NPORT-P false 0000810893 XXXXXXXX S000071788 C000227290 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Sector Fund Series - I S000071788 549300OI3WMTZBXIMM32 2026-03-31 2025-06-30 N 3957104648.260000 1082585123.450000 2874519524.810000 0.000000 0.000000 484351511.450000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 16249150.636454 0.000000 0.000000 2126776.920000 CAD AUD MXN PEN GBP EUR USD N Bloomberg US Credit Total Return Unhedged USD Index LUCRTRUU TAKE-TWO INTERACTIVE SOFTWARE BOMSTHHJK882EWYX3334 874054AN9 1500000.000000 PA USD 1557370.080000 0.0541784 Long DBT CORP US N 2 2034-06-12 Fixed 5.6 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222BD5 1200000.000000 PA USD 1232041.780000 0.0428608 Long DBT CORP CA N 2 2035-06-01 Fixed 5.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CD5 1400000.000000 PA USD 1333053.610000 0.0463748 Long DBT CORP US N 2 2029-03-01 Fixed 3.2 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE BOMSTHHJK882EWYX3334 874054AM1 1000000.000000 PA USD 1030156.220000 0.0358375 Long DBT CORP US N 2 2029-06-12 Fixed 5.4 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 2500000.000000 PA USD 2425851.750000 0.0843916 Long DBT CORP US N 2 2028-09-01 Fixed 3.875 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAD0 2000000.000000 PA USD 2034993.320000 0.0707942 Long DBT CORP US N 2 2030-03-17 Fixed 5.1 N N N N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831WAB4 2600000.000000 PA USD 2634597.630000 0.0916535 Long DBT CORP US N 2 2029-12-01 Fixed 5.125 N N N N N N N/A N/A 000000000 -2100000.000000 NC USD -16239.300000 -0.0005649 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.70000 07/23/25-10Y LCH 2035-07-23 0.000000 USD 0.000000 USD N/A USD N/A 3.700000 USD 2025-07-21 XXXX -9571.800000 N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AD7 400000.000000 PA USD 412187.770000 0.0143394 Long DBT CORP HK N 2 2028-01-27 Fixed 5.831 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DB8 100000.000000 PA USD 97014.800000 0.003375 Long DBT CORP US N 2 2028-02-01 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 3000000.000000 PA USD 3405955.530000 0.118488 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N N/A N/A 000000000 1.000000 NC USD 540631.850000 0.0188077 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-18 982237.760000 USD 0.000000 USD 66450000.000000 USD -441605.910000 N N N ELMWOOD CLO 15 LTD N/A 938KTRII5 600000.000000 PA USD 600000.000000 0.0208731 Long ABS-MBS CORP US N 3 2035-04-22 Floating 5.46348 N N N N N N N/A N/A 000000000 1.000000 NC USD 3339.820000 0.0001162 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AMERICAN INTERNATIONAL GROUP INC AIG INC Y Single Leg Swap 2027-12-20 0.000000 USD -1200.400000 USD 200000.000000 USD 4540.220000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 1400000.000000 PA USD 1387924.590000 0.0482837 Long DBT CORP US N 2 2029-04-23 Floating 4.005 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797PW1 263000.000000 PA USD 260773.180000 0.0090719 Long DBT UST US N 2 2025-09-11 None 0 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A N/A 64134MAJ5 1100000.000000 PA USD 1097965.970000 0.0381965 Long ABS-CBDO CORP KY N 2 2036-10-14 Floating 5.30171 N N N N N N TRINITAS CLO 2022 XXA LTD N/A 89640EAN8 1000000.000000 PA USD 995075.980000 0.0346171 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 5.30947 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AF2 2147000.000000 PA USD 2156335.280000 0.0750155 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690DK72 4800000.000000 PA USD 4875683.860000 0.169617 Long DBT CORP US N 2 2029-01-12 Floating 5.016 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 ACI2XLY76 3600000.000000 PA 4175978.290000 0.145276 Long DBT CORP US N 2 2032-06-06 Fixed 3.25 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAK8 200000.000000 PA USD 193404.980000 0.0067283 Long DBT CORP US N 2 2029-08-15 Fixed 4.25 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CP7 3000000.000000 PA USD 3213697.710000 0.1118 Long DBT CORP US N 2 2034-02-01 Fixed 6.65 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBP6 3300000.000000 PA USD 3366029.540000 0.117099 Long DBT CORP US N 2 2034-09-15 Fixed 5.7 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBB2 4000000.000000 PA USD 4153668.160000 0.1445 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAH8 1800000.000000 PA USD 1805585.450000 0.0628135 Long DBT CORP US N 2 2028-01-14 Fixed 5.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI2T3JQ6 2400000.000000 PA 2885149.810000 0.10037 Long DBT NUSS ID N 2 2033-01-15 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC -3094.110000 -0.0001076 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2169816.590000 CNY 301171.000000 USD 2025-08-20 -3094.110000 N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAA0 1100000.000000 PA USD 1052768.390000 0.0366242 Long DBT CORP US N 2 2054-10-15 Fixed 5.65 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAK8 1300000.000000 PA USD 1333626.420000 0.0463948 Long DBT CORP IE N 2 2033-07-25 Fixed 5.7 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 1500000.000000 PA USD 1484244.210000 0.0516345 Long DBT CORP US N 2 2029-06-15 Fixed 5.45 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CG7 5100000.000000 PA USD 5209770.310000 0.18124 Long DBT CORP US N 2 2035-04-15 Fixed 5.4 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST N/A 11044MAA4 578155.300000 PA USD 555714.490000 0.0193324 Long DBT CORP US N 2 2034-05-15 Fixed 4.25 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 1150000.000000 PA USD 1213943.390000 0.0422312 Long DBT CORP CA N 2 2029-05-30 Fixed 7.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLN9 182400000.000000 PA USD 180604500.000000 6.28295 Long DBT UST US N 2 2029-09-30 Fixed 3.5 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFC5 3200000.000000 PA USD 3218875.710000 0.11198 Long DBT CORP US N 2 2035-01-07 Fixed 5.9 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 000000000 3800000.000000 PA USD 4052852.000000 0.140992 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.5 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 2985000.000000 PA USD 2889412.300000 0.100518 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 1000000.000000 PA USD 1002789.240000 0.0348855 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC -130869.070000 -0.0045527 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 18972958.880000 CAD 13825623.830000 USD 2025-08-05 -130869.070000 N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AT7 1700000.000000 PA USD 1746049.620000 0.0607423 Long DBT CORP US N 2 2028-09-20 Fixed 5.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDR7 800000.000000 PA USD 808047.020000 0.0281107 Long DBT CORP US N 2 2027-03-15 Fixed 4.8 N N N N N N U C B SA 2138008J191VLSGY5A09 ACI2N9H24 1100000.000000 PA 1329636.500000 0.046256 Long DBT CORP BE N 2 2030-03-20 Fixed 4.25 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 1400000.000000 PA USD 1414534.170000 0.0492094 Long DBT CORP US N 2 2028-04-01 Fixed 4.65 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFH4 1800000.000000 PA USD 1811508.640000 0.0630195 Long DBT CORP US N 2 2027-07-15 Fixed 5 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDA5 500000.000000 PA USD 507688.180000 0.0176617 Long DBT CORP JP N 2 2026-07-13 Fixed 5.88 N N N N N N N/A N/A 000000000 1.000000 NC -4022.490000 -0.0001399 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2037903.850000 CNY 281745.000000 USD 2025-08-20 -4022.490000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBA2 2200000.000000 PA USD 2236054.790000 0.0777888 Long DBT CORP ES N 2 2028-03-14 Floating 5.552 N N N N N N FORTRESS CREDIT BSL VII LTD 2019-1A N/A 34956NAL6 554581.410000 PA USD 555160.150000 0.0193131 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.36934 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EZ8 4500000.000000 PA USD 4527457.650000 0.157503 Long DBT CORP GB N 2 2031-05-13 Floating 5.88822 N N N N N N MARICOPA COUNTY INDUSTRIAL DEV N/A 56681NJD0 4500000.000000 PA USD 4662946.350000 0.162217 Long DBT MUN US N 2 2029-10-01 Fixed 7.375 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 1640000.000000 PA USD 1682647.100000 0.0585366 Long DBT CORP US N 2 2028-01-15 Fixed 5.55 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAE3 2550000.000000 PA USD 2601190.490000 0.0904913 Long DBT CORP US N 2 2027-08-23 Fixed 5.625 N N N N N N N/A N/A 000000000 -10.000000 NC -4005.030000 -0.0001393 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Put Written EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 09/08/25 2025-09-09 N/A EUR N/A 129.000000 EUR 2025-07-25 XXXX 565.170000 N N N SWEPCO STORM RECOVERY FUNDING LLC N/A 870696AA9 3000000.000000 PA USD 2983231.890000 0.103782 Long DBT CORP US N 2 2041-09-01 Fixed 4.88 N N N N N N N/A N/A 000000000 133.000000 NC USD 188776.750000 0.0065672 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-19 15196289.000000 USD 188776.750000 N N N N/A N/A 000000000 -41.000000 NC USD -5125.000000 -0.0001783 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 110.250000 USD 2025-07-25 XXXX 5072.520000 N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 200000.000000 PA USD 190597.080000 0.0066306 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMG3 25000000.000000 PA USD 25499023.500000 0.887071 Long DBT UST US N 2 2030-01-31 Fixed 4.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 3687000.000000 PA USD 3723147.050000 0.129522 Long DBT CORP US N 2 2028-01-23 Floating 5.04 N N N N N N SOUTH BOW (6297782 LLC) 254900Z1WAY7QFQ7O850 83007CAC6 1600000.000000 PA USD 1605684.180000 0.0558592 Long DBT CORP US N 2 2029-10-01 Fixed 5.026 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAE4 5500000.000000 PA USD 5469965.000000 0.190292 Long DBT CORP US N 2 2035-03-01 Fixed 4.679 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDJ1 6100000.000000 PA USD 6212852.620000 0.216135 Long DBT CORP US N 2 2036-01-30 Floating 6.183 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 3000000.000000 PA USD 2687072.640000 0.093479 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Z6 6200000.000000 PA USD 6320433.880000 0.219878 Long DBT CORP FR N 2 2030-11-19 Floating 5.283 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 1200000.000000 PA USD 1198687.180000 0.0417004 Long DBT CORP US N 2 2028-10-15 Fixed 4.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLE9 408896.000000 PA USD 409446.860000 0.014244 Long DBT UST US N 2 2034-07-15 Fixed 1.875 N N N N N N N/A N/A 000000000 -3700000.000000 NC USD -12264.020000 -0.0004266 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.66900 07/09/25-10Y LCH 2035-07-09 0.000000 USD 0.000000 USD N/A USD N/A 3.670000 USD 2025-07-07 XXXX 1629.480000 N N N BMW VEHICLE LEASE TRUST 2023-2 N/A 055979AC2 323920.230000 PA USD 325089.610000 0.0113094 Long ABS-O CORP US N 2 2026-09-25 Fixed 5.99 N N N N N N BLUE OWL CREDIT INCOME CORP 5493003I42XBWPE05N35 09581CAB7 1200000.000000 PA USD 1235044.540000 0.0429653 Long DBT CORP US N 2 2029-09-15 Fixed 6.6 N N N N N N CANYON CAPITAL CLO 2019-2 LTD N/A 13887WAS9 1000000.000000 PA USD 1001153.900000 0.0348286 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.2661 N N N N N N N/A N/A 000000000 1.000000 NC USD -237810.420000 -0.008273 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-18 0.000000 USD -287220.760000 USD 64220000.000000 USD 49410.340000 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAC0 1000000.000000 PA USD 1049180.000000 0.0364993 Long DBT CORP GB N 2 2034-05-02 Fixed 6.25 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAT3 500000.000000 PA USD 498706.660000 0.0173492 Long DBT CORP US N 2 2034-01-17 Fixed 5.29 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DH4 7400000.000000 PA USD 7606544.360000 0.26462 Long DBT CORP JP N 2 2036-01-16 Floating 5.574 N N N N N N UMBS PASS THRU POOLS N/A 01F040677 19000000.000000 PA USD 17669262.610000 0.614686 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4 N N N N N N ING BANK (AUSTRALIA) LTD 70UN1RCXO6LO7KWNC831 ACI2NB1Y6 1100000.000000 PA 735121.530000 0.0255737 Long DBT CORP AU N 2 2027-03-22 Fixed 4.837 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 1000000.000000 PA USD 933408.800000 0.0324718 Long DBT CORP US N 2 2054-09-15 Fixed 5.35 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 600000.000000 PA USD 615731.570000 0.0214203 Long DBT CORP US N 2 2028-03-01 Fixed 5.45 N N N N N N N/A N/A 000000000 -246.000000 NC USD -442781.900000 -0.0154037 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-09-19 -27584671.750000 USD -442781.900000 N N N VB DPR FINANCE COMPANY 549300Y3LKKHCL3AQW08 959DHQII0 6300000.000000 PA USD 6176626.850000 0.214875 Long DBT CORP US Y 3 2035-03-15 Fixed 6.833 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 500000.000000 PA USD 499393.650000 0.0173731 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 9050000.000000 PA USD 7625791.910000 0.265289 Long DBT CORP US N 3 2032-03-15 Fixed 4.279 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BN8 200000.000000 PA USD 201038.170000 0.0069938 Long DBT CORP US N 2 2029-05-23 Fixed 4.6 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 2400000.000000 PA USD 2421910.320000 0.0842544 Long DBT CORP US N 2 2035-07-23 Floating 5.33 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAE1 500000.000000 PA USD 512843.940000 0.017841 Long DBT CORP JP N 2 2029-06-11 Fixed 5.124 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QBL4 250000.000000 PA USD 250561.880000 0.0087167 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 5.71238 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAB1 400000.000000 PA USD 371989.120000 0.0129409 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EJ0 600000.000000 PA USD 602370.600000 0.0209555 Long DBT CORP US N 2 2029-08-01 Fixed 5.2 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAG6 400000.000000 PA USD 418675.160000 0.014565 Long DBT CORP US N 2 2034-05-06 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 20211.500000 0.0007031 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1854218.000000 USD 161006384.490000 INR 2025-08-20 20211.500000 N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 502431AT6 1200000.000000 PA USD 1238487.660000 0.043085 Long DBT CORP US N 2 2031-06-01 Fixed 5.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YT4 400000.000000 PA USD 386263.300000 0.0134375 Long DBT CORP US N 2 2027-11-02 Fixed 3.815 N N N N N N OPORTUN ISSUANCE TRUST 2025-A N/A 68377TAA6 500000.000000 PA USD 499849.400000 0.017389 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.01 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAZ2 600000.000000 PA USD 580516.190000 0.0201952 Long DBT CORP JP N 2 2027-01-22 Fixed 2.329 N N N N N N N/A N/A 000000000 1.000000 NC -801.520000 -0.0000279 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 48293736.000000 JPY 334560.000000 USD 2025-07-02 -801.520000 N N N F&G ANNUITIES & LIFE INC N/A 30190AAG9 3000000.000000 PA USD 2971958.700000 0.10339 Long DBT CORP US N 2 2034-10-04 Fixed 6.25 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAK1 2200000.000000 PA USD 2189911.810000 0.0761836 Long DBT CORP US N 2 2032-04-14 Fixed 5.95 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 1800000.000000 PA USD 1841952.110000 0.0640786 Long DBT CORP IT N 2 2035-05-19 Fixed 5.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAC7 2400000.000000 NS USD 2518368.000000 0.0876101 Long EP CORP US N 2 N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAR4 1700000.000000 PA USD 1781435.100000 0.0619733 Long DBT CORP KY N 2 2033-06-12 Fixed 6.125 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABS7 3100000.000000 PA USD 3066846.680000 0.106691 Long DBT CORP US N 2 2034-10-15 Fixed 5 N N N N N N INDIGO CREDIT MANAGEMENT II DAC 2A N/A ACI2RZY31 2200000.000000 PA 2596313.160000 0.0903216 Long ABS-CBDO CORP IE N 2 2038-07-15 Floating 3.479 N N N N N N FLATIRON CLO LTD 2019-1A N/A 33883JAW1 915507.980000 PA USD 917411.820000 0.0319153 Long ABS-CBDO CORP KY N 2 2034-11-16 Floating 5.5052 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 2000000.000000 PA USD 1989884.040000 0.0692249 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 2600000.000000 PA USD 2377620.260000 0.0827137 Long DBT CORP US N 2 2031-04-29 Floating 2.592 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CL1 1300000.000000 PA USD 1128601.630000 0.0392623 Long DBT CORP US N 2 2031-02-11 Fixed 1.957 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AS3 3000000.000000 PA USD 3022013.490000 0.105131 Long DBT CORP US N 2 2035-07-15 Fixed 5.45 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 500000.000000 PA USD 385383.550000 0.0134069 Long DBT CORP US N 2 2046-10-01 Fixed 3.95 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PBC5 1400000.000000 PA USD 1436948.320000 0.0499892 Long DBT CORP US N 2 2035-02-19 Fixed 5.5 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 700000.000000 PA USD 726467.340000 0.0252727 Long DBT CORP DK N 2 2030-03-01 Floating 5.705 N N N N N N N/A N/A 000000000 1.000000 NC 214075.270000 0.0074473 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 6666334.470000 USD 5841000.000000 EUR 2025-07-02 214075.270000 N N N N/A N/A 000000000 1.000000 NC -184.350000 -0.0000064 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 9148400.000000 JPY 63344.000000 USD 2025-07-02 -184.350000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 2500000.000000 PA USD 2470822.580000 0.085956 Long DBT CORP US N 2 2035-10-23 Floating 5.016 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 6900000.000000 PA USD 7156091.150000 0.248949 Long DBT CORP FR N 2 2036-01-09 Floating 5.862 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DZ9 4500000.000000 PA USD 4595339.030000 0.159865 Long DBT CORP US N 2 2036-01-30 Floating 5.442 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AV4 2500000.000000 PA 719294.280000 0.0250231 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 845467AT6 3000000.000000 PA USD 2919167.700000 0.101553 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAE2 6300000.000000 PA USD 6497977.500000 0.226054 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BT1 1400000.000000 PA USD 1439597.800000 0.0500813 Long DBT CORP US N 2 2027-10-20 Floating 6.615 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 400000.000000 PA USD 402536.190000 0.0140036 Long DBT CORP US N 2 2026-03-30 Fixed 5.5 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 700000.000000 PA USD 786721.220000 0.0273688 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AY7 200000.000000 PA USD 205181.520000 0.0071379 Long DBT CORP US N 2 2029-01-15 Fixed 5.2 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385BB6 4200000.000000 PA USD 4239894.160000 0.147499 Long DBT CORP CA N 2 2029-12-15 Fixed 5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HY2 1500000.000000 PA USD 1537013.240000 0.0534703 Long DBT CORP US N 2 2028-10-01 Fixed 5.65 N N N N N N N/A N/A 000000000 1.000000 NC -2306.330000 -0.0000802 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1900196.630000 CNY 264151.000000 USD 2025-08-20 -2306.330000 N N N PRPM 2025-RPL2 LLC N/A 69392MAA0 981532.050000 PA USD 949448.610000 0.0330298 Long ABS-MBS CORP US N 2 2055-04-25 Fixed 3.75 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQS23 391603.800000 PA USD 392506.710000 0.0136547 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CS4 200000.000000 PA USD 202532.770000 0.0070458 Long DBT CORP US N 2 2033-06-15 Fixed 5.7 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAP6 1800000.000000 PA USD 1914086.930000 0.0665881 Long DBT CORP US N 2 2028-10-25 Fixed 6.75 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CZ3 400000.000000 PA USD 405701.290000 0.0141137 Long DBT CORP US N 2 2033-06-01 Fixed 5.2 N N N N N N N/A N/A 000000000 1.000000 NC 8695.680000 0.0003025 N/A DCR NL N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTL FIN NV SR UNSEC Y Single Leg Swap 2028-06-20 7908.800000 EUR 0.000000 EUR 1000000.000000 EUR 786.880000 N N N N/A N/A OP0043WJ3 -4300000.000000 NC USD -267.630000 -0.0000093 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG44 (V1 ONLY) 5Y SP Single Leg Swap 2030-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.000000 USD 2025-07-16 XXXX 4139.870000 N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VBE0 400000.000000 PA USD 414379.610000 0.0144156 Long DBT CORP US N 2 2034-03-01 Fixed 5.8 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 600000.000000 PA USD 611399.810000 0.0212696 Long DBT CORP FR N 2 2031-05-27 Floating 5.222 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CZ2 3400000.000000 PA USD 3450301.640000 0.120031 Long DBT CORP US N 2 2034-05-15 Fixed 5.35 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 930000.000000 PA USD 952692.840000 0.0331427 Long DBT CORP US N 2 2029-07-12 Fixed 5.05 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 600000.000000 PA USD 597249.490000 0.0207774 Long DBT CORP GB N 2 2026-08-21 Floating 1.532 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 1300000.000000 PA USD 1289066.830000 0.0448446 Long DBT CORP US N 2 2028-01-20 Floating 3.824 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CS7 3100000.000000 PA USD 3104847.280000 0.108013 Long DBT CORP US N 2 2035-09-30 Fixed 5.3 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 4000000.000000 PA USD 4111015.040000 0.143016 Long DBT CORP PL N 2 2035-01-30 Fixed 6 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFJ6 3600000.000000 PA USD 3638072.700000 0.126563 Long DBT CORP US N 2 2034-07-15 Fixed 5.15 N N N N N N N/A N/A 000000000 1.000000 NC -677.650000 -0.0000236 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1353443.000000 USD 116197412.570000 INR 2025-08-20 -677.650000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DZ8 300000.000000 PA USD 294711.000000 0.0102525 Long DBT NUSS CL N 2 2036-01-05 Fixed 4.95 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAB2 2450000.000000 PA USD 2514833.840000 0.0874871 Long DBT CORP US N 2 2035-06-18 Fixed 6.2 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 800000.000000 PA USD 819689.150000 0.0285157 Long DBT CORP US N 2 2036-04-30 Fixed 6.875 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 1000000.000000 PA USD 1011798.500000 0.0351989 Long DBT CORP GB N 2 2030-08-15 Floating 4.964 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BR3 1100000.000000 PA USD 1119209.720000 0.0389355 Long DBT CORP NL N 2 2031-03-25 Floating 5.066 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -325.000000 -0.0000113 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.09700 07/18/25-10Y LCH 2035-07-18 0.000000 USD 0.000000 USD N/A USD N/A 4.100000 USD 2025-07-16 XXXX 5450.000000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAF3 1592000.000000 PA USD 1568996.430000 0.0545829 Long DBT CORP US N 2 2028-05-01 Floating 3.54 N N N N N N ATCLO-2021-17A N/A 04942FAL3 1000000.000000 PA USD 999933.600000 0.0347861 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.32947 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 38151LAH3 3100000.000000 PA USD 3109573.510000 0.108177 Long DBT CORP US N 2 2027-05-21 Floating 5.072 N N N N N N JT INTERNATIONAL FINANCIAL SERVICES BV 549300U2F0PG10VZUN93 ACI1551T2 2600000.000000 PA USD 2561913.070000 0.0891249 Long DBT CORP NL N 2 2028-09-28 Fixed 3.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 1800000.000000 PA USD 1570190.670000 0.0546245 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAQ0 3500000.000000 PA USD 3562304.940000 0.123927 Long DBT CORP DE N 2 2029-01-10 Floating 5.373 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 1700000.000000 PA USD 1703021.550000 0.0592454 Long DBT CORP US N 2 2055-03-15 Fixed 5.8 N N N N N N OCI NV 549300NCMRGIBJYUOE57 67116NAA7 2300000.000000 PA USD 2547619.170000 0.0886277 Long DBT CORP NL N 2 2033-03-16 Fixed 6.7 N N N N N N TRANS-ALLEGHENY INTERSTATE LINE COMPANY N/A 893045AF1 1000000.000000 PA USD 1017894.210000 0.0354109 Long DBT CORP US N 2 2031-01-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1000000.000000 PA USD 952149.070000 0.0331238 Long DBT CORP US N 2 2054-05-15 Fixed 5.95 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAG4 500000.000000 PA USD 508463.830000 0.0176887 Long DBT CORP GB N 2 2034-04-03 Fixed 5.106 N N N N N N N/A N/A 000000000 1.000000 NC 6923.880000 0.0002409 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1340118.000000 USD 115705788.120000 INR 2025-08-20 6923.880000 N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAQ9 600000.000000 PA USD 524842.180000 0.0182584 Long DBT CORP US N 2 2032-01-10 Fixed 2.759 N N N N N N N/A N/A 000000000 1.000000 NC USD 14217335.750000 0.494599 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.44 Y Single Leg Swap 2030-06-20 10439512.760000 USD 0.000000 USD 633200000.000000 USD 3777822.990000 N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAU1 5900000.000000 PA USD 5934155.570000 0.20644 Long DBT CORP US N 2 2035-06-15 Fixed 5.4 N N N N N N BAIN CAPITAL CREDIT CLO 2022-3 LTD N/A 05684NAL5 1200000.000000 PA USD 1200900.000000 0.0417774 Long ABS-CBDO CORP JE N 2 2035-07-15 Floating 5.45561 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAQ6 400000.000000 PA USD 408510.490000 0.0142114 Long DBT CORP GB N 2 2029-09-02 Fixed 5.15 N N N N N N N/A N/A 000000000 -2900000.000000 NC USD -3638.340000 -0.0001266 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.70000 07/02/25-10Y LCH 2035-07-02 0.000000 USD 0.000000 USD N/A USD N/A 3.700000 USD 2025-06-30 XXXX 6511.660000 N N N BARINGS CLO LTD 2018-I N/A 06760GAA9 134953.830000 PA USD 135109.660000 0.0047003 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.46771 N N N N N N N/A N/A 000000000 -2200000.000000 NC USD -2612.940000 -0.0000909 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.95500 07/25/25-10Y LCH 2035-07-25 0.000000 USD 0.000000 USD N/A USD N/A 3.960000 USD 2025-07-23 XXXX 4757.060000 N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 2000000.000000 PA USD 2045698.440000 0.0711666 Long DBT CORP US N 2 2034-04-01 Fixed 5.75 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AD2 1600000.000000 PA USD 1724200.780000 0.0599822 Long DBT CORP US N 2 2034-01-15 Fixed 6.125 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 2575000.000000 PA USD 2318301.080000 0.08065 Long DBT CORP US N 2 2033-02-24 Floating 3.102 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BN6 5400000.000000 PA USD 5528483.660000 0.192327 Long DBT CORP US N 2 2030-04-01 Fixed 5.2 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCM5 5100000.000000 PA USD 5180723.310000 0.180229 Long DBT CORP US N 2 2032-03-15 Fixed 5.8 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAE1 1400000.000000 PA USD 1446650.840000 0.0503267 Long DBT CORP US N 2 2034-04-10 Fixed 5.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2JSF11 1100000.000000 PA 1351397.990000 0.047013 Long DBT NUSS RO N 2 2028-09-18 Fixed 5.5 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 3000000.000000 PA USD 3067786.290000 0.106723 Long DBT CORP GB N 2 2036-02-25 Floating 5.785 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 700000.000000 PA USD 651974.770000 0.0226812 Long DBT CORP US N 2 2029-03-15 Fixed 2.4 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 2000000.000000 PA USD 1711359.400000 0.0595355 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N N/A N/A 000000000 1.000000 NC -1600.640000 -0.0000557 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2139847.970000 CNY 297660.000000 USD 2025-07-16 -1600.640000 N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAA4 100000.000000 PA USD 105621.140000 0.0036744 Long DBT CORP US N 2 2030-08-15 Fixed 5.927 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8R6 500000.000000 PA USD 505852.410000 0.0175978 Long DBT CORP US N 2 2063-05-15 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC -1536.350000 -0.0000534 N/A DFE CN N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2195176.090000 CNY 305462.000000 USD 2025-07-16 -1536.350000 N N N KEYSIGHT TECHNOLOGIES INC 549300GLKVIO8YRCYN02 49338LAH6 2400000.000000 PA USD 2476031.450000 0.0861372 Long DBT CORP US N 2 2030-07-30 Fixed 5.35 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CG6 1600000.000000 PA USD 1484868.000000 0.0516562 Long DBT CORP US N 2 2064-11-01 Fixed 5.85 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CU7 1013000.000000 PA USD 1020982.170000 0.0355184 Long DBT CORP US N 2 2027-05-01 Fixed 5.04 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAJ7 2700000.000000 PA USD 2350875.100000 0.0817832 Long DBT CORP NL N 2 2032-02-15 Fixed 2.65 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 BA000KZ61 3000000.000000 PA USD 3000000.000000 0.104365 Long LON CORP US N 3 2030-04-30 Floating 0 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCC7 4900000.000000 PA USD 4661303.360000 0.162159 Long DBT CORP US N 2 2030-07-15 Fixed 3.95 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBB1 1950000.000000 PA USD 1963548.110000 0.0683087 Long DBT CORP US N 2 2034-07-01 Fixed 5.7 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1150000.000000 PA USD 1184127.100000 0.0411939 Long DBT CORP US N 2 2027-10-26 Floating 6.787 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDS6 300000.000000 PA USD 309134.800000 0.0107543 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 3600000.000000 PA USD 3914069.180000 0.136164 Long DBT CORP US N 2 2034-10-23 Floating 6.254 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 172084.390000 PA USD 167603.980000 0.0058307 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAL8 2500000.000000 PA USD 2540126.530000 0.088367 Long DBT CORP US N 2 2030-03-15 Fixed 5.2 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EF8 4400000.000000 PA USD 4558084.520000 0.158569 Long DBT CORP US Y 2 2031-01-01 Fixed 6.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 1650000.000000 PA USD 1504023.840000 0.0523226 Long DBT CORP US N 2 2064-09-27 Fixed 5.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 580000.000000 PA USD 575914.050000 0.0200351 Long DBT CORP US N 2 2027-04-23 Floating 3.559 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 5600000.000000 PA USD 5663326.140000 0.197018 Long DBT CORP US N 2 2035-04-01 Fixed 5.55 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DH7 300000.000000 PA USD 281456.320000 0.0097914 Long DBT CORP US N 2 2028-03-15 Fixed 1.75 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 2100000.000000 PA USD 2153544.310000 0.0749184 Long DBT CORP GB N 2 2027-10-18 Floating 6.557 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCP4 2400000.000000 PA 1774795.160000 0.0617423 Long DBT CORP US N 2 2033-02-15 Fixed 4.2 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 ACI2Y9W17 2000000.000000 PA 2402607.040000 0.0835829 Long DBT CORP CZ N 2 2031-01-10 Fixed 5.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAJ6 400000.000000 PA USD 400171.680000 0.0139213 Long DBT CORP DE N 2 2026-07-14 Floating 6.119 N N N N N N N/A N/A 000000000 1.000000 NC -3634.670000 -0.0001264 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1999395.930000 CNY 276733.000000 USD 2025-08-20 -3634.670000 N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBT5 1100000.000000 PA USD 1104743.770000 0.0384323 Long DBT CORP JP N 2 2027-09-10 Fixed 4.45 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AE1 500000.000000 PA USD 415969.510000 0.0144709 Long DBT CORP US N 2 2043-04-01 Fixed 4.1 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 200000.000000 PA USD 190145.300000 0.0066149 Long DBT CORP US N 2 2030-04-01 Fixed 3.375 N N N N N N SILVER ROCK CLO II LTD 2021-2A N/A 82812LAN9 1000000.000000 PA USD 998169.340000 0.0347247 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.30947 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABL5 2800000.000000 PA USD 2841544.220000 0.0988528 Long DBT CORP US N 2 2035-03-01 Fixed 5.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 500000.000000 PA USD 498742.780000 0.0173505 Long DBT CORP US N 2 2027-01-29 Floating 3.96 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DY2 1200000.000000 PA USD 1228473.910000 0.0427367 Long DBT CORP US N 2 2031-01-30 Floating 5.085 N N N N N N N/A N/A 000000000 1.000000 NC USD 11442.100000 0.0003981 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC TSFR3M Y Single Leg Swap 2026-12-20 14379.660000 USD 0.000000 USD 1200000.000000 USD -2937.560000 N N N N/A N/A 000000000 1.000000 NC -81104.640000 -0.0028215 N/A DFE SE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 62660211.990000 SEK 6541966.310000 USD 2025-07-02 -81104.640000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 5600000.000000 PA USD 5738739.160000 0.199642 Long DBT CORP US N 2 2034-07-21 Floating 5.424 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 500000.000000 PA USD 455313.050000 0.0158396 Long DBT CORP US N 2 2031-02-15 Fixed 2.875 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VCB3 4000000.000000 PA USD 3984272.840000 0.138607 Long DBT CORP JP N 2 2035-03-13 Fixed 5.05 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBQ8 1600000.000000 PA USD 1643036.100000 0.0571586 Long DBT CORP US N 2 2031-03-20 Floating 5.741 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAX5 2300000.000000 PA USD 2340075.430000 0.0814075 Long DBT CORP US N 2 2030-03-01 Fixed 4.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 1000000.000000 PA USD 1047231.170000 0.0364315 Long DBT CORP US N 2 2029-06-01 Fixed 6.1 N N N N N N N/A N/A 000000000 1.000000 NC -109237.550000 -0.0038002 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 5863000.000000 GBP 7938607.530000 USD 2025-07-02 -109237.550000 N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AS0 2100000.000000 PA USD 2071348.670000 0.072059 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AA9 1900000.000000 PA USD 1955637.870000 0.0680336 Long DBT CORP US N 2 2034-10-01 Fixed 5.875 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AR4 600000.000000 PA USD 584390.350000 0.02033 Long DBT CORP US N 2 2027-01-15 Fixed 2.9 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 300000.000000 PA USD 268966.520000 0.0093569 Long DBT CORP US N 2 2031-06-15 Fixed 2.7 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TMA0 400000.000000 PA USD 400648.320000 0.0139379 Long DBT CORP US N 2 2027-03-19 Floating 4.99676 N N N N N N AMEREN MISSOURI SECURITIZATION FUNDING I LLC N/A 023940AA7 3000000.000000 PA USD 2978155.800000 0.103605 Long DBT CORP US N 2 2041-10-01 Fixed 4.85 N N N N N N BACARDI LTD / BACARDI-MARTINI BV N/A 05635JAB6 200000.000000 PA USD 199473.170000 0.0069394 Long DBT CORP BM N 2 2033-06-15 Fixed 5.4 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 2900000.000000 PA USD 2941173.190000 0.102319 Long DBT CORP US N 2 2030-04-01 Fixed 4.85 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 2500000.000000 PA USD 2567538.580000 0.0893206 Long DBT CORP CH N 2 2027-12-22 Floating 6.327 N N N N N N FNMA PASS THRU POOLS N/A 3140N6WZ1 730835.580000 PA USD 732501.670000 0.0254826 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.5 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAY8 600000.000000 PA USD 418795.920000 0.0145692 Long DBT CORP KY N 2 2041-02-09 Fixed 2.7 N N N N N N N/A N/A 000000000 -42.000000 NC USD -31500.000000 -0.0010958 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 112.000000 USD 2025-07-25 XXXX -17116.260000 N N N N/A N/A 000000000 -2100000.000000 NC USD -20000.190000 -0.0006958 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.77200 07/14/25-10Y LCH 2035-07-14 0.000000 USD 0.000000 USD N/A USD N/A 3.770000 USD 2025-07-10 XXXX -13122.690000 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 1000000.000000 PA USD 1028911.320000 0.0357942 Long DBT CORP US N 2 2029-06-15 Fixed 5.15 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 900000.000000 PA USD 923326.610000 0.0321211 Long DBT CORP US N 2 2035-01-23 Floating 5.499 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SA7 7300000.000000 PA USD 5426238.260000 0.18877 Long DBT UST US N 2 2048-02-15 Fixed 3 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 100000.000000 PA USD 100599.590000 0.0034997 Long DBT CORP US N 2 2028-09-15 Variable 4.7 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAA2 100000.000000 PA USD 106771.630000 0.0037144 Long DBT CORP US N 2 2037-06-01 Fixed 6.1 N N N N N N N/A N/A 000000000 1.000000 NC 130463.940000 0.0045386 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 13825623.830000 USD 19004702.520000 CAD 2025-07-02 130463.940000 N N N N/A N/A 000000000 1.000000 NC -70676.580000 -0.0024587 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5863000.000000 GBP 7978341.090000 USD 2025-08-04 -70676.580000 N N N N/A N/A 000000000 1.000000 NC 7771.050000 0.0002703 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 719275.000000 USD 104312641.000000 JPY 2025-08-04 7771.050000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 8600000.000000 PA USD 8552460.320000 0.297527 Long DBT CORP ES N 2 2028-03-24 Floating 4.175 N N N N N N UMBS PASS THRU POOLS N/A 01F060683 67300000.000000 PA USD 68329859.600000 2.37709 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 500000.000000 PA USD 506808.580000 0.0176311 Long DBT CORP GB N 2 2031-03-03 Floating 5.13 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HR1 1100000.000000 PA USD 788660.290000 0.0274362 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 1100000.000000 PA USD 1061485.270000 0.0369274 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N SNAM SPA 8156002278562044AF79 83304JAA5 1600000.000000 PA USD 1614131.250000 0.0561531 Long DBT CORP IT N 2 2030-05-28 Fixed 5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1600000.000000 PA USD 1595690.940000 0.0555116 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 4000000.000000 PA USD 4583000.440000 0.159435 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC -6654.260000 -0.0002315 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 3005119.660000 PEN 839512.700000 USD 2025-09-29 -6654.260000 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 1800000.000000 PA USD 1819743.260000 0.063306 Long DBT CORP US N 2 2035-02-15 Fixed 5.2 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 4400000.000000 PA USD 4288126.480000 0.149177 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 1600000.000000 PA USD 1641783.540000 0.0571151 Long DBT CORP US N 2 2031-01-24 Floating 5.244 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAS5 1000000.000000 PA USD 1019594.260000 0.0354701 Long DBT CORP GB N 2 2030-03-14 Fixed 4.875 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 6000000.000000 PA USD 4210527.720000 0.146478 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N FIBRA UNO (TRUST F/1401) N/A 89834JAA1 1500000.000000 PA USD 1528642.500000 0.0531791 Long DBT CORP MX N 2 2034-02-13 Fixed 7.375 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAL4 4000000.000000 PA USD 4212354.480000 0.146541 Long DBT CORP US N 2 2034-04-12 Fixed 6.1 N N N N N N SAMMONS FINANCIAL GROUP INC 254900SHCOQLVJ21CT59 79588TAF7 2500000.000000 PA USD 2682781.200000 0.0933297 Long DBT CORP US N 2 2034-04-15 Fixed 6.875 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MEC4 700000.000000 PA USD 767023.190000 0.0266835 Long DBT CORP US N 2 2037-10-15 Fixed 6.3 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAL9 300000.000000 PA USD 304187.630000 0.0105822 Long DBT CORP JP N 2 2027-07-02 Fixed 5.104 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWG23 1202436.040000 PA USD 1226462.350000 0.0426667 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBP9 100000.000000 PA USD 105701.200000 0.0036772 Long DBT CORP CA N 2 2083-01-15 Floating 7.625 N N N N N N N/A N/A 000000000 1.000000 NC 63555.450000 0.002211 N/A DFE SE N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3565211.370000 USD 34331400.000000 SEK 2025-07-02 63555.450000 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 1200000.000000 PA USD 1229238.410000 0.0427633 Long DBT CORP US N 2 2031-01-15 Fixed 5.3 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DD4 500000.000000 PA USD 550672.500000 0.019157 Long DBT CORP US N 2 2031-05-01 Fixed 7.5 N N N N N N N/A N/A 000000000 -2900000.000000 NC USD -367.720000 -0.0000128 N/A DIR KY N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.06400 07/16/25-10Y LCH 2035-07-16 0.000000 USD 0.000000 USD N/A USD N/A 4.060000 USD 2025-07-14 XXXX 8259.780000 N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AK3 100000.000000 PA USD 97157.760000 0.00338 Long DBT CORP US N 2 2026-06-01 Fixed 2.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 1100000.000000 PA USD 1093067.900000 0.0380261 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AD8 1900000.000000 PA USD 1955953.800000 0.0680445 Long DBT CORP JP N 2 2030-06-15 Fixed 5.25 N N N N N N SPIRE MISSOURI INC 06LJQCOVPRXOPDHFC707 84859DAD9 500000.000000 PA USD 509007.930000 0.0177076 Long DBT CORP US N 2 2034-08-15 Fixed 5.15 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 400000.000000 PA USD 408116.110000 0.0141977 Long DBT CORP US N 2 2034-04-15 Fixed 5.4 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI2T1RL2 3000000.000000 PA 3604316.950000 0.125389 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 500000.000000 PA USD 482084.050000 0.0167709 Long DBT CORP US N 2 2032-04-15 Fixed 4.15 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEV9 2400000.000000 PA USD 2356640.620000 0.0819838 Long DBT UST US N 2 2029-06-30 Fixed 3.25 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 3500000.000000 PA USD 3640566.930000 0.12665 Long DBT CORP US N 2 2053-09-01 Fixed 6.625 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAF0 200000.000000 PA USD 206523.940000 0.0071846 Long DBT CORP GB N 2 2027-07-27 Fixed 6.125 N N N N N N TRALEE CLO V LTD 2018-5A N/A 89300JBA5 1000000.000000 PA USD 1001200.000000 0.0348302 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.34947 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638FC1 5400000.000000 PA USD 5410260.000000 0.188214 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.5 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL2 N/A 69392LAA2 973755.940000 PA USD 942836.850000 0.0327998 Long ABS-MBS CORP US N 2 2064-08-25 Fixed 4 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBJ8 3000000.000000 PA USD 2795140.080000 0.0972385 Long DBT CORP US N 2 2028-01-31 Fixed 1.5 N N N N N N N/A N/A 000000000 -9244568.750000 PA USD -9462637.850000 -0.32919 Short RA US N 2 Reverse repurchase N 4.400000 2026-12-20 9900000.000000 USD 9785177.610000 USD CDS N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LBE2 1100000.000000 PA USD 1135348.920000 0.039497 Long DBT CORP US N 2 2027-01-15 Fixed 7 N N N N N N SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM1 N/A 80262BAA8 950277.920000 PA USD 953647.800000 0.0331759 Long ABS-MBS CORP US N 2 2065-01-25 Fixed 5.545 N N N N N N N/A N/A 000000000 1.000000 NC -1484.760000 -0.0000517 N/A DFE CN N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 3090769.040000 CNY 431922.000000 USD 2025-08-20 -1484.760000 N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AV4 3200000.000000 PA USD 3286434.720000 0.11433 Long DBT CORP US N 2 2032-03-30 Fixed 5.75 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2J0 1900000.000000 PA USD 1894278.130000 0.0658989 Long DBT CORP AU N 2 2029-10-01 Fixed 4.25 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862123AA4 2000000.000000 PA USD 2027145.420000 0.0705212 Long DBT CORP US N 2 2030-04-30 Fixed 5.4 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 2300000.000000 PA USD 2340534.120000 0.0814235 Long DBT CORP US N 2 2034-04-21 Floating 5.25 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 4900000.000000 PA USD 4597784.560000 0.15995 Long DBT CORP US N 2 2028-02-01 Fixed 1.65 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AX3 1000000.000000 PA USD 1036922.640000 0.0360729 Long DBT CORP US N 2 2034-01-15 Fixed 5.35 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AC8 100000.000000 PA USD 97748.950000 0.0034005 Long DBT CORP US N 2 2026-04-15 Fixed 1.65 N N N N N N BMW VEHICLE LEASE TRUST 2024-1 N/A 05611UAD5 1000000.000000 PA USD 1003633.800000 0.0349148 Long ABS-O CORP US N 2 2027-03-25 Fixed 4.98 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 2000000.000000 PA USD 2075241.700000 0.0721944 Long DBT CORP FR N 2 2031-01-14 Floating 5.876 N N N N N N OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A N/A 67592BAY4 1700000.000000 PA USD 1690626.910000 0.0588142 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.30947 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAK2 300000.000000 PA USD 300107.880000 0.0104403 Long DBT CORP US N 2 2026-01-09 Fixed 4.75 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DJ1 2800000.000000 PA USD 2742572.280000 0.0954098 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N N/A N/A 000000000 1.000000 NC -3134.110000 -0.000109 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2070227.390000 CNY 286390.000000 USD 2025-07-16 -3134.110000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 200000.000000 PA USD 178296.520000 0.0062027 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N THE BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA 5493000G3EFX9S7TDE29 0778FPAM1 2100000.000000 PA USD 2103668.070000 0.0731833 Long DBT CORP CA N 2 2034-02-15 Fixed 5.2 N N N N N N BROOKFIELD ASSET MANAGEMENT LTD 549300CZ84WPNJZKY093 113004AA3 3500000.000000 PA USD 3592861.410000 0.12499 Long DBT CORP CA N 2 2035-04-24 Fixed 5.795 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJY8 19513450.000000 PA USD 19353304.290000 0.673271 Long DBT UST US N 2 2034-01-15 Fixed 1.75 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL1 N/A 69392FAA5 954250.860000 PA USD 924661.160000 0.0321675 Long ABS-MBS CORP US N 2 2069-07-25 Fixed 4 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAC3 200000.000000 PA USD 200657.090000 0.0069805 Long DBT CORP IE N 2 2026-09-16 Floating 6.253 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D67 800000.000000 PA USD 830653.710000 0.0288971 Long DBT CORP US N 2 2033-11-07 Fixed 7.122 N N N N N N SIXTH STREET LENDING PARTNERS 549300S9P1HMDERGCR64 829932AD4 4500000.000000 PA USD 4513249.940000 0.157009 Long DBT CORP US N 2 2030-01-15 Fixed 5.75 N N N N N N TESLA SUSTAINABLE ENERGY TRUST 2024-1A N/A 88164AAB0 483344.600000 PA USD 485460.880000 0.0168884 Long ABS-O CORP US N 2 2050-06-21 Fixed 5.08 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8K5 800000.000000 PA USD 802061.700000 0.0279025 Long DBT CORP CA N 2 2027-09-10 Floating 4.567 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 5550000.000000 PA USD 4362641.550000 0.151769 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N AUTOMATIC DATA PROCESSING INC HGBOLILQXWER4SAL2I23 053015AH6 600000.000000 PA USD 588619.010000 0.0204771 Long DBT CORP US N 2 2034-09-09 Fixed 4.45 N N N N N N N/A N/A 000000000 1.000000 NC 6549.170000 0.0002278 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 839512.700000 USD 2997899.850000 PEN 2025-07-11 6549.170000 N N N NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A N/A 64134AAJ1 1000000.000000 PA USD 999259.220000 0.0347627 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 5.32979 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 6500000.000000 PA USD 6681322.960000 0.232433 Long DBT CORP CA N 2 2034-04-05 Fixed 5.625 N N N N N N 522 FUNDING CLO 2020-6 LTD N/A 33835AAY5 500000.000000 PA USD 500210.390000 0.0174015 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.47934 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BH7 8500000.000000 PA USD 8796602.150000 0.30602 Long DBT CORP US N 2 2032-07-23 Floating 5.718 N N N N N N N/A N/A 000000000 -2500000.000000 NC USD -29.250000 -0.000001 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.14000 07/11/25-10Y LCH 2035-07-11 0.000000 USD 0.000000 USD N/A USD N/A 4.140000 USD 2025-07-09 XXXX 8158.250000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBC3 900000.000000 PA USD 799774.720000 0.0278229 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AY6 600000.000000 PA USD 608736.150000 0.021177 Long DBT CORP US N 2 2027-09-25 Fixed 5.125 N N N N N N N/A N/A 000000000 -800000.000000 NC -4.050000 -0.0000001 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.38000 07/07/25-10Y LCH 2035-07-07 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.380000 EUR 2025-07-03 XXXX 2110.490000 N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 4000000.000000 PA USD 4074339.440000 0.14174 Long DBT CORP FR N 2 2031-05-28 Floating 5.389 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAQ4 600000.000000 PA USD 599900.690000 0.0208696 Long DBT CORP US N 2 2027-09-09 Fixed 4.2 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EE6 2300000.000000 PA USD 2275037.690000 0.079145 Long DBT CORP US N 2 2044-06-01 Fixed 6 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAR1 800000.000000 PA USD 785749.720000 0.027335 Long DBT CORP US N 2 2028-01-15 Fixed 3.6 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 612260.590000 PA USD 577929.300000 0.0201052 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAK3 2900000.000000 PA USD 3009298.330000 0.104689 Long DBT CORP US N 2 2030-07-01 Fixed 5.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CT2 2600000.000000 PA USD 2366827.350000 0.0823382 Long DBT CORP US N 2 2053-12-15 Fixed 5.8 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DH4 200000.000000 PA USD 206417.970000 0.007181 Long DBT CORP US N 2 2034-08-15 Fixed 5.7 N N N N N N N/A N/A 000000000 1.000000 NC USD -471365.020000 -0.016398 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -814390.240000 USD 43800000.000000 USD 343025.220000 N N N N/A N/A 000000000 1.000000 NC -112.200000 -0.0000039 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 41060.000000 USD 5896688.000000 JPY 2025-07-02 -112.200000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 1400000.000000 PA USD 1425625.250000 0.0495953 Long DBT CORP US N 2 2027-06-01 Fixed 5.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 6300000.000000 PA USD 6072162.640000 0.211241 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDR4 4100000.000000 PA USD 4219523.360000 0.146791 Long DBT CORP US N 2 2034-06-01 Floating 5.35 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAL7 1200000.000000 PA USD 1232422.580000 0.042874 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AQ2 1900000.000000 PA USD 1792769.130000 0.0623676 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LAY9 500000.000000 PA USD 499699.450000 0.0173838 Long DBT CORP US N 2 2025-07-15 Fixed 3.25 N N N N N N VENTURE 44 CLO LTD N/A 92332KAQ4 1000000.000000 PA USD 998853.270000 0.0347485 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.40947 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 3600000.000000 PA USD 3618905.290000 0.125896 Long DBT CORP US N 2 2033-06-01 Fixed 5.2 N N N N N N FLORIDA GAS TRANSMISSION COMPANY LLC 549300Q0UQF87NXNOC32 340711BC3 3800000.000000 PA USD 3890222.150000 0.135335 Long DBT CORP US N 2 2035-07-15 Fixed 5.75 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BM3 3000000.000000 PA USD 3076932.000000 0.107042 Long DBT CORP US N 2 2030-06-15 Fixed 5.125 N N N N N N N/A N/A 000000000 -608757.500000 PA USD -613255.540000 -0.0213342 Short RA US N 2 Reverse repurchase N 3.500000 2027-04-16 650000.000000 USD 634751.070000 USD CDS N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBG8 100000.000000 PA USD 105042.150000 0.0036543 Long DBT CORP US N 2 2027-12-01 Fixed 6.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 2000000.000000 PA USD 2051758.540000 0.0713774 Long DBT CORP US N 2 2036-01-28 Floating 5.536 N N N N N N DAVINCIRE HOLDINGS LTD N/A 23879AAA5 2600000.000000 PA USD 2617910.260000 0.091073 Long DBT CORP BM N 2 2035-04-15 Fixed 5.95 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAH4 800000.000000 PA USD 786483.450000 0.0273605 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECJ2 1900000.000000 PA USD 1942582.140000 0.0675794 Long DBT CORP GB N 2 2027-09-13 Floating 6.496 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 400000.000000 PA USD 414311.800000 0.0144133 Long DBT CORP GB N 2 2028-06-12 Fixed 5.602 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DZ0 600000.000000 PA USD 573698.030000 0.019958 Long DBT CORP US N 2 2053-06-01 Fixed 5.875 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607PNF7 3300000.000000 PA USD 3317575.800000 0.115413 Long DBT CORP CA N 2 2085-01-28 Floating 6.95 N N N N Y CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) CAD XXXX N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAT3 2000000.000000 PA USD 2036016.720000 0.0708298 Long DBT CORP GB N 2 2032-03-14 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC -29832.340000 -0.0010378 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 3475260.000000 AUD 2258849.490000 USD 2025-08-05 -29832.340000 N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831WAC2 900000.000000 PA USD 916214.770000 0.0318737 Long DBT CORP US N 2 2031-12-01 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 47076.220000 0.0016377 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC SRUNSEC SOFRRATE Y Single Leg Swap 2026-06-20 42955.610000 USD 0.000000 USD 6900000.000000 USD 4120.610000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RN0 4700000.000000 PA USD 3515636.710000 0.122304 Long DBT UST US N 2 2045-08-15 Fixed 2.875 N N N N N N MONONGAHELA POWER COMPANY N/A 609935AA9 2000000.000000 PA USD 2080707.600000 0.0723845 Long DBT CORP US N 2 2034-02-15 Fixed 5.85 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 2300000.000000 PA USD 2349620.640000 0.0817396 Long DBT CORP GB N 2 2028-09-30 Floating 5.516 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 1000000.000000 PA USD 1004513.890000 0.0349455 Long DBT CORP US N 2 2026-08-27 Fixed 4.86 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CR4 1900000.000000 PA USD 1300127.230000 0.0452294 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N TRINITAS CLO XIX LTD N/A 89642FAN3 1200000.000000 PA USD 1200642.360000 0.0417685 Long ABS-CBDO CORP BM N 2 2033-10-20 Floating 5.37947 N N N N N N N/A N/A 000000000 -800000.000000 NC -986.560000 -0.0000343 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.64000 07/07/25-10Y LCH 2035-07-07 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.640000 EUR 2025-07-03 XXXX 1127.980000 N N N FIRST INDUSTRIAL LP 86MKNB3IKYZZT3E3OV11 32055RAS6 3200000.000000 PA USD 3238903.870000 0.112676 Long DBT CORP US N 2 2031-01-15 Fixed 5.25 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 400000.000000 PA USD 394523.050000 0.0137248 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N AURIZON NETWORK PTY LTD 549300FNL9A7DVZKZ444 BD6S9SII5 700000.000000 PA 830155.960000 0.0288798 Long DBT CORP AU N 2 2026-06-01 Fixed 3.125 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 5000000.000000 PA USD 5106951.200000 0.177663 Long DBT CORP US N 2 2035-04-15 Fixed 5.6 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HP5 200000.000000 PA USD 197401.520000 0.0068673 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N N/A N/A 000000000 1.000000 NC 33655.480000 0.0011708 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1166676.230000 USD 1019000.000000 EUR 2025-07-02 33655.480000 N N N N/A N/A 000000000 1.000000 NC USD 176001.670000 0.0061228 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2028-12-20 161381.320000 USD 0.000000 USD 1300000.000000 USD 14620.350000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TU2 13330000.000000 PA USD 12710102.880000 0.442164 Long DBT UST US N 2 2043-08-15 Fixed 4.375 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAA5 1300000.000000 PA USD 1290982.120000 0.0449112 Long DBT CORP US N 2 2034-10-03 Fixed 5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BN2 300000.000000 PA USD 311318.790000 0.0108303 Long DBT CORP US N 2 2028-10-15 Fixed 5.55 N N N N N N N/A N/A 000000000 1.000000 NC 200935.610000 0.0069902 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6074192.000000 USD 4979000.000000 CHF 2025-07-02 200935.610000 N N N N/A N/A 000000000 -2200000.000000 NC USD -10352.100000 -0.0003601 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.60500 07/25/25-10Y LCH 2035-07-25 0.000000 USD 0.000000 USD N/A USD N/A 3.600000 USD 2025-07-23 XXXX -2432.100000 N N N SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A N/A 84858DAA6 196322.080000 PA USD 180403.830000 0.006276 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N AMMC CLO 24 LTD N/A 00177LAJ9 1000000.000000 PA USD 1000364.910000 0.0348011 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.46947 N N N N N N LEIGHTON FINANCE USA PTY LTD 213800GNWSV32LXHCZ50 171873AB8 2000000.000000 PA USD 2131837.500000 0.0741633 Long DBT CORP AU N 2 2034-03-25 Fixed 7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 5400000.000000 NS USD 5517666.000000 0.191951 Long EP CORP US N 2 N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBB3 950000.000000 PA USD 1140172.240000 0.0396648 Long DBT CORP NL N 2 2052-10-14 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC -6118.340000 -0.0002128 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1819459.150000 CAD 1330000.000000 USD 2025-07-02 -6118.340000 N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2B7 500000.000000 PA USD 451887.860000 0.0157205 Long DBT CORP AU N 2 2031-05-05 Fixed 2.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1400000.000000 PA USD 1387306.370000 0.0482622 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N PARALLEL 2021-1 LTD N/A 69916HAL4 1100000.000000 PA USD 1098232.070000 0.0382058 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.3661 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 1100000.000000 PA USD 1122173.820000 0.0390387 Long DBT CORP US N 2 2032-05-15 Fixed 5.125 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AV6 100000.000000 PA USD 100359.250000 0.0034913 Long DBT CORP US N 2 2027-08-05 Fixed 4.632 N N N N N N BMW VEHICLE LEASE TRUST 2025-1 N/A 096912AD2 2000000.000000 PA USD 2012647.200000 0.0700168 Long ABS-O CORP US N 2 2028-06-26 Fixed 4.43 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AY7 1100000.000000 PA USD 1143515.400000 0.0397811 Long DBT CORP US N 2 2029-05-15 Fixed 6.2 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 200000.000000 PA USD 189128.120000 0.0065795 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLW9 116200000.000000 PA USD 116617593.750000 4.05694 Long DBT UST US N 2 2034-11-15 Fixed 4.25 N N N N N N OAKTREE SPECIALTY LENDING CORPORATION 549300J6MGCEU5928620 67401PAE8 2600000.000000 PA USD 2577229.410000 0.0896577 Long DBT CORP US N 2 2030-02-27 Fixed 6.34 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEL6 1000000.000000 PA USD 1013035.530000 0.0352419 Long DBT CORP US N 2 2028-07-22 Floating 4.979 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BF3 1700000.000000 PA USD 1587684.420000 0.055233 Long DBT CORP US N 2 2030-03-01 Fixed 2.95 N N N N N N N/A N/A 000000000 1.000000 NC 184.320000 0.0000064 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 63344.000000 USD 9114701.000000 JPY 2025-08-04 184.320000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160TD5 300000.000000 PA USD 301498.110000 0.0104886 Long DBT CORP CA N 2 2026-06-05 Fixed 4.701 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AQ8 3700000.000000 PA USD 3692250.500000 0.128448 Long DBT CORP US N 2 2029-10-15 Fixed 4.55 N N N N N N 37 CAPITAL CLO 4 LTD 2023-2A N/A 883932AN5 1000000.000000 PA USD 996864.880000 0.0346794 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.3461 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650RBQ4 2600000.000000 PA USD 2674244.200000 0.0930327 Long DBT CORP US N 2 2035-06-15 Fixed 5.95 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDF3 1100000.000000 PA USD 1132080.840000 0.0393833 Long DBT CORP JP N 2 2030-07-10 Floating 5.382 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 300000.000000 PA USD 267630.700000 0.0093104 Long DBT CORP US N 2 2031-07-15 Fixed 3.25 N N N N N N BCC-2021-5A N/A 05682EAN3 1000000.000000 PA USD 997506.810000 0.0347017 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.42238 N N N N N N N/A N/A 000000000 1.000000 NC -2.950000 -0.0000001 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2311.000000 USD 332371.000000 JPY 2025-07-02 -2.950000 N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAA6 325000.000000 PA USD 321030.610000 0.0111681 Long DBT CORP NL N 2 2027-05-25 Fixed 3.625 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 2300000.000000 PA USD 2328461.100000 0.0810035 Long DBT CORP US N 2 2030-03-27 Fixed 5.15 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 3000000.000000 PA USD 3013644.720000 0.10484 Long DBT CORP US N 2 2034-06-01 Fixed 5.5 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 1200000.000000 PA USD 1210018.320000 0.0420946 Long DBT CORP US N 2 2035-04-01 Fixed 5.15 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 4300000.000000 PA USD 4403125.350000 0.153178 Long DBT CORP US N 2 2034-04-15 Fixed 5.8 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BW1 400000.000000 PA USD 408746.120000 0.0142196 Long DBT CORP US N 2 2028-09-12 Fixed 5.65 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676AY1 3500000.000000 PA USD 3547473.550000 0.123411 Long DBT CORP US N 2 2030-03-01 Fixed 4.8 N N N N N N N/A N/A 000000000 1.000000 NC -7766.900000 -0.0002702 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 104697669.000000 JPY 719275.000000 USD 2025-07-02 -7766.900000 N N N N/A N/A 000000000 -1300000.000000 NC USD -0.130000 0 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.67700 07/02/25-10Y LCH 2035-07-02 0.000000 USD 0.000000 USD N/A USD N/A 3.680000 USD 2025-06-30 XXXX 3964.870000 N N N JANUS HENDERSON US (HOLDINGS) INC 8T2ZO87FU1KVPZIG9I59 47103MAB4 1300000.000000 PA USD 1290080.270000 0.0448799 Long DBT CORP US N 2 2034-09-10 Fixed 5.45 N N N N N N TIKEHAU CLO IX DAC 9A N/A ACI2S1SP3 2000000.000000 PA 2356241.250000 0.0819699 Long ABS-CBDO CORP IE N 2 2037-01-20 Floating 3.456 N N N N N N ST MARYS CEMENT INC (CANADA) 5493009981WBHS86CJ89 78478EAC2 1100000.000000 PA USD 1113819.300000 0.038748 Long DBT CORP CA N 2 2034-04-02 Fixed 5.75 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 2100000.000000 PA USD 2162490.980000 0.0752297 Long DBT CORP GB N 2 2029-11-04 Fixed 6.404 N N N N N N SMURFIT KAPPA TREASURY UNLIMITED COMPANY 635400B3DOXSWFOWJT40 83272GAE1 500000.000000 PA USD 507040.000000 0.0176391 Long DBT CORP IE N 2 2034-04-03 Fixed 5.438 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAD4 1400000.000000 PA USD 1411859.600000 0.0491164 Long DBT CORP CH N 2 2028-01-10 Floating 4.864 N N N N N N UNILEVER CAPITAL CORPORATION MYF1DAS6G5WY7PRWCU78 904764BV8 1900000.000000 PA USD 1886283.860000 0.0656208 Long DBT CORP US N 2 2034-08-12 Fixed 4.625 N N N N N N WINTERSHALL DEA FINANCE BV (1) 529900SUC9JUI6M74U66 ACI1FM0Z1 1000000.000000 PA 1037598.420000 0.0360964 Long DBT CORP NL N 2 2031-09-25 Fixed 1.823 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GK4 600000.000000 PA USD 606695.050000 0.021106 Long DBT CORP US N 2 2033-04-01 Fixed 5 N N N N N N LCM 35 LTD 35A N/A 50202QAL7 1000000.000000 PA USD 997436.310000 0.0346992 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.3361 N N N N N N TEXAS NATURAL GAS SECURITIZATION FINANCE CORP N/A 88258MAA3 353068.310000 PA USD 361318.070000 0.0125697 Long DBT MUN US N 2 2035-04-01 Fixed 5.102 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAZ4 3800000.000000 PA USD 3258474.540000 0.113357 Long DBT CORP US N 2 2031-08-01 Fixed 2.625 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAC2 1700000.000000 PA USD 1744310.500000 0.0606818 Long DBT CORP US N 2 2028-05-15 Fixed 5.7 N N N N N N CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP N/A 166754AX9 6500000.000000 PA USD 6589284.980000 0.229231 Long DBT CORP US N 2 2030-05-15 Fixed 4.75 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDX4 2100000.000000 PA USD 2118782.800000 0.0737091 Long DBT CORP US N 2 2035-03-15 Fixed 5.45 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBD1 800000.000000 PA USD 807997.000000 0.0281089 Long DBT CORP US N 2 2028-03-21 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 95114.980000 0.0033089 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 T-MOBILE USA INC T-MOBILE USA INC SR UNSEC Y Single Leg Swap 2028-06-20 120218.460000 USD 0.000000 USD 700000.000000 USD -25103.480000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 4600000.000000 PA USD 4290227.080000 0.14925 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 500000.000000 PA USD 510040.730000 0.0177435 Long DBT CORP CA N 2 2099-12-31 Fixed 6.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 800000.000000 PA USD 769203.020000 0.0267594 Long DBT CORP US N 2 2028-06-01 Floating 2.182 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 350000.000000 PA USD 283260.790000 0.0098542 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1500000.000000 PA USD 1435211.210000 0.0499287 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N FOOTBALL CLUB TERM NOTES 2024-XVII TRUST N/A 902EZU906 2000000.000000 PA USD 2035266.280000 0.0708037 Long DBT CORP US Y 3 2028-10-05 Fixed 5.48 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 4400000.000000 PA USD 4543896.850000 0.158075 Long DBT CORP US N 2 2029-07-25 Floating 5.574 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAB3 1400000.000000 PA USD 1412000.310000 0.0491213 Long DBT CORP US N 2 2031-01-15 Fixed 4.8 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E58 800000.000000 PA USD 801956.360000 0.0278988 Long DBT CORP US N 2 2029-03-08 Fixed 5.8 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 3791000.000000 PA USD 3370663.090000 0.11726 Long DBT CORP US N 2 2032-04-22 Floating 2.615 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 2200000.000000 PA USD 2140277.110000 0.0744569 Long DBT CORP US N 2 2026-06-01 Fixed 1.8 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LBB0 2300000.000000 PA USD 2340541.230000 0.0814237 Long DBT CORP US N 2 2029-06-11 Fixed 5.95 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 1600000.000000 PA USD 1609640.660000 0.0559969 Long DBT CORP US N 2 2035-03-15 Fixed 5.65 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BD6 3400000.000000 PA 2587827.600000 0.0900264 Long DBT CORP US N 2 2031-07-03 Fixed 4.625 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 B2QR5GII9 200000.000000 PA 293998.610000 0.0102277 Long DBT CORP US N 2 2028-04-10 Fixed 7.25 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABB0 1750000.000000 PA USD 1826163.470000 0.0635293 Long DBT CORP FR N 2 2046-01-14 Floating 6.915 N N N N N N LENDBUZZ SECURITIZATION TRUST 2025-1A N/A 525938AC0 500000.000000 PA USD 501834.150000 0.017458 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.1 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 2600000.000000 PA USD 2592047.150000 0.0901732 Long DBT CORP US N 2 2032-05-15 Fixed 5.125 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 200000.000000 PA USD 210596.550000 0.0073263 Long DBT CORP US N 2 2029-06-13 Floating 6.992 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 800000.000000 PA USD 778156.470000 0.0270708 Long DBT CORP US N 2 2031-01-15 Fixed 4.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -35114.640000 -0.0012216 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-25 0.000000 USD -6380.000000 USD 2200000.000000 USD -28734.640000 N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 6028000.000000 PA USD 5484768.700000 0.190806 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC 3418641.390000 0.118929 N/A DCR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A ITRAXX EUROPE CROSSOVER SERIES 42 Y Single Leg Swap 2029-12-20 3106634.420000 EUR 0.000000 EUR 15750626.460000 EUR 312006.970000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 400000.000000 PA USD 400876.500000 0.0139459 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N LG ENERGY SOLUTION LTD 988400QX6P286XA6ZS85 50205MAF6 1600000.000000 PA USD 1606616.080000 0.0558916 Long DBT CORP KR N 2 2028-04-02 Fixed 5.25 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 1100000.000000 PA USD 1042846.310000 0.036279 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GE8 400000.000000 PA USD 349799.900000 0.012169 Long DBT CORP US N 2 2031-11-15 Fixed 2.3 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 2000000.000000 PA USD 2055964.880000 0.0715238 Long DBT CORP GB N 2 2034-01-11 Fixed 5.418 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3M3 300000.000000 PA USD 302122.630000 0.0105104 Long DBT CORP US N 2 2028-04-22 Floating 5.40378 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AY7 1100000.000000 PA USD 981614.390000 0.0341488 Long DBT CORP US N 2 2030-06-15 Fixed 1.95 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 3600000.000000 PA USD 3551802.550000 0.123562 Long DBT CORP US N 2 2034-09-01 Fixed 5.45 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 800000.000000 PA USD 817097.900000 0.0284255 Long DBT CORP US N 2 2026-12-01 Fixed 6.05 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEX6 700000.000000 PA USD 624327.820000 0.0217194 Long DBT CORP US N 2 2063-04-15 Fixed 5.2 N N N N N N SYSTEM ENERGY RESOURCES INC N/A 871911AV5 4100000.000000 PA USD 4054186.560000 0.141039 Long DBT CORP US N 2 2034-12-15 Fixed 5.3 N N N N N N N/A N/A 000000000 1.000000 NC -3098.270000 -0.0001078 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-09-17 0.000000 EUR -24954.980000 EUR 1770000.000000 EUR 21856.710000 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 1400000.000000 PA USD 897718.000000 0.0312302 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 1000000.000000 PA USD 1023945.900000 0.0356215 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AU6 2800000.000000 PA USD 2831138.630000 0.0984908 Long DBT CORP US N 2 2028-03-30 Fixed 5.05 N N N N N N DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST N/A 247361ZV3 280412.140000 PA USD 264042.710000 0.0091856 Long DBT CORP US N 2 2029-12-10 Fixed 2 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484AL5 500000.000000 PA USD 500875.750000 0.0174247 Long DBT CORP US N 2 2026-06-10 Floating 5.14584 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 1600000.000000 PA USD 1613728.460000 0.0561391 Long DBT CORP US N 2 2030-05-01 Fixed 4.8 N N N N N N NUVEEN CHURCHILL DIRECT LENDING CORP 254900X3ULEP6XX7HG39 67090SAA6 800000.000000 PA USD 821999.790000 0.0285961 Long DBT CORP US N 2 2030-03-15 Fixed 6.65 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 400000.000000 PA USD 398691.260000 0.0138698 Long DBT CORP US N 2 2027-03-15 Fixed 3.95 N N N N N N WIND RIVER CLO LTD 2016-1KRA N/A 97314DAN8 994632.670000 PA USD 991657.710000 0.0344982 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.3161 N N N N N N SBL HOLDINGS LLC 635400MJW3QDSBJRKQ59 78397DAD0 3900000.000000 PA USD 3730190.140000 0.129767 Long DBT CORP US N 2 2034-10-30 Fixed 7.2 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAF1 4900000.000000 PA USD 4987597.790000 0.173511 Long DBT CORP IE N 2 2031-05-15 Floating 5.32 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAR0 3200000.000000 PA USD 3242842.850000 0.112813 Long DBT CORP US N 2 2034-04-01 Fixed 5.15 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CG3 1500000.000000 PA USD 1513308.290000 0.0526456 Long DBT CORP US N 2 2033-02-10 Fixed 5.2 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBD7 3900000.000000 PA USD 3957337.060000 0.13767 Long DBT CORP US N 2 2032-06-15 Fixed 5.7 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 2200000.000000 PA USD 2173184.290000 0.0756017 Long DBT CORP US N 2 2051-09-15 Floating 3.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DT4 5000000.000000 PA USD 5091854.350000 0.177138 Long DBT CORP US N 2 2030-02-21 Fixed 5.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D42 300000.000000 PA USD 315841.920000 0.0109876 Long DBT CORP US N 2 2030-06-10 Fixed 7.2 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXP9 1700000.000000 PA USD 1740128.060000 0.0605363 Long DBT CORP US N 2 2034-04-11 Fixed 5.1 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 100000.000000 PA USD 91486.140000 0.0031827 Long DBT CORP US N 2 2030-09-15 Fixed 2.7 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -3466.400000 -0.0001206 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.91400 07/28/25-10Y LCH 2035-07-28 0.000000 USD 0.000000 USD N/A USD N/A 3.910000 USD 2025-07-24 XXXX 2633.600000 N N N N/A N/A 000000000 1.000000 NC USD 254034.140000 0.0088374 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SR UNSEC Y Single Leg Swap 2028-06-20 298488.090000 USD 0.000000 USD 2100000.000000 USD -44453.950000 N N N TRANSURBAN FINANCE COMPANY PTY LTD 54930081LPJMUMEA6E57 89400PAE3 100000.000000 PA USD 99749.160000 0.0034701 Long DBT CORP AU N 2 2026-02-02 Fixed 4.125 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAV3 5800000.000000 PA USD 5847802.730000 0.203436 Long DBT CORP US N 2 2035-10-30 Fixed 5.55 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAW2 400000.000000 PA USD 400203.560000 0.0139225 Long DBT CORP NL N 2 2025-07-18 Fixed 5.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650ED8 400000.000000 PA USD 412030.200000 0.0143339 Long DBT CORP US N 2 2034-06-01 Fixed 5.7 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 4400000.000000 PA USD 4545247.780000 0.158122 Long DBT CORP US N 2 2033-07-15 Fixed 6.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 3000000.000000 PA USD 3014144.490000 0.104857 Long DBT CORP US N 2 2027-03-25 Fixed 4.85 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAF7 300000.000000 PA USD 219733.800000 0.0076442 Long DBT CORP US N 2 2047-10-01 Fixed 3.8 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BV3 400000.000000 PA USD 404468.810000 0.0140708 Long DBT CORP US N 2 2026-09-12 Fixed 5.7 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDA0 500000.000000 PA USD 532496.070000 0.0185247 Long DBT CORP US N 2 2034-06-08 Floating 6.377 N N N N N N N/A N/A 000000000 1.000000 NC 164.760000 0.0000057 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 18360.840000 USD 14699.140000 CHF 2025-07-02 164.760000 N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413BA3 2100000.000000 PA USD 2159428.780000 0.0751231 Long DBT CORP US N 2 2030-01-15 Fixed 5.353 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBF9 1100000.000000 PA USD 762921.500000 0.0265408 Long DBT CORP US N 2 2062-03-15 Fixed 5.391 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 N/A 362583AD8 355172.130000 PA USD 355142.470000 0.0123548 Long ABS-O CORP US N 2 2028-02-16 Fixed 4.47 N N N N N N N/A N/A 000000000 1.000000 NC 91.370000 0.0000032 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 28667.000000 USD 4141349.000000 JPY 2025-07-02 91.370000 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 254709AT5 500000.000000 PA USD 581441.330000 0.0202274 Long DBT CORP US N 2 2034-11-02 Floating 7.964 N N N N N N N/A N/A 000000000 550.000000 NC USD 420636.710000 0.0146333 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-30 114423632.400000 USD 420636.710000 N N N N/A N/A 000000000 -8917500.000000 PA USD -8925042.720000 -0.310488 Short RA US N 2 Reverse repurchase N 4.350000 2025-07-02 8700000.000000 USD 8938570.360000 USD UST N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 1300000.000000 PA USD 1171415.320000 0.0407517 Long DBT CORP US N 2 2054-09-15 Fixed 5.75 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 78486LAB8 850000.000000 PA USD 895560.000000 0.0311551 Long DBT CORP CO N 2 2032-05-13 Fixed 6.35 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GS6 1750000.000000 PA USD 1620267.200000 0.0563665 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CN3 600000.000000 PA USD 556498.130000 0.0193597 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 4300000.000000 PA USD 4571020.360000 0.159019 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 500000.000000 PA USD 504975.200000 0.0175673 Long DBT CORP GB N 2 2026-11-10 Floating 7.472 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCZ5 2000000.000000 PA USD 2038321.520000 0.07091 Long DBT CORP US N 2 2035-04-01 Fixed 5.35 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 2300000.000000 PA USD 2045446.990000 0.0711579 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBP3 700000.000000 PA USD 710836.290000 0.0247289 Long DBT CORP JP N 2 2027-03-07 Fixed 5.2 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AQ2 1600000.000000 PA USD 1602321.890000 0.0557423 Long DBT CORP US N 2 2026-09-09 Fixed 4.65 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAN4 4200000.000000 PA USD 4314862.360000 0.150107 Long DBT CORP US N 2 2035-03-17 Fixed 5.7 N N N N N N GUGGENHEIM CLO 2022-2A LTD N/A 40172PAL6 1000000.000000 PA USD 998227.340000 0.0347268 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.4061 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GY3 300000.000000 PA USD 175939.970000 0.0061207 Long DBT CORP US N 2 2051-02-01 Fixed 2.95 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LIMITED 549300MCGUSL5B852H65 55609NAF5 2600000.000000 PA USD 2630804.800000 0.0915215 Long DBT CORP GB N 2 2028-03-27 Fixed 5.2 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAK5 2700000.000000 PA USD 2636658.270000 0.0917252 Long DBT CORP FI N 2 2031-09-25 Floating 6.3 N N N N Y NORDEA BANK ABP EUR XXXX N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 6400000.000000 PA USD 6604939.780000 0.229775 Long DBT CORP US N 2 2030-06-14 Fixed 6 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KH9 1400000.000000 PA USD 1410132.810000 0.0490563 Long DBT CORP US N 2 2053-01-15 Fixed 6.75 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAF2 1500000.000000 PA USD 1549683.890000 0.0539111 Long DBT CORP US N 2 2029-01-30 Fixed 6.75 N N N N N N FNMA PASS THRU POOLS N/A 31418EP46 377041.630000 PA USD 384290.470000 0.0133689 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 146962.080000 0.0051126 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 5015534.890000 USD 97659987.610000 MXN 2025-09-17 146962.080000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2E1 3100000.000000 PA USD 3290805.430000 0.114482 Long DBT CORP GB N 2 2036-01-21 Floating 6.228 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 3000000.000000 PA USD 2980194.090000 0.103676 Long DBT CORP US N 2 2029-09-27 Fixed 4.2 N N N N N N N/A N/A 000000000 1.000000 NC -16.410000 -0.0000006 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 14912.000000 USD 2145040.000000 JPY 2025-07-02 -16.410000 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDU1 7500000.000000 PA USD 7765245.830000 0.270141 Long DBT CORP JP N 2 2035-01-15 Fixed 5.632 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CC7 2000000.000000 PA USD 2062139.960000 0.0717386 Long DBT CORP US N 2 2036-01-29 Floating 5.575 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BS1 460000.000000 PA USD 368907.490000 0.0128337 Long DBT CORP US N 2 2048-11-15 Fixed 4.4 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AJ6 600000.000000 PA USD 613888.620000 0.0213562 Long DBT CORP US N 2 2035-04-15 Fixed 5.9 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 ACI2N2H37 1700000.000000 PA 2043593.200000 0.0710934 Long DBT CORP US N 2 2029-03-15 Fixed 3.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 305000.000000 PA USD 300807.970000 0.0104646 Long DBT CORP US N 2 2028-03-24 Floating 3.526 N N N N N N N/A N/A 000000000 1.000000 NC USD -31459.560000 -0.0010944 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-05 0.000000 USD -7308.000000 USD 2100000.000000 USD -24151.560000 N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 1100000.000000 PA USD 1065285.820000 0.0370596 Long DBT CORP GB N 2 2028-01-11 Floating 2.469 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAD8 1000000.000000 PA USD 1015107.560000 0.035314 Long DBT CORP US N 2 2035-04-07 Fixed 5.4 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 375000.000000 PA USD 372042.600000 0.0129428 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 2250000.000000 PA USD 2223504.790000 0.0773522 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 N/A 61776YAA7 933686.670000 PA USD 904194.400000 0.0314555 Long ABS-MBS CORP US N 2 2064-06-25 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CP5 1250000.000000 PA USD 1257505.110000 0.0437466 Long DBT CORP US N 2 2028-03-27 Fixed 5.05 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 500000.000000 PA USD 501365.240000 0.0174417 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CK6 600000.000000 PA USD 601311.020000 0.0209187 Long DBT CORP US N 2 2026-08-14 Fixed 4.9 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 534000.000000 PA USD 530697.610000 0.0184621 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BK3 500000.000000 PA USD 511155.590000 0.0177823 Long DBT CORP US N 2 2028-05-08 Fixed 5.4 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 340000.000000 PA USD 327975.740000 0.0114098 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 1000000.000000 PA USD 1020275.680000 0.0354938 Long DBT CORP US N 2 2028-06-15 Fixed 5.625 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 2000000.000000 PA USD 1877358.400000 0.0653103 Long DBT CORP US N 2 2030-09-01 Fixed 3.625 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEU6 1300000.000000 PA USD 1328455.950000 0.0462149 Long DBT CORP US N 2 2029-07-15 Fixed 5.55 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CS6 4130000.000000 PA USD 4339439.530000 0.150962 Long DBT CORP DE N 2 2029-01-18 Floating 6.72 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAC8 900000.000000 PA USD 869507.770000 0.0302488 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45 N N N N N N N/A N/A 000000000 1.000000 NC -1718.380000 -0.0000598 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3150305.850000 CNY 440037.000000 USD 2025-08-20 -1718.380000 N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 2160000.000000 PA USD 2134915.010000 0.0742703 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA N/A 84858WAA4 437130.030000 PA USD 387828.930000 0.013492 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N N/A N/A 000000000 -2200000.000000 NC USD -946.880000 -0.0000329 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.03700 07/22/25-10Y LCH 2035-07-22 0.000000 USD 0.000000 USD N/A USD N/A 4.040000 USD 2025-07-18 XXXX 6010.620000 N N N TRINITAS CLO VII LTD 2017-7A N/A 89641CAU5 1000000.000000 PA USD 996228.960000 0.0346572 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.34177 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 8400000.000000 PA USD 8583468.350000 0.298605 Long DBT CORP GB N 2 2030-11-19 Floating 5.286 N N N N N N ESSENTIAL PROPERTIES LP 254900XX9FNFCDE1NX02 29670VAA7 3600000.000000 PA USD 3203598.710000 0.111448 Long DBT CORP US N 2 2031-07-15 Fixed 2.95 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 254709AM0 800000.000000 PA USD 796523.110000 0.0277098 Long DBT CORP US N 2 2027-02-09 Fixed 4.1 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABK7 600000.000000 PA USD 611647.810000 0.0212783 Long DBT CORP US N 2 2030-03-01 Fixed 5.15 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAB2 4400000.000000 PA USD 4441157.690000 0.154501 Long DBT CORP US N 2 2028-04-07 Fixed 4.7 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50076QAR7 200000.000000 PA USD 221377.320000 0.0077014 Long DBT CORP US N 2 2039-01-26 Fixed 6.875 N N N N N N N/A N/A 000000000 1.000000 NC 13090.650000 0.0004554 N/A DFE IN N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1917876.000000 USD 165862711.170000 INR 2025-08-20 13090.650000 N N N N/A N/A 000000000 1.000000 NC -20936.190000 -0.0007283 N/A DFE PE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2999998.640000 PEN 825718.000000 USD 2025-07-11 -20936.190000 N N N ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC 254900G082ZFKTCR2Q75 00402D2B0 500000.000000 PA USD 520234.000000 0.0180981 Long DBT CORP AE N 2 2034-05-08 Fixed 5.5 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8E3 1850000.000000 PA USD 1872527.360000 0.0651423 Long DBT CORP US N 2 2028-07-14 Floating 4.968 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AA9 300000.000000 PA USD 290374.010000 0.0101017 Long DBT CORP US N 2 2026-10-25 Fixed 1.75 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAF1 3300000.000000 PA USD 3404447.080000 0.118435 Long DBT CORP US N 2 2029-06-04 Fixed 6.5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 800000.000000 PA USD 798957.490000 0.0277945 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8A1 1900000.000000 PA USD 1915911.110000 0.0666515 Long DBT CORP US N 2 2028-01-14 Floating 4.952 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECN3 1500000.000000 PA USD 1669812.000000 0.0580901 Long DBT CORP GB N 2 2029-12-15 Floating 9.625 N N N N Y BARCLAYS PLC GBP XXXX N N N N/A N/A 000000000 1.000000 NC -45019.220000 -0.0015661 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 3475260.000000 AUD 2242223.850000 USD 2025-07-02 -45019.220000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 1700000.000000 PA USD 1728623.990000 0.0601361 Long DBT CORP US N 2 2029-07-23 Floating 5.049 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 998000.000000 PA USD 1097214.310000 0.0381704 Long DBT CORP US N 2 2064-05-01 Fixed 7.008 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 2400000.000000 PA USD 2467764.170000 0.0858496 Long DBT CORP US N 2 2029-08-15 Fixed 6 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06055HAH6 6300000.000000 NS USD 6518610.000000 0.226772 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -542.950000 -0.0000189 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2761081.570000 CNY 386633.000000 USD 2025-08-20 -542.950000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 3900000.000000 PA USD 3986011.540000 0.138667 Long DBT CORP US N 2 2028-04-22 Floating 5.707 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 2100000.000000 PA USD 2160738.470000 0.0751687 Long DBT CORP US N 2 2030-01-16 Fixed 5.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 2300000.000000 PA USD 2432194.360000 0.0846122 Long DBT CORP US N 2 2029-05-01 Fixed 6.298 N N N N N N DT MIDSTREAM INC N/A 23345MAD9 2700000.000000 PA USD 2752007.400000 0.095738 Long DBT CORP US N 2 2034-12-15 Fixed 5.8 N N N N N N N/A N/A 000000000 1.000000 NC -2627.650000 -0.0000914 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7392539.570000 CNY 1034000.000000 USD 2025-08-20 -2627.650000 N N N CDW LLC / CDW FINANCE CORP N/A 12513GBH1 2300000.000000 PA USD 2199638.810000 0.076522 Long DBT CORP US N 2 2028-12-01 Fixed 3.276 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADS3 2600000.000000 PA USD 2596473.020000 0.0903272 Long DBT CORP US N 2 2027-03-25 Floating 5.37084 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UL0 8700000.000000 PA USD 8938570.360000 0.310959 Long DBT UST US N 2 2045-05-15 Fixed 5 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2P9 3100000.000000 PA USD 2913380.000000 0.101352 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75 N N N N N N N/A N/A 000000000 -3700000.000000 NC USD -4.070000 -0.0000001 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.07500 07/08/25-10Y LCH 2035-07-08 0.000000 USD 0.000000 USD N/A USD N/A 4.080000 USD 2025-07-03 XXXX 13917.180000 N N N PRPM 2025-NQM1 TRUST N/A 74391EAA9 909351.700000 PA USD 917456.930000 0.0319169 Long ABS-MBS CORP US N 2 2069-11-25 Fixed 5.802 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 800000.000000 PA USD 787830.020000 0.0274074 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBH6 600000.000000 PA USD 433163.930000 0.0150691 Long DBT CORP US N 2 2052-03-15 Fixed 3.55 N N N N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 955RVLII8 84813.000000 PA 108851.340000 0.0037868 Long DBT CORP GB N 3 2027-10-10 Fixed 9.75 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBV0 200000.000000 PA USD 197200.250000 0.0068603 Long DBT CORP JP N 2 2034-09-10 Fixed 4.85 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAD5 3900000.000000 PA USD 3957106.610000 0.137661 Long DBT CORP US N 2 2032-04-15 Fixed 4.701 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KM8 400000.000000 PA USD 418351.940000 0.0145538 Long DBT CORP US N 2 2033-06-15 Fixed 6.4 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCF6 3200000.000000 PA USD 3279045.020000 0.114073 Long DBT CORP US N 2 2030-04-15 Fixed 5.05 N N N N N N ANCHORAGE CREDIT FUNDING 2019-9A LTD N/A 03330HAA5 910272.590000 PA USD 892572.680000 0.0310512 Long ABS-CBDO CORP KY N 2 2037-10-25 Fixed 3.793 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 424900.000000 PA USD 407845.190000 0.0141883 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N HF SINCLAIR CORPORATION 2549009G116AM01XHN24 403949AR1 1100000.000000 PA USD 1127136.800000 0.0392113 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 2900000.000000 PA USD 2937434.300000 0.102189 Long DBT CORP US N 2 2034-05-15 Fixed 5.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G98 5000000.000000 PA USD 5079513.600000 0.176708 Long DBT CORP US N 2 2032-03-19 Fixed 6.532 N N N N N N DELOITTE LLP 549300FJV7IV1ZHGAV28 938WPEII2 2800000.000000 PA USD 2797950.060000 0.0973363 Long DBT CORP US Y 3 2035-01-30 Fixed 5.59 N N N N N N BAIN CAPITAL SPECIALTY FINANCE INC 549300V2JL72R0EYBK64 05684BAD9 4000000.000000 PA USD 3956206.800000 0.13763 Long DBT CORP US N 2 2030-03-15 Fixed 5.95 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAV3 1200000.000000 PA USD 1106116.200000 0.03848 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 ACI2N1ZB1 300000.000000 PA 352320.620000 0.0122567 Long DBT CORP US N 2 2036-03-01 Fixed 3.75 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DF8 2000000.000000 PA USD 2043370.780000 0.0710856 Long DBT CORP JP N 2 2035-04-17 Floating 5.426 N N N N N N N/A N/A 000000000 -2100000.000000 NC USD -58.800000 -0.000002 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.12200 07/14/25-10Y LCH 2035-07-14 0.000000 USD 0.000000 USD N/A USD N/A 4.120000 USD 2025-07-10 XXXX 6818.700000 N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAH3 1000000.000000 PA USD 936927.910000 0.0325942 Long DBT CORP US N 2 2028-08-09 Fixed 2.375 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 65480CAE5 1500000.000000 PA USD 1518327.050000 0.0528202 Long DBT CORP US N 2 2026-09-15 Fixed 6.95 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EA4 1700000.000000 PA USD 1626544.650000 0.0565849 Long DBT CORP US N 2 2063-06-01 Fixed 6 N N N N N N FOOTBALL CLUB TERM NOTES 2024-XVII TRUST N/A 902EYJ902 2000000.000000 PA USD 2035266.280000 0.0708037 Long DBT CORP US Y 3 2028-10-05 Fixed 5.48 N N N N N N BAIN CAPITAL CREDIT CLO 2021-3 LTD N/A 05683NAJ1 1000000.000000 PA USD 995873.950000 0.0346449 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 5.33518 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 2250000.000000 PA USD 2218161.940000 0.0771664 Long DBT CORP US N 2 2027-03-24 Fixed 3.375 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAH7 200000.000000 PA USD 209367.800000 0.0072836 Long DBT CORP ES N 2 2035-06-15 Floating 6.037 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 900000.000000 PA USD 873866.930000 0.0304005 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N NYSEG STORM FUNDING LLC N/A 67122QAA2 3700000.000000 PA USD 3721157.780000 0.129453 Long DBT CORP US N 2 2029-05-01 Fixed 4.713 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BJ3 3000000.000000 PA USD 3040867.350000 0.105787 Long DBT CORP US N 2 2031-03-05 Floating 5.253 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G72 200000.000000 PA USD 202070.550000 0.0070297 Long DBT CORP US N 2 2028-03-20 Fixed 5.918 N N N N N N DLLAA LLC 2023 1A N/A 23292HAB7 72396.050000 PA USD 72484.140000 0.0025216 Long ABS-O CORP US N 2 2026-07-20 Fixed 5.93 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 3000000.000000 PA USD 2914571.010000 0.101393 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBZ2 1000000.000000 PA USD 1018015.510000 0.0354152 Long DBT CORP US N 2 2029-05-15 Floating 5.737 N N N N N N UMBS PASS THRU POOLS N/A 01F042681 82000000.000000 PA USD 78407342.200000 2.72767 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 4.5 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAL9 3400000.000000 PA USD 3407104.200000 0.118528 Long DBT CORP US N 2 2027-06-05 Fixed 5.3 N N N N N N NARRAGANSETT ELECTRIC CO/THE VAI0KZ806W8MCH0BCZ61 631005BK0 1300000.000000 PA USD 1319704.100000 0.0459104 Long DBT CORP US N 2 2034-05-01 Fixed 5.35 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AE3 1000000.000000 PA USD 1025635.320000 0.0356802 Long DBT CORP US N 2 2034-06-15 Fixed 5.625 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 1200000.000000 PA USD 1200424.210000 0.0417609 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RBJ2 1500000.000000 PA USD 1524866.840000 0.0530477 Long DBT CORP CA N 2 2030-03-30 Fixed 4.8 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 4200000.000000 PA USD 4136338.210000 0.143897 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N N/A N/A 000000000 1.000000 NC USD 725024.430000 0.0252225 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-06-20 403765.010000 USD 0.000000 USD 9900000.000000 USD 321259.420000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UD8 149800000.000000 PA USD 137283507.440000 4.77588 Long DBT UST US N 2 2044-08-15 Fixed 4.125 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BU8 800000.000000 PA USD 777037.370000 0.0270319 Long DBT CORP US N 2 2027-03-01 Fixed 2.8 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GL5 500000.000000 PA USD 511364.440000 0.0177896 Long DBT CORP US N 2 2033-04-01 Fixed 5.1 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 ACI2MMQ26 400000.000000 PA 490273.660000 0.0170558 Long DBT CORP US N 2 2028-05-29 Fixed 4.125 N N N N N N APEX CREDIT CLO 2024-1A LTD N/A 03753AAA8 1950000.000000 PA USD 1955924.650000 0.0680435 Long ABS-CBDO CORP BM N 2 2036-04-20 Floating 6.06947 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AE0 1900000.000000 PA USD 1925061.300000 0.0669698 Long DBT CORP US N 2 2034-02-01 Fixed 5.4 N N N N N N NLG GLOBAL FUNDING 635400SKBQOWEJZLTW68 62915W2A0 2000000.000000 PA USD 2059909.000000 0.071661 Long DBT CORP US N 2 2030-01-23 Fixed 5.4 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 2600000.000000 PA USD 2455191.440000 0.0854122 Long DBT CORP US N 2 2045-06-01 Fixed 5.55 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAW7 1500000.000000 PA USD 1512781.880000 0.0526273 Long DBT CORP US N 2 2029-08-01 Fixed 4.8 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BK6 4200000.000000 PA USD 3720311.660000 0.129424 Long DBT CORP US N 2 2045-11-15 Fixed 5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912834LB2 3900000.000000 PA USD 1721038.410000 0.0598722 Long DBT UST US N 2 2042-02-15 None 0 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAN1 2000000.000000 PA USD 2273832.140000 0.079103 Long DBT CORP ES N 2 2034-11-15 Floating 7.883 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBC4 1400000.000000 PA USD 1451753.170000 0.0505042 Long DBT CORP US N 2 2035-06-01 Fixed 5.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 3000000.000000 PA USD 3067811.640000 0.106724 Long DBT CORP US N 2 2035-08-03 Fixed 5.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 7749000.000000 PA USD 7920430.660000 0.275539 Long DBT CORP US N 2 2029-04-25 Floating 5.202 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 1900000.000000 PA USD 1930229.990000 0.0671497 Long DBT CORP US N 2 2029-02-01 Fixed 5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CKL4 34221990.000000 PA USD 35150858.990000 1.22284 Long DBT UST US N 2 2029-04-15 Fixed 2.125 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XDJ4 1200000.000000 PA USD 1271846.400000 0.0442455 Long DBT CORP FR N 2 2031-08-22 Floating 8 N N N N Y BNP PARIBAS EUR XXXX N N N PAGAYA AI DEBT TRUST 2025-2 N/A 69545GAA9 945112.180000 PA USD 945111.520000 0.0328789 Long ABS-O CORP US N 2 2026-03-16 Fixed 4.67 N N N N N N SIERRA PACIFIC POWER COMPANY QB888G5GSVGE1LD1WV84 826418BQ7 700000.000000 PA USD 702650.170000 0.0244441 Long DBT CORP US N 2 2054-03-15 Fixed 5.9 N N N N N N N/A N/A 000000000 -40.000000 NC 8795.290000 0.000306 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2025-09-08 -5053408.280000 EUR 8795.290000 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AT6 5250000.000000 PA USD 5234496.230000 0.1821 Long DBT CORP US N 2 2034-09-15 Fixed 5.625 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVC2 600000.000000 PA USD 604512.460000 0.02103 Long DBT CORP US N 2 2027-01-13 Fixed 4.9 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 750000.000000 PA USD 762483.710000 0.0265256 Long DBT CORP FR N 2 2029-01-09 Floating 5.23 N N N N N N CANYON CLO 2020-1 LTD N/A 13876LAW7 1000000.000000 PA USD 1001154.010000 0.0348286 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.3361 N N N N N N N/A N/A 000000000 -2100000.000000 NC USD -7574.700000 -0.0002635 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.55500 07/28/25-10Y LCH 2035-07-28 0.000000 USD 0.000000 USD N/A USD N/A 3.560000 USD 2025-07-24 XXXX -907.200000 N N N N/A N/A 000000000 1.000000 NC -229474.410000 -0.0079831 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 4993718.050000 CHF 6064202.630000 USD 2025-07-02 -229474.410000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 1980000.000000 PA USD 1844892.480000 0.0641809 Long DBT CORP GB N 2 2029-08-17 Floating 2.206 N N N N N N TOTALENERGIES CAPITAL 529900QI55ZLJVCMPA71 89157XAA9 500000.000000 PA USD 512149.500000 0.0178169 Long DBT CORP FR N 2 2034-04-05 Fixed 5.15 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBJ7 700000.000000 PA USD 644775.950000 0.0224307 Long DBT CORP US N 2 2031-12-01 Fixed 3.569 N N N N N N AMERICOLD REALTY OPERATING PARTNERSHIP LP 549300FKD9KVWNHSUU79 03063UAA9 2200000.000000 PA USD 2154641.210000 0.0749566 Long DBT CORP US N 2 2034-09-12 Fixed 5.409 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 2600000.000000 PA USD 2651618.760000 0.0922456 Long DBT CORP US N 2 2029-03-15 Fixed 4.8 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AR5 800000.000000 PA USD 803780.980000 0.0279623 Long DBT CORP US N 2 2030-07-15 Fixed 4.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TBK4 1700000.000000 PA USD 1764273.720000 0.0613763 Long DBT NUSS SA N 2 2031-01-13 Fixed 5.375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFE1 5000000.000000 PA USD 5039134.900000 0.175304 Long DBT CORP US N 2 2028-04-04 Fixed 5.05 N N N N N N N/A N/A 000000000 1.000000 NC USD -85332.970000 -0.0029686 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-24 0.000000 USD -12638.500000 USD 4300000.000000 USD -72694.470000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TW8 5100000.000000 PA USD 5096214.830000 0.177289 Long DBT UST US N 2 2043-11-15 Fixed 4.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TS7 6000000.000000 PA USD 5361093.720000 0.186504 Long DBT UST US N 2 2043-05-15 Fixed 3.875 N N N N N N TOWD POINT MORTGAGE TRUST 2024-5 N/A 891944AA8 2711796.260000 PA USD 2709853.530000 0.0942715 Long ABS-MBS CORP US N 2 2064-10-25 Variable 4.51781 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 100000.000000 PA USD 70036.730000 0.0024365 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBF2 200000.000000 PA USD 199743.530000 0.0069488 Long DBT CORP US N 2 2025-07-15 Fixed 1.25 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBA5 1200000.000000 PA USD 1131761.340000 0.0393722 Long DBT CORP US N 2 2033-03-15 Fixed 4 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 200000.000000 PA USD 195942.200000 0.0068165 Long DBT CORP US Y 2 2026-03-25 Fixed 1.65 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 2700000.000000 PA USD 2967232.500000 0.103225 Long DBT CORP US N 2 2033-10-15 Fixed 6.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UF3 10800000.000000 PA USD 10575562.500000 0.367907 Long DBT UST US N 2 2044-11-15 Fixed 4.625 N N N N N N ATLX 2024-RPL2 TRUST N/A 049919AA1 944727.180000 PA USD 907747.160000 0.0315791 Long ABS-MBS CORP US N 2 2063-04-25 Fixed 3.85 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KR7 1400000.000000 PA USD 1400562.930000 0.0487234 Long DBT CORP US N 2 2034-05-15 Fixed 5.8 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEK8 600000.000000 PA USD 610820.030000 0.0212495 Long DBT CORP US N 2 2035-07-22 Floating 5.294 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 4900000.000000 PA USD 4961797.530000 0.172613 Long DBT CORP US N 2 2035-07-19 Floating 5.32 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBX4 3400000.000000 PA USD 3420327.950000 0.118988 Long DBT CORP US N 2 2032-01-29 Fixed 6 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAF4 1300000.000000 PA USD 1333276.070000 0.0463826 Long DBT CORP US N 2 2054-03-15 Fixed 6.75 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 3100000.000000 PA USD 3178557.100000 0.110577 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N RENAISSANCERE HOLDINGS LTD EK6GB9U3U58PDI411C94 75968NAG6 2000000.000000 PA USD 2056293.840000 0.0715352 Long DBT CORP BM N 2 2035-04-01 Fixed 5.8 N N N N N N N/A N/A 000000000 -2100000.000000 NC USD -946.260000 -0.0000329 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.05000 07/23/25-10Y LCH 2035-07-23 0.000000 USD 0.000000 USD N/A USD N/A 4.050000 USD 2025-07-21 XXXX 5721.240000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 1100000.000000 PA USD 1202774.410000 0.0418426 Long DBT CORP US N 2 2034-10-23 Floating 6.491 N N N N N N N/A N/A 000000000 -2500000.000000 NC USD -26043.500000 -0.000906 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.79000 07/11/25-10Y LCH 2035-07-11 0.000000 USD 0.000000 USD N/A USD N/A 3.790000 USD 2025-07-09 XXXX -17856.000000 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 3800000.000000 PA USD 3756765.920000 0.130692 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N GRUPO NUTRESA SA 254900KKAX7B7RJUE255 40055CAA1 450000.000000 PA USD 472275.000000 0.0164297 Long DBT CORP CO N 2 2030-05-12 Fixed 8 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 1000000.000000 PA USD 1027045.000000 0.0357293 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ICG-2021-3A N/A 449249AS0 1200000.000000 PA USD 1200844.520000 0.0417755 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.41947 N N N N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180BU4 2400000.000000 PA USD 2455171.320000 0.0854115 Long DBT CORP US N 2 2035-03-15 Fixed 5.95 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 1000000.000000 PA USD 938051.140000 0.0326333 Long DBT CORP US N 2 2028-02-16 Fixed 2.9 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 1500000.000000 PA USD 1459406.210000 0.0507704 Long DBT CORP US N 2 2063-03-02 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC -2222.560000 -0.0000773 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 643463.000000 USD 92341830.000000 JPY 2025-07-02 -2222.560000 N N N N/A N/A 000000000 1.000000 NC 8122.790000 0.0002826 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5121114.180000 USD 440582000.000000 INR 2025-08-20 8122.790000 N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AM9 2400000.000000 PA USD 2548581.650000 0.0886611 Long DBT CORP US N 2 2028-12-12 Fixed 7.2 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 200000.000000 PA USD 198802.820000 0.006916 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CCB8 3100000.000000 PA USD 3203803.280000 0.111455 Long DBT CORP US N 2 2032-01-14 Fixed 5.432 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 900000.000000 PA USD 986120.930000 0.0343056 Long DBT CORP US N 2 2054-05-01 Fixed 6.858 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 3400000.000000 PA USD 3325173.960000 0.115678 Long DBT CORP US N 2 2055-11-19 Floating 5.516 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CQ4 50000.000000 PA USD 51086.930000 0.0017772 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMA4 3450000.000000 PA USD 3545656.600000 0.123348 Long DBT CORP US N 2 2035-01-23 Floating 5.468 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDC6 1600000.000000 PA USD 1808197.870000 0.0629044 Long DBT CORP US N 2 2031-10-30 Floating 7.624 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TBJ7 1100000.000000 PA USD 1118625.880000 0.0389152 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.125 N N N N N N N/A N/A 000000000 -2300000.000000 NC USD -9511.420000 -0.0003309 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.71500 07/07/25-10Y LCH 2035-07-07 0.000000 USD 0.000000 USD N/A USD N/A 3.710000 USD 2025-07-02 XXXX -1277.420000 N N N SODEXO INC 549300WSZGQGJQXRFU84 833794AC4 200000.000000 PA USD 203265.240000 0.0070713 Long DBT CORP US N 2 2030-08-15 Fixed 5.15 N N N N N N PROLOGIS TARGETED US LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAA2 1800000.000000 PA USD 1849965.620000 0.0643574 Long DBT CORP US N 2 2029-04-01 Fixed 5.25 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 1300000.000000 PA USD 1394475.750000 0.0485116 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N BMW VEHICLE LEASE TRUST 2024-1 N/A 05611UAB9 35244.440000 PA USD 35271.010000 0.001227 Long ABS-O CORP US N 2 2026-07-27 Fixed 5.1 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AL7 700000.000000 PA USD 706312.950000 0.0245715 Long DBT CORP US N 2 2034-03-15 Fixed 5.6 N N N N N N UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC) 5493001YCBUGKVU74S74 90320WAG8 200000.000000 PA USD 201044.630000 0.006994 Long DBT CORP US N 2 2033-05-15 Fixed 5.035 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 ACI2H3022 400000.000000 PA 514863.660000 0.0179113 Long DBT CORP US N 2 2034-07-06 Fixed 5.125 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BM4 600000.000000 PA USD 607634.330000 0.0211386 Long DBT CORP US N 2 2026-09-15 Fixed 5.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 2700000.000000 PA USD 2691893.140000 0.0936467 Long DBT CORP US N 2 2035-02-15 Fixed 4.95 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 300000.000000 PA USD 187687.290000 0.0065293 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 1751000.000000 PA USD 1748935.270000 0.0608427 Long DBT CORP US N 2 2027-09-24 Fixed 4.25 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 300000.000000 PA USD 308092.270000 0.010718 Long DBT CORP US N 2 2029-06-15 Fixed 5.176 N N N N N N RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD) 52990010NH26VC32Q522 75102XAD8 1900000.000000 PA USD 1780300.000000 0.0619338 Long DBT CORP LU N 2 2035-01-17 Fixed 5.7 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BR8 3200000.000000 PA USD 3245509.250000 0.112906 Long DBT CORP US N 2 2027-04-04 Fixed 5.338 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 1500000.000000 PA USD 1512910.400000 0.0526318 Long DBT CORP US N 2 2028-07-25 Floating 4.808 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 05555LAB7 1700000.000000 PA USD 1762587.180000 0.0613176 Long DBT CORP US N 2 2029-06-10 Fixed 6.6 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -7630.800000 -0.0002655 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.56400 07/28/25-10Y LCH 2035-07-28 0.000000 USD 0.000000 USD N/A USD N/A 3.560000 USD 2025-07-24 XXXX -930.800000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 7655000.000000 PA USD 7812377.840000 0.27178 Long DBT CORP US N 2 2035-07-26 Floating 6.184 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547AY8 6400000.000000 PA USD 6212971.330000 0.21614 Long DBT CORP US N 2 2035-03-15 Fixed 4.95 N N N N N N N/A N/A 000000000 1.000000 NC -1296.020000 -0.0000451 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5427512.500000 CNY 759783.370000 USD 2025-08-20 -1296.020000 N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LBM7 1900000.000000 PA USD 1935658.540000 0.0673385 Long DBT CORP US N 2 2032-03-15 Fixed 5.2 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBE9 2200000.000000 PA USD 2229150.000000 0.0775486 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85 N N N N N N AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 02376UAA3 808326.400000 PA USD 783850.680000 0.0272689 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G31 1800000.000000 PA USD 1791497.340000 0.0623234 Long DBT CORP US N 2 2031-11-05 Fixed 6.054 N N N N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160NAA7 1400000.000000 PA USD 1267092.690000 0.0440802 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDL0 2500000.000000 PA USD 2500497.530000 0.0869884 Long DBT CORP JP N 2 2031-07-08 Floating 4.711 N N N N N N N/A N/A 000000000 -21226500.000000 PA USD -21239796.040000 -0.738899 Short RA US N 2 Reverse repurchase N 4.510000 2025-07-02 21200000.000000 USD 21234781.140000 USD UST N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 2000000.000000 PA USD 2044356.920000 0.07112 Long DBT CORP US N 2 2027-06-01 Fixed 5.9 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAU8 3000000.000000 PA USD 3014148.000000 0.104858 Long DBT CORP US N 2 2035-03-15 Fixed 5.05 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAW1 1700000.000000 PA USD 1709645.320000 0.0594759 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADE2 2103000.000000 PA USD 2132759.320000 0.0741953 Long DBT CORP US N 2 2029-01-15 Fixed 4.85 N N N N N N N/A N/A 000000000 1.000000 NC 36612.760000 0.0012737 N/A DCR GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BARCLAYS BANK PLC BARCLAYS BANK PLC GOV GTD Y Single Leg Swap 2025-12-20 46282.920000 EUR 0.000000 EUR 7900000.000000 EUR -9670.160000 N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAL4 6000000.000000 PA USD 6031868.460000 0.209839 Long DBT CORP US N 2 2035-03-18 Fixed 6.45 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 993739.580000 PA USD 1014890.130000 0.0353064 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 200000.000000 PA USD 199070.790000 0.0069254 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N ONSLOW BAY FINANCIAL LLC 2022-NQM7 N/A 67117DAA8 745358.900000 PA USD 742047.120000 0.0258146 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.11 N N N N N N AGL CLO 14 LTD 2021-14A N/A 00851WAL3 1200000.000000 PA USD 1200516.420000 0.0417641 Long ABS-CBDO CORP KY N 2 2034-12-02 Floating 5.39947 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCB9 1000000.000000 PA USD 1027484.160000 0.0357446 Long DBT CORP CA N 2 2029-04-05 Fixed 5.3 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BY9 1500000.000000 PA USD 1517467.230000 0.0527903 Long DBT CORP US N 2 2027-01-12 Fixed 5.35 N N N N N N ARCOS DORADOS BV 549300T91OYP6I7P8G39 03965TAC7 3100000.000000 PA USD 3226759.000000 0.112254 Long DBT CORP NL N 2 2032-01-29 Fixed 6.375 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAG8 200000.000000 PA USD 199835.550000 0.006952 Long DBT CORP CA N 2 2025-08-23 Fixed 4.4 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AR3 1900000.000000 PA USD 1933636.000000 0.0672681 Long DBT CORP US N 2 2029-06-30 Fixed 5.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBW9 100000.000000 PA USD 93471.260000 0.0032517 Long DBT CORP US N 2 2028-06-15 Fixed 1.9 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BR5 300000.000000 PA USD 293259.780000 0.010202 Long DBT CORP US N 2 2026-06-15 Fixed 2.25 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 1600000.000000 PA USD 1496148.620000 0.0520487 Long DBT CORP US Y 2 2033-03-17 Floating 3.785 N N N N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AB4 3000000.000000 PA 884490.760000 0.03077 Long DBT CORP PE N 3 2045-03-05 Fixed 9.7 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCR8 300000.000000 PA USD 313624.400000 0.0109105 Long DBT CORP JP N 2 2031-05-27 Floating 5.739 N N N N N N AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST N/A 00909DAA1 755251.500000 PA USD 763213.510000 0.026551 Long DBT CORP CA N 2 2030-10-01 Fixed 5.25 N N N N N N MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD N/A 599191AA1 280000.000000 PA USD 280542.360000 0.0097596 Long DBT CORP US N 2 2027-06-20 Fixed 6.5 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFB7 2100000.000000 PA USD 2126408.510000 0.0739744 Long DBT CORP US N 2 2030-01-07 Fixed 5.35 N N N N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743QAS7 2000000.000000 PA USD 1891529.320000 0.0658033 Long DBT CORP US N 2 2055-02-15 Fixed 6.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 5700000.000000 PA USD 5884708.610000 0.20472 Long DBT CORP US N 2 2034-07-25 Floating 5.557 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SC3 8500000.000000 PA USD 6451699.240000 0.224444 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N HORIZON HEALTHCARE SERVICES (HORIZON MUTUAL HOLDINGS INC) 254900R6BWV4LUXBN549 43990FAA6 2000000.000000 PA USD 1969841.500000 0.0685277 Long DBT CORP US N 2 2034-11-15 Fixed 6.2 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JG9 1000000.000000 PA USD 982247.330000 0.0341708 Long DBT CORP US N 2 2035-03-01 Fixed 5.45 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAF9 1800000.000000 NS USD 1853586.000000 0.0644833 Long EP NUSS US N 2 N N N ICG US CLO LTD 2015-2RA N/A 44933WAL3 867616.260000 PA USD 867501.930000 0.030179 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 5.25054 N N N N N N COLUMBIA PIPELINES HOLDING COMPANY LLC N/A 19828AAB3 1100000.000000 PA USD 1145710.780000 0.0398575 Long DBT CORP US N 2 2028-08-15 Fixed 6.042 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863EB0 2600000.000000 PA USD 2640950.000000 0.0918745 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.85 N N N N N N N/A N/A 000000000 -1300000.000000 NC USD -0.130000 0 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.07700 07/02/25-10Y LCH 2035-07-02 0.000000 USD 0.000000 USD N/A USD N/A 4.080000 USD 2025-06-30 XXXX 3964.870000 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46514BRN9 3200000.000000 PA USD 3267915.840000 0.113686 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.375 N N N N N N REGAL REXNORD CORPORATION QH78R09VCJGQKPBPYU33 758750AM5 1400000.000000 PA USD 1443084.470000 0.0502026 Long DBT CORP US N 2 2028-04-15 Fixed 6.05 N N N N N N RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD) 52990010NH26VC32Q522 75102XAE6 1700000.000000 PA USD 1670250.000000 0.0581054 Long DBT CORP LU N 2 2037-02-25 Fixed 6.7 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 25731VAC8 4000000.000000 PA USD 4092392.680000 0.142368 Long DBT CORP US N 2 2035-01-15 Fixed 5.3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLF6 34200000.000000 PA USD 33402445.400000 1.16202 Long DBT UST US N 2 2034-08-15 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 23355.380000 0.0008125 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-20 41192.920000 USD 0.000000 USD 6000000.000000 USD -17837.540000 N N N DYNO NOBEL LIMITED 254900UW2F3BKV6Z9V18 ACI19H725 2400000.000000 PA 1579544.690000 0.0549499 Long DBT CORP AU N 2 2026-03-18 Fixed 4.3 N N N N N N OCEAN TRAILS CLO XI 2021-11A N/A 67514VAL3 1300000.000000 PA USD 1300202.810000 0.045232 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.29947 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 1300000.000000 PA USD 1282293.450000 0.044609 Long DBT CORP US N 2 2028-03-15 Floating 3.615 N N N N N N FREDDIE MAC REMICS 5499 N/A 3137HJWY9 1154941.200000 PA USD 1157901.310000 0.0402816 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.50517 N N N N N N ANCHORAGE CAPITAL CLO 2021-20A LTD N/A 03330YAJ9 1000000.000000 PA USD 997541.100000 0.0347029 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.36947 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 2300000.000000 PA USD 2348103.700000 0.0816868 Long DBT CORP US N 2 2028-04-22 Floating 5.571 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBB6 1300000.000000 PA USD 1327861.640000 0.0461942 Long DBT CORP US N 2 2030-06-01 Fixed 5.15 N N N N N N N/A N/A 000000000 -125.000000 NC USD -66406.250000 -0.0023102 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 112.500000 USD 2025-07-25 XXXX -18612.710000 N N N N/A N/A 000000000 1.000000 NC 95.670000 0.0000033 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 18669.000000 USD 2702207.000000 JPY 2025-07-02 95.670000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 500000.000000 PA USD 516152.590000 0.0179561 Long DBT CORP CO N 2 2033-01-13 Fixed 8.875 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 400000.000000 PA USD 417346.060000 0.0145188 Long DBT CORP KR N 2 2028-01-17 Fixed 6.375 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735DA2 400000.000000 PA USD 390403.610000 0.0135815 Long DBT CORP US N 2 2032-08-01 Fixed 4.5 N N N N N N PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC 213800QSH7EDGMUDJW25 69828QAD9 1200000.000000 PA USD 853956.000000 0.0297078 Long DBT CORP GB N 2 2032-04-05 None 0 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AF3 850000.000000 PA USD 803516.040000 0.0279531 Long DBT CORP US N 2 2029-12-01 Fixed 3.7 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 2300000.000000 PA USD 2394685.140000 0.0833073 Long DBT CORP US N 2 2030-04-25 Floating 5.727 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 3800000.000000 PA USD 3931596.740000 0.136774 Long DBT CORP US N 2 2035-01-15 Fixed 5.8 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 1050000.000000 PA USD 854916.150000 0.0297412 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 3300000.000000 PA USD 3427209.750000 0.119227 Long DBT CORP US N 2 2030-04-22 Floating 5.581 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AT9 800000.000000 PA USD 811591.950000 0.028234 Long DBT CORP US N 2 2031-12-15 Fixed 5.375 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 1500000.000000 PA USD 1393545.300000 0.0484792 Long DBT CORP US N 2 2030-09-15 Fixed 3.5 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 2500000.000000 PA USD 2435412.500000 0.0847242 Long DBT CORP US N 2 2027-11-15 Fixed 3.95 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAZ4 1800000.000000 PA USD 1834368.300000 0.0638148 Long DBT CORP KY N 2 2030-05-30 Fixed 5.375 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2TMXJ4 3300000.000000 PA 3973805.910000 0.138242 Long DBT NUSS RO N 2 2030-03-10 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC -2632.510000 -0.0000916 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 634467.000000 USD 90987326.000000 JPY 2025-07-02 -2632.510000 N N N N/A N/A 000000000 1.000000 NC USD 204676.910000 0.0071204 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.41 Y Single Leg Swap 2028-12-20 97578.250000 USD 0.000000 USD 9300000.000000 USD 107098.660000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UC0 57600000.000000 PA USD 52618499.710000 1.83051 Long DBT UST US N 2 2054-08-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HW0 800000.000000 PA USD 774268.250000 0.0269356 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAT6 500000.000000 PA USD 499590.100000 0.01738 Long DBT CORP US N 2 2054-09-15 Floating 6.375 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 222793AB7 3484000.000000 PA USD 3523344.390000 0.122572 Long DBT CORP US N 2 2032-02-15 Fixed 5.375 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAB8 3000000.000000 PA USD 3124203.420000 0.108686 Long DBT CORP US N 2 2035-01-15 Fixed 5.8 N N N N N N APIDOS CLO XI 2012-11A N/A 03763YBY1 1350000.000000 PA USD 1349529.300000 0.046948 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.51979 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 4900000.000000 PA USD 4849095.810000 0.168692 Long DBT CORP US N 2 2031-03-31 Floating 4.412 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CD2 300000.000000 PA USD 300070.040000 0.010439 Long DBT CORP US N 2 2026-03-20 Floating 5.17676 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 1300000.000000 PA USD 1100058.950000 0.0382693 Long DBT CORP US N 2 2063-04-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -108408.350000 -0.0037714 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 17307543.450000 CAD 12601372.040000 USD 2025-07-02 -108408.350000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DN6 1000000.000000 PA USD 1089886.820000 0.0379154 Long DBT CORP US N 2 2031-10-30 Floating 6.489 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BE9 5400000.000000 PA USD 5579075.070000 0.194087 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 2500000.000000 PA USD 2687849.050000 0.093506 Long DBT CORP US N 2 2031-05-01 Fixed 6.388 N N N N N N BAIN CAPITAL CREDIT CLO 2022-2 LTD N/A 05682GAQ1 2000000.000000 PA USD 2000000.000000 0.0695768 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.44235 N N N N N N CONSTELLATION PHARMACEUTICALS INC N/A 948VXEII3 3532007.050000 PA USD 3586207.960000 0.124758 Long DBT CORP US Y 3 2033-07-01 Fixed 5.35 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBS0 900000.000000 PA USD 893265.990000 0.0310753 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N VOYA CLO 2017-3A N/A 92915QBG7 2500000.000000 PA USD 2490665.130000 0.0866463 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.32947 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AA7 300000.000000 PA USD 309201.900000 0.0107566 Long DBT CORP IE N 2 2029-04-29 Fixed 6.375 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 65480CAG0 2800000.000000 PA USD 2762696.690000 0.0961099 Long DBT CORP US N 2 2027-09-13 Fixed 5.3 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 3500000.000000 PA USD 3528568.440000 0.122753 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CH5 1000000.000000 PA USD 1001530.030000 0.0348416 Long DBT CORP US N 2 2035-09-01 Fixed 5.5 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 400000.000000 PA USD 413266.100000 0.0143769 Long DBT CORP US N 2 2028-04-01 Fixed 5.7 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMY5 2000000.000000 PA USD 2037282.700000 0.0708739 Long DBT CORP US N 2 2035-08-15 Fixed 5.375 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AG5 600000.000000 PA USD 668554.520000 0.023258 Long DBT CORP US N 2 2028-07-20 Fixed 9.25 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DH7 1300000.000000 PA USD 1319667.700000 0.0459092 Long DBT CORP US N 2 2035-01-15 Fixed 5.7 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 8200000.000000 PA USD 8274511.350000 0.287857 Long DBT CORP US N 2 2034-09-15 Fixed 5.45 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 3000000.000000 PA USD 2844498.090000 0.0989556 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N CONCENTRIX CORPORATION 5493000EAJN1KMPVA737 20602DAA9 500000.000000 PA USD 509241.530000 0.0177157 Long DBT CORP US N 2 2026-08-02 Fixed 6.65 N N N N N N N/A N/A 000000000 1.000000 NC -2943.360000 -0.0001024 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2175505.270000 CNY 301304.000000 USD 2025-07-16 -2943.360000 N N N N/A N/A 000000000 -6497173.060000 PA USD -6500024.600000 -0.226126 Short RA US N 2 Reverse repurchase N 3.950000 2025-08-01 7300000.000000 USD 7167925.480000 USD CDS N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 2300000.000000 PA USD 2256847.290000 0.0785122 Long DBT CORP CH N 2 2027-02-02 Floating 1.305 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 1000000.000000 PA USD 1019321.620000 0.0354606 Long DBT CORP US N 2 2027-05-20 Fixed 5.7 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LBG8 2500000.000000 PA USD 2622179.250000 0.0912215 Long DBT CORP LU N 2 2034-06-17 Fixed 6 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AZ0 1300000.000000 PA USD 1234826.230000 0.0429577 Long DBT CORP US N 2 2054-06-15 Floating 7.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CL4 750000.000000 PA USD 750670.580000 0.0261146 Long DBT CORP US N 2 2027-08-15 Fixed 4.85 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 1700000.000000 PA USD 1801387.610000 0.0626674 Long DBT CORP US N 2 2028-11-15 Fixed 6.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADL6 5661000.000000 PA USD 5623336.520000 0.195627 Long DBT CORP US N 2 2029-10-01 Fixed 4.2 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAG3 2200000.000000 PA USD 2209431.400000 0.0768626 Long DBT CORP US N 2 2035-07-01 Fixed 5.125 N N N N N N N/A N/A 000000000 1.000000 NC 2896.980000 0.0001008 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 227215.000000 USD 33015225.000000 JPY 2025-08-04 2896.980000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACZ8 4400000.000000 PA USD 4395448.240000 0.152911 Long DBT CORP US N 2 2027-03-19 Floating 5.38676 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBP2 600000.000000 PA USD 594852.670000 0.020694 Long DBT CORP US N 2 2033-05-01 Fixed 4.9 N N N N N N JDE PEETS NV 724500EHG519SE5ZRT89 47216QAC7 4700000.000000 PA USD 4010678.920000 0.139525 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25 N N N N N N MOUNTAIN VIEW CLO XIV LTD 2019-1A N/A 62432MAN9 1100000.000000 PA USD 1099014.640000 0.038233 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.4151 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNC1 21200000.000000 PA USD 21234781.140000 0.738725 Long DBT UST US N 2 2035-05-15 Fixed 4.25 N N N N N N N/A N/A OP00442S4 -4800000.000000 NC USD -344.260000 -0.000012 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG44 (V1 ONLY) 5Y SP Single Leg Swap 2030-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2025-07-16 XXXX 5511.740000 N N N WELLFLEET CLO 2021-1 LTD N/A 000000000 800000.000000 PA USD 800000.000000 0.0278307 Long ABS-MBS CORP US N 3 2034-04-20 Floating 5.49348 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 2250000.000000 PA USD 1953680.510000 0.0679655 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBC8 1600000.000000 PA USD 1609717.410000 0.0559995 Long DBT CORP ES N 2 2028-03-14 Floating 5.68306 N N N N N N EFMT 2025-CES1 N/A 26846VAA2 478385.810000 PA USD 482859.100000 0.0167979 Long ABS-MBS CORP US N 2 2060-01-25 Fixed 5.726 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 1100000.000000 PA USD 1157154.820000 0.0402556 Long DBT CORP US N 2 2029-03-01 Fixed 6.15 N N N N N N N/A N/A 000000000 1.000000 NC 825.060000 0.0000287 N/A DFE CA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 94062.330000 USD 129212.900000 CAD 2025-07-02 825.060000 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46514Y8A8 7700000.000000 PA USD 7856529.370000 0.273316 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.375 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 850000.000000 PA USD 811795.930000 0.0282411 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFJ0 3400000.000000 PA USD 3449133.500000 0.11999 Long DBT CORP US N 2 2030-07-15 Fixed 5.45 N N N N N N ANCHORAGE CAPITAL CLO 21 LTD N/A 03331KAJ8 1100000.000000 PA USD 1100279.550000 0.038277 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.31947 N N N N N N MADISON PARK FUNDING XLVI LTD 2020-46A N/A 55822AAW7 2100000.000000 PA USD 2102423.150000 0.07314 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.2561 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903AY9 500000.000000 PA USD 495611.940000 0.0172416 Long DBT CORP US N 2 2028-04-15 Fixed 4 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PK1 3200000.000000 NS USD 3301664.000000 0.11486 Long EP CORP US N 2 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBG3 200000.000000 PA USD 205007.290000 0.0071319 Long DBT CORP GB N 2 2027-10-24 Fixed 5.3 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AX2 4600000.000000 PA USD 4902577.970000 0.170553 Long DBT CORP US N 2 2033-09-15 Fixed 6.388 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AM9 10000000.000000 PA USD 9656247.600000 0.335926 Long DBT CORP US N 2 2028-03-15 Fixed 4.125 N N N N N N SNAM SPA 8156002278562044AF79 83304JAB3 6900000.000000 PA USD 7052757.440000 0.245354 Long DBT CORP IT N 2 2035-05-28 Fixed 5.75 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAC7 1500000.000000 PA USD 1545664.530000 0.0537712 Long DBT MUN PL N 2 2034-07-09 Fixed 5.75 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DT3 1100000.000000 PA USD 1097648.810000 0.0381855 Long DBT CORP US N 2 2030-04-30 Fixed 4.375 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAD6 1400000.000000 PA USD 1448073.120000 0.0503762 Long DBT CORP US N 2 2030-01-23 Fixed 6 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAV0 300000.000000 PA USD 297320.390000 0.0103433 Long DBT CORP NL N 2 2029-06-18 Fixed 4.3 N N N N N N N/A N/A 000000000 1.000000 NC -2895.310000 -0.0001007 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 33137035.000000 JPY 227215.000000 USD 2025-07-02 -2895.310000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 200000.000000 PA USD 200028.560000 0.0069587 Long DBT CORP US N 2 2026-01-15 Fixed 4.75 N N N N N N N/A N/A 000000000 -10.000000 NC -1649.130000 -0.0000574 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Call Written EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 09/08/25 2025-09-09 N/A EUR N/A 132.500000 EUR 2025-07-25 XXXX 3640.880000 N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAF2 2300000.000000 PA USD 2326461.800000 0.0809339 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25 N N N N N N FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES N/A 345214BJ8 564682.650000 PA 420876.890000 0.0146416 Long ABS-O CORP CA N 2 2028-07-15 Fixed 5.053 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDU0 2300000.000000 PA USD 2473493.600000 0.0860489 Long DBT CORP US N 2 2055-02-01 Floating 7 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAC1 900000.000000 PA USD 921976.590000 0.0320741 Long DBT CORP US N 2 2035-06-15 Fixed 5.5 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608AP7 800000.000000 PA USD 813059.970000 0.0282851 Long DBT CORP US N 2 2026-12-01 Fixed 5.7 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 1400000.000000 PA USD 1310680.450000 0.0455965 Long DBT CORP US N 2 2030-10-22 Floating 2.884 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 1198000.000000 PA USD 1207612.570000 0.0420109 Long DBT CORP US N 2 2027-05-17 Fixed 5.85 N N N N N N FORD CREDIT AUTO LEASE TRUST 2025-A N/A 345282AD9 1000000.000000 PA USD 1008390.700000 0.0350803 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.72 N N N N N N N/A N/A 000000000 1.000000 NC USD 20285.000000 0.0007057 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC TSFR3M Y Single Leg Swap 2025-12-20 36960.200000 USD 0.000000 USD 5200000.000000 USD -16675.200000 N N N N/A N/A 000000000 -81.000000 NC USD -2531.250000 -0.0000881 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 109.000000 USD 2025-07-25 XXXX 32052.780000 N N N N/A N/A 000000000 1.000000 NC -1514.160000 -0.0000527 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1362000.000000 CNY 189473.910000 USD 2025-08-20 -1514.160000 N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 100000.000000 PA USD 101503.560000 0.0035311 Long DBT CORP US N 2 2033-06-01 Fixed 5.4 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 1100000.000000 PA USD 1137317.290000 0.0395655 Long DBT CORP GB N 2 2029-03-06 Floating 5.871 N N N N N N N/A N/A 000000000 -2200000.000000 NC USD -11028.160000 -0.0003837 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.63700 07/22/25-10Y LCH 2035-07-22 0.000000 USD 0.000000 USD N/A USD N/A 3.640000 USD 2025-07-18 XXXX -4070.660000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 1000000.000000 PA USD 901470.720000 0.0313607 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 2800000.000000 PA USD 2858678.120000 0.0994489 Long DBT CORP US N 2 2030-06-15 Fixed 5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 3000000.000000 PA USD 3098827.860000 0.107803 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AQ8 700000.000000 PA USD 711978.410000 0.0247686 Long DBT CORP US N 2 2030-05-20 Fixed 4.7 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 1700000.000000 PA USD 1520082.250000 0.0528813 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAH1 2000000.000000 PA USD 2030607.220000 0.0706416 Long DBT CORP CA N 2 2031-05-02 Floating 4.97 N N N N N N N/A N/A 000000000 1.000000 NC 153.650000 0.0000053 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 37084.240000 USD 3198593.580000 INR 2025-08-20 153.650000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAM2 700000.000000 PA USD 700989.910000 0.0243863 Long DBT CORP US N 2 2026-08-10 Floating 5.798 N N N N N N N/A N/A 000000000 407.000000 NC USD 1374468.090000 0.0478156 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-19 48426640.630000 USD 1374468.090000 N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CH1 700000.000000 PA USD 704090.880000 0.0244942 Long DBT CORP US N 2 2026-03-02 Fixed 5.4 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 502431AS8 2000000.000000 PA USD 2047178.100000 0.0712181 Long DBT CORP US N 2 2029-06-01 Fixed 5.05 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DCC7 2100000.000000 PA USD 2137799.710000 0.0743707 Long DBT CORP US N 2 2035-08-15 Fixed 5.625 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AP4 100000.000000 PA USD 102500.390000 0.0035658 Long DBT CORP US N 2 2027-12-13 Fixed 5.75 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 1400000.000000 PA USD 1397820.620000 0.048628 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2S3 2400000.000000 PA USD 2435964.580000 0.0847434 Long DBT CORP US N 2 2035-01-13 Fixed 5.9 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 1500000.000000 PA USD 1576835.900000 0.0548556 Long DBT CORP FR N 2 2029-10-03 Floating 6.316 N N N N N N THE DAI-ICHI LIFE INSURANCE COMPANY LIMITED 3538001235ACEIORUV72 23381LAA2 5700000.000000 PA USD 5765971.800000 0.200589 Long DBT CORP JP N 2 2035-01-16 Floating 6.2 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 5000000.000000 PA USD 4975826.500000 0.173101 Long DBT CORP GB N 2 2035-04-01 Fixed 6.327 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 1613000.000000 PA USD 1671560.110000 0.0581509 Long DBT CORP US N 2 2028-11-01 Fixed 5.65 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BB4 3750000.000000 PA USD 3825927.680000 0.133098 Long DBT CORP US N 2 2029-12-01 Fixed 4.95 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317BB9 5800000.000000 PA USD 5499950.220000 0.191335 Long DBT CORP FR N 2 2064-04-22 Fixed 6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 2000000.000000 PA USD 1942590.420000 0.0675797 Long DBT CORP US N 2 2034-09-27 Fixed 4.7 N N N N N N POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO) 5493008CARDZMVQ3LO89 733174AL0 400000.000000 PA USD 425276.040000 0.0147947 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 3000000.000000 PA USD 2991844.200000 0.104081 Long DBT CORP CH N 2 2030-02-10 Floating 7 N N N N Y UBS GROUP AG CHF XXXX N N N PAGAYA AI DEBT TRUST 2025-2 N/A 69545GAB7 500000.000000 PA USD 499099.400000 0.0173629 Long ABS-O CORP US N 2 2032-10-15 Fixed 4.961 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 1200000.000000 PA USD 1225835.650000 0.0426449 Long DBT CORP US N 2 2028-05-26 Floating 5.504 N N N N N N N/A N/A 000000000 -9295246.340000 PA USD -9380994.990000 -0.32635 Short RA US N 2 Reverse repurchase N 4.100000 2027-04-11 10100000.000000 USD 10183088.360000 USD CDS N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 3326000.000000 PA USD 3773091.930000 0.13126 Long DBT CORP NO N 2 2032-11-15 Fixed 8 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAY7 5200000.000000 PA USD 4832361.140000 0.16811 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N THAMES WATER UTILITIES FINANCE PLC 213800ESMPQ4RQ7G8351 ACI235LV5 1650000.000000 PA 1237277.120000 0.0430429 Long DBT CORP GB N 2 2030-01-31 Fixed 0.875 N N N N N N N/A N/A 000000000 1.000000 NC 70588.650000 0.0024557 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 7977256.430000 USD 5863000.000000 GBP 2025-07-02 70588.650000 N N N N/A N/A 000000000 1.000000 NC USD 54155.000000 0.001884 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 MORGAN STANLEY MORGAN STANLEY DEAN WITTER GLBL SR UNSEC Y Single Leg Swap 2026-06-20 48080.620000 USD 0.000000 USD 7600000.000000 USD 6074.380000 N N N UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST N/A 90932WAA1 9516455.720000 PA USD 9637156.730000 0.335261 Long DBT CORP US N 2 2038-08-15 Fixed 5.45 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 1200000.000000 PA USD 1232293.730000 0.0428696 Long DBT CORP US N 2 2029-07-24 Floating 5.299 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 3000000.000000 PA USD 3056030.520000 0.106315 Long DBT CORP US N 2 2030-03-21 Fixed 5.05 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6F9 1900000.000000 PA USD 1927973.590000 0.0670712 Long DBT CORP US N 2 2026-12-11 Fixed 5.254 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EL5 7300000.000000 PA USD 7167925.480000 0.249361 Long DBT CORP US N 2 2034-10-01 Fixed 5.55 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LBF9 2000000.000000 PA USD 2039984.700000 0.0709678 Long DBT CORP US N 2 2029-03-01 Fixed 5.875 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675DCM2 1800000.000000 PA USD 1834273.760000 0.0638115 Long DBT CORP FR N 2 2028-02-16 Fixed 5.194 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AW9 600000.000000 PA USD 629982.490000 0.0219161 Long DBT CORP US N 2 2034-05-15 Fixed 6.15 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 535000.000000 PA USD 534096.130000 0.0185804 Long DBT CORP US N 2 2028-04-20 Floating 4.21 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GML0 1100000.000000 PA USD 1127724.650000 0.0392318 Long DBT CORP US N 2 2031-01-24 Floating 5.162 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 3140000.000000 PA USD 3300148.040000 0.114807 Long DBT CORP US N 2 2035-04-22 Floating 5.766 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484AM3 2300000.000000 PA USD 2332885.420000 0.0811574 Long DBT CORP US N 2 2028-05-15 Fixed 4.9 N N N N N N SWISS RE SUBORDINATED FINANCE PLC 636700H29EH5Z8ZU8L04 87088QAA2 1200000.000000 PA USD 1212970.800000 0.0421973 Long DBT CORP GB N 2 2035-04-05 Floating 5.698 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CS6 700000.000000 PA USD 610452.540000 0.0212367 Long DBT CORP US N 2 2030-11-01 Fixed 1.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 1200000.000000 PA USD 1239075.320000 0.0431055 Long DBT CORP US N 2 2032-03-01 Fixed 5.5 N N N N N N MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING 635400AL5J3F1ZPTAN95 62829D2D1 1900000.000000 PA USD 1931359.100000 0.0671889 Long DBT CORP US N 2 2027-04-09 Fixed 5.35 N N N N N N FNMA PASS THRU POOLS N/A 3140NAJY0 570244.130000 PA USD 571706.700000 0.0198888 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.5 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAC8 3600000.000000 PA USD 3761204.470000 0.130846 Long DBT CORP US N 2 2032-01-23 Fixed 6.375 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 900000.000000 PA USD 923946.010000 0.0321426 Long DBT CORP US N 2 2030-01-09 Fixed 5.25 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DQ6 200000.000000 PA USD 163763.720000 0.0056971 Long DBT CORP US N 2 2052-09-01 Fixed 4.2 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 4000000.000000 PA USD 3873984.600000 0.13477 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95 N N N N N N SOUTH BOW (6297782 LLC) 254900Z1WAY7QFQ7O850 83007CAE2 1300000.000000 PA USD 1286968.140000 0.0447716 Long DBT CORP US N 2 2034-10-01 Fixed 5.584 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CM5 1200000.000000 PA USD 1166752.940000 0.0405895 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397F81 1600000.000000 PA USD 1596645.660000 0.0555448 Long DBT CORP US N 2 2026-11-05 Fixed 5.125 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAL0 1000000.000000 PA USD 1011918.530000 0.035203 Long DBT CORP US N 2 2028-04-01 Fixed 4.75 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL3C1 4500000.000000 PA USD 4525722.140000 0.157443 Long DBT CORP US N 2 2029-08-28 Fixed 4.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBZ2 1797000.000000 PA USD 1874132.900000 0.0651981 Long DBT CORP US N 2 2033-03-15 Fixed 5.65 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CG7 1300000.000000 PA USD 838279.640000 0.0291624 Long DBT CORP US N 2 2062-06-30 Fixed 3.95 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AL1 5600000.000000 PA USD 5723873.900000 0.199125 Long DBT CORP US N 2 2034-08-15 Fixed 6.2 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 2400000.000000 PA USD 2442440.880000 0.0849687 Long DBT CORP US N 2 2029-02-01 Floating 5.123 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BE8 3000000.000000 PA USD 3085593.900000 0.107343 Long DBT CORP GB N 2 2036-06-13 Floating 6.068 N N N N N N HANWHA FUTUREPROOF CORP 9884007L4WD2KH9RM154 41090AAA0 2700000.000000 PA USD 2735732.770000 0.0951718 Long DBT CORP US N 2 2028-04-30 Fixed 4.75 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAQ4 200000.000000 PA USD 208857.120000 0.0072658 Long DBT CORP US N 2 2033-06-30 Fixed 5.95 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 535000.000000 PA USD 525694.370000 0.0182881 Long DBT CORP US N 2 2028-02-15 Fixed 3.6 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 800000.000000 PA USD 780000.000000 0.027135 Long DBT CORP US N 3 2027-03-15 Fixed 3.755 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 185000.000000 PA USD 190459.230000 0.0066258 Long DBT CORP US N 2 2034-04-18 Fixed 6.25 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBB2 3600000.000000 PA USD 3655502.280000 0.127169 Long DBT CORP US N 2 2035-04-01 Fixed 5.375 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DT3 600000.000000 PA USD 605666.420000 0.0210702 Long DBT CORP US N 2 2027-04-23 Floating 5.645 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAF5 500000.000000 PA USD 410755.620000 0.0142895 Long DBT CORP US N 2 2042-09-21 Fixed 3.7 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB52 3200000.000000 NS USD 3199552.000000 0.111307 Long EP CORP US N 2 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAN1 300000.000000 PA USD 312687.980000 0.0108779 Long DBT CORP US N 2 2028-04-15 Fixed 6.25 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAC6 1700000.000000 PA USD 1759426.390000 0.0612077 Long DBT CORP US N 2 2055-01-15 Fixed 6.2 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 2000000.000000 PA USD 1658810.480000 0.0577074 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 1600000.000000 PA USD 1695942.140000 0.0589992 Long DBT CORP US N 2 2028-11-01 Fixed 6.25 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AH6 1400000.000000 PA USD 1402718.240000 0.0487984 Long DBT CORP US N 2 2031-11-15 Fixed 5.125 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 643516.750000 PA USD 564678.680000 0.0196443 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI2P1YC8 3000000.000000 PA 4294475.220000 0.149398 Long DBT CORP GB N 2 2030-06-15 Floating 8.5 N N N N Y BARCLAYS PLC GBP XXXX N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 4700000.000000 PA USD 4567120.190000 0.158883 Long DBT CORP US N 2 2034-09-15 Fixed 5.2 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAK9 100000.000000 PA USD 103542.960000 0.0036021 Long DBT CORP US N 2 2027-11-01 Fixed 6.073 N N N N N N N/A N/A OP0043WK0 -4200000.000000 NC USD -284.800000 -0.0000099 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG44 (V1 ONLY) 5Y SP Single Leg Swap 2030-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2025-07-16 XXXX 4755.200000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 1100000.000000 PA USD 1145001.210000 0.0398328 Long DBT CORP FR N 2 2033-01-13 Floating 5.786 N N N N N N LINCOLN FINANCIAL GLOBAL FUNDING 984500OC010458395923 53359KAA9 600000.000000 PA USD 616906.660000 0.0214612 Long DBT CORP US N 2 2030-01-13 Fixed 5.3 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 ACI2QX117 1400000.000000 PA 1939513.330000 0.0674726 Long DBT CORP US N 2 2029-10-15 Fixed 5 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBA4 300000.000000 PA USD 304614.620000 0.0105971 Long DBT CORP FR N 2 2026-07-13 Fixed 5.896 N N N N N N N/A N/A 000000000 1.000000 NC 333616.670000 0.011606 N/A DCR N/A N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 43 Y Single Leg Swap 2030-06-20 286772.210000 EUR 0.000000 EUR 13100000.000000 EUR 46844.460000 N N N N/A N/A 000000000 1.000000 NC -3584.640000 -0.0001247 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2146208.500000 CNY 297370.000000 USD 2025-08-20 -3584.640000 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346AZ8 1700000.000000 PA USD 1714109.170000 0.0596312 Long DBT CORP US N 2 2030-06-01 Fixed 4.65 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CS6 700000.000000 PA USD 585852.180000 0.0203809 Long DBT CORP US N 2 2042-03-15 Fixed 4.375 N N N N N N NAVESINK CLO 2 LTD 2024-2A N/A 63942YAA2 2000000.000000 PA USD 2001015.480000 0.0696122 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 5.5261 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 ACI2H2YD3 500000.000000 PA 632262.360000 0.0219954 Long DBT CORP US N 2 2030-07-06 Fixed 4.875 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAB0 3500000.000000 PA USD 3585209.740000 0.124724 Long DBT CORP ES N 2 2027-09-13 Floating 6.684 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBF6 2100000.000000 PA USD 2134650.000000 0.0742611 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.625 N N N N N N BAIN CAPITAL CREDIT CLO 2019-3A N/A 05683TBA6 1000000.000000 PA USD 995214.770000 0.034622 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.29947 N N N N N N JETBLUE 2020-1 CLASS A PASS THROUGH TRUST N/A 477164AA5 141106.720000 PA USD 132429.260000 0.004607 Long DBT CORP US N 2 2034-05-15 Fixed 4 N N N N N N PAGAYA AI DEBT TRUST 2025-1 N/A 69544NAB3 499957.310000 PA USD 501481.130000 0.0174457 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.156 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCG8 2400000.000000 PA USD 2499571.080000 0.0869561 Long DBT CORP CA N 2 2055-03-15 Floating 7.375 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBL2 500000.000000 PA USD 499242.590000 0.0173679 Long DBT CORP US N 2 2034-08-22 Fixed 5.55 N N N N N N FNMA PASS THRU POOLS N/A 31418EW55 1610100.310000 PA USD 1664776.510000 0.0579149 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.5 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAB9 900000.000000 PA USD 930887.100000 0.0323841 Long DBT CORP MX N 2 2039-01-08 Floating 8.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 3500000.000000 PA USD 3524111.500000 0.122598 Long DBT CORP CH N 2 2029-09-10 Floating 6.85 N N N N Y UBS GROUP AG CHF XXXX N N N N/A N/A 000000000 1.000000 NC 339270.730000 0.0118027 N/A DFE N/A N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 56182301.080000 USD 47982971.000000 EUR 2025-07-02 339270.730000 N N N CROSS 2024-H8 MORTGAGE TRUST N/A 22757GAC7 950225.090000 PA USD 955187.070000 0.0332295 Long ABS-MBS CORP US N 2 2069-12-25 Variable 5.549 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 900000.000000 PA USD 950583.200000 0.0330693 Long DBT CORP US N 2 2030-01-03 Floating 6.848 N N N N N N JAMESTOWN CLO XVI LTD 2021-16A N/A 47048RAL9 1100000.000000 PA USD 1096840.210000 0.0381573 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.40177 N N N N N N ARES EUROPEAN CLO 14A N/A ACI2RNVJ6 800636.450000 PA 942809.660000 0.0327989 Long ABS-CBDO CORP IE N 2 2034-10-21 Floating 3.266 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 4200000.000000 PA USD 4588743.600000 0.159635 Long DBT CORP AU N 2 2033-09-19 Fixed 6.875 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC) PUSS41EMO3E6XXNV3U28 744573BA3 1600000.000000 PA USD 1628111.860000 0.0566394 Long DBT CORP US N 2 2030-03-15 Fixed 4.9 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEL2 400000.000000 PA USD 343557.020000 0.0119518 Long DBT CORP US N 2 2062-05-15 Fixed 4.95 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 200000.000000 PA USD 198257.860000 0.0068971 Long DBT CORP US N 2 2032-09-01 Fixed 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 2000000.000000 PA USD 1983338.640000 0.0689972 Long DBT CORP US N 2 2028-02-01 Floating 3.782 N N N N N N RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD) 52990010NH26VC32Q522 75102XAF3 1000000.000000 PA USD 993750.000000 0.034571 Long DBT CORP LU N 2 2032-07-08 Fixed 6.25 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KP1 1500000.000000 PA USD 1615605.090000 0.0562044 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UG1 41100000.000000 PA USD 40021125.000000 1.39227 Long DBT UST US N 2 2055-02-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC -823.680000 -0.0000287 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1342348.000000 USD 115231850.540000 INR 2025-08-20 -823.680000 N N N N/A N/A 000000000 -15.000000 NC -3180.470000 -0.0001106 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Put Written EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EURO-BOBL 5Y EUX 09/08/25 2025-09-09 N/A EUR N/A 117.250000 EUR 2025-07-25 XXXX 128.810000 N N N CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI 81560029E2CE4D14F425 147918AC0 3000000.000000 PA USD 3140352.990000 0.109248 Long DBT MUN IT N 2 2029-04-30 Fixed 5.875 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C92 585000.000000 PA USD 604769.490000 0.021039 Long DBT CORP US N 2 2028-05-12 Fixed 6.8 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 1000000.000000 PA USD 1014114.820000 0.0352795 Long DBT CORP US N 2 2027-04-18 Fixed 5.2 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 1900000.000000 PA USD 1746712.710000 0.0607654 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 300000.000000 PA USD 307976.140000 0.010714 Long DBT CORP US N 2 2028-06-26 Fixed 5.68 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAG6 3650000.000000 PA USD 3699276.930000 0.128692 Long DBT CORP US N 2 2029-02-08 Fixed 6.5 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AX1 1275000.000000 PA USD 1237961.940000 0.0430667 Long DBT CORP US N 2 2028-06-01 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC USD 45855.520000 0.0015952 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -7000.060000 USD 2800000.000000 USD 52855.580000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4D0 5500000.000000 PA USD 5547931.290000 0.193004 Long DBT CORP US N 2 2031-11-13 Fixed 5.322 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAG1 3600000.000000 PA USD 3622330.620000 0.126015 Long DBT CORP US N 2 2035-02-15 Fixed 5.439 N N N N N N BAIN CAPITAL CREDIT CLO LTD 2021-6A N/A 05684PAL0 1000000.000000 PA USD 1001100.000000 0.0348267 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.35947 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 800000.000000 PA USD 708168.150000 0.0246361 Long DBT CORP US N 2 2038-04-15 Fixed 4.5 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBU2 2900000.000000 PA USD 2912274.980000 0.101314 Long DBT CORP JP N 2 2029-09-10 Fixed 4.5 N N N N N N CHILE ELECTRICITY LUX MPC II SARL N/A 16882LAA0 5865030.000000 PA USD 5874309.060000 0.204358 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58 N N N N N N N/A N/A 000000000 1.000000 NC USD -59130.530000 -0.0020571 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-21 0.000000 USD -7125.000000 USD 2500000.000000 USD -52005.530000 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 6000000.000000 PA USD 6122885.160000 0.213005 Long DBT CORP US N 2 2034-02-13 Fixed 5.25 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAS1 900000.000000 PA USD 935401.500000 0.0325411 Long DBT CORP US N 2 2034-04-15 Fixed 6 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 500000.000000 PA USD 503453.520000 0.0175144 Long DBT CORP FR N 2 2027-01-18 Floating 5.975 N N N N N N N/A N/A 000000000 1.000000 NC -2168.780000 -0.0000754 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1993843.970000 CNY 276673.000000 USD 2025-07-16 -2168.780000 N N N BAIN CAPITAL CREDIT CLO 2019-4 LTD N/A 05684AAY5 2100000.000000 PA USD 2093697.900000 0.0728364 Long ABS-CBDO CORP JE N 2 2035-04-23 Floating 5.26934 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 054989AA6 1100000.000000 PA USD 1186288.130000 0.0412691 Long DBT CORP US N 2 2030-08-02 Fixed 6.343 N N N N N N N/A N/A 000000000 1.000000 NC -124110.600000 -0.0043176 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3552000.000000 EUR 4059970.100000 USD 2025-07-02 -124110.600000 N N N CAPITAL POWER (US HOLDINGS) INC N/A 14041TAB4 5400000.000000 PA USD 5575289.240000 0.193956 Long DBT CORP US N 2 2035-06-01 Fixed 6.189 N N N N N N N/A N/A 000000000 -2600000.000000 NC USD -17699.240000 -0.0006157 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.75000 07/08/25-10Y LCH 2035-07-08 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2025-07-03 XXXX -7975.240000 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CH4 2800000.000000 PA USD 2931487.500000 0.101982 Long DBT CORP US N 2 2035-11-01 Fixed 6.05 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BV8 4400000.000000 PA USD 4478198.160000 0.15579 Long DBT CORP US N 2 2035-03-23 Fixed 5.4 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 1300000.000000 PA USD 1380215.160000 0.0480155 Long DBT CORP GB N 2 2028-11-02 Floating 7.385 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBQ8 1900000.000000 PA USD 1848338.940000 0.0643008 Long DBT CORP US N 2 2026-05-15 Fixed 1.45 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056BA4 2000000.000000 PA USD 2063815.740000 0.0717969 Long DBT CORP US N 2 2034-05-14 Fixed 6.05 N N N N N N TRYSAIL CLO 2022-1A LTD N/A 89856JAA4 2000000.000000 PA USD 2000851.240000 0.0696065 Long ABS-CBDO CORP JE N 2 2033-10-20 Floating 5.51138 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 2005000.000000 PA USD 1960438.730000 0.0682006 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 4500000.000000 PA USD 4714666.520000 0.164016 Long DBT CORP US N 2 2034-01-15 Fixed 5.75 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597ET8 2000000.000000 PA USD 2049586.640000 0.0713019 Long DBT CORP US N 2 2030-01-15 Fixed 4.95 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 700000.000000 PA USD 698891.840000 0.0243133 Long DBT CORP US N 2 2025-10-01 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMD0 81100000.000000 PA USD 83130667.770000 2.89198 Long DBT UST US N 2 2029-12-31 Fixed 4.375 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBX6 2000000.000000 PA USD 2010560.600000 0.0699442 Long DBT CORP JP N 2 2028-03-13 Fixed 4.5 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 ACI2MM9X7 1100000.000000 PA 1380563.920000 0.0480276 Long DBT CORP US N 2 2032-11-29 Fixed 4.5 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AP7 5700000.000000 PA USD 5736745.390000 0.199572 Long DBT CORP US N 2 2035-03-15 Fixed 5.725 N N N N N N N/A N/A 000000000 1.000000 NC 52511.930000 0.0018268 N/A DFE SE N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2954770.680000 USD 28451600.000000 SEK 2025-07-02 52511.930000 N N N FNMA PASS THRU POOLS N/A 3140NLWV7 446212.920000 PA USD 447919.800000 0.0155824 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.5 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BF6 2500000.000000 PA USD 2545983.630000 0.0885708 Long DBT CORP US N 2 2035-01-13 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 225698.460000 0.0078517 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2028-12-20 222655.110000 USD 0.000000 USD 2000000.000000 USD 3043.350000 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DC0 1800000.000000 PA USD 1852068.130000 0.0644305 Long DBT CORP US N 2 2028-09-07 Fixed 5.25 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325EL5 1300000.000000 PA USD 1308827.000000 0.045532 Long DBT NUSS CO N 2 2035-11-14 Fixed 8 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BS1 5400000.000000 PA USD 5446759.360000 0.189484 Long DBT CORP US N 2 2035-03-15 Fixed 5.35 N N N N N N AMERICAN MEDICAL SYSTEMS EUROPE BV 549300AA2JE6ZQ5D2493 ACI2N0R14 1100000.000000 PA 1323288.410000 0.0460351 Long DBT CORP NL N 2 2032-03-08 Fixed 3.5 N N N N N N CROWN POINT CLO 7 LTD N/A 22846MAJ2 8640930.530000 PA USD 8646693.600000 0.300805 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.49947 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AZ8 600000.000000 PA USD 571591.490000 0.0198848 Long DBT CORP US N 2 2055-02-01 Fixed 5.3 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEZ5 1300000.000000 PA USD 1298301.060000 0.0451658 Long DBT CORP US N 2 2029-10-06 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC -2097885.280000 -0.0729821 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 51290971.000000 EUR 58320347.280000 USD 2025-07-02 -2097885.280000 N N N N/A N/A 000000000 1.000000 NC 9919.370000 0.0003451 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2460448.000000 USD 212195186.640000 INR 2025-08-20 9919.370000 N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAD5 2000000.000000 PA USD 2064285.720000 0.0718132 Long DBT CORP US N 2 2031-01-11 Fixed 5.5 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDL1 1000000.000000 PA USD 1019815.200000 0.0354778 Long DBT CORP US N 2 2035-03-15 Fixed 5.45 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 2100000.000000 PA USD 1941393.780000 0.067538 Long DBT CORP US N 2 2052-05-15 Fixed 5.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TV0 1234000.000000 PA USD 1223202.500000 0.0425533 Long DBT UST US N 2 2053-11-15 Fixed 4.75 N N N N N N GRUMA SA DE CV 5493000XJLJ6C4T0PG82 400131AH1 4800000.000000 PA USD 4831667.660000 0.168086 Long DBT CORP MX N 2 2034-12-09 Fixed 5.39 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 1100000.000000 PA USD 1189257.700000 0.0413724 Long DBT CORP US N 2 2029-11-01 Fixed 6.75 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 900000.000000 PA USD 878276.700000 0.0305539 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AB8 2200000.000000 PA USD 2228911.980000 0.0775403 Long DBT CORP GB N 2 2028-05-08 Fixed 5.829 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 323626.370000 PA USD 324162.420000 0.0112771 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAU0 3100000.000000 PA USD 3155897.370000 0.109789 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C35 1900000.000000 PA USD 1973822.300000 0.0686662 Long DBT CORP US N 2 2027-11-04 Fixed 7.35 N N N N N N N/A N/A 000000000 1.000000 NC USD -37700.730000 -0.0013115 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-11 0.000000 USD -7425.000000 USD 2200000.000000 USD -30275.730000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 2000000.000000 PA USD 2025846.800000 0.070476 Long DBT CORP GB N 2 2028-11-19 Floating 5.13 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBB5 200000.000000 PA USD 198618.020000 0.0069096 Long DBT CORP US N 2 2025-09-15 Fixed 1.3 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AR6 2500000.000000 PA USD 2516234.350000 0.0875358 Long DBT CORP US N 2 2035-02-15 Fixed 5.1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 3000000.000000 PA USD 3012729.240000 0.104808 Long DBT CORP US N 2 2035-12-03 Floating 5.211 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBL1 1100000.000000 PA USD 1106989.380000 0.0385104 Long DBT CORP US N 2 2027-11-19 Floating 4.876 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CS7 400000.000000 PA USD 415753.190000 0.0144634 Long DBT CORP GB N 2 2029-01-09 Floating 6.301 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 1900000.000000 PA USD 1905936.440000 0.0663045 Long DBT CORP DK N 2 2026-09-22 Floating 6.259 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1821000.000000 PA USD 1780349.510000 0.0619356 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XCL2 2725000.000000 PA USD 2779200.900000 0.096684 Long DBT CORP US N 2 2030-01-31 Fixed 5 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AF4 2200000.000000 PA USD 2304029.070000 0.0801535 Long DBT CORP US N 2 2029-01-15 Fixed 6.35 N N N N N N LG ENERGY SOLUTION LTD 988400QX6P286XA6ZS85 50205MAJ8 3800000.000000 PA USD 3789083.280000 0.131816 Long DBT CORP KR N 2 2035-04-02 Fixed 5.875 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675DCN0 2200000.000000 PA USD 2281696.100000 0.0793766 Long DBT CORP FR N 2 2030-01-22 Fixed 5.538 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 4000000.000000 PA USD 3566541.040000 0.124074 Long DBT CORP US N 2 2031-12-01 Fixed 3.2 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 2500000.000000 PA USD 2574935.600000 0.0895779 Long DBT CORP GB N 2 2030-03-04 Floating 5.546 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 3550000.000000 PA USD 3606817.680000 0.125475 Long DBT CORP US N 2 2030-03-15 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -2628.560000 -0.0000914 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1342293.000000 USD 115072094.300000 INR 2025-08-20 -2628.560000 N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 2200000.000000 PA USD 2248498.430000 0.0782217 Long DBT CORP US N 2 2034-04-01 Fixed 5.5 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 88339WAC0 2000000.000000 PA USD 1996562.380000 0.0694573 Long DBT CORP US N 2 2034-03-15 Fixed 5.15 N N N N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 BP7M6FII1 40146.000000 PA 60626.780000 0.0021091 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75 N N N N N N N/A N/A 000000000 1.000000 NC -13579.810000 -0.0004724 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2034-06-01 4896.980000 CAD 0.000000 CAD 2300000.000000 CAD -18476.790000 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 200000.000000 PA USD 221649.970000 0.0077109 Long DBT CORP US N 2 2030-07-30 Fixed 7.875 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAD2 14080000.000000 PA USD 14219605.730000 0.494678 Long DBT CORP US N 2 2030-02-10 Fixed 5.9 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAT0 800000.000000 PA USD 796249.370000 0.0277003 Long DBT CORP ES N 2 2027-03-08 Fixed 4.103 N N N N N N MSD INVESTMENT CORP 549300K4HV7AOWFSAO65 55354LAA7 3300000.000000 PA USD 3265944.530000 0.113617 Long DBT CORP US N 2 2030-05-31 Fixed 6.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 3900000.000000 PA USD 3452005.210000 0.12009 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2NBJY7 5355533.610000 PA 265546.220000 0.0092379 Long DBT NUSS MX N 2 2034-08-24 Fixed 4 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAN5 200000.000000 PA USD 206246.840000 0.007175 Long DBT CORP HK N 2 2027-10-25 Fixed 5.625 N N N N N N OFSI BSL X LTD N/A 67115PAW5 1000000.000000 PA USD 1001185.670000 0.0348297 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.53947 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AW6 2200000.000000 PA USD 2149326.590000 0.0747717 Long DBT CORP US N 2 2054-06-01 Fixed 5.8 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 300000.000000 PA USD 295760.120000 0.010289 Long DBT CORP US N 2 2029-01-24 Floating 3.772 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAX9 2200000.000000 PA USD 1895633.960000 0.0659461 Long DBT CORP US N 2 2031-03-01 Fixed 2.5 N N N N N N CARVAL CLO III LTD N/A 14686WAW1 986390.130000 PA USD 987127.570000 0.0343406 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.25947 N N N N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 ACI2VXTH6 44082.000000 PA 66703.460000 0.0023205 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBG6 2500000.000000 PA USD 2325067.880000 0.0808854 Long DBT CORP US N 2 2034-10-15 Fixed 5.7 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -18267.200000 -0.0006355 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.77000 07/11/25-10Y LCH 2035-07-11 0.000000 USD 0.000000 USD N/A USD N/A 3.770000 USD 2025-07-09 XXXX -11867.200000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 3000000.000000 PA USD 2880820.590000 0.100219 Long DBT CORP US N 2 2033-03-01 Fixed 4.2 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 2500000.000000 PA USD 2336398.000000 0.0812796 Long DBT CORP US N 2 2030-10-30 Floating 2.879 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EM3 1000000.000000 PA USD 917264.200000 0.0319102 Long DBT CORP US N 2 2054-10-01 Fixed 6.05 N N N N N N N/A N/A 000000000 1.000000 NC USD 2549564.130000 0.0886953 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.43 Y Single Leg Swap 2029-12-20 2435321.230000 USD 0.000000 USD 111700000.000000 USD 114242.900000 N N N LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH 5493004WIZ1HV87IVF85 54627RAS9 400000.000000 PA USD 409312.120000 0.0142393 Long DBT MUN US N 2 2034-12-01 Fixed 5.048 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 1300000.000000 PA USD 1257468.590000 0.0437453 Long DBT CORP US N 2 2029-03-24 Fixed 3.375 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 1900000.000000 PA USD 1803633.690000 0.0627456 Long DBT CORP US N 2 2032-03-15 Fixed 5.25 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TEM3 960000.000000 PA USD 935835.250000 0.0325562 Long DBT CORP US N 2 2028-01-11 Fixed 3.05 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 2000000.000000 PA USD 1817888.800000 0.0632415 Long DBT CORP US N 2 2031-11-15 Fixed 3.6 N N N N N N ISRAEL DISCOUNT BANK LIMITED 549300XWZ7BG5G23OF51 ACI2CHD55 1600000.000000 PA USD 1602600.000000 0.0557519 Long DBT CORP IL N 2 2028-01-26 Fixed 5.375 N N N N N N AIRCASTLE LTD / AIRCASTLE IRELAND DAC N/A 00929JAA4 350000.000000 PA USD 360128.780000 0.0125283 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2F8 1300000.000000 PA USD 1359880.640000 0.0473081 Long DBT CORP AU N 2 2028-10-06 Fixed 5.75 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 4000000.000000 PA USD 3960605.320000 0.137783 Long DBT CORP KY N 2 2029-10-20 Fixed 5.021 N N N N N N TOWD POINT MORTGAGE TRUST 2024-CES6 N/A 891947AA1 1242904.470000 PA USD 1249862.500000 0.0434807 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.725 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CN0 1250000.000000 PA USD 1254225.680000 0.0436325 Long DBT CORP US N 2 2027-03-25 Fixed 4.95 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 3000000.000000 PA USD 3081328.230000 0.107195 Long DBT CORP US N 2 2029-05-15 Fixed 5.25 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160BC2 2500000.000000 PA USD 2546522.080000 0.0885895 Long DBT CORP US N 2 2034-12-01 Fixed 5.35 N N N N N N PROVINCE OF BRITISH COLUMBIA CANADA 54930058TO7MEKUHWL16 110709AN2 500000.000000 PA USD 508271.810000 0.017682 Long DBT NUSS CA N 2 2034-06-12 Fixed 4.75 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAY4 400000.000000 PA USD 403744.680000 0.0140456 Long DBT CORP US N 2 2027-01-01 Fixed 5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 400000.000000 PA USD 394383.740000 0.01372 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 3500000.000000 PA USD 3570302.090000 0.124205 Long DBT CORP US N 2 2031-09-30 Fixed 5.7 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 2600000.000000 PA USD 2557596.570000 0.0889748 Long DBT CORP US N 2 2040-01-17 Floating 6.646 N N N N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 48020QAB3 1600000.000000 PA USD 1718390.830000 0.0597801 Long DBT CORP US N 2 2028-12-01 Fixed 6.875 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAG8 500000.000000 PA USD 502428.530000 0.0174787 Long DBT CORP KR N 2 2027-01-23 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC USD -58866.530000 -0.0020479 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-03-04 0.000000 USD -6868.750000 USD 3500000.000000 USD -51997.780000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 300000.000000 PA USD 283103.840000 0.0098487 Long DBT CORP US N 2 2028-02-15 Fixed 1.95 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 1400000.000000 PA USD 1127657.640000 0.0392294 Long DBT CORP US N 2 2032-11-15 Fixed 2.5 N N N N N N N/A N/A 000000000 -243.000000 NC USD -981213.220000 -0.0341349 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-09-19 -28032328.130000 USD -981213.220000 N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BBG2 1000000.000000 PA USD 1021454.810000 0.0355348 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAS0 4300000.000000 PA USD 4342835.530000 0.15108 Long DBT CORP US N 2 2030-04-10 Fixed 5.125 N N N N N N FIRST CITIZENS BANCSHARES INC 549300N3Z00ZHE2XC526 31959XAC7 4100000.000000 PA USD 4122690.100000 0.143422 Long DBT CORP US N 2 2031-03-12 Floating 5.231 N N N N N N N/A N/A 000000000 1.000000 NC -1122.010000 -0.000039 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3132146.820000 CNY 438087.000000 USD 2025-08-20 -1122.010000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 500000.000000 PA USD 506929.340000 0.0176353 Long DBT CORP US N 2 2027-07-01 Fixed 5.2 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676BA2 8100000.000000 PA USD 8201091.320000 0.285303 Long DBT CORP US N 2 2035-03-01 Fixed 5.2 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BF1 1700000.000000 PA USD 1761132.750000 0.061267 Long DBT CORP US N 2 2030-01-23 Floating 5.841 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 400000.000000 PA USD 408827.610000 0.0142225 Long DBT CORP US N 2 2028-03-02 Fixed 5.15 N N N N N N NUVEEN LLC N/A 67080LAC9 2000000.000000 PA USD 2084047.840000 0.0725007 Long DBT CORP US N 2 2030-01-15 Fixed 5.55 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AN1 1500000.000000 PA USD 1547652.120000 0.0538404 Long DBT CORP US N 2 2055-06-23 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -339462.680000 -0.0118094 N/A DFE N/A N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 47982971.000000 EUR 56305425.390000 USD 2025-08-04 -339462.680000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638EB4 1800000.000000 PA USD 1801206.000000 0.0626611 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.375 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAN0 1300000.000000 PA USD 1389489.300000 0.0483381 Long DBT CORP US N 2 2034-02-20 Fixed 6.35 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LBN5 1700000.000000 PA USD 1723616.720000 0.0599619 Long DBT CORP US N 2 2035-03-15 Fixed 5.4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 17000000.000000 PA USD 12578007.770000 0.437569 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N JDE PEETS NV 724500EHG519SE5ZRT89 47216QAB9 2100000.000000 PA USD 1998806.840000 0.0695353 Long DBT CORP NL N 2 2027-01-15 Fixed 1.375 N N N N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 65345YAA0 2900000.000000 PA USD 2873429.790000 0.0999621 Long DBT CORP PE N 2 2034-10-03 Fixed 5.746 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAW6 100000.000000 PA USD 99789.150000 0.0034715 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBC3 2000000.000000 PA USD 2010465.580000 0.0699409 Long DBT CORP NL N 2 2026-10-13 Floating 6.575 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ES4 4700000.000000 PA USD 4727667.960000 0.164468 Long DBT CORP GB N 2 2036-03-03 Floating 5.45 N N N N N N EQUINIX EUROPE 2 FINANCING CORPORATION LLC 254900FSZR46BPMCKI50 ACI2S66C5 3700000.000000 PA 4319511.990000 0.150269 Long DBT CORP US N 2 2031-03-15 Fixed 3.25 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAQ7 1480000.000000 PA USD 1492828.800000 0.0519332 Long DBT CORP US N 2 2035-04-15 Fixed 5.25 N N N N N N ATLANTIC AVENUE 2024-3A LTD N/A 04822JAA4 1550000.000000 PA USD 1549481.600000 0.053904 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.57608 N N N N N N N/A N/A 000000000 -1300000.000000 NC -2146.470000 -0.0000747 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.72000 07/18/25-10Y LCH 2035-07-18 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.720000 EUR 2025-07-16 XXXX 1840.190000 N N N N/A N/A 000000000 1.000000 NC 29714.170000 0.0010337 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2257528.900000 USD 3475260.000000 AUD 2025-07-02 29714.170000 N N N N/A N/A 000000000 -1300000.000000 NC -1452.320000 -0.0000505 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.46000 07/18/25-10Y LCH 2035-07-18 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.460000 EUR 2025-07-16 XXXX 2534.340000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAU5 750000.000000 PA USD 770755.500000 0.0268134 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 2100000.000000 PA USD 2017465.860000 0.0701845 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAH5 200000.000000 PA USD 202293.150000 0.0070375 Long DBT CORP JP N 2 2027-09-15 Fixed 5.08 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 3470000.000000 PA USD 3557961.170000 0.123776 Long DBT CORP GB N 2 2029-03-26 Fixed 5.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 5600000.000000 NS USD 5782672.000000 0.20117 Long EP CORP US N 2 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 2000000.000000 PA USD 1985500.380000 0.0690724 Long DBT CORP US N 2 2029-10-15 Fixed 4.4 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 1050000.000000 PA USD 956677.420000 0.0332813 Long DBT CORP US N 2 2031-04-15 Fixed 2.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEM4 2000000.000000 PA USD 2008540.160000 0.0698739 Long DBT CORP US N 2 2028-07-22 Floating 5.26378 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 2100000.000000 NS USD 2207898.000000 0.0768093 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 10892.230000 0.0003789 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 MORGAN STANLEY MORGAN STANLEY DEAN WITTER GLBL SR UNSEC Y Single Leg Swap 2025-12-20 9948.710000 USD 0.000000 USD 2800000.000000 USD 943.520000 N N N N/A N/A 000000000 -3700000.000000 NC USD -19701.020000 -0.0006854 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.72500 07/08/25-10Y LCH 2035-07-08 0.000000 USD 0.000000 USD N/A USD N/A 3.730000 USD 2025-07-03 XXXX -5779.770000 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 4900000.000000 PA USD 4990951.450000 0.173627 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 2700000.000000 PA USD 2731787.100000 0.0950346 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -13496.000000 -0.0004695 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.69700 07/18/25-10Y LCH 2035-07-18 0.000000 USD 0.000000 USD N/A USD N/A 3.700000 USD 2025-07-16 XXXX -7721.000000 N N N HEXCEL CORPORATION S6Q7LW43WUBUHXY2QP69 428291AP3 600000.000000 PA USD 610743.060000 0.0212468 Long DBT CORP US N 2 2035-02-26 Fixed 5.875 N N N N N N THAMES WATER UTILITIES FINANCE PLC 213800ESMPQ4RQ7G8351 ACI2C9PD3 600000.000000 PA 462565.580000 0.0160919 Long DBT CORP GB N 2 2033-01-18 Fixed 4.375 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CV9 1100000.000000 PA USD 1118448.220000 0.038909 Long DBT CORP DE N 2 2028-02-08 Floating 5.706 N N N N N N BACARDI LTD / BACARDI-MARTINI BV N/A 05635JAA8 2000000.000000 PA USD 2029169.440000 0.0705916 Long DBT CORP BM N 2 2029-01-15 Fixed 5.25 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECW9 2000000.000000 PA USD 2163170.020000 0.0752533 Long DBT CORP US N 2 2034-03-15 Fixed 6.1 N N N N N N N/A N/A 000000000 -3700000.000000 NC USD -75.110000 -0.0000026 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.01900 07/09/25-10Y LCH 2035-07-09 0.000000 USD 0.000000 USD N/A USD N/A 4.020000 USD 2025-07-07 XXXX 13818.390000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 2300000.000000 PA USD 2253286.380000 0.0783883 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EA9 2400000.000000 PA USD 2744268.000000 0.0954688 Long DBT CORP US N 2 2030-07-15 Fixed 8.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDZ9 1000000.000000 PA USD 1024296.840000 0.0356337 Long DBT CORP US N 2 2030-03-15 Fixed 4.875 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U7Z7 1600000.000000 PA USD 1609888.240000 0.0560055 Long DBT CORP US N 2 2028-01-14 Floating 5.42166 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 1000000.000000 PA USD 973297.400000 0.0338595 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 2100000.000000 PA USD 2085713.110000 0.0725587 Long DBT CORP US N 2 2035-04-01 Fixed 5.4 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY 635400FQ1M7J2CHLAS59 45115AAA2 300000.000000 PA USD 306385.480000 0.0106587 Long DBT CORP IE N 2 2027-05-08 Fixed 5.809 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CW8 4200000.000000 PA USD 4336705.000000 0.150867 Long DBT CORP GB N 2 2028-02-08 Floating 6.75 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBB5 300000.000000 PA USD 304948.780000 0.0106087 Long DBT CORP US N 2 2034-03-15 Fixed 5.5 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAK0 5900000.000000 PA USD 5960468.270000 0.207355 Long DBT CORP CA N 2 2030-03-14 Fixed 4.95 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAB9 3250000.000000 PA USD 3289591.760000 0.11444 Long DBT CORP US N 2 2026-09-18 Fixed 5.5 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFN7 1100000.000000 PA USD 1105596.370000 0.038462 Long DBT CORP US N 2 2028-06-15 Fixed 4.4 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 ACI2JH4L3 3000000.000000 PA 4003756.900000 0.139284 Long DBT CORP NL N 2 2032-09-06 Floating 7.875 N N N N N N N/A N/A 000000000 1.000000 NC 12173.510000 0.0004235 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1292863.000000 USD 112097686.420000 INR 2025-08-20 12173.510000 N N N KOREA GAS CORPORATION 988400TFZILHBD5M3R71 50066AAV5 750000.000000 PA USD 769766.960000 0.026779 Long DBT MUN KR N 2 2029-07-08 Fixed 5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KX4 6500000.000000 PA USD 6575702.900000 0.228758 Long DBT CORP US N 2 2035-08-15 Fixed 6 N N N N N N HONG KONG AIRPORT AUTHORITY 254900748HGC4RBR4O84 00946AAG9 200000.000000 PA USD 203224.000000 0.0070698 Long DBT NUSS HK N 2 2028-01-12 Fixed 4.75 N N N N N N FIBRA UNO (TRUST F/1401) N/A 89834JAC7 3400000.000000 PA USD 3588072.870000 0.124823 Long DBT CORP MX N 2 2037-01-23 Variable 8.25 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAG7 3900000.000000 NS USD 3998553.000000 0.139103 Long EP NUSS US N 2 N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AU6 1100000.000000 PA USD 1244309.670000 0.0432876 Long DBT CORP US N 2 2034-02-01 Fixed 7.65 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 50200000.000000 PA USD 46674247.180000 1.62372 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 4 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBA5 700000.000000 PA USD 798419.910000 0.0277758 Long DBT CORP NL N 2 2032-10-14 Fixed 7.5 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AE1 1000000.000000 PA USD 1066980.210000 0.0371186 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAF6 200000.000000 PA USD 171079.140000 0.0059516 Long DBT CORP GB N 2 2062-04-27 Fixed 4.95 N N N N N N SCULPTOR CLO XXVII LTD 27A N/A 81124UAW4 1000000.000000 PA USD 1000255.550000 0.0347973 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.32947 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BR3 1500000.000000 PA USD 1514875.080000 0.0527001 Long DBT CORP US N 2 2030-03-15 Fixed 4.8 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G23 4225000.000000 PA USD 4150423.260000 0.144387 Long DBT CORP US N 2 2029-09-06 Fixed 5.303 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 3970000.000000 PA USD 3967729.680000 0.138031 Long DBT CORP US N 2 2028-04-26 Floating 4.323 N N N N N N PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP 549300WUPIVS6ZE0ZI51 71845JAC2 3300000.000000 PA USD 3197625.950000 0.11124 Long DBT CORP US N 2 2035-01-15 Fixed 4.95 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBL9 1800000.000000 PA USD 1799575.780000 0.0626044 Long DBT CORP US N 2 2035-01-15 Fixed 5 N N N N N N N/A N/A 000000000 -149.000000 NC 165844.450000 0.0057695 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2025-09-08 -22843231.260000 EUR 165844.450000 N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ACI2S5Y10 3300000.000000 PA 3872212.970000 0.134708 Long DBT CORP US N 2 2032-12-15 Fixed 3.518 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAS4 600000.000000 PA USD 604956.320000 0.0210455 Long DBT CORP GB N 2 2026-11-21 Floating 6.833 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 1400000.000000 PA USD 1213399.870000 0.0422123 Long DBT CORP US N 2 2031-08-01 Fixed 2.25 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAB8 4000000.000000 PA USD 4133961.720000 0.143814 Long DBT CORP NL N 2 2035-02-01 Fixed 6 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 700000.000000 PA USD 720813.530000 0.025076 Long DBT CORP US N 2 2028-09-01 Fixed 5.625 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAX5 800000.000000 PA USD 798688.930000 0.0277851 Long DBT CORP US N 2 2034-08-01 Fixed 5.125 N N N N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889AD1 3300000.000000 PA USD 3401040.260000 0.118317 Long DBT CORP US N 2 2028-06-15 Fixed 5.75 N N N N N N N/A N/A 000000000 -2900000.000000 NC USD -0.290000 0 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.05000 07/02/25-10Y LCH 2035-07-02 0.000000 USD 0.000000 USD N/A USD N/A 4.050000 USD 2025-06-30 XXXX 10149.710000 N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAX9 800000.000000 PA USD 835606.700000 0.0290694 Long DBT CORP BM N 2 2028-07-18 Fixed 6.5 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAB8 1800000.000000 PA USD 1830704.890000 0.0636873 Long DBT CORP US N 2 2033-05-01 Fixed 4.877 N N N N N N N/A N/A 000000000 1.000000 NC 13639.610000 0.0004745 N/A DCR FR N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BNP PARIBAS BNP PARIBAS SR UNSEC Y Single Leg Swap 2025-12-20 17677.590000 EUR 0.000000 EUR 2700000.000000 EUR -4037.980000 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CX0 900000.000000 PA USD 905567.070000 0.0315032 Long DBT CORP US N 2 2027-01-30 Fixed 4.7 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AB2 4800000.000000 PA USD 4798789.250000 0.166942 Long DBT CORP US N 2 2035-01-15 Fixed 5.65 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 315000.000000 PA USD 312002.500000 0.0108541 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BC4 500000.000000 PA USD 509906.050000 0.0177388 Long DBT CORP US N 2 2028-12-08 Fixed 4.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA79 2300000.000000 NS USD 2425327.000000 0.0843733 Long EP CORP US N 2 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBW4 1000000.000000 PA USD 1018066.920000 0.0354169 Long DBT CORP CA N 2 2026-11-15 Fixed 5.9 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 2000000.000000 PA USD 2002853.320000 0.0696761 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAS0 2575000.000000 PA USD 2686323.890000 0.093453 Long DBT CORP KY N 2 2028-05-04 Fixed 6.375 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 3100000.000000 PA USD 2978344.840000 0.103612 Long DBT CORP NO N 2 2034-10-01 Fixed 5.125 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JBG1 2900000.000000 PA USD 2944082.760000 0.10242 Long DBT CORP US N 2 2030-04-01 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD 718468.730000 0.0249944 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2030-06-20 722114.150000 USD 0.000000 USD 4200000.000000 USD -3645.420000 N N N N/A N/A 000000000 -2600000.000000 NC USD -1.560000 -0.0000001 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Written WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.10000 07/08/25-10Y LCH 2035-07-08 0.000000 USD 0.000000 USD N/A USD N/A 4.100000 USD 2025-07-03 XXXX 9722.440000 N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GR9 200000.000000 PA USD 200575.610000 0.0069777 Long DBT CORP US N 2 2034-08-15 Fixed 5.05 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAG8 3000000.000000 PA USD 3027705.510000 0.105329 Long DBT CORP US N 2 2032-08-15 Fixed 5.2 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DZ5 300000.000000 PA USD 317547.760000 0.011047 Long DBT CORP US N 2 2027-07-15 Fixed 8.5 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 1400000.000000 PA USD 1442599.940000 0.0501858 Long DBT CORP ES N 2 2029-03-13 Fixed 5.381 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 1100000.000000 PA USD 1045548.140000 0.036373 Long DBT CORP US N 2 2028-04-15 Fixed 2.45 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 088929AC8 1718000.000000 PA USD 1838315.680000 0.0639521 Long DBT CORP US N 2 2028-05-25 Fixed 8 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAS1 2900000.000000 PA USD 2893118.010000 0.100647 Long DBT CORP US N 2 2036-01-15 Fixed 6.25 N N N N N N AVOCA STATIC CLO I DAC 1A N/A ACI2S1S08 925034.070000 PA 1089691.010000 0.0379086 Long ABS-CBDO CORP IE N 2 2035-01-15 Floating 3.249 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 1500000.000000 PA USD 1518522.750000 0.052827 Long DBT CORP LU N 2 2036-02-23 Fixed 5.8528 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 1800000.000000 PA USD 1846313.590000 0.0642303 Long DBT CORP US N 2 2031-01-24 Floating 5.14 N N N N N N LCM 36 LTD N/A 50190LAL2 1000000.000000 PA USD 996654.690000 0.034672 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.3261 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 2500000.000000 PA USD 2476206.480000 0.0861433 Long DBT CORP US N 2 2035-02-15 Fixed 5.4 N N N N N N OPEN TEXT CORPORATION 549300HP7ONDQODZJV16 683715AF3 200000.000000 PA USD 207224.400000 0.007209 Long DBT CORP CA N 2 2027-12-01 Fixed 6.9 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAL9 1400000.000000 PA USD 1470811.260000 0.0511672 Long DBT CORP US N 2 2031-03-15 Fixed 6 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAB1 800000.000000 PA USD 798315.730000 0.0277721 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EYA1 1100000.000000 PA USD 1099057.740000 0.0382345 Long DBT CORP US N 2 2028-03-06 Floating 4.8239 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 38151LAE0 3100000.000000 PA USD 3108275.540000 0.108132 Long DBT CORP US N 2 2027-03-18 Floating 5.11558 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HM8 300000.000000 PA USD 258767.010000 0.0090021 Long DBT CORP US N 2 2032-02-01 Fixed 2.75 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 1100000.000000 PA USD 1103771.440000 0.0383985 Long DBT CORP US N 2 2034-04-18 Fixed 5.4 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBS1 700000.000000 PA USD 709787.970000 0.0246924 Long DBT CORP US N 2 2028-02-04 Fixed 4.875 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 3300000.000000 PA USD 3302817.870000 0.1149 Long DBT CORP GB N 2 2035-03-18 Floating 6.125 N N N N N N ARES XXVII CLO LTD 2013-2A N/A 00190YBP9 1600000.000000 PA USD 1601816.320000 0.0557247 Long ABS-CBDO CORP KY N 2 2034-10-28 Floating 5.43262 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AA8 2000000.000000 PA USD 1817575.900000 0.0632306 Long DBT CORP US N 2 2031-07-15 Fixed 2.902 N N N N N N CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2 N/A 161930AB8 6471557.320000 PA USD 5743276.730000 0.199799 Long ABS-MBS CORP US N 2 2064-08-25 Variable 3.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 600000.000000 PA USD 613557.170000 0.0213447 Long DBT CORP US N 2 2028-04-13 Floating 5.652 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HW6 300000.000000 PA USD 300326.600000 0.0104479 Long DBT CORP US N 2 2026-06-01 Fixed 4.9 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDA1 200000.000000 PA USD 192207.660000 0.0066866 Long DBT CORP US N 2 2027-08-20 Fixed 2.7 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 1000000.000000 PA USD 667410.060000 0.0232181 Long DBT CORP US N 2 2060-11-15 Fixed 3.6 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AQ1 300000.000000 PA USD 293716.030000 0.0102179 Long DBT CORP US N 2 2026-06-01 Fixed 3.45 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-D N/A 22411JAA3 535314.510000 PA USD 535708.820000 0.0186365 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.91 N N N N N N N/A N/A 000000000 -2300000.000000 NC USD -0.230000 0 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.06500 07/07/25-10Y LCH 2035-07-07 0.000000 USD 0.000000 USD N/A USD N/A 4.070000 USD 2025-07-02 XXXX 8233.770000 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 200000.000000 PA USD 203069.700000 0.0070645 Long DBT CORP US N 2 2033-08-15 Fixed 5.164 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 2100000.000000 PA USD 2199443.740000 0.0765152 Long DBT CORP US N 2 2030-11-01 Fixed 5.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 500000.000000 PA USD 533684.240000 0.018566 Long DBT CORP US N 2 2034-06-01 Fixed 6.55 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 22550L2G5 400000.000000 PA USD 387226.550000 0.013471 Long DBT CORP CH N 2 2026-08-07 Fixed 1.25 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CQ3 1800000.000000 PA USD 1831815.070000 0.063726 Long DBT CORP US N 2 2030-03-27 Fixed 5.35 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 4100000.000000 NS USD 4130504.000000 0.143694 Long EP CORP US N 2 N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 450000.000000 PA USD 444818.440000 0.0154745 Long DBT CORP US N 2 2029-03-11 Fixed 4.375 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBA7 1200000.000000 PA USD 1107600.000000 0.0385317 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.4 N N N N N N CQS US CLO 2021-1 LTD N/A 12659UAL6 1000000.000000 PA USD 1000361.520000 0.034801 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.46947 N N N N N N ELEVATION CLO 2022-16A LTD N/A 28623YAU7 1000000.000000 PA USD 1001102.000000 0.0348268 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.41177 N N N N N N N/A N/A 000000000 1.000000 NC -2243.900000 -0.0000781 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2088788.480000 CNY 289876.000000 USD 2025-07-16 -2243.900000 N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAZ0 4200000.000000 PA USD 4249004.590000 0.147816 Long DBT CORP US N 2 2027-11-15 Fixed 4.9 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBL8 1000000.000000 PA USD 1000604.810000 0.0348095 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625 N N N N N N PRPM 2024-RPL3 LLC N/A 69381LAA5 934295.500000 PA USD 907494.490000 0.0315703 Long ABS-MBS CORP US N 2 2054-11-25 Fixed 4 N N N N N N DRYDEN 95 CLO LTD N/A 262487AJ0 1900000.000000 PA USD 1895477.510000 0.0659407 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.36199 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 7400000.000000 PA USD 7779076.690000 0.270622 Long DBT CORP US N 2 2029-10-23 Floating 6.087 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BM1 200000.000000 PA USD 240832.090000 0.0083782 Long DBT CORP US N 2 2032-03-15 Variable 8.75 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAU1 1100000.000000 PA USD 1107720.970000 0.0385359 Long DBT CORP US N 2 2027-08-01 Fixed 4.75 N N N N N N CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI 81560029E2CE4D14F425 147918AB2 300000.000000 PA USD 303080.230000 0.0105437 Long DBT MUN IT N 2 2026-05-05 Fixed 5.75 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 1100000.000000 PA USD 1062062.650000 0.0369475 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNF4 14100000.000000 PA USD 14222273.510000 0.494771 Long DBT UST US N 2 2032-05-31 Fixed 4.125 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 2300000.000000 PA USD 2343781.740000 0.0815365 Long DBT CORP US N 2 2035-04-01 Fixed 5.7 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AT0 300000.000000 PA USD 290574.600000 0.0101086 Long DBT CORP US N 2 2028-02-15 Fixed 3.375 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 750000.000000 PA USD 762901.530000 0.0265401 Long DBT CORP US N 2 2030-07-19 Floating 5.042 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 600000.000000 PA USD 575900.590000 0.0200347 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CQ3 200000.000000 PA USD 196533.710000 0.0068371 Long DBT CORP US N 2 2026-06-15 Fixed 2.6 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAQ4 3000000.000000 PA USD 3056684.490000 0.106337 Long DBT CORP US N 2 2029-07-15 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC -165.160000 -0.0000057 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 14638.630000 CHF 18360.840000 USD 2025-08-04 -165.160000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 1300000.000000 PA USD 1460490.940000 0.0508082 Long DBT CORP IT N 2 2033-11-28 Fixed 7.2 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 600000.000000 PA USD 562497.380000 0.0195684 Long DBT CORP US N 2 2033-02-01 Fixed 4.2 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 1000000.000000 PA USD 1059393.260000 0.0368546 Long DBT CORP US N 2 2029-11-01 Floating 6.407 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413BB1 800000.000000 PA USD 825480.380000 0.0287172 Long DBT CORP US N 2 2035-01-15 Fixed 5.749 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 1200000.000000 PA USD 1076362.200000 0.0374449 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AA0 300000.000000 PA USD 276627.100000 0.0096234 Long DBT CORP US N 2 2029-10-01 Fixed 2.532 N N N N N N PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP 549300WUPIVS6ZE0ZI51 71845JAB4 1500000.000000 PA USD 1543736.900000 0.0537042 Long DBT CORP US N 2 2034-07-15 Fixed 5.75 N N N N N N MASSACHUSETTS ELECTRICAL CO 549300XN8GZY5U5O1B96 575634AU4 400000.000000 PA USD 343699.580000 0.0119568 Long DBT CORP US N 2 2030-11-24 Fixed 1.729 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 5200000.000000 PA USD 5247737.560000 0.18256 Long DBT CORP FR N 2 2035-11-19 Floating 5.906 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 2300000.000000 PA USD 2262809.900000 0.0787196 Long DBT CORP US N 2 2027-12-01 Fixed 3.95 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAZ3 1400000.000000 PA USD 1385160.000000 0.0481875 Long DBT NUSS MX N 2 2036-05-07 Fixed 6 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBL5 500000.000000 PA USD 500336.110000 0.0174059 Long DBT CORP US N 2 2027-07-15 Fixed 6.5 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AL7 3500000.000000 PA USD 3650776.500000 0.127005 Long DBT CORP US N 2 2027-06-15 Fixed 8 N N N N N N COLUMBIA PIPELINES HOLDING COMPANY LLC N/A 19828AAD9 1200000.000000 PA USD 1206034.480000 0.041956 Long DBT CORP US N 2 2031-10-01 Fixed 5.097 N N N N N N N/A N/A 000000000 -2900000.000000 NC USD -13819.080000 -0.0004807 N/A DIR KY N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.66400 07/16/25-10Y LCH 2035-07-16 0.000000 USD 0.000000 USD N/A USD N/A 3.660000 USD 2025-07-14 XXXX -5191.580000 N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAV3 500000.000000 PA USD 481680.630000 0.0167569 Long DBT CORP US N 2 2026-07-15 Fixed 1.05 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 375000.000000 PA USD 360482.940000 0.0125406 Long DBT CORP US N 2 2048-06-15 Fixed 6 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109DE8 2050000.000000 PA USD 2079519.160000 0.0723432 Long DBT CORP CA N 2 2029-02-15 Fixed 5 N N N N N N VERUS SECURITIZATION TRUST 2022-INV1 N/A 92539JAA3 714584.640000 PA USD 711587.100000 0.024755 Long ABS-MBS CORP US N 2 2067-08-25 Fixed 5.041 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CU1 1900000.000000 PA USD 2027790.960000 0.0705436 Long DBT CORP DE N 2 2029-11-20 Floating 6.819 N N N N N N APTIV SWISS HOLDINGS LTD N/A 00217GAC7 500000.000000 PA USD 358584.270000 0.0124746 Long DBT CORP JE N 2 2052-05-01 Fixed 4.15 N N N N N N N/A N/A 000000000 -15.000000 NC -1943.620000 -0.0000676 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Call Written EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EURO-BOBL 5Y EUX 09/08/25 2025-09-09 N/A EUR N/A 118.500000 EUR 2025-07-25 XXXX 790.880000 N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAH4 1250000.000000 PA USD 1263365.900000 0.0439505 Long DBT CORP US N 2 2029-10-23 Fixed 6.35 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCH6 700000.000000 PA USD 715505.830000 0.0248913 Long DBT CORP US N 2 2028-06-01 Fixed 5.45 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 3500000.000000 PA USD 3541109.360000 0.12319 Long DBT CORP US N 2 2028-03-21 Fixed 4.75 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGY4 302000.000000 PA USD 294348.070000 0.0102399 Long DBT CORP US N 2 2035-02-15 Fixed 4.78 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EC5 200000.000000 PA USD 207948.800000 0.0072342 Long DBT CORP US N 2 2028-09-01 Fixed 6.375 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 4400000.000000 PA USD 4191402.950000 0.145812 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BG3 1900000.000000 PA USD 1917422.850000 0.0667041 Long DBT CORP US N 2 2027-02-08 Fixed 4.85 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAL6 1100000.000000 PA USD 1123090.080000 0.0390705 Long DBT CORP IE N 2 2029-04-03 Fixed 5.3 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 65480CAJ4 1800000.000000 PA USD 1778518.460000 0.0618719 Long DBT CORP US N 2 2027-09-13 Floating 6.38209 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 2613000.000000 PA USD 2639756.070000 0.0918329 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A N/A 14311UBA5 3600000.000000 PA USD 3604151.590000 0.125383 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.35947 N N N N N N WEIR GROUP INC 2138009WEPEV2V98AV65 94877DAA2 3300000.000000 PA USD 3347316.130000 0.116448 Long DBT CORP US N 2 2030-05-06 Fixed 5.35 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAM8 376000.000000 PA USD 381056.160000 0.0132563 Long DBT CORP US N 2 2026-09-12 Fixed 5.6 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAP8 4500000.000000 PA USD 4672787.490000 0.162559 Long DBT CORP US N 2 2035-05-15 Fixed 6.15 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XCG3 1100000.000000 PA USD 1126053.910000 0.0391736 Long DBT CORP US N 2 2029-02-15 Fixed 5.2 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D83 400000.000000 PA USD 403304.020000 0.0140303 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 1400000.000000 PA USD 1450182.050000 0.0504495 Long DBT CORP US N 2 2034-03-15 Fixed 5.7 N N N N N N N/A N/A 000000000 1.000000 NC 6521.630000 0.0002269 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1420728.000000 USD 122595329.480000 INR 2025-08-20 6521.630000 N N N N/A N/A 000000000 -2100000.000000 NC USD -3878.910000 -0.0001349 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.90500 07/28/25-10Y LCH 2035-07-28 0.000000 USD 0.000000 USD N/A USD N/A 3.900000 USD 2025-07-24 XXXX 2788.590000 N N N N/A N/A 000000000 1.000000 NC USD -835084.100000 -0.0290513 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-05-15 0.000000 USD -54295.940000 USD 54616000.000000 USD -780788.160000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 800000.000000 PA USD 819168.860000 0.0284976 Long DBT CORP FR N 2 2027-10-19 Floating 6.612 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AN9 200000.000000 PA USD 200874.990000 0.0069881 Long DBT CORP US N 2 2025-12-12 Fixed 5.8 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 1400000.000000 PA USD 1224636.910000 0.0426032 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 3100000.000000 PA USD 3089346.820000 0.107474 Long DBT CORP US N 2 2030-02-15 Fixed 4.35 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 5600000.000000 PA USD 5760250.610000 0.20039 Long DBT CORP US N 2 2029-07-20 Floating 5.449 N N N N N N DIAGEO INVESTMENT CORPORATION S4G8DPIPDVCF6CB81Z61 25245BAE7 2000000.000000 PA USD 2092285.780000 0.0727873 Long DBT CORP US N 2 2035-04-15 Fixed 5.625 N N N N N N GROSVENOR PLACE CLO 2024-2 DAC 24-2A N/A ACI2RYX19 1900000.000000 PA 2236682.350000 0.0778107 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.84523 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 13100000.000000 PA USD 13367246.290000 0.465025 Long DBT CORP US N 2 2034-04-25 Floating 5.288 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735DB0 1100000.000000 PA USD 1132584.190000 0.0394008 Long DBT CORP US N 2 2034-04-01 Fixed 5.65 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 681200.660000 PA USD 610316.010000 0.0212319 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WBL5 3000000.000000 PA USD 2946901.290000 0.102518 Long DBT CORP KY N 2 2054-11-26 Fixed 5.625 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 800000.000000 PA USD 804723.020000 0.027995 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2MJSF2 500000.000000 PA 596814.590000 0.0207622 Long DBT NUSS MX N 2 2032-05-25 Fixed 4.4899 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 200000.000000 PA USD 200468.740000 0.006974 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 2500000.000000 PA USD 2648295.000000 0.09213 Long DBT CORP NO N 2 2028-01-15 Fixed 7.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46514Y8B6 600000.000000 PA USD 610948.490000 0.0212539 Long DBT NUSS IL N 2 2035-02-19 Fixed 5.625 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BB4 5000000.000000 PA USD 5012198.250000 0.174367 Long DBT CORP GB N 2 2028-11-26 Floating 5.37506 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -31.800000 -0.0000011 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.12000 07/11/25-10Y LCH 2035-07-11 0.000000 USD 0.000000 USD N/A USD N/A 4.120000 USD 2025-07-09 XXXX 6368.200000 N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504DAC7 1700000.000000 PA USD 1822603.000000 0.0634055 Long DBT CORP FR N 2 2033-05-23 Fixed 6.25 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBB5 2600000.000000 PA USD 2693600.000000 0.0937061 Long DBT NUSS MX N 2 2030-05-13 Fixed 6 N N N N N N SIXTH STREET LENDING PARTNERS 549300S9P1HMDERGCR64 829932AB8 3000000.000000 PA USD 3097911.360000 0.107771 Long DBT CORP US N 2 2029-03-11 Fixed 6.5 N N N N N N JP MORGAN SEASONED MORTGAGE TRUST 2024-1 N/A 61777HAE5 953486.160000 PA USD 914573.820000 0.0318166 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.44606 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 200000.000000 PA USD 182731.930000 0.006357 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N POLAND GOVT 259400R9L8QEP0TPXS31 731011AY8 2300000.000000 PA USD 2314127.180000 0.0805048 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.125 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 1100000.000000 PA USD 1130018.950000 0.0393116 Long DBT CORP US N 2 2032-04-15 Fixed 5.35 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 800000.000000 PA USD 813649.970000 0.0283056 Long DBT CORP ES N 2 2027-08-18 Fixed 5.294 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEV0 1500000.000000 PA USD 1462409.150000 0.0508749 Long DBT CORP US N 2 2033-04-15 Fixed 4.5 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AN5 2200000.000000 PA USD 2232839.770000 0.077677 Long DBT CORP JP N 2 2029-10-16 Fixed 5.094 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAC0 2000000.000000 PA USD 2027794.460000 0.0705438 Long DBT CORP US N 2 2030-04-07 Fixed 4.95 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 1800000.000000 PA USD 1208599.070000 0.0420453 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N N/A N/A 000000000 -41.000000 NC USD -17937.500000 -0.000624 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 112.750000 USD 2025-07-25 XXXX -5177.480000 N N N FNMA PASS THRU POOLS N/A 31418EPD6 820816.900000 PA USD 823322.590000 0.0286421 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.5 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AL3 400000.000000 PA USD 397857.030000 0.0138408 Long DBT CORP US N 2 2026-01-15 Fixed 3.95 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 1500000.000000 PA USD 1476800.280000 0.0513756 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 1000000.000000 PA USD 1034137.950000 0.035976 Long DBT CORP US N 2 2035-04-15 Fixed 5.6 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKW8 1288000.000000 PA USD 1303100.040000 0.0453328 Long DBT CORP US N 2 2028-07-22 Floating 4.948 N N N N N N NORTHWESTERN CORPORATION 3BPWMBHR1R9SHUN7J795 66807TAA0 1500000.000000 PA USD 1524340.220000 0.0530294 Long DBT CORP US N 2 2030-03-21 Fixed 5.073 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 10100000.000000 PA USD 10183088.360000 0.354254 Long DBT CORP US N 2 2036-03-27 Floating 5.333 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBD9 3400000.000000 PA USD 3464483.350000 0.120524 Long DBT CORP NL N 2 2029-06-26 Fixed 5.125 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CR8 801000.000000 PA USD 812555.270000 0.0282675 Long DBT CORP US N 2 2029-02-08 Fixed 4.874 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 300000.000000 PA USD 282007.810000 0.0098106 Long DBT CORP US N 2 2032-04-01 Fixed 3.8 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BE1 500000.000000 PA USD 503282.820000 0.0175084 Long DBT CORP US N 2 2026-07-15 Fixed 5.05 N N N N N N SOCIEDAD QUIMICA Y MINERA DE CHILE SA TJ88LXZZW5PWIN93ZC81 833636AP8 3600000.000000 PA USD 3507228.000000 0.122011 Long DBT CORP CL N 2 2034-09-10 Fixed 5.5 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 05555LAC5 5700000.000000 PA USD 5781088.490000 0.201115 Long DBT CORP US N 2 2030-04-02 Fixed 6.15 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CHN4 17995000.000000 PA USD 18000130.190000 0.626196 Long DBT UST US N 2 2025-07-31 Fixed 4.75 N N N N N N N/A N/A 000000000 131.000000 NC USD 156927.390000 0.0054593 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-30 14281558.560000 USD 156927.390000 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 500000.000000 PA USD 522797.870000 0.0181873 Long DBT CORP US N 2 2030-01-25 Fixed 5.9 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 3700000.000000 PA USD 3816408.440000 0.132767 Long DBT CORP US N 2 2031-04-01 Fixed 5.45 N N N N N N N/A N/A 000000000 1.000000 NC 940305.710000 0.0327118 N/A DCR FR N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ELIS SA ELIS SA CO GTD Y Single Leg Swap 2029-12-20 886766.550000 EUR 0.000000 EUR 4400000.000000 EUR 53539.160000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 300000.000000 PA USD 341746.410000 0.0118888 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 1400000.000000 PA USD 1355926.470000 0.0471705 Long DBT CORP US N 2 2027-10-21 Floating 1.948 N N N N N N CAPITAL ONE NA/MCLEAN VA BRANCH 207ALC1P1YM0OVDV0K75 25466AAP6 400000.000000 PA USD 402173.440000 0.013991 Long DBT CORP US N 2 2028-09-13 Fixed 4.65 N N N N N N ATLAS SENIOR LOAN FUND LTD 2021-18A N/A 04943EAQ4 1200000.000000 PA USD 1199172.380000 0.0417173 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 5.37947 N N N N N N N/A N/A 000000000 -36843750.000000 PA USD -36862212.810000 -1.28238 Short RA US N 2 Reverse repurchase N 4.510000 2025-07-03 37500000.000000 USD 36515625.000000 USD UST N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 1500000.000000 PA USD 1533760.700000 0.0533571 Long DBT CORP IE N 2 2027-01-15 Fixed 6.1 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAF8 1500000.000000 PA USD 1584988.590000 0.0551393 Long DBT CORP US N 2 2028-08-11 Fixed 7.95 N N N N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAF4 1000000.000000 PA USD 1054739.170000 0.0366927 Long DBT CORP DK N 2 2033-09-14 Fixed 5.875 N N N N N N AREIT TRUST 2023-CRE8 N/A 04002BAA3 1273253.260000 PA USD 1277919.220000 0.0444568 Long ABS-MBS CORP BM N 2 2041-08-17 Floating 6.4255 N N N N N N MADISON PARK FUNDING XLIX LTD 2021-49A N/A 55820VAL7 1200000.000000 PA USD 1198410.100000 0.0416908 Long ABS-CBDO CORP KY N 2 2034-10-19 Floating 5.31947 N N N N N N TAPESTRY INC (AKA COACH INC) 549300LJNVY5SW3VTN33 876030AL1 10100000.000000 PA USD 10144346.880000 0.352906 Long DBT CORP US N 2 2035-03-11 Fixed 5.5 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8T2 400000.000000 PA USD 405733.620000 0.0141148 Long DBT CORP US N 2 2031-08-15 Fixed 4.55 N N N N N N N/A N/A 000000000 -10083465.000000 PA USD -10084722.630000 -0.350832 Short RA US N 2 Reverse repurchase N 4.490000 2025-07-01 10200000.000000 USD 10288453.180000 USD UST N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 6000000.000000 PA USD 6373204.740000 0.221714 Long DBT CORP GB N 2 2028-11-03 Floating 7.39 N N N N N N N/A N/A 000000000 -42.000000 NC USD -1312.500000 -0.0000457 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 108.500000 USD 2025-07-25 XXXX 12615.540000 N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 41068XAF7 2000000.000000 PA USD 2001329.500000 0.0696231 Long DBT CORP US N 2 2034-07-01 Fixed 6.375 N N N N N N GOODMAN US FINANCE SIX LLC N/A 38239EAC6 4600000.000000 PA USD 4588461.310000 0.159625 Long DBT CORP US N 2 2034-10-07 Fixed 5.125 N N N N N N HAYFIN EMERALD CLO V DAC 5A N/A ACI2RYDM5 2100000.000000 PA 2470916.420000 0.0859593 Long ABS-CBDO CORP IE N 2 2037-11-17 Floating 3.337 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 3000000.000000 PA USD 2779775.640000 0.096704 Long DBT CORP US N 2 2064-04-18 Fixed 5.9 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912834LK2 6100000.000000 PA USD 2651656.340000 0.0922469 Long DBT UST US N 2 2042-05-15 None 0 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 4100000.000000 PA USD 4036162.880000 0.140412 Long DBT CORP KY N 2 2031-10-20 Fixed 5.308 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DQ9 2900000.000000 PA USD 2914793.860000 0.101401 Long DBT CORP US N 2 2028-02-16 Floating 5.32214 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 500000.000000 PA USD 475720.390000 0.0165496 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N N/A N/A 000000000 -44.000000 NC USD -2750.000000 -0.0000957 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 09/19/25 2025-09-20 N/A USD N/A 109.500000 USD 2025-07-25 XXXX 11631.400000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CGW5 1924902.000000 PA USD 1921655.770000 0.0668514 Long DBT UST US N 2 2028-04-15 Fixed 1.25 N N N N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743QAQ1 2700000.000000 PA USD 2649670.840000 0.0921779 Long DBT CORP US N 2 2035-02-15 Fixed 6.1 N N N N N N N/A N/A 000000000 1.000000 NC 54861.800000 0.0019086 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3004724.090000 USD 57878798.260000 MXN 2025-09-17 54861.800000 N N N CRH SMW FINANCE DESIGNATED ACTIVITY COMPANY 54930044475SH442C864 12704PAB4 1000000.000000 PA USD 1025760.060000 0.0356846 Long DBT CORP IE N 2 2030-01-09 Fixed 5.125 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 600000.000000 PA USD 592298.720000 0.0206051 Long DBT CORP US N 2 2027-04-05 Fixed 3.65 N N N N N N TOTALENERGIES CAPITAL 529900QI55ZLJVCMPA71 89157XAB7 600000.000000 PA USD 577963.320000 0.0201064 Long DBT CORP FR N 2 2054-04-05 Fixed 5.488 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 6000000.000000 PA USD 6019808.700000 0.20942 Long DBT CORP US N 2 2029-11-07 Fixed 5.875 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAP5 500000.000000 PA USD 492946.220000 0.0171488 Long DBT CORP US N 2 2027-07-15 Fixed 3.55 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CG5 1900000.000000 PA USD 1922946.000000 0.0668963 Long DBT CORP US N 2 2029-03-22 Fixed 5.25 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 2800000.000000 PA USD 2752081.920000 0.0957406 Long DBT CORP US N 2 2034-09-15 Fixed 4.8 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BH6 3000000.000000 PA USD 3055426.740000 0.106294 Long DBT CORP US N 2 2026-06-01 Fixed 6 N N N N N N N/A N/A 000000000 -1897270.580000 PA USD -1900959.720000 -0.0661314 Short RA US N 2 Reverse repurchase N 3.500000 2027-06-11 2050000.000000 USD 2001907.210000 USD CDS N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 1015000.000000 PA USD 1000999.240000 0.0348232 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BG7 300000.000000 PA USD 272515.480000 0.0094804 Long DBT CORP US N 2 2031-04-15 Fixed 2.85 N N N N N N PPL CAPITAL FUNDING 549300MROK5WY0D2NU17 69352PAT0 600000.000000 PA USD 605243.120000 0.0210555 Long DBT CORP US N 2 2034-09-01 Fixed 5.25 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 3900000.000000 PA USD 4543276.060000 0.158053 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAV3 2500000.000000 PA USD 2574897.200000 0.0895766 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75 N N N N N N FHLMC PASS THRU POOLS N/A 3133BVJ48 344065.040000 PA USD 344565.910000 0.0119869 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC 2852.060000 0.0000992 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1132635.000000 USD 97534031.440000 INR 2025-08-20 2852.060000 N N N ISRAEL ELECTRIC CORPORATION LTD 254900JW7GE35YNJGJ55 ACI23Q596 1900000.000000 PA USD 1702371.500000 0.0592228 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 2400000.000000 PA USD 2519323.250000 0.0876433 Long DBT CORP US N 2 2033-09-01 Fixed 6.05 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DG6 1600000.000000 PA USD 1639306.400000 0.0570289 Long DBT CORP JP N 2 2031-01-16 Floating 5.197 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAH0 600000.000000 PA USD 635284.460000 0.0221005 Long DBT CORP US N 2 2034-12-15 Fixed 5.95 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KJ5 400000.000000 PA USD 412228.480000 0.0143408 Long DBT CORP US N 2 2033-01-15 Fixed 6.15 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6J1 2000000.000000 PA USD 2004217.600000 0.0697236 Long DBT CORP US N 2 2026-01-15 Floating 5.0466 N N N N N N OPORTUN ISSUANCE TRUST 2025-1 N/A 68377PAA4 347902.750000 PA USD 347414.430000 0.012086 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 3500000.000000 PA USD 3544780.610000 0.123317 Long DBT CORP US N 2 2030-06-15 Fixed 5.15 N N N N N N PRPM 2024-NQM4 TRUST N/A 69381UAA5 909109.720000 PA USD 911096.310000 0.0316956 Long ABS-MBS CORP US N 2 2069-12-26 Fixed 5.674 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMM0 41700000.000000 PA USD 43035703.130000 1.49714 Long DBT UST US N 2 2035-02-15 Fixed 4.625 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 ACI2NSC35 1000000.000000 PA 1223729.340000 0.0425716 Long DBT CORP IE N 2 2029-04-29 Fixed 5 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 800000.000000 PA USD 675962.330000 0.0235157 Long DBT CORP US N 2 2031-10-01 Fixed 2.375 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 2000000.000000 PA USD 1189209.320000 0.0413707 Long DBT CORP US N 2 2051-08-12 Fixed 3.05 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 3300000.000000 PA USD 3467204.830000 0.120619 Long DBT CORP FR N 2 2036-01-14 Floating 6.293 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAU0 2600000.000000 PA USD 2604586.060000 0.0906094 Long DBT CORP CA N 2 2034-02-12 Fixed 5.267 N N N N N N DIAMOND INFRASTRUCTURE FUNDING LLC 2021 1A N/A 25265LAA8 1000000.000000 PA USD 951623.400000 0.0331055 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76 N N N N N N N/A N/A 000000000 1.000000 NC USD 15543.740000 0.0005407 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2030-06-20 3560.820000 USD 0.000000 USD 1300000.000000 USD 11982.920000 N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KL0 3265000.000000 PA USD 3383905.810000 0.117721 Long DBT CORP US N 2 2029-01-15 Fixed 6.1 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 233538.900000 PA USD 2273968.240000 0.0791078 Long STIV RF US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBS3 600000.000000 PA USD 635788.800000 0.0221181 Long DBT CORP CA N 2 2084-01-15 Floating 8.25 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 2400000.000000 PA USD 2341028.330000 0.0814407 Long DBT CORP GB N 2 2028-05-22 Floating 3.073 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFA5 1000000.000000 PA USD 1016539.450000 0.0353638 Long DBT CORP US N 2 2031-04-15 Fixed 4.9 N N N N N N THE TRUSTEES OF PRINCETON UNIVERSITY 549300PJZYINN64GDJ90 89837LAJ4 1600000.000000 PA USD 1638379.900000 0.0569967 Long DBT CORP US N 2 2030-07-01 Fixed 4.647 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YET8 1600000.000000 PA USD 1599766.900000 0.0556534 Long DBT CORP US N 2 2026-07-17 Floating 4.679 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 400000.000000 PA USD 355645.860000 0.0123724 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 3100000.000000 PA USD 3018302.720000 0.105002 Long DBT CORP US N 2 2034-11-01 Fixed 5.05 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AU3 600000.000000 PA USD 697678.660000 0.0242711 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 2700000.000000 PA USD 2743297.790000 0.095435 Long DBT CORP US N 2 2033-08-15 Fixed 5.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHA5 2514851.000000 PA USD 2531222.530000 0.0880572 Long DBT CORP US N 2 2037-07-02 Fixed 5.401 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 4000000.000000 PA USD 4042472.200000 0.140631 Long DBT CORP US N 2 2028-07-25 Floating 4.851 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBT9 2600000.000000 PA USD 2652311.770000 0.0922697 Long DBT CORP US N 2 2035-02-06 Fixed 5.625 N N N N N N SCCU AUTO RECEIVABLES TRUST 2023-1A N/A 805922AC5 55900.240000 PA USD 55970.480000 0.0019471 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.85 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBA1 1000000.000000 PA USD 924434.470000 0.0321596 Long DBT CORP US N 2 2030-02-01 Fixed 2.45 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D26 400000.000000 PA USD 405539.860000 0.0141081 Long DBT CORP US N 2 2026-06-10 Fixed 6.95 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AL4 400000.000000 PA USD 394912.200000 0.0137384 Long DBT CORP US N 2 2026-11-15 Fixed 3.45 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 BA000KZ79 3000000.000000 PA USD 3000000.000000 0.104365 Long LON CORP US N 3 2030-04-30 Floating 0 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 3050000.000000 PA USD 2933325.910000 0.102046 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAN3 1700000.000000 PA USD 1701518.100000 0.0591931 Long DBT CORP CA N 2 2027-01-27 Floating 4.96206 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BQ4 2200000.000000 PA USD 2154625.000000 0.074956 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2X2 1500000.000000 PA USD 1508044.340000 0.0524625 Long DBT CORP SA N 2 2030-06-02 Fixed 4.75 N N N N N N BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLEGRUPO FINANCIERO BBVA MEXICO 549300WIWQK5Q9MCUN92 072912AA6 3100000.000000 PA USD 3190830.000000 0.111004 Long DBT CORP MX N 2 2035-02-11 Floating 7.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 1600000.000000 PA USD 1553669.810000 0.0540497 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 2600000.000000 PA USD 2660462.640000 0.0925533 Long DBT CORP US N 2 2031-04-15 Fixed 5.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI2V6L67 4200000.000000 PA 4931363.170000 0.171554 Long DBT NUSS SA N 2 2032-03-05 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC 802.850000 0.0000279 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 334560.000000 USD 48116051.000000 JPY 2025-08-04 802.850000 N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 12593CAY7 2400000.000000 PA 1838366.410000 0.0639539 Long DBT CORP CA N 2 2034-06-02 Fixed 4.3 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CG6 2200000.000000 PA USD 2287583.360000 0.0795814 Long DBT CORP US N 2 2032-11-01 Fixed 5.65 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BS7 1000000.000000 PA USD 1010939.270000 0.035169 Long DBT CORP US N 2 2054-10-01 Floating 6.875 N N N N N N USAA CAPITAL CORPORATION 5493007XLF4LU3U2W757 90327QDA4 3400000.000000 PA USD 3423928.450000 0.119113 Long DBT CORP US N 2 2028-06-01 Fixed 4.375 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 1000000.000000 PA USD 1025164.140000 0.0356638 Long DBT CORP NO N 2 2030-05-22 Fixed 5.875 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDW5 1800000.000000 PA USD 1844566.200000 0.0641695 Long DBT CORP GB N 2 2033-12-01 Floating 6.45 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 BA000KJT9 3000000.000000 PA USD 3000000.000000 0.104365 Long LON CORP US N 3 2030-04-30 Floating 0 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 3000000.000000 PA USD 3010830.120000 0.104742 Long DBT CORP US N 2 2030-10-22 Floating 4.603 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DL5 6000000.000000 PA USD 6172205.460000 0.214721 Long DBT CORP JP N 2 2036-04-24 Floating 5.615 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 ACI2NSTP8 1100000.000000 PA 1320206.090000 0.0459279 Long DBT CORP NL N 2 2034-04-25 Fixed 4.375 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 3300000.000000 PA USD 3452122.150000 0.120094 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85 N N N N N N CHASE AUTO OWNER TRUST 2023-AA N/A 16144KAC2 2600000.000000 PA USD 2629973.320000 0.0914926 Long ABS-O CORP US N 2 2029-01-25 Fixed 5.68 N N N N N N VF CORPORATION CWAJJ9DJ5Z7P057HV541 ACI1K53D8 1100000.000000 PA 913857.060000 0.0317916 Long DBT CORP US N 2 2032-02-25 Fixed 0.625 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 5000000.000000 PA USD 5010503.800000 0.174308 Long DBT CORP US N 2 2030-10-18 Floating 4.654 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UE6 12700000.000000 PA USD 12106671.880000 0.421172 Long DBT UST US N 2 2054-11-15 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KU0 2000000.000000 PA USD 1983141.460000 0.0689904 Long DBT CORP US N 2 2035-03-01 Fixed 5.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 400000.000000 PA USD 235993.720000 0.0082098 Long DBT CORP US N 2 2060-11-20 Fixed 3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 600000.000000 PA USD 594008.950000 0.0206646 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N 2025-08-19 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX