NPORT-P false 0000764624 XXXXXXXX S000016627 C000046422 C000046424 C000046425 C000076699 C000088506 Legg Mason Partners Income Trust 811-04254 0000764624 549300Y1U2UCLTK83X35 620 Eighth Avenue 47th Floor New York 10018 1-877-656-3863 Western Asset Corporate Bond Fund S000016627 549300DBJPHLYDQ5PO37 2025-12-31 2025-03-31 N 619105296.39 8875326.73 610229969.66 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6288238.48000000 USD N Bloomberg US Credit NA BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 138.00000000 NC USD 119782.54000000 0.019629081814 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 15228404.96000000 USD 119782.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC USD 2547.89000000 0.000417529476 N/A DFE CORP US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -765391.72000000 USD 4411029.00000000 BRL 2025-05-05 2547.89000000 N N N FIRSTENERGY PENN ELECTRI N/A 708696CA5 570000.00000000 PA USD 573185.08000000 0.093929355898 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CB2 610000.00000000 PA USD 614340.37000000 0.100673582181 Long DBT CORP US N 2 2055-04-01 Fixed 6.14100000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAQ6 290000.00000000 PA USD 280477.57000000 0.045962601632 Long DBT CORP US N 2 2054-06-01 Fixed 5.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBQ3 430000.00000000 PA USD 428364.12000000 0.070197161938 Long DBT CORP US N 2 2055-03-15 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 720000.00000000 PA USD 562231.61000000 0.092134381782 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 2810000.00000000 PA USD 2791659.52000000 0.457476633203 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 420000.00000000 PA USD 405851.96000000 0.066508034704 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N SUMTER LANDING FL CDD RECREATI N/A 86657MBK1 290000.00000000 PA USD 254532.48000000 0.041710911075 Long DBT MUN US N 2 2047-10-01 Fixed 4.17200000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 570000.00000000 PA USD 456132.45000000 0.074747631659 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KK2 920000.00000000 PA USD 958302.35000000 0.157039542081 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 9781.95000000 0.001602994032 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -762850.25000000 USD 4411029.00000000 BRL 2025-04-02 9781.95000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 650000.00000000 PA USD 591296.30000000 0.096897289448 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 1090000.00000000 PA USD 1028890.00000000 0.168606927085 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 340000.00000000 PA USD 356099.42000000 0.058354954313 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 1910000.00000000 PA USD 1880743.77000000 0.308202458664 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 1810000.00000000 PA USD 1809308.22000000 0.296496126043 Long DBT CORP US N 2 N/A Fixed 6.95000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12550YAQ7 1320000.00000000 PA USD 1322029.54000000 0.216644479250 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.05478000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAD4 60000.00000000 PA USD 56007.84000000 0.009178152956 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 25731VAC8 570000.00000000 PA USD 576874.13000000 0.094533890284 Long DBT CORP US N 2 2035-01-15 Fixed 5.30000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 940000.00000000 PA USD 952800.45000000 0.156137931168 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85280000 N N N N N N FRONTIER CALIFORNIA INC N/A 362311AG7 2190000.00000000 PA USD 2222368.20000000 0.364185358060 Long DBT CORP US N 2 2027-05-15 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 32477.14000000 0.005322114877 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -707459.48000000 USD 110785112.00000000 JPY 2025-04-16 32477.14000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 1540000.00000000 PA USD 1444872.32000000 0.236775050691 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 320000.00000000 PA USD 208058.41000000 0.034095082238 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 14916RAD6 100000.00000000 PA USD 84009.09000000 0.013766791894 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 300000.00000000 PA USD 255916.87000000 0.041937774728 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 1050000.00000000 PA USD 1180397.40000000 0.193434845662 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 360000.00000000 PA USD 380709.17000000 0.062387819171 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 1670000.00000000 PA USD 1683461.29000000 0.275873256591 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 265000.00000000 PA USD 233563.99000000 0.038274749129 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADD6 750000.00000000 PA USD 755386.04000000 0.123787109377 Long DBT CORP US N 2 2031-06-24 Fixed 5.40000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BT8 560000.00000000 PA USD 543984.59000000 0.089144194327 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAH2 430000.00000000 PA USD 421775.88000000 0.069117529615 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 810000.00000000 PA USD 539010.44000000 0.088329067204 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 300000.00000000 PA USD 224863.81000000 0.036849027609 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149BY5 930000.00000000 PA USD 934603.50000000 0.153155948817 Long DBT NUSS PY N 2 2055-03-04 Fixed 6.65000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JK0 430000.00000000 PA USD 429067.39000000 0.070312408654 Long DBT CORP US N 2 2055-09-15 Fixed 6.20000000 N N N N N N ST MARYS CEMENT INC 5493009981WBHS86CJ89 78478EAC2 2200000.00000000 PA USD 2190327.70000000 0.358934796535 Long DBT CORP CA N 2 2034-04-02 Fixed 5.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAM5 60000.00000000 PA USD 48129.12000000 0.007887046260 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEW2 1770000.00000000 PA USD 1808809.41000000 0.296414384729 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 1470000.00000000 PA USD 1511182.05000000 0.247641401624 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 685000.00000000 PA USD 685904.89000000 0.112401049457 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N NUVEEN LLC N/A 67080LAD7 870000.00000000 PA USD 890739.80000000 0.145967888220 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 780000.00000000 PA USD 782329.86000000 0.128202464463 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 400000.00000000 PA USD 373862.69000000 0.061265868375 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AC2 720000.00000000 PA USD 718250.63000000 0.117701631468 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CP2 20000.00000000 PA USD 15899.28000000 0.002605457088 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 620000.00000000 PA USD 610918.30000000 0.100112798514 Long DBT CORP US N 2 2055-03-15 Fixed 7.37500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 580000.00000000 PA USD 562837.39000000 0.092233652554 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 460000.00000000 PA USD 412956.69000000 0.067672305611 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N FORD HOLDINGS LLC N/A 345277AE7 300000.00000000 PA USD 341125.79000000 0.055901185939 Long DBT CORP US N 2 2030-03-01 Fixed 9.30000000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 350000.00000000 PA USD 323883.07000000 0.053075575783 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N HORIZON MUTUAL HOLDINGS 254900R6BWV4LUXBN549 43990FAA6 1110000.00000000 PA USD 1082158.76000000 0.177336219753 Long DBT CORP US N 2 2034-11-15 Fixed 6.20000000 N N N N N N NEW GENERATION GAS 9845008CB7EPB0KCD474 000000000 1421081.09000000 PA USD 1399764.87000000 0.229383173491 Long DBT CORP US N 3 2029-09-30 Floating 10.05225000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 2400000.00000000 PA USD 2403009.14000000 0.393787466934 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 2220000.00000000 PA USD 2292163.32000000 0.375622869076 Long DBT CORP FR N 2 N/A Fixed 7.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 2130000.00000000 PA USD 2148249.80000000 0.352039379710 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 660000.00000000 PA USD 473609.97000000 0.077611719113 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 1290000.00000000 PA USD 1308032.91000000 0.214350814452 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 400000.00000000 PA USD 315985.86000000 0.051781439082 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N AIR CANADA 2020-1C PTT N/A 008911BD0 3550000.00000000 PA USD 3755678.13000000 0.615452913938 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 610000.00000000 PA USD 520968.63000000 0.085372508054 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAK5 940000.00000000 PA USD 908476.44000000 0.148874438354 Long DBT CORP FI N 2 N/A Fixed 6.30000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 310000.00000000 PA USD 251446.34000000 0.041205177146 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 3970000.00000000 PA USD 3759729.39000000 0.616116804635 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 1550000.00000000 PA USD 1561515.51000000 0.255889678914 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAF9 1030000.00000000 PA USD 1043609.96000000 0.171019125884 Long DBT CORP US N 2 2035-01-09 Fixed 5.50000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 1120000.00000000 PA USD 1065573.04000000 0.174618273926 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AV1 1970000.00000000 PA USD 2109203.51000000 0.345640760838 Long DBT CORP US N 2 2028-10-15 Fixed 7.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 5640000.00000000 PA USD 5486123.77000000 0.899025620301 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 2500000.00000000 PA USD 2542925.90000000 0.416715996662 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AL2 670000.00000000 PA USD 557208.87000000 0.091311292087 Long DBT CORP US N 2 2077-04-01 Fixed 4.90000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 610000.00000000 PA USD 605458.67000000 0.099218114498 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBG2 1130000.00000000 PA USD 1161655.77000000 0.190363605158 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AK3 70000.00000000 PA USD 65755.05000000 0.010775454053 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N Renew Financial N/A 75973HAA5 1821547.96000000 PA USD 1820107.66000000 0.298265858855 Long ABS-O CORP US N 2 2058-11-20 Fixed 5.90000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 780000.00000000 PA USD 671357.72000000 0.110017166212 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAC9 370000.00000000 PA USD 351468.36000000 0.057596050255 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 24736CBS2 404745.41000000 PA USD 409375.70000000 0.067085479303 Long LON CORP KY N 2 2027-10-20 Floating 8.04317000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAP0 920000.00000000 PA USD 932022.42000000 0.152732980407 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 693070AD6 880000.00000000 PA USD 925446.72000000 0.151655403046 Long DBT CORP PA N 2 2027-06-01 Fixed 7.87500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 2250000.00000000 PA USD 2259413.78000000 0.370256115290 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAE3 180000.00000000 PA USD 126525.87000000 0.020734129146 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 350000.00000000 PA USD 317078.51000000 0.051960494529 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCF7 1120000.00000000 PA USD 1147791.12000000 0.188091568272 Long DBT CORP FR N 2 2033-04-13 Fixed 6.10000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 2040000.00000000 PA USD 2041249.26000000 0.334504918061 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 750000.00000000 PA USD 719666.68000000 0.117933683329 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAN8 880000.00000000 PA USD 770488.81000000 0.126262040264 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 2590000.00000000 PA USD 2599412.84000000 0.425972661003 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAC7 2550000.00000000 PA USD 2561220.00000000 0.419713899241 Long DBT CORP MX N 2 2029-09-10 Fixed 5.25000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LB5 2040000.00000000 PA USD 2054551.83000000 0.336684845410 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HH3 390000.00000000 PA USD 324939.33000000 0.053248667904 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 1720000.00000000 PA USD 1262419.03000000 0.206875947227 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N BRAVO Residential Funding Trus N/A 10569UAC9 920722.74000000 PA USD 930728.33000000 0.152520914454 Long ABS-MBS CORP US N 2 2063-06-25 Variable 7.01200000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 620000.00000000 PA USD 654800.10000000 0.107303825206 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 570000.00000000 PA USD 544403.58000000 0.089212855327 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 890000.00000000 PA USD 853655.16000000 0.139890730125 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 1890000.00000000 PA USD 1881999.72000000 0.308408274514 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 62937NBC0 1950300.00000000 PA USD 1949081.06000000 0.319401071220 Long LON CORP US N 2 2031-04-16 Floating 6.05885500 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 1980000.00000000 PA USD 1941706.01000000 0.318192502259 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 1050000.00000000 PA USD 1031868.32000000 0.169094992265 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 152000.00000000 PA USD 83520.01000000 0.013686645060 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 1411000.00000000 PA USD 1396868.13000000 0.228908477041 Long DBT CORP KY N 2 2026-01-08 Variable 3.80000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 930000.00000000 PA USD 935252.48000000 0.153262298887 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 1072119.59000000 PA USD 1037893.67000000 0.170082382315 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 400000.00000000 PA USD 405910.35000000 0.066517603228 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 490000.00000000 PA USD 433391.39000000 0.071020993977 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 170000.00000000 PA USD 129362.61000000 0.021198993237 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N AMFAM HOLDINGS INC N/A 03115AAA1 940000.00000000 PA USD 780235.86000000 0.127859315142 Long DBT CORP US N 2 2031-03-11 Fixed 2.80500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1490.00000000 NC USD 1625179.72000000 0.266322501483 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 159527632.78000000 USD 1625179.72000000 N N N Fannie Mae - CAS N/A 20755CAA6 1172116.40000000 PA USD 1173602.41000000 0.192321332669 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.83969000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 250000.00000000 PA USD 208259.05000000 0.034127961646 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 270000.00000000 PA USD 273033.17000000 0.044742668104 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 860000.00000000 PA USD 981971.22000000 0.160918222444 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N American Money Management Corp 549300ICO4ZE2FVC2Y46 00177JBN4 1070000.00000000 PA USD 1071470.37000000 0.175584684999 Long ABS-CBDO CORP KY N 2 2035-04-17 Floating 6.35288000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FS2 250000.00000000 PA USD 172893.84000000 0.028332571095 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 610000.00000000 PA USD 664009.40000000 0.108812977568 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAJ4 630000.00000000 PA USD 607789.78000000 0.099600119662 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 730000.00000000 PA USD 538412.21000000 0.088231033670 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 360000.00000000 PA USD 312831.25000000 0.051264484793 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N MEIJI YASUDA LIFE INSURA 549300SLU4LP6YMRLK07 585270AE1 1890000.00000000 PA USD 1888079.38000000 0.309404564487 Long DBT CORP JP N 2 2055-06-11 Fixed 6.10000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 1580000.00000000 PA USD 1565482.42000000 0.256539746953 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BV1 580000.00000000 PA USD 385058.04000000 0.063100480006 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 790000.00000000 PA USD 577802.46000000 0.094686018178 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BL2 440000.00000000 PA USD 368955.02000000 0.060461635505 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AW0 710000.00000000 PA USD 703376.61000000 0.115264186449 Long DBT CORP US N 2 2034-01-18 Fixed 5.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 3590000.00000000 PA USD 3523872.63000000 0.577466333219 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 70000.00000000 PA USD 72302.83000000 0.011848456089 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AH4 1190000.00000000 PA USD 1030952.81000000 0.168944965219 Long DBT CORP JP N 2 2051-01-21 Fixed 2.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 340000.00000000 PA USD 362562.61000000 0.059414094362 Long DBT CORP GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q872 49247.00000000 NS USD 1243979.22000000 0.203854166764 Long EP CORP US N 1 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 1370000.00000000 PA USD 1420559.85000000 0.232790901894 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 860000.00000000 PA USD 873215.90000000 0.143096200353 Long DBT CORP US N 2 2055-09-15 Fixed 7.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PES1 1370000.00000000 PA USD 1357203.53000000 0.222408534073 Long DBT CORP US N 2 2045-11-29 Fixed 5.53400000 N N N N N N AIR CANADA 2015-2AA PTT N/A 009088AA3 383577.08000000 PA USD 374358.99000000 0.061347198369 Long DBT CORP CA N 2 2027-12-15 Fixed 3.75000000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAD2 2460000.00000000 PA USD 2442392.57000000 0.400241333830 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 850000.00000000 PA USD 863448.11000000 0.141495526757 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 320000.00000000 PA USD 267422.92000000 0.043823301590 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 1700000.00000000 PA USD 1452566.58000000 0.238035929439 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N Apidos CLO Ltd 549300M5NMLBQJXUO195 03764DAP6 1470000.00000000 PA USD 1470751.44000000 0.241015930571 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.75198000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 410000.00000000 PA USD 348487.29000000 0.057107534425 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 1950000.00000000 PA USD 1999108.41000000 0.327599185453 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.73969000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 1340000.00000000 PA USD 1452867.21000000 0.238085194473 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 350000.00000000 PA USD 348773.95000000 0.057154510158 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 650000.00000000 PA USD 710107.07000000 0.116367124740 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AG6 320000.00000000 PA USD 293385.44000000 0.048077848448 Long DBT CORP JP N 2 2050-01-23 Fixed 3.40000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 1400000.00000000 PA USD 1474054.40000000 0.241557195367 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDC6 1380000.00000000 PA USD 1353015.14000000 0.221722171520 Long DBT CORP GB N 2 N/A Fixed 7.62500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 1550000.00000000 PA USD 1562465.10000000 0.256045290740 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 1210000.00000000 PA USD 1206061.11000000 0.197640425735 Long DBT CORP US N 2 2036-03-27 Fixed 5.33300000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 90000.00000000 PA USD 93827.47000000 0.015375755807 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 820000.00000000 PA USD 858645.09000000 0.140708443159 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAA6 870000.00000000 PA USD 814430.93000000 0.133462951754 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFK3 380000.00000000 PA USD 374541.86000000 0.061377165760 Long DBT CORP US N 2 2044-07-15 Fixed 5.50000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BR3 260000.00000000 PA USD 222155.03000000 0.036405132662 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 1650000.00000000 PA USD 1401180.38000000 0.229615136860 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N SLM Student Loan Trust 549300JEA36NHBYED811 78445QAE1 435361.31000000 PA USD 458228.18000000 0.075091064481 Long ABS-O CORP US N 2 2041-10-15 Floating 9.18366000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 1090000.00000000 PA USD 1134105.57000000 0.185848880977 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 1630000.00000000 PA USD 1629207.82000000 0.266982596890 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 650000.00000000 PA USD 528603.60000000 0.086623670793 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 570000.00000000 PA USD 572038.89000000 0.093741526709 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 550000.00000000 PA USD 557956.16000000 0.091433752477 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAE3 1500000.00000000 PA USD 1511410.58000000 0.247678851440 Long DBT CORP NO N 2 2030-11-05 Fixed 4.85300000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 180000.00000000 PA USD 171868.23000000 0.028164501670 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 620000.00000000 PA USD 621802.47000000 0.101896416255 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HD8 970000.00000000 PA USD 837247.75000000 0.137202004429 Long DBT CORP US N 2 2031-06-01 Fixed 2.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBM4 2020000.00000000 PA USD 2013904.97000000 0.330023936897 Long DBT CORP US N 2 2077-08-16 Floating 7.57059000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAH2 830000.00000000 PA USD 827277.19000000 0.135568102376 Long DBT CORP KY N 2 2032-04-17 Fixed 7.62500000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AC4 540000.00000000 PA USD 367288.43000000 0.060188526991 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 1170000.00000000 PA USD 1195331.14000000 0.195882077156 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AW5 780000.00000000 PA USD 791314.68000000 0.129674830693 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 1130000.00000000 PA USD 1292383.26000000 0.211786264892 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAG6 630000.00000000 PA USD 659135.73000000 0.108014316367 Long DBT CORP FR N 2 2034-12-05 Fixed 5.89400000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AJ9 890000.00000000 PA USD 855512.50000000 0.140195097346 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1800000.00000000 PA USD 1377567.59000000 0.225745646476 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 700000.00000000 PA USD 687611.29000000 0.112680681740 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AE5 800000.00000000 PA USD 813911.78000000 0.133377877270 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAC9 5320000.00000000 PA USD 5307827.31000000 0.869807707569 Long DBT CORP US N 2 2025-04-29 Fixed 4.75000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 907675.18000000 NS USD 907675.18000000 0.148743133757 Long STIV RF US N 1 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECP4 990000.00000000 PA USD 628417.61000000 0.102980456753 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 2910000.00000000 PA USD 3052530.32000000 0.500226221550 Long DBT CORP CA N 2 2029-05-30 Fixed 7.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BT9 80000.00000000 PA USD 59145.41000000 0.009692314855 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 1070000.00000000 PA USD 1081161.82000000 0.177172848557 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAB6 940000.00000000 PA USD 672617.00000000 0.110223527758 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 1820000.00000000 PA USD 1892194.10000000 0.310078854543 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 5730000.00000000 PA USD 5833182.98000000 0.955899131478 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 500000.00000000 PA USD 516494.85000000 0.084639377886 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 218919.60434300 PA USD 170209.99000000 0.027892761493 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AQ1 250000.00000000 PA USD 171374.35000000 0.028083568248 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 1210000.00000000 PA USD 1237322.90000000 0.202763377991 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N Verdelite Static CLO Ltd N/A 92338VAC5 1280000.00000000 PA USD 1282308.51000000 0.210135288949 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 5.94317000 N N N N N N THE 2023-MIC Trust N/A 87256GAA0 1040000.00000000 PA USD 1132816.67000000 0.185637665523 Long ABS-MBS CORP US N 2 2038-12-05 Variable 8.43660000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAV5 230000.00000000 PA USD 208335.31000000 0.034140458574 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 2456000.00000000 PA USD 2402101.85000000 0.393638786921 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598S8 870000.00000000 PA USD 911988.81000000 0.149450019720 Long DBT CORP CA N 2 2082-10-27 Fixed 8.62500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AT3 1580000.00000000 PA USD 1539212.30000000 0.252234792869 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 560000.00000000 PA USD 534972.28000000 0.087667323238 Long DBT CORP US N 2 2034-09-27 Fixed 4.70000000 N N N N N N HISTORIC TW INC N/A 887315AZ2 1170000.00000000 PA USD 1303755.32000000 0.213649834459 Long DBT CORP US N 2 2036-01-15 Variable 8.30000000 N N N N N N AMERICAN MUNI PWR-OHIO INC OH EARKGGZJJEMVD66XQ486 02765UDV3 460000.00000000 PA USD 538816.26000000 0.088297246413 Long DBT MUN US N 2 2050-02-15 Fixed 7.49900000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAE8 830000.00000000 PA USD 825820.37000000 0.135329369427 Long DBT CORP MX N 2 N/A Fixed 8.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 560000.00000000 PA USD 551400.67000000 0.090359486982 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033YAA4 720000.00000000 PA USD 704383.20000000 0.115429139016 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 197589.00000000 PA USD 127691.89000000 0.020925207929 Long DBT NUSS AR N 2 2037-09-01 Variable 6.62500000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 900000.00000000 PA USD 610551.96000000 0.100052765409 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 200000.00000000 PA USD 146644.95000000 0.024031096027 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBC2 1031000.00000000 PA USD 1168066.80000000 0.191414197609 Long DBT CORP US N 2 2029-11-15 Fixed 8.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBC1 120000.00000000 PA USD 114565.70000000 0.018774184438 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BM0 91000.00000000 PA USD 80044.74000000 0.013117143368 Long DBT CORP US N 2 2044-05-15 Fixed 4.87500000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAG2 780000.00000000 PA USD 811354.44000000 0.132958799196 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 470000.00000000 PA USD 362025.86000000 0.059326135719 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 480000.00000000 PA USD 484670.36000000 0.079424214492 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 640000.00000000 PA USD 667271.29000000 0.109347512114 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAQ7 1420000.00000000 PA USD 1418727.95000000 0.232490703593 Long DBT CORP US N 2 2035-04-15 Fixed 5.25000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AA8 660000.00000000 PA USD 505134.18000000 0.082777674829 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 300000.00000000 PA USD 260934.60000000 0.042760043421 Long DBT CORP GB N 2 2032-11-22 Fixed 2.87100000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 1340000.00000000 PA USD 1360090.26000000 0.222881590158 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N TIME WARNER CABLE ENTRMN N/A 88731EAJ9 1158000.00000000 PA USD 1322396.15000000 0.216704556601 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 350000.00000000 PA USD 309640.18000000 0.050741555707 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 1353000.00000000 PA USD 917656.56000000 0.150378808912 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 370000.00000000 PA USD 305092.17000000 0.049996261273 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 410.00000000 NC USD 572136.91000000 0.093757589506 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 47513175.59000000 USD 572136.91000000 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCL7 700000.00000000 PA USD 668803.17000000 0.109598545343 Long DBT CORP US N 2 2055-07-15 Fixed 6.95000000 N N N N N N Vistra Zero Operating Company, LLC N/A 92841DAB7 3253650.00000000 PA USD 3148931.27000000 0.516023700336 Long LON CORP US N 2 2031-04-30 Floating 6.32492000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 970000.00000000 PA USD 980077.66000000 0.160607919756 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 00831TAB7 1010000.00000000 PA USD 977887.05000000 0.160248938698 Long DBT NUSS N/A N 2 2026-05-17 Fixed 2.63400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 640000.00000000 PA USD 393535.84000000 0.064489759527 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 400000.00000000 PA USD 408775.24000000 0.066987080334 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAF4 710000.00000000 PA USD 721417.30000000 0.118220562061 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 1710000.00000000 PA USD 1712831.38000000 0.280686210963 Long DBT CORP KY N 2 2030-05-30 Fixed 5.37500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 670000.00000000 PA USD 516142.75000000 0.084581678328 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 830000.00000000 PA USD 765433.46000000 0.125433606682 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N NORFOLK SOUTHERN RAIL CO N/A 655855FB5 348000.00000000 PA USD 407725.40000000 0.066815040275 Long DBT CORP US N 2 2043-05-15 Fixed 7.87500000 N N N N N N WEA FINANCE LLC/WESTFIEL N/A 92890HAD4 1220000.00000000 PA USD 1007854.74000000 0.165159823363 Long DBT CORP US N 2 2044-09-17 Fixed 4.75000000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711BA7 2220000.00000000 PA USD 1869839.49000000 0.306415545444 Long DBT CORP US N 2 2031-10-01 Fixed 2.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 290000.00000000 PA USD 250422.13000000 0.041037337143 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 2610000.00000000 PA USD 2280943.78000000 0.373784293365 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N CarMax Auto Owner Trust N/A 14318WAH0 570000.00000000 PA USD 581200.61000000 0.095242882011 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBK7 200000.00000000 PA USD 201244.58000000 0.032978481884 Long DBT CORP KY N 2 2035-05-26 Fixed 5.25000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AD2 280000.00000000 PA USD 295250.21000000 0.048383433243 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 1510000.00000000 PA USD 1495772.78000000 0.245116243771 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 1780000.00000000 PA USD 1665042.40000000 0.272854904344 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 000000000 870000.00000000 PA USD 825443.91000000 0.135267677931 Long DBT CORP KY N 2 2030-06-18 Variable 4.37500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 270000.00000000 PA USD 258882.32000000 0.042423730867 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHS1 140000.00000000 PA USD 115555.34000000 0.018936359363 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N AMFAM HOLDINGS INC N/A 03115AAC7 360000.00000000 PA USD 229000.97000000 0.037526994966 Long DBT CORP US N 2 2051-03-11 Fixed 3.83300000 N N N N N N BARRICK PD AU FIN PTY LT 5493008DX0TK7OFLV260 06849UAD7 450000.00000000 PA USD 462187.47000000 0.075739883810 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAR5 410000.00000000 PA USD 381691.40000000 0.062548779800 Long DBT CORP US N 2 2032-06-15 Fixed 3.85000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 620000.00000000 PA USD 616044.60000000 0.100952858861 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFC3 530000.00000000 PA USD 449812.60000000 0.073711981116 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N AIR CANADA 2013-1A PTT N/A 009089AA1 394550.72000000 PA USD 393895.25000000 0.064548656995 Long DBT CORP CA N 2 2025-05-15 Fixed 4.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 1120000.00000000 PA USD 786883.01000000 0.128948601203 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N MVW Owner Trust N/A 55389TAC5 533805.04000000 PA USD 503996.30000000 0.082591207423 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N Renew Financial N/A 75973VAA4 2079447.79000000 PA USD 2097442.08000000 0.343713384180 Long ABS-O CORP US N 2 2059-11-20 Fixed 6.20800000 N N N N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711AA2 650000.00000000 PA USD 647111.08000000 0.106043805151 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECS2 880000.00000000 PA USD 871547.95000000 0.142822868972 Long DBT CORP US N 2 2031-08-13 Fixed 4.85000000 N N N N N N Harbor Park CLO Ltd N/A 41154XAS4 1010000.00000000 PA USD 1010281.62000000 0.165557522611 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.99317000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BX7 400000.00000000 PA USD 226516.44000000 0.037119848460 Long DBT CORP US N 2 2061-08-12 Fixed 3.20000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 216000.00000000 PA USD 147402.02000000 0.024155159092 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 780000.00000000 PA USD 661250.85000000 0.108360926679 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 74588YAB6 690000.00000000 PA USD 697463.73000000 0.114295227156 Long DBT CORP LU N 2 2029-04-25 Fixed 7.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DH9 140000.00000000 PA USD 142482.62000000 0.023349003995 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAQ2 1000000.00000000 PA USD 1151182.00000000 0.188647240751 Long DBT CORP ES N 2 N/A Fixed 9.62500000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAD1 770000.00000000 PA USD 709586.19000000 0.116281766756 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 250000.00000000 PA USD 171174.72000000 0.028050854351 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 1295000.00000000 PA USD 1291587.55000000 0.211655869789 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 000000000 606000.00000000 PA USD 603315.87000000 0.098866968191 Long DBT NUSS N/A N 2 2025-06-16 Fixed 3.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BK0 590000.00000000 PA USD 477909.95000000 0.078316368215 Long DBT CORP US N 2 2035-03-01 Fixed 3.30000000 N N N N N N LBJ INFRASTRUCTURE GROUP 254900DEJSU2OQFZWQ97 50203UAA1 910000.00000000 PA USD 632884.14000000 0.103712398844 Long DBT CORP US N 2 2057-12-31 Fixed 3.79700000 N N N N N N EL PASO NATURAL GAS N/A 283695BE3 655000.00000000 PA USD 684678.95000000 0.112200151425 Long DBT CORP US N 2 2026-11-15 Fixed 7.50000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AL7 1250000.00000000 PA USD 834753.00000000 0.136793183144 Long DBT CORP CL N 2 2051-09-10 Fixed 3.50000000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 220000.00000000 PA USD 189303.37000000 0.031021644201 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 1770000.00000000 PA USD 1750835.33000000 0.286914018820 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 150000.00000000 PA USD 132105.59000000 0.021648492628 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EF3 560000.00000000 PA USD 543740.58000000 0.089104207763 Long DBT CORP US N 2 2054-06-01 Fixed 6.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 450000.00000000 PA USD 442306.20000000 0.072481887483 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N ORLANDO HEALTH OBL GRP N/A 686514AP5 550000.00000000 PA USD 561603.56000000 0.092031461567 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 1150000.00000000 PA USD 1109299.00000000 0.181783762704 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Navient Student Loan Trust N/A 63941HAA0 153598.31000000 PA USD 144966.64000000 0.023756066926 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DE4 6000.00000000 PA USD 4809.80000000 0.000788194654 Long DBT CORP US N 2 2044-09-15 Fixed 4.25000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DH7 410000.00000000 PA USD 411872.47000000 0.067494631610 Long DBT CORP US N 2 2035-01-15 Fixed 5.70000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 290000.00000000 PA USD 203786.00000000 0.033394951105 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBG9 1400000.00000000 PA USD 1435617.11000000 0.235258374936 Long DBT CORP ES N 2 2031-07-15 Fixed 5.43900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 600000.00000000 PA USD 643917.52000000 0.105520468022 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 520000.00000000 PA USD 519956.70000000 0.085206680407 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 1810000.00000000 PA USD 1764063.43000000 0.289081742573 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.12500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 780000.00000000 PA USD 836207.44000000 0.137031526076 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 1260000.00000000 PA USD 1259836.09000000 0.206452674014 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 1430000.00000000 PA USD 1438259.07000000 0.235691319913 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 2440000.00000000 PA USD 2363018.00000000 0.387234012992 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 1480000.00000000 PA USD 1505948.29000000 0.246783731523 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 800000.00000000 PA USD 705482.95000000 0.115609357959 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N CLI Funding LLC 2549008S2Z91ASJFZL83 12571WAA1 1483685.83000000 PA USD 1496825.05000000 0.245288682041 Long ABS-O CORP US N 2 2049-07-20 Fixed 5.63000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 690000.00000000 PA USD 613292.70000000 0.100501897725 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 750000.00000000 PA USD 645203.55000000 0.105731213162 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AW7 1490000.00000000 PA USD 1514562.78000000 0.248195410796 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AP3 1490000.00000000 PA USD 1518915.91000000 0.248908769729 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N DEVON OEI OPERATING LLC N/A 812007AE2 1400000.00000000 PA USD 1484082.38000000 0.243200506987 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAD6 590000.00000000 PA USD 382252.24000000 0.062640686135 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N DELPHI FINANCIAL GROUP 5493001NGT0EEYMZG011 247131303 15675.00000000 NS USD 382078.13000000 0.062612154269 Long EP CORP US N 2 N N N SCE RECOVERY FUNDING LLC N/A 78433LAG1 1097827.99000000 PA USD 1066148.85000000 0.174712633434 Long DBT CORP US N 2 2040-06-15 Fixed 4.69700000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGW8 380000.00000000 PA USD 369627.42000000 0.060571823472 Long DBT CORP US N 2 2054-02-23 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DQ5 550000.00000000 PA USD 576119.50000000 0.094410227069 Long DBT CORP US N 2 2027-10-15 Fixed 7.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 800000.00000000 PA USD 541160.88000000 0.088681465497 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 1440000.00000000 PA USD 1471073.85000000 0.241068764751 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEK8 2150000.00000000 PA USD 2159561.85000000 0.353893115279 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 2730000.00000000 PA USD 2728073.44000000 0.447056614004 Long DBT CORP MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 870000.00000000 PA USD 872411.90000000 0.142964446745 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769MAC0 650000.00000000 PA USD 642992.84000000 0.105368938264 Long DBT CORP US N 2 2054-05-21 Fixed 5.80000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 360000.00000000 PA USD 224372.32000000 0.036768485842 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N J.G. Wentworth XLII LLC N/A 46590UAB8 164025.29000000 PA USD 148024.59000000 0.024257181285 Long ABS-O CORP US N 2 2077-10-15 Fixed 4.70000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KW0 790000.00000000 PA USD 797482.58000000 0.130685580789 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N OZLM Funding Ltd N/A 67108BBY0 1790000.00000000 PA USD 1792841.50000000 0.293797681060 Long ABS-CBDO CORP KY N 2 2031-07-30 Floating 6.08689000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 2610000.00000000 PA USD 2657260.94000000 0.435452382235 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 1390000.00000000 PA USD 1396514.08000000 0.228850457931 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BV7 610000.00000000 PA USD 723614.57000000 0.118580634511 Long DBT CORP US N 2 2040-05-01 Fixed 8.12500000 N N N N N N Asplundh Tree Expert LLC N/A 04538FAD1 1985969.40000000 PA USD 1985502.70000000 0.325369581750 Long LON CORP US N 2 2027-09-07 Floating 6.17492000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AJ9 330000.00000000 PA USD 226418.51000000 0.037103800412 Long DBT CORP MX N 2 2051-02-09 Fixed 4.67700000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FL7 400000.00000000 PA USD 273635.80000000 0.044841422677 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 260000.00000000 PA USD 263783.30000000 0.043226867429 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 830000.00000000 PA USD 575476.74000000 0.094304896286 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23381LAA2 1970000.00000000 PA USD 1981122.62000000 0.324651806449 Long DBT CORP JP N 2 N/A Fixed 6.20000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 390000.00000000 PA USD 366020.66000000 0.059980774166 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 140000.00000000 PA USD 141692.72000000 0.023219560992 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 240000.00000000 PA USD 184818.48000000 0.030286693408 Long DBT CORP MA N 2 2051-06-23 Fixed 5.12500000 N N N N N N CALIFORNIA ST N/A 13063A7D0 600000.00000000 PA USD 697570.02000000 0.114312645180 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAJ5 407000.00000000 PA USD 485972.07000000 0.079637529154 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 790000.00000000 PA USD 754962.30000000 0.123717669982 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 570000.00000000 PA USD 575557.37000000 0.094318109338 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHX3 2790000.00000000 PA USD 2943870.62000000 0.482419868961 Long DBT CORP US N 2 2028-01-15 Fixed 6.95000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAC7 1380000.00000000 PA USD 1407973.98000000 0.230728422070 Long DBT NUSS PL N 2 2034-07-09 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 1860000.00000000 PA USD 1933981.20000000 0.316926617202 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -107.00000000 NC USD -90446.01000000 -0.01482162700 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-30 -22076944.73000000 USD -90446.01000000 N N N Fannie Mae - CAS N/A 20755CAB4 2160000.00000000 PA USD 2206594.87000000 0.361600540732 Long ABS-MBS CORP US N 2 2043-10-25 Floating 6.83969000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 130000.00000000 PA USD 141323.55000000 0.023159064127 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 210000.00000000 PA USD 214789.24000000 0.035198081162 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769MAD8 390000.00000000 PA USD 377677.91000000 0.061891078573 Long DBT CORP US N 2 2054-12-15 Fixed 6.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAD5 1120000.00000000 PA USD 1014552.00000000 0.166257321082 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 690000.00000000 PA USD 479032.90000000 0.078500389003 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2720000.00000000 PA USD 2734648.23000000 0.448134042240 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CL7 100000.00000000 PA USD 68911.97000000 0.011292786887 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECW9 20000.00000000 PA USD 21457.57000000 0.003516308779 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N 200 PARK FUNDING TRUST N/A 901928AA9 1850000.00000000 PA USD 1837263.62000000 0.301077251421 Long DBT CORP US N 2 2055-02-15 Fixed 5.74000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 610000.00000000 PA USD 585466.18000000 0.095941892255 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.07500000 N N N N N N NBCUNIVERSAL MEDIA LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 62000.00000000 PA USD 53532.29000000 0.008772478026 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 823000.00000000 PA USD 483956.71000000 0.079307266778 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 510000.00000000 PA USD 491448.15000000 0.080534908876 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 260000.00000000 PA USD 158030.47000000 0.025896871320 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N FS Commerical Mortgage Trust 2 N/A 30334RAC8 1190000.00000000 PA USD 1227864.73000000 0.201213442644 Long ABS-MBS CORP US N 2 2039-11-10 Variable 7.54370000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 970000.00000000 PA USD 998160.07000000 0.163571132135 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 320000.00000000 PA USD 315582.36000000 0.051715316469 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAB5 782362.96000000 PA USD 783694.07000000 0.128426021166 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.57000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 630000.00000000 PA USD 606005.76000000 0.099307767584 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Schweitzer-Mauduit International Inc 549300Z1FU4IDULG1R21 80854EAH1 134623.76000000 PA USD 133950.64000000 0.021950845854 Long LON CORP US N 2 2028-04-20 Floating 8.18940000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAH9 1806350.00000000 PA USD 1797318.25000000 0.294531297930 Long LON CORP US N 2 2031-02-06 Floating 6.56324000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 1438421.33000000 PA USD 1334655.20000000 0.218713479566 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N J.G. Wentworth XXXIX LLC N/A 46620VAB0 462501.37000000 PA USD 419592.53000000 0.068759738272 Long ABS-O CORP US N 2 2074-09-17 Fixed 5.09000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 410000.00000000 PA USD 410062.21000000 0.067197979513 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 670000.00000000 PA USD 630730.97000000 0.103359553178 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N CIMAREX ENERGY CO 11KYOFXPU1C4CQL1CL44 171798AE1 2450000.00000000 PA USD 2304234.09000000 0.377600938099 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 400000.00000000 PA USD 383622.78000000 0.062865280152 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAA4 720000.00000000 PA USD 599242.37000000 0.098199432966 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 1270000.00000000 PA USD 1212850.70000000 0.198753053816 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 930000.00000000 PA USD 936892.36000000 0.153531030362 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 860000.00000000 PA USD 817629.84000000 0.133987165601 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 790000.00000000 PA USD 694018.74000000 0.113730687528 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754AAA1 438459.44000000 PA USD 437442.52000000 0.071684863371 Long ABS-MBS CORP US N 2 2041-12-25 Floating 5.18969000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 1110000.00000000 PA USD 778776.12000000 0.127620103685 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBF1 1200000.00000000 PA USD 1217610.36000000 0.199533031895 Long DBT CORP ES N 2 2028-07-15 Fixed 5.36500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 880000.00000000 PA USD 888741.14000000 0.145640362516 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 340000.00000000 PA USD 241339.93000000 0.039549012994 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AH3 740000.00000000 PA USD 630784.07000000 0.103368254815 Long DBT CORP MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAF0 750000.00000000 PA USD 760764.13000000 0.124668431218 Long DBT CORP FR N 2 2035-01-13 Fixed 5.75000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AE8 1514000.00000000 PA USD 1514443.30000000 0.248175831292 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 250000.00000000 PA USD 248653.99000000 0.040747587362 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAC3 1658986.52000000 PA USD 1657381.28000000 0.271599456336 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.72200000 N N N N N N ATLAS WAREHOUSE LEND 25490068J12A1HV7YM70 049463AD4 880000.00000000 PA USD 888060.04000000 0.145528748857 Long DBT CORP US N 2 2028-01-15 Fixed 6.05000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAA7 1200000.00000000 PA USD 1195652.88000000 0.195934801541 Long DBT CORP KY N 2 2025-06-06 Fixed 4.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 560000.00000000 PA USD 488044.58000000 0.079977156853 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N Truist Insurance Holdings, LLC N/A 89788VAG7 1259516.13000000 PA USD 1253218.55000000 0.205368240222 Long LON CORP US N 2 2031-05-06 Floating 7.04917000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BR5 420000.00000000 PA USD 314454.00000000 0.051530409130 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 950000.00000000 PA USD 949888.67000000 0.155660770074 Long DBT UST US N 2 2028-03-15 Fixed 3.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 230000.00000000 PA USD 226357.10000000 0.037093736993 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 520000.00000000 PA USD 375933.11000000 0.061605153579 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCQ9 2530000.00000000 PA USD 2538602.00000000 0.416007427726 Long DBT CORP US N 2 2055-03-15 Fixed 6.35000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAE2 240000.00000000 PA USD 234348.46000000 0.038403302304 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 570000.00000000 PA USD 501906.51000000 0.082248748005 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AD3 550000.00000000 PA USD 430937.55000000 0.070618876722 Long DBT CORP US N 2 2041-10-25 Fixed 3.12500000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687ET9 270000.00000000 PA USD 267669.15000000 0.043863651952 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 1170000.00000000 PA USD 1009827.05000000 0.165483031022 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 420000.00000000 PA USD 412309.22000000 0.067566202988 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Greystone Commercial Real Esta N/A 39808MAJ2 1270000.00000000 PA USD 1264803.13000000 0.207266636003 Long ABS-CBDO CORP KY N 2 2041-03-15 Floating 9.65178000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 570000.00000000 PA USD 498771.97000000 0.081735082640 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 450000.00000000 PA USD 484588.80000000 0.079410849039 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 590000.00000000 PA USD 599347.88000000 0.098216723169 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 450000.00000000 PA USD 404325.46000000 0.066257883110 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 2460000.00000000 PA USD 2425069.48000000 0.397402553229 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N FREEPORT MINERALS CORP G4008SUSNH0WBKRVG414 717265AL6 280000.00000000 PA USD 344671.60000000 0.056482247207 Long DBT CORP US N 2 2031-06-01 Fixed 9.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 600000.00000000 PA USD 512683.46000000 0.084014795321 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 630000.00000000 PA USD 591109.92000000 0.096866746864 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 291000.00000000 PA USD 306252.99000000 0.050186487918 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 1900000.00000000 PA USD 1857439.51000000 0.304383527907 Long DBT CORP US N 2 2055-11-19 Fixed 5.51600000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 720000.00000000 PA USD 638487.72000000 0.104630672327 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WRP1 770000.00000000 PA USD 734366.25000000 0.120342540765 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 400000.00000000 PA USD 383890.96000000 0.062909227518 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 5573000.00000000 PA USD 5571680.31000000 0.913045996922 Long DBT CORP KY N 2 2025-08-08 Variable 5.12500000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AX6 610000.00000000 PA USD 649860.57000000 0.106494371353 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 140000.00000000 PA USD 117346.69000000 0.019229912628 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 1250000.00000000 PA USD 1339094.91000000 0.219441026592 Long DBT CORP FR N 2 N/A Fixed 9.25000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AE1 650000.00000000 PA USD 482773.62000000 0.079113390689 Long DBT CORP US N 2 2051-10-25 Fixed 3.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 60000.00000000 PA USD 64693.76000000 0.010601537652 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 400000.00000000 PA USD 406739.10000000 0.066653412684 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 320000.00000000 PA USD 325942.88000000 0.053413122299 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EH5 160000.00000000 PA USD 181737.92000000 0.029781873889 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 1550000.00000000 PA USD 1601464.84000000 0.262436281340 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 2322889.22300000 PA USD 1501167.16000000 0.246000235097 Long DBT NUSS AR N 2 2037-09-01 Variable 6.62500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EJ3 220000.00000000 PA USD 219110.17000000 0.035906163396 Long DBT CORP US N 2 2044-02-22 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCN9 560000.00000000 PA USD 487447.97000000 0.079879388793 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 1010000.00000000 PA USD 842356.36000000 0.138039165868 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N LAMAR FUNDING LTD 549300TSXHL7X0727895 513063AA5 2660000.00000000 PA USD 2657520.88000000 0.435494979291 Long DBT CORP KY N 2 2025-05-07 Fixed 3.95800000 N N N N N N X Corp (f/k/a Twitter Inc) N/A 90184NAG3 2000000.00000000 PA USD 1990000.00000000 0.326106566203 Long LON CORP US N 2 2029-10-26 Floating 10.94917000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 620000.00000000 PA USD 666102.20000000 0.109155930242 Long DBT CORP US N 2 2034-10-23 Fixed 6.25400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 450000.00000000 PA USD 451836.90000000 0.074043708513 Long DBT CORP GB N 2 N/A Fixed 6.75000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AQ9 390000.00000000 PA USD 436530.39000000 0.071535390214 Long DBT CORP US N 2 2033-08-15 Fixed 7.30000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCD5 670000.00000000 PA USD 669116.63000000 0.109649912863 Long DBT CORP US N 2 2055-08-15 Fixed 6.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 660000.00000000 PA USD 541357.17000000 0.088713632059 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 2440000.00000000 PA USD 2444662.84000000 0.400613368983 Long DBT CORP KY N 2 2028-08-08 Variable 5.40000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 720000.00000000 PA USD 481255.58000000 0.078864625457 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AB7 6445000.00000000 PA USD 6377850.83000000 1.045155293430 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 50000.00000000 PA USD 51130.95000000 0.008378964086 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 120000.00000000 PA USD 119382.64000000 0.019563549143 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 180000.00000000 PA USD 164923.39000000 0.027026432361 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650ED8 310000.00000000 PA USD 314975.98000000 0.051615947373 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AG8 1400000.00000000 PA USD 1425921.39000000 0.233669511642 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAK7 205000.00000000 PA USD 226963.24000000 0.037193066759 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N Social Professional Loan Progr N/A 83405YAA0 408333.35000000 PA USD 358466.66000000 0.058742880196 Long ABS-O CORP US N 2 2043-08-17 Fixed 1.03000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 990000.00000000 PA USD 964822.38000000 0.158107996652 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AD2 400000.00000000 PA USD 394107.12000000 0.064583376693 Long DBT CORP DE N 2 2054-09-03 Fixed 5.60000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AF0 960000.00000000 PA USD 818984.18000000 0.134209104881 Long DBT CORP US N 2 2042-08-01 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 1570000.00000000 PA USD 1570801.61000000 0.257411416695 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FN3 1070000.00000000 PA USD 625334.74000000 0.102475258687 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 810000.00000000 PA USD 819877.66000000 0.134355521813 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 2580000.00000000 PA USD 2571563.17000000 0.421408861880 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 176.00000000 NC USD 286140.51000000 0.046890602596 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 21229859.49000000 USD 286140.51000000 N N N OHIO EDISON CO N/A 677347CE4 660000.00000000 PA USD 743898.74000000 0.121904655127 Long DBT CORP US N 2 2036-07-15 Fixed 6.87500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 520000.00000000 PA USD 394385.33000000 0.064628967702 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AR2 630000.00000000 PA USD 624391.68000000 0.102320716950 Long DBT CORP US N 2 2033-03-15 Fixed 5.87500000 N N N N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAE7 210000.00000000 PA USD 198319.59000000 0.032499156033 Long DBT CORP CA N 2 2040-03-15 Fixed 6.50000000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAF8 2500000.00000000 PA USD 2492776.53000000 0.408497886688 Long DBT NUSS N/A N 2 2029-10-08 Fixed 5.55000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 220000.00000000 PA USD 225496.51000000 0.036952709832 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 000000000 150000.00000000 PA USD 148497.68000000 0.024334707795 Long DBT CORP KY N 2 2026-01-08 Variable 3.80000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ES4 2060000.00000000 PA USD 2053189.02000000 0.336461518129 Long DBT CORP GB N 2 2036-03-03 Fixed 5.45000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 97822.71000000 PA USD 97199.13000000 0.015928278654 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 420000.00000000 PA USD 388458.04000000 0.063657647004 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 1580000.00000000 PA USD 1318135.11000000 0.216006288700 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N BRAVO Residential Funding Trus N/A 10569UAA3 641192.02000000 PA USD 646304.44000000 0.105911618919 Long ABS-MBS CORP US N 2 2063-06-25 Variable 6.50500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DF1 268000.00000000 PA USD 265230.70000000 0.043464056697 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 870000.00000000 PA USD 858655.52000000 0.140710152350 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 840000.00000000 PA USD 685032.06000000 0.112258016495 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 133000.00000000 PA USD 89772.00000000 0.014711175206 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 339000.00000000 PA USD 289853.38000000 0.047499040429 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N GS Mortgage Securities Trust N/A 36270GAA9 660000.00000000 PA USD 655147.88000000 0.107360816835 Long ABS-MBS CORP US N 2 2038-09-10 Variable 4.32233000 N N N N N N AIR CANADA 2013-1B PTT N/A 00911QAA8 3205468.00000000 PA USD 3192121.71000000 0.523101432035 Long DBT CORP CA N 2 2025-05-15 Fixed 4.75000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACV7 320000.00000000 PA USD 322650.72000000 0.052873627327 Long DBT CORP US N 2 2031-01-08 Fixed 5.40000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DZ0 440000.00000000 PA USD 424352.58000000 0.069539780262 Long DBT CORP US N 2 2055-01-14 Fixed 5.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VBT0 230000.00000000 PA USD 252904.75000000 0.041444170652 Long DBT CORP US N 2 2043-09-15 Fixed 6.55000000 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 667748AF4 1430000.00000000 PA USD 1450904.37000000 0.237763538688 Long DBT CORP US N 2 2025-12-01 Fixed 7.12500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 380000.00000000 PA USD 382209.03000000 0.062633605198 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 860000.00000000 PA USD 725934.80000000 0.118960856741 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC28 1450000.00000000 PA USD 1471745.65000000 0.241178854394 Long DBT CORP US N 2 N/A Fixed 6.85000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 2030000.00000000 PA USD 2024007.14000000 0.331679406229 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EJ4 620000.00000000 PA USD 619272.93000000 0.101481893841 Long DBT CORP GB N 2 N/A Fixed 6.95000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAN9 2560000.00000000 PA USD 2539142.73000000 0.416096038582 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N THE VANGUARD GROUP INC N/A 000000000 5000000.00000000 PA USD 2931893.50000000 0.480457146612 Long DBT CORP US N 2 2060-08-22 Fixed 3.25000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654BC8 320000.00000000 PA USD 309145.47000000 0.050660486270 Long DBT CORP US N 2 2054-04-01 Fixed 5.30000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AX7 370000.00000000 PA USD 228273.60000000 0.037407798920 Long DBT CORP US N 2 2051-05-18 Fixed 3.00000000 N N N N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 03060NAD2 490000.00000000 PA USD 425125.51000000 0.069666442347 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N HIGH STREET FD TRUST III N/A 42981FAA9 1120000.00000000 PA USD 1105529.25000000 0.181166003796 Long DBT CORP US N 2 2055-02-15 Fixed 5.80700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 991000.00000000 PA USD 813841.00000000 0.133366278364 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GY7 960000.00000000 PA USD 980931.91000000 0.160747907964 Long DBT CORP US N 2 2055-03-15 Fixed 5.70000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCU6 710000.00000000 PA USD 694142.28000000 0.113750932355 Long DBT CORP US N 2 2054-06-15 Fixed 5.55000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 930000.00000000 PA USD 916682.87000000 0.150219247755 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAE8 110000.00000000 PA USD 107072.97000000 0.017546330944 Long DBT CORP US N 2 2028-09-20 Fixed 4.12500000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAZ5 1030000.00000000 PA USD 681421.17000000 0.111666290395 Long DBT CORP KY N 2 2051-02-09 Fixed 3.15000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 3339000.00000000 PA USD 3335505.74000000 0.546598152473 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BT5 360000.00000000 PA USD 285130.04000000 0.046725014203 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAB1 2290000.00000000 PA USD 1931282.13000000 0.316484313459 Long DBT CORP GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDG4 753000.00000000 PA USD 802618.45000000 0.131527209397 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 300000.00000000 PA USD 293811.48000000 0.048147664750 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 5030000.00000000 PA USD 5102144.33000000 0.836101893330 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FX0 280000.00000000 PA USD 190583.23000000 0.031231378246 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 627000.00000000 PA USD 613160.42000000 0.100480220652 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 1320000.00000000 PA USD 1354244.63000000 0.221923651300 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 520000.00000000 PA USD 535197.89000000 0.087704294546 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 780000.00000000 PA USD 805442.77000000 0.131990038189 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N UNITED AIR 2024-1 A PTT N/A 90932WAB9 654256.29000000 PA USD 660527.07000000 0.108242318935 Long DBT CORP US N 2 2037-02-15 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust N/A 36270GAC5 1000000.00000000 PA USD 998226.30000000 0.163581985420 Long ABS-MBS CORP US N 2 2038-09-10 Variable 4.93621000 N N N N N N GoldenTree Loan Management US 549300O473GD3F35WC55 38138DBA3 1020000.00000000 PA USD 1022129.54000000 0.167499072615 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.79317000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 300000.00000000 PA USD 307337.20000000 0.050364160280 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AH0 390000.00000000 PA USD 383598.47000000 0.062861296408 Long DBT CORP US N 2 2041-06-01 Fixed 5.08100000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 1130000.00000000 PA USD 1130144.18000000 0.185199717514 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 540000.00000000 PA USD 400220.47000000 0.065585187535 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 605181.32000000 PA USD 603709.10000000 0.098931407832 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 140000.00000000 PA USD 120290.79000000 0.019712370086 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AC6 680000.00000000 PA USD 695551.60000000 0.113981881353 Long DBT CORP US N 2 2055-02-25 Fixed 6.37500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAM2 810000.00000000 PA USD 628462.28000000 0.102987776944 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 1220000.00000000 PA USD 1207232.44000000 0.197832374682 Long DBT CORP US N 2 2032-10-21 Fixed 4.81200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 1340000.00000000 PA USD 1331325.15000000 0.218167775460 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBQ6 960000.00000000 PA USD 939368.56000000 0.153936811809 Long DBT CORP US N 2 N/A Fixed 6.00000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAF0 810000.00000000 PA USD 820594.80000000 0.134473041443 Long DBT CORP MX N 2 2029-12-10 Fixed 5.62100000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 520000.00000000 PA USD 494405.77000000 0.081019581892 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 407000.00000000 PA USD 505272.18000000 0.082800289255 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 320000.00000000 PA USD 310480.19000000 0.050879210369 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N X Corp (f/k/a Twitter Inc) N/A 90184NAK4 1070000.00000000 PA USD 1099045.15000000 0.180103437170 Long LON CORP US N 2 2029-10-26 Fixed 9.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 350000.00000000 PA USD 390523.00000000 0.063996037463 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N ILFC E-CAPITAL TRUST I N/A 44965TAA5 5594000.00000000 PA USD 4672709.60000000 0.765729287698 Long DBT CORP US N 2 2065-12-21 Floating 6.11699000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 590000.00000000 PA USD 590736.32000000 0.096805524043 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJM2 260000.00000000 PA USD 162339.64000000 0.026603026411 Long DBT CORP US N 2 2051-10-24 Fixed 2.83100000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 920000.00000000 PA USD 790528.13000000 0.129545936663 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 640000.00000000 PA USD 599813.25000000 0.098292984583 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 1630000.00000000 PA USD 1622655.64000000 0.265908873814 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JDA9 1000000.00000000 PA USD 1004634.84000000 0.164632169829 Long DBT CORP US N 2 2055-04-01 Fixed 5.80000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 750000.00000000 PA USD 739949.10000000 0.121257417168 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DG3 590000.00000000 PA USD 592425.80000000 0.097082383602 Long DBT CORP CA N 2 2055-04-15 Fixed 7.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AP5 650000.00000000 PA USD 625792.64000000 0.102550295972 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058845 13795.00000000 NS USD 351772.50000000 0.057645890482 Long EP CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DZ7 700000.00000000 PA USD 438081.54000000 0.071789581269 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGG8 90000.00000000 PA USD 76409.40000000 0.012521410582 Long DBT CORP US N 2 2048-01-20 Fixed 4.44300000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 360000.00000000 PA USD 308184.55000000 0.050503017767 Long DBT CORP US N 2 2047-07-15 Variable 4.85000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 190000.00000000 PA USD 190972.46000000 0.031295162396 Long ABS-MBS CORP US N 2 2041-11-25 Floating 6.13969000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BS1 2490000.00000000 PA USD 2494941.63000000 0.408852687354 Long DBT CORP NL N 2 2036-03-25 Fixed 5.52500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 650000.00000000 PA USD 489842.08000000 0.080271717934 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 200000.00000000 PA USD 154565.11000000 0.025328993606 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 660000.00000000 PA USD 576642.00000000 0.094495850526 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 2452000.00000000 PA USD 2452767.97000000 0.401941578085 Long DBT CORP US N 2 N/A Floating 8.69459000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AX4 630000.00000000 PA USD 630517.72000000 0.103324607336 Long DBT CORP US N 2 2055-02-01 Fixed 5.90000000 N N N N N N CHIMERA INVESTMENT CORP 2JBBQFJOL123LOUBE657 16934Q505 24654.00000000 NS USD 555208.08000000 0.090983417335 Long EP CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RCG5 208000.00000000 PA USD 183508.09000000 0.030071956331 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 620000.00000000 PA USD 558040.13000000 0.091447512863 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 510000.00000000 PA USD 476340.88000000 0.078059240562 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 420000.00000000 PA USD 318890.94000000 0.052257502229 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 960000.00000000 PA USD 960436.72000000 0.157389306941 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AW5 690000.00000000 PA USD 692693.12000000 0.113513454671 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 1720000.00000000 PA USD 1514357.52000000 0.248161774296 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGZ1 2070000.00000000 PA USD 2076030.68000000 0.340204641400 Long DBT CORP US N 2 2035-04-02 Fixed 5.25000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AM2 210000.00000000 PA USD 192547.51000000 0.031553270008 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N PFS Financing Corp. N/A 69335PFD2 570000.00000000 PA USD 572798.47000000 0.093866001094 Long ABS-O CORP US N 2 2028-01-15 Floating 5.64867000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DH1 860000.00000000 PA USD 857410.09000000 0.140506060441 Long DBT CORP CA N 2 2055-04-15 Fixed 7.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 1380000.00000000 PA USD 1233345.54000000 0.202111597483 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1844801.80370000 PA USD 1157292.10000000 0.189648519007 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EA1 690000.00000000 PA USD 668181.39000000 0.109496652609 Long DBT CORP US N 2 2035-03-15 Fixed 4.85000000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990BAB7 70000.00000000 PA USD 65119.74000000 0.010671344122 Long DBT CORP US N 2 2054-10-11 Fixed 5.60000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AQ0 630000.00000000 PA USD 624059.91000000 0.102266348922 Long DBT CORP US N 2 2035-04-15 Fixed 4.87500000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GB8 720000.00000000 PA USD 760216.44000000 0.124578679808 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -883.00000000 NC USD -1478880.03000000 -0.24234798412 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-18 -99293494.97000000 USD -1478880.03000000 N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 550000.00000000 PA USD 544330.24000000 0.089200836907 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 860000.00000000 PA USD 996248.05000000 0.163257804357 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 1530000.00000000 PA USD 1574064.00000000 0.257946033177 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N CRSO 2023-BRND A N/A 000000000 1326393.00000000 PA USD 1389843.93000000 0.227757402799 Long DBT CORP US N 2 2028-07-10 Floating 7.12069920 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 180000.00000000 PA USD 205220.76000000 0.033630069023 Long DBT CORP GB N 2 2032-05-17 Fixed 7.62500000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DBC3 620000.00000000 PA USD 617837.92000000 0.101246734955 Long DBT CORP US N 2 2055-03-01 Fixed 5.62500000 N N N N N N TEXAS NATURAL GAS SECURITIZTN N/A 88258MAA3 1464510.91000000 PA USD 1484997.81000000 0.243350520923 Long ABS-O MUN US N 2 2035-04-01 Fixed 5.10200000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 2650000.00000000 PA USD 2940752.20000000 0.481908845224 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N GRUMA SAB DE CV 5493000XJLJ6C4T0PG82 400131AH1 960000.00000000 PA USD 960000.00000000 0.157317740479 Long DBT CORP MX N 2 2034-12-09 Fixed 5.39000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRL3 5350000.00000000 PA USD 5328600.00000000 0.873211783250 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.50000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 880000.00000000 PA USD 891640.79000000 0.146115535835 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 690000.00000000 PA USD 593330.25000000 0.097230598217 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Galaxy CLO Ltd N/A 36321LAL3 1230000.00000000 PA USD 1229169.32000000 0.201427229259 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 5.92859000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 778000.00000000 PA USD 771907.33000000 0.126494496891 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 980000.00000000 PA USD 711439.09000000 0.116585406383 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EB9 900000.00000000 PA USD 923816.70000000 0.151388287355 Long DBT CORP US N 2 2055-03-15 Fixed 6.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BJ6 2240000.00000000 PA USD 2208901.18000000 0.361978481855 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEZ2 440000.00000000 PA USD 427163.30000000 0.070000380387 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 770000.00000000 PA USD 750732.14000000 0.123024462469 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Goodgreen Trust N/A 38217DAA8 693262.75000000 PA USD 690368.72000000 0.113132549092 Long ABS-O CORP US N 2 2061-01-17 Fixed 5.90000000 N N N N N N RR DONNELLEY & SONS CO SU4X0P4WWRGOQDTSV032 257867BJ9 1530000.00000000 PA USD 1517019.48000000 0.248597996726 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 1460000.00000000 PA USD 1434510.15000000 0.235076974472 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 500000.00000000 PA USD 503110.97000000 0.082446126053 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1141000.00000000 PA USD 1149250.21000000 0.188330673211 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 660000.00000000 PA USD 665468.62000000 0.109052103811 Long DBT CORP GB N 2 2028-11-19 Fixed 5.13000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAV5 270000.00000000 PA USD 273247.01000000 0.044777710631 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 390000.00000000 PA USD 385391.35000000 0.063155100398 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 690000.00000000 PA USD 536792.54000000 0.087965614061 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AE8 490000.00000000 PA USD 497678.30000000 0.081555860043 Long DBT CORP AR N 2 2031-09-10 Fixed 7.95000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 330000.00000000 PA USD 303559.25000000 0.049745057616 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 260000.00000000 PA USD 219772.02000000 0.036014622507 Long DBT CORP US N 2 2065-12-21 Floating 6.36699000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBR4 590000.00000000 PA USD 388870.56000000 0.063725247748 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KB5 1520000.00000000 PA USD 998469.61000000 0.163621857273 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAY5 8000.00000000 PA USD 6806.61000000 0.001115417193 Long DBT CORP US N 2 2031-12-01 Fixed 2.25000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CX5 400000.00000000 PA USD 344112.74000000 0.056390665340 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RBB7 360000.00000000 PA USD 346783.82000000 0.056828382288 Long DBT CORP US N 2 2034-10-01 Fixed 4.80000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 1227261.41000000 PA USD 1134088.83000000 0.185846137748 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BS7 290000.00000000 PA USD 232124.77000000 0.038038900339 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAR6 650000.00000000 PA USD 637921.99000000 0.104537964655 Long DBT CORP HK N 2 2035-03-30 Fixed 4.95000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAY8 500000.00000000 PA USD 349846.04000000 0.057330196383 Long DBT CORP KY N 2 2041-02-09 Fixed 2.70000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AK7 4650000.00000000 PA USD 4632550.88000000 0.759148371978 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAD6 350000.00000000 PA USD 355862.94000000 0.058316201709 Long DBT CORP US N 2 2030-01-23 Fixed 6.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 660000.00000000 PA USD 604900.16000000 0.099126589986 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Onslow Bay Financial LLC 254900K7TTKPUWNMSZ83 67117XAA4 1712036.41000000 PA USD 1732669.87000000 0.283937196818 Long ABS-MBS CORP US N 2 2063-04-25 Variable 6.84400000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCK9 1360000.00000000 PA USD 1362369.99000000 0.223255175546 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 282282.01000000 PA USD 273836.30000000 0.044874279143 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 870000.00000000 PA USD 878630.65000000 0.143983529764 Long DBT CORP US N 2 2039-02-07 Fixed 5.94200000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 220000.00000000 PA USD 138875.00000000 0.022757813759 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDL3 690000.00000000 PA USD 573116.51000000 0.093918119150 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 270000.00000000 PA USD 264696.88000000 0.043376578201 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAA2 730000.00000000 PA USD 770362.04000000 0.126241266129 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AC6 308754.48000000 PA USD 318981.35000000 0.052272317955 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.94000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 360000.00000000 PA USD 216435.34000000 0.035467831925 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EB8 69000.00000000 PA USD 76922.66000000 0.012605519857 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CC4 1140000.00000000 PA USD 1128580.19000000 0.184943422334 Long DBT CORP US N 2 2035-03-15 Fixed 5.00000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 200000.00000000 PA USD 189283.41000000 0.031018373303 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 346000.00000000 PA USD 334952.91000000 0.054889619758 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AZ8 550000.00000000 PA USD 493930.77000000 0.080941742385 Long DBT CORP CA N 2 2043-02-01 Fixed 5.40000000 N N N N N N US AIRWAYS 2013-1A PTT N/A 90346WAA1 1750647.45000000 PA USD 1739235.85000000 0.285013181337 Long DBT CORP US N 2 2025-11-15 Fixed 3.95000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 220000.00000000 PA USD 220148.46000000 0.036076310726 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 720000.00000000 PA USD 769150.38000000 0.126042708198 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BD6 320000.00000000 PA USD 321021.27000000 0.052606605044 Long DBT CORP US N 2 2065-05-01 Fixed 5.80000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 1410000.00000000 PA USD 1392136.71000000 0.228133126725 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 550000.00000000 PA USD 402247.10000000 0.065917296756 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 600000.00000000 PA USD 530248.50000000 0.086893224909 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAX0 640000.00000000 PA USD 559592.56000000 0.091701913675 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 800000.00000000 PA USD 737093.92000000 0.120789531266 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAC8 900000.00000000 PA USD 923928.41000000 0.151406593569 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 622080.00000000 PA USD 621158.58000000 0.101790900297 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RAM4 150000.00000000 PA USD 160795.39000000 0.026349966077 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAJ0 510000.00000000 PA USD 449529.90000000 0.073665654318 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 1380000.00000000 PA USD 1404723.61000000 0.230195775337 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N BRITISH AIR 19-1 A PTT 635400GSHSFIWYIDXC76 11043XAB9 299761.96000000 PA USD 285989.52000000 0.046865859465 Long DBT CORP US N 2 2029-06-15 Fixed 3.35000000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 4820000.00000000 PA USD 4795900.00000000 0.785916824549 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1760000.00000000 PA USD 1772610.40000000 0.290482357165 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 1270000.00000000 PA USD 1277410.77000000 0.209332683334 Long DBT CORP GB N 2 2036-02-25 Fixed 5.78500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 1540000.00000000 PA USD 1219438.30000000 0.199832581261 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA95 1060000.00000000 PA USD 1095884.59000000 0.179585507839 Long DBT CORP US N 2 2035-04-25 Fixed 5.85100000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 382161.83000000 0.062625870409 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 DELTA AIR LINES INC Delta Air Lines Inc Y Default Event 2030-06-20 407105.43000000 USD 0.00000000 USD 2530000.00000000 USD -24943.60000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BE1 610000.00000000 PA USD 526277.37000000 0.086242465327 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAH4 1010000.00000000 PA USD 1012572.85000000 0.165932992534 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAY9 1750000.00000000 PA USD 1710592.70000000 0.280319352547 Long DBT CORP US N 2 2056-03-04 Fixed 5.61200000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 2436050.73000000 PA USD 2478037.04000000 0.406082487456 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 400000.00000000 PA USD 398778.00000000 0.065348806159 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 190000.00000000 PA USD 174191.26000000 0.028545182744 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 810000.00000000 PA USD 541140.39000000 0.088678107747 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 390000.00000000 PA USD 341110.54000000 0.055898686881 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 690000.00000000 PA USD 701493.50000000 0.114955596230 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 350000.00000000 PA USD 296242.39000000 0.048546024405 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC USD -2953.44000000 -0.00048398802 N/A DFE CORP US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -4411029.00000000 BRL 769678.76000000 USD 2025-04-02 -2953.44000000 N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 830000.00000000 PA USD 871933.30000000 0.142886017297 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 26240000.00000000 PA 1174077.54000000 0.192399193480 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Goodgreen Trust N/A 38218JAA4 338864.34000000 PA USD 302671.76000000 0.049599622281 Long ABS-O CORP KY N 2 2056-10-15 Fixed 3.84000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XCY0 320000.00000000 PA USD 286179.61000000 0.046897010017 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EAC5 390000.00000000 PA USD 257679.21000000 0.042226574047 Long DBT CORP US N 2 2050-07-01 Fixed 3.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 3650000.00000000 PA USD 3027086.80000000 0.496056724596 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAS9 380000.00000000 PA USD 384046.56000000 0.062934726102 Long DBT CORP US N 2 2034-07-01 Fixed 5.40000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853BA7 400000.00000000 PA USD 395998.98000000 0.064893400797 Long DBT CORP US N 2 2034-06-25 Fixed 5.37500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 100000.00000000 PA USD 72956.49000000 0.011955573083 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N PFS Financing Corp. N/A 69335PFC4 1000000.00000000 PA USD 1003505.80000000 0.164447151056 Long ABS-O CORP US N 2 2028-01-15 Floating 5.19867000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -0.28000000 MXN 0.01000000 USD 2025-04-16 0.00000000 N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAS0 590000.00000000 PA USD 584008.87000000 0.095703079008 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N NUVEEN LLC N/A 67080LAC9 850000.00000000 PA USD 876744.97000000 0.143674518393 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 270000.00000000 PA USD 297893.32000000 0.048816566673 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 1320000.00000000 PA USD 965569.70000000 0.158230461958 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 1340000.00000000 PA USD 1239182.13000000 0.203068054931 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N CREDIT SUISSE ESCROW CL N/A 000000000 22790000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2050-01-01 None 0.00000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 540000.00000000 PA USD 515808.91000000 0.084526971083 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CW8 300000.00000000 PA USD 285796.73000000 0.046834266458 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 520000.00000000 PA USD 526014.83000000 0.086199442202 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N Madison Park Funding Ltd N/A 55820NAY7 1610000.00000000 PA USD 1610777.08000000 0.263962302752 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 5.84317000 N N N N N N 2025-05-23 Legg Mason Partners Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX