0001752724-25-207946.txt : 20250827
0001752724-25-207946.hdr.sgml : 20250827
20250827120401
ACCESSION NUMBER: 0001752724-25-207946
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250630
FILED AS OF DATE: 20250827
DATE AS OF CHANGE: 20250827
PERIOD START: 20251231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL SERIES FUND
CENTRAL INDEX KEY: 0000711175
ORGANIZATION NAME:
EIN: 860446842
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03623
FILM NUMBER: 251261840
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000711175
S000002206
PSF PGIM TOTAL RETURN BOND PORTFOLIO
C000005704
Class I
C000226561
Class III
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000711175
XXXXXXXX
S000002206
C000005704
C000226561
Prudential Series Fund
811-03623
0000711175
5493007AGJZME68YC130
655 Broad Street
Newark
07102-4077
1-888-778-2888
PSF PGIM Total Return Bond Portfolio
S000002206
N75U9NXS8Z74P7XDOS51
2025-12-31
2025-06-30
N
2657616356.91
185263769.11
2472352587.80
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
891908.75000000
86980693.80000000
0.00000000
5967684.22000000
EUR
USD
N
PSF PGIM Total Return Bond Portfolio - ExDerivatives
N/A
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAB6
335000.00000000
PA
USD
345562.30000000
0.013977063858
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
15000.00000000
PA
USD
14553.17000000
0.000588636510
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-11.00000000
NC
1998.82000000
0.000080846882
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
BUNDESSCHATZANWEISUNGEN
2025-09-08
-1351043.56000000
USD
1998.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
1296000.00000000
NC
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2025-06-30
1296000.00000000
USD
1.02000000
EUR
2025-06-30
XXXX
-5.88000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052686
2500000.00000000
PA
USD
2501229.95000000
0.101168011486
Long
ABS-MBS
USGA
US
N
2
2055-08-15
Fixed
5.50000000
N
N
N
N
N
N
DUKE UNIVERSITY HEALTH
SYIJ9BNVFR17R33OPQ57
Duke University Health System Inc
26443CAA1
25000.00000000
PA
USD
19784.12000000
0.000800214342
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.92000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CE2
2190000.00000000
PA
USD
1930320.99000000
0.078076282465
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.70000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAS7
305000.00000000
PA
USD
281049.78000000
0.011367706264
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25000000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
Shell Finance US Inc
822905AG0
10000.00000000
PA
USD
6848.13000000
0.000276988405
Long
DBT
CORP
US
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAC9
3829411.76000000
PA
USD
3733730.08000000
0.151019320562
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
3.23900000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AX3
705000.00000000
PA
USD
697202.42000000
0.028199959157
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAC8
201000.00000000
PA
USD
194869.50000000
0.007881946165
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
Goodleap Sustainable Home Solutions Trust 2023-3
38237CAA6
417026.25000000
PA
USD
399357.26000000
0.016152925030
Long
ABS-O
CORP
US
N
2
2055-07-20
Fixed
6.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
254900UJENIYH5UEYD42
BRAVO Residential Funding Trust 2024-CES1
10570NAA6
1131362.51000000
PA
USD
1142253.57000000
0.046201078909
Long
ABS-MBS
CORP
US
N
2
2054-04-25
Variable
6.37700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
1230000.00000000
PA
USD
883264.26000000
0.035725659210
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
OCS Group Investments Limited
54930002RKY3Y4LURL90
OCS GROUP HOLDINGS LTD
000000000
625000.00000000
PA
853187.77000000
0.034509146236
Long
LON
CORP
GB
N
2
2031-11-27
Floating
9.96140000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQKT8
41721.96000000
PA
USD
38198.38000000
0.001545021538
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
25000.00000000
PA
USD
24824.08000000
0.001004067143
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
25000.00000000
PA
USD
17870.28000000
0.000722804671
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
Generate CLO Ltd.
5493009C48K5WG4EX118
Generate CLO 2 Ltd
370910AC5
1500000.00000000
PA
USD
1506000.00000000
0.060913641825
Long
ABS-CBDO
CORP
KY
N
2
2037-10-22
Floating
5.68934000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS ZAR PUT
000000000
-736000.00000000
NC
USD
-49.81000000
-0.00000201468
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
ZAR
2025-07-03
-736000.00000000
USD
18.20000000
USD
2025-07-03
XXXX
5389.76000000
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAG4
139000.00000000
PA
USD
125906.78000000
0.005092589973
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
6.60352000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZAR CALL VERSUS USD PUT
000000000
896000.00000000
NC
USD
18.43000000
0.000000745443
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
ZAR
N/A
USD
2025-07-29
896000.00000000
USD
16.00000000
USD
2025-07-29
XXXX
16.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS CITIGROUP INC
000000000
1.00000000
NC
USD
8140.76000000
0.000329271805
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CITIGROUP INC
Citigroup Inc
Y
Default Event
2025-12-20
7283.48000000
USD
0.00000000
USD
2120000.00000000
USD
857.28000000
N
N
N
Cent CLO LP
N/A
Columbia Cent CLO 33 Ltd
19737PAA2
1500000.00000000
PA
USD
1505459.40000000
0.060891776012
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.86947000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FP3
10000.00000000
PA
USD
9387.97000000
0.000379718089
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.50000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGH8
90542.67000000
PA
USD
88166.40000000
0.003566093300
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
6.52451900
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC43
1986970.68000000
PA
USD
1795843.77000000
0.072637041288
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
25000.00000000
PA
USD
24717.93000000
0.000999773661
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
4292.84000000
0.000173633810
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2635500.00000000
USD
226890195.00000000
INR
2025-08-29
4292.84000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC92
759700.62000000
PA
USD
687333.51000000
0.027800788341
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BMARK 2023-V4
081926AC1
5900000.00000000
PA
USD
6276394.63000000
0.253863249965
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
6.84094000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
225000.00000000
PA
USD
233846.94000000
0.009458478582
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.62500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS MXN PUT
000000000
-1479000.00000000
NC
USD
-798.08000000
-0.00003228018
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2025-07-08
-1479000.00000000
USD
19.40000000
USD
2025-07-08
XXXX
10785.82000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EH9
1420000.00000000
PA
USD
1467594.93000000
0.059360260233
Long
DBT
CORP
US
N
2
2055-03-10
Fixed
7.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
45000.00000000
PA
USD
43744.74000000
0.001769356855
Long
DBT
CORP
US
Y
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GY3
5000.00000000
PA
USD
2917.77000000
0.000118015934
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-ACNT
05609QAJ5
2871949.90000000
PA
USD
2866564.99000000
0.115944829396
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.62348000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AS8
10000.00000000
PA
USD
10415.25000000
0.000421268796
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.00000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
35000.00000000
PA
USD
30267.46000000
0.001224237196
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-LBA6
12433EAN1
5000000.00000000
PA
USD
4984375.00000000
0.201604537499
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.01176000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAH7
10000.00000000
PA
USD
9294.31000000
0.000375929794
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac - STACR
529900WZAMS87JCAOC53
Freddie Mac STACR REMIC Trust 2025-DNA1
35564NGA5
3900000.00000000
PA
USD
3895156.98000000
0.157548603674
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
5.65517000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS UNITEDHEALTH GROUP INC
000000000
1.00000000
NC
USD
9668.73000000
0.000391074074
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
UNITEDHEALTH GROUP INC
UnitedHealth Group Inc
Y
Default Event
2026-06-20
8703.77000000
USD
0.00000000
USD
1245000.00000000
USD
964.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-87834.86000000
-0.00355268340
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-40910721.00000000
CZK
1862562.56000000
USD
2025-07-22
-87834.86000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
3065867.21000000
PA
USD
2609100.64000000
0.105531090220
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
20000.00000000
PA
USD
17343.99000000
0.000701517659
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
370503.75000000
PA
USD
279057.09000000
0.011287107323
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
145000.00000000
PA
USD
104945.85000000
0.004244776837
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
850000.00000000
PA
USD
828707.42000000
0.033518982045
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BZ6
10000.00000000
PA
USD
8709.99000000
0.000352295624
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FE3
35000.00000000
PA
USD
25819.57000000
0.001044332031
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.95000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
300000.00000000
PA
USD
313482.00000000
0.012679502169
Long
DBT
CORP
CA
Y
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAN8
385000.00000000
PA
USD
393608.60000000
0.015920407224
Long
DBT
CORP
CA
N
2
2032-08-15
Fixed
6.62500000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
Empire State Development Corp
64985TDM0
20000.00000000
PA
USD
16660.97000000
0.000673891340
Long
DBT
MUN
US
N
2
2035-03-15
Fixed
2.59000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
45413.38000000
PA
USD
40664.88000000
0.001644784817
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
30000.00000000
PA
USD
29177.56000000
0.001180153678
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
2640000.00000000
PA
USD
2433184.32000000
0.098415749113
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XJW8
10250.94000000
PA
USD
10489.77000000
0.000424282930
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AJE96
153278.68000000
PA
USD
120469.33000000
0.004872659773
Long
DBT
USGSE
US
N
2
2035-03-19
Fixed
2.05000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AC3
360000.00000000
PA
USD
383582.96000000
0.015514897102
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
7.12500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
191332.87000000
PA
USD
180352.15000000
0.007294758477
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
4000000.00000000
PA
USD
4211992.33000000
0.170363739815
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
CNH CALL VERSUS USD PUT
000000000
17861000.00000000
NC
USD
57738.97000000
0.002335385748
N/A
DFE
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
DE
US
N/A
CNY
N/A
USD
2025-09-24
17861000.00000000
USD
7.00000000
USD
2025-09-24
XXXX
-6149.83000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409BG68
44090.71000000
PA
USD
45681.80000000
0.001847705712
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
115000.00000000
PA
USD
108509.82000000
0.004388929820
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4V45
1279335.50000000
PA
USD
1243783.52000000
0.050307691796
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
CASSA DEPOSITI E PRESTIT
81560029E2CE4D14F425
Cassa Depositi e Prestiti SpA
147918AB2
600000.00000000
PA
USD
605693.76000000
0.024498680446
Long
DBT
NUSS
IT
N
2
2026-05-05
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5H7
1082186.94000000
PA
USD
1090487.35000000
0.044107274802
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
5.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
254900AZU85EXAPTTF77
Bravo Residential Funding Trust 2025-Ces1
10569PAA4
289778.72000000
PA
USD
291995.96000000
0.011810449748
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.70300000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDP8
1180000.00000000
PA
USD
1097289.67000000
0.044382410316
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
Capital Street Master Trust
N/A
Capital Street Master Trust
14051LAA0
2700000.00000000
PA
USD
2698552.53000000
0.109149178127
Long
ABS-O
CORP
US
N
2
2028-10-16
Floating
5.65385000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297BC67
55328.51000000
PA
USD
56502.74000000
0.002285383576
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
6.00000000
N
N
N
N
N
N
FREEDOM MORTGAGE HOLD
254900ROJ91RGM43S156
Freedom Mortgage Holdings LLC
35641AAC2
450000.00000000
PA
USD
454125.29000000
0.018368144262
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
8.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R05
20754XAC7
250000.00000000
PA
USD
250915.18000000
0.010148842897
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Floating
6.00517000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE82
1013801.12000000
PA
USD
1016262.74000000
0.041105089339
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417G3Y0
346056.33000000
PA
USD
312550.40000000
0.012641821459
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HD8
10000.00000000
PA
USD
8676.08000000
0.000350924056
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HMBM1
7503280.00000000
PA
USD
7513914.40000000
0.303917589953
Long
ABS-MBS
USGSE
US
N
2
2055-07-25
Floating
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2024-277P Mortgage Trust
12654FAA8
1100000.00000000
PA
USD
1159424.75000000
0.046895606869
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Fixed
6.33800000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
40000.00000000
PA
USD
36183.73000000
0.001463534375
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
1380000.00000000
PA
USD
1525769.24000000
0.061713254312
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290XNZ9
16837.54000000
PA
USD
17062.27000000
0.000690122844
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
101758.09000000
0.004115840535
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-12582124.95000000
USD
205416331500.00000000
IDR
2025-09-17
101758.09000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAE3
380000.00000000
PA
USD
379866.81000000
0.015364588848
Long
DBT
CORP
FR
N
2
2026-04-01
Fixed
4.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UC0
690000.00000000
PA
USD
630271.88000000
0.025492799170
Long
DBT
UST
US
N
2
2054-08-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EVU5
57172.87000000
PA
USD
58441.88000000
0.002363816564
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
31000.00000000
PA
USD
30239.35000000
0.001223100222
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BL4
6000.00000000
PA
USD
5583.19000000
0.000225824990
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.92000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C40
95000YAX3
1370000.00000000
PA
USD
1341795.81000000
0.054272024816
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.31700000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BJ3
10000.00000000
PA
USD
9506.49000000
0.000384511903
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
126142.79000000
PA
USD
125163.65000000
0.005062532367
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
25000.00000000
PA
USD
20177.14000000
0.000816110942
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
40000.00000000
PA
USD
38852.06000000
0.001571461133
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCD5
94775.14000000
PA
USD
89344.88000000
0.003613759640
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BY4
295000.00000000
PA
USD
271904.45000000
0.010997802309
Long
DBT
CORP
KY
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
60000.00000000
PA
USD
57821.52000000
0.002338724674
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
70000.00000000
PA
USD
69307.44000000
0.002803299187
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAA4
300000.00000000
PA
USD
292246.08000000
0.011820566429
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
2.32000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAB8
3141159.53000000
PA
USD
3078332.88000000
0.124510269902
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.16400000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust 2024-1
38237BAA8
1636564.64000000
PA
USD
1594293.81000000
0.064484888517
Long
ABS-O
CORP
US
N
2
2057-06-20
Fixed
6.25000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EN6
5000.00000000
PA
USD
4444.35000000
0.000179761981
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AP8
5000.00000000
PA
USD
4982.89000000
0.000201544473
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632MV0
695000.00000000
PA
USD
677621.77000000
0.027407974628
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AE1
861414.38000000
PA
USD
842413.39000000
0.034073351598
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.25400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
2690000.00000000
PA
USD
2033634.17000000
0.082255022201
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2175000.00000000
PA
2450752.58000000
0.099126337889
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2D2
4325000.00000000
PA
USD
4359340.50000000
0.176323576237
Long
DBT
CORP
FR
N
2
2035-11-19
Fixed
5.90600000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
5000.00000000
PA
USD
3386.51000000
0.000136975203
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS KRW PUT
000000000
-1475000.00000000
NC
USD
-895.70000000
-0.00003622865
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS KRW PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
KRW
2025-07-10
-1475000.00000000
USD
1390.00000000
USD
2025-07-10
XXXX
8140.15000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
850000.00000000
PA
USD
811385.78000000
0.032818368383
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
330000.00000000
PA
USD
288646.88000000
0.011674988487
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD5 Mortgage Trust
12515HAY1
3500000.00000000
PA
USD
3407680.15000000
0.137831479491
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.17100000
N
N
N
N
N
N
COLT Funding LLC
213800M5KYYIOHI7KW93
COLT 2025-INV2 Mortgage Loan Trust
12673UAA2
2790615.12000000
PA
USD
2806200.43000000
0.113503245606
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.60100000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
435000.00000000
PA
USD
429359.28000000
0.017366425894
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES5
74938KAA5
813646.76000000
PA
USD
817612.31000000
0.033070214743
Long
ABS-MBS
CORP
US
N
2
2044-08-25
Variable
5.84600000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
50000.00000000
PA
USD
36298.81000000
0.001468189051
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
100000.00000000
PA
USD
99801.29000000
0.004036693248
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
5000.00000000
PA
USD
4758.15000000
0.000192454345
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
280000.00000000
PA
USD
267769.05000000
0.010830536523
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3D0
174378.76000000
PA
USD
154062.13000000
0.006231398011
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
1858000.00000000
PA
USD
1602034.33000000
0.064797971693
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P5
17325DAC7
2163496.46000000
PA
USD
2119594.36000000
0.085731880252
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.68400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1900000.00000000
PA
USD
1822792.44000000
0.073727042372
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TWD PUT
000000000
2986000.00000000
NC
USD
63.27000000
0.000002559101
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TWD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
TWD
2025-07-29
2986000.00000000
USD
32.00000000
USD
2025-07-29
XXXX
12.57000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
179000.00000000
PA
USD
218567.91000000
0.008840482990
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C5
46590TAD7
1321098.93000000
PA
USD
1292147.97000000
0.052263903472
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.41400000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
10000.00000000
PA
USD
9955.61000000
0.000402677597
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
1128.00000000
NC
USD
2129732.73000000
0.086141949999
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-19
124347267.27000000
USD
2129732.73000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2W7
1293660.48000000
PA
USD
1180258.71000000
0.047738284410
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VHA5
633511.43000000
PA
USD
637159.97000000
0.025771403850
Long
DBT
CORP
US
N
2
2037-07-02
Fixed
5.40100000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
775000.00000000
PA
914703.31000000
0.036997284065
Long
DBT
CORP
GB
N
2
2031-07-01
Fixed
8.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-RPL1 LLC
74390WAE2
101000.00000000
PA
USD
89528.12000000
0.003621171205
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
4.00000000
N
N
N
N
N
N
Regatta VII Funding Ltd
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd
75888ABE5
3250000.00000000
PA
USD
3258556.93000000
0.131799847080
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
5.73051000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896517AA7
30000.00000000
PA
USD
22134.84000000
0.000895294631
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
3.43400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
-747000.00000000
NC
USD
-5364.37000000
-0.00021697431
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TWD
N/A
USD
2025-08-27
-747000.00000000
USD
27.70000000
USD
2025-08-27
XXXX
1627.55000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
50000.00000000
PA
USD
50904.43000000
0.002058947022
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
1805000.00000000
PA
USD
1666984.34000000
0.067425024578
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
200000.00000000
PA
USD
199364.00000000
0.008063736579
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
75000.00000000
PA
USD
75468.30000000
0.003052489372
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834QH4
865000.00000000
PA
USD
303227.80000000
0.012264747410
Long
DBT
UST
US
N
2
2046-05-15
None
0.00000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CU9
1290000.00000000
PA
USD
1272228.58000000
0.051458217823
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EL57
834935.12000000
PA
USD
851341.65000000
0.034434475656
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
400000.00000000
PA
USD
401860.00000000
0.016254154119
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.40000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CF8
2550000.00000000
PA
USD
2217683.54000000
0.089699323265
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES3
89183EAA9
908871.25000000
PA
USD
917410.00000000
0.037106762381
Long
ABS-MBS
CORP
US
N
2
2064-05-25
Variable
6.29000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
153494.43000000
0.006208436076
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-08
0.00000000
USD
-184608.43000000
USD
-3946000.00000000
GBP
338102.86000000
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AT6
380000.00000000
PA
USD
393568.93000000
0.015918802679
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.90000000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
Shell Finance US Inc
822905AE5
20000.00000000
PA
USD
15934.51000000
0.000644507991
Long
DBT
CORP
US
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLJG2
947706.05000000
PA
USD
859778.63000000
0.034775728763
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
15000.00000000
PA
USD
9216.22000000
0.000372771264
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
90000.00000000
PA
USD
88291.87000000
0.003571168223
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AU6
15000.00000000
PA
USD
11434.99000000
0.000462514531
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RVU9
21772.26000000
PA
USD
22270.55000000
0.000900783735
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGT1
391814.67000000
PA
USD
385923.89000000
0.015609581412
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
20000.00000000
PA
USD
19169.78000000
0.000775365944
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1200000.00000000
PA
USD
1195644.17000000
0.048360584808
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HR1
15000.00000000
PA
USD
10728.97000000
0.000433957925
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
10000.00000000
PA
USD
9234.13000000
0.000373495675
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
1494000.00000000
NC
USD
124.89000000
0.000005051463
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
TWD
N/A
USD
2025-08-27
1494000.00000000
USD
21.00000000
USD
2025-08-27
XXXX
-39.45000000
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAZ2
9150825.87000000
PA
USD
9010269.18000000
0.364441108621
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.36200000
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
254900KJZFJF5PZOFD13
Bain Capital Credit CLO 2024-2 Ltd
056921AA7
7500000.00000000
PA
USD
7531495.50000000
0.304628698073
Long
ABS-CBDO
CORP
KY
N
2
2037-07-15
Floating
5.77610000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
6062921.03000000
PA
USD
4824097.77000000
0.195121755440
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS ZAR PUT
000000000
736000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2025-07-03
736000.00000000
USD
21.00000000
USD
2025-07-03
XXXX
-29.93000000
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
1600000.00000000
PA
2184380.30000000
0.088352296949
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYK2
5812.11000000
PA
USD
5998.85000000
0.000242637317
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAQ9
350000.00000000
PA
USD
359408.38000000
0.014537100483
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.75000000
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
JPY/USD FORWARD
000000000
1.00000000
NC
USD
9487.25000000
0.000383733697
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-91136078.00000000
JPY
644000.00000000
USD
2025-07-22
9487.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/JPY FORWARD
000000000
1.00000000
NC
USD
11118.13000000
0.000449698398
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-544000.00000000
USD
79732502.00000000
JPY
2025-07-22
11118.13000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AJ5
220000.00000000
PA
USD
226017.00000000
0.009141778608
Long
DBT
CORP
CA
N
2
2032-04-01
Fixed
6.87500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DA4
6085000.00000000
PA
USD
6261138.85000000
0.253246194773
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
2390000.00000000
PA
USD
2475593.84000000
0.100131099917
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.58200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DW7
98000.00000000
PA
USD
99489.88000000
0.004024097553
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.00000000
N
N
N
N
N
N
Diamond Sports Net, LLC
549300MPO5H6LGX4RJ82
DIAMOND SPORTS NET LLC
25277EAB8
151887.71000000
PA
USD
136319.22000000
0.005513745113
Long
LON
CORP
US
N
2
2028-01-02
Fixed
15.00000000
N
N
N
N
N
N
Shamrock Residential
N/A
Shamrock Residential
000000000
305959.12000000
PA
360339.67000000
0.014574768654
Long
ABS-MBS
CORP
IE
N
2
2071-06-24
Floating
2.89900000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CU3
5000.00000000
PA
USD
3049.27000000
0.000123334754
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
625000.00000000
PA
USD
619337.50000000
0.025050532964
Long
DBT
CORP
BM
Y
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LYNG4
1481908.20000000
PA
USD
1293136.30000000
0.052303878758
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CS6
4000.00000000
PA
USD
2414.76000000
0.000097670535
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQW3
1110000.00000000
PA
USD
1102508.53000000
0.044593499140
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAJ9
25000.00000000
PA
USD
24955.99000000
0.001009402547
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
35000.00000000
PA
USD
34291.46000000
0.001386997152
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
1575000.00000000
PA
USD
1557413.32000000
0.062993172077
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAE8
40000.00000000
PA
USD
38951.26000000
0.001575473506
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
3307000.00000000
PA
USD
3522181.64000000
0.142462756217
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
870000.00000000
PA
USD
803926.71000000
0.032516669101
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
100000.00000000
PA
USD
103000.00000000
0.004166072448
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
7.20517000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
1500000.00000000
PA
USD
1731157.50000000
0.070020655975
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DD8
2125000.00000000
PA
USD
2221657.31000000
0.089860051554
Long
DBT
CORP
US
N
2
2030-09-07
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
-1296000.00000000
NC
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2025-06-30
-1296000.00000000
USD
1.12500000
EUR
2025-06-30
XXXX
7522.82000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
3780000.00000000
PA
USD
3115381.50000000
0.126008786747
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
1266100.13000000
PA
USD
1031270.33000000
0.041712105914
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YGR9
17504.94000000
PA
USD
18098.52000000
0.000732036364
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
200000.00000000
PA
USD
199002.87000000
0.008049129844
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
36167.11000000
PA
USD
34637.77000000
0.001401004459
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
275000.00000000
PA
USD
257895.49000000
0.010431177627
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64966TGS7
8530000.00000000
PA
USD
8761723.90000000
0.354388121792
Long
ABS-MBS
MUN
US
N
2
2031-12-15
Fixed
5.45800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
1898704.81000000
PA
USD
1585213.30000000
0.064117606356
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
158721.21000000
PA
USD
148417.94000000
0.006003105735
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
30000.00000000
PA
USD
21777.95000000
0.000880859393
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAC8
553635.09000000
PA
USD
558053.54000000
0.022571761922
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.75517000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-30412.25000000
-0.00123009356
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-22025609.90000000
MXN
1133650.00000000
USD
2025-09-17
-30412.25000000
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BD3
10000.00000000
PA
USD
9232.12000000
0.000373414376
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.87500000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
464000.00000000
PA
USD
466679.00000000
0.018875908003
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400HPN7
11776.28000000
PA
USD
12187.44000000
0.000492949106
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
25000.00000000
PA
USD
21197.31000000
0.000857374069
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
15000.00000000
PA
USD
14264.90000000
0.000576976765
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
20000.00000000
PA
USD
18646.46000000
0.000754199060
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
4000000.00000000
PA
USD
4109392.23000000
0.166213842243
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
35000.00000000
PA
USD
34461.48000000
0.001393874003
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
481500.00000000
PA
USD
477113.54000000
0.019297957029
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAL7
4000000.00000000
PA
USD
4103092.00000000
0.165959014917
Long
DBT
CORP
NO
N
2
2028-06-13
Fixed
5.60000000
N
N
N
N
N
N
TPC Group Rights
N/A
TPC Group Rights
000000000
14880.00000000
NS
USD
354330.00000000
0.014331693697
Long
EC
CORP
US
Y
2
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055450AH3
120000.00000000
PA
USD
121468.92000000
0.004913090495
Long
DBT
CORP
AU
N
2
2026-03-01
Fixed
6.42000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
26000.00000000
PA
USD
15263.21000000
0.000617355715
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X5J1
862718.04000000
PA
USD
880652.05000000
0.035620002355
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
1715000.00000000
PA
USD
1675996.20000000
0.067789530031
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
680000.00000000
PA
USD
659763.20000000
0.026685643595
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477855
25000.00000000
NS
USD
543000.00000000
0.021962886793
Long
EP
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/INR FORWARD
000000000
1.00000000
NC
USD
-10437.59000000
-0.00042217238
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-6658960.74000000
USD
571911502.00000000
INR
2025-09-17
-10437.59000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
20000.00000000
PA
USD
19580.67000000
0.000791985338
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
20000.00000000
PA
USD
17426.34000000
0.000704848494
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
497000.00000000
PA
USD
491036.00000000
0.019861083019
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
APTIV SWISS HOLDINGS LTD
N/A
Aptiv Swiss Holdings Ltd
03837AAA8
1779000.00000000
PA
USD
1770309.59000000
0.071604252513
Long
DBT
CORP
JE
N
2
2029-09-13
Fixed
4.65000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
10000.00000000
PA
USD
9999.59000000
0.000404456469
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2025-H5 Mortgage Trust
227920AA3
3600000.00000000
PA
USD
3599564.76000000
0.145592694899
Long
ABS-MBS
CORP
US
N
2
2070-07-25
Variable
5.50900000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
36000.00000000
PA
USD
34578.85000000
0.001398621303
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2016-ETC Mortgage Trust
05491LAE8
430000.00000000
PA
USD
402059.42000000
0.016262220121
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Fixed
3.39100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDU4
1110540.34000000
PA
USD
1034769.03000000
0.041853618901
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAP2
5175000.00000000
PA
USD
5260186.19000000
0.212760356914
Long
DBT
CORP
FR
N
2
2029-01-09
Fixed
5.23000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFQ0
685000.00000000
PA
USD
698099.22000000
0.028236232301
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2N1
471677.64000000
PA
USD
411071.23000000
0.016626723551
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
8555000.00000000
PA
USD
8704550.27000000
0.352075602523
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
4942284.11000000
PA
USD
4617983.83000000
0.186785001976
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAU7
35000.00000000
PA
USD
34313.28000000
0.001387879713
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.62500000
N
N
N
N
N
N
Toro European CLO
635400HMDMBJ8UOYII08
Toro European CLO 3 DAC
000000000
8000000.00000000
PA
9391574.84000000
0.379863895074
Long
ABS-CBDO
CORP
IE
N
2
2034-07-15
Floating
3.26900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHWX1
2509287.91000000
PA
USD
2205363.28000000
0.089201001947
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
725000.00000000
PA
USD
723323.44000000
0.029256484029
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
-1294000.00000000
NC
-14946.57000000
-0.00060454848
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
TRY
2025-07-24
-1294000.00000000
USD
49.50000000
EUR
2025-07-24
XXXX
1453.78000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QP4
306891.18000000
PA
USD
288001.65000000
0.011648890672
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
100000.00000000
PA
USD
100401.65000000
0.004060976193
Long
DBT
CORP
US
N
2
2026-09-15
Variable
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ96
1152900.63000000
PA
USD
1009315.19000000
0.040824079663
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403RGT9
1364.61000000
PA
USD
1422.21000000
0.000057524562
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
1535000.00000000
PA
USD
1131342.97000000
0.045759774539
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
64957.59000000
0.002627359476
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2034-05-08
0.00000000
USD
-9088.00000000
USD
-230000.00000000
GBP
74045.59000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
105000.00000000
PA
USD
65364.53000000
0.002643819102
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LB2
23565000.00000000
PA
USD
10353837.41000000
0.418784823050
Long
DBT
UST
US
N
2
2042-02-15
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
25000.00000000
PA
USD
25598.83000000
0.001035403693
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AQ4
30000.00000000
PA
USD
29606.47000000
0.001197501931
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NU29
52466.85000000
PA
USD
55452.65000000
0.002242910265
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
961000.00000000
PA
1126703.65000000
0.045572126546
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
24273.87000000
0.000981812631
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2603453.00000000
USD
9329174.92000000
PEN
2025-09-17
24273.87000000
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
45000.00000000
PA
USD
44907.11000000
0.001816371589
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
30000.00000000
PA
USD
29851.42000000
0.001207409499
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 2017-C6 Mortgage Trust
23312JAE3
4857193.00000000
PA
USD
4732575.88000000
0.191419941611
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
3.07100000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
45000.00000000
PA
USD
44316.65000000
0.001792489073
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVL94
2744554.85000000
PA
USD
2309859.30000000
0.093427584374
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BF0
40000.00000000
PA
USD
40806.98000000
0.001650532379
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
5.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWPH0
5501402.65000000
PA
USD
5502436.97000000
0.222558748179
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
770000.00000000
PA
USD
782320.00000000
0.031642735905
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CD1
475000.00000000
PA
USD
492218.75000000
0.019908922069
Long
DBT
CORP
CA
N
2
2033-06-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
-747000.00000000
NC
USD
-2259.83000000
-0.00009140403
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TWD
N/A
USD
2025-07-29
-747000.00000000
USD
27.70000000
USD
2025-07-29
XXXX
1701.51000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
1350000.00000000
PA
USD
1357548.78000000
0.054909190003
Long
DBT
CORP
US
N
2
N/A
Floating
7.04261000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
30000.00000000
PA
USD
29778.73000000
0.001204469384
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ68
1875624.26000000
PA
USD
1797553.48000000
0.072706194450
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAM6
30000.00000000
PA
USD
28066.60000000
0.001135218339
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
150000.00000000
PA
USD
151546.88000000
0.006129662927
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
25000.00000000
PA
USD
25296.78000000
0.001023186584
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP IRS USD
000000000
2335000.00000000
OU
OTHER
USD
1.37000000
0.000000055412
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
2035-09-29
0.00000000
USD
0.00000000
USD
0.00000000
USD
2335000.00000000
USD
0.40000000
USD
2025-09-25
XXXX
-270.71000000
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
65000.00000000
PA
USD
56418.50000000
0.002281976295
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0M33
910011.33000000
PA
USD
800976.60000000
0.032397345101
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC
92921EAA0
915000.00000000
PA
USD
953664.02000000
0.038573139798
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
138563.08000000
PA
USD
139176.50000000
0.005629314390
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
5.95517000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAJ2
5000.00000000
PA
USD
3340.27000000
0.000135104920
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.62500000
N
N
N
N
N
N
BELRON UK FINANCE PLC
9845006BC9D1A77B8178
Belron UK Finance PLC
080782AA3
455000.00000000
PA
USD
458412.50000000
0.018541550354
Long
DBT
CORP
GB
N
2
2029-10-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JTZ9
90357.40000000
PA
USD
90772.38000000
0.003671498169
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADX2
1535000.00000000
PA
USD
1554020.95000000
0.062855959852
Long
DBT
CORP
US
N
2
2032-06-23
Fixed
5.40000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
500000.00000000
PA
USD
499219.00000000
0.020192063319
Long
LON
CORP
US
N
2
2032-01-28
Floating
7.07681000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1395000.00000000
PA
1603194.49000000
0.064844897039
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
16542.77000000
PA
USD
15668.98000000
0.000633768018
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
Elmwood CLO 20 Ltd
N/A
Elmwood CLO 20 Ltd
29002AAL8
19000000.00000000
PA
USD
19048345.50000000
0.770454246453
Long
ABS-CBDO
CORP
KY
N
2
2037-01-17
Floating
5.77979000
N
N
N
N
N
N
Sunrun Artemis Issuer
N/A
Sunrun Artemis Issuer 2024-2 LLC
86771BAA9
983708.18000000
PA
USD
971595.98000000
0.039298439259
Long
ABS-O
CORP
US
N
2
2059-07-30
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
2134000.00000000
PA
2501962.12000000
0.101197625789
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
3030000.00000000
PA
USD
2865587.77000000
0.115905303480
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200AJS9
37452.74000000
PA
USD
39351.95000000
0.001591680336
Long
ABS-MBS
USGA
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
1065000.00000000
PA
USD
1001240.84000000
0.040497493963
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AQ9
10000.00000000
PA
USD
11281.48000000
0.000456305466
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
930000.00000000
PA
USD
927398.23000000
0.037510759370
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
EFMT 2025-CES1
26846VAA2
2487606.16000000
PA
USD
2509001.56000000
0.101482352168
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
5.72600000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
475000.00000000
PA
USD
476344.48000000
0.019266850624
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
3525000.00000000
PA
USD
3227553.05000000
0.130545823679
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
5320.58000000
0.000215203123
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-93027228.00000000
JPY
653000.00000000
USD
2025-07-22
5320.58000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XWZ3
13600.32000000
PA
USD
13957.44000000
0.000564540837
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GS6
40000.00000000
PA
USD
37023.68000000
0.001497508089
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
1456989.70000000
PA
USD
1216515.74000000
0.049204783573
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
Eleven Madison Trust 2015-11MD Mortgage Trust
556227AG1
3000000.00000000
PA
USD
2878751.10000000
0.116437724708
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.67329300
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAE9
1000000.00000000
PA
USD
869593.10000000
0.035172697627
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.70440000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
60000.00000000
PA
USD
53496.60000000
0.002163793314
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
APTIV SWISS HOLDINGS LTD
N/A
Aptiv Swiss Holdings Ltd
00217GAC7
20000.00000000
PA
USD
14276.09000000
0.000577429371
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
12985000.00000000
PA
USD
13296387.37000000
0.537803039728
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
20000.00000000
PA
USD
19111.80000000
0.000773020809
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAB4
687484.48000000
PA
USD
693676.38000000
0.028057340341
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.20517000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ED8
55000.00000000
PA
USD
48025.40000000
0.001942498017
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCH4
2053962.39000000
PA
USD
1632463.20000000
0.066028737488
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
271000.00000000
PA
USD
208670.00000000
0.008440139203
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
500000.00000000
PA
USD
494240.95000000
0.019990714610
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W3A4
1029494.69000000
PA
USD
1037559.09000000
0.041966469310
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
5.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
20000.00000000
PA
USD
19330.42000000
0.000781863399
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D6F3
113628.42000000
PA
USD
118684.96000000
0.004800486815
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
6.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CU1
10000.00000000
PA
USD
10009.78000000
0.000404868627
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
5.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
85000.00000000
PA
USD
83333.37000000
0.003370610260
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
25466AAE1
1150000.00000000
PA
USD
1147131.81000000
0.046398390571
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
2335000.00000000
OU
OTHER
USD
22088.87000000
0.000893435269
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
2035-09-29
0.00000000
USD
0.00000000
USD
0.00000000
USD
2335000.00000000
USD
3.53250000
USD
2025-09-25
XXXX
22088.87000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG1 Mortgage Trust
08162LAC4
5000000.00000000
PA
USD
4284274.00000000
0.173287338591
Long
ABS-MBS
CORP
US
N
2
2043-09-15
Fixed
2.68660000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAX1
1397352.90000000
PA
USD
1168836.23000000
0.047276275874
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
450000.00000000
PA
USD
455333.04000000
0.018416994495
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAY2
1998000.00000000
PA
USD
2049510.44000000
0.082897174541
Long
DBT
CORP
LU
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DR8
40000.00000000
PA
USD
34212.37000000
0.001383798175
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGY9
28667.61000000
PA
USD
29087.56000000
0.001176513420
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
1375000.00000000
PA
USD
936639.30000000
0.037884535750
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905APM4
235000.00000000
PA
USD
188098.23000000
0.007608066540
Long
DBT
NUSS
N/A
N
2
2030-09-17
None
0.00000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
15000.00000000
PA
USD
14894.34000000
0.000602435917
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
3072614.89000000
PA
USD
2561135.65000000
0.103591035624
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BB4
1500000.00000000
PA
USD
1438411.05000000
0.058179850928
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.32500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/JPY FORWARD
000000000
1.00000000
NC
USD
28652.81000000
0.001158928954
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-72804458.00000000
JPY
453937.00000000
EUR
2025-07-22
28652.81000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
2595000.00000000
PA
USD
2508288.08000000
0.101453493825
Long
DBT
CORP
FR
Y
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAB3
1850000.00000000
PA
USD
1775464.42000000
0.071812751496
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
5500000.00000000
PA
USD
4313648.85000000
0.174475472118
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
10000.00000000
PA
USD
11780.49000000
0.000476489075
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Floating Rate Mortgage Pass-through Cert-series 2001-2
03072SBE4
123091.03000000
PA
USD
127843.72000000
0.005170933977
Long
ABS-MBS
CORP
US
N
2
2031-10-25
Floating
7.35868000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBY0
1260000.00000000
PA
USD
1324607.38000000
0.053576799140
Long
DBT
CORP
US
N
2
2031-02-20
Fixed
5.83400000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAG9
260000.00000000
PA
USD
272486.57000000
0.011021347494
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XBA6
960000.00000000
PA
USD
891242.48000000
0.036048356710
Long
DBT
CORP
US
N
2
2054-04-18
Fixed
5.75000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
75000.00000000
PA
USD
69628.17000000
0.002816271851
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
40000.00000000
PA
USD
37596.86000000
0.001520691675
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
111000.00000000
PA
USD
109346.10000000
0.004422755093
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
4975000.00000000
PA
USD
2219929.99000000
0.089790186114
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
570000.00000000
PA
USD
504984.38000000
0.020425257404
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
60000.00000000
PA
USD
62872.80000000
0.002543035338
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-NQM2 Trust
693983AA6
4624478.56000000
PA
USD
4649990.88000000
0.188079600901
Long
ABS-MBS
CORP
US
N
2
2070-04-25
Variable
5.68800000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
30000.00000000
PA
USD
30170.11000000
0.001220299650
Long
DBT
CORP
US
N
2
2028-09-15
Variable
4.70000000
N
N
N
N
N
N
CRH SMW FINANCE DAC
54930044475SH442C864
CRH SMW Finance DAC
12704PAB4
2795000.00000000
PA
USD
2860352.41000000
0.115693547276
Long
DBT
CORP
IE
N
2
2030-01-09
Fixed
5.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES1
89183CAA3
277776.19000000
PA
USD
278795.07000000
0.011276509320
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
5.84800000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAS0
10000.00000000
PA
USD
9338.69000000
0.000377724845
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
5020000.00000000
PA
USD
4502099.83000000
0.182097806446
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
325000.00000000
PA
USD
327410.51000000
0.013242872865
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
97645.85000000
PA
USD
95713.92000000
0.003871370146
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
1025000.00000000
PA
USD
1024373.16000000
0.041433133973
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
U.S. TREASURY BOND
000000000
1700.00000000
NC
USD
5775104.52000000
0.233587415828
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-19
190521770.48000000
USD
5775104.52000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
200000.00000000
PA
USD
141914.85000000
0.005740073268
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FK4
235000.00000000
PA
USD
184810.42000000
0.007475083485
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
FANNIEMAE STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31359YEA1
75000.00000000
PA
USD
61376.51000000
0.002482514440
Long
DBT
USGSE
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
215000.00000000
PA
USD
224076.34000000
0.009063284141
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200TQB7
79588.83000000
PA
USD
80328.48000000
0.003249070557
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
3000000.00000000
PA
USD
2669317.80000000
0.107966712077
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
590000.00000000
PA
USD
609438.32000000
0.024650137808
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-52.00000000
NC
20088.43000000
0.000812522861
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2025-09-08
-6996731.28000000
USD
20088.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
1294000.00000000
NC
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
EUR
2025-07-03
1294000.00000000
USD
1.00000000
EUR
2025-07-03
XXXX
0.00000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
10000.00000000
PA
USD
8432.04000000
0.000341053296
Long
DBT
CORP
US
Y
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
109077262.34000000
NS
USD
109077262.34000000
4.411881334331
Long
STIV
RF
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
1030000.00000000
PA
USD
754264.27000000
0.030507957227
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1745000.00000000
PA
USD
1706419.61000000
0.069020074985
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
Palmer Square European CLO
2549005G74H3SLK9WL32
Palmer Square European CLO 2025-1 DAC
000000000
12000000.00000000
PA
14114196.90000000
0.570881231489
Long
ABS-CBDO
CORP
IE
N
2
2039-10-15
Floating
3.74900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
2725000.00000000
PA
USD
2691011.82000000
0.108844176727
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
2000000.00000000
PA
USD
2116949.40000000
0.085624898748
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140NGF39
658422.31000000
PA
USD
650234.20000000
0.026300221222
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKS75
1044069.65000000
PA
USD
881538.44000000
0.035655854442
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
941053AJ9
35000.00000000
PA
USD
34226.66000000
0.001384376167
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPTC3
1274176.43000000
PA
USD
1074402.31000000
0.043456678278
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
193000.00000000
PA
USD
165024.50000000
0.006674796338
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2025-I1
12571DAA3
2766550.63000000
PA
USD
2788283.82000000
0.112778567011
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
5.65500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
1245000.00000000
PA
USD
1181860.26000000
0.047803062792
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1023000.00000000
PA
USD
1015839.00000000
0.041087950198
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
EL PASO ELECTRIC CO
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
2325000.00000000
PA
USD
2400974.87000000
0.097112963654
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS PLN PUT
000000000
1289000.00000000
NC
4.78000000
0.000000193338
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS PLN PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
PLN
2025-07-21
1289000.00000000
USD
5.00000000
EUR
2025-07-21
XXXX
-1.70000000
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
5000.00000000
PA
USD
3291.06000000
0.000133114508
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAE0
50000.00000000
PA
USD
50041.88000000
0.002024059199
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
3410000.00000000
PA
USD
3380925.57000000
0.136749328824
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS MXN PUT
000000000
1479000.00000000
NC
USD
4.83000000
0.000000195360
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2025-07-08
1479000.00000000
USD
22.00000000
USD
2025-07-08
XXXX
-232.79000000
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAE4
2603467.62000000
PA
USD
2449196.80000000
0.099063410780
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.66100000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAS1
1035273.48000000
PA
USD
1020848.91000000
0.041290587557
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.88130000
N
N
N
N
N
N
Apidos CLO Ltd
N/A
Apidos CLO XVIII-R
03767NAW6
1000000.00000000
PA
USD
1002507.00000000
0.040548706723
Long
ABS-CBDO
CORP
KY
N
2
2038-01-22
Floating
5.60238000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANK78
3119435.71000000
PA
USD
2598722.38000000
0.105111317569
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2025-H2 Mortgage Trust
22758PAA0
2982716.16000000
PA
USD
2982865.30000000
0.120648863544
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.35600000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AM4
1225000.00000000
PA
USD
1450512.23000000
0.058669311050
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
9.00000000
N
N
Y
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
1300000.00000000
PA
1623488.06000000
0.065665717261
Long
DBT
CORP
GB
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
SONA FIOS CLO
635400DKZUMF3VS6WZ22
Sona Fios CLO I DAC
000000000
8750000.00000000
PA
10394468.45000000
0.420428239131
Long
ABS-CBDO
CORP
IE
N
2
2036-07-15
Floating
4.12900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
10000.00000000
PA
USD
8319.31000000
0.000336493671
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
100000.00000000
PA
USD
99264.44000000
0.004014979113
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
100000.00000000
PA
USD
92067.24000000
0.003723871767
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
217739.92000000
0.008806993026
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
Performance Leg
2025-07-15
0.00000000
USD
0.00000000
USD
11212381.08000000
USD
217739.92000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHBE6
780536.26000000
PA
USD
655114.40000000
0.026497612162
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
-747000.00000000
NC
USD
-2259.83000000
-0.00009140403
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TWD
N/A
USD
2025-07-29
-747000.00000000
USD
27.70000000
USD
2025-07-29
XXXX
1867.35000000
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
8309.38000000
PA
USD
8297.83000000
0.000335624863
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834UR7
2720000.00000000
PA
USD
822267.15000000
0.033258490478
Long
DBT
UST
US
N
2
2049-05-15
None
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-66461.18000000
-0.00268817563
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
Performance Leg
2025-07-24
0.00000000
USD
0.00000000
USD
8865883.11000000
USD
-66461.18000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
10000.00000000
PA
USD
8821.11000000
0.000356790129
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408EEQ1
9562.33000000
PA
USD
10081.64000000
0.000407775171
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
7.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
825000.00000000
PA
USD
819135.34000000
0.033131817202
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB28
2130272.52000000
PA
USD
1853913.22000000
0.074985794063
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAH8
3385000.00000000
PA
USD
2948335.00000000
0.119252205957
Long
DBT
CORP
NL
N
2
2031-01-12
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
157816.59000000
PA
USD
146901.34000000
0.005941763352
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
-7549.62000000
-0.00030536178
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5554004.40000000
PLN
1299000.00000000
EUR
2025-07-22
-7549.62000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
10000.00000000
PA
USD
8976.75000000
0.000363085348
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EH9
29000.00000000
PA
USD
26873.60000000
0.001086964704
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3Z6
60362.39000000
PA
USD
52892.92000000
0.002139376084
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBA6
995886.19000000
PA
USD
863770.83000000
0.034937202495
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
1.74200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVW5
2633512.28000000
PA
USD
2404705.89000000
0.097263873359
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
200000.00000000
PA
USD
187891.06000000
0.007599687072
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
1708770.49000000
PA
USD
1481521.51000000
0.059923552866
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CT6
5000.00000000
PA
USD
4243.77000000
0.000171649060
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.62500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAB1
214000.00000000
PA
USD
183761.80000000
0.007432669632
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
945000.00000000
PA
USD
942382.29000000
0.038116824220
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
40000.00000000
PA
USD
37857.60000000
0.001531237906
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
1375000.00000000
PA
USD
1375265.90000000
0.055625799766
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
25466AAJ0
280000.00000000
PA
USD
276856.66000000
0.011198105859
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPKJ7
569780.74000000
PA
USD
479478.45000000
0.019393611265
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2024-D
83207QAA7
888579.25000000
PA
USD
906002.33000000
0.036645352870
Long
ABS-O
CORP
US
Y
2
2053-07-15
Fixed
5.38000000
N
N
N
N
N
N
Greensky Home Improvement Issu
N/A
GreenSky Home Improvement Trust 2024-1
39571MAD0
367244.53000000
PA
USD
374473.15000000
0.015146429835
Long
ABS-O
CORP
US
N
2
2059-06-25
Fixed
5.67000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
10000.00000000
PA
USD
9856.27000000
0.000398659562
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.37500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
625000.00000000
PA
USD
574891.30000000
0.023252803942
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
MISSOURI ST HLTH & EDUCTNL FAC
549300IWTBCMX5JB3277
Health & Educational Facilities Authority of the State of Missouri
60636APP2
20000.00000000
PA
USD
14399.68000000
0.000582428253
Long
DBT
MUN
US
N
2
2057-08-15
Fixed
3.65200000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BA6
405000.00000000
PA
USD
448974.12000000
0.018159793316
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XRRC1
1001823.73000000
PA
USD
905809.85000000
0.036637567573
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Woodward Capital Management
2549001985H26N17CK52
RCKT Mortgage Trust 2025-CES2
74942BAA9
3227216.17000000
PA
USD
3242605.80000000
0.131154666854
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.50300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
900000.00000000
PA
USD
857509.02000000
0.034683929154
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2025-NQM2
36272EAA2
3000000.00000000
PA
USD
3009861.60000000
0.121740791133
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
5.64800000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS JPY PUT
000000000
-1480000.00000000
NC
USD
-6599.43000000
-0.00026692916
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS JPY PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
JPY
2025-07-14
-1480000.00000000
USD
145.00000000
USD
2025-07-14
XXXX
2133.32000000
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
30000.00000000
PA
USD
25967.28000000
0.001050306502
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.30000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAB4
1875000.00000000
PA
USD
1908018.02000000
0.077174187428
Long
DBT
CORP
US
N
2
2028-01-15
Variable
10.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
700000.00000000
PA
USD
735435.63000000
0.029746389476
Long
DBT
CORP
US
N
2
2028-11-15
Variable
6.85000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBH7
10000.00000000
PA
USD
9597.66000000
0.000388199484
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
2302000.00000000
NC
USD
304.17000000
0.000012302856
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
INR
N/A
USD
2026-01-08
2302000.00000000
USD
75.00000000
USD
2026-01-08
XXXX
258.52000000
N
N
N
EVEREST REINSURANCE HLDG
254900P29PM5UJR3VU91
Everest Reinsurance Holdings Inc
299808AH8
20000.00000000
PA
USD
13663.06000000
0.000552633959
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
185000.00000000
PA
USD
149720.85000000
0.006055804934
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWG23
837615.13000000
PA
USD
853893.74000000
0.034537700820
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-4670000.00000000
OU
OTHER
USD
-14684.97000000
-0.00059396746
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
2032-09-29
0.00000000
USD
0.00000000
USD
0.00000000
USD
-4670000.00000000
USD
3.20750000
USD
2025-09-25
XXXX
-14684.97000000
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
1600000.00000000
PA
USD
1455988.63000000
0.058890816673
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
87000.00000000
PA
USD
85819.75000000
0.003471177631
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-3784835.37000000
-0.15308639183
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-62496882.37000000
EUR
69946404.24000000
USD
2025-07-22
-3784835.37000000
N
N
N
DIGICEL INTL FIN LTD
N/A
DIGICEL INTL FIN LTD
000000000
4217.00000000
NS
USD
49606.26000000
0.002006439544
Long
EC
CORP
US
Y
3
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
400000.00000000
PA
USD
288861.75000000
0.011683679400
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAL9
8140492.77000000
PA
USD
814.05000000
0.000032926128
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
0.01000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
5518000.00000000
PA
USD
4779010.57000000
0.193298099695
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300X5ZN5RMBYQ2W98
Anchorage Capital Clo 24 Ltd
03331GAQ1
8500000.00000000
PA
USD
8534601.80000000
0.345201644867
Long
ABS-CBDO
CORP
JE
N
2
2037-07-15
Floating
5.68610000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
45000.00000000
PA
USD
32654.21000000
0.001320774802
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GHF7
2844.28000000
PA
USD
2998.75000000
0.000121291356
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2N6
355057.11000000
PA
USD
318373.20000000
0.012877338029
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
300000.00000000
PA
USD
295125.51000000
0.011937031613
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
10000.00000000
PA
USD
8709.56000000
0.000352278232
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Y2N3
5250184.26000000
PA
USD
5397108.99000000
0.218298515213
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
970000.00000000
PA
USD
935953.00000000
0.037856776764
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAW8
620000.00000000
PA
USD
642919.18000000
0.026004348375
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
6.87500000
N
N
N
N
N
N
Lugo Funding DAC
N/A
Lugo Funding DAC
000000000
4200000.00000000
PA
4914628.38000000
0.198783474665
Long
ABS-MBS
CORP
IE
N
2
2066-05-26
Floating
3.54900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
1860000.00000000
PA
USD
1831019.00000000
0.074059784556
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
128800.91000000
0.005209649733
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
Performance Leg
2025-11-06
0.00000000
USD
0.00000000
USD
11178212.26000000
USD
128800.91000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
30000.00000000
PA
USD
29181.18000000
0.001180300097
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AZ9
2375000.00000000
PA
USD
2438605.22000000
0.098635009910
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHY3
1600000.00000000
PA
USD
1641664.16000000
0.066400891527
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS MXN PUT
000000000
1280000.00000000
NC
129.29000000
0.000005229432
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS MXN PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
MXN
2025-07-30
1280000.00000000
USD
26.00000000
EUR
2025-07-30
XXXX
27.30000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
90000.00000000
PA
USD
88469.38000000
0.003578348025
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
Henley Funding Ltd.
6354004ZEQIYPXESRG76
Henley Clo Xi DAC
000000000
11500000.00000000
PA
13572980.06000000
0.548990468712
Long
ABS-CBDO
CORP
IE
N
2
2039-04-25
Floating
3.55600000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAA2
345000.00000000
PA
USD
333314.85000000
0.013481687508
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
7000.00000000
PA
USD
6874.72000000
0.000278063898
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAX3
4400000.00000000
PA
USD
4424968.24000000
0.178978041474
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
5.87000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BG0
355000.00000000
PA
USD
373837.23000000
0.015120708585
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
800000.00000000
PA
USD
799521.04000000
0.032338471621
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CY3
25000.00000000
PA
USD
25031.34000000
0.001012450251
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.87500000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BN3
40000.00000000
PA
USD
39147.15000000
0.001583396728
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
0.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CP3
8175000.00000000
PA
USD
8405711.88000000
0.339988394919
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.60000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
1959000.00000000
PA
USD
2052052.50000000
0.082999994018
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4Y78
1575000.00000000
PA
USD
1477021.93000000
0.059741556980
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
325000.00000000
PA
USD
204145.50000000
0.008257135370
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8X73
10425179.37000000
PA
USD
10025001.56000000
0.405484299022
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AX9
20000.00000000
PA
USD
15988.22000000
0.000646680416
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBJ0
1330000.00000000
PA
USD
1176318.37000000
0.047578908275
Long
DBT
CORP
FR
Y
2
2033-01-21
Fixed
3.33700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900QTRHHMG5RQ9X60
Angel Oak Mortgage Trust 2025-7
03466TAA5
5100000.00000000
PA
USD
5118388.56000000
0.207025024879
Long
ABS-MBS
CORP
US
N
2
2070-06-25
Variable
5.50900000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
1175000.00000000
PA
USD
1344345.15000000
0.054375138749
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397E58
2230000.00000000
PA
USD
2235178.34000000
0.090406940783
Long
DBT
CORP
US
N
2
2029-03-08
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFK7
1261812.30000000
PA
USD
1275425.21000000
0.051587512893
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
4525000.00000000
PA
USD
3896031.79000000
0.157583987382
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAE1
10000.00000000
PA
USD
9937.17000000
0.000401931749
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388LGD6
13766.30000000
PA
USD
14513.92000000
0.000587048953
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
366799.68000000
0.014836058651
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-11
215424.19000000
USD
0.00000000
USD
51000000.00000000
USD
151375.49000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
54000.00000000
PA
USD
48440.94000000
0.001959305490
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
100000.00000000
PA
USD
100714.29000000
0.004073621638
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.10517000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
30000.00000000
PA
USD
27025.77000000
0.001093119570
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
3490000.00000000
PA
USD
1833745.93000000
0.074170081526
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
17000.00000000
PA
USD
16692.13000000
0.000675151678
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
5000.00000000
PA
USD
3689.03000000
0.000149211322
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
25000.00000000
PA
USD
23943.31000000
0.000968442370
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAD8
209000.00000000
PA
USD
218927.50000000
0.008855027437
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
336567.85000000
PA
USD
268444.26000000
0.010857846948
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
15000.00000000
PA
USD
13113.05000000
0.000530387537
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
15000.00000000
PA
USD
13983.25000000
0.000565584782
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospital/The
623115AE2
29000.00000000
PA
USD
19459.12000000
0.000787068968
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.73700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQD37
880958.30000000
PA
USD
903230.26000000
0.036533230108
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AF6
10000.00000000
PA
USD
11258.51000000
0.000455376391
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.87500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
25000.00000000
PA
USD
18461.34000000
0.000746711455
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCK5
40000.00000000
PA
USD
30874.97000000
0.001248809338
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133USKU4
8383941.87000000
PA
USD
6991645.12000000
0.282793204921
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAD1
824281.89100000
PA
USD
284901.97000000
0.011523516969
Long
ABS-O
CORP
US
N
2
2048-10-25
None
0.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AB2
227554.51000000
PA
USD
228320.62000000
0.009234953830
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
6.45517000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
785000.00000000
PA
919489.36000000
0.037190866890
Long
DBT
CORP
AE
N
2
2026-09-25
Fixed
2.37500000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAB0
800000.00000000
PA
USD
795008.80000000
0.032155963672
Long
ABS-O
CORP
US
N
2
2028-11-14
Fixed
3.95000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
10000.00000000
PA
USD
7382.69000000
0.000298609916
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BL0
3050000.00000000
PA
USD
2566192.30000000
0.103795563491
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 42 Ltd
52113AAA0
1000000.00000000
PA
USD
1004584.10000000
0.040632719821
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Floating
5.63610000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
10971522.18000000
PA
USD
10222940.93000000
0.413490413157
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
-1481000.00000000
NC
USD
-4833.85000000
-0.00019551620
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CLP
2025-07-07
-1481000.00000000
USD
940.00000000
USD
2025-07-07
XXXX
9828.05000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBR1
465000.00000000
PA
USD
474881.25000000
0.019207666913
Long
DBT
CORP
BM
N
2
2032-02-01
Fixed
6.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDZ2
20000.00000000
PA
USD
12446.22000000
0.000503416060
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
Piedmont Healthcare Inc
72014TAC3
10000.00000000
PA
USD
8364.67000000
0.000338328361
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
149430.92000000
0.006044078046
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4478461.75000000
USD
3922745.17000000
EUR
2025-07-22
149430.92000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133USKS9
5362692.53000000
PA
USD
4453009.56000000
0.180112237306
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
736000.00000000
NC
USD
0.99000000
0.000000040042
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
BRL
N/A
USD
2025-07-10
736000.00000000
USD
5.00000000
USD
2025-07-10
XXXX
-21.09000000
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
770000.00000000
PA
USD
883226.02000000
0.035724112505
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AX3
20000.00000000
PA
USD
21817.38000000
0.000882454230
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1140000.00000000
PA
USD
1129469.56000000
0.045684000153
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
9077.07000000
0.000367143021
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
HELLENIC REPUBLIC GOVERNMENT BOND
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2027-06-20
7907.76000000
USD
0.00000000
USD
575000.00000000
USD
1169.31000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
115000.00000000
PA
USD
100476.55000000
0.004064005696
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AY6
10000.00000000
PA
USD
9854.32000000
0.000398580689
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900NDJVO62R77II89
OBX 2025-NQM10 Trust
67121LAA4
2286590.74000000
PA
USD
2296689.24000000
0.092894890936
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.45300000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAB3
1770000.00000000
PA
USD
1476497.44000000
0.059720342773
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
35000.00000000
PA
USD
32354.73000000
0.001308661643
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWES8
264700.21000000
PA
USD
253672.90000000
0.010260385240
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAS3
15000.00000000
PA
USD
13238.63000000
0.000535466909
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAK7
860000.00000000
PA
USD
863410.00000000
0.034922607894
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
715000.00000000
PA
USD
453466.41000000
0.018341494341
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HF3
5000.00000000
PA
USD
3298.03000000
0.000133396426
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2024-5C27
05555FAC8
3700000.00000000
PA
USD
3873666.16000000
0.156679357916
Long
ABS-MBS
CORP
US
N
2
2057-07-15
Fixed
6.01400000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
000000000
450000.00000000
PA
USD
449835.75000000
0.018194643928
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AR2
250000.00000000
PA
USD
234625.36000000
0.009489963573
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.37500000
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CR3
10000.00000000
PA
USD
6877.38000000
0.000278171488
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CR8
25000.00000000
PA
USD
19921.34000000
0.000805764521
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.85000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AU9
3800000.00000000
PA
USD
3757544.79000000
0.151982561408
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
8.00000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES1
749424AA5
681430.04000000
PA
USD
685329.18000000
0.027719718594
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Variable
6.02500000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBL1
15000.00000000
PA
USD
14724.02000000
0.000595546932
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1365000.00000000
PA
USD
1371765.93000000
0.055484235410
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2023-1
68269JAE1
5500000.00000000
PA
USD
5669454.45000000
0.229314155188
Long
ABS-O
CORP
US
N
2
2038-06-14
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
351000.00000000
PA
338909.40000000
0.013707971980
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BY7
550000.00000000
PA
USD
558937.50000000
0.022607515722
Long
DBT
CORP
PA
N
2
2030-03-15
Fixed
5.75000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AJ2
10000.00000000
PA
USD
6292.52000000
0.000254515477
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.83900000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
20000.00000000
PA
USD
18027.99000000
0.000729183616
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
236331.85000000
PA
USD
209935.27000000
0.008491315965
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
200000.00000000
PA
USD
212420.65000000
0.008591842888
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Generic Strip
88059EPB4
10000.00000000
PA
USD
6482.51000000
0.000262200061
Long
DBT
USGA
US
N
2
2034-07-15
None
0.00000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
25000.00000000
PA
USD
22313.47000000
0.000902519734
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NY4L6
75670.37000000
PA
USD
66696.90000000
0.002697709878
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300URXZ1TS31FK720
Mountain View CLO IX Ltd
62432BAN3
1279948.42000000
PA
USD
1280679.01000000
0.051800014946
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.63771000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCA7
25000.00000000
PA
USD
21677.10000000
0.000876780282
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
1.75000000
N
N
N
N
N
N
Woodward Capital Management
2549002LEW4WNQBOMB89
RCKT Mortgage Trust 2025-CES6
748949AA2
5800000.00000000
PA
USD
5832804.80000000
0.235921236670
Long
ABS-MBS
CORP
US
N
2
2055-06-25
Variable
5.47200000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
20000.00000000
PA
USD
15781.33000000
0.000638312273
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMKG8
1346633.14000000
PA
USD
1175899.36000000
0.047561960450
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
3180000.00000000
PA
USD
3153979.56000000
0.127569974265
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAC6
300000.00000000
PA
USD
293194.17000000
0.011858914114
Long
DBT
CORP
FR
N
2
2027-10-23
Fixed
3.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FG3
10000.00000000
PA
USD
8548.26000000
0.000345754082
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
1472000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
BRL
2025-07-02
1472000.00000000
USD
6.70000000
USD
2025-07-02
XXXX
-88.32000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
25000.00000000
PA
USD
22556.90000000
0.000912365821
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
1235000.00000000
PA
USD
1224207.57000000
0.049515897370
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
4438000.00000000
NC
USD
0.22000000
0.000000008898
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2025-07-07
4438000.00000000
USD
4.90000000
USD
2025-07-07
XXXX
-221.68000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
10000.00000000
PA
USD
8278.76000000
0.000334853533
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48125LRU8
360000.00000000
PA
USD
364602.62000000
0.014747193494
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
5.11000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
1160000.00000000
PA
USD
1082326.20000000
0.043777178277
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAD0
1908710.05000000
PA
USD
1769051.64000000
0.071553371826
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.65700000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
600000.00000000
PA
USD
592070.10000000
0.023947640110
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
350000.00000000
PA
USD
350237.23000000
0.014166152179
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAH3
1365000.00000000
PA
USD
1287457.73000000
0.052074195903
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
347000.00000000
PA
USD
290473.22000000
0.011748859019
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAW2
4281041.28000000
PA
USD
4191763.59000000
0.169545541792
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
3.13100000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
422000.00000000
PA
USD
414826.59000000
0.016778617744
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
APTIV SWISS HOLDINGS LTD
N/A
Aptiv Swiss Holdings Ltd
03837AAB6
1320000.00000000
PA
USD
1272303.12000000
0.051461232765
Long
DBT
CORP
JE
N
2
2034-09-13
Fixed
5.15000000
N
N
N
N
N
N
Kinbane DAC
635400B9FSRJAFAZIY56
Kinbane 2024-Rpl 2 DAC
000000000
1276158.75000000
PA
1503759.30000000
0.060823011548
Long
ABS-MBS
CORP
IE
N
2
2063-01-24
Floating
3.18800000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
19000.00000000
PA
USD
18817.28000000
0.000761108269
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LBZ6
23107.06000000
PA
USD
23547.27000000
0.000952423619
Long
ABS-MBS
USGA
US
Y
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
349657.78000000
PA
USD
263181.56000000
0.010644984914
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAB0
415000.00000000
PA
USD
342738.13000000
0.013862833792
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
795000.00000000
PA
USD
704866.10000000
0.028509934362
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AW0
25000.00000000
PA
USD
22279.94000000
0.000901163535
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVX5
2260993.13000000
PA
USD
1841707.22000000
0.074492094254
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
1428.00000000
NC
USD
1611096.94000000
0.065164529846
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-30
154040903.06000000
USD
1611096.94000000
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AJ9
15000.00000000
PA
USD
14904.27000000
0.000602837559
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
1300000.00000000
PA
USD
1210069.34000000
0.048944044064
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
2645000.00000000
PA
USD
2131382.94000000
0.086208696547
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
8000.00000000
PA
USD
7158.44000000
0.000289539608
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
50000.00000000
PA
USD
47510.10000000
0.001921655520
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV74
55312.98000000
PA
USD
49362.37000000
0.001996574851
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
1240000.00000000
PA
USD
1276204.16000000
0.051619019321
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
8.00517000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAD5
2900000.00000000
PA
USD
2550834.20000000
0.103174369731
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
1.67200000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJP5
1020000.00000000
PA
USD
1028238.44000000
0.041589474133
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
6.40517000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BC7
10000.00000000
PA
USD
9761.93000000
0.000394843763
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
2.90000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2025-1
80288DAF3
4000000.00000000
PA
USD
4063837.60000000
0.164371280215
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
5.43000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
1292000.00000000
PA
USD
860754.02000000
0.034815180660
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KL4
95000.00000000
PA
USD
89104.72000000
0.003604045816
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.65000000
N
N
N
N
N
N
CAPSTONE COPPER CORP
549300III6KGKKC42W63
Capstone Copper Corp
14071LAA6
310000.00000000
PA
USD
316202.79000000
0.012789550793
Long
DBT
CORP
CA
N
2
2033-03-31
Fixed
6.75000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
525000.00000000
PA
USD
390738.18000000
0.015804306470
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
13000.00000000
PA
USD
12051.43000000
0.000487447868
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287WCH9
17029.18000000
PA
USD
17606.63000000
0.000712140739
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
254900FMI2GPXLO84795
Towd Point Mortgage Trust 2025-CES1
89183HAA2
2924020.43000000
PA
USD
2937096.65000000
0.118797644983
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.70500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
335329.20000000
0.013563162538
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-05-08
0.00000000
USD
-145549.08000000
USD
-2100000.00000000
GBP
480878.28000000
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AQ4
515000.00000000
PA
USD
507127.90000000
0.020511957012
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBP5
50000.00000000
PA
USD
50250.00000000
0.002032477092
Long
DBT
CORP
BM
N
2
2030-03-01
Fixed
6.25000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
890000.00000000
PA
USD
706183.71000000
0.028563228136
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
306294.32000000
PA
USD
224521.39000000
0.009081285214
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
30000.00000000
PA
USD
26638.03000000
0.001077436532
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
20000.00000000
PA
USD
19712.79000000
0.000797329236
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund VII 2024-EDU1 LLC
07336PAB0
810460.92000000
PA
USD
810458.16000000
0.032780848654
Long
ABS-O
CORP
US
N
2
2047-06-25
Floating
5.90517000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV82
2333313.22000000
PA
USD
1950192.62000000
0.078880036351
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
952000.00000000
PA
USD
982940.00000000
0.039757274300
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8RB9
183448.98000000
PA
USD
154088.26000000
0.006232454899
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWQ1
15735130.23000000
PA
USD
11840424.29000000
0.478913256484
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS MORGAN STANLEY
000000000
1.00000000
NC
USD
8246.97000000
0.000333567713
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY
Morgan Stanley
Y
Default Event
2025-12-20
7184.32000000
USD
0.00000000
USD
2120000.00000000
USD
1062.65000000
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223A27
825000.00000000
PA
USD
816886.65000000
0.033040863751
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.51100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
3690000.00000000
PA
USD
3900524.68000000
0.157765712675
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
10000.00000000
PA
USD
9089.04000000
0.000367627176
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
1.18000000
0.000000047727
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
85000.00000000
PA
USD
83682.39000000
0.003384727179
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KZ91
18836.19000000
PA
USD
19509.59000000
0.000789110343
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
55000.00000000
PA
USD
48483.21000000
0.001961015198
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
EXPAND ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp
845467AT6
525000.00000000
PA
USD
509797.23000000
0.020619924217
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
3355000.00000000
PA
USD
3385229.03000000
0.136923392185
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
30000.00000000
PA
USD
29006.77000000
0.001173245682
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1775000.00000000
PA
USD
1585243.87000000
0.064118842831
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AK1
800000.00000000
PA
USD
822640.89000000
0.033273607254
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QKT9
15673.98000000
PA
USD
16001.25000000
0.000647207444
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZK1
29953.56000000
PA
USD
30925.71000000
0.001250861634
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
-1471000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
CLP
2025-06-30
-1471000.00000000
USD
950.00000000
USD
2025-06-30
XXXX
13111.02000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1480000.00000000
PA
USD
1292551.08000000
0.052280208186
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS MXN PUT
000000000
-1280000.00000000
NC
-12666.00000000
-0.00051230556
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS MXN PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
MXN
2025-07-30
-1280000.00000000
USD
22.35000000
EUR
2025-07-30
XXXX
-437.28000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
50000.00000000
PA
USD
49910.81000000
0.002018757771
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CT4
10000.00000000
PA
USD
9007.09000000
0.000364312519
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.25000000
N
N
N
N
N
N
DIGICEL INTL FIN LTD Common Equity
N/A
DIGICEL INTL FIN LTD Common Equity
000000000
65188.00000000
NS
USD
456316.00000000
0.018456752578
Long
EC
CORP
US
N
2
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
196000.00000000
PA
USD
221007.99000000
0.008939177651
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAR8
3938289.60000000
PA
USD
3836861.71000000
0.155190717090
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.41800000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
200000.00000000
PA
USD
217938.70000000
0.008815033141
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
13000.00000000
PA
USD
13000.00000000
0.000525814969
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
20000.00000000
PA
USD
19530.41000000
0.000789952456
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
5215000.00000000
PA
USD
4493940.81000000
0.181767796073
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
10000.00000000
PA
USD
6279.27000000
0.000253979550
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
-25870000.00000000
OU
OTHER
USD
-58389.09000000
-0.00236168135
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2035-08-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-25870000.00000000
USD
55.00000000
USD
2025-09-17
XXXX
-26698.34000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CJ8
560000.00000000
PA
USD
569023.41000000
0.023015463603
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDF7
2525806.40000000
PA
USD
2289174.56000000
0.092590942379
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS BRL
000000000
1.00000000
NC
424109.44000000
0.017154084012
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2031-01-02
0.00000000
USD
0.00000000
USD
47424255.39000000
BRL
424109.44000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
14000.00000000
PA
USD
11242.89000000
0.000454744604
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HH3
75000.00000000
PA
USD
60751.30000000
0.002457226380
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QP98
7256.94000000
PA
USD
7403.44000000
0.000299449198
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
2115000.00000000
PA
USD
1900786.11000000
0.076881676156
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AN1
1470000.00000000
PA
USD
1502563.01000000
0.060774624841
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSN8
69924.13000000
PA
USD
60826.07000000
0.002460250625
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAH2
100000.00000000
PA
USD
75751.81000000
0.003063956588
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2024-RTL4
50205PAA0
1000000.00000000
PA
USD
1005245.10000000
0.040659455490
Long
ABS-MBS
CORP
US
N
2
2039-07-25
Variable
5.92100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH21
240802.98000000
PA
USD
215471.95000000
0.008715259751
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
685000.00000000
PA
USD
674498.07000000
0.027281629381
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
10017.67000000
0.000405187757
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-10712216519.00000000
KRW
7965716.97000000
USD
2025-09-17
10017.67000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS KRW PUT
000000000
4180000.00000000
NC
USD
55.21000000
0.000002233095
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS KRW PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
KRW
2025-09-25
4180000.00000000
USD
1750.00000000
USD
2025-09-25
XXXX
47.69000000
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2021-3 Ltd
77341NAL9
1000000.00000000
PA
USD
1004209.00000000
0.040617548037
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Floating
5.65610000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
2525000.00000000
PA
USD
2599728.31000000
0.105152004727
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
800000.00000000
PA
USD
806288.00000000
0.032612176919
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
25000.00000000
PA
USD
23967.13000000
0.000969405824
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119AJ8
500000.00000000
PA
USD
570347.64000000
0.023069025138
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAK3
300000.00000000
PA
USD
322599.89000000
0.013048296249
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
12.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
TRY/USD FORWARD
000000000
1.00000000
NC
USD
50678.54000000
0.002049810381
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3246031.78000000
USD
132267680.11000000
TRY
2025-07-09
50678.54000000
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052672
13500000.00000000
PA
USD
13496911.47000000
0.545913699227
Long
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAK1
94543.62000000
PA
USD
35706.47000000
0.001444230494
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
1135000.00000000
PA
USD
999126.39000000
0.040411970158
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
70000.00000000
PA
USD
64773.58000000
0.002619916767
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
1412000.00000000
PA
USD
1356720.20000000
0.054875676175
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
NORTHWEST PIPELINE LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
667748AF4
40000.00000000
PA
USD
40285.75000000
0.001629450030
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.12500000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04352EAB1
20000.00000000
PA
USD
15627.31000000
0.000632082579
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.10600000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AL0
10000.00000000
PA
USD
9409.01000000
0.000380569100
Long
DBT
CORP
US
N
2
2027-08-12
Fixed
1.01800000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO INC
88037HAN4
1257008.53000000
PA
USD
1223697.80000000
0.049495278547
Long
LON
CORP
US
N
2
2028-11-17
Floating
9.17318500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLA60
199207.73000000
PA
USD
187171.31000000
0.007570575124
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403N6A0
6549.34000000
PA
USD
6654.35000000
0.000269150526
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QNX7
6145.45000000
PA
USD
6223.37000000
0.000251718546
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
-25870000.00000000
OU
OTHER
USD
-8321.80000000
-0.00033659438
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2035-08-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-25870000.00000000
USD
87.50000000
USD
2025-09-17
XXXX
14961.20000000
N
N
N
Zegona Holdco Limited
213800UXDFOAHVOOVX08
ZEGONA HOLDCO LTD
000000000
4250000.00000000
PA
4983939.43000000
0.201586919867
Long
LON
CORP
GB
N
2
2029-07-17
Floating
5.65700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBB3
2473820.30000000
PA
USD
2431254.51000000
0.098337693498
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.82600000
N
N
N
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAB4
400000.00000000
PA
USD
408950.76000000
0.016540956254
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
830000.00000000
PA
USD
937980.60000000
0.037938787720
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
20497368.58000000
PA
USD
16250806.57000000
0.657301335181
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400DWE8
46350.25000000
PA
USD
48342.73000000
0.001955333160
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBG5
5000.00000000
PA
USD
3468.72000000
0.000140300376
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
30000.00000000
PA
USD
29580.49000000
0.001196451110
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BJ2
25000.00000000
PA
USD
24993.35000000
0.001010913658
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AR1
1500000.00000000
PA
USD
1128095.58000000
0.045628426364
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-174441.10000000
-0.00705567243
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2049-12-16
0.00000000
USD
-44441.67000000
USD
6285000.00000000
USD
-129999.43000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-48284.56000000
-0.00195298034
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-335075623.50000000
INR
3847000.00000000
USD
2025-09-17
-48284.56000000
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAH8
78745.00000000
PA
USD
39670.97000000
0.001604583836
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
Radnor Re LTD
254900P3K895250PCC81
Radnor RE 2023-1 Ltd
75050KAA4
404989.99000000
PA
USD
407004.41000000
0.016462231641
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
7.00517000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAD7
150000.00000000
PA
USD
155652.00000000
0.006295703969
Long
DBT
CORP
N/A
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C16 Commercial Mortgage Trust
12596WAB0
1172488.46000000
PA
USD
1108152.85000000
0.044821796675
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.06670000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2024-RVR
36272JAA1
4800000.00000000
PA
USD
4853333.76000000
0.196304272454
Long
ABS-MBS
CORP
US
N
2
2041-08-10
Variable
5.37159100
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
104797.09000000
0.004238759896
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-9092526.07000000
USD
50407146.00000000
BRL
2025-08-04
104797.09000000
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2025-1
682684AA3
3900000.00000000
PA
USD
4020731.13000000
0.162627739661
Long
ABS-O
CORP
US
N
2
2035-04-16
Fixed
5.36000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
1494000.00000000
NC
USD
124.89000000
0.000005051463
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TWD
N/A
USD
2025-08-27
1494000.00000000
USD
21.00000000
USD
2025-08-27
XXXX
-36.46000000
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAD1
401000.00000000
PA
USD
404544.24000000
0.016362724394
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
6.31400000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBC3
450000.86900000
PA
USD
444938.36000000
0.017996557699
Long
LON
CORP
US
Y
2
2028-08-21
Floating
8.67681000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
90000.00000000
PA
USD
80715.52000000
0.003264725282
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
4294000.00000000
PA
USD
3907768.87000000
0.158058720640
Long
DBT
CORP
US
Y
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AX3
30000.00000000
PA
USD
25624.74000000
0.001036451682
Long
DBT
CORP
US
N
2
2031-02-04
Fixed
1.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2024-277P Mortgage Trust
12654FAC4
3600000.00000000
PA
USD
97975.80000000
0.003962857097
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.89432100
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
2800000.00000000
PA
3064842.14000000
0.123964605822
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAQ7
75000.00000000
PA
USD
78535.56000000
0.003176551774
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
10000.00000000
PA
USD
9390.41000000
0.000379816780
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
2340000.00000000
PA
USD
2032221.02000000
0.082197864092
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AP9
350000.00000000
PA
USD
312771.12000000
0.012650748988
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
20000.00000000
PA
USD
14342.65000000
0.000580121543
Long
DBT
CORP
CA
N
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BB80
4950.62000000
PA
USD
5046.63000000
0.000204122584
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
SALT RIVER AZ PROJ AGRIC IMPT
SHB8HO6GKXJ83RX5OV39
Salt River Project Agricultural Improvement & Power District
79575DE63
30000.00000000
PA
USD
28242.88000000
0.001142348390
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
4.83900000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BK5
16000.00000000
PA
USD
15076.74000000
0.000609813506
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
145000.00000000
PA
USD
141549.83000000
0.005725309193
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
1375000.00000000
PA
USD
1282726.24000000
0.051882819882
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
1481000.00000000
NC
USD
0.09000000
0.000000003640
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
CLP
2025-07-07
1481000.00000000
USD
1100.00000000
USD
2025-07-07
XXXX
-57.67000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R05
207942AB9
1400000.00000000
PA
USD
1460672.50000000
0.059080266593
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Floating
7.40621000
N
N
N
N
N
N
ARES Commercial Mortgage Trust
N/A
ARES Trust 2025-IND3
039955AA7
2240000.00000000
PA
USD
2242795.74000000
0.090715044086
Long
ABS-MBS
CORP
US
N
2
2042-04-15
Floating
5.81176000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296YU43
29209.33000000
PA
USD
29760.25000000
0.001203721918
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAU1
5799999.99000000
PA
USD
5677450.63000000
0.229637579122
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.70300000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAX7
340000.00000000
PA
USD
230075.21000000
0.009305922267
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2023-1
682685AC6
1300000.00000000
PA
USD
1342586.70000000
0.054304014185
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
6.14000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
-42.00000000
NC
USD
-26250.00000000
-0.00106174176
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2026-03-17
0.00000000
USD
2500.00000000
96.25000000
USD
2025-12-12
XXXX
12410.40000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
6211752.25000000
PA
USD
4942838.24000000
0.199924487485
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
620000.00000000
PA
USD
413250.40000000
0.016714865106
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2024-5C5 Mortgage Trust
05593RAE2
188084000.00000000
PA
USD
2761637.37000000
0.111700789912
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
0.50914200
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAK3
2155000.00000000
PA
USD
1852602.31000000
0.074932771286
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDM9
400000.00000000
PA
USD
388231.08000000
0.015702901031
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
49000.00000000
PA
USD
46858.81000000
0.001895312595
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Shops at Crystals Trust 2016-C
N/A
Shops at Crystals Trust 2016-CSTL
82510WAA8
140000.00000000
PA
USD
136881.08000000
0.005536470836
Long
ABS-MBS
CORP
US
Y
2
2036-07-05
Fixed
3.12550000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA46
3230000.00000000
PA
USD
3427167.55000000
0.138619692308
Long
DBT
CORP
US
N
2
2029-10-24
Fixed
6.48400000
N
N
N
N
N
N
BANK5 2024-5YR9
N/A
BANK5 2024-5YR9
06644VBG4
8400000.00000000
PA
USD
8696910.60000000
0.351766598458
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
5.61360000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
37062.64000000
0.001499083916
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1352110.43000000
USD
4931958.00000000
PEN
2025-09-17
37062.64000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
740000.00000000
PA
USD
728563.97000000
0.029468449346
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KJV9
109.11000000
PA
USD
111.57000000
0.000004512705
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
10000.00000000
PA
USD
9670.55000000
0.000391147688
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PER3
5000000.00000000
PA
USD
4948391.23000000
0.200149090967
Long
DBT
CORP
US
N
2
2035-10-22
Fixed
4.94600000
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GU1
35000.00000000
PA
USD
30767.56000000
0.001244464893
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
1108000.00000000
PA
USD
1150428.00000000
0.046531712575
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.37500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
35000.00000000
PA
USD
30454.73000000
0.001231811763
Long
DBT
CORP
N/A
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
900000.00000000
PA
1109375.73000000
0.044871258876
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
30000.00000000
PA
USD
29844.84000000
0.001207143355
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
37000.00000000
PA
USD
37086.89000000
0.001500064763
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
13000.00000000
PA
USD
9095.47000000
0.000367887252
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040677
-3500000.00000000
PA
USD
-3254043.87000000
-0.13161730596
Short
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
4.00000000
N
N
N
N
N
N
Sound Point CLO LTD
549300Q00FJ0WHHYC788
Sound Point CLO II Ltd
83608GAN6
859536.95000000
PA
USD
860267.64000000
0.034795507899
Long
ABS-CBDO
CORP
KY
N
2
2031-01-26
Floating
5.61423000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-C
80290CBJ2
10025.93000000
PA
USD
10064.68000000
0.000407089184
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
11.36600000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1526000.00000000
PA
USD
1284129.00000000
0.051939557744
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
545000.00000000
PA
USD
622673.44000000
0.025185462748
Long
DBT
USGSE
US
Y
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
10000.00000000
PA
USD
6697.57000000
0.000270898658
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
2040000.00000000
PA
USD
1980904.69000000
0.080122256824
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2024-C24
07336VBA8
27150000.00000000
PA
USD
2474260.95000000
0.100077188108
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
1.57045800
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBN9
145000.00000000
PA
USD
88624.85000000
0.003584636367
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
225000.00000000
PA
USD
190602.00000000
0.007709337290
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO INC
88037HAP9
882508.05000000
PA
USD
861548.48000000
0.034847314426
Long
LON
CORP
US
N
2
2028-11-17
Floating
9.40880000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RF87
41273.34000000
PA
USD
41834.77000000
0.001692103715
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
550000.00000000
PA
USD
550288.30000000
0.022257678889
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AF7
25000.00000000
PA
USD
19848.17000000
0.000802804992
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.08900000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
1815000.00000000
PA
USD
1624757.69000000
0.065717070373
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
20000.00000000
PA
USD
18527.98000000
0.000749406864
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
80000.00000000
PA
USD
78332.70000000
0.003168346634
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAF9
150000.00000000
PA
USD
133203.06000000
0.005387704838
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
40000.00000000
PA
USD
39653.85000000
0.001603891378
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1723071.45000000
-0.06969359704
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-49741267.00000000
EUR
56959620.18000000
USD
2025-07-22
-1723071.45000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
12000.00000000
PA
USD
11810.80000000
0.000477715033
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
4040264.89000000
PA
USD
3291011.95000000
0.133112565183
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEG7
2050000.00000000
PA
USD
2129113.96000000
0.086116922420
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
5.58100000
N
N
N
N
N
N
Ferrellgas Partners LP
529900YP52A6C5K57L34
Ferrellgas Partners LP
315293308
5622.00000000
NS
USD
732635.43000000
0.029633128932
Long
EC
CORP
US
Y
3
N
N
N
EXPAND ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp
845467AR0
700000.00000000
PA
USD
700921.50000000
0.028350385922
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
10000.00000000
PA
USD
9475.28000000
0.000383249543
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
57779EAA6
1400000.00000000
PA
USD
1477804.69000000
0.059773217513
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
11.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYT3
4486.05000000
PA
USD
4596.48000000
0.000185915229
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
5000.00000000
PA
USD
4334.95000000
0.000175337046
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
230000.00000000
PA
USD
230287.50000000
0.009314508825
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834TV0
830000.00000000
PA
USD
260496.06000000
0.010536363675
Long
DBT
UST
US
N
2
2048-08-15
None
0.00000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAN9
1955000.00000000
PA
USD
1956100.91000000
0.079119010761
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.15000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GE1
5000.00000000
PA
USD
3159.60000000
0.000127797305
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
784.00000000
NC
USD
630685.76000000
0.025509539501
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-30
162459689.67000000
USD
630685.76000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TRY PUT
000000000
-741000.00000000
NC
USD
-3783.37000000
-0.00015302712
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
TRY
2025-07-18
-741000.00000000
USD
42.00000000
USD
2025-07-18
XXXX
3604.21000000
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BW1
10000.00000000
PA
USD
9969.06000000
0.000403221613
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042673
-7000000.00000000
PA
USD
-6694950.36000000
-0.27079270137
Short
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAD9
2015556.51000000
PA
USD
1975926.64000000
0.079920908116
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.22900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
333906.52000000
PA
USD
312335.69000000
0.012633137018
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2016-ETC Mortgage Trust
05491LAC2
510000.00000000
PA
USD
485935.34000000
0.019654775067
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Fixed
3.18900000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAK6
25000.00000000
PA
USD
21598.64000000
0.000873606786
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPQG6
809920.48000000
PA
USD
824872.37000000
0.033363864606
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
30000.00000000
PA
USD
28693.28000000
0.001160565857
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
710000.00000000
PA
USD
697735.46000000
0.028221519189
Long
DBT
CORP
FR
Y
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
5000.00000000
PA
USD
4440.52000000
0.000179607068
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
472651.18000000
0.019117466591
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2054-12-14
299148.71000000
USD
0.00000000
USD
-20455000.00000000
USD
173502.47000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-94697.61000000
-0.00383026314
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-31
0.00000000
USD
0.00000000
USD
-42315000.00000000
USD
-94697.61000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
28746223.25000000
PA
USD
1550692.02000000
0.062721313604
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.47054600
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
910000.00000000
PA
USD
738576.43000000
0.029873426373
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Barrow Hanley CLO LTD
N/A
Barrow Hanley CLO III Ltd
06875VAA8
16750000.00000000
PA
USD
16815604.73000000
0.680145898808
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.88947000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UF3
1990000.00000000
PA
USD
1948334.38000000
0.078804875551
Long
DBT
UST
US
N
2
2044-11-15
Fixed
4.62500000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001LAW1
17500000.00000000
PA
USD
17556875.00000000
0.710128283750
Long
ABS-CBDO
CORP
KY
N
2
2037-10-20
Floating
5.61947000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
25000.00000000
PA
USD
20530.10000000
0.000830387223
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
NEW GENERATION GAS - UNFUNDED
N/A
NEW GENERATION GAS - UNFUNDED
000000000
121621.75000000
PA
USD
119797.42000000
0.004845482824
Long
DBT
CORP
US
N
3
2029-09-30
Floating
0.01000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EM6
9000.00000000
PA
USD
6778.24000000
0.000274161542
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.79900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
42.00000000
NC
USD
24923.22000000
0.001008077089
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-19
4978326.78000000
USD
24923.22000000
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAC7
15000.00000000
PA
USD
14308.56000000
0.000578742695
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
7795000.00000000
PA
USD
7953784.21000000
0.321709138463
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
20000.00000000
PA
USD
18032.00000000
0.000729345809
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7M4
3014227.92000000
PA
USD
2816292.04000000
0.113911424037
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
Expand Energy Corp
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp
165167735
12213.00000000
NS
USD
1428188.22000000
0.057766365001
Long
EC
CORP
US
Y
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
85000.00000000
PA
USD
83691.09000000
0.003385079070
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
1178000.00000000
PA
USD
812019.33000000
0.032843993773
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
01309QAA6
375000.00000000
PA
USD
383930.07000000
0.015528936766
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AQ7
50000.00000000
PA
USD
48616.34000000
0.001966399947
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
RESOLUTION FUNDING STRIP
N/A
Resolution Funding Corp Interest Strip
76116EHP8
535000.00000000
PA
USD
440258.68000000
0.017807277253
Long
DBT
USGSE
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-347726.58000000
-0.01406460315
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8684989.97000000
EUR
9898465.75000000
USD
2025-07-22
-347726.58000000
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CY1
20000.00000000
PA
USD
19723.42000000
0.000797759190
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.25000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
50000.00000000
PA
USD
49343.75000000
0.001995821722
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
700000.00000000
PA
USD
702892.98000000
0.028430126975
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AL0
325000.00000000
PA
USD
336042.11000000
0.013591997826
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
6.87500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
75000.00000000
PA
USD
75301.50000000
0.003045742762
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ICG Euro CLO
5493000GNZH2JWC7EQ58
ICG Euro CLO 2023-2 DAC
000000000
10000000.00000000
PA
11803341.71000000
0.477413366048
Long
ABS-CBDO
CORP
IE
N
2
2038-01-26
Floating
3.89100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
4715000.00000000
PA
USD
4193936.71000000
0.169633438640
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2024-B
80280BAC2
4250000.00000000
PA
USD
4260420.15000000
0.172322514637
Long
ABS-O
CORP
US
N
2
2033-01-18
Fixed
5.14100000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-55938.44000000
-0.00226255916
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-6778547.59000000
SGD
5305730.00000000
USD
2025-09-17
-55938.44000000
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
40000.00000000
PA
USD
27938.09000000
0.001130020456
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
3540000.00000000
PA
USD
3471012.82000000
0.140393115331
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
75000.00000000
PA
USD
64787.95000000
0.002620497995
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
470000.00000000
PA
597856.33000000
0.024181677522
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
50000.00000000
PA
USD
49815.64000000
0.002014908401
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS PLN PUT
000000000
-1289000.00000000
NC
-4218.38000000
-0.00017062210
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS PLN PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
PLN
2025-07-21
-1289000.00000000
USD
4.27500000
EUR
2025-07-21
XXXX
6728.34000000
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
1050000.00000000
PA
USD
881878.22000000
0.035669597627
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
22243228.74400000
NS
USD
22227658.48000000
0.899048889292
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QY49
11660.89000000
PA
USD
11904.41000000
0.000481501306
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
675000.00000000
PA
USD
604945.91000000
0.024468431929
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-MDHS
12433BAA5
2574005.33000000
PA
USD
2577222.84000000
0.104241719110
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Floating
5.95306000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
-4438000.00000000
NC
USD
-461214.01000000
-0.01865486388
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
BRL
N/A
USD
2025-07-07
-4438000.00000000
USD
6.00000000
USD
2025-07-07
XXXX
-266740.85000000
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PMT Issuer Trust - FMSR
693968AA7
3500000.00000000
PA
USD
3523741.55000000
0.142525850373
Long
ABS-O
CORP
US
N
2
2027-12-25
Floating
7.06930000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287V6U9
11307.67000000
PA
USD
11691.11000000
0.000472873895
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
5000.00000000
PA
USD
4765.56000000
0.000192754060
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-73.00000000
NC
55382.17000000
0.002240059539
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2025-09-08
-10879503.89000000
USD
55382.17000000
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
8000.00000000
PA
USD
7972.18000000
0.000322453198
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
5000.00000000
PA
USD
3141.00000000
0.000127044986
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
75000.00000000
PA
USD
70115.23000000
0.002835972116
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFF6
30000.00000000
PA
USD
29746.87000000
0.001203180733
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
10000.00000000
PA
USD
9004.41000000
0.000364204120
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
22205.47000000
0.000898151425
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2052-11-15
0.00000000
USD
0.00000000
USD
-6862000.00000000
USD
22205.47000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
19.00000000
NC
USD
11875.00000000
0.000480311750
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2026-03-17
0.00000000
USD
2500.00000000
96.25000000
USD
2025-12-12
XXXX
2106.53000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
730248.20000000
PA
USD
549563.65000000
0.022228368749
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES9
749426AA0
2395851.89000000
PA
USD
2406057.74000000
0.097318552049
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
5.58200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
19830000.00000000
PA
USD
15266001.56000000
0.617468626252
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
400000.00000000
PA
USD
398633.58000000
0.016123654124
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
890000.00000000
PA
USD
883519.40000000
0.035735978936
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V2 Mortgage Trust
08163TAC6
7000000.00000000
PA
USD
7222188.40000000
0.292118059359
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
5.81180000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
-33990000.00000000
OU
OTHER
USD
-53175.99000000
-0.00215082550
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2030-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-33990000.00000000
USD
52.50000000
USD
2025-09-17
XXXX
-17486.49000000
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
5000.00000000
PA
USD
5674.41000000
0.000229514593
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS JPY PUT
000000000
1480000.00000000
NC
USD
5.27000000
0.000000213157
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS JPY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
JPY
2025-07-14
1480000.00000000
USD
155.00000000
USD
2025-07-14
XXXX
-46.61000000
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BF2
240000.00000000
PA
USD
233393.18000000
0.009440125213
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.37500000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2025-CRM1
891946AA3
2792687.96000000
PA
USD
2812743.37000000
0.113767889898
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
5.79900000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
65000.00000000
PA
USD
57033.28000000
0.002306842490
Long
DBT
CORP
N/A
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
CITY OF HOPE/THE
549300QIQJNNQEIXBL15
City of Hope
17858PAA9
20000.00000000
PA
USD
19270.51000000
0.000779440201
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62300000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
12000.00000000
PA
USD
12025.06000000
0.000486381273
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
10000.00000000
PA
USD
9920.71000000
0.000401265986
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
European Residential Loan Secu
N/A
LSF11 Boson Investments Sarl Compartment 2
000000000
100907.46000000
PA
115477.39000000
0.004670749251
Long
ABS-O
CORP
LU
N
2
2060-11-25
Floating
4.04900000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
1385000.00000000
PA
USD
1432837.90000000
0.057954432028
Long
DBT
CORP
MA
Y
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
15000.00000000
PA
USD
15216.60000000
0.000615470466
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKKL2
15276.13000000
PA
USD
15984.38000000
0.000646525098
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DD3
25000.00000000
PA
USD
21465.43000000
0.000868218801
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.20000000
N
N
N
N
N
N
OHA Credit Partners Ltd
N/A
OHA Credit Partners XVII Ltd
67120MAA3
9500000.00000000
PA
USD
9530945.30000000
0.385501054624
Long
ABS-CBDO
CORP
KY
N
2
2038-01-18
Floating
5.72152000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
20000.00000000
PA
USD
17433.52000000
0.000705138906
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
-896000.00000000
NC
USD
-2907.77000000
-0.00011761146
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
BRL
2025-07-24
-896000.00000000
USD
5.65000000
USD
2025-07-24
XXXX
4212.74000000
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBG8
60000.00000000
PA
USD
59997.28000000
0.002426728303
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FZ1
20000.00000000
PA
USD
11789.70000000
0.000476861595
Long
DBT
CORP
US
N
2
2060-12-01
Fixed
3.00000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAD5
1250000.00000000
PA
USD
1364930.68000000
0.055207767967
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.85000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
Onemain Financial Issuance Trust 2025-1
68270DAC5
2700000.00000000
PA
USD
2706750.00000000
0.109480743699
Long
ABS-O
CORP
US
N
2
2038-07-14
Fixed
5.20000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
600000.00000000
PA
USD
520896.83000000
0.021068873127
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-DIME
05613UAA9
4600000.00000000
PA
USD
4584476.38000000
0.185429715916
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
5.46176000
N
N
N
N
N
N
NEW GENERATION GAS GATHERING LLC
N/A
NEW GENERATION GAS GATHERING LLC
000000000
243243.24000000
PA
USD
239594.59000000
0.009690955536
Long
DBT
CORP
US
N
3
2029-09-30
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGXR5
785313.49000000
PA
USD
691221.20000000
0.027958034926
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AF0
1705000.00000000
PA
USD
1748349.09000000
0.070716009465
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
5.50000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF 2016-85T Mortgage Trust
23307CAJ4
1400000.00000000
PA
USD
1301049.82000000
0.052623959317
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.93503700
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/EUR FORWARD
000000000
1.00000000
NC
USD
23985.43000000
0.000970146010
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-740000.00000000
USD
647577.71000000
EUR
2025-07-22
23985.43000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YG24
45213.28000000
PA
USD
46746.44000000
0.001890767531
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAR4
4015000.00000000
PA
USD
4119672.82000000
0.166629664406
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
5.20500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AN2
2025000.00000000
PA
USD
2129540.31000000
0.086134167129
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.00000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
30000.00000000
PA
USD
28075.86000000
0.001135592881
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
1880000.00000000
PA
USD
1855508.17000000
0.075050305492
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MAZ0
2609889.80000000
PA
USD
2418873.53000000
0.097836916220
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.66860000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
-644000.00000000
NC
-27.07000000
-0.00000109490
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
EUR
2025-07-07
-644000.00000000
USD
1.14000000
EUR
2025-07-07
XXXX
4279.13000000
N
N
N
REGL TRANSPRTN DIST CO SALES T
N/A
Regional Transportation District Sales Tax Revenue
759136QP2
770000.00000000
PA
USD
783582.27000000
0.031693791325
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5.84400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X1ZV1
468118.92000000
PA
USD
422890.17000000
0.017104767826
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1M36
1348412.67000000
PA
USD
1281477.73000000
0.051832321017
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
3.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
10000.00000000
PA
USD
9756.29000000
0.000394615640
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6P1
196142.78000000
PA
USD
182617.58000000
0.007386389016
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
100000.00000000
PA
110376.27000000
0.004464422693
Long
DBT
CORP
DE
N
2
2030-11-19
Fixed
1.75000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BJ0
40000.00000000
PA
USD
27535.80000000
0.001113748910
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.45000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
311000.00000000
PA
USD
325908.47000000
0.013182119395
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
3343000.00000000
PA
3720072.48000000
0.150466907445
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
1050000.00000000
PA
USD
1002042.64000000
0.040529924612
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XRMN2
733657.65000000
PA
USD
662579.62000000
0.026799560194
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
64000.00000000
PA
USD
56802.46000000
0.002297506443
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
TOLEDO EDISON COMPANY
N/A
Toledo Edison Co/The
889175BF1
10000.00000000
PA
USD
9408.83000000
0.000380561819
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
85000.00000000
PA
USD
85854.43000000
0.003472580344
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
785000.00000000
PA
USD
891918.79000000
0.036075711627
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.12500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
5000.00000000
PA
USD
4150.13000000
0.000167861575
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
1325000.00000000
PA
USD
1290550.00000000
0.052199269892
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
225000.00000000
PA
USD
188775.00000000
0.007635440063
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AT7
20000.00000000
PA
USD
19910.63000000
0.000805331330
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042681
-2500000.00000000
PA
USD
-2390272.45000000
-0.09668007960
Short
ABS-MBS
USGSE
US
N
2
2055-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400JSC4
5352.62000000
PA
USD
5466.82000000
0.000221118137
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
3247183.76000000
PA
USD
3257827.87000000
0.131770358567
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-474239.53000000
-0.01918171106
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-17
0.00000000
USD
0.00000000
USD
-71865000.00000000
USD
-474239.53000000
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
100000.00000000
PA
USD
101384.62000000
0.004100734680
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Barrow Hanley CLO I Ltd
N/A
Barrow Hanley CLO I Ltd
068751AN6
1000000.00000000
PA
USD
1003445.30000000
0.040586658430
Long
ABS-CBDO
CORP
KY
N
2
2038-01-20
Floating
5.60947000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWNL3
10323075.84000000
PA
USD
10492800.11000000
0.424405489806
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391EFH9
47892.90000000
PA
USD
49466.24000000
0.002000776112
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.50000000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAG5
2760000.00000000
PA
USD
2882408.76000000
0.116585667199
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
7.10914000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-32667.87000000
-0.00132132731
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-8168202.00000000
BRL
1470000.00000000
USD
2025-07-02
-32667.87000000
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAD7
965000.00000000
PA
USD
1004314.97000000
0.040621834238
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.85000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
8249000.00000000
NC
USD
1089.98000000
0.000044086753
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
INR
N/A
USD
2026-01-08
8249000.00000000
USD
75.00000000
USD
2026-01-08
XXXX
1010.68000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
550000.00000000
PA
USD
551952.50000000
0.022324991294
Long
DBT
CORP
LR
Y
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
47541.54000000
0.001922927184
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4933000.00000000
USD
6706216180.00000000
KRW
2025-09-17
47541.54000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287V2S8
3184.42000000
PA
USD
3292.40000000
0.000133168708
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
494238.96000000
0.019990634120
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-10281607.88000000
USD
58575348.26000000
BRL
2025-07-02
494238.96000000
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THG3
25000.00000000
PA
USD
23505.02000000
0.000950714720
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAP5
1128215.68000000
PA
USD
976775.15000000
0.039507922729
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Coupon Strips
3134A4CP7
105000.00000000
PA
USD
83061.09000000
0.003359597268
Long
DBT
USGSE
US
N
2
2031-03-15
None
0.00000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024PY2
1125000.00000000
PA
USD
1266069.77000000
0.051209110555
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.90700000
N
N
N
N
N
N
DIAMOND SPORTS GRP LLC- CS
N/A
DIAMOND SPORTS GRP LLC- CS
000000000
22907.00000000
NS
USD
314971.25000000
0.012739738318
Long
EC
CORP
US
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
60000.00000000
PA
USD
59884.26000000
0.002422156948
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
TALKTALK TELECOM GROUP
213800WF53FVDRRHRF44
TalkTalk Telecom Group Ltd
000000000
432352.30605000
PA
62314.18000000
0.002520440664
Long
DBT
CORP
GB
N
2
2028-03-01
Fixed
11.75000000
N
N
Y
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
50000.00000000
PA
USD
46520.46000000
0.001881627249
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-45658.98000000
-0.00184678270
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3361579.86000000
SGD
2613270.00000000
USD
2025-09-17
-45658.98000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
895000.00000000
PA
USD
912681.40000000
0.036915503254
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
GREAT-WEST LIFECO US FI
N/A
Great-West Lifeco US Finance 2020 LP
391399AA0
25000.00000000
PA
USD
24882.69000000
0.001006437759
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.90400000
N
N
N
N
N
N
Affirm Master Trust
N/A
Affirm Master Trust
00833BAJ7
7400000.00000000
PA
USD
7424707.12000000
0.300309395861
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
5.26000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS KRW PUT
000000000
1475000.00000000
NC
USD
0.08000000
0.000000003235
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS KRW PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
KRW
2025-07-10
1475000.00000000
USD
1550.00000000
USD
2025-07-10
XXXX
-20.57000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
10000.00000000
PA
USD
9722.73000000
0.000393258228
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
582000.00000000
PA
561952.33000000
0.022729457471
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2025-NPL1 Trust
74143VAA2
4087515.55000000
PA
USD
4100540.83000000
0.165855826965
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
6.06300000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
125000.00000000
PA
USD
123739.24000000
0.005004918821
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
1142444.39000000
PA
USD
860481.61000000
0.034804162409
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
45000.00000000
PA
USD
43805.07000000
0.001771797041
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/IDR FORWARD
000000000
1.00000000
NC
USD
6543.69000000
0.000264674627
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-299000.00000000
USD
4948300500.00000000
IDR
2025-09-17
6543.69000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
936997.43000000
PA
USD
796731.32000000
0.032225634965
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CJ7
1745000.00000000
PA
USD
1333571.72000000
0.053939382537
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
925000.00000000
PA
USD
655389.73000000
0.026508748518
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AC0
3175000.00000000
PA
USD
3264182.16000000
0.132027372475
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
10.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
72000.00000000
PA
USD
64199.60000000
0.002596700823
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Hayfin Emerald CLO
635400DTCNEUJDSEHR95
Hayfin Emerald CLO XIV DAC
000000000
13300000.00000000
PA
15714408.87000000
0.635605493631
Long
ABS-CBDO
CORP
IE
N
2
2039-01-22
Floating
4.90400000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09259GAC7
40235.10000000
PA
USD
40134.51000000
0.001623332780
Long
LON
CORP
US
N
2
2026-04-23
Floating
6.69129000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.HY.43.V1
000000000
1.00000000
NC
USD
15594.27000000
0.000630746200
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IHS MARKIT LTD
CDX.NA.HY.43.V1
Y
Default Event
2026-03-23
0.00000000
USD
0.00000000
USD
2280000.00000000
USD
15594.27000000
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CH5
310000.00000000
PA
USD
313410.40000000
0.012676606142
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.HY.44.V1
000000000
-4230000.00000000
OU
OTHER
USD
-1543.77000000
-0.00006244133
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.HY.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.HY.44.V1
Default Event
2030-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-4230000.00000000
USD
99.00000000
USD
2025-07-16
XXXX
25739.73000000
N
N
N
Monument CLO
254900274MJH69SRXW98
Monument Clo 3 DAC
000000000
17000000.00000000
PA
20025150.00000000
0.809963356311
Long
ABS-CBDO
CORP
IE
N
2
2038-04-15
Floating
3.40300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAU7
5000000.00000000
PA
USD
4731250.00000000
0.191366313338
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.24750000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2H9
10000.00000000
PA
USD
9865.27000000
0.000399023587
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTR3
9359994.82000000
PA
USD
7803373.58000000
0.315625433787
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CU67
94733.48000000
PA
USD
95802.30000000
0.003874944879
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
ROCHESTER GAS & ELECTRIC
549300DD8M80WFTQO509
Rochester Gas and Electric Corp
771367CD9
45000.00000000
PA
USD
44172.79000000
0.001786670324
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.10000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
5000.00000000
PA
USD
3373.70000000
0.000136457073
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
125000.00000000
PA
USD
126872.25000000
0.005131640633
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
1200000.00000000
PA
USD
1189014.36000000
0.048092426859
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
7630000.00000000
PA
USD
7953546.60000000
0.321699527779
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.81900000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
20000.00000000
PA
USD
19727.92000000
0.000797941203
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.04500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
60000.00000000
PA
USD
59992.54000000
0.002426536582
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP
549300DGOB28CLGS1X27
Alta Equipment Group Inc
02128LAC0
755000.00000000
PA
USD
704144.44000000
0.028480745160
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
9.00000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10
040104LM1
374646.74000000
PA
USD
359099.27000000
0.014524597817
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
3.84987500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UK2
840000.00000000
PA
USD
835406.25000000
0.033789931667
Long
DBT
UST
US
N
2
2055-05-15
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-65317.42000000
-0.00264191363
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1117446.68000000
EUR
1253000.00000000
USD
2025-07-22
-65317.42000000
N
N
N
Neuberger Berman CLO Ltd
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd
64130HAU5
9500000.00000000
PA
USD
9533250.00000000
0.385594273528
Long
ABS-CBDO
CORP
KY
N
2
2038-10-19
Floating
5.62947000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAX4
17000.00000000
PA
USD
17033.77000000
0.000688970096
Long
DBT
CORP
US
N
2
2029-12-05
Fixed
4.45200000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
25000.00000000
PA
USD
15023.03000000
0.000607641081
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAX5
36000.00000000
PA
USD
33514.03000000
0.001355552204
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
1080000.00000000
PA
USD
1062284.24000000
0.042966535001
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS BRL
000000000
1.00000000
NC
-349153.37000000
-0.01412231296
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2031-01-02
0.00000000
USD
0.00000000
USD
-47424255.39000000
BRL
-349153.37000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
8270.05000000
0.000334501237
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BANK OF AMERICA CORP
Bank of America Corp
Y
Default Event
2025-12-20
7184.32000000
USD
0.00000000
USD
2120000.00000000
USD
1085.73000000
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
675000.00000000
PA
USD
628218.33000000
0.025409738606
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
41902.50000000
0.001694843211
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-676844.37000000
USD
244134381.00000000
HUF
2025-07-22
41902.50000000
N
N
N
HPS Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TBN5
2000000.00000000
PA
USD
2000796.00000000
0.080926806713
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.38947000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
196977.10000000
PA
USD
192778.81000000
0.007797383389
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
900000.00000000
PA
USD
893763.43000000
0.036150322345
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
475000.00000000
PA
USD
421952.44000000
0.017066839175
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XAC0
946051.75000000
PA
USD
955326.23000000
0.038640371713
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
2210000.00000000
PA
USD
2146101.17000000
0.086804009290
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400GQC2
2482.35000000
PA
USD
2505.50000000
0.000101340723
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PR6
3430000.00000000
PA
USD
3453789.52000000
0.139696479257
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
600000.00000000
PA
USD
587334.00000000
0.023756077628
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
845000.00000000
PA
USD
805893.24000000
0.032596209940
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BZ0
54000.00000000
PA
USD
53439.67000000
0.002161490649
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.80000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
45000.00000000
PA
USD
38150.42000000
0.001543081686
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
1380000.00000000
PA
USD
1411241.04000000
0.057080897237
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
NEWGENERATIONGASGATHERINGLLC
N/A
NEWGENERATIONGASGATHERINGLLC
000000000
243243.00000000
PA
USD
239594.36000000
0.009690946234
Long
DBT
CORP
US
N
3
2029-09-30
Floating
0.01000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCE4
45000.00000000
PA
USD
23971.31000000
0.000969574894
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HA8
50000.00000000
PA
USD
35742.16000000
0.001445674058
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AH9
1690000.00000000
PA
USD
1558198.13000000
0.063024915527
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
4.97600000
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
50000.00000000
PA
USD
50433.13000000
0.002039884207
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.44.V1
000000000
-21340000.00000000
OU
OTHER
USD
-1640.74000000
-0.00006636351
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2030-06-30
0.00000000
USD
0.00000000
USD
N/A
N/A
-21340000.00000000
USD
80.00000000
USD
2025-07-16
XXXX
15644.66000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBK4
120000.00000000
PA
USD
119581.90000000
0.004836765621
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397E74
1000000.00000000
PA
USD
1007874.58000000
0.040765810870
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
5.85000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2016-ETC Mortgage Trust
05491LAG3
1560000.00000000
PA
USD
1431681.42000000
0.057907655528
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Variable
3.72919700
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
30000.00000000
PA
USD
28362.02000000
0.001147167282
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCE7
15000.00000000
PA
USD
14970.89000000
0.000605532158
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAD4
1600000.00000000
PA
USD
1735035.85000000
0.070177524781
Long
DBT
CORP
US
N
2
N/A
Fixed
8.87500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136F1EQ9
315000.00000000
PA
USD
247546.56000000
0.010012591295
Long
DBT
USGSE
US
N
2
2031-03-17
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XUT9
16064.84000000
PA
USD
15956.58000000
0.000645400663
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF7L9
818723.44000000
PA
USD
714914.32000000
0.028916357785
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D
N/A
LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D
51889BAA2
496075.33200000
PA
USD
472170.90000000
0.019098040559
Long
ABS-O
CORP
US
N
2
2043-11-25
Variable
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAW3
849730.92000000
PA
USD
677740.00000000
0.027412756713
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
20000.00000000
PA
USD
19915.45000000
0.000805526286
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS TRY PUT
000000000
-736000.00000000
NC
USD
-247.23000000
-0.00000999978
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
TRY
2025-07-03
-736000.00000000
USD
41.00000000
USD
2025-07-03
XXXX
7863.74000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCA8
220000.00000000
PA
USD
178215.53000000
0.007208337956
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413BA3
3076000.00000000
PA
USD
3162643.82000000
0.127920420234
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.35300000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2025-SPOT
12433FAA6
3390000.00000000
PA
USD
3388940.63000000
0.137073516403
Long
ABS-MBS
CORP
US
N
2
2040-04-15
Floating
5.75512000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-34273.02000000
-0.00138625130
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US TREASURY N/B
United States Treasury Note/Bond
Y
Performance Leg
2025-07-24
0.00000000
USD
0.00000000
USD
9258031.69000000
USD
-34273.02000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
1590000.00000000
PA
USD
1393015.34000000
0.056343716785
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BN6H2
72480420.00000000
PA
USD
206547.45000000
0.008354287775
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Variable
1.02245200
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
925000.00000000
PA
USD
921474.88000000
0.037271175824
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
15000.00000000
PA
USD
13123.80000000
0.000530822345
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
5000.00000000
PA
USD
3314.23000000
0.000134051672
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
2770000.00000000
PA
USD
2403757.53000000
0.097225514753
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
2415000.00000000
PA
USD
2169990.04000000
0.087770249709
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
4455000.00000000
PA
USD
4446713.70000000
0.179857586735
Long
DBT
CORP
N/A
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES2
89182JAA9
272773.42000000
PA
USD
275110.08000000
0.011127461404
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A9UL7
3083298.99000000
PA
USD
2584663.34000000
0.104542667285
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040685
-2000000.00000000
PA
USD
-1859219.26000000
-0.07520040908
Short
ABS-MBS
USGSE
US
N
2
2055-08-15
Fixed
4.00000000
N
N
N
N
N
N
Marble Point CLO XVIII Ltd
N/A
Marble Point CLO XVIII Ltd
566076BA2
1000000.00000000
PA
USD
999287.00000000
0.040418466400
Long
ABS-CBDO
CORP
KY
N
2
2038-03-15
Floating
5.48604500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
1340000.00000000
PA
USD
706221.88000000
0.028564772010
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V3 Mortgage Trust
08163VAC1
6000000.00000000
PA
USD
6288657.60000000
0.254359254057
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
6.36290000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WT24
9635581.59000000
PA
USD
8803831.06000000
0.356091242949
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.50000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAG4
125000.00000000
PA
USD
127612.46000000
0.005161580133
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
-5271000.00000000
NC
USD
-91521.76000000
-0.00370180857
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
INR
N/A
USD
2026-01-08
-5271000.00000000
USD
87.00000000
USD
2026-01-08
XXXX
-50647.44000000
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022675
17000000.00000000
PA
USD
14092500.71000000
0.570003679068
Long
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
2.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AR7
10000.00000000
PA
USD
9978.74000000
0.000403613143
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
815000.00000000
PA
USD
627932.03000000
0.025398158543
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
950000.00000000
PA
USD
930305.33000000
0.037628343731
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
RESOLUTION FUNDING STRIP
N/A
Resolution Funding Corp Interest Strip
76116EGR5
450000.00000000
PA
USD
373932.56000000
0.015124564426
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
15000.00000000
PA
USD
14020.96000000
0.000567110050
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-8995.14000000
-0.00036382917
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-13225920.00000000
MXN
690000.00000000
USD
2025-09-17
-8995.14000000
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765KAA7
1250000.00000000
PA
USD
1288237.53000000
0.052105736712
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AJ1
1333000.00000000
PA
USD
1343497.38000000
0.054340848737
Long
DBT
NUSS
RS
N
2
2034-06-12
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020679
25000000.00000000
PA
USD
19784690.00000000
0.800237397272
Long
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
2.00000000
N
N
N
N
N
N
ASHLAND INC
529900E4L9R04SB8HB11
Ashland Inc
044209AM6
1400000.00000000
PA
USD
1448606.48000000
0.058592228598
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
2920954.27000000
PA
USD
2323474.68000000
0.093978289806
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
475000.00000000
PA
USD
481545.50000000
0.019477217868
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040673
-1000000.00000000
PA
USD
-929620.29000000
-0.03760063570
Short
ABS-MBS
USGA
US
N
2
2055-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FE45
3347090.36000000
PA
USD
3403679.45000000
0.137669661956
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
6.00000000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AK0
650000.00000000
PA
USD
628417.03000000
0.025417775486
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
60.63000000
0.000002452320
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-253293349.00000000
THB
7838016.74000000
USD
2025-09-17
60.63000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-227251.73000000
-0.00919172010
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-237348605.00000000
TWD
8081237.26000000
USD
2025-09-17
-227251.73000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
10000.00000000
PA
USD
9560.32000000
0.000386689182
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AA6
960000.00000000
PA
USD
1031711.04000000
0.041729931446
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.34300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297ECF1
31120.09000000
PA
USD
31847.05000000
0.001288127355
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAS0
25000.00000000
PA
USD
24964.62000000
0.001009751607
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
30000.00000000
PA
USD
28833.66000000
0.001166243849
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403AS22
1228.91000000
PA
USD
1270.09000000
0.000051371718
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
30000.00000000
PA
USD
23296.45000000
0.000942278626
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
2000000.00000000
PA
USD
1973909.01000000
0.079839300419
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
785000.00000000
PA
USD
766866.43000000
0.031017680640
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
51674.46000000
PA
USD
52613.31000000
0.002128066613
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AC3
10000.00000000
PA
USD
6165.39000000
0.000249373411
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
2.78000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
25000.00000000
PA
USD
23274.00000000
0.000941370584
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAC4
505000.00000000
PA
USD
566926.64000000
0.022930654907
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
11.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
300572.25000000
PA
USD
269819.06000000
0.010913453903
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
872.00000000
NC
USD
1953940.25000000
0.079031617886
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2025-09-19
97685689.11000000
USD
1953940.25000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
782000.00000000
PA
USD
506233.59000000
0.020475784582
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012DAQ6
6500000.00000000
PA
USD
6525861.55000000
0.263953514648
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
6.05947000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
20000.00000000
PA
USD
17315.84000000
0.000700379067
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
CENT Trust
N/A
CENT Trust 2023-CITY
12516WAA9
2750000.00000000
PA
USD
2753417.98000000
0.111368337735
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
6.93176000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBD0
1057643.82000000
PA
USD
991699.09000000
0.040111555887
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87400000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2025-CES1
749427AA8
2795918.47000000
PA
USD
2812528.74000000
0.113759208693
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Variable
5.65300000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-52826.69000000
-0.00213669725
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-7109484.00000000
SGD
5570604.51000000
USD
2025-09-17
-52826.69000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
14315.25000000
PA
USD
15007.32000000
0.000607005654
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
30000.00000000
PA
USD
28860.64000000
0.001167335118
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
5000.00000000
PA
USD
4953.56000000
0.000200358153
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B40 Mortgage Trust
08163WAB1
2680218.61000000
PA
USD
2840296.81000000
0.114882352299
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
6.93020000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AC8
20000.00000000
PA
USD
14224.76000000
0.000575353210
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.38700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418V4W9
659479.29000000
PA
USD
657369.80000000
0.026588837014
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
836360.53000000
PA
USD
850954.55000000
0.034418818505
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
675000.00000000
PA
USD
600341.52000000
0.024282196761
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AT6
2520000.00000000
PA
USD
2662077.60000000
0.107673865497
Long
DBT
CORP
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECR9
12885291.68000000
PA
USD
11170292.21000000
0.451808219633
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
200000.00000000
PA
USD
196018.94000000
0.007928437916
Long
DBT
CORP
US
Y
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-AIRC
12433CAA3
3300446.38000000
PA
USD
3312823.05000000
0.133994765404
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
6.00300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390UYD2
50809.92000000
PA
USD
52479.08000000
0.002122637372
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
50000.00000000
PA
USD
49307.85000000
0.001994369664
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
50000.00000000
PA
USD
49091.92000000
0.001985635877
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
2735000.00000000
PA
USD
2736750.60000000
0.110694187127
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
20000.00000000
PA
USD
19704.69000000
0.000797001612
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
33990000.00000000
OU
OTHER
USD
37328.08000000
0.001509820249
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2030-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
33990000.00000000
USD
60.00000000
USD
2025-09-17
XXXX
-22154.42000000
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAH2
7423587.51000000
PA
USD
248690.18000000
0.010058847642
Long
ABS-MBS
CORP
US
N
3
2070-02-25
Variable
0.90082600
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
4660000.00000000
PA
USD
4892313.06000000
0.197880880103
Long
DBT
CORP
US
Y
2
2033-11-15
Fixed
6.03600000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CM3
860000.00000000
PA
USD
875007.09000000
0.035391678934
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
6.87500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
275000.00000000
PA
USD
275299.88000000
0.011135138303
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
3250.00000000
PA
USD
3246.95000000
0.000131330378
Long
DBT
CORP
N/A
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.44.V1
000000000
1.00000000
NC
USD
-171918.80000000
-0.00695365219
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.44.V1
Y
Default Event
2030-06-20
0.00000000
USD
-49841.97000000
USD
-2240000.00000000
USD
-122076.83000000
N
N
N
ALLIED UNIVERSAL HOLDCO
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
1300000.00000000
PA
USD
1256528.00000000
0.050823171670
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
4000.00000000
PA
USD
3402.05000000
0.000137603755
Long
DBT
CORP
US
N
2
2047-07-15
Variable
4.85000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
36000.00000000
PA
USD
24289.58000000
0.000982448058
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BG2
2791000.00000000
PA
USD
2887066.50000000
0.116774060230
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.37500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CZ2
4500000.00000000
PA
USD
4566693.52000000
0.184710447147
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.35000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
195000.00000000
PA
USD
189335.93000000
0.007658128170
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CAE7
22564.12000000
PA
USD
22880.72000000
0.000925463467
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BN7
20000.00000000
PA
USD
19459.27000000
0.000787075035
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.15000000
N
N
N
N
N
N
DCLI BIDCO LLC
2549007UUVJTHHNK9T70
Dcli Bidco LLC
233104AA6
1515000.00000000
PA
USD
1534214.53000000
0.062054843535
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
18000.00000000
PA
USD
15890.14000000
0.000642713344
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
392000.00000000
PA
USD
368513.21000000
0.014905366322
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Elevation CLO Ltd
N/A
Elevation CLO 2021-12 Ltd
28623MAS8
16000000.00000000
PA
USD
16060939.20000000
0.649621711694
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.88947000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
5000.00000000
PA
USD
4935.86000000
0.000199642236
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
972000.00000000
PA
USD
655650.10000000
0.026519279783
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAH7
45000.00000000
PA
USD
43832.97000000
0.001772925521
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
-747000.00000000
NC
USD
-5364.37000000
-0.00021697431
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TWD
N/A
USD
2025-08-27
-747000.00000000
USD
27.70000000
USD
2025-08-27
XXXX
1956.23000000
N
N
N
BPR Trust
N/A
BPR Trust 2023-BRK2
05610WAA8
2300000.00000000
PA
USD
2409975.65000000
0.097477020951
Long
ABS-MBS
CORP
US
N
2
2038-10-05
Variable
7.14647500
N
N
N
N
N
N
Voya CLO Ltd
5493007ASGBOUR3XJY69
Voya CLO 2013-2 Ltd
92916WAA7
702370.66000000
PA
USD
702796.58000000
0.028426227855
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
5.51338000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAR5
4400000.00000000
PA
USD
4644093.52000000
0.187841068580
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
6.89000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BS6
14000.00000000
PA
USD
13807.76000000
0.000558486684
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6D9
12404146.21000000
PA
USD
10791080.15000000
0.436470113658
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
875000.00000000
PA
USD
617365.00000000
0.024970750654
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3Y6
3340683.67000000
PA
USD
2784024.01000000
0.112606269176
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
-1472000.00000000
NC
USD
-0.30000000
-0.00000001213
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
BRL
2025-07-02
-1472000.00000000
USD
5.70000000
USD
2025-07-02
XXXX
15452.76000000
N
N
N
CALIFORNIA ST
N/A
State of California
13063A7D0
1550000.00000000
PA
USD
1792383.57000000
0.072497085522
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
80000.00000000
PA
USD
75485.15000000
0.003053170909
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
1695000.00000000
PA
USD
1537854.52000000
0.062202071322
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M1MS4
336747.54000000
PA
USD
315969.86000000
0.012780129402
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BA1
15000.00000000
PA
USD
12099.14000000
0.000489377609
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQP3
84730.56000000
PA
USD
78248.76000000
0.003164951487
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2020-BID Mortgage Trust
05493BAA6
5000000.00000000
PA
USD
5000000.00000000
0.202236526645
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.56648000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
1250000.00000000
PA
USD
1247130.16000000
0.050443054366
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
NEW GENERATION GAS GATHERING LLC
N/A
NEW GENERATION GAS GATHERING LLC
000000000
291891.00000000
PA
USD
287512.64000000
0.011629111536
Long
DBT
CORP
US
N
3
2029-09-30
Floating
0.01000000
N
N
N
N
N
N
ICG Euro CLO
635400IDZDV7D9IJ8J46
ICG Euro CLO 2023-1 DAC
000000000
11500000.00000000
PA
13540066.31000000
0.547659196217
Long
ABS-CBDO
CORP
IE
N
2
2038-10-19
Floating
3.68440000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
10000.00000000
PA
USD
12034.84000000
0.000486776848
Long
DBT
CORP
US
N
2
2032-03-15
Variable
8.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
10000.00000000
PA
USD
9289.21000000
0.000375723513
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAF1
585000.00000000
PA
USD
612493.14000000
0.024773697045
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
7799.93000000
0.000315486150
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
HELLENIC REPUBLIC GOVERNMENT BOND
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2027-12-20
6723.18000000
USD
0.00000000
USD
430000.00000000
USD
1076.75000000
N
N
N
RFR Trust
N/A
RFR Trust 2025-SGRM
74984NAA2
5600000.00000000
PA
USD
5706346.80000000
0.230806351333
Long
ABS-MBS
CORP
US
N
2
2041-03-11
Variable
5.56183200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
494715.85000000
PA
USD
487277.94000000
0.019709079619
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
30000.00000000
PA
USD
28941.46000000
0.001170604069
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC84
6089022.85000000
PA
USD
5279272.50000000
0.213532346723
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
1821650.49000000
PA
USD
1745761.59000000
0.070611352062
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAD7
5446683.95000000
PA
USD
5285111.88000000
0.213768533908
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.33000000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
55000.00000000
PA
USD
47661.35000000
0.001927773175
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAN7
5875000.00000000
PA
USD
1380622.65000000
0.055842465868
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.76697300
N
N
N
N
N
N
SOUTHERN NATURAL GAS
254900KDLS1X42SY7037
Southern Natural Gas Co LLC
843452AZ6
10000.00000000
PA
USD
11381.62000000
0.000460355859
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAM0
725000.00000000
PA
USD
687643.24000000
0.027813316085
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
7.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APUF4
3315398.14000000
PA
USD
2765033.33000000
0.111838147343
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS TRY PUT
000000000
736000.00000000
NC
USD
0.03000000
0.000000001213
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS TRY PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2025-07-03
736000.00000000
USD
70.00000000
USD
2025-07-03
XXXX
-20.56000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397F81
735000.00000000
PA
USD
733514.22000000
0.029668673619
Long
DBT
CORP
US
N
2
2026-11-05
Fixed
5.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
21000.00000000
PA
USD
21341.25000000
0.000863196054
Long
DBT
CORP
US
N
2
2027-10-28
Floating
6.29423000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
10000.00000000
PA
USD
5598.40000000
0.000226440194
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140NCTX7
7295285.14000000
PA
USD
7201738.06000000
0.291290898213
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
TEXAS ST PRIV ACTIVITY BOND SU
N/A
Texas Private Activity Bond Surface Transportation Corp
882667AZ1
450000.00000000
PA
USD
349731.94000000
0.014145714560
Long
DBT
MUN
US
Y
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
3390000.00000000
PA
USD
3362164.86000000
0.135990508659
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CB7
100000.00000000
PA
USD
93402.31000000
0.003777871751
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FMJ3
5003092.00000000
PA
USD
5004035.83000000
0.202399765093
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUX3
25010.69000000
PA
USD
24438.91000000
0.000988488054
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
490000.00000000
PA
USD
477116.58000000
0.019298079988
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
1152624.61000000
PA
USD
1116369.49000000
0.045154137622
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
529900ELA1S09AZO9Q54
JP Morgan Mortgage Trust 2024-HE2
46593HAA6
304637.56000000
PA
USD
304339.41000000
0.012309709039
Long
ABS-O
CORP
US
N
2
2054-10-20
Floating
5.50218000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECH2
5000.00000000
PA
USD
4940.76000000
0.000199840428
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
50000.00000000
PA
USD
45931.50000000
0.001857805404
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
1225000.00000000
PA
USD
1108752.03000000
0.044846031891
Long
DBT
CORP
IT
N
2
2032-06-03
Fixed
3.12700000
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AQ0
25000.00000000
PA
USD
25016.73000000
0.001011859316
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
4.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAS3
3250000.00000000
PA
USD
3129087.98000000
0.126563176928
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.31900000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AD1
340000.00000000
PA
USD
342242.37000000
0.013842781635
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Balboa Bay Loan Funding Ltd
549300MALKZHG9DP8554
Balboa Bay Loan Funding 2020-1 Ltd
05766BAU2
1000000.00000000
PA
USD
1002206.50000000
0.040536552308
Long
ABS-CBDO
CORP
KY
N
2
2035-10-20
Floating
5.55947000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
2648000.00000000
PA
USD
2636084.00000000
0.106622494421
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
2325000.00000000
PA
USD
2379972.73000000
0.096263483685
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAR1
50000.00000000
PA
USD
49172.05000000
0.001988876920
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.36400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
6444704.41000000
PA
USD
5127147.62000000
0.207379305253
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
TRY/USD FORWARD
000000000
1.00000000
NC
USD
14980.50000000
0.000605920857
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2026242.25000000
USD
83462944.65000000
TRY
2025-07-30
14980.50000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
7266294.53000000
PA
USD
6041216.38000000
0.244350923481
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2024-SFR1 Trust
46188DAE8
2700000.00000000
PA
USD
2593966.41000000
0.104918951398
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
4.25000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABU3
15750000.00000000
PA
USD
15729099.75000000
0.636199700140
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
5.37147000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
20000.00000000
PA
USD
17271.72000000
0.000698594532
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390NZK1
39126.98000000
PA
USD
40412.35000000
0.001634570659
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
279324.27000000
PA
USD
250774.35000000
0.010143146703
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2011-12
17318WAJ9
206860.14000000
PA
USD
191726.21000000
0.007754808555
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.86003000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
46590MAQ3
1122027.96000000
PA
USD
1106966.08000000
0.044773795026
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.55890000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBJ6
15000.00000000
PA
USD
14405.59000000
0.000582667297
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402TV51
125534.29000000
PA
USD
128140.21000000
0.005182926198
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
50000.00000000
PA
USD
51262.42000000
0.002073426753
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
1473000.00000000
NC
USD
1.05000000
0.000000042469
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
COP
2025-07-10
1473000.00000000
USD
5000.00000000
USD
2025-07-10
XXXX
-102.06000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
400000.00000000
PA
USD
414438.85000000
0.016762934706
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
2200000.00000000
PA
USD
2073102.02000000
0.083851390381
Long
DBT
CORP
FR
N
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
870000.00000000
PA
USD
921187.15000000
0.037259537921
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11400000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
42.00000000
NC
USD
262.50000000
0.000010617417
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2026-03-17
0.00000000
USD
2500.00000000
99.75000000
USD
2025-12-12
XXXX
-328.86000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
1700000.00000000
PA
USD
1648900.56000000
0.066693584407
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
35000.00000000
PA
USD
34717.45000000
0.001404227300
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1570000.00000000
PA
USD
1483880.79000000
0.060018979385
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
10000.00000000
PA
USD
9772.93000000
0.000395288683
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAD7
310800.00000000
PA
USD
234646.39000000
0.009490814180
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6TW8
17617.46000000
PA
USD
18488.47000000
0.000747808791
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
1000000.00000000
PA
USD
958316.08000000
0.038761303089
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490024AP9UCHO22G82
Towd Point Mortgage Trust 2024-CES6
891947AA1
1864356.69000000
PA
USD
1873395.46000000
0.075773798172
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
5.72500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
9000.00000000
PA
USD
8855.06000000
0.000358163315
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
325000.00000000
PA
USD
360041.78000000
0.014562719806
Long
DBT
CORP
US
N
2
N/A
Fixed
10.25000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2023-2
68269HAC9
700000.00000000
PA
USD
721405.65000000
0.029178914591
Long
ABS-O
CORP
US
N
2
2036-09-15
Fixed
6.74000000
N
N
N
N
N
N
GoodLeap Home Improvement Solu
N/A
GoodLeap Home Improvement Solutions Trust 2024-1
381935AA3
1759872.60000000
PA
USD
1779899.25000000
0.071992128419
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
5.35000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
10000.00000000
PA
USD
9855.69000000
0.000398636102
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2024-2R
69391NAA9
2600338.91000000
PA
USD
2660035.41000000
0.107591264414
Long
ABS-MBS
CORP
US
N
2
2027-03-29
Floating
7.65757000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
10000.00000000
PA
USD
9832.06000000
0.000397680332
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
50000.00000000
PA
USD
46924.69000000
0.001897977263
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
126758.83000000
PA
USD
119486.48000000
0.004832906139
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPKN6
2142561.64000000
PA
USD
1940788.58000000
0.078499668274
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
20000.00000000
PA
USD
20096.90000000
0.000812865450
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
5000.00000000
PA
USD
4749.73000000
0.000192113779
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390TKJ7
42155.95000000
PA
USD
43540.82000000
0.001761108840
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
1257098.57000000
0.050846249689
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2054-05-11
1278107.60000000
USD
0.00000000
USD
-2800000.00000000
USD
-21009.03000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
10000.00000000
PA
USD
9988.13000000
0.000403992943
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
NBCUNIVERSAL MEDIA LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
10000.00000000
PA
USD
8606.60000000
0.000348113778
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 5 Ltd
74923EAA6
5889664.23000000
PA
USD
5899313.27000000
0.238611325063
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
5.65679000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YAY9
1171577.11000000
PA
USD
1164460.25000000
0.047099279275
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.29400000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
110000.00000000
PA
USD
105509.06000000
0.004267557164
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AM4
1900000.00000000
PA
USD
1594485.01000000
0.064492622042
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CQ6
20000.00000000
PA
USD
19704.12000000
0.000796978557
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
120000.00000000
PA
USD
102755.59000000
0.004156186723
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
4777593.36000000
PA
USD
3984658.01000000
0.161168679162
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C10
90276FAV6
2044000.45000000
PA
USD
2017874.04000000
0.081617567411
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
4.04840000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2022-1
75907DAA5
688224.10000000
PA
USD
682943.49000000
0.027623223862
Long
ABS-O
CORP
US
Y
2
2032-03-15
Fixed
3.07000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AG7
440000.00000000
PA
USD
454300.00000000
0.018375210811
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
NEWMONT / NEWCREST FIN
N/A
Newmont Corp / Newcrest Finance Pty Ltd
65163LAR0
1200000.00000000
PA
USD
1231693.55000000
0.049818685088
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.35000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834NP9
16895000.00000000
PA
USD
6543040.07000000
0.264648339491
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
1089912.76000000
PA
956477.74000000
0.038686947190
Long
ABS-MBS
CORP
LU
N
3
2026-03-15
Floating
0.01000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
75000.00000000
PA
USD
74644.54000000
0.003019170500
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBT6
1603266.74000000
PA
USD
1390049.80000000
0.056223768683
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBA2
10000.00000000
PA
USD
7025.48000000
0.000284161734
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3128X75U4
95000.00000000
PA
USD
51415.93000000
0.002079635819
Long
DBT
USGSE
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
725000.00000000
PA
USD
868682.50000000
0.035135866311
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BB6
1845000.00000000
PA
USD
1859183.62000000
0.075198967541
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Doncasters US Finance LLC
N/A
DONCASTERS US FINANCE LLC
000000000
399000.00000000
PA
USD
394012.50000000
0.015936743890
Long
DBT
CORP
US
N
3
2030-04-23
Floating
0.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
458182BY7
1500000.00000000
PA
USD
1535432.55000000
0.062104109162
Long
DBT
NUSS
N/A
N
2
2026-08-01
Fixed
6.95000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAB5
548347.52000000
PA
USD
551191.36000000
0.022294205232
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.70800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
11798.58000000
0.000477220767
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1070000.00000000
USD
30903740.00000000
TWD
2025-09-17
11798.58000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
342183.36000000
PA
USD
322550.87000000
0.013046313523
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-RPL1 LLC
74390WAD4
286000.00000000
PA
USD
258639.87000000
0.010461285792
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
50000.00000000
PA
USD
43914.93000000
0.001776240582
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
1100000.00000000
PA
USD
1097829.54000000
0.044404246603
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAS5
3618341.91000000
PA
USD
3561437.33000000
0.144050543097
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
2.67400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WND6
257685.23000000
PA
USD
209891.47000000
0.008489544373
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF21
5152949.26000000
PA
USD
4938104.20000000
0.199733008324
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAU8
2750000.00000000
PA
USD
2697843.78000000
0.109120511099
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25900000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
3775000.00000000
PA
USD
3364941.00000000
0.136102796041
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAC2
178672.10000000
PA
USD
179646.01000000
0.007266197017
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
7.10517000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CM0
990000.00000000
PA
USD
880087.84000000
0.035597181580
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390CTC0
16005.49000000
PA
USD
16874.72000000
0.000682536952
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
550000.00000000
PA
USD
549802.76000000
0.022238040104
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY53
213826.27000000
PA
USD
182920.11000000
0.007398625540
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
2050000.00000000
PA
USD
2447371.59000000
0.098989585954
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DSD74
494139.88000000
PA
USD
432795.73000000
0.017505421036
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AADG4
3852423.50000000
PA
USD
3229404.10000000
0.130620693663
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAJ4
99456.00000000
PA
USD
39588.39000000
0.001601243697
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-2674.53000000
-0.00010817753
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-896000.00000000
USD
832384000.00000000
CLP
2025-09-17
-2674.53000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400RBL4
9924.65000000
PA
USD
10010.41000000
0.000404894109
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CK7
875000.00000000
PA
USD
884643.21000000
0.035781434022
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
10.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CNK3
130000.00000000
PA
USD
130507.81000000
0.005278689238
Long
DBT
UST
US
N
2
2030-06-30
Fixed
3.87500000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
10000.00000000
PA
USD
6141.90000000
0.000248423304
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676BA2
3045000.00000000
PA
USD
3080846.33000000
0.124611932181
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
2195049.08000000
PA
USD
1833385.24000000
0.074155492588
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834DV7
1445000.00000000
PA
USD
746864.68000000
0.030208663751
Long
DBT
UST
US
N
2
2039-05-15
None
0.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
430000.00000000
PA
USD
353943.75000000
0.014316070925
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BF0
50000.00000000
PA
USD
50121.61000000
0.002027284063
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
125000.00000000
PA
USD
120233.79000000
0.004863132815
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Atlas Static Senior Loan Fund
N/A
Atlas Static Senior Loan Fund I Ltd
04942PAJ6
956459.20000000
PA
USD
956892.19000000
0.038703710575
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.00610000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MRS4
43694.04000000
PA
USD
44042.51000000
0.001781400849
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
16000.00000000
PA
USD
15860.07000000
0.000641497093
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2025-1
682684AB1
5800000.00000000
PA
USD
5971446.84000000
0.241528933594
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
5.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDL4
6751143.67000000
PA
USD
6080816.74000000
0.245952651333
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
5000.00000000
PA
USD
4211.49000000
0.000170343421
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAD6
1152317.88000000
PA
USD
1081020.05000000
0.043724348029
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.89200000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
15000.00000000
PA
USD
14353.75000000
0.000580570508
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
10000.00000000
PA
USD
8950.21000000
0.000362011876
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAZ9
70000.00000000
PA
USD
69941.18000000
0.002828932262
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.30000000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAF0
35000.00000000
PA
USD
34663.05000000
0.001402026966
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBR0
7000.00000000
PA
USD
5165.60000000
0.000208934600
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
1325000.00000000
PA
USD
1173543.23000000
0.047466661340
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YAD6
8896.25000000
PA
USD
9197.92000000
0.000372031078
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
1225000.00000000
PA
USD
1122338.72000000
0.045395576890
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBC6
2600445.87000000
PA
USD
2167219.78000000
0.087658200156
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC
91327TAA9
2735000.00000000
PA
USD
2897833.87000000
0.117209571332
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
1150000.00000000
PA
USD
1263851.15000000
0.051119373354
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PHP/USD FORWARD
000000000
1.00000000
NC
USD
48128.54000000
0.001946669752
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2796750.00000000
USD
160484766.75000000
PHP
2025-09-17
48128.54000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
860000.00000000
PA
USD
884339.47000000
0.035769148557
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.44900000
N
N
N
N
N
N
Radnor Re LTD
254900JO0CMUL2VM8206
Radnor RE 2021-2 Ltd
75049GAB5
467223.11000000
PA
USD
474413.72000000
0.019188756585
Long
ABS-MBS
CORP
BM
Y
2
2031-11-25
Floating
8.00517000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2024-1R
73015AAA5
3566099.80000000
PA
USD
3653167.20000000
0.147760769156
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Floating
7.80517000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAD5
375000.00000000
PA
USD
366281.19000000
0.014815087128
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
20000.00000000
PA
USD
18503.20000000
0.000748404579
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
213381.23000000
0.008630695761
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2054-12-16
43136.49000000
USD
0.00000000
USD
-5565000.00000000
USD
170244.74000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
285000.00000000
PA
USD
301326.68000000
0.012187852229
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AV7
1250000.00000000
PA
USD
1324562.50000000
0.053574983865
Long
DBT
CORP
CA
Y
2
2029-03-01
Fixed
9.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEL3
1589081.52000000
PA
USD
1562590.91000000
0.063202591641
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V12 Mortgage Trust
081915AB6
4750000.00000000
PA
USD
4947299.80000000
0.200104945565
Long
ABS-MBS
CORP
US
N
2
2057-12-15
Fixed
5.73845000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AR7
449000.00000000
PA
USD
448332.38000000
0.018133836662
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
30000.00000000
PA
USD
27818.90000000
0.001125199542
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CV0
10000.00000000
PA
USD
8872.21000000
0.000358856986
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
3170000.00000000
PA
USD
3381721.93000000
0.136781539440
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
100000.00000000
PA
USD
102223.28000000
0.004134656217
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
7.65517000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
805000.00000000
PA
USD
804073.35000000
0.032522600294
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Armada Euro CLO
254900X3N0A6IK91HI28
Armada Euro CLO VII DAC
000000000
5550000.00000000
PA
6552725.72000000
0.265040097934
Long
ABS-CBDO
CORP
IE
N
2
2039-04-15
Floating
3.44200000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
45000.00000000
PA
USD
44761.27000000
0.001810472754
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400TSQ1
8979.87000000
PA
USD
9149.27000000
0.000370063317
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
CAMELOT RETURN MERGER SU
N/A
Camelot Return Merger Sub Inc
13323NAA0
1250000.00000000
PA
USD
1152878.37000000
0.046630823438
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
4815000.00000000
PA
USD
2679848.44000000
0.108392648088
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AA4
338000.00000000
PA
USD
362094.51000000
0.014645747203
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
-1294000.00000000
NC
-0.08000000
-0.00000000323
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
EUR
2025-07-03
-1294000.00000000
USD
1.13500000
EUR
2025-07-03
XXXX
8478.91000000
N
N
N
NCR ATLEOS LLC
9845005FC3S0VA714741
NCR Atleos Corp
638962AA8
966000.00000000
PA
USD
1057377.93000000
0.042768087982
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
Pikes Peak CLO
5493003SA5I7NBQCGD83
Pikes Peak CLO 10
72132HAQ5
10000000.00000000
PA
USD
10019327.00000000
0.405254778361
Long
ABS-CBDO
CORP
JE
N
2
2038-01-22
Floating
5.97238000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAF8
4934000.00000000
PA
USD
5304963.15000000
0.214571464287
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBU3
5030536.79000000
PA
USD
4563792.87000000
0.184593123671
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
43000.00000000
PA
USD
42935.92000000
0.001736642265
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBD4
15000.00000000
PA
USD
15028.31000000
0.000607854643
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
1650000.00000000
PA
USD
1482625.13000000
0.059968191321
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
10000.00000000
PA
USD
7070.86000000
0.000285997233
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAF2
9329.83000000
PA
USD
9178.39000000
0.000371241142
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
3633000.00000000
PA
USD
3587739.69000000
0.145114402682
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
10000.00000000
PA
USD
7893.28000000
0.000319261906
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.89700000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
50000.00000000
PA
USD
48875.86000000
0.001976896832
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EB2
40000.00000000
PA
USD
39113.88000000
0.001582051046
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
255000.00000000
PA
USD
253766.54000000
0.010264172725
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
25000.00000000
PA
USD
16660.99000000
0.000673892149
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
6233000.00000000
PA
USD
6064687.04000000
0.245300248432
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQH8
2170276.93000000
PA
USD
1823694.84000000
0.073763542020
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
ATLX Trust
N/A
ATLX 2024-RPL2 Trust
049919AA1
4062326.84000000
PA
USD
3897152.22000000
0.157629305756
Long
ABS-MBS
CORP
US
N
2
2063-04-25
Variable
3.85000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-48329.53000000
-0.00195479925
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
0.00000000
USD
-32207.04000000
USD
-1755000.00000000
EUR
-16122.49000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403VVZ9
9346.71000000
PA
USD
9474.43000000
0.000383215163
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
LSEG US FIN CORP
2138007FV67QQ13CGJ43
Lseg US Fin Corp
50222CAB6
2155000.00000000
PA
USD
2208075.71000000
0.089310712432
Long
DBT
CORP
US
N
2
2034-03-28
Fixed
5.29700000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2200000.00000000
PA
USD
2198966.00000000
0.088942249210
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Carlyle Euro CLO
635400GXUD5SKWFXE966
Carlyle Euro CLO 2021-2 DAC
000000000
6500000.00000000
PA
7641475.73000000
0.309077102016
Long
ABS-CBDO
CORP
IE
N
2
2035-10-15
Floating
3.26900000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EC4
150000.00000000
PA
USD
146903.69000000
0.005941858403
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CJ3
240000.00000000
PA
USD
245582.40000000
0.009933146316
Long
DBT
NUSS
N/A
N
2
2029-01-24
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
3500000.00000000
PA
USD
3337218.59000000
0.134981499259
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
53000.00000000
PA
USD
46691.51000000
0.001888545761
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPS2
590843.43000000
PA
USD
534032.87000000
0.021600190548
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
600000.00000000
PA
USD
599151.17000000
0.024234050311
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFG3
913080.11000000
PA
USD
899211.24000000
0.036370671579
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BZ5
594000.00000000
PA
USD
673298.12000000
0.027233094637
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
10.75000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
10000.00000000
PA
USD
7459.88000000
0.000301732044
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BR6
20000.00000000
PA
USD
18983.93000000
0.000767848813
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FQGJ6
352391.00000000
PA
USD
315370.95000000
0.012755905106
Long
ABS-MBS
USGSE
US
N
2
2048-07-15
Fixed
3.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-121017.41000000
-0.00489482813
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-09-25
1771.97000000
USD
0.00000000
USD
-9580000.00000000
USD
-122789.38000000
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
25000.00000000
PA
USD
17588.46000000
0.000711405811
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAU1
425000.00000000
PA
USD
443831.14000000
0.017951773634
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.75000000
N
N
N
N
N
N
Tikehau US CLO Ltd
254900RN10DV5689GE29
Tikehau US CLO IV Ltd
88675CAA0
8750000.00000000
PA
USD
8798900.25000000
0.355891804972
Long
ABS-CBDO
CORP
BM
N
2
2034-07-15
Floating
6.45610000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
1762000.00000000
PA
USD
1781822.50000000
0.072069918699
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EM23
2637546.99000000
PA
USD
2693360.73000000
0.108939183807
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
293000.00000000
PA
USD
245158.14000000
0.009915986142
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
1145000.00000000
PA
USD
1111490.10000000
0.044956779445
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
30000.00000000
PA
USD
29208.48000000
0.001181404308
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
1250000.00000000
PA
USD
1258253.05000000
0.050892945294
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
-1728000.00000000
NC
-727.55000000
-0.00002942743
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
EUR
2025-07-17
-1728000.00000000
USD
1.14000000
EUR
2025-07-17
XXXX
10876.33000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS4S4
123648.92000000
PA
USD
114959.23000000
0.004649791076
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Digicel International Finance Ltd
5493007V023VOEW4FK27
DLLTD PIK-TERM B 1L USD
000000000
1420410.38000000
PA
USD
1410645.06000000
0.057056791452
Long
LON
CORP
LC
N
2
2027-05-25
Floating
11.77965000
N
N
Y
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
JPY/EUR FORWARD
000000000
1.00000000
NC
USD
-26054.21000000
-0.00105382258
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-453937.00000000
EUR
73177699.00000000
JPY
2025-07-22
-26054.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZAR CALL VERSUS USD PUT
000000000
-896000.00000000
NC
USD
-10472.60000000
-0.00042358844
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2025-07-29
-896000.00000000
USD
17.70000000
USD
2025-07-29
XXXX
-2210.88000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
40000.00000000
PA
USD
36861.88000000
0.001490963715
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZH8
515093.00000000
PA
USD
387448.62000000
0.015671252632
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
5416943.97000000
PA
USD
5334942.60000000
0.215784052255
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TRY PUT
000000000
741000.00000000
NC
USD
436.94000000
0.000017673045
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
TRY
2025-07-18
741000.00000000
USD
99.00000000
USD
2025-07-18
XXXX
353.38000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
675000.00000000
PA
USD
644265.56000000
0.026058805818
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
31057.22000000
PA
USD
29545.29000000
0.001195027365
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-17461.08000000
-0.00070625363
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-18490255.89000000
ZAR
1021000.00000000
USD
2025-09-17
-17461.08000000
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EA7
20000.00000000
PA
USD
19723.78000000
0.000797773751
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
081437AT2
55000.00000000
PA
USD
50018.78000000
0.002023124866
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
55000.00000000
PA
USD
46995.07000000
0.001900823945
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-406328.85000000
-0.01643490705
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-7135000.00000000
EUR
8011249.35000000
USD
2025-07-22
-406328.85000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBF5
50000.00000000
PA
USD
50246.99000000
0.002032355346
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
40000.00000000
PA
USD
39960.24000000
0.001616284028
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BV4
1190332.00000000
PA
USD
1369777.18000000
0.055403795832
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAM8
10000.00000000
PA
USD
9092.96000000
0.000367785729
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.62500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-30288.41000000
-0.00122508456
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1877917.35000000
USD
265377890.00000000
JPY
2025-07-22
-30288.41000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
-42.00000000
NC
USD
-17850.00000000
-0.00072198440
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2026-03-17
0.00000000
USD
2500.00000000
96.25000000
USD
2025-12-12
XXXX
7735.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPY/EUR FORWARD
000000000
1.00000000
NC
USD
-51136.39000000
-0.00206832917
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-907873.00000000
EUR
146494841.00000000
JPY
2025-07-22
-51136.39000000
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAY5
20000.00000000
PA
USD
17327.93000000
0.000700868075
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
AGL CLO Ltd.
549300U1G1VA46DEO184
AGL CLO 9 LTD
001207AQ2
15000000.00000000
PA
USD
15054324.00000000
0.608906839351
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.79947000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
1075000.00000000
PA
USD
1072394.78000000
0.043375479100
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY48
1079.68000000
PA
USD
1092.47000000
0.000044187467
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AR6
15000.00000000
PA
USD
14042.68000000
0.000567988565
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AW9
775000.00000000
PA
USD
760468.75000000
0.030758911724
Long
DBT
CORP
CO
N
2
2032-02-01
Fixed
7.75000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AV1
10000.00000000
PA
USD
10759.13000000
0.000435177816
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
1875000.00000000
PA
USD
1904986.47000000
0.077051569399
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
-1473000.00000000
NC
USD
-731.65000000
-0.00002959327
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
COP
2025-07-10
-1473000.00000000
USD
4300.00000000
USD
2025-07-10
XXXX
12812.59000000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBB0
1000000.00000000
PA
USD
1029460.60000000
0.041638907212
Long
DBT
CORP
ES
N
2
2030-03-14
Fixed
5.53800000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
2000000.00000000
PA
2453593.28000000
0.099241236549
Long
DBT
CORP
ES
N
2
2029-04-30
Fixed
5.75000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BZ2
2407000.00000000
PA
USD
2405128.86000000
0.097280981356
Long
DBT
CORP
US
Y
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AM1
15000.00000000
PA
USD
15042.10000000
0.000608412411
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
40000.00000000
PA
USD
38515.05000000
0.001557829987
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAP5
65000.00000000
PA
USD
60322.26000000
0.002439872868
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
30000.00000000
PA
USD
30063.71000000
0.001215996057
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC31
20000.00000000
PA
USD
17974.94000000
0.000727037886
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
685000.00000000
PA
USD
681288.12000000
0.027556268606
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BL9
20000.00000000
PA
USD
18101.37000000
0.000732151639
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAA2
4040000.00000000
PA
USD
3784715.23000000
0.153081532491
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Fixed
2.38700000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1705000.00000000
PA
1799410.15000000
0.072781291749
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
798241.76000000
PA
USD
678804.26000000
0.027455803162
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Tikehau US CLO Ltd
254900CXO5NATO3A5N33
Tikehau US CLO VII Ltd
88677FAA1
1500000.00000000
PA
USD
1499343.75000000
0.060644414449
Long
ABS-CBDO
CORP
BM
N
2
2038-02-25
Floating
5.49214000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWPS6
3002736.53000000
PA
USD
3003301.16000000
0.121475439013
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKV1
10944132.33000000
PA
USD
11007915.39000000
0.445240514816
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJU2
159775.07000000
PA
USD
151351.79000000
0.006121772062
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
460000.00000000
PA
USD
450800.00000000
0.018233645242
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206APW7
1473.78000000
PA
USD
1474.03000000
0.000059620541
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAN2
10000.00000000
PA
USD
8529.54000000
0.000344996908
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
6060000.00000000
PA
USD
6068871.98000000
0.245469517978
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319XAL1
11000000.00000000
PA
USD
11014738.90000000
0.445516507408
Long
ABS-CBDO
CORP
KY
N
2
2036-04-25
Floating
5.70177000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAM7
14489.18000000
PA
USD
12822.86000000
0.000518650133
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
0.01000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
75000.00000000
PA
USD
72287.56000000
0.002923837010
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
1900000.00000000
PA
USD
1841039.05000000
0.074465068578
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
2480000.00000000
PA
USD
2514038.20000000
0.101686070684
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BY5
30000.00000000
PA
USD
26884.25000000
0.001087395468
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BX3
100000.00000000
PA
USD
97373.68000000
0.003938502965
Long
DBT
CORP
US
N
2
2026-05-12
Fixed
1.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDA1
38000.00000000
PA
USD
36491.53000000
0.001475984055
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW39
11928210.05000000
PA
USD
83566.65000000
0.003380045807
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.46403400
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
5000.00000000
PA
USD
3226.14000000
0.000130488669
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VXY3
2141.42000000
PA
USD
2171.28000000
0.000087822425
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust 2025-EWEST
05494JAA8
800000.00000000
PA
USD
800500.00000000
0.032378067915
Long
ABS-MBS
CORP
US
N
2
2042-06-15
Floating
5.85000000
N
N
N
N
N
N
Sunrun Issuer
N/A
Sunrun Vesta Issuer 2024-3 LLC
86773AAA9
555952.23000000
PA
USD
536364.59000000
0.021694502339
Long
ABS-O
CORP
US
N
2
2059-10-30
Fixed
5.49000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
2895.62000000
0.000117120026
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2264833.57000000
USD
40377915.00000000
ZAR
2025-09-17
2895.62000000
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2024-2
80286YAF9
500000.00000000
PA
USD
516200.00000000
0.020878899010
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
6.28000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
1500000.00000000
PA
USD
1462436.25000000
0.059151605528
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
CIFC Funding Ltd
5493001TP5YQV9X08Z14
CIFC Funding 2015-I Ltd
12548MBF1
782480.96000000
PA
USD
783013.83000000
0.031670799458
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
5.64399000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391F5M6
29168.06000000
PA
USD
30126.26000000
0.001218526036
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
EFMT 2024-CES1
281907AA3
3859858.88000000
PA
USD
3882365.72000000
0.157031231676
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
5.52200000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
5925000.00000000
PA
USD
5701087.08000000
0.230593609832
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.05000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
40000.00000000
PA
USD
40725.20000000
0.001647224598
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.80517000
N
N
N
N
N
N
ICON INVESTMENTS SIX DAC
635400FQ1M7J2CHLAS59
Icon Investments Six DAC
45115AAA2
2060000.00000000
PA
USD
2100299.57000000
0.084951457990
Long
DBT
CORP
IE
N
2
2027-05-08
Fixed
5.80900000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
80000.00000000
PA
USD
74101.75000000
0.002997216107
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDT7
6156592.70000000
PA
USD
5553254.62000000
0.224614185185
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAK5
7423587.51000000
PA
USD
61670.71000000
0.002494414037
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
0.39882400
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECT0
1200000.00000000
PA
USD
1208199.48000000
0.048868413266
Long
DBT
CORP
GB
N
2
2028-09-10
Fixed
4.83700000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAC3
941576.92000000
PA
USD
946441.95000000
0.038281026527
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.86000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
2487000.00000000
PA
USD
2612375.76000000
0.105663559999
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
10000.00000000
PA
USD
8802.37000000
0.000356032147
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
58000.00000000
PA
USD
36361.02000000
0.001470705278
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
304552.12000000
PA
USD
271587.87000000
0.010984997501
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
170000.00000000
PA
USD
192745.88000000
0.007796051459
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAD0
132009.06000000
PA
USD
13.20000000
0.000000533904
Long
DBT
CORP
BM
Y
2
2030-12-31
None
0.00000000
N
N
N
N
N
N
The Huntington National Bank
N/A
Huntington Bank Auto Credit-Linked Notes Series 2024-1
44644NAC3
293490.67000000
PA
USD
295847.66000000
0.011966240634
Long
ABS-O
CORP
US
N
2
2032-05-20
Floating
7.45185000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNTC6
781055.41000000
PA
USD
679615.80000000
0.027488627769
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
582000.00000000
PA
USD
585660.78000000
0.023688400387
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
50000.00000000
PA
USD
35675.05000000
0.001442959639
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EQS2
258019.71000000
PA
USD
272032.26000000
0.011002971879
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
7.00000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2018-C
51888JAA6
474999.01800000
PA
USD
457720.93000000
0.018513578211
Long
ABS-O
CORP
US
N
2
2043-08-25
Variable
0.01000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AM0
326000.00000000
PA
USD
335129.87000000
0.013555100176
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BB3
21000.00000000
PA
USD
20229.23000000
0.000818217842
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHX3
10000.00000000
PA
USD
10579.73000000
0.000427921569
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.95000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973AZ9
25000.00000000
PA
USD
25001.74000000
0.001011253011
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DR5
30000.00000000
PA
USD
29293.61000000
0.001184847587
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2024-RPL2 LLC
69381DAA3
648479.85000000
PA
USD
626229.99000000
0.025329315611
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
250000.00000000
PA
USD
175000.00000000
0.007078278432
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
5000.00000000
PA
USD
4583.04000000
0.000185371618
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AG0
90000.00000000
PA
USD
101654.88000000
0.004111665969
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FCL1
122453.11000000
PA
USD
119322.73000000
0.004826282893
Long
ABS-MBS
USGA
US
Y
2
2045-10-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
36190000.00000000
PA
USD
23280348.44000000
0.941627361521
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
35000.00000000
PA
USD
34335.08000000
0.001388761464
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AG0
415000.00000000
PA
USD
321221.42000000
0.012992540852
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
1144573.58000000
PA
USD
913261.84000000
0.036938980487
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAN4
15000.00000000
PA
USD
13895.08000000
0.000562018543
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDE7
5138096.70000000
PA
USD
4634563.79000000
0.187455616681
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Carlyle Euro CLO
635400GXUD5SKWFXE966
Carlyle Euro CLO 2021-2 DAC
000000000
6250000.00000000
PA
6906235.45000000
0.279338613920
Long
ABS-CBDO
CORP
IE
N
2
2035-10-15
Fixed
2.10000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
109000.00000000
PA
USD
96874.37000000
0.003918307221
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
DIAMOND SPORTS GRP LLC- WARRANTS
N/A
DIAMOND SPORTS GRP LLC- WARRANTS
000000000
42842.93000000
NS
USD
9511.13000000
0.000384699579
Long
EC
CORP
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y3G9
26464.77000000
PA
USD
26878.48000000
0.001087162087
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
2048256.06000000
PA
USD
1630088.06000000
0.065932669476
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KMU32
1217171.08000000
PA
USD
1030335.82000000
0.041674307503
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
THB/USD FORWARD
000000000
1.00000000
NC
USD
9050.59000000
0.000366071977
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-829000.00000000
USD
27082652.40000000
THB
2025-09-17
9050.59000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
2130000.00000000
PA
USD
1196793.75000000
0.048407082222
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206YD57
43739.08000000
PA
USD
44897.28000000
0.001815973992
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLJ3
1134548.49000000
PA
USD
1146788.62000000
0.046384509461
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
20000.00000000
PA
USD
14927.38000000
0.000603772296
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TWD PUT
000000000
-2986000.00000000
NC
USD
-24232.80000000
-0.00098015146
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS TWD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TWD
2025-07-29
-2986000.00000000
USD
29.15000000
USD
2025-07-29
XXXX
-7251.83000000
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
60000.00000000
PA
USD
34034.38000000
0.001376598959
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2025-5C3
95004JAC8
8000000.00000000
PA
USD
8447310.40000000
0.341670942958
Long
ABS-MBS
CORP
US
N
2
2058-01-15
Fixed
6.09600000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1275000.00000000
PA
USD
1204248.93000000
0.048708624163
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
TCW CLO 2017-1, Ltd
N/A
TCW CLO 2017-1A Ltd
87240NBG0
7000000.00000000
PA
USD
6999618.50000000
0.283115706656
Long
ABS-CBDO
CORP
KY
N
2
2034-10-29
Floating
5.43037000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-45752.30000000
-0.00185055724
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-140793741.00000000
CNY
19747221.66000000
USD
2025-09-17
-45752.30000000
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAA3
6953631.29000000
PA
USD
6564760.59000000
0.265526875996
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.08296300
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
870000.00000000
PA
USD
775940.56000000
0.031384704747
Long
DBT
CORP
CA
N
2
2043-06-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEB4
35306.42000000
PA
USD
35313.88000000
0.001428351286
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
150531.49000000
PA
USD
149363.04000000
0.006041332483
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBV7
2910460.27000000
PA
USD
2872605.98000000
0.116189171163
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBC4
6500000.00000000
PA
USD
6426013.75000000
0.259914940195
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.83400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213CTS9
22692.00000000
PA
USD
23358.20000000
0.000944776247
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
1471000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CLP
2025-06-30
1471000.00000000
USD
1150.00000000
USD
2025-06-30
XXXX
-14.71000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
50000.00000000
PA
USD
48428.17000000
0.001958788978
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
30000.00000000
PA
USD
29531.61000000
0.001194474046
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
985000.00000000
PA
USD
787871.27000000
0.031867269817
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAW2
25000.00000000
PA
USD
23507.48000000
0.000950814221
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
995000.00000000
PA
USD
1076476.59000000
0.043540577315
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/EUR FORWARD
000000000
1.00000000
NC
USD
43504.07000000
0.001759622402
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1481000.00000000
USD
1292216.87000000
EUR
2025-07-22
43504.07000000
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2025-1
682684AC9
3200000.00000000
PA
USD
3277705.60000000
0.132574359182
Long
ABS-O
CORP
US
N
2
2035-10-15
Fixed
5.76000000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A
N/A
LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A
518888102
2980000.00000000
PA
USD
433309.17000000
0.017526188300
Long
ABS-O
CORP
US
N
2
2043-02-25
None
0.01000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAM4
335904.55370000
PA
USD
330614.06000000
0.013372447830
Long
LON
CORP
US
N
2
2028-01-18
Floating
8.81176000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVMA0
1024676.71000000
PA
USD
901911.32000000
0.036479882539
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISE4NWBTOSK36
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
900000.00000000
PA
USD
910071.00000000
0.036809919608
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.65517000
N
N
N
N
N
N
Tikehau US CLO Ltd
549300W9XQOIYX4MC726
Tikehau US CLO III Ltd
88676NAQ0
4500000.00000000
PA
USD
4520441.25000000
0.182839667461
Long
ABS-CBDO
CORP
BM
N
2
2036-01-20
Floating
6.13947000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
1000000.00000000
PA
USD
691510.00000000
0.027969716108
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
6015957.97000000
PA
USD
4903553.26000000
0.198335515904
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
896000.00000000
NC
USD
58.39000000
0.000002361718
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
BRL
2025-07-24
896000.00000000
USD
6.50000000
USD
2025-07-24
XXXX
-10.60000000
N
N
N
Bayview Financing Trust
N/A
Bayview Financing Trust 2023-1F
07336HAA0
861628.50000000
PA
USD
862317.80000000
0.034878431347
Long
ABS-MBS
CORP
US
N
3
2026-07-01
Floating
8.31355000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
5000.00000000
PA
USD
3325.89000000
0.000134523288
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V9 Mortgage Trust
081919AN2
8100000.00000000
PA
USD
8374922.10000000
0.338743031286
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
5.60190000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PEN/USD FORWARD
000000000
1.00000000
NC
USD
19825.27000000
0.000801878748
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1337700.00000000
USD
4819599.33000000
PEN
2025-09-17
19825.27000000
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAP4
12000.00000000
PA
USD
11280.42000000
0.000456262591
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMLB0
5599437.89000000
PA
USD
5050125.64000000
0.204263973711
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
-1276000.00000000
NC
-12575.85000000
-0.00050865924
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
TRY
2025-07-14
-1276000.00000000
USD
48.00000000
EUR
2025-07-14
XXXX
8712.97000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR42
3774363.14000000
PA
USD
3448558.11000000
0.139484882820
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
50000.00000000
PA
USD
49713.84000000
0.002010790865
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AB2
376000.00000000
PA
USD
407348.78000000
0.016476160480
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
7.75000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CK3
27000.00000000
PA
USD
20079.07000000
0.000812144275
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-44144.33000000
-0.00178551919
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-40671298.67000000
MXN
2105350.00000000
USD
2025-09-17
-44144.33000000
N
N
N
PHINIA INC
254900HG6MORZE1FFM18
Phinia Inc
71880KAA9
290000.00000000
PA
USD
299043.55000000
0.012095505773
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
225000.00000000
PA
USD
132468.75000000
0.005358003977
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
35000.00000000
PA
USD
34688.57000000
0.001403059182
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BK5
20000.00000000
PA
USD
15009.82000000
0.000607106772
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
5000.00000000
PA
USD
4964.77000000
0.000200811568
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJT94
2004261.92000000
PA
USD
1735226.72000000
0.070185244959
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW CALL VERSUS USD PUT
000000000
4180000.00000000
NC
USD
62657.61000000
0.002534331482
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
KRW
N/A
USD
2025-09-25
4180000.00000000
USD
1331.00000000
USD
2025-09-25
XXXX
2858.36000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
-33990000.00000000
OU
OTHER
USD
-13809.66000000
-0.00055856353
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2030-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-33990000.00000000
USD
80.00000000
USD
2025-09-17
XXXX
9983.34000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NBQ3
4434.98000000
PA
USD
4603.60000000
0.000186203214
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
-736000.00000000
NC
USD
-10554.66000000
-0.00042690755
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
BRL
N/A
USD
2025-07-10
-736000.00000000
USD
5.50000000
USD
2025-07-10
XXXX
-5755.94000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-6707.28000000
-0.00027129140
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-947000.00000000
USD
135055742.00000000
JPY
2025-07-22
-6707.28000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
25000.00000000
PA
USD
22914.03000000
0.000926810767
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF57
2304815.50000000
PA
USD
2269686.98000000
0.091802722281
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
10000.00000000
PA
USD
8789.85000000
0.000355525746
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAX7
515000.00000000
PA
USD
452905.32000000
0.018318799763
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS JPY PUT
000000000
1471000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS JPY PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
JPY
2025-06-30
1471000.00000000
USD
165.00000000
USD
2025-06-30
XXXX
-0.06000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SHW4
68408.03000000
PA
USD
68743.29000000
0.002780480839
Long
ABS-MBS
USGA
US
Y
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAND0
863550.25000000
PA
USD
726446.65000000
0.029382809457
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
475000.00000000
PA
USD
485687.50000000
0.019644750607
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1765000.00000000
PA
USD
1753470.50000000
0.070923156699
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YRV7
17178.33000000
PA
USD
17669.43000000
0.000714680830
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2024-5YR8
065923AY0
8100000.00000000
PA
USD
8451186.03000000
0.341827701748
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
5.88400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
13260956.50000000
PA
USD
12800185.07000000
0.517732993795
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAA8
960000.00000000
PA
USD
987771.18000000
0.039952682512
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
19.00000000
NC
USD
8075.00000000
0.000326611990
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2026-03-17
0.00000000
USD
2500.00000000
96.25000000
USD
2025-12-12
XXXX
-3355.97000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
260000.00000000
PA
USD
276799.72000000
0.011195802789
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
9.55517000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospital/The
623115AF9
10000.00000000
PA
USD
6170.52000000
0.000249580906
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.39100000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
45000.00000000
PA
USD
36501.79000000
0.001476399045
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
10000.00000000
PA
USD
9775.31000000
0.000395384948
Long
DBT
CORP
US
Y
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/TRY FORWARD
000000000
1.00000000
NC
USD
8794.35000000
0.000355707759
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-980000.00000000
USD
40154520.00000000
TRY
2025-07-23
8794.35000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQY7
275283.61000000
PA
USD
234614.97000000
0.009489543326
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
2.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
1065000.00000000
PA
USD
628727.95000000
0.025430351362
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
50000.00000000
PA
USD
47166.67000000
0.001907764702
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BL1
30000.00000000
PA
USD
29760.74000000
0.001203741737
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
10000.00000000
PA
USD
8940.72000000
0.000361628031
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FB51
57478.59000000
PA
USD
59349.64000000
0.002400533010
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
25000.00000000
PA
USD
19127.32000000
0.000773648552
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLY9
10808291.32000000
PA
USD
9107058.92000000
0.368355992787
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
1930000.00000000
PA
USD
1572065.33000000
0.063585806399
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
324000.00000000
PA
331445.16000000
0.013406063586
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQTT3
1989474.82000000
PA
USD
1676329.00000000
0.067802990895
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UE6
1165000.00000000
PA
USD
1110754.69000000
0.044927034092
Long
DBT
UST
US
N
2
2054-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Mortgage Trust 2024-FBLU
34461WAA8
2200000.00000000
PA
USD
2199999.56000000
0.088984053927
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Floating
5.76176000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
31422BV80
45000.00000000
PA
USD
33218.55000000
0.001343600834
Long
DBT
USGSE
US
N
2
2035-09-25
Fixed
1.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KMF6
9812.21000000
PA
USD
9846.62000000
0.000398269245
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
125000.00000000
PA
USD
124391.49000000
0.005031300576
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAY7
35000.00000000
PA
USD
30538.97000000
0.001235219044
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
5000.00000000
PA
USD
4477.09000000
0.000181086226
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
20000.00000000
PA
USD
19626.35000000
0.000793832970
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-RPL1 LLC
74390WAC6
293000.00000000
PA
USD
269442.45000000
0.010898221043
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
4.00000000
N
N
N
N
N
N
GoodLeap Home Improvement Solu
N/A
GoodLeap Home Improvement Solutions Trust 2025-2
38238FAA8
5800000.00000000
PA
USD
5878781.40000000
0.237780866248
Long
ABS-O
CORP
US
N
2
2049-06-20
Fixed
5.32000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
5000.00000000
PA
USD
4722.76000000
0.000191022915
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
Global Net Lease Inc
02608AAA7
10000.00000000
PA
USD
9710.14000000
0.000392748997
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
KREF 2022-Fl3 Ltd
549300DG0FGL1EU1CT79
KREF 2022-FL3 Ltd
48275EAA4
4608828.37000000
PA
USD
4603580.30000000
0.186202418001
Long
ABS-CBDO
CORP
KY
N
2
2039-02-17
Floating
5.76758000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
545000.00000000
PA
USD
571730.10000000
0.023124941920
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
605000.00000000
PA
USD
600462.50000000
0.024287090076
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
11000.00000000
PA
USD
9539.62000000
0.000385851922
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
785000.00000000
PA
USD
791791.32000000
0.032025825276
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
10000.00000000
PA
USD
6866.99000000
0.000277751241
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
1294000.00000000
NC
860.50000000
0.000034804906
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
TRY
2025-07-24
1294000.00000000
USD
90.00000000
EUR
2025-07-24
XXXX
747.76000000
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050676
36500000.00000000
PA
USD
35766355.84000000
1.446652715170
Long
ABS-MBS
USGSE
US
N
2
2055-07-15
Fixed
5.00000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BG3
9000.00000000
PA
USD
7825.87000000
0.000316535353
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.68500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390LP26
17436.91000000
PA
USD
18009.73000000
0.000728445048
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CJL0
125813.47000000
PA
USD
118064.18000000
0.004775377936
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
5299002NGIWITLMXOH85
LHOME Mortgage Trust 2025-RTL1
50205UAA9
3200000.00000000
PA
USD
3209742.08000000
0.129825417937
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Variable
5.65200000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
26000.00000000
PA
USD
26053.73000000
0.001053803172
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
10000.00000000
PA
USD
9992.69000000
0.000404177383
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FB69
23600.99000000
PA
USD
23721.79000000
0.000959482483
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAF2
165743.00000000
PA
USD
108755.68000000
0.004398874195
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
15000.00000000
PA
USD
12692.96000000
0.000513396028
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGY4
6700000.00000000
PA
USD
6879384.46000000
0.278252563730
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
5.49000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
25000.00000000
PA
USD
15690.64000000
0.000634644106
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
1500000.00000000
PA
USD
1319374.05000000
0.053365125043
Long
DBT
CORP
FR
N
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206YD24
16916.42000000
PA
USD
17340.99000000
0.000701396317
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
6.00000000
N
N
N
N
N
N
CITIGROUP CAPITAL XIII
N/A
Citigroup Capital XIII
173080201
45000.00000000
NS
USD
1323900.00000000
0.053548187525
Long
EP
CORP
US
N
1
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AT8
510000.00000000
PA
595786.26000000
0.024097948769
Long
DBT
CORP
US
N
2
2027-11-30
Fixed
2.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
80000.00000000
PA
USD
77944.96000000
0.003152663595
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
Doncasters US Finance LLC
N/A
DONCASTERS US FIN LLC
000000000
600000.00000000
PA
USD
602250.00000000
0.024359389634
Long
DBT
CORP
US
N
3
2030-04-23
Floating
0.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
45000.00000000
PA
USD
44262.16000000
0.001790285100
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ERA0
410384.25000000
PA
USD
418464.95000000
0.016925779602
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
Shackleton CLO LTD
549300OM5GJJFIKCOZ48
Shackleton 2014-V-R CLO Ltd
81881JAC6
1230727.07000000
PA
USD
1230758.33000000
0.049780857959
Long
ABS-CBDO
CORP
KY
N
2
2031-05-07
Floating
5.66028000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
238059.22000000
PA
USD
232983.18000000
0.009423541818
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
5.18368000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5F1
417168.96000000
PA
USD
402590.56000000
0.016283703302
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
675000.00000000
PA
USD
689614.38000000
0.027893043387
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
562846.45000000
PA
USD
472906.00000000
0.019127773373
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
644000.00000000
NC
0.01000000
0.000000000404
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2025-07-07
644000.00000000
USD
1.05000000
EUR
2025-07-07
XXXX
-2.38000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
10000.00000000
PA
USD
9431.66000000
0.000381485231
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B73P2
600153.10000000
PA
USD
545884.80000000
0.022079569180
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAJ0
50000.00000000
PA
USD
44145.25000000
0.001785556405
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
385000.00000000
PA
USD
367270.83000000
0.014855115399
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
50000.00000000
PA
USD
48058.61000000
0.001943841272
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
22346.16000000
0.000903841956
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5466161.35000000
USD
309616679.30000000
PHP
2025-09-17
22346.16000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
8055309.70000000
PA
USD
6384258.66000000
0.258226059321
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
895000.00000000
PA
USD
657528.08000000
0.026595239014
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
BLP Commercial Mortgage Trust
N/A
BLP Commercial Mortgage Trust 2025-IND
05625BAA7
3790000.00000000
PA
USD
3777035.55000000
0.152770910129
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Floating
5.51176000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
5000.00000000
PA
USD
4001.86000000
0.000161864453
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
1950000.00000000
PA
USD
2053248.23000000
0.083048358075
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
1550000.00000000
PA
USD
1539150.00000000
0.062254469997
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Clue Opco LLC
N/A
CLUE OPCO LLC
18948EAC0
1525000.00000000
PA
USD
1512037.50000000
0.061157842431
Long
LON
CORP
US
N
2
2030-12-19
Floating
8.77965000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10
06054MAD5
926984.07000000
PA
USD
918341.33000000
0.037144432170
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Fixed
2.90300000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2024-RPL2 Trust
69392CAA2
1650575.01000000
PA
USD
1573434.40000000
0.063641181592
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
4.07500000
N
N
N
N
N
N
Romark CLO Ltd
N/A
Romark WM-R Ltd
77587AAC0
1809658.29000000
PA
USD
1811330.78000000
0.073263449110
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.56108000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KKV8
12325.55000000
PA
USD
12565.60000000
0.000508244659
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
1450000.00000000
PA
USD
990075.59000000
0.040045889687
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
285000.00000000
PA
USD
280510.45000000
0.011345891819
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
LINCT 2024-1 A1X
N/A
LINCT 2024-1 A1X
000000000
3777000.00000000
PA
USD
3777000.00000000
0.152769472228
Long
DBT
CORP
US
N
3
2025-08-04
Floating
2.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAX7
1125995.64000000
PA
USD
1104655.43000000
0.044680335460
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.70800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECS7
3417761.94000000
PA
USD
3082817.92000000
0.124691677684
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
Yara International ASA
984851AF2
2410000.00000000
PA
USD
2411421.90000000
0.097535517866
Long
DBT
CORP
NO
N
2
2028-06-01
Fixed
4.75000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
800000.00000000
PA
USD
797543.59000000
0.032258489098
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
85000.00000000
PA
USD
64667.57000000
0.002615628948
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BU6
4295000.00000000
PA
USD
4295600.48000000
0.173745464186
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
109209.25000000
PA
USD
107353.12000000
0.004342144422
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AC7
2000.00000000
PA
USD
2002.64000000
0.000081001391
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
155000.00000000
PA
USD
143277.25000000
0.005795178677
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729RAB4
1280006.77000000
PA
USD
1279505.90000000
0.051752565807
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.52771000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2024-R1
17179VAA8
1289404.06000000
PA
USD
1278772.92000000
0.051722918741
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
142529.36000000
PA
USD
124860.13000000
0.005050255801
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.IG.44.V1
000000000
25870000.00000000
OU
OTHER
USD
23995.42000000
0.000970550079
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.IG.44.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.44.V1
Default Event
2035-08-20
0.00000000
USD
0.00000000
USD
N/A
N/A
25870000.00000000
USD
62.50000000
USD
2025-09-17
XXXX
-29038.08000000
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PT9
3260000.00000000
PA
USD
1171752.99000000
0.047394250956
Long
DBT
UST
US
N
2
2045-11-15
None
0.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
1230000.00000000
PA
USD
1103310.00000000
0.044625916442
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
TCI COMMUNICATIONS INC
N/A
TCI Communications Inc
872287AF4
750000.00000000
PA
USD
764588.72000000
0.030925553409
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.87500000
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
PEER HOLDING III BV
000000000
3425000.00000000
PA
4026228.24000000
0.162850082948
Long
LON
CORP
NL
N
2
2031-07-01
Floating
5.73000000
N
N
N
N
N
N
SOMPO INTL HLDS LTD
54930073OSJENOG1DL54
Sompo International Holdings Ltd
29267HAA7
1350000.00000000
PA
USD
1499987.97000000
0.060670471412
Long
DBT
CORP
BM
N
2
2034-07-15
Fixed
7.00000000
N
N
N
N
N
N
Trimaran CAVU Ltd
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CDG4
12000000.00000000
PA
USD
11993635.20000000
0.485110224940
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
5.45947000
N
N
N
N
N
N
CDR Firefly Bidco Plc
213800OAU5VX61DYZ558
CD&R FIREFLY BIDCO PLC
000000000
1100000.00000000
PA
1500289.29000000
0.060682658994
Long
LON
CORP
GB
N
2
2029-04-29
Floating
9.20910000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAE9
281000.00000000
PA
USD
275746.00000000
0.011153182655
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
6.60352000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
450000.00000000
PA
USD
418800.46000000
0.016939350077
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2024-A
831943AA3
596585.49000000
PA
USD
606627.57000000
0.024536450544
Long
ABS-O
CORP
US
Y
2
2056-03-15
Fixed
5.24000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
20000.00000000
PA
USD
17313.86000000
0.000700298981
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBH5
937197.19000000
PA
USD
745699.23000000
0.030161524439
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3134A4KY9
330000.00000000
PA
USD
244607.44000000
0.009893711811
Long
DBT
USGSE
US
N
2
2032-07-15
None
0.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
18000.00000000
PA
USD
18094.09000000
0.000731857182
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
2565000.00000000
PA
USD
2303121.04000000
0.093155039914
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
50000.00000000
PA
USD
49877.80000000
0.002017422605
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd
67578FAN7
5700000.00000000
PA
USD
5719935.75000000
0.231355987743
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
5.77610000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-107463.69000000
-0.00434661668
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-34640412.00000000
CZK
1544000.00000000
USD
2025-07-22
-107463.69000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GBP/USD FORWARD
000000000
1.00000000
NC
USD
40067.95000000
0.001620640607
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2702017.79000000
USD
1997453.00000000
GBP
2025-07-22
40067.95000000
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAG2
25000.00000000
PA
USD
17754.84000000
0.000718135434
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
DEVON OEI OPERATING LLC
N/A
Devon OEI Operating LLC
812007AE2
20000.00000000
PA
USD
21074.67000000
0.000852413612
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CL1
20000.00000000
PA
USD
17355.17000000
0.000701969860
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust Series 2024-RPL2
161930AB8
462254.09000000
PA
USD
409309.08000000
0.016555449332
Long
ABS-MBS
CORP
US
N
2
2064-08-25
Variable
3.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
880000.00000000
PA
1192228.88000000
0.048222445531
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
Carlyle Global Market Strategi
6354006SCMVW8LXU4P40
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd
000000000
5037138.50000000
PA
5919080.08000000
0.239410839263
Long
ABS-CBDO
CORP
IE
N
2
2031-11-15
Floating
2.89300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEB5
7146880.62000000
PA
USD
6848656.73000000
0.277009709852
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
1500000.00000000
PA
USD
1397235.00000000
0.056514390661
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
305000.00000000
PA
USD
314150.00000000
0.012706520969
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-RPL1 LLC
74390WAA0
2691246.44000000
PA
USD
2619101.66000000
0.105935604530
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
4.00000000
N
N
N
N
N
N
CAMERON INTERNATIONAL CO
P2PV5Z2Z2UKRY3P3V155
Cameron International Corp
13342BAD7
450000.00000000
PA
USD
491381.11000000
0.019875041789
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6U4
1384992.55000000
PA
USD
1161008.96000000
0.046959683894
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
20000.00000000
PA
USD
16991.31000000
0.000687252703
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1808240.74000000
-0.07313846531
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-48988968.00000000
EUR
55986919.61000000
USD
2025-07-22
-1808240.74000000
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FRX4
5000.00000000
PA
USD
4870.38000000
0.000196993746
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F3CY8
303055.71000000
PA
USD
297044.45000000
0.012014647565
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EQ94
2702735.79000000
PA
USD
2707071.71000000
0.109493756002
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
2140000.00000000
PA
USD
2114922.45000000
0.085542914082
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
230000.00000000
PA
USD
227517.51000000
0.009202470194
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
25000.00000000
PA
USD
21656.81000000
0.000875959606
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
STREAM INNOVATIONS ISSUER TRUS
N/A
Stream Innovations 2024-2 Issuer Trust
86324EAA5
2132008.71000000
PA
USD
2155656.10000000
0.087190480461
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
5.21000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
770000.00000000
PA
USD
593449.98000000
0.024003452538
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
5000.00000000
PA
USD
4955.78000000
0.000200447946
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
1245000.00000000
PA
USD
1206575.19000000
0.048802715112
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-ROIC
05593VAA1
6770000.00000000
PA
USD
6727687.50000000
0.272116830471
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Floating
5.45559000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCQ4
839688.02000000
PA
USD
730582.59000000
0.029550097085
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
650000.00000000
PA
USD
680813.69000000
0.027537079191
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
5000.00000000
PA
USD
3313.01000000
0.000134002327
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AH3
665000.00000000
PA
USD
683872.80000000
0.027660811947
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.62500000
N
N
N
N
N
N
Doncasters US Finance LLC
N/A
DONCASTERS US FINANCE LLC
000000000
2656375.00000000
PA
USD
2623170.31000000
0.106100170458
Long
LON
CORP
US
N
3
2030-04-23
Floating
10.82880000
N
N
N
N
N
N
Ally Bank Auto Credit-Linked N
N/A
Ally Bank Auto Credit-Linked Notes Series 2024-A
02007GZ71
307860.09000000
PA
USD
310975.14000000
0.012578106437
Long
ABS-O
CORP
US
N
2
2032-05-17
Fixed
6.31500000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAM6
35000.00000000
PA
USD
31774.69000000
0.001285200588
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.80000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAM0
88639.48000000
PA
USD
0.09000000
0.000000003640
Long
DBT
CORP
BM
Y
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
335087.20000000
0.013553374290
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2054-12-20
0.00000000
USD
0.00000000
USD
-17515000.00000000
USD
335087.20000000
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CJ8
25000.00000000
PA
USD
22151.72000000
0.000895977382
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
20000.00000000
PA
USD
19734.25000000
0.000798197235
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS CDX.NA.HY.42.V1
000000000
1.00000000
NC
USD
8081.49000000
0.000326874493
N/A
DCR
CORP
US
N
3
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IHS MARKIT LTD
CDX.NA.HY.42.V1
Y
Default Event
2027-08-02
0.00000000
USD
-2782.81000000
USD
6049862.18000000
USD
10864.30000000
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PM4
1250000.00000000
PA
USD
454349.21000000
0.018377201222
Long
DBT
UST
US
N
2
2045-08-15
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
5000.00000000
PA
USD
3494.33000000
0.000141336232
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
1470000.00000000
PA
USD
1311891.92000000
0.053062493047
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MM7
11475000.00000000
PA
USD
4693961.52000000
0.189858094802
Long
DBT
UST
US
N
2
2043-05-15
None
0.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CD3
1300000.00000000
PA
USD
1176649.75000000
0.047592311703
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.50000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAD2
2610000.00000000
PA
USD
2651061.66000000
0.107228300408
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDY3
863770.70000000
PA
USD
803498.55000000
0.032499351183
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS KINGDOM OF NORWAY
000000000
1.00000000
NC
USD
-1142.59000000
-0.00004621468
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
NORWEGIAN GOVERNMENT
NORWEGIAN GOVERNMENT
Y
Default Event
2025-12-20
0.00000000
USD
-1347.60000000
USD
5780000.00000000
USD
205.01000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
JPY/USD FORWARD
000000000
1.00000000
NC
USD
3396.62000000
0.000137384126
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-503000.00000000
USD
72734554.00000000
JPY
2025-07-22
3396.62000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
201501.82000000
0.008150205637
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-05-08
150731.37000000
USD
0.00000000
USD
-2920000.00000000
GBP
50770.45000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
435000.00000000
PA
USD
384801.58000000
0.015564186997
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AC7
1200000.00000000
PA
USD
1261762.53000000
0.051034894303
Long
DBT
CORP
US
N
2
2032-01-25
Fixed
6.15000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
573733.65000000
PA
USD
571804.30000000
0.023127943110
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EQ2
2000.00000000
PA
USD
1875.34000000
0.000075852449
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1015000.00000000
PA
USD
868152.81000000
0.035114441778
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
1525000.00000000
PA
USD
1535345.51000000
0.062100588628
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KB3
3420000.00000000
PA
USD
1259254.66000000
0.050933457720
Long
DBT
UST
US
N
2
2045-05-15
None
0.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
298000.00000000
PA
USD
210205.78000000
0.008502257365
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAG0
124320.00000000
PA
USD
74439.35000000
0.003010871117
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
Mcafee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
57906HAF4
719751.41000000
PA
USD
694560.11000000
0.028093084838
Long
LON
CORP
US
N
2
2029-03-01
Floating
7.31579000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBX8
2503000.00000000
PA
USD
2563195.07000000
0.103674333614
Long
DBT
CORP
US
N
2
2029-07-12
Fixed
5.05000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
15000.00000000
PA
USD
13091.26000000
0.000529506190
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
Goodleap Sustainable Home Solutions Trust 2023-4
38237YAA8
510968.46000000
PA
USD
506848.98000000
0.020500675449
Long
ABS-O
CORP
US
N
2
2057-03-20
Fixed
6.48000000
N
N
N
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
10000.00000000
PA
USD
8798.32000000
0.000355868335
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1600000.00000000
PA
1794027.27000000
0.072563568758
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
725000.00000000
PA
USD
720037.62000000
0.029123581464
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADM6
7210000.00000000
PA
USD
7360783.55000000
0.297723859708
Long
DBT
CORP
US
N
2
2030-01-08
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLBV7
492636.82000000
PA
USD
453939.79000000
0.018360641287
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
10000.00000000
PA
USD
6480.59000000
0.000262122402
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
STAR LEASING CO LLC
549300WXKNX4PT3HSN71
Star Leasing Co LLC
854938AA5
1340000.00000000
PA
USD
1328455.56000000
0.053732447651
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
151000.00000000
PA
USD
143450.00000000
0.005802165949
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-1
55376CAB9
4000000.00000000
PA
USD
4170709.60000000
0.168693964630
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Fixed
6.45100000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAQ7
395000.00000000
PA
USD
406701.04000000
0.016449961142
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBB5
25000.00000000
PA
USD
24810.72000000
0.001003526767
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.30000000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp
38611TDL8
20000.00000000
PA
USD
13296.48000000
0.000537806786
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
5299003TKRYXBBT76K08
JP Morgan Mortgage Trust Series 2025-CES1
46658XAC9
2312522.91000000
PA
USD
2323824.67000000
0.093992445958
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
5.66600000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2025-SFR1 Trust
895974AA1
4292617.74000000
PA
USD
4293288.68000000
0.173651958106
Long
ABS-O
CORP
US
N
2
2042-03-17
Floating
5.41176000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2025-RPL1 LLC
74390WAB8
496000.00000000
PA
USD
464626.02000000
0.018792870494
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
4.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
10000.00000000
PA
USD
9164.50000000
0.000370679329
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2023-2
68269HAD7
800000.00000000
PA
USD
823482.96000000
0.033307666716
Long
ABS-O
CORP
US
N
2
2036-09-15
Fixed
7.52000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212A3E3
82637.71000000
PA
USD
85214.41000000
0.003446693259
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZN7
35000.00000000
PA
USD
26701.16000000
0.001079989971
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.43600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CR FUND
N/A
BLACKSTONE PRIVATE CR FUND
000000000
1100000.00000000
PA
USD
1095503.20000000
0.044310152419
Long
DBT
CORP
US
N
3
2027-05-03
Fixed
5.61000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
700000.00000000
PA
USD
697725.00000000
0.028221096110
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
60000.00000000
PA
USD
51843.80000000
0.002096942008
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AH8
20000.00000000
PA
USD
18339.12000000
0.000741767986
Long
DBT
CORP
US
N
2
2034-09-18
Fixed
4.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89182FAA7
765450.75000000
PA
USD
777905.86000000
0.031464195836
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.29400000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DE7
10000.00000000
PA
USD
8589.07000000
0.000347404736
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
7119.17000000
0.000287951242
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
PETROLEOS MEXICANOS
Petroleos Mexicanos
Y
Default Event
2025-12-24
0.00000000
USD
0.00000000
USD
1860744.00000000
USD
7119.17000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PF2
2475000.00000000
PA
USD
2524386.55000000
0.102104633556
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
5.17400000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
25000.00000000
PA
USD
24608.40000000
0.000995343468
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFR9
666021.07000000
PA
USD
655904.70000000
0.026529577667
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES3
74942AAA1
1499800.41000000
PA
USD
1519188.63000000
0.061447086370
Long
ABS-MBS
CORP
US
N
2
2044-05-25
Variable
6.59100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
1442000.00000000
PA
USD
1306110.64000000
0.052828655849
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLQ9
8950189.37000000
PA
USD
7926355.64000000
0.320599726718
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
45000.00000000
PA
USD
44741.16000000
0.001809659359
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BN1
6210000.00000000
PA
USD
6440930.03000000
0.260518263526
Long
DBT
CORP
CA
N
2
2033-12-07
Fixed
6.00000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAF6
221000.00000000
PA
USD
210255.38000000
0.008504263551
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
6.60352000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
375000.00000000
PA
USD
249916.75000000
0.010108459094
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
863579FU7
744742.25000000
PA
USD
696133.07000000
0.028156706831
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
5.10291300
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
15000.00000000
PA
USD
15001.67000000
0.000606777126
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XTE6
1126754.00000000
PA
USD
1151472.75000000
0.046573969897
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
6.00000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743820AA0
50000.00000000
PA
USD
46210.48000000
0.001869089393
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CA0
15000.00000000
PA
USD
14205.48000000
0.000574573386
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
CASSA DEPOSITI E PRESTIT
81560029E2CE4D14F425
Cassa Depositi e Prestiti SpA
147918AC0
2400000.00000000
PA
USD
2492685.84000000
0.100822425260
Long
DBT
NUSS
IT
N
2
2029-04-30
Fixed
5.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
35000.00000000
PA
USD
27380.68000000
0.001107474724
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297AX33
1675.42000000
PA
USD
1718.39000000
0.000069504245
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
TRY/USD FORWARD
000000000
1.00000000
NC
USD
11047.36000000
0.000446835943
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1337500.00000000
USD
54763937.50000000
TRY
2025-07-23
11047.36000000
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
3726000.00000000
PA
USD
3750510.37000000
0.151698038075
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
110000.00000000
PA
USD
99681.96000000
0.004031866671
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
WINDSTREAM SERVICES/ESCR
N/A
Windstream Services LLC / Windstream Escrow Finance Corp
97381AAA0
260000.00000000
PA
USD
272308.28000000
0.011014136144
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
1905000.00000000
PA
USD
1195291.39000000
0.048346315808
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
8000.00000000
PA
USD
7754.08000000
0.000313631641
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
1200000.00000000
PA
USD
1053681.50000000
0.042618577350
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
5000.00000000
PA
USD
3294.51000000
0.000133254051
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDM5
30000.00000000
PA
USD
29270.46000000
0.001183911232
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320BD7
195000.00000000
PA
USD
196804.21000000
0.007960199971
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
137000.00000000
PA
USD
133020.50000000
0.005380320778
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CL2
122000.00000000
PA
USD
111301.11000000
0.004501829979
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PU67
231941.31000000
PA
USD
237546.48000000
0.009608115006
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFL5
1428701.98000000
PA
USD
1461046.88000000
0.059095409255
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2P1
3203793.03000000
PA
USD
2964979.70000000
0.119925439220
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
54000.00000000
PA
USD
51555.83000000
0.002085294397
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAF8
3175000.00000000
PA
USD
3094509.41000000
0.125164566950
Long
DBT
CORP
US
N
2
N/A
Fixed
9.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
20000.00000000
PA
USD
18707.50000000
0.000756667964
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEX6
5805000.00000000
PA
USD
5165327.91000000
0.208923595100
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT2BRJ2Q9YQ96
Freddie Mac STACR REMIC Trust 2020-HQA5
35565TBD0
900000.00000000
PA
USD
995598.18000000
0.040269263571
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
8.30517000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAT7
40000.00000000
PA
USD
33899.47000000
0.001371142213
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD CALL VERSUS CNH PUT
000000000
17861000.00000000
NC
USD
954.59000000
0.000038610593
N/A
DFE
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
DE
US
N/A
USD
N/A
CNY
2025-09-24
17861000.00000000
USD
7.95000000
USD
2025-09-24
XXXX
-938.68000000
N
N
N
DIG MIDCO/DIFL US II LLC
N/A
Digicel Midco Ltd / Difl US II LLC
000000000
698426.00000000
PA
USD
693624.32000000
0.028055234654
Long
DBT
CORP
LC
N
2
2028-11-25
Fixed
10.50000000
N
N
Y
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
525000.00000000
PA
USD
525203.93000000
0.021243083716
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
480000.00000000
PA
USD
442084.80000000
0.017881138886
Long
DBT
CORP
IN
N
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CH7
1000000.00000000
PA
USD
1031267.70000000
0.041711999537
Long
DBT
NUSS
N/A
N
2
2027-04-26
Fixed
6.00000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CH2
10000.00000000
PA
USD
9297.57000000
0.000376061652
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
80000.00000000
PA
USD
79470.71000000
0.003214376072
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
5000.00000000
PA
USD
3691.34000000
0.000149304756
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
390000.00000000
PA
USD
252265.53000000
0.010203460915
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
5000.00000000
PA
USD
3690.38000000
0.000149265926
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAB8
850000.00000000
PA
USD
886892.98000000
0.035872431156
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
CHAMPION IRON CANADA INC
N/A
Champion Iron Canada Inc
15853BAA9
935000.00000000
PA
USD
945518.75000000
0.038243685575
Long
DBT
CORP
CA
N
2
2032-07-15
Fixed
7.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
130000.00000000
PA
USD
112778.50000000
0.004561586424
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
300000.00000000
PA
USD
265205.25000000
0.010726837721
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
94000.00000000
PA
USD
79238.41000000
0.003204980163
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAC0
895000.00000000
PA
USD
905068.75000000
0.036607592075
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred
N/A
FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred
000000000
402000.00000000
NS
USD
402000.00000000
0.016259816742
Long
EP
CORP
US
Y
3
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FR0
15000.00000000
PA
USD
12731.69000000
0.000514962552
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390PAB3
18732.44000000
PA
USD
19347.82000000
0.000782567182
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2X5
127834.25000000
PA
USD
119387.38000000
0.004828897811
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BE7
10000.00000000
PA
USD
8861.74000000
0.000358433503
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.70000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
22000.00000000
PA
USD
21549.44000000
0.000871616779
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325ER2
1279000.00000000
PA
USD
1323125.50000000
0.053516861087
Long
DBT
NUSS
CO
N
2
2030-04-25
Fixed
7.37500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLZC9
4700000.00000000
PA
USD
4704140.23000000
0.190269796193
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
6.00000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
520000.00000000
PA
USD
519316.67000000
0.021004959913
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AJ8
1860000.00000000
PA
USD
1864299.76000000
0.075405901617
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS JPY PUT
000000000
-1471000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS JPY PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
JPY
2025-06-30
-1471000.00000000
USD
146.00000000
USD
2025-06-30
XXXX
10017.53000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2023-HE2
46657FAA3
350499.93000000
PA
USD
351926.43000000
0.014234475767
Long
ABS-O
CORP
US
N
2
2054-03-20
Floating
6.00218000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-663962.57000000
-0.02685549679
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-13353196.00000000
GBP
17667186.33000000
USD
2025-07-22
-663962.57000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
7654263.37000000
PA
USD
7132399.37000000
0.288486335047
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
25000.00000000
PA
USD
24377.86000000
0.000986018746
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
24738.06000000
0.001000587866
N/A
DCR
CORP
US
N
3
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Y
Default Event
2026-05-07
0.00000000
USD
0.00000000
USD
1632000.00000000
USD
24738.06000000
N
N
N
CLUE OPCO LLC
N/A
Clue Opco LLC
36267QAA2
4315000.00000000
PA
USD
4573618.24000000
0.184990533412
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
9.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291RNV0
137888.24000000
PA
USD
142897.36000000
0.005779813150
Long
ABS-MBS
USGA
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
33273.65000000
PA
USD
34583.01000000
0.001398789564
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES5
89183QAB0
1750000.00000000
PA
USD
1743924.18000000
0.070537033779
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
5.20200000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834NV6
2710000.00000000
PA
USD
1035826.17000000
0.041896377365
Long
DBT
UST
US
N
2
2044-08-15
None
0.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
500000.00000000
PA
USD
572415.06000000
0.023152646706
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ39
213031.01000000
PA
USD
191143.44000000
0.007731237079
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
60000.00000000
PA
USD
57573.08000000
0.002328675945
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
965000.00000000
PA
USD
1011593.36000000
0.040916225500
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6C1
4509547.09000000
PA
USD
3743258.69000000
0.151404727160
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
5000.00000000
PA
USD
3950.07000000
0.000159769687
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
110000.00000000
PA
USD
91179.70000000
0.003687973165
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
120000.00000000
PA
USD
105703.14000000
0.004275407177
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2025-PR1
52476AAA1
6800000.00000000
PA
USD
6781136.12000000
0.274278683124
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C0YW2
52491.45000000
PA
USD
49715.15000000
0.002010843851
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJF3
50000.00000000
PA
USD
47125.76000000
0.001906110003
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAK9
2530000.00000000
PA
USD
2533816.51000000
0.102486050027
Long
DBT
CORP
GB
N
2
2035-07-01
Fixed
5.62500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
1950000.00000000
PA
USD
1986285.02000000
0.080339876674
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
10000.00000000
PA
USD
9839.30000000
0.000397973171
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
10000.00000000
PA
USD
8958.68000000
0.000362354465
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.44.V1
000000000
1.00000000
NC
USD
-764305.29000000
-0.03091408942
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.44.V1
Y
Default Event
2030-06-20
0.00000000
USD
-627092.64000000
USD
-34040000.00000000
USD
-137212.65000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPR50
3320972.80000000
PA
USD
3018554.09000000
0.122092378930
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTN46
233508.93000000
PA
USD
219150.49000000
0.008864046782
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CT7
45000.00000000
PA
USD
33741.10000000
0.001364736573
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FYY8
279900.44000000
PA
USD
252741.51000000
0.010222713024
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVL86
4249840.37000000
PA
USD
3730795.13000000
0.150900609743
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AK6
775000.00000000
PA
USD
826302.61000000
0.033421713960
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
1204633.67000000
PA
USD
1003334.16000000
0.040582163116
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NHY0
85067.78000000
PA
USD
87812.54000000
0.003551780617
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
BOF URSA FUNDING
N/A
Bayview Opportunity Master Fund VII Trust 2024-CAR1F
07336MAA9
421160.87000000
PA
USD
421050.86000000
0.017030372693
Long
ABS-O
CORP
US
N
2
2032-07-29
Fixed
6.97100000
N
N
N
N
N
N
PG&E ENERGY RECOVERY FND
N/A
PG&E Energy Recovery Funding LLC
71710TAC2
20000.00000000
PA
USD
14057.82000000
0.000568600937
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.82200000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BW2
1000000.00000000
PA
USD
753404.12000000
0.030473166477
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.20000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BL3
20000.00000000
PA
USD
19769.11000000
0.000799607228
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95400000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
1000000.00000000
PA
USD
890348.90000000
0.036012213807
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAJ2
4000.00000000
PA
USD
2772.93000000
0.000112157546
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.36100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201YU79
68423.18000000
PA
USD
69514.33000000
0.002811667330
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BR0
20000.00000000
PA
USD
19387.74000000
0.000784181839
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAD9
3361156.87000000
PA
USD
3287931.04000000
0.132987950675
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.75080000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1725000.00000000
PA
USD
1709381.05000000
0.069139857253
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358WAJ3
25000.00000000
PA
USD
26727.26000000
0.001081045645
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BJ7
5000.00000000
PA
USD
3691.54000000
0.000149312845
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
1728000.00000000
NC
2.05000000
0.000000082916
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
USD
N/A
EUR
2025-07-17
1728000.00000000
USD
1.05000000
EUR
2025-07-17
XXXX
-87.44000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
46960.81000000
0.001899438220
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2044-12-20
0.00000000
USD
0.00000000
USD
22980000.00000000
USD
46960.81000000
N
N
N
Ares Euro CLO
6354007OH9MZ1YTNJL79
Ares European CLO XI DAC
000000000
6993074.29000000
PA
8221194.81000000
0.332525176650
Long
ABS-CBDO
CORP
IE
N
2
2032-04-15
Floating
3.04900000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
950000.00000000
PA
USD
906653.84000000
0.036671704694
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BE5
115000.00000000
PA
USD
110004.53000000
0.004449386812
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
15000.00000000
PA
USD
14998.41000000
0.000606645268
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
1340000.00000000
PA
USD
1336929.43000000
0.054075192858
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Lugo Funding DAC
N/A
Lugo Funding DAC
000000000
1831833.08000000
PA
2152689.46000000
0.087070487867
Long
ABS-MBS
CORP
IE
N
2
2066-05-26
Floating
3.04900000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAG3
1900000.00000000
PA
USD
2053419.90000000
0.083055301664
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAG8
6000.00000000
PA
USD
5419.22000000
0.000219192845
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.29400000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBB2
385000.00000000
PA
USD
337226.77000000
0.013639914131
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
10000.00000000
PA
USD
6267.75000000
0.000253513597
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Coterra Energy Operating Co
171798AE1
10000.00000000
PA
USD
9424.00000000
0.000381175405
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AV6
565000.00000000
PA
USD
570312.08000000
0.023067586832
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.37500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
91000.00000000
PA
USD
90477.31000000
0.003659563382
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
2739750.59000000
PA
USD
2625422.06000000
0.106191247678
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674BE2
15000.00000000
PA
USD
14319.42000000
0.000579181952
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/PLN FORWARD
000000000
1.00000000
NC
USD
25986.19000000
0.001051071361
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1364929.57000000
EUR
5901000.00000000
PLN
2025-07-22
25986.19000000
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CB6
4000000.00000000
PA
USD
4152524.00000000
0.167958406114
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
6.20000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
5000.00000000
PA
USD
4538.44000000
0.000183567668
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
Battalion CLO LTD
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd
07132JBC7
9000000.00000000
PA
USD
9019674.90000000
0.364821544649
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
5.70679000
N
N
N
N
N
N
JP Morgan Mortgage Trust
5299007DSRZLE19EYU93
JP Morgan Mortgage Trust 2023-HE3
465985AA7
118163.24000000
PA
USD
118737.68000000
0.004802619197
Long
ABS-O
CORP
US
N
2
2054-05-20
Floating
5.90185000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
1276000.00000000
NC
290.77000000
0.000011760862
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS TRY PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
TRY
2025-07-14
1276000.00000000
USD
80.00000000
EUR
2025-07-14
XXXX
-24.85000000
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund VII 2024-EDU1 LLC
07336PAA2
1357704.99000000
PA
USD
1362298.92000000
0.055101320366
Long
ABS-O
CORP
US
N
2
2047-06-25
Floating
5.75517000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES5
89183QAA2
3149163.78000000
PA
USD
3137378.66000000
0.126898512594
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
5.16700000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119TAR5
7000000.00000000
PA
USD
7012563.60000000
0.283639301069
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.20786000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834VM7
1090000.00000000
PA
USD
318195.05000000
0.012870132341
Long
DBT
UST
US
N
2
2050-02-15
None
0.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
25000.00000000
PA
USD
24557.57000000
0.000993287531
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
20000.00000000
PA
USD
15531.32000000
0.000628200042
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
10000.00000000
PA
USD
9508.45000000
0.000384591180
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CJ4
65000.00000000
PA
USD
63743.68000000
0.002578260087
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
20000.00000000
PA
USD
19502.67000000
0.000788830448
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296X5V3
43136.92000000
PA
USD
43798.66000000
0.001771537774
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
875000.00000000
PA
USD
860678.65000000
0.034812132146
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CH4
1000000.00000000
PA
USD
862398.17000000
0.034881682097
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
2175000.00000000
PA
USD
1905660.52000000
0.077078832906
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AW6
950000.00000000
PA
USD
872106.03000000
0.035274338874
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
400000.00000000
PA
USD
416360.00000000
0.016840640046
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-111574.78000000
-0.00451289919
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-50407146.00000000
BRL
9161604.14000000
USD
2025-07-02
-111574.78000000
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
45000.00000000
PA
USD
39865.12000000
0.001612436680
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1000000.00000000
PA
USD
465096.97000000
0.018811919153
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAH6
60000.00000000
PA
USD
44351.79000000
0.001793910392
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Venture CDO Ltd
549300UP09C89Q3HWD39
Venture 32 CLO Ltd
92325QAA5
148041.51000000
PA
USD
148188.44000000
0.005993823078
Long
ABS-CBDO
CORP
KY
N
2
2031-07-18
Floating
5.63108000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAA8
4100000.00000000
PA
USD
4194239.32000000
0.169645678399
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
5.38834000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287WCJ5
11447.03000000
PA
USD
11835.19000000
0.000478701543
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
3000000.00000000
PA
3865725.56000000
0.156358182043
Long
DBT
CORP
GB
N
2
2030-05-14
Fixed
8.12500000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBH0
120000.00000000
PA
USD
103532.96000000
0.004187629244
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
75920.73000000
PA
USD
68126.37000000
0.002755528088
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411AWL5
17534.95000000
PA
USD
18325.83000000
0.000741230441
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
4701000.00000000
PA
5043427.99000000
0.203993071816
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAD7
500000.00000000
PA
USD
512437.12000000
0.020726700654
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.75000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD CALL VERSUS CNH PUT
000000000
-17861000.00000000
NC
USD
-41123.27000000
-0.00166332545
N/A
DFE
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
DE
US
N/A
USD
N/A
CNY
2025-09-24
-17861000.00000000
USD
7.25000000
USD
2025-09-24
XXXX
7476.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
330998.09000000
0.013387980809
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-8549118.66000000
USD
7527062.00000000
EUR
2025-07-22
330998.09000000
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
530000.00000000
PA
USD
464038.95000000
0.018769125095
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAF0
4469156.39000000
PA
USD
3564569.42000000
0.144177227697
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQX8
96831.49000000
PA
USD
91666.66000000
0.003707669385
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
8400000.00000000
PA
USD
8270360.02000000
0.334513776910
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
20000.00000000
PA
USD
20289.12000000
0.000820640231
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS KRW PUT
000000000
-4180000.00000000
NC
USD
-40192.58000000
-0.00162568155
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS KRW PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
KRW
2025-09-25
-4180000.00000000
USD
1385.00000000
USD
2025-09-25
XXXX
10376.64000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
575000.00000000
PA
USD
550924.75000000
0.022283421576
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
12565000.00000000
PA
USD
11374901.17000000
0.460084100711
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
1600000.00000000
PA
USD
1520084.06000000
0.061483304100
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
2810000.00000000
PA
USD
2617614.15000000
0.105875438758
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
77519.33000000
0.003135448009
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2880193.06000000
USD
55963862.00000000
MXN
2025-09-17
77519.33000000
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2016-ETC Mortgage Trust
05491LAA6
1170000.00000000
PA
USD
1128158.34000000
0.045630964837
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Fixed
2.93700000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAF3
10000.00000000
PA
USD
8710.32000000
0.000352308972
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
DIG HLDNG/DIG FIN/DIFL
N/A
Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US
000000000
1249377.00000000
PA
USD
1261870.77000000
0.051039272320
Long
DBT
CORP
N/A
N
2
2027-05-25
Fixed
12.00000000
N
N
Y
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
400000.00000000
PA
USD
403216.76000000
0.016309031405
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2025-INV1 Trust
62916TAA7
4891655.12000000
PA
USD
4917218.91000000
0.198888254622
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.50600000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AL6
626194.00000000
PA
USD
642581.23000000
0.025990679208
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CG3
2025000.00000000
PA
USD
1797253.37000000
0.072694055810
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
3006000.00000000
PA
USD
2535603.24000000
0.102558318441
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-RPL4 Trust
12663TAA7
1056631.22000000
PA
USD
1004293.74000000
0.040620975541
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
3.90435000
N
N
N
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2019-2
70018AAJ9
7000000.00000000
PA
USD
7007504.70000000
0.283434682196
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.69771000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TRSBENCH21 INDEX
000000000
1.00000000
NC
USD
57525.16000000
0.002326737710
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Y
Performance Leg
2025-09-19
0.00000000
USD
0.00000000
USD
-18681486.16000000
USD
57525.16000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401N2Q1
10585.67000000
PA
USD
10674.51000000
0.000431755165
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAZ5
6155000.00000000
PA
USD
6112871.08000000
0.247249163010
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.35000000
N
N
N
N
N
N
Ocean Trails CLO
254900R3RT6TSDP3UQ20
Ocean Trails Clo XVI Ltd
674913AE8
10250000.00000000
PA
USD
10322768.85000000
0.417528183517
Long
ABS-CBDO
CORP
KY
N
2
2038-01-20
Floating
6.06947000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405H3V8
141.42000000
PA
USD
143.69000000
0.000005811873
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
Onemain Financial Issuance Trust 2024-1
68269NAA0
2700000.00000000
PA
USD
2825352.63000000
0.114277900488
Long
ABS-O
CORP
US
N
2
2041-05-14
Fixed
5.79000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1300000.00000000
PA
USD
1248180.74000000
0.050485547496
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
4000.00000000
PA
USD
2637.89000000
0.000106695542
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QZZ9
1909.05000000
PA
USD
1953.69000000
0.000079021495
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVL52
1057265.68000000
PA
USD
893127.68000000
0.036124607970
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
92000.00000000
PA
USD
84047.00000000
0.003399474670
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
WSH Services Holding Ltd
213800Q4GRDGCYS3TU11
WSH SERVICES HOLDING LTD
000000000
225000.00000000
PA
309103.52000000
0.012502404451
Long
LON
CORP
GB
N
2
2031-05-16
Floating
8.71080000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BQ2
20000.00000000
PA
USD
19738.19000000
0.000798356597
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AM3
45000.00000000
PA
USD
45020.98000000
0.001820977324
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.30000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
2650000.00000000
PA
USD
2347533.93000000
0.094951421637
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Benchmark 2024-V8 Mortgage Tru
N/A
Benchmark 2024-V8 Mortgage Trust
08190AAC4
6400000.00000000
PA
USD
6750627.84000000
0.273044705407
Long
ABS-MBS
CORP
US
N
2
2057-07-15
Variable
6.18900000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1600000.00000000
PA
USD
1580216.93000000
0.063915516653
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAW6
14000000.00000000
PA
USD
14049000.00000000
0.568244192568
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
5.78610000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAT3
3510788.10000000
PA
USD
3400841.10000000
0.137554858347
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.14670000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
20000.00000000
PA
USD
17551.92000000
0.000709927867
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAE0
1230000.00000000
PA
USD
1273982.22000000
0.051529147836
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
6.47127000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7G1
4249973.34000000
PA
USD
3703970.89000000
0.149815641518
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
400000.00000000
PA
USD
366296.61000000
0.014815710825
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
EG Finco Limited
2138003OUK4UQHRJLT65
EG FINCO LTD
000000000
3473750.00000000
PA
4099576.13000000
0.165816807450
Long
LON
CORP
GB
N
2
2028-02-07
Floating
6.65450000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MT2
120000.00000000
PA
USD
48378.89000000
0.001956795735
Long
DBT
UST
US
N
2
2043-08-15
None
0.00000000
N
N
N
N
N
N
Sunrun Issuer
N/A
Sunrun Vesta Issuer 2024-3 LLC
86773AAB7
2491164.98000000
PA
USD
2359361.93000000
0.095429832364
Long
ABS-O
CORP
US
N
2
2059-10-30
Fixed
5.88000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBV3
2390000.00000000
PA
USD
2422973.40000000
0.098002744914
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
5.51900000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RCC4
4215000.00000000
PA
USD
4290587.60000000
0.173542706698
Long
DBT
CORP
FR
N
2
2029-04-13
Fixed
5.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
100000.00000000
PA
USD
93326.39000000
0.003774800991
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DSZQ8
468613.74000000
PA
USD
394392.51000000
0.015952114271
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
20000.00000000
PA
USD
17508.00000000
0.000708151421
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAZ8
25000.00000000
PA
USD
21864.28000000
0.000884351208
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFJ0
1179429.32000000
PA
USD
1164902.97000000
0.047117186106
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.00000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
250000.00000000
PA
USD
256287.16000000
0.010366125012
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
000000000
79531.90000000
PA
USD
80645.35000000
0.003261887094
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.87500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAD3
1829333.73000000
PA
USD
1788517.09000000
0.072340696825
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.22500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
16000.00000000
PA
USD
14854.40000000
0.000600820452
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAA3
673053.59000000
PA
USD
673311.44000000
0.027233633395
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
5.57423000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
70000.00000000
PA
USD
63477.04000000
0.002567475218
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
530000.00000000
PA
USD
528065.50000000
0.021358826512
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
25000.00000000
PA
USD
21504.86000000
0.000869813638
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
25000.00000000
PA
USD
16785.03000000
0.000678909233
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AH0
4361000.00000000
PA
USD
4140622.97000000
0.167477041520
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9A85
20141.39000000
PA
USD
21136.44000000
0.000854912042
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TZ9
335395.39000000
PA
USD
298330.50000000
0.012066664822
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAT0
8000000.00000000
PA
USD
7960515.00000000
0.321981380782
Long
DBT
CORP
US
N
2
2030-09-19
Fixed
4.54200000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
2050000.00000000
PA
USD
2074674.76000000
0.083915003476
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-149222.81000000
-0.00603566055
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
Performance Leg
2025-07-30
0.00000000
USD
0.00000000
USD
7302341.10000000
USD
-149222.81000000
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
25000.00000000
PA
USD
23932.67000000
0.000968012010
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
756000.00000000
PA
USD
754940.25000000
0.030535298796
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
875000.00000000
PA
USD
775151.64000000
0.031352795059
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
30000.00000000
PA
USD
26825.32000000
0.001085011908
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAX1
195000.00000000
PA
USD
198393.35000000
0.008024476402
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.62500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
2000000.00000000
PA
USD
1998135.42000000
0.080819193421
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-RP1
17332HAE5
265225.00000000
PA
USD
189183.16000000
0.007651949035
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
4.03053600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBJS5
168360.93000000
PA
USD
158026.13000000
0.006391731130
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
1225000.00000000
PA
USD
1225219.50000000
0.049556827211
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
25000.00000000
PA
USD
23033.32000000
0.000931635726
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
OFSI Fund LTD
N/A
OFSI BSL CLO XIII Ltd
67118VAA7
12000000.00000000
PA
USD
12045741.60000000
0.487217788410
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.88947000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAD9
610000.00000000
PA
USD
648504.48000000
0.026230258709
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZB7
2567616.88000000
PA
USD
2342939.88000000
0.094765604694
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
40000.00000000
PA
USD
39931.65000000
0.001615127639
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
2025-08-27
Prudential Series Fund
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer