000000 PA USD 1740.64000000 0.004130797089 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 40435WAC4 21000.00000000 PA USD 21347.13000000 0.050659908124 Long DBT CORP MU N 2 2029-06-04 Fixed 0.07500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAM4 1994.90000000 PA USD 1967.47000000 0.004669098348 Long LON CORP US N 2 2028-01-18 Variable 0.08828710 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AC9 5000.00000000 PA USD 4965.96000000 0.011784960196 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 0.276496758054 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWC34 48873.89500000 PA USD 49913.14000000 0.118451290014 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 4000.00000000 PA USD 3320.00000000 0.007878852800 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AY8 7000.00000000 PA USD 7004.48000000 0.016622670741 Long DBT CORP US N 2 2028-08-15 Fixed 0.08000000 N N N N N N WH BORROWER LLC 2549009H920CQUE3R944 92942LAG6 4000.00000000 PA USD 3961.24000000 0.009400610501 Long LON CORP US N 2 2032-02-20 Variable 0.09071990 N N N N N N UNITED RENTALS NORTH AMER INC NGIZXNT70J2LYT3FBI09 911365BR4 7000.00000000 PA USD 7095.26000000 0.016838105156 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 31418ELX6 42144.19500000 PA USD 40953.93000000 0.097189754835 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CLUBCORP HLDGS INC 549300XWSO7KBICXNW37 210374AA2 15000.00000000 PA USD 14625.00000000 0.034707295843 Long DBT CORP US N 2 2025-09-15 Fixed 0.08500000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 7000.00000000 PA USD 5847.82000000 0.013877744873 Long DBT CORP BM N 2 2028-01-15 Fixed 0.07500000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 19000.00000000 PA USD 19377.20000000 0.045984971830 Long DBT CORP US N 2 2028-12-15 Fixed 0.06625000 N N N N N N DPL INC N/A 233293AQ2 38000.00000000 PA USD 36573.19000000 0.086793608566 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 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 0.002237499269 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 7000.00000000 PA USD 6937.81000000 0.016464452935 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 9000.00000000 PA USD 7769.43000000 0.018438010635 Long DBT CORP US N 2 2032-02-01 Fixed 0.03100000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232AB8 20000.00000000 PA USD 19730.54000000 0.046823500098 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 0.231091309071 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 89645.60600000 PA USD 72054.87000000 0.170996901885 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAZ3 5000.00000000 PA USD 4818.75000000 0.011435609015 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 0.585269307798 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 103207.34600000 PA USD 98220.80000000 0.233092537682 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 7000.00000000 PA USD 6915.48000000 0.016411460530 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 0.153050868651 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 0.037908744275 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 6000.00000000 PA USD 4635.05000000 0.010999661647 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 49444.04800000 PA USD 48000.21000000 0.113911623181 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.05000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 23000.00000000 PA USD 21967.04000000 0.052131046570 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 0.595025439667 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 0.268264614646 Long DBT CORP GB N 2 2033-09-16 Fixed 0.03250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 7000.00000000 PA USD 7002.37000000 0.016617663398 Long DBT CORP US N 2 2034-11-01 Fixed 0.06250000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 3000.00000000 PA USD 3151.97000000 0.007480092668 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 4000.00000000 PA USD 3856.82000000 0.009152806342 Long DBT CORP US N 2 2031-09-01 Fixed 0.08250000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 6000.00000000 PA USD 5662.03000000 0.013436837626 Long DBT CORP FR N 2 2030-10-15 Fixed 0.10000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 5000.00000000 PA USD 4878.54000000 0.011577499560 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLC3 300000.00000000 PA USD 300791.79000000 0.713823565325 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 12000.00000000 PA USD 12032.30000000 0.028554433899 Long DBT CORP PA N 2 2033-02-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCQ5 149997.41100000 PA USD 129071.32000000 0.306305400901 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 14000.00000000 PA USD 14450.63000000 0.034293489951 Long DBT CORP US N 2 2030-09-30 Fixed 0.07125000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 7000.00000000 PA USD 6974.32000000 0.016551096584 Long DBT CORP US N 2 2034-03-01 Fixed 0.06375000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AG6 7000.00000000 PA USD 6941.17000000 0.016472426713 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20752KAN3 5276.36600000 PA USD 4852.62000000 0.011515987552 Long LON CORP US N 2 2031-04-03 Variable 0.00000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMK4 205000.00000000 PA USD 207658.59000000 0.492804657614 Long DBT UST US N 2 2032-01-31 Fixed 0.04375000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAY6 40000.00000000 PA USD 40286.99000000 0.095607007219 Long DBT CORP US N 2 2029-10-15 Fixed 0.05400000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 383.30000000 0.000909627794 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 188000.00000000 GBP 253726.02000000 USD 2025-07-08 383.30000000 N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAF3 4000.00000000 PA USD 4100.15000000 0.009730264550 Long DBT CORP US N 2 2030-01-31 Fixed 0.08875000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 5000.00000000 PA USD 4529.14000000 0.010748321497 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 2.00000000 NC USD 3685.86000000 0.008747092886 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 221939.14000000 USD 3685.86000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 40000.00000000 PA USD 32720.57000000 0.077650769447 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAB0 7600.00000000 PA USD 7638.00000000 0.018126107737 Long DBT CORP US N 2 2029-01-31 Variable 0.07775000 N N Y N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 10000.00000000 PA USD 10219.87000000 0.024253268483 Long DBT CORP US N 2 2032-05-15 Fixed 0.06500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 13145.00000000 PA USD 12616.21000000 0.029940139001 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 37.00000000 NS USD 221.63000000 0.000525960887 Long EC CORP US N 1 N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 20000.00000000 PA 26239.75000000 0.062270821614 Long DBT NUSS GB N 2 2034-07-31 Fixed 0.04250000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 8897.00000000 PA USD 7651.42000000 0.018157955389 Long DBT CORP US N 2 2030-11-30 Variable 0.06750000 N N Y N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 2899859.25700000 NS USD 2900439.23000000 6.883172815883 Long STIV RF US N 1 N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 7000.00000000 PA USD 6923.40000000 0.016430255866 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 24000.00000000 PA USD 21257.18000000 0.050446443423 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 1000.00000000 PA USD 919.02000000 0.002180970873 Long DBT CORP US N 2 2036-04-01 Variable 0.06875000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 550241AC7 2000.00000000 PA USD 1942.50000000 0.004609840832 Long DBT CORP US N 2 2030-04-15 Fixed 0.04125000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 7305.00000000 PA USD 8473.18000000 0.020108113845 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 28000.00000000 PA USD 24839.86000000 0.058948674853 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 19320.06600000 PA USD 16600.58000000 0.039395640426 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 70000.00000000 PA USD 62581.34000000 0.148514809003 Long DBT CORP US N 2 2032-03-15 Fixed 0.02950000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBC8 7000.00000000 PA USD 6979.75000000 0.016563982780 Long DBT CORP US N 2 2030-04-15 Fixed 0.06000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 36000.00000000 PA USD 30377.28000000 0.072089794453 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AD8 22000.00000000 PA USD 20475.47000000 0.048591329560 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 3000.00000000 PA USD 2858.99000000 0.006784807640 Long DBT CORP LU N 2 2029-09-15 Fixed 0.09000000 N N N N N N GPD COS INC N/A 64051NAA1 4000.00000000 PA USD 3846.23000000 0.009127674700 Long DBT CORP US N 2 2026-04-01 Fixed 0.10125000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 100000.00000000 PA 106146.41000000 0.251901186640 Long DBT CORP NO N 2 2029-02-23 Variable 0.00250000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCE3 140000.00000000 PA USD 136820.53000000 0.324695426475 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 0.195377252467 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 185143.86000000 PA USD 155293.69000000 0.368534977195 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAG9 1000.00000000 PA USD 1002.44000000 0.002378938915 Long DBT CORP US N 2 2027-08-01 Fixed 0.07000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 100000.00000000 PA 115649.78000000 0.274454094271 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 0.121997912886 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829JAB5 705.88000000 PA USD 677.86000000 0.001608662397 Long LON CORP US N 2 2030-03-15 Variable 0.11864310 N N N N N N CMG MEDIA CORP N/A 88145LAF1 5968.04800000 PA USD 5654.73000000 0.013419513642 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 0.073976447458 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 2000.00000000 PA USD 1840.00000000 0.004366593118 Long DBT CORP US N 2 2029-06-18 Fixed 0.08875000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 7000.00000000 PA USD 7085.87000000 0.016815821292 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 53470.25800000 PA USD 41890.38000000 0.099412089686 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 3000.00000000 PA USD 2527.50000000 0.005998132666 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 300000.00000000 PA USD 302913.84000000 0.718859504959 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 31000.00000000 PA USD 30705.46000000 0.072868614306 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 90000.00000000 PA USD 88475.31000000 0.209965043352 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 233.19750000 PA USD 233.20000000 0.000553418214 Long LON CORP US N 2 2028-06-09 Variable 0.02000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 N/A 4000.00000000 PA USD 3843.76000000 0.009121813023 Long LON CORP US N 2 2029-06-04 Variable 0.13432690 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 250000.00000000 PA USD 250976.56000000 0.595604630273 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWCX8 72625.83000000 PA USD 74646.75000000 0.177147817847 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 2000.00000000 PA USD 1986.04000000 0.004713167715 Long EP CORP BM N 2 N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 34000.00000000 PA USD 33113.69000000 0.078583701559 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 0.302992129715 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 8000.00000000 PA USD 7248.39000000 0.017201505375 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 18000.00000000 PA USD 15525.69000000 0.036844766906 Long DBT CORP US N 2 2030-01-15 Fixed 0.05000000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAC2 5000.00000000 PA USD 5056.18000000 0.011999065647 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 12000.00000000 PA USD 11567.41000000 0.027451180924 Long DBT CORP US N 2 2028-07-15 Fixed 0.09750000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 24000.00000000 PA USD 24056.30000000 0.057089170666 Long DBT CORP PA N 2 2030-03-15 Fixed 0.05750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 645000.00000000 PA USD 576090.82000000 1.367149027185 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAD7 10000.00000000 PA USD 9927.49000000 0.023559407344 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 5000.00000000 PA USD 5009.50000000 0.011888287078 Long DBT CORP SG N 2 2030-07-15 Fixed 0.05875000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CK7 1000.00000000 PA USD 1005.10000000 0.002385251490 Long DBT CORP US N 2 2032-10-15 Fixed 0.10000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 7000.00000000 PA USD 7078.03000000 0.016797215808 Long DBT CORP US N 2 2029-05-15 Fixed 0.06625000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 12000.00000000 PA USD 12474.90000000 0.029604789396 Long DBT CORP US N 2 2029-04-01 Fixed 0.07250000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 14000.00000000 PA USD 14594.96000000 0.034636006464 Long DBT CORP US N 2 2029-02-15 Fixed 0.09000000 N N N N N N SPA HOLDINGS 3 OY 743700UEY0YM039XN974 78475BAB3 5000.00000000 PA USD 4937.50000000 0.011717420391 Long LON CORP FI N 2 2030-05-22 Variable 0.00000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 9000.00000000 PA USD 8989.90000000 0.021334367104 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 0.480369431016 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 100000.00000000 PA 115324.25000000 0.273681563261 Long DBT CORP NL N 2 2030-03-11 Fixed 0.05000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 N/A 100000.00000000 PA 125348.71000000 0.297471094810 Long DBT CORP NL N 2 2029-04-11 Fixed 0.02875000 N N N N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 100000.00000000 PA 117287.74000000 0.278341216479 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N OT MIDCO INC N/A 68877AAA2 8000.00000000 PA USD 6664.97000000 0.015816963116 Long DBT CORP US N 2 2030-02-15 Fixed 0.10000000 N N N N N N TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC N/A 89157UAA5 10000.00000000 PA USD 9943.37000000 0.023597092941 Long DBT CORP JE N 2 2030-05-15 Fixed 0.09500000 N N N N N N BXHPP TRUST 2021-FILM N/A 05609JAA0 250000.00000000 PA USD 238770.90000000 0.566638787361 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 33000.00000000 PA USD 28486.69000000 0.067603143756 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 7000.00000000 PA USD 7130.83000000 0.016922518045 Long DBT CORP KY N 2 2029-04-15 Fixed 0.06875000 N N N N N N EUREX DEUTSCHLAND N/A N/A -3.00000000 NC -446.13000000 -0.00105873271 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BOBL FUT UNDERLYING 2025-09-08 -399645.52000000 EUR -446.13000000 N N N KOHLS CORP 549300JF6LPRTRJ0FH50 500255AU8 6000.00000000 PA USD 5955.09000000 0.014132312506 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 2000.00000000 PA USD 2019.70000000 0.004793047891 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 17000.00000000 PA USD 17906.34000000 0.042494402725 Long DBT CORP FR N 2 2031-04-15 Fixed 0.08500000 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 18000.00000000 PA USD 17069.13000000 0.040507579125 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BR4 10000.00000000 PA USD 10045.87000000 0.023840340656 Long DBT CORP US N 2 2029-03-30 Fixed 0.05050000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 62000.00000000 PA USD 60411.25000000 0.143364863318 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 7000.00000000 PA USD 7106.24000000 0.016864162325 Long DBT CORP US N 2 2033-03-15 Fixed 0.06250000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 45000.00000000 PA USD 43222.61000000 0.102573669224 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 19000.00000000 PA USD 18186.16000000 0.043158457120 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 18840.36500000 PA USD 16041.82000000 0.038069620007 Long LON CORP US N 2 2028-03-04 Variable 0.08561800 N N N N N N IVANHOE MINE LTD 5299006XZISURYIA4G32 46579RAE4 5000.00000000 PA USD 4868.14000000 0.011552818816 Long DBT CORP CA N 2 2030-01-23 Fixed 0.07875000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 N/A 5000.00000000 PA USD 5043.05000000 0.011967906208 Long LON CORP US N 2 2029-12-17 Variable 0.09576810 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAQ1 5000.00000000 PA USD 5042.75000000 0.011967194264 Long DBT CORP US N 2 2032-06-15 Fixed 0.07875000 N N N N N N MATIV INC 549300Z1FU4IDULG1R21 808541AC0 5000.00000000 PA USD 4265.65000000 0.010123020616 Long DBT CORP US N 2 2029-10-01 Fixed 0.08000000 N N N N N N AMN HEALTHCARE 549300H27NUKBFFQEE84 00175PAC7 12000.00000000 PA USD 11026.22000000 0.026166856723 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 228000.00000000 PA USD 194960.10000000 0.462669255960 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP N/A 75606DAS0 2400.00000000 PA USD 2192.44000000 0.005202985552 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 0.318909144769 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 0.282323122236 Long DBT CORP NL N 2 2029-05-23 Variable 0.04500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAH0 8000.00000000 PA USD 7993.14000000 0.018968907671 Long DBT CORP US N 2 2026-02-01 Fixed 0.07125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 546000.00000000 PA USD 540625.31000000 1.282984107676 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 0.021555900510 Long DBT CORP US N 2 2031-06-01 Fixed 0.04250000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAU9 2000.00000000 PA USD 1952.70000000 0.004634046946 Long DBT CORP US N 2 2026-07-15 Fixed 0.03625000 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20752KAR4 1007.83000000 PA USD 763.43000000 0.001811732708 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 0.429615807259 Long DBT CORP US N 2 2030-04-01 Fixed 0.03350000 N N N N N N NATGASOLINE LLC 549300OHXDYMQYZOWC24 63232EAD9 8991.81000000 PA USD 8879.41000000 0.021072157934 Long LON CORP US N 2 2030-03-29 Variable 0.09799170 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAE7 8000.00000000 PA USD 8011.82000000 0.019013238084 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 1.00000000 NC USD 412.35000000 0.000978567756 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-30 207103.28000000 USD 412.35000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 40.55000000 0.000096231168 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 5649.69000000 USD 5000.00000000 EUR 2025-07-08 40.55000000 N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AF9 2000.00000000 PA USD 1634.68000000 0.003879338281 Long DBT CORP US N 2 2029-03-31 Fixed 0.04500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 190000.00000000 PA USD 175075.87000000 0.415481026679 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 14000.00000000 PA USD 13977.43000000 0.033170516112 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 0.458365669932 Long DBT CORP US N 2 2026-07-12 Fixed 0.01300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 68000.00000000 PA USD 66982.80000000 0.158960126908 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 12000.00000000 PA USD 10897.15000000 0.025860554454 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 0.257751139918 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 0.008025038743 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 5000.00000000 PA USD 4999.08000000 0.011863558872 Long DBT CORP CA N 2 2033-03-31 Fixed 0.06750000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 130000.00000000 PA USD 124876.88000000 0.296351372184 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 13000.00000000 PA USD 12991.88000000 0.030831659673 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 250000.00000000 PA USD 217874.13000000 0.517047650365 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 264014.27200000 PA USD 261698.84000000 0.621050192262 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N PRIME HEALTHCARE SERVICES N/A 74165HAC2 5000.00000000 PA USD 5079.95000000 0.012055475386 Long DBT CORP US N 2 2029-09-01 Fixed 0.09375000 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 250000.00000000 PA USD 250144.00000000 0.593628841813 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 6723.63400000 PA USD 6183.66000000 0.014674743043 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 0.302997635419 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 42339.63200000 PA USD 34658.67000000 0.082250168426 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 7997.20700000 PA USD 7032.98000000 0.016690305471 Long LON CORP US N 2 2028-06-29 Variable 0.07676810 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 135000.00000000 PA USD 114556.85000000 0.271860409153 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CQ5 290000.00000000 PA USD 248709.56000000 0.590224702774 Long DBT CORP US N 2 2031-10-14 Fixed 0.02250000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 3000.00000000 PA USD 2393.50000000 0.005680130776 Long DBT CORP US N 2 2031-05-30 Fixed 0.07500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 100000.00000000 PA USD 87433.59000000 0.207492887166 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAD5 97000.00000000 PA USD 94102.07000000 0.223318180033 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.03251000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 40945.28300000 PA USD 40095.97000000 0.095153688405 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 2000.00000000 PA USD 1844.77000000 0.004377913036 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0S97 105982.16900000 PA USD 87881.68000000 0.208556271247 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G84W8 73260.84500000 PA USD 66798.26000000 0.158522186096 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 6000.00000000 PA USD 5760.29000000 0.013670023191 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 2000.00000000 PA USD 1993.44000000 0.004730729013 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 75000.00000000 PA USD 66512.66000000 0.157844414904 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.03500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 141000.00000000 PA USD 91404.39000000 0.216916184967 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 12000.00000000 PA USD 12048.88000000 0.028593780700 Long DBT CORP US N 2 2028-03-01 Fixed 0.08125000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 7000.00000000 PA USD 7330.04000000 0.017395272945 Long DBT CORP US N 2 2030-08-15 Fixed 0.07250000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAK3 18000.00000000 PA USD 18032.63000000 0.042794107641 Long DBT CORP US N 2 2029-06-15 Fixed 0.08250000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 50000.00000000 PA USD 50119.74000000 0.118941582481 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 0.593342877427 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.05619790 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085UAB9 6981.87000000 PA USD 6785.54000000 0.016103093623 Long LON CORP US N 2 2028-06-01 Variable 0.08560780 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 4000.00000000 PA USD 4016.24000000 0.009531133665 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 0.002401175316 Long DBT CORP US N 2 2030-02-15 Variable 0.09781000 N N Y N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAB5 20958.02000000 PA USD 20660.00000000 0.049029246641 Long LON CORP US N 2 2026-10-16 Variable 0.08326810 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 7000.00000000 PA USD 7099.35000000 0.016847811333 Long DBT CORP US N 2 2030-07-01 Fixed 0.06500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 5000.00000000 PA USD 4304.07000000 0.010214196979 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 0.429750839405 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 0.016821160876 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 230000.00000000 PA USD 194419.05000000 0.461385264000 Long DBT CORP US N 2 2031-02-15 Fixed 0.01700000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAG8 17833.76000000 PA USD 17129.33000000 0.040650442660 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 6464.12800000 PA USD 4751.13000000 0.011275136718 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 20000.00000000 PA USD 17801.00000000 0.042244415269 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 0.262158408800 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 0.234080360717 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 13000.00000000 PA USD 12655.46000000 0.030033285077 Long DBT CORP US N 2 2026-06-15 Fixed 0.03375000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QBA1 7000.00000000 PA USD 6812.96000000 0.016168165353 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 0.003319298982 Long LON CORP US N 2 2029-12-10 Variable 0.10176810 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 8000.00000000 PA USD 7992.37000000 0.018967080347 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 5000.00000000 PA USD 4010.40000000 0.009517274478 Long DBT CORP US N 2 2030-04-15 Fixed 0.09500000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 69346EAG2 5000.00000000 PA USD 4390.65000000 0.010419664170 Long LON CORP US N 2 2029-04-23 Variable 0.00000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 100000.00000000 PA 114997.47000000 0.272906065816 Long DBT CORP FI N 2 2034-03-15 Fixed 0.03625000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAT6 14000.00000000 PA USD 14080.79000000 0.033415804734 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 7000.00000000 PA USD 5305.88000000 0.012591640811 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 0.438888599987 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 0.421292107785 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 19071.62100000 PA USD 15748.86000000 0.037374382442 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 7972.05200000 PA USD 7441.43000000 0.017659617949 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 7.00000000 NC USD 5718.85000000 0.013571679920 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2025-09-30 752413.96000000 USD 5718.85000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 23000.00000000 PA USD 21729.85000000 0.051568159493 Long EP CORP US N 2 N N N FNMA/FHLG TBA ISSUER N/A 01F020679 700000.00000000 PA USD 544414.01000000 1.291975255147 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 0.011939570816 Long DBT CORP US N 2 2032-09-15 Fixed 0.07125000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 7000.00000000 PA USD 6999.94000000 0.016611896647 Long DBT CORP US N 2 2033-07-01 Fixed 0.06250000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 20000.00000000 PA USD 19399.98000000 0.046039032151 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 282.00000000 NS USD 6790.56000000 0.016115006828 Long EP CORP US N 3 N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 549300ZWL4J1LYMOWK56 91740PAF5 5000.00000000 PA USD 4998.19000000 0.011861446770 Long DBT CORP US N 2 2027-09-01 Fixed 0.06875000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAF7 7000.00000000 PA USD 7056.32000000 0.016745694756 Long DBT CORP US N 2 2032-09-15 Fixed 0.06125000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 14000.00000000 PA USD 13916.84000000 0.033026727048 Long DBT CORP KY N 2 2031-11-29 Fixed 0.08250000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AG7 5013.74000000 PA USD 4825.72000000 0.011452149859 Long DBT CORP US N 3 2030-06-23 Variable 0.07958330 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 7000.00000000 PA USD 7218.76000000 0.017131188987 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 0.442935791057 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 7000.00000000 PA USD 7091.99000000 0.016830344960 Long DBT CORP US N 2 2030-04-01 Fixed 0.07875000 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 100000.00000000 PA 124035.69000000 0.294355103453 Long DBT CORP GB N 2 2034-11-30 Fixed 0.04625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 100000.00000000 PA USD 88703.08000000 0.210505575371 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 109000.00000000 PA USD 96266.92000000 0.228455690420 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 18000.00000000 PA USD 19095.82000000 0.045317215324 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 23000.00000000 PA USD 22425.28000000 0.053218518108 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 12000.00000000 PA USD 12228.94000000 0.029021089807 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 -0.48477902558 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 -175000.00000000 PA USD -176756.84000000 -0.41947021800 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 6977.51000000 PA USD 6619.15000000 0.015708225455 Long LON CORP US N 2 2028-07-03 Variable 0.08324170 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQW29 64500.53400000 PA USD 50955.15000000 0.120924134414 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAC5 1261.00000000 PA USD 977.28000000 0.002319230501 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 45000.00000000 PA USD 40995.44000000 0.097288264227 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 12000.00000000 PA USD 12098.70000000 0.028712010955 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 0.011563165743 Long LON CORP US N 2 2032-10-09 Variable 0.09457590 N N N N N N LEVI STRAUSS and CO MB0UERO0RDFKU8258G77 52736RBJ0 2000.00000000 PA USD 1787.31000000 0.004241551927 Long DBT CORP US N 2 2031-03-01 Fixed 0.03500000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CT4 210000.00000000 PA USD 186766.16000000 0.443223820082 Long DBT CORP US N 2 2031-04-01 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 200000.00000000 PA USD 162234.38000000 0.385006264798 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 987.19600000 PA USD 808.68000000 0.001919117675 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 9000.00000000 PA USD 8904.69000000 0.021132151126 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 0.192686363189 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 7000.00000000 PA USD 7108.03000000 0.016868410261 Long DBT CORP US N 2 2032-04-01 Fixed 0.06125000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -157.19000000 -0.00037303520 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 68440.04000000 USD 60000.00000000 EUR 2025-07-08 -157.19000000 N N N SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC N/A 87190GAC5 470481.10000000 PA USD 470654.24000000 1.116932372497 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.05611080 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 222000.00000000 PA USD 223855.78000000 0.531242993694 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N ADVANTAGE SALES and MARKETING INC DEL 549300T4O24KQDED1182 00775PAA5 6000.00000000 PA USD 4582.48000000 0.010874905234 Long DBT CORP US N 2 2028-11-15 Fixed 0.06500000 N N N N N N LUMEN TECHNOLOGIES 8M3THTGWLTYZVE6BBY25 156700BD7 1000.00000000 PA USD 885.00000000 0.002100236363 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 8000.00000000 PA USD 7415.13000000 0.017597204145 Long DBT CORP KY N 2 2031-01-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQC96 52160.93300000 PA USD 40832.01000000 0.096900420578 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAA6 5000.00000000 PA USD 4612.50000000 0.010946147150 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 0.079912213784 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 7000.00000000 PA USD 7212.77000000 0.017116973828 Long DBT CORP US N 2 2031-02-01 Fixed 0.06875000 N N N N N N EMERGENT BIOSOLUTIONS INC 549300YW6TUOX8BE5103 29089QAC9 9000.00000000 PA USD 6816.78000000 0.016177230780 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAB3 8000.00000000 PA USD 7838.01000000 0.018600761155 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 49.00000000 NS USD 293.51000000 0.000696542796 Long EC CORP US N 1 N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 7000.00000000 PA USD 6924.16000000 0.016432059459 Long DBT CORP US N 2 2031-09-20 Fixed 0.09875000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 7000.00000000 PA USD 6914.45000000 0.016409016187 Long DBT CORP US N 2 2034-10-15 Fixed 0.06250000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 29000.00000000 PA USD 25276.40000000 0.059984649071 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 0.027153564379 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 46590.49400000 PA USD 41015.20000000 0.097335157640 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 10000.00000000 PA USD 8200.09000000 0.019460030740 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N SALLY HOLDINGS LLC / SALLY CAP INC N/A 79546VAQ9 7000.00000000 PA USD 7111.80000000 0.016877357031 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 150000.00000000 PA USD 145549.59000000 0.345410781542 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJD6 70329.69500000 PA USD 66430.33000000 0.157649033593 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04500000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 7271.00000000 PA USD 4680.44000000 0.011107378855 Long DBT CORP US N 2 2030-01-15 Fixed 0.12750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 7000.00000000 PA USD 7159.01000000 0.016989393368 Long DBT CORP CA N 2 2032-06-01 Fixed 0.07000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 5000.00000000 PA USD 5394.00000000 0.012800762651 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 5000.00000000 PA USD 5037.66000000 0.011955114938 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 0.000308319444 Long EC CORP US N 3 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AL6 3842.00000000 PA USD 3947.58000000 0.009368193294 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 13000.00000000 PA USD 13053.73000000 0.030978438904 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 0.309885057998 Long DBT CORP US N 2 2028-05-28 Fixed 0.01750000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 7000.00000000 PA USD 7053.87000000 0.016739880542 Long DBT CORP US N 2 2030-04-15 Fixed 0.06500000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAC0 7000.00000000 PA USD 6795.60000000 0.016126967496 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 0.145972027919 Long DBT CORP US N 2 2033-01-21 Variable 0.02943000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBE5 35000.00000000 PA USD 35069.19000000 0.083224393321 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 8000.00000000 PA USD 3840.00000000 0.009112889985 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 57000.00000000 PA USD 48789.44000000 0.115784583119 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 22000.00000000 PA USD 22902.02000000 0.054349892892 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 50000.00000000 PA USD 40171.33000000 0.095332528871 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 25000.00000000 PA USD 25365.09000000 0.060195123605 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 4000.00000000 PA USD 3212.52000000 0.007623786806 Long DBT CORP US N 2 2029-01-15 Fixed 0.06250000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 1000.00000000 PA USD 965.63000000 0.002291583322 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 30000.00000000 PA USD 16233.30000000 0.038524030469 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 0.089061935033 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 0.009952652290 Long DBT CORP US N 2 2028-11-15 Fixed 0.09750000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925DAA7 8000.00000000 PA USD 5807.17000000 0.013781276390 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 0.002321200214 Long DBT CORP IT N 2 2035-06-30 Variable 0.05459000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBE4 12000.00000000 PA USD 12144.00000000 0.028819514579 Long DBT CORP US N 2 2030-10-15 Fixed 0.06500000 N N N N N N OWENS and MINOR INC 549300LMT5KQQXCEZ733 690732AG7 14000.00000000 PA USD 11856.17000000 0.028136451265 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 0.015588096681 Long DBT CORP US N 2 2030-05-15 Fixed 0.06375000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AT2 10000.00000000 PA USD 9877.00000000 0.023439587080 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06875000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 7000.00000000 PA USD 6936.63000000 0.016461652620 Long DBT CORP US N 2 2033-02-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWN82 124987.99600000 PA USD 123813.72000000 0.293828335695 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.05500000 N N N N N N NUMERICABLE US LLC N/A N/A 997.45000000 PA USD 888.04000000 0.002107450735 Long LON CORP US N 2 2026-08-14 Variable 0.10500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 100000.00000000 PA 113174.84000000 0.268580694286 Long DBT CORP IE N 2 2031-05-30 Variable 0.02875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 49000.00000000 PA USD 44275.52000000 0.105072380941 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 0.240412798804 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 9000.00000000 PA USD 9131.90000000 0.021671354182 Long DBT CORP US N 2 2033-05-15 Fixed 0.08000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 19000.00000000 PA USD 19550.73000000 0.046396784278 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 0.294956079562 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AA1 7000.00000000 PA USD 7005.36000000 0.016624759111 Long DBT CORP AU N 2 2027-05-01 Fixed 0.08125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMCY0 53144.47300000 PA USD 47736.56000000 0.113285942596 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 456873AD0 130000.00000000 PA USD 127727.43000000 0.303116150452 Long DBT CORP IE N 2 2029-03-21 Fixed 0.03800000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 29000.00000000 PA 38953.59000000 0.092442651097 Long DBT NUSS GB N 2 2032-06-07 Fixed 0.04250000 N N N N N N CEC ENTERTAINMENT LLC N/A 125137AC3 8000.00000000 PA USD 7869.95000000 0.018676559516 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 0.146713731731 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A -1391.03000000 -0.00330112066 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 171000.00000000 GBP 229043.04000000 USD 2025-07-08 -1391.03000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 37572.80500000 PA USD 34868.68000000 0.082748553329 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 250000.00000000 PA USD 248051.03000000 0.588661913336 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 500000.00000000 PA USD 486367.19000000 1.154221535179 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 8000.00000000 PA USD 7311.18000000 0.017350515365 Long DBT CORP US N 2 2029-02-01 Fixed 0.02850000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 31000.00000000 PA USD 30652.03000000 0.072741816985 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 0.016926765981 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