NPORT-P false 0000836906 XXXXXXXX S000083198 C000246715 VANGUARD MALVERN FUNDS 811-05628 0000836906 549300EW16IGZDA38J20 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD CORE-PLUS BOND ETF S000083198 529900XBD4FFIDOM5S90 2025-09-30 2025-03-31 N 529643941.54 40893633.11 488750308.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 36377477.42000000 0.00000000 0.00000000 1284704.64000000 COP EUR GBP HUF INR JPY MXN PLN USD ZAR N Bloomberg U.S. Universal Bond Index I00037 Freddie Mac REMICS N/A 3137BBKA7 273118.49800000 PA USD 248640.77000000 0.050872759712 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABY0 1000.00000000 PA USD 668.30000000 0.000136736486 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AX8 100000.00000000 PA USD 102553.77000000 0.020982855300 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 36179VN48 344092.62900000 PA USD 317708.81000000 0.065004319080 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AQ4 90000.00000000 PA USD 72928.94000000 0.014921512834 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Guatemala Government Bond N/A N/A 200000.00000000 PA USD 196472.64000000 0.040198980258 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AL5 200000.00000000 PA USD 202380.58000000 0.041407765173 Long DBT CORP US Y 2 2027-05-29 Fixed 5.00000000 N N N N N N Hilton Domestic Operating Co Inc 5493003EG7H0N1E4XV50 432833AR2 55000.00000000 PA USD 54457.15000000 0.011142120845 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AJ7 50000.00000000 PA USD 51071.39000000 0.010449382664 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132E0SV5 452502.28500000 PA USD 465480.59000000 0.095238935295 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CR9 550000.00000000 PA USD 420162.26000000 0.085966648563 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 98313RAH9 4000.00000000 PA USD 3848.10000000 0.000787334541 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 159000.00000000 PA USD 170084.28000000 0.034799830724 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N New Issuer: BB Company ID:47246942 N/A 289178AA3 25000.00000000 PA USD 24656.50000000 0.005044805000 Long DBT CORP US Y 2 2029-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179XHY5 983995.38180000 PA USD 949406.96000000 0.194251940842 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHJ3 425000.00000000 PA USD 420285.16000000 0.085991794327 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N Global Atlantic Fin Co N/A 37959GAD9 137000.00000000 PA USD 154127.27000000 0.031534971403 Long DBT CORP US Y 2 2033-06-15 Fixed 7.95000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAW9 40000.00000000 PA USD 33773.08000000 0.006910088733 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F052649 7300000.00000000 PA USD 7290589.57000000 1.491679789097 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 3618J9CX2 31415.34000000 PA USD 32697.35000000 0.006689990663 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QWBC5 249747.97270000 PA USD 250501.76000000 0.051253524689 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XFA9 150000.00000000 PA USD 144074.38000000 0.029478115412 Long DBT CORP US N 2 2034-09-06 Fixed 5.45000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1043002.00000000 PA 562955.86000000 0.115182711967 Long DBT NUSS N/A N 2 2051-07-06 Fixed 0.70000000 N N N N N N Argentine Republic Government International Bond N/A 040114HV5 295000.00000000 PA USD 170413.00000000 0.034867087971 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 587.48000000 0.000120200435 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 450750.85000000 MXN 22386.59000000 USD 2025-06-18 587.48000000 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153BW1 50000.00000000 PA USD 49118.94000000 0.010049904655 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC -3980.01000000 -0.00081432378 N/A DFE N/A N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1098732.41000000 USD 847495.57000000 GBP 2025-04-02 -3980.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 100000.00000000 PA USD 101788.33000000 0.020826243634 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 910000.00000000 PA USD 886729.87000000 0.181427991902 Long DBT CORP CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N AMSR 2024-SFR2 Trust N/A 00179UAA6 100000.00000000 PA USD 96938.98000000 0.019834049887 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AQ5 40000.00000000 PA USD 42168.40000000 0.008627800181 Long DBT CORP US Y 2 2031-02-15 Fixed 9.00000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PBB2 350000.00000000 PA USD 349939.16000000 0.071598759932 Long DBT CORP US N 2 2035-04-01 Fixed 5.37500000 N N N N N N Philippine Government International Bond N/A 718286DA2 200000.00000000 PA USD 201281.35000000 0.041182858921 Long DBT NUSS PH N 2 2034-05-14 Fixed 5.25000000 N N N N N N JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group N/A 472140AA0 510000.00000000 PA USD 524398.18000000 0.107293677559 Long DBT CORP US Y 2 2035-04-20 Fixed 5.95000000 N N N N N N Fannie Mae - CAS N/A 20755JAA1 58491.77000000 PA USD 58254.29000000 0.011919028795 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.30300000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AX2 60000.00000000 PA USD 49372.60000000 0.010101804366 Long DBT CORP US N 2 2036-08-15 Variable 2.48700000 N N N N N N Fannie Mae or Freddie Mac N/A 01F060642 500000.00000000 PA USD 507812.50000000 0.103900190187 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.00000000 N N N N N N Capital Street Master Trust N/A 14051LAA0 15000.00000000 PA USD 14999.92000000 0.003069035403 Long ABS-CBDO CORP US Y 2 2028-10-16 Floating 5.69870000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 820000.00000000 PA USD 680403.90000000 0.139212986317 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDU4 10000.00000000 PA USD 10091.60000000 0.002064776190 Long ABS-CBDO CORP US N 2 2031-01-21 Fixed 5.09000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632NBE9 9975.00000000 PA USD 9871.09000000 0.002019659083 Long LON CORP US N 2 2031-03-24 Floating 8.05230000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 N/A 200000.00000000 PA 212316.97000000 0.043440784862 Long DBT CORP GB N 2 2173-12-27 Variable 3.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AT6 110000.00000000 PA USD 111890.04000000 0.022893088366 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140QVRN6 997427.90530000 PA USD 999191.56000000 0.204438041831 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Clarios Global LP / Clarios US Finance Co N/A 18060TAD7 20000.00000000 PA USD 20204.93000000 0.004133998414 Long DBT CORP N/A Y 2 2030-02-15 Fixed 6.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SY5 713000.00000000 PA USD 528288.44000000 0.108089638182 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FP8 1000000.00000000 PA USD 1067500.00000000 0.218414184418 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 200000.00000000 PA 199893.64000000 0.040898928666 Long DBT CORP LU N 2 2029-03-12 Fixed 1.75000000 N N N N N N UWM Holdings LLC N/A 903522AA8 15000.00000000 PA USD 14858.09000000 0.003040016495 Long DBT CORP US Y 2 2030-02-01 Fixed 6.62500000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAH2 16000.00000000 PA USD 15306.14000000 0.003131689072 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N GM Financial Automobile Leasing Trust 2024-3 N/A 38012QAF5 60000.00000000 PA USD 59670.53000000 0.012208796387 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 4.49000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QN1 1795000.00000000 PA USD 1849410.94000000 0.378395861465 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCR8 100000.00000000 PA USD 101646.40000000 0.020797204267 Long ABS-CBDO CORP US Y 2 2029-01-25 Fixed 6.70000000 N N N N N N N/A N/A N/A -12.00000000 NC -3483.77000000 -0.00071279136 N/A DIR N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Eurex 2 Year Euro SCHATZ Future 2025-06-06 -1388625.34000000 EUR -3483.77000000 N N N Mexico Government International Bond N/A 91087BAM2 300000.00000000 PA USD 253068.60000000 0.051778709012 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBB3 10000.00000000 PA USD 9843.91000000 0.002014097961 Long DBT CORP CA N 2 2053-03-27 Fixed 5.80000000 N N N N N N Aon North America Inc N/A 03740MAD2 450000.00000000 PA USD 458047.69000000 0.093718138300 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N Freddie Mac REMICS N/A 3137BCLN6 414400.39800000 PA USD 397478.40000000 0.081325452515 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 4.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBK0 122000.00000000 PA USD 99402.87000000 0.020338170285 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 70000.00000000 PA USD 68993.75000000 0.014116359378 Long LON CORP US N 2 2032-01-28 Floating 7.07490000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKA9 110000.00000000 PA USD 77859.78000000 0.015930379716 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDL4 100000.00000000 PA USD 98592.52000000 0.020172369878 Long ABS-CBDO CORP US Y 2 2032-08-20 Fixed 4.84000000 N N N N N N New Issuer: BB Company ID:72031316 N/A 367919AA5 678875.36000000 PA USD 684550.08000000 0.140061309055 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 6.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAN5 100000.00000000 PA USD 106937.25000000 0.021879730438 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QM6A7 18213.99470000 PA USD 15945.46000000 0.003262496150 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 210000.00000000 PA USD 212630.15000000 0.043504862571 Long DBT CORP US Y 2 2032-08-15 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AN6 40000.00000000 PA USD 36644.69000000 0.007497630051 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 36179XFH4 707160.43000000 PA USD 682524.02000000 0.139646770186 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAB0 18058.48000000 PA USD 18146.61000000 0.003712859038 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.03800000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAT8 430000.00000000 PA USD 412001.37000000 0.084296902302 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 90000.00000000 PA USD 77450.60000000 0.015846660076 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Central American Bank for Economic Integration 549300OLDAMXBPSHIC05 15238PAJ5 263000.00000000 PA USD 265610.11000000 0.054344745244 Long DBT CORP N/A Y 2 2027-01-25 Fixed 5.00000000 N N N N N N N/A N/A N/A 600000.00000000 NC USD 227.76000000 0.000046600482 N/A DIR N/A N 1 BARCLAYS PLC 213800LBQA1Y9L22JB70 United States SOFR Secured Ove SOFRRATE Y 2029-08-31 0.00000000 USD 0.00000000 USD 600000.00000000 USD 227.76000000 N N N Santander Bank Auto Credit-Linked Notes Series 2024-B N/A 80280BAD0 250000.00000000 PA USD 250799.28000000 0.051314398308 Long ABS-CBDO CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N The Huntington National Bank N/A 446438SX2 250000.00000000 PA USD 249538.45000000 0.051056428138 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 4.95700000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAM1 5000.00000000 PA USD 4003.60000000 0.000819150378 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 47250.00000000 PA USD 46058.44000000 0.009423715792 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.35200000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Z5 15000.00000000 PA USD 12731.75000000 0.002604959992 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBG2 225000.00000000 PA USD 207514.62000000 0.042458207477 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBB6 40000.00000000 PA USD 39638.06000000 0.008110083884 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Freddie Mac Pool N/A 3132DM2D6 2419806.79920000 PA USD 2042899.39000000 0.417984266150 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAG6 8000.00000000 PA USD 7536.93000000 0.001542081891 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3140QVEM2 243360.02740000 PA USD 245843.69000000 0.050300467490 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBV2 30000.00000000 PA USD 28899.06000000 0.005912847419 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AT9 138000.00000000 PA USD 117159.69000000 0.023971276944 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N New Issuer: BB Company ID:72031316 N/A 367919AF4 191952.52000000 PA USD 192057.58000000 0.039295643744 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 5.50000000 N N N N N N Big River Steel LLC / BRS Finance Corp N/A 08949LAB6 235000.00000000 PA USD 235509.08000000 0.048185970614 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Sealed Air Corp/Sealed Air Corp US N/A 812127AA6 6000.00000000 PA USD 6001.68000000 0.001227964442 Long DBT CORP US Y 2 2028-02-01 Fixed 6.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 400000.00000000 PA USD 401470.45000000 0.082142239723 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Fannie Mae REMICS N/A 3136ASXH4 129975.06600000 PA USD 113891.77000000 0.023302649233 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBU2 40000.00000000 PA USD 39571.06000000 0.008096375453 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N Freddie Mac REMICS N/A 3137B9FW0 556158.17200000 PA USD 502073.46000000 0.102725962795 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034AV1 12000.00000000 PA USD 12134.53000000 0.002482766719 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N N/A N/A N/A -23.00000000 NC -5609.46000000 -0.00114771487 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A SGX Mini Japan Government 10 Year Bond Future 2025-06-12 -2145353.14000000 JPY -5609.46000000 N N N Freddie Mac Pool N/A 3132DTYZ7 476836.01500000 PA USD 424003.11000000 0.086752499729 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 90000.00000000 PA USD 91722.41000000 0.018766721660 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N American Builders & Contractors Supply Co Inc 549300H5GQ4C1BEKG397 024747AG2 48000.00000000 PA USD 44022.47000000 0.009007149303 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140XHWY9 3087128.44600000 PA USD 2703594.72000000 0.553164811022 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GN8 50000.00000000 PA USD 49312.84000000 0.010089577264 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N Hyundai Auto Lease Securitization Trust 2024-C N/A 448984AD6 30000.00000000 PA USD 30074.83000000 0.006153414019 Long ABS-CBDO CORP US Y 2 2028-04-17 Fixed 4.62000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAR8 5000.00000000 PA USD 5198.92000000 0.001063716975 Long DBT CORP US N 2 2031-01-15 Fixed 5.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RC4 259000.00000000 PA USD 227555.78000000 0.046558697984 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHW5 7000.00000000 PA USD 6911.09000000 0.001414032867 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167GJ6 347000.00000000 PA USD 350738.00000000 0.071762205353 Long DBT CORP N/A N 2 2028-01-14 Fixed 4.37500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AB3 420000.00000000 PA USD 422588.96000000 0.086463159758 Long DBT CORP US N 2 2028-04-01 Fixed 4.65000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F052441 250000.00000000 PA USD 253984.38000000 0.051966080761 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 5.50000000 N N N N N N Dominican Republic International Bond N/A 25714PFB9 877000.00000000 PA USD 886934.62000000 0.181469884458 Long DBT NUSS DO Y 2 2037-03-15 Fixed 6.95000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAG1 90000.00000000 PA USD 91603.24000000 0.018742339067 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DT9 870000.00000000 PA USD 945555.78000000 0.193463976122 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BL3 152000.00000000 PA USD 142138.25000000 0.029081976532 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N Ford Credit Auto Owner Trust 2024-A N/A 34535EAF9 85000.00000000 PA USD 86454.34000000 0.017688856356 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 5.26000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F050643 -2250000.00000000 PA USD -2205263.70000000 -0.45120456436 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140XP5L9 701319.92500000 PA USD 707162.41000000 0.144687869818 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Drive Auto Receivables Trust 2024-1 N/A 26208WAE4 70000.00000000 PA USD 71052.93000000 0.014537674713 Long ABS-CBDO CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AG0 20000.00000000 PA USD 19795.59000000 0.004050246037 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BS3 820000.00000000 PA USD 853127.81000000 0.174552894450 Long DBT CORP US N 2 2034-08-18 Variable 5.93900000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FT5 90000.00000000 PA USD 77396.29000000 0.015835548063 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N Ginnie Mae II Pool N/A 36179WRZ3 2658071.22930000 PA USD 2174992.57000000 0.445010986691 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F062648 -2300000.00000000 PA USD -2372054.63000000 -0.48533056431 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AFN75 100000.00000000 PA USD 91991.78000000 0.018821835692 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 4.00000000 N N N N N N Ukraine Government International Bond N/A 903724CA8 12431.00000000 PA USD 6564.74000000 0.001343168461 Long DBT NUSS UA Y 2 2034-02-01 Variable 1.75000000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AE2 280000.00000000 PA USD 281572.96000000 0.057610799449 Long DBT CORP US Y 2 2030-07-15 Fixed 6.12500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CV9 645000.00000000 PA USD 624259.89000000 0.127725728093 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BA0 185000.00000000 PA USD 178414.05000000 0.036504130416 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 10000.00000000 PA USD 8748.77000000 0.001790028537 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAF5 85000.00000000 PA USD 86290.81000000 0.017655397554 Long ABS-CBDO CORP US Y 2 2030-01-25 Fixed 5.36000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RLJ9 25000.00000000 PA USD 16918.89000000 0.003461663288 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAL9 60000.00000000 PA USD 59827.36000000 0.012240884346 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.20000000 N N N N N N Belron UK Finance PLC 9845006BC9D1A77B8178 080782AA3 15000.00000000 PA USD 14896.22000000 0.003047818025 Long DBT CORP GB Y 2 2029-10-15 Fixed 5.75000000 N N N N N N Sequoia Mortgage Trust 2024-INV1 N/A 816939AE2 91134.74110000 PA USD 91884.83000000 0.018799953353 Long ABS-MBS CORP US Y 2 2054-10-25 Variable 6.00000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAF6 30000.00000000 PA USD 29007.76000000 0.005935087814 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAE7 130000.00000000 PA USD 130028.59000000 0.026604298300 Long DBT CORP US Y 2 2028-03-15 Fixed 5.70000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECT0 140000.00000000 PA USD 140015.09000000 0.028647570668 Long DBT CORP GB N 2 2028-09-10 Variable 4.83700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLW9 297000.00000000 PA USD 297928.13000000 0.060957123680 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDP3 7000000.00000000 PA USD 6385312.50000000 1.306456976060 Long DBT UST US N 2 2028-12-31 Fixed 1.37500000 N N N N N N GGAM Finance Ltd 254900X2QXEN0FVXRF65 36170JAC0 40000.00000000 PA USD 40995.64000000 0.008387849438 Long DBT CORP KY Y 2 2027-02-15 Fixed 8.00000000 N N N N N N BBCMS Mortgage Trust 2025-C32 N/A 07337AAD8 310000.00000000 PA USD 324341.10000000 0.066361308505 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.72000000 N N N N N N Citizens Auto Receivables Trust 2024-1 N/A 17331QAE6 115000.00000000 PA USD 116245.30000000 0.023784189594 Long ABS-CBDO CORP US Y 2 2030-10-15 Fixed 5.03000000 N N N N N N Sri Lanka Government International Bond N/A N/A 29498.00000000 PA USD 19848.47000000 0.004061065467 Long DBT NUSS LK Y 2 2035-06-15 Variable 3.60000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 200000.00000000 PA USD 196061.81000000 0.040114923022 Long DBT CORP NL Y 2 2028-04-06 Variable 3.64900000 N N N N N N Colombia Government International Bond N/A 195325DZ5 260000.00000000 PA USD 202515.92000000 0.041435456204 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 110000.00000000 PA USD 107210.27000000 0.021935591272 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 250000.00000000 PA USD 247973.91000000 0.050736317854 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N BANK 2022-BNK41 N/A 06540MBH7 50000.00000000 PA USD 46352.61000000 0.009483903989 Long ABS-MBS CORP US N 2 2065-04-15 Variable 3.78990000 N N N N N N Morgan Stanley Capital I Trust 2018-L1 N/A 61691QAH1 100000.00000000 PA USD 97904.05000000 0.020031506540 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.63700000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DQ9 395000.00000000 PA USD 387976.15000000 0.079381259368 Long DBT CORP US N 2 2034-11-01 Fixed 4.90000000 N N N N N N N/A N/A N/A 1.00000000 NC 81527.14000000 0.016680734230 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 3383766.06000000 USD 2682634.57000000 GBP 2025-04-02 81527.14000000 N N N Ile-de-France Mobilites 969500A5KNK9VZQKNQ79 N/A 300000.00000000 PA 313641.37000000 0.064172106818 Long DBT NUSS FR N 2 2045-05-25 Fixed 3.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMN8 3828000.00000000 PA USD 3865681.88000000 0.790931854839 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 200000.00000000 PA USD 196009.92000000 0.040104306149 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 3140QUZU3 491129.68680000 PA USD 503988.05000000 0.103117694517 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040644 4750000.00000000 PA USD 4428447.33000000 0.906075608264 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BW9 94000.00000000 PA USD 55259.16000000 0.011306214859 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Republic of South Africa Government International Bond N/A 836205AU8 1500000.00000000 PA USD 1413397.71000000 0.289186049731 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BZ2 100000.00000000 PA USD 96768.45000000 0.019799158861 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCH2 201000.00000000 PA USD 184888.59000000 0.037828843646 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust N/A 63938PBW8 85000.00000000 PA USD 85884.30000000 0.017572224205 Long ABS-CBDO CORP US Y 2 2029-04-25 Fixed 5.59000000 N N N N N N Ginnie Mae II Pool N/A 36179XX68 494727.34400000 PA USD 497879.45000000 0.101867853873 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAE1 75000.00000000 PA USD 70690.04000000 0.014463426166 Long DBT CORP FR N 2 2054-09-10 Fixed 5.27500000 N N N N N N Shift4 Payments LLC / Shift4 Payments Finance Sub Inc N/A 82453AAB3 15000.00000000 PA USD 15128.66000000 0.003095376051 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612KAA0 40000.00000000 PA USD 40455.19000000 0.008277271502 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DB2 15000.00000000 PA USD 15525.20000000 0.003176509504 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N Freddie Mac REMICS N/A 3137FFN52 600000.00000000 PA USD 523709.04000000 0.107152677137 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 2.50000000 N N N N N N Nissan Auto Receivables 2024-B Owner Trust N/A 65479WAE4 20000.00000000 PA USD 19959.66000000 0.004083815325 Long ABS-CBDO CORP US N 2 2031-09-15 Fixed 4.35000000 N N N N N N BMO 2024-C10 Mortgage Trust N/A 096920AD5 110000.00000000 PA USD 112919.90000000 0.023103801276 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.47790000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 60000.00000000 PA USD 59549.01000000 0.012183932976 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653CAK4 17000.00000000 PA USD 17290.92000000 0.003537781910 Long DBT CORP US Y 2 2031-01-15 Fixed 7.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TN8 994000.00000000 PA USD 837289.69000000 0.171312360434 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 60000.00000000 PA USD 57245.02000000 0.011712528670 Long DBT CORP US N 2 2028-06-02 Variable 2.39300000 N N N N N N Republic of Uzbekistan International Bond N/A N/A 1165000.00000000 PA 1253358.87000000 0.256441550702 Long DBT NUSS UZ Y 2 2029-02-25 Fixed 5.10000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAG8 60000.00000000 PA USD 58978.22000000 0.012067147372 Long DBT CORP US Y 2 2031-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140XNX66 222844.19500000 PA USD 203057.32000000 0.041546228513 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AV2 30000.00000000 PA USD 22339.74000000 0.004570787908 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N CD 2017-CD5 Mortgage Trust N/A 12515HBB0 40000.00000000 PA USD 38356.38000000 0.007847847732 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.68400000 N N N N N N Freddie Mac REMICS N/A 3137FE7K0 512837.27800000 PA USD 479650.91000000 0.098138231675 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 4.00000000 N N N N N N Peruvian Government International Bond N/A 715638DF6 1219000.00000000 PA USD 1072354.72000000 0.219407476886 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAQ7 170000.00000000 PA USD 173240.00000000 0.035445501928 Long DBT CORP US Y 2 2032-02-15 Fixed 8.50000000 N N N N N N Egypt Government International Bond N/A N/A 200000.00000000 PA USD 151586.76000000 0.031015174289 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BK7 350000.00000000 PA USD 352884.04000000 0.072201292544 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N Albania Government International Bond N/A N/A 680000.00000000 PA 706749.47000000 0.144603380869 Long DBT NUSS AL Y 2 2035-02-14 Fixed 4.75000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 91200.00000000 PA USD 85667.97000000 0.017527962340 Long ABS-CBDO CORP US Y 2 2049-10-25 Fixed 3.66800000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DK7 180000.00000000 PA USD 180502.94000000 0.036931524520 Long ABS-CBDO CORP US Y 2 2028-11-15 Fixed 4.68000000 N N N N N N N/A N/A N/A 1.00000000 NC 1988.24000000 0.000406800766 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 376594.77000000 EUR 409482.04000000 USD 2025-04-15 1988.24000000 N N N Phillips 66 5493005JBO5YSIGK1814 718546AH7 100000.00000000 PA USD 99643.45000000 0.020387393783 Long DBT CORP US N 2 2042-05-01 Fixed 5.87500000 N N N N N N Chile Government International Bond N/A 168863CF3 2000000.00000000 PA USD 1927104.72000000 0.394292277009 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDK9 397000.00000000 PA USD 381785.98000000 0.078114729221 Long DBT CORP US N 2 2026-06-10 Fixed 1.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CZ7 130000.00000000 PA USD 129762.71000000 0.026549898334 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BH5 30000.00000000 PA USD 30400.81000000 0.006220110652 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N N/A N/A N/A 1.00000000 NC -317.23000000 -0.00006490635 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 11641.06000000 USD 47856391.00000000 COP 2025-06-18 -317.23000000 N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 071705AA5 30000.00000000 PA USD 31076.76000000 0.006358412355 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N N/A N/A N/A 1.00000000 NC 167.03000000 0.000034174914 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 63900.15000000 PLN 16617.24000000 USD 2025-06-18 167.03000000 N N N Egypt Government International Bond N/A AS0110302 428000.00000000 PA 452791.02000000 0.092642605475 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368DH72 270000.00000000 PA USD 229461.81000000 0.046948678301 Long DBT CORP CA N 2 2037-01-10 Variable 3.08800000 N N N N N N Ginnie Mae II Pool N/A 36179X2L9 496155.99960000 PA USD 499317.21000000 0.102162024532 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 37508.32000000 0.007674331729 N/A DFE N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 646532644.83000000 HUF 1766069.59000000 USD 2025-06-18 37508.32000000 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBK0 649000.00000000 PA USD 639925.07000000 0.130930877988 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAF5 60000.00000000 PA USD 61163.36000000 0.012514234558 Long ABS-CBDO CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 397000.00000000 PA USD 334023.39000000 0.068342338457 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N PMT Loan Trust 2025-INV1 N/A 693967AG6 392836.55000000 PA USD 396417.02000000 0.081108290503 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137B8DD6 418161.43400000 PA USD 374760.08000000 0.076677205832 Long ABS-MBS USGSE US N 2 2044-02-15 Fixed 3.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477CN1 80000.00000000 PA USD 80020.57000000 0.016372484808 Long DBT CORP US N 2 2029-02-20 Variable 4.53000000 N N N N N N Atkore Inc 52990002TI38AM4RPV48 047649AA6 30000.00000000 PA USD 26377.88000000 0.005397005289 Long DBT CORP US Y 2 2031-06-01 Fixed 4.25000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DG3 10000.00000000 PA USD 8298.30000000 0.001697860821 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAW2 30000.00000000 PA USD 27847.84000000 0.005697764179 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Sri Lanka Government International Bond N/A N/A 20472.00000000 PA USD 15824.86000000 0.003237820974 Long DBT NUSS LK Y 2 2036-05-15 Variable 3.60000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CE8 267000.00000000 PA USD 263600.88000000 0.053933649852 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N USI Inc/NY 2549006D7UF7072T7I27 90346KAB5 70000.00000000 PA USD 71561.05000000 0.014641637819 Long DBT CORP US Y 2 2032-01-15 Fixed 7.50000000 N N N N N N Autonomous Community of Andalusia Spain 959800G42HFTN7MWAY79 N/A 1200000.00000000 PA 1266417.00000000 0.259113289169 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.30000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAD7 100000.00000000 PA USD 97028.49000000 0.019852363942 Long DBT CORP US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Saudi Government International Bond N/A N/A 422000.00000000 PA USD 427235.21000000 0.087413798545 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBN2 25000.00000000 PA USD 17197.83000000 0.003518735375 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Progress Residential 2024-SFR5 Trust N/A 74332HAA4 120000.00000000 PA USD 110763.04000000 0.022662500276 Long ABS-CBDO CORP US Y 2 2029-08-09 Fixed 3.00000000 N N N N N N N/A N/A N/A 5600000.00000000 NC USD 41884.02000000 0.008569615052 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2035-06-12 0.00000000 USD 0.00000000 USD 0.00000000 USD 5600000.00000000 4.00000000 USD 2025-06-10 XXXX -9666.37000000 N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBT6 25000.00000000 PA USD 21935.22000000 0.004488021720 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 10000.00000000 PA USD 9308.41000000 0.001904532813 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DV8 121000.00000000 PA USD 122449.49000000 0.025053588281 Long DBT CORP US N 2 2028-07-26 Variable 5.04300000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAF8 30000.00000000 PA USD 30497.53000000 0.006239899898 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 5.08000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKQ3 1000000.00000000 PA USD 1013750.00000000 0.207416748903 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZB9 623770.53000000 PA USD 554399.33000000 0.113432016397 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140QPH75 1249999.78960000 PA USD 1178295.05000000 0.241083234051 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F070641 500000.00000000 PA USD 522818.75000000 0.106970520730 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 7.00000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 N/A 100000.00000000 PA 84245.19000000 0.017236856641 Long DBT CORP GB N 2 2033-09-01 Fixed 0.75000000 N N N N N N BlackRock Funding Inc 529900VBK42Y5HHRMD23 09290DAK7 210000.00000000 PA USD 204306.92000000 0.041801900986 Long DBT CORP US N 2 2055-01-08 Fixed 5.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDL2 228000.00000000 PA USD 209368.13000000 0.042837442020 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3140W0V77 499427.94500000 PA USD 502416.57000000 0.102796164285 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEL6 578000.00000000 PA USD 583005.56000000 0.119284949788 Long DBT CORP US N 2 2028-07-22 Variable 4.97900000 N N N N N N N/A N/A N/A 1.00000000 NC 196.54000000 0.000040212762 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 26956.46000000 USD 4037394.00000000 JPY 2025-06-18 196.54000000 N N N Turkiye Government International Bond N/A 900123DP2 1000000.00000000 PA USD 982301.17000000 0.200982209741 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N GCAT 2025-INV1 Trust N/A 36171DAA6 2362760.35000000 PA USD 2385464.11000000 0.488074190206 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RY6 1350000.00000000 PA USD 986976.56000000 0.201938810672 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N N/A N/A N/A -7.00000000 NC USD -3828.13000000 -0.00078324861 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Short N/A US 10YR NOTE (CBT)Jun25 2025-06-18 0.00000000 USD -7.00000000 110.00000000 USD 2025-05-23 XXXX 2180.36000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 10000.00000000 PA USD 9364.81000000 0.001916072448 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N BANK 2017-BNK8 N/A 06650AAE7 10000.00000000 PA USD 9495.43000000 0.001942797750 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.48800000 N N N N N N Saudi Government International Bond N/A 80413TBJ7 2115000.00000000 PA USD 2140629.40000000 0.437980163506 Long DBT NUSS SA Y 2 2028-01-13 Fixed 5.12500000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AU6 60000.00000000 PA USD 61023.15000000 0.012485547108 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N AMSR 2024-SFR2 Trust N/A 00179UAB4 100000.00000000 PA USD 95749.25000000 0.019590627023 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3140XKY95 470756.65380000 PA USD 397579.04000000 0.081346043806 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CQ1 130000.00000000 PA USD 130995.78000000 0.026802188712 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N Turkiye Government International Bond N/A 900123DH0 200000.00000000 PA USD 217873.66000000 0.044577702815 Long DBT NUSS TR N 2 2029-03-14 Fixed 9.37500000 N N N N N N Costa Rica Government International Bond N/A N/A 400000.00000000 PA USD 410803.95000000 0.084051906037 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 300000.00000000 PA USD 304753.67000000 0.062353652722 Long DBT CORP US N 2 2031-01-15 Variable 5.23000000 N N N N N N Ginnie Mae II Pool N/A 3618HHPM6 81271.13660000 PA USD 84587.69000000 0.017306933323 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 493000.00000000 PA USD 514688.05000000 0.105306951447 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XED4 415000.00000000 PA USD 427786.21000000 0.087526535046 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N Fannie Mae Pool N/A 3140XQGP6 703598.70250000 PA USD 625640.74000000 0.128008254769 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAQ4 30000.00000000 PA USD 29746.04000000 0.006086142450 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAK5 19000.00000000 PA USD 18799.48000000 0.003846438493 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 8802.69000000 0.001801060756 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 772985.84000000 EUR 845210.84000000 USD 2025-04-15 8802.69000000 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CM0 578000.00000000 PA USD 524315.85000000 0.107276832557 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SS8 1838000.00000000 PA USD 999986.88000000 0.204600767048 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030447 750000.00000000 PA USD 710068.35000000 0.145282435172 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 3.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 10000.00000000 PA USD 8969.94000000 0.001835280683 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SD1 2609000.00000000 PA USD 1980394.06000000 0.405195459898 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 40000.00000000 PA USD 40370.81000000 0.008260007063 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N United Kingdom Gilt N/A N/A 2226968.00000000 PA 2482286.52000000 0.507884389469 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140XHK63 1172252.97130000 PA USD 1130522.99000000 0.231308905692 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BU3 72000.00000000 PA USD 60166.95000000 0.012310365632 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YBF6 170000.00000000 PA USD 171583.36000000 0.035106547666 Long DBT CORP US N 2 2030-02-15 Fixed 5.15000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 520000.00000000 PA USD 521016.54000000 0.106601782344 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N BANK 2024-BNK48 N/A 06541GAQ0 170000.00000000 PA USD 168482.39000000 0.034472078501 Long ABS-MBS CORP US N 2 2057-10-15 Variable 5.35500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040651 250000.00000000 PA USD 232705.08000000 0.047612262536 Long ABS-MBS USGSE US N 2 2025-05-13 Fixed 4.00000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA3 529900P3PHNE8PW64Z68 35564NEY5 15500.00000000 PA USD 15484.38000000 0.003168157591 Long ABS-MBS CORP US Y 2 2044-10-25 Floating 5.40200000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 45824TBC8 5000.00000000 PA USD 4759.14000000 0.000973736469 Long DBT CORP LU Y 2 2030-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3133KMVL6 500000.19320000 PA USD 418995.51000000 0.085727927486 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAH4 50000.00000000 PA USD 51174.37000000 0.010470452727 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N News Corp 549300ITS31QK8VRBQ14 65249BAA7 5000.00000000 PA USD 4716.58000000 0.000965028547 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC 286.87000000 0.000058694592 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 113919.70000000 USD 105546.63000000 EUR 2025-04-15 286.87000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TH1 1000000.00000000 PA USD 844843.75000000 0.172857947182 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160BD0 80000.00000000 PA USD 78194.56000000 0.015998876860 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBN5 30000.00000000 PA USD 19272.93000000 0.003943307997 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N New Issuer: BB Company ID:50679560 N/A 90266UAK9 5000.00000000 PA USD 4980.63000000 0.001019054088 Long LON CORP US N 2 2031-11-21 Floating 6.58000000 N N N N N N Fannie Mae Pool N/A 3140X7EN5 2250000.09690000 PA USD 1898135.41000000 0.388365056197 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N M&T Bank Auto Receivables Trust 2024-1 N/A 55286TAD7 85000.00000000 PA USD 86623.22000000 0.017723409787 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.15000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 N/A 61776GAA6 174263.11400000 PA USD 177256.43000000 0.036267277368 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RLV2 220000.00000000 PA USD 148333.36000000 0.030349517420 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HBA6 140000.00000000 PA USD 134721.62000000 0.027564508436 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CT4 800000.00000000 PA USD 812342.01000000 0.166207979000 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CQ5 10000.00000000 PA USD 9535.62000000 0.001951020763 Long DBT CORP US N 2 2054-09-01 Fixed 5.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BL2 100000.00000000 PA USD 83591.54000000 0.017103117595 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JG3 15000.00000000 PA USD 12897.64000000 0.002638901659 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3142GSU22 245391.31000000 PA USD 242481.93000000 0.049612639791 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Phinia Inc 254900HG6MORZE1FFM18 71880KAB7 50000.00000000 PA USD 49063.06000000 0.010038471414 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAF1 85000.00000000 PA USD 86056.44000000 0.017607444643 Long ABS-CBDO CORP US Y 2 2032-02-20 Fixed 5.54000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJG0 100000.00000000 PA USD 102875.56000000 0.021048694645 Long ABS-CBDO CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N Boost Newco Borrower LLC 254900S8RE1OL7TTCU64 36268NAA8 48000.00000000 PA USD 49976.81000000 0.010225427818 Long DBT CORP US Y 2 2031-01-15 Fixed 7.50000000 N N N N N N Mexico Government International Bond N/A 91087BBC3 2040000.00000000 PA USD 2094951.37000000 0.428634280913 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N Argentine Republic Government International Bond N/A 040114HW3 29318.18000000 PA USD 18104.32000000 0.003704206358 Long DBT NUSS AR N 2 2046-07-09 Variable 4.12500000 N N N N N N Aon North America Inc N/A 03740MAB6 140000.00000000 PA USD 142334.87000000 0.029122205663 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N Ghana Government International Bond N/A N/A 255000.00000000 PA USD 222203.18000000 0.045463537550 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771AM0 55000.00000000 PA USD 54827.71000000 0.011217938700 Long DBT CORP US Y 2 2033-04-01 Fixed 6.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 900000.00000000 PA USD 934197.18000000 0.191139967358 Long DBT CORP US Y 2 2032-01-25 Fixed 6.15000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DS6 145000.00000000 PA USD 143714.96000000 0.029404576840 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Colombia Government International Bond N/A 195325DR3 850000.00000000 PA USD 723500.59000000 0.148030717837 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418ECR9 479159.45720000 PA USD 415886.98000000 0.085091911519 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 98380MAB1 25000.00000000 PA USD 24268.13000000 0.004965343158 Long DBT CORP US Y 2 2033-03-15 Fixed 8.62500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 420000.00000000 PA USD 341352.22000000 0.069841842370 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAJ0 80000.00000000 PA USD 79310.61000000 0.016227224542 Long DBT CORP US N 2 2054-10-15 Variable 6.62500000 N N N N N N Ford Credit Auto Owner Trust N/A 34535KAF5 140000.00000000 PA USD 140556.30000000 0.028758304102 Long ABS-CBDO CORP US N 2 2031-02-15 Fixed 4.89000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CA0 490000.00000000 PA USD 495954.78000000 0.101474059749 Long DBT CORP US Y 2 2029-07-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 2992000.00000000 NC USD 4064.54000000 0.000831618912 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-03-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 2992000.00000000 4.30000000 USD 2025-06-26 XXXX -1841.53000000 N N N OMERS Finance Trust 529900M039WCPES03P17 N/A 874000.00000000 PA 934099.88000000 0.191120059443 Long DBT NUSS CA Y 2 2035-01-28 Fixed 3.25000000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAH9 20000.00000000 PA USD 20307.61000000 0.004155007096 Long ABS-CBDO CORP US N 2 2031-07-15 Fixed 5.60000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEQ5 190000.00000000 PA USD 188573.39000000 0.038582766444 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N Freddie Mac REMICS N/A 3137BKGE4 267856.76400000 PA USD 238158.79000000 0.048728110426 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UB2 959000.00000000 PA USD 961996.88000000 0.196827881928 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCY2 100000.00000000 PA USD 100873.98000000 0.020639164469 Long ABS-CBDO CORP CA Y 2 2029-05-15 Fixed 5.53000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BU7 100000.00000000 PA 114336.86000000 0.023393716183 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBC8 30000.00000000 PA USD 29395.66000000 0.006014453493 Long DBT CORP US Y 2 2030-04-15 Fixed 6.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AZ8 160000.00000000 PA USD 151784.25000000 0.031055581425 Long DBT CORP US N 2 2055-02-01 Fixed 5.30000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AJ0 15000.00000000 PA USD 13835.02000000 0.002830692842 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599CB8 6000.00000000 PA USD 6073.31000000 0.001242620187 Long DBT CORP US Y 2 2030-02-01 Fixed 5.25000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CJ7 148000.00000000 PA USD 136122.73000000 0.027851180378 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N IRV Trust N/A 45006HAA9 600000.00000000 PA USD 597783.60000000 0.122308587777 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.29460000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TZ1 442000.00000000 PA USD 436751.25000000 0.089360813173 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Hyundai Auto Receivables Trust 2024-A N/A 448973AD9 70000.00000000 PA USD 70640.90000000 0.014453371953 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.99000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAE3 175000.00000000 PA USD 177306.18000000 0.036277456390 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25000000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AE8 50000.00000000 PA USD 50073.00000000 0.010245108624 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 4.63000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAU6 300000.00000000 PA USD 262718.88000000 0.053753189607 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 200000.00000000 PA 194336.99000000 0.039762018897 Long DBT CORP FR N 2 2030-07-11 Variable 0.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 600000.00000000 PA USD 653353.40000000 0.133678360653 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BC8 1300000.00000000 PA USD 1297845.51000000 0.265543670789 Long DBT CORP US Y 2 2055-05-01 Fixed 5.70000000 N N N N N N BBCMS Mortgage Trust 2024-5C25 N/A 05554VAE0 225000.00000000 PA USD 233551.96000000 0.047785537107 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.35800000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BD5 283000.00000000 PA USD 285979.71000000 0.058512435709 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111GG2 15000.00000000 PA USD 15299.19000000 0.003130267078 Long DBT CORP US N 2 2053-11-15 Fixed 5.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EL9 160000.00000000 PA USD 158701.77000000 0.032470929892 Long DBT CORP GB N 2 2035-11-18 Variable 5.87400000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAS9 70000.00000000 PA USD 71652.14000000 0.014660275147 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAQ4 10000.00000000 PA USD 9679.59000000 0.001980477522 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C3 N/A 05550MAU8 120000.00000000 PA USD 114902.53000000 0.023509454217 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.58300000 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A 709599BV5 10000.00000000 PA USD 10583.99000000 0.002165520884 Long DBT CORP US Y 2 2030-06-15 Fixed 6.20000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAM6 5000.00000000 PA USD 3334.75000000 0.000682301359 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N BANK 2022-BNK40 N/A 06541LBG0 300000.00000000 PA USD 271397.34000000 0.055528832477 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39290000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 25000.00000000 PA USD 23801.51000000 0.004869871095 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N DT Midstream Inc N/A 23345MAA5 138000.00000000 PA USD 129943.23000000 0.026586833350 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BT5 120000.00000000 PA USD 94944.96000000 0.019426066513 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BJ4 15000.00000000 PA USD 13955.54000000 0.002855351650 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBA6 145000.00000000 PA USD 136513.86000000 0.027931206926 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Zambia Government International Bond N/A N/A 287787.60000000 PA USD 250941.58000000 0.051343513379 Long DBT NUSS ZM N 2 2033-06-30 Variable 5.75000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBS7 500000.00000000 PA USD 498527.94000000 0.102000537166 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 716973AG7 300000.00000000 PA USD 284755.89000000 0.058262037913 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAL4 100000.00000000 PA USD 96874.12000000 0.019820779307 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Freddie Mac Pool N/A 3132DNS87 1215981.40350000 PA USD 1146228.09000000 0.234522223358 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Sydney Airport Finance Co Pty Ltd 549300MJAANHLHOVTO40 N/A 100000.00000000 PA 108363.12000000 0.022171468361 Long DBT CORP AU N 2 2036-04-30 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140MNM45 476210.64900000 PA USD 418387.29000000 0.085603483575 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N PMT Loan Trust N/A 69382CAC0 1700000.00000000 PA USD 1683796.96000000 0.344510669550 Long ABS-MBS CORP US Y 2 2056-03-25 Variable 5.50000000 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 716973AH5 17000.00000000 PA USD 15788.41000000 0.003230363178 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAK7 15000.00000000 PA USD 13432.48000000 0.002748331769 Long DBT CORP US Y 2 2030-04-30 Fixed 2.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZQ6 2000000.00000000 PA USD 1691562.50000000 0.346099525836 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N US Bank NA N/A 90357PBC7 320000.00000000 PA USD 320476.26000000 0.065570548902 Long ABS-CBDO CORP US Y 2 2032-02-25 Fixed 5.58200000 N N N N N N HPS Corporate Lending Fund 549300ZS7IHUA6FKFV61 40440VAE5 160000.00000000 PA USD 158036.72000000 0.032334858367 Long DBT CORP US Y 2 2032-04-14 Fixed 5.95000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JP3 15000.00000000 PA USD 14806.89000000 0.003029540799 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N LPL Holdings Inc 549300Z5YF8CCRMYUL26 50212YAK0 280000.00000000 PA USD 285567.51000000 0.058428098166 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N BANK 2024-BNK48 N/A 06541GAH0 450000.00000000 PA USD 449767.67000000 0.092024017630 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.05300000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020448 1750000.00000000 PA USD 1582587.83000000 0.323802932234 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 2.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BX2 320000.00000000 PA USD 328595.54000000 0.067231781613 Long DBT CORP US N 2 2030-05-14 Variable 5.49200000 N N N N N N Garda World Security Corp 549300ZF1NDXLMCHNO20 36485MAN9 107000.00000000 PA USD 104551.09000000 0.021391513866 Long DBT CORP CA Y 2 2032-08-01 Fixed 8.25000000 N N N N N N GM Financial Revolving Receivables Trust 2023-1 N/A 38012RAA4 75000.00000000 PA USD 76330.64000000 0.015617512395 Long ABS-CBDO CORP US Y 2 2035-04-11 Fixed 5.12000000 N N N N N N Brazilian Government International Bond N/A 105756CL2 390000.00000000 PA USD 388270.18000000 0.079441418921 Long DBT NUSS BR N 2 2035-03-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 3140MJ4H5 1241704.65460000 PA USD 989415.35000000 0.202437795523 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBH1 200000.00000000 PA USD 205350.09000000 0.042015337168 Long DBT CORP JP N 2 2028-01-18 Fixed 5.84200000 N N N N N N Revvity Inc 549300IKL1SDPFI7N655 714046AG4 2000.00000000 PA USD 1871.87000000 0.000382991062 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F060642 -2500000.00000000 PA USD -2539062.50000000 -0.51950095093 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.00000000 N N N N N N BANK 2018-BNK15 N/A 06036FBC4 85000.00000000 PA USD 83925.96000000 0.017171541081 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AH6 90000.00000000 PA USD 75288.06000000 0.015404196928 Long DBT CORP US N 2 2048-03-01 Fixed 4.55000000 N N N N N N Ginnie Mae II Pool N/A 21H050649 250000.00000000 PA USD 245940.33000000 0.050320240367 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKN0 4000000.00000000 PA USD 4125625.00000000 0.844117114371 Long DBT UST US N 2 2031-04-30 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 36179XVU7 246776.29250000 PA USD 251494.63000000 0.051456669318 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AK9 250000.00000000 PA USD 193868.28000000 0.039666119213 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBR1 40000.00000000 PA USD 39544.92000000 0.008091027119 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 208000.00000000 NC USD 1538.42000000 0.000314766041 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 208000.00000000 3.75000000 USD 2025-06-26 XXXX -534.18000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BL2 15000.00000000 PA USD 13436.27000000 0.002749107216 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KED1 110000.00000000 PA USD 109955.24000000 0.022497221608 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.02000000 N N N N N N OneMain Finance Corp 5493008I795YYBFWFU90 682691AB6 26000.00000000 PA USD 24920.25000000 0.005098769160 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBP4 335000.00000000 PA USD 210934.49000000 0.043157924682 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332GAL1 1734494.63000000 PA USD 1749228.29000000 0.357898145500 Long ABS-MBS CORP US Y 2 2055-01-25 Variable 6.00000000 N N N N N N Alumina Pty Ltd N/A 02220AAA5 30000.00000000 PA USD 29944.13000000 0.006126672348 Long DBT CORP AU Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Suci Second Investment Co 558600VUMCHBIHACQF76 N/A 615000.00000000 PA USD 609500.73000000 0.124705953016 Long DBT CORP KY N 2 2027-09-10 Fixed 4.37500000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAJ4 10000.00000000 PA USD 10105.13000000 0.002067544475 Long ABS-CBDO CORP US Y 2 2031-02-20 Fixed 5.11000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHU6 7000.00000000 PA USD 6049.11000000 0.001237668784 Long DBT CORP US N 2 2040-04-23 Variable 4.07800000 N N N N N N Grand City Properties SA 5299002QLUYKK2WBMB18 N/A 100000.00000000 PA 98662.10000000 0.020186606186 Long DBT CORP LU N 2 2028-01-11 Fixed 0.12500000 N N N N N N Fannie Mae Pool N/A 3140QKHM3 1905424.53800000 PA USD 1534357.78000000 0.313934897540 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAU7 42000.00000000 PA USD 41004.13000000 0.008389586521 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAQ4 300000.00000000 PA USD 308217.72000000 0.063062409308 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAD4 27000.00000000 PA USD 26974.54000000 0.005519083985 Long DBT CORP US N 2 2029-06-15 Fixed 8.37500000 N N N N N N N/A N/A N/A 1200000.00000000 NC -26815.74000000 -0.00548659295 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Euro Short Term rate ESTRON Y 2035-06-18 -922.85000000 EUR 0.00000000 EUR 1200000.00000000 EUR -25863.70000000 N N N Ginnie Mae II Pool N/A 36179X5G7 248365.85290000 PA USD 245113.87000000 0.050151143799 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 5000.00000000 PA USD 3996.18000000 0.000817632220 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Hyundai Auto Receivables Trust N/A 44935CAG6 100000.00000000 PA USD 99281.13000000 0.020313261861 Long ABS-CBDO CORP US N 2 2032-06-15 Fixed 4.76000000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DH1 60000.00000000 PA USD 59730.86000000 0.012221140113 Long DBT CORP CA N 2 2055-04-15 Variable 7.12500000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 031921AC3 77000.00000000 PA USD 77589.76000000 0.015875132692 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 7000.00000000 PA USD 6931.61000000 0.001418231330 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 02344AAC2 440000.00000000 PA USD 442523.54000000 0.090541843630 Long DBT CORP US Y 2 2028-03-17 Fixed 4.80000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDV5 440000.00000000 PA USD 424280.70000000 0.086809295601 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DN7 125000.00000000 PA USD 105791.00000000 0.021645203731 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AW0 41000.00000000 PA USD 40759.00000000 0.008339432077 Long DBT CORP US N 2 2028-12-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 190000000.00000000 NC -5576.82000000 -0.00114103662 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 INR - 1D Overnight Mumbai Interbank Swap Rate MIBOR Y 2030-06-18 0.00000000 INR 0.00000000 INR 190000000.00000000 INR -5576.82000000 N N N Ginnie Mae II Pool N/A 36179X2M7 493654.12400000 PA USD 503092.74000000 0.102934511001 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CP7 30000.00000000 PA USD 31096.15000000 0.006362379616 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Argentine Republic Government International Bond N/A 040114HT0 413600.00000000 PA USD 258452.26000000 0.052880224429 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N American Builders & Contractors Supply Co Inc 549300H5GQ4C1BEKG397 024747AF4 17000.00000000 PA USD 16257.60000000 0.003326361072 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DL8 10000.00000000 PA USD 10389.95000000 0.002125819630 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEA0 50000.00000000 PA USD 50426.80000000 0.010317497325 Long DBT CORP US N 2 2028-01-23 Variable 5.04000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAC7 5000.00000000 PA USD 5032.66000000 0.001029699605 Long DBT CORP US Y 2 2033-02-01 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030660 -1000000.00000000 PA USD -866796.80000000 -0.17734961698 Short ABS-MBS USGSE US N 2 2025-06-12 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3136ALK75 272579.55000000 PA USD 242731.79000000 0.049663762009 Long ABS-MBS USGSE US N 2 2044-12-25 Fixed 3.00000000 N N N N N N Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC N/A 44287DAA1 15000.00000000 PA USD 15157.53000000 0.003101282953 Long DBT CORP GB Y 2 2032-02-15 Fixed 8.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QS0 942000.00000000 PA USD 858397.50000000 0.175631091212 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Nationstar Mortgage Holdings Inc N/A 43734LAA4 60000.00000000 PA USD 59760.05000000 0.012227112488 Long DBT CORP US Y 2 2026-02-01 Fixed 5.00000000 N N N N N N X Corp N/A 90184NAK4 245000.00000000 PA USD 251125.00000000 0.051381041744 Long LON CORP US N 2 2029-10-29 Fixed 9.50000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 35350000.00000000 PA 175573.19000000 0.035922880655 Long DBT NUSS JP N 2 2053-06-20 Fixed 1.20000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BZ1 135000.00000000 PA USD 131282.26000000 0.026860803509 Long DBT CORP KY Y 2 2031-05-15 Fixed 8.50000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAX3 100000.00000000 PA USD 88021.79000000 0.018009562036 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AW6 24000.00000000 PA USD 20921.68000000 0.004280647938 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBT5 31000.00000000 PA USD 30667.34000000 0.006274643610 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAB8 20000.00000000 PA USD 19306.89000000 0.003950256330 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 44420000.00000000 NC -8678.08000000 -0.00177556511 N/A DIR N/A N 1 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 MEXICAN INTERBANK TIIP&TII TI MXIBTIIE Y 2035-06-06 0.00000000 MXN 0.00000000 MXN 44420000.00000000 MXN -8678.08000000 N N N Freddie Mac Pool N/A 3132D6AP5 590566.15500000 PA USD 519143.79000000 0.106218611230 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 353.33000000 0.000072292537 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 40000.00000000 EUR 43635.27000000 USD 2025-04-15 353.33000000 N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAC5 170000.00000000 PA USD 170678.71000000 0.034921453154 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 4.60000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WCA6 140000.00000000 PA USD 133407.81000000 0.027295698375 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CL8 1777000.00000000 PA USD 1819278.20000000 0.372230598860 Long DBT CORP N/A N 2 2030-01-22 Fixed 5.00000000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 04316JAK5 200000.00000000 PA USD 200395.83000000 0.041001678473 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N Aon North America Inc N/A 03740MAA8 30000.00000000 PA USD 30332.71000000 0.006206177157 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DT4 445000.00000000 PA USD 436385.71000000 0.089286022427 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C47 549300VHRKFNCWVN9Y77 95002DBG3 300000.00000000 PA USD 296718.27000000 0.060709582149 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.44200000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BP6 40000.00000000 PA USD 40784.90000000 0.008344731306 Long DBT CORP US N 2 2054-03-15 Variable 6.50000000 N N N N N N Champ Acquisition Corp N/A 15807XAA8 5000.00000000 PA USD 5185.77000000 0.001061026440 Long DBT CORP US Y 2 2031-12-01 Fixed 8.37500000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BY7 170000.00000000 PA USD 169304.18000000 0.034640219572 Long DBT CORP PA Y 2 2030-03-15 Fixed 5.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCD5 190000.00000000 PA USD 188989.86000000 0.038667977644 Long DBT CORP CA N 2 2054-04-05 Fixed 5.95000000 N N N N N N N/A N/A N/A 1.00000000 NC 12.77000000 0.000002612786 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 716795.00000000 HUF 1929.18000000 USD 2025-06-18 12.77000000 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BE3 130000.00000000 PA USD 131237.93000000 0.026851733438 Long DBT CORP US N 2 2031-01-15 Variable 5.27200000 N N N N N N Studio City Finance Ltd 254900D6R731QAUIG324 86389QAG7 16000.00000000 PA USD 14434.51000000 0.002953350565 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RH3 385000.00000000 PA USD 310406.25000000 0.063510190100 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179W5D6 249999.97670000 PA USD 228877.73000000 0.046829173517 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 8129.51000000 0.001663325804 N/A DFE N/A N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 988808.15000000 EUR 1078067.86000000 USD 2025-04-15 8129.51000000 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135CJ3 10000.00000000 PA USD 7960.36000000 0.001628717130 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Progress Residential 2024-SFR1 Trust N/A 74331QAA5 99238.69000000 PA USD 93713.39000000 0.019174083040 Long ABS-CBDO CORP US Y 2 2041-02-17 Fixed 3.35000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 100000.00000000 PA USD 104174.28000000 0.021314417239 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N N/A N/A N/A 1.00000000 NC -670829.56000000 -0.13725404330 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 22537924.62000000 EUR 23716297.47000000 USD 2025-04-15 -670829.56000000 N N N Freddie Mac REMICS N/A 3137BCHA9 275315.58200000 PA USD 249116.33000000 0.050970060929 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCF8 110000.00000000 PA USD 108288.22000000 0.022156143562 Long DBT CORP US N 2 2034-01-31 Fixed 4.85000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AS5 15000.00000000 PA USD 15186.24000000 0.003107157118 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 380000.00000000 PA USD 383171.84000000 0.078398280960 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 28622HAC5 400000.00000000 PA USD 358807.12000000 0.073413175155 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 200000.00000000 PA USD 175219.45000000 0.035850504230 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Santander Drive Auto Receivables Trust 2024-1 N/A 80288AAE2 50000.00000000 PA USD 50478.73000000 0.010328122382 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N Houston Galleria Mall Trust 2025-HGLR N/A 44216XAA3 210000.00000000 PA USD 212712.07000000 0.043521623686 Long ABS-MBS CORP US Y 2 2045-02-05 Variable 5.46180000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAA1 22000.00000000 PA USD 22727.00000000 0.004650022641 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N Indonesia Government International Bond N/A 455780CD6 1240000.00000000 PA USD 1203743.12000000 0.246289997006 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BU0 90000.00000000 PA USD 90962.37000000 0.018611214853 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N El Salvador Government International Bond N/A 283875CG5 170000.00000000 PA USD 171117.50000000 0.035011231102 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N N/A N/A N/A 1.00000000 NC -37891.32000000 -0.00775269485 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 22845820.30000000 EUR 24773500.36000000 USD 2025-06-18 -37891.32000000 N N N Oman Government International Bond N/A N/A 605000.00000000 PA USD 602078.88000000 0.123187416890 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CV9 7000.00000000 PA USD 7118.41000000 0.001456451254 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAT5 14000.00000000 PA USD 12169.97000000 0.002490017865 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAU8 330000.00000000 PA USD 329841.83000000 0.067486776849 Long DBT CORP US N 2 2029-01-16 Variable 4.83300000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AK4 30000.00000000 PA USD 31074.71000000 0.006357992918 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AK9 340000.00000000 PA USD 351709.58000000 0.071960993974 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 100000.00000000 PA USD 106202.26000000 0.021729348947 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Freddie Mac Pool N/A 3142GSNZ7 184772.17120000 PA USD 190071.66000000 0.038889317658 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-HQA2 5299002OYNAPMJKK2A73 35564NDY6 103583.31000000 PA USD 103680.68000000 0.021213424976 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 5.60200000 N N N N N N Hillenbrand Inc U246OE781574J2BUD366 431571AF5 70000.00000000 PA USD 70241.10000000 0.014371571493 Long DBT CORP US N 2 2029-02-15 Fixed 6.25000000 N N N N N N JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group N/A 472140AC6 790000.00000000 PA USD 813556.94000000 0.166456557871 Long DBT CORP US Y 2 2055-02-25 Fixed 6.37500000 N N N N N N SNF Group SACA 969500F7036FEDYPRV54 7846ELAD9 75000.00000000 PA USD 71483.38000000 0.014625746269 Long DBT CORP FR Y 2 2027-03-15 Fixed 3.12500000 N N N N N N N/A N/A N/A 1000000.00000000 NC USD -11423.27000000 -0.00233724046 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2029-08-31 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -11423.27000000 N N N GM Financial Consumer Automobile Receivables Trust 2024-1 N/A 36268GAF2 75000.00000000 PA USD 75774.98000000 0.015503822441 Long ABS-CBDO CORP US N 2 2029-08-16 Fixed 5.16000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAQ7 175000.00000000 PA USD 173747.25000000 0.035549287029 Long DBT CORP US N 2 2028-08-16 Variable 4.55300000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 350000.00000000 PA USD 344220.80000000 0.070428763739 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAQ8 406000.00000000 PA USD 407130.95000000 0.083300397560 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Malaysia Sovereign Sukuk Bhd N/A N/A 540000.00000000 PA USD 539424.52000000 0.110368118586 Long DBT NUSS MY N 2 2025-04-22 Fixed 3.04300000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAH6 107000.00000000 PA USD 97035.86000000 0.019853871870 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DQ5 10000.00000000 PA USD 10477.63000000 0.002143759260 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N Transocean Titan Financing Ltd N/A 89386MAA6 14476.19000000 PA USD 14793.94000000 0.003026891184 Long DBT CORP KY Y 2 2028-02-01 Fixed 8.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UD8 571000.00000000 PA USD 535044.84000000 0.109472020942 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RG5 449000.00000000 PA USD 377440.63000000 0.077225655613 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 244000.00000000 PA USD 221157.26000000 0.045249538708 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N BANK 2019-BNK16 N/A 065405AE2 90000.00000000 PA USD 87039.55000000 0.017808592342 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AE8 10000.00000000 PA USD 10182.50000000 0.002083374644 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 3622ACRW2 242200.17910000 PA USD 245257.08000000 0.050180445059 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 96208TAD6 145000.00000000 PA USD 143369.01000000 0.029333794276 Long DBT CORP US Y 2 2033-03-15 Fixed 6.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAV8 10000.00000000 PA USD 9570.90000000 0.001958239173 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Colombia Government International Bond N/A 195325EA9 1175000.00000000 PA USD 744469.75000000 0.152321080347 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAC9 15000.00000000 PA USD 14534.44000000 0.002973796588 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DC6 326000.00000000 PA USD 302503.30000000 0.061893219253 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Rothesay Life PLC MFQO711J5UPYBWXSPG12 N/A 200000.00000000 PA 252475.90000000 0.051657440546 Long DBT CORP GB N 2 2026-07-12 Fixed 3.37500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCZ6 355000.00000000 PA USD 368888.98000000 0.075475958508 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N SCCU Auto Receivables Trust 2024-1 N/A 78436RAG5 10000.00000000 PA USD 10167.71000000 0.002080348559 Long ABS-CBDO CORP US Y 2 2030-05-15 Fixed 5.16000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972EAD7 90000.00000000 PA USD 90589.09000000 0.018534840477 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BK9 570000.00000000 PA USD 559042.04000000 0.114381930887 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Freddie Mac Pool N/A 3132DSGJ5 227490.97750000 PA USD 233589.15000000 0.047793146310 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CZ0 145000.00000000 PA USD 146683.26000000 0.030011901265 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275RBV3 100000.00000000 PA USD 96790.18000000 0.019803604894 Long DBT CORP US N 2 2064-02-26 Fixed 5.35000000 N N N N N N BBCMS Mortgage Trust 2018-C2 N/A 05491UBD9 160000.00000000 PA USD 157658.80000000 0.032257534630 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31400000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 90000.00000000 PA USD 80952.47000000 0.016563154765 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJM7 100000.00000000 PA USD 99431.46000000 0.020344019898 Long ABS-CBDO CORP US Y 2 2029-09-15 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust 2024-C N/A 34532UAF6 80000.00000000 PA USD 79661.79000000 0.016299077182 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 4.40000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BS4 215000.00000000 PA USD 215275.62000000 0.044046134864 Long DBT CORP US N 2 2028-03-01 Fixed 4.55000000 N N N N N N JP Morgan Mortgage Trust 2021-INV6 N/A 46654FAD0 546304.08750000 PA USD 467411.22000000 0.095633948856 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 3.00000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 250000.00000000 PA USD 254600.74000000 0.052092190144 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N N/A N/A N/A 1.00000000 NC -6955.76000000 -0.00142317250 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 690061.00000000 USD 101571293.00000000 JPY 2025-06-18 -6955.76000000 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDM9 743000.00000000 PA USD 759120.86000000 0.155318748020 Long DBT CORP JP N 2 2029-07-09 Fixed 5.31600000 N N N N N N Republic of South Africa Government International Bond N/A 836205BG8 550000.00000000 PA USD 517120.03000000 0.105804542949 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BY9 425000.00000000 PA USD 257496.69000000 0.052684711509 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Los Angeles Department of Water & Power 549300S8NXV6YU61GG95 544495VY7 415000.00000000 PA USD 439028.33000000 0.089826711600 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBF9 100000.00000000 PA USD 82294.71000000 0.016837781701 Long DBT CORP US N 2 2047-05-15 Fixed 4.37500000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 N/A 200000.00000000 PA 147971.33000000 0.030275444833 Long DBT CORP GB N 2 2042-01-18 Fixed 2.12500000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAY7 25000.00000000 PA USD 22824.90000000 0.004670053318 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECJ2 820000.00000000 PA USD 840034.13000000 0.171873882330 Long DBT CORP GB N 2 2027-09-13 Variable 6.49600000 N N N N N N N/A N/A N/A 1.00000000 NC 1215.19000000 0.000248632068 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 117448130.00000000 JPY 791098.14000000 USD 2025-06-18 1215.19000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCB5 800000.00000000 PA USD 696000.00000000 0.142404002206 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Nationstar Mortgage Holdings Inc N/A 63861CAD1 20000.00000000 PA USD 19955.71000000 0.004083007142 Long DBT CORP US Y 2 2030-12-15 Fixed 5.12500000 N N N N N N Morgan Stanley Capital I Trust 2019-L3 N/A 61691UBE8 140000.00000000 PA USD 130566.79000000 0.026714415878 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCN1 220000.00000000 PA USD 191272.74000000 0.039135062771 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 031921AB5 3000.00000000 PA USD 2825.38000000 0.000578082499 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N Kommuninvest I Sverige AB EV2XZWMLLXF2QRX0CD47 50046PCW3 2714000.00000000 PA USD 2718440.08000000 0.556202222916 Long DBT NUSS SE Y 2 2027-04-21 Fixed 4.12500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 200000.00000000 PA USD 201968.80000000 0.041323513564 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB60 170000.00000000 PA USD 168909.08000000 0.034559380748 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Credit Agricole Assurances SA 969500K2MUPSI57XK083 AQ8047468 100000.00000000 PA 104811.50000000 0.021444794651 Long DBT CORP FR N 2 2048-01-29 Variable 2.62500000 N N N N N N New Issuer: BB Company ID:72082777 N/A 09661XAC2 210000.00000000 PA USD 216088.11000000 0.044212373122 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.62530000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138HAH4 25000.00000000 PA USD 24081.80000000 0.004927219397 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653AC4 15000.00000000 PA USD 15216.45000000 0.003113338188 Long DBT CORP US Y 2 2032-08-15 Fixed 6.87500000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160BB4 66000.00000000 PA USD 66523.71000000 0.013610980668 Long DBT CORP US N 2 2029-12-01 Fixed 4.95000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CL1 35000.00000000 PA USD 27786.93000000 0.005685301783 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAW5 1110000.00000000 PA USD 1042557.70000000 0.213310903751 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SJ8 2268000.00000000 PA USD 1462505.63000000 0.299233699656 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Pool N/A 3142GS5T1 243191.98000000 PA USD 245141.94000000 0.050156887018 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZQ9 190000.00000000 PA USD 189917.12000000 0.038857698240 Long DBT CORP CA N 2 2027-10-18 Variable 4.51000000 N N N N N N Dexia SA F4G136OIPBYND1F41110 25214BBD5 1704000.00000000 PA USD 1729875.68000000 0.353938534700 Long DBT CORP FR Y 2 2030-01-24 Fixed 4.75000000 N N N N N N Huntington Bank Auto Credit-Linked Notes Series 2024-2 N/A 44644NAG4 210527.44000000 PA USD 211474.14000000 0.043268338935 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAF5 700000.00000000 PA USD 700368.42000000 0.143297796015 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BR1 30000.00000000 PA USD 22312.79000000 0.004565273845 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 15000.00000000 PA USD 12287.70000000 0.002514105830 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 200000.00000000 PA 209709.98000000 0.042907385710 Long DBT CORP LU N 2 2026-10-20 Fixed 1.00000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464CAC5 55000.00000000 PA USD 55562.79000000 0.011368338605 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBA1 80000.00000000 PA USD 82118.45000000 0.016801718297 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36179YYX6 249999.68900000 PA USD 254232.78000000 0.052016904258 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1548000.00000000 PA 760366.87000000 0.155573685967 Long DBT NUSS N/A N 2 2050-11-04 Fixed 0.30000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 915000.00000000 PA USD 897033.70000000 0.183536191083 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N Freddie Mac REMICS N/A 3137BW2B9 132259.07000000 PA USD 119009.04000000 0.024349660337 Long ABS-MBS USGSE US N 2 2047-03-15 Fixed 3.50000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 500000.00000000 PA USD 492968.45000000 0.100863046323 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N Atlassian Corp 549300V7ZY5P02D2MY38 049468AA9 13000.00000000 PA USD 13232.13000000 0.002707339467 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550BJ9 140000.00000000 PA USD 126148.91000000 0.025810502382 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMQ9 545000.00000000 PA USD 543659.86000000 0.111234683768 Long DBT CORP US N 2 2036-02-12 Variable 5.74400000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 50000.00000000 PA USD 50976.45000000 0.010429957612 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDJ1 480000.00000000 PA USD 478055.03000000 0.097811709119 Long DBT CORP US N 2 2036-01-30 Variable 6.18300000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AF2 20000.00000000 PA USD 19824.70000000 0.004056202043 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.93000000 N N N N N N N/A N/A N/A 745000.00000000 NC USD 42933.16000000 0.008784272717 N/A DCR N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A COLOMBIA REP OF Y Receipt of notional amount upon default event with regard to reference instrument 2030-06-20 40913.68000000 USD 0.00000000 USD 745000.00000000 USD 2019.48000000 N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 80000.00000000 PA USD 81241.22000000 0.016622234011 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N N AdventHealth Obligated Group N/A 00778XAA5 15000.00000000 PA USD 9417.22000000 0.001926795715 Long DBT CORP US N 2 2051-11-15 Fixed 2.79500000 N N N N N N Smurfit Kappa Treasury ULC 635400B3DOXSWFOWJT40 83272GAC5 210000.00000000 PA USD 211909.69000000 0.043357453968 Long DBT CORP IE Y 2 2034-04-03 Fixed 5.43800000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAX0 100000.00000000 PA USD 110581.95000000 0.022625448637 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N Ford Credit Auto Lease Trust 2025-A N/A 345282AF4 20000.00000000 PA USD 20126.23000000 0.004117896122 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.96000000 N N N N N N Hyundai Auto Receivables Trust 2024-B N/A 44934QAG6 50000.00000000 PA USD 51008.45000000 0.010436504922 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.29000000 N N N N N N Fannie Mae Pool N/A 3140XQ4X2 243747.34520000 PA USD 240781.28000000 0.049264680931 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DV0 495000.00000000 PA USD 483975.44000000 0.099023045439 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 400000.00000000 PA USD 331280.38000000 0.067781109144 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGP3 300000.00000000 PA USD 224148.37000000 0.045861530137 Long DBT CORP US N 2 2052-03-01 Fixed 3.87500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAR9 991000.00000000 PA USD 970560.65000000 0.198580058827 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N Benchmark 2022-B36 Mortgage Trust N/A 08163QBH0 225000.00000000 PA USD 216661.12000000 0.044329612946 Long ABS-MBS CORP US N 2 2055-07-15 Variable 4.46990000 N N N N N N Tricon Residential 2024-SFR4 Trust N/A 895975AA8 99942.17000000 PA USD 97202.26000000 0.019887917884 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.30000000 N N N N N N Trinity Rail Leasing 2021 LLC N/A 89656GAC8 48646.15680000 PA USD 50009.92000000 0.010232202238 Long ABS-CBDO CORP US Y 2 2054-05-19 Fixed 5.78000000 N N N N N N Fannie Mae REMICS N/A 3136AUWY3 513449.94600000 PA USD 453030.29000000 0.092691560943 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.00000000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAC0 1260000.00000000 PA USD 1233223.74000000 0.252321833608 Long DBT CORP LU Y 2 2054-03-05 Fixed 6.95000000 N N N N N N N/A N/A N/A -11.00000000 NC USD -4253.56000000 -0.00087029305 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Short N/A CBOT 2 Year US Treasury Note Future 2025-06-30 -2274637.08000000 USD -4253.56000000 N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAS6 20000.00000000 PA USD 19433.03000000 0.003976065010 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N PFS Financing Corp N/A 69335PFJ9 100000.00000000 PA USD 101771.84000000 0.020822869723 Long ABS-CBDO CORP US Y 2 2029-04-15 Fixed 5.34000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDE2 60000.00000000 PA USD 61275.40000000 0.012537158328 Long DBT CORP US N 2 2030-02-01 Variable 5.70000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397B51 300000.00000000 PA USD 277612.73000000 0.056800522723 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SK5 1427000.00000000 PA USD 943826.72000000 0.193110204478 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DF8 125000.00000000 PA USD 127152.25000000 0.026015789209 Long ABS-CBDO CORP US Y 2 2031-03-15 Fixed 5.06000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F062648 500000.00000000 PA USD 515664.05000000 0.105506644416 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.50000000 N N N N N N Ford Credit Auto Owner Trust 2024-D N/A 34535VAF1 20000.00000000 PA USD 20209.96000000 0.004135027569 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 4.88000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216DY3 75000.00000000 PA USD 74496.14000000 0.015242167363 Long DBT CORP US N 2 2034-08-14 Fixed 4.65000000 N N N N N N N/A N/A N/A 1.00000000 NC -1374.93000000 -0.00028131542 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 44814.23000000 EUR 47116.24000000 USD 2025-04-15 -1374.93000000 N N N N/A N/A N/A 847580000.00000000 NC 1020.44000000 0.000208785545 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 JPY - 1D Overnight Tokyo Average Rate TONA Y 2027-06-16 0.00000000 JPY 0.00000000 JPY 847580000.00000000 JPY 1020.44000000 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 100000.00000000 PA 99437.71000000 0.020345298669 Long DBT CORP AT N 2 2033-06-17 Variable 1.37500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAN2 23000.00000000 PA USD 22629.40000000 0.004630053344 Long DBT CORP US N 2 2028-12-15 Fixed 4.75000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M3H5 50000.00000000 PA USD 48690.98000000 0.009962342562 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DW8 130000.00000000 PA USD 122673.04000000 0.025099327383 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BG7 100000.00000000 PA USD 96473.39000000 0.019738788566 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N N/A N/A N/A 208000.00000000 NC USD 282.57000000 0.000057814797 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-03-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 208000.00000000 4.30000000 USD 2025-06-26 XXXX -128.58000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 67000.00000000 PA USD 71417.11000000 0.014612187198 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBU1 25000.00000000 PA USD 25373.78000000 0.005191562964 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N N/A N/A N/A 3800000.00000000 NC -308221.53000000 -0.06306318884 N/A DCR N/A N 1 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 ICE: (ITRAXX.XO.43.V1) 2I667KLL0 Y Receipt of notional amount upon default event with regard to reference instrument 2030-06-20 0.00000000 EUR -346686.40000000 EUR 3800000.00000000 EUR 37162.81000000 N N N Santander Drive Auto Receivables Trust 2024-4 N/A 802919AD2 40000.00000000 PA USD 40285.26000000 0.008242503238 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 4.93000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SH2 1625000.00000000 PA USD 1197421.88000000 0.244996649484 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 18912UAC6 38000.00000000 PA USD 38616.38000000 0.007901044630 Long DBT CORP US Y 2 2032-06-30 Fixed 8.25000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBN9 26000.00000000 PA USD 25703.24000000 0.005258971617 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N N/A N/A N/A 1.00000000 NC 10735.18000000 0.002196454879 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 771325.03000000 EUR 845346.25000000 USD 2025-04-15 10735.18000000 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDB8 700000.00000000 PA USD 725658.43000000 0.148472219348 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Freddie Mac Pool N/A 3132DVKQ7 135778.08000000 PA USD 124358.48000000 0.025444174224 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AJ8 78000.00000000 PA USD 78475.80000000 0.016056419534 Long DBT CORP US N 2 2028-12-06 Fixed 4.87500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 31000.00000000 PA USD 28968.41000000 0.005927036668 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513ECA7 150000.00000000 PA USD 139990.77000000 0.028642594712 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp N/A 69007TAC8 35000.00000000 PA USD 31964.98000000 0.006540145233 Long DBT CORP US Y 2 2030-03-15 Fixed 4.62500000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 119887.50000000 PA USD 119407.95000000 0.024431278700 Long LON CORP US N 2 2031-07-31 Floating 7.29080000 N N N N N N Ginnie Mae II Pool N/A 36179V7D6 999999.81560000 PA USD 818259.55000000 0.167418728108 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N South Bow Canadian Infrastructure Holdings Ltd 2549004FYUSYLPBT1G26 836720AH5 110000.00000000 PA USD 111475.44000000 0.022808259775 Long DBT CORP CA Y 2 2055-03-01 Variable 7.50000000 N N N N N N Diebold Nixdorf Inc 549300XZK6EWDBAZSY16 253651AK9 13000.00000000 PA USD 13508.75000000 0.002763936874 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAY2 66000.00000000 PA USD 67122.98000000 0.013733593379 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N JetBlue Airways Corp / JetBlue Loyalty LP N/A 476920AA1 141000.00000000 PA USD 139090.15000000 0.028458324752 Long DBT CORP N/A Y 2 2031-09-20 Fixed 9.87500000 N N N N N N Dominican Republic International Bond N/A N/A 1344000.00000000 PA USD 1322276.94000000 0.270542425691 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Ryan Specialty LLC 549300K52N7QBO3PYY45 78351GAA3 50000.00000000 PA USD 49388.20000000 0.010104996180 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 100000.00000000 PA 107408.24000000 0.021976096617 Long DBT CORP FR N 2 2030-06-24 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMH1 1300000.00000000 PA USD 1304468.75000000 0.266898808553 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N N/A N/A N/A 6000000.00000000 NC USD 19.38000000 0.000003965214 N/A DIR N/A N 1 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 United States SOFR Secured Ove SOFRRATE Y 2025-12-12 -495.60000000 USD 0.00000000 USD 6000000.00000000 USD 514.98000000 N N N Connecticut Avenue Securities Trust 2024-R06 N/A 20755RAA3 92489.92000000 PA USD 92374.31000000 0.018900102650 Long ABS-MBS CORP US Y 2 2044-09-25 Floating 5.48970000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RP5 1001000.00000000 PA USD 781092.81000000 0.159814284825 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 N/A 100000.00000000 PA 105381.79000000 0.021561477953 Long DBT CORP GB N 2 2173-06-22 Variable 3.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 250000.00000000 PA USD 222738.13000000 0.045572990166 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBJ3 750000.00000000 PA USD 756077.75000000 0.154696117211 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KBA7 10000.00000000 PA USD 9710.73000000 0.001986848874 Long DBT CORP US Y 2 2029-04-15 Fixed 5.00000000 N N N N N N Alumina Pty Ltd N/A 02220AAB3 250000.00000000 PA USD 246786.02000000 0.050493271460 Long DBT CORP AU Y 2 2032-09-15 Fixed 6.37500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAG1 40000.00000000 PA USD 39608.40000000 0.008104015346 Long DBT CORP US N 2 2054-06-15 Fixed 5.70000000 N N N N N N Fannie Mae REMICS N/A 3136AVYC7 127404.58100000 PA USD 114467.31000000 0.023420406703 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 100000.00000000 PA 77887.29000000 0.015936008357 Long DBT CORP DE N 2 2036-01-12 Fixed 1.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAE6 15000.00000000 PA USD 15056.04000000 0.003080517749 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N Pebblebrook Hotel LP / PEB Finance Corp N/A 70510LAA7 7000.00000000 PA USD 6916.01000000 0.001415039516 Long DBT CORP US Y 2 2029-10-15 Fixed 6.37500000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BC7 400000.00000000 PA USD 416347.03000000 0.085186039337 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAN0 5000.00000000 PA USD 4916.30000000 0.001005891948 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Latvia Government International Bond N/A 518417AD2 1500000.00000000 PA USD 1486525.60000000 0.304148268422 Long DBT NUSS LV Y 2 2034-07-30 Fixed 5.12500000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LCF4 120000.00000000 PA USD 117179.05000000 0.023975238067 Long DBT CORP US N 2 2054-10-15 Fixed 5.35000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HF3 30000.00000000 PA USD 23420.04000000 0.004791821016 Long DBT CORP US N 2 2046-11-01 Fixed 3.80000000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 N/A 1260000.00000000 PA USD 1272977.87000000 0.260455665816 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 21H022648 500000.00000000 PA USD 426368.00000000 0.087236364386 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -30.32000000 -0.00000620357 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 22034.92000000 PLN 5642.26000000 USD 2025-06-18 -30.32000000 N N N N/A N/A N/A 19240000.00000000 NC USD -359868.18000000 -0.07363027169 N/A DCR N/A N 1 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 BARCLAYS PLC 213800LBQA1Y9L22JB70 ICE: (CDX.NA.IG.43.V1) 2I65BYEG6 Y Receipt of notional amount upon default event with regard to reference instrument 2029-12-20 0.00000000 USD -418459.66000000 USD 19240000.00000000 USD 58591.48000000 N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 65000.00000000 PA USD 73038.23000000 0.014943873945 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAD3 120000.00000000 PA USD 127490.72000000 0.026085041339 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGK0 430000.00000000 PA USD 339052.67000000 0.069371346503 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N BANK 2024-BNK47 N/A 06540GAV0 210000.00000000 PA USD 219675.88000000 0.044946443247 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.71600000 N N N N N N N/A N/A N/A 1.00000000 NC 11027.67000000 0.002256299343 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1063337.20000000 EUR 1161610.07000000 USD 2025-04-15 11027.67000000 N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAS4 175000.00000000 PA USD 178213.63000000 0.036463123792 Long DBT CORP US N 2 2029-07-01 Fixed 5.20000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAT1 531000.00000000 PA USD 549653.33000000 0.112460968416 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N Freddie Mac Pool N/A 3142GSU30 240803.65000000 PA USD 237497.15000000 0.048592736598 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Japan Finance Organization for Municipalities 5493007YYYNZ4NMEOD64 471068BA3 1358000.00000000 PA USD 1363419.24000000 0.278960282271 Long DBT NUSS JP Y 2 2030-04-02 Fixed 4.37500000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DG6 85000.00000000 PA USD 86311.52000000 0.017659634891 Long ABS-CBDO CORP US Y 2 2031-03-15 Fixed 5.35000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CH9 120000.00000000 PA USD 119185.30000000 0.024385723741 Long DBT CORP US N 2 2055-05-15 Variable 6.25000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAS7 90000.00000000 PA USD 82948.80000000 0.016971610773 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAG6 40000.00000000 PA USD 40590.83000000 0.008305023915 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.17000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAX4 10000.00000000 PA USD 10408.87000000 0.002129690727 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-3 N/A 38013KAF7 20000.00000000 PA USD 20468.78000000 0.004187983034 Long ABS-CBDO CORP US N 2 2030-01-16 Fixed 5.39000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 142000.00000000 PA USD 99056.14000000 0.020267228130 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TK4 298000.00000000 PA USD 255441.88000000 0.052264290291 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 90932LAH0 34000.00000000 PA USD 32183.60000000 0.006584875639 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N Fannie Mae REMICS N/A 3136AUY62 960317.87750000 PA USD 846726.01000000 0.173243064074 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3142GUKD4 250000.00000000 PA USD 256623.43000000 0.052506039499 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3142GQWY4 250000.07970000 PA USD 258414.36000000 0.052872469959 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3142GRZY9 246887.73390000 PA USD 251654.20000000 0.051489317890 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -2905.35000000 -0.00059444463 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 1528818.85000000 USD 1181276.18000000 GBP 2025-04-02 -2905.35000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TB4 1000000.00000000 PA USD 575000.00000000 0.117646984581 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCX4 100000.00000000 PA USD 100945.12000000 0.020653719958 Long ABS-CBDO CORP CA Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Ginnie Mae II Pool N/A 21H040640 1250000.00000000 PA USD 1170330.13000000 0.239453583929 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 4.00000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02156LAF8 10000.00000000 PA USD 7858.60000000 0.001607896683 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DM3 100000.00000000 PA USD 100266.31000000 0.020514833089 Long ABS-CBDO CORP US Y 2 2028-11-15 Fixed 4.92000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKK6 1269000.00000000 PA USD 1279905.47000000 0.261873076686 Long DBT UST US N 2 2026-04-30 Fixed 4.87500000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAE1 65000.00000000 PA USD 67971.48000000 0.013907199407 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N N/A N/A N/A -16.00000000 NC USD -1206.22000000 -0.00024679677 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 10YR NOTE (CBT)Jun25 2025-06-18 -1778293.78000000 USD -1206.22000000 N N N JP Morgan Mortgage Trust 2021-INV4 N/A 46654DAD5 565403.40830000 PA USD 483752.37000000 0.098977404547 Long ABS-MBS CORP US Y 2 2052-01-25 Variable 3.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BF2 10000.00000000 PA USD 9746.79000000 0.001994226874 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAQ6 300000.00000000 PA USD 279156.12000000 0.057116305644 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 N/A 566797.29760000 PA USD 546289.44000000 0.111772704912 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAV7 95000.00000000 PA USD 95299.01000000 0.019498506365 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DM9 150000.00000000 PA USD 149636.99000000 0.030616244617 Long DBT CORP US N 2 2030-09-06 Variable 4.89500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020BB2 30000.00000000 PA USD 28598.04000000 0.005851257688 Long DBT CORP US N 2 2032-03-15 Fixed 5.25000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 20000.00000000 PA USD 18727.62000000 0.003831735689 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N Ivory Coast Government International Bond N/A 221625AV8 582000.00000000 PA USD 557804.90000000 0.114128807773 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAU3 52000.00000000 PA USD 55897.65000000 0.011436852117 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 3622ADQ27 748252.24000000 PA USD 738455.00000000 0.151090441737 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 100000.00000000 PA 106052.77000000 0.021698762777 Long DBT CORP NL N 2 2173-06-14 Variable 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC 2198.38000000 0.000449796135 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1163159.16000000 GBP 1504709.22000000 USD 2025-04-02 2198.38000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 1000000.00000000 PA USD 1005000.00000000 0.205626468703 Long DBT UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N N/A N/A N/A -5.00000000 NC -9886.70000000 -0.00202285294 N/A DIR N/A N 1 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 Short N/A TSE Japanese 10 Year Bond Futures 2025-06-13 -4625229.66000000 JPY -9886.70000000 N N N Yorkshire Water Finance PLC 213800O8BDOGHJMTCP32 N/A 100000.00000000 PA 79891.34000000 0.016346043904 Long DBT CORP GB N 2 2041-04-18 Fixed 2.75000000 N N N N N N Freddie Mac Pool N/A 3133AYQM5 2931.42120000 PA USD 2566.32000000 0.000525077929 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 12511VAA6 46000.00000000 PA USD 45042.88000000 0.009215928711 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBY0 140000.00000000 PA USD 145482.76000000 0.029766274821 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 15000.00000000 PA USD 15721.23000000 0.003216617918 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 50000.00000000 PA USD 35784.80000000 0.007321693589 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Hellenic Republic Government Bond N/A N/A 951000.00000000 PA 1023522.91000000 0.209416320019 Long DBT NUSS GR Y 2 2034-06-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC 48126.14000000 0.009846774348 N/A DFE N/A N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1292885.66000000 USD 1239326.91000000 EUR 2025-04-15 48126.14000000 N N N Hungary Government Bond N/A N/A 695350000.00000000 PA 1602677.01000000 0.327913247798 Long DBT NUSS HU N 2 2032-05-27 Fixed 4.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BK5 140000.00000000 PA USD 77461.08000000 0.015848804320 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3140XJNR0 247860.07700000 PA USD 217463.93000000 0.044493870642 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Benin Government International Bond N/A 08205QAC2 200000.00000000 PA USD 189935.88000000 0.038861536601 Long DBT NUSS BJ Y 2 2041-01-23 Fixed 8.37500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AG2 440000.00000000 PA USD 436559.87000000 0.089321656164 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBU0 120000.00000000 PA USD 131013.31000000 0.026805775411 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 N/A 115000.00000000 PA 129703.31000000 0.026537744889 Long DBT CORP SE N 2 2033-08-17 Variable 5.00000000 N N N N N N Mexico Government International Bond N/A 91087BAC4 200000.00000000 PA USD 197368.93000000 0.040382364286 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N P3 Group Sarl 529900GR62MT0O5VW110 N/A 100000.00000000 PA 100171.86000000 0.020495508293 Long DBT CORP LU N 2 2029-01-26 Fixed 1.62500000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CM6 45000.00000000 PA USD 43635.27000000 0.008927926846 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAW0 250000.00000000 PA USD 250327.13000000 0.051217794788 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N N/A N/A N/A 1.00000000 NC 0.58000000 0.000000118670 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 71555.00000000 HUF 191.89000000 USD 2025-06-18 0.58000000 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 28470RAK8 18000.00000000 PA USD 18082.16000000 0.003699672345 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDC6 240000.00000000 PA USD 267056.46000000 0.054640673446 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N Japan Government Thirty Year Bond N/A N/A 35350000.00000000 PA 221839.74000000 0.045389176471 Long DBT NUSS JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBB3 1520000.00000000 PA USD 1524807.42000000 0.311980860922 Long DBT CORP US Y 2 2027-08-20 Fixed 4.65000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 45710.75000000 PA USD 45735.42000000 0.009357624785 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 5.60200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCV1 527000.00000000 PA USD 480558.13000000 0.098323852018 Long DBT UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N Philippine Government International Bond N/A 718286CV7 200000.00000000 PA USD 202786.89000000 0.041490897601 Long DBT NUSS PH N 2 2027-10-13 Fixed 5.17000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 250000.00000000 PA USD 228878.04000000 0.046829236944 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N Genesis Energy LP / Genesis Energy Finance Corp N/A 37185LAR3 10000.00000000 PA USD 10094.03000000 0.002065273376 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 3622ADQR2 249762.33860000 PA USD 259291.32000000 0.053051899001 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.50000000 N N N N N N BANK 2021-BNK35 N/A 06540CBF3 40000.00000000 PA USD 34241.53000000 0.007005935220 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.28500000 N N N N N N Terex Corp YAWJZJYEQ7M1SYMOS462 880779BB8 13000.00000000 PA USD 12626.43000000 0.002583411157 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SA7 2050000.00000000 PA USD 1562484.38000000 0.319689696978 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -112807.92000000 -0.02308088978 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4998359.57000000 GBP 6343823.05000000 USD 2025-04-02 -112807.92000000 N N N N/A N/A N/A 1.00000000 NC 602.50000000 0.000123273579 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 54027.35000000 EUR 59278.17000000 USD 2025-06-18 602.50000000 N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 100000.00000000 PA 127365.53000000 0.026059427033 Long DBT CORP FR N 2 2029-04-16 Fixed 5.25000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAD6 341.00000000 PA USD 336.10000000 0.000068767220 Long LON CORP US N 2 2031-11-20 Floating 7.57300000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBS9 570000.00000000 PA USD 568500.55000000 0.116317174678 Long DBT CORP US N 2 2055-03-15 Fixed 5.87500000 N N N N N N Indonesia Government International Bond N/A 455780DM5 460000.00000000 PA USD 456194.44000000 0.093338956954 Long DBT NUSS ID N 2 2027-09-20 Fixed 4.15000000 N N N N N N Freddie Mac Pool N/A 3132DVME2 985525.69090000 PA USD 954446.55000000 0.195283058350 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABB8 25000.00000000 PA USD 21695.66000000 0.004439006917 Long DBT CORP US N 2 2044-07-01 Fixed 4.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 440000.00000000 PA USD 445648.25000000 0.091181170080 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 1000.00000000 PA USD 980.48000000 0.000200609592 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AE5 30000.00000000 PA USD 29921.44000000 0.006122029896 Long ABS-CBDO CORP US Y 2 2030-01-15 Fixed 4.74000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UF3 810000.00000000 PA USD 811265.63000000 0.165987747937 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 15000.00000000 PA USD 12629.36000000 0.002584010645 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 88339WAC0 55000.00000000 PA USD 54246.77000000 0.011099076371 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464CAD3 55000.00000000 PA USD 55681.80000000 0.011392688462 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N Freddie Mac REMICS N/A 3137BBR36 276003.87600000 PA USD 249027.51000000 0.050951888050 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.00000000 N N N N N N PMT Loan Trust 2024-INV1 N/A 73015BAJ4 96316.47000000 PA USD 96374.92000000 0.019718641264 Long ABS-MBS CORP US Y 2 2059-10-25 Variable 5.50000000 N N N N N N Progress Residential Trust N/A 74334NAA9 200000.00000000 PA USD 186814.96000000 0.038222985597 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.40000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KP1 10000.00000000 PA USD 10829.49000000 0.002215751031 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N BMO Mortgage Trust N/A 05613XAC9 340000.00000000 PA USD 354371.83000000 0.072505699513 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.68740000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KR1 15000.00000000 PA USD 13914.38000000 0.002846930172 Long DBT CORP US N 2 2052-05-15 Fixed 5.12500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AX1 110000.00000000 PA USD 112488.16000000 0.023015465782 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 N/A 200000.00000000 PA USD 196195.44000000 0.040142264181 Long DBT CORP SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 1815.48000000 0.000371453474 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 220687.00000000 EUR 240609.51000000 USD 2025-04-15 1815.48000000 N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AU6 71000.00000000 PA USD 79207.66000000 0.016206160616 Long DBT CORP US N 2 2034-02-01 Fixed 7.65000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 36000.00000000 PA USD 35208.17000000 0.007203713101 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDQ0 200000.00000000 PA USD 203647.41000000 0.041666962964 Long DBT CORP JP N 2 2044-07-09 Fixed 5.83600000 N N N N N N Connecticut Avenue Securities Trust 2024-R05 N/A 20754XAA1 19254.40000000 PA USD 19206.61000000 0.003929738696 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 5.35200000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CP9 285000.00000000 PA USD 273471.66000000 0.055953245508 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BA2 90000.00000000 PA USD 77499.83000000 0.015856732704 Long DBT CORP US N 2 2032-04-23 Variable 2.30700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKU4 3000000.00000000 PA USD 3093750.00000000 0.632991927910 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDL0 300000.00000000 PA USD 255334.44000000 0.052242307696 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N Ginnie Mae II Pool N/A 21H020642 750000.00000000 PA USD 613331.48000000 0.125489737688 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -24684.71000000 -0.00505057686 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 826115.00000000 EUR 869211.77000000 USD 2025-04-15 -24684.71000000 N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAD8 60000.00000000 PA USD 58579.06000000 0.011985477858 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.00900000 N N N N N N Fannie Mae Pool N/A 3140XQW78 240742.55000000 PA USD 219215.98000000 0.044852346120 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 3.50000000 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 N/A 89367.09770000 PA USD 88976.12000000 0.018204821248 Long LON CORP CA N 2 2027-05-10 Floating 7.67160000 N N N N N N Aon Corp / Aon Global Holdings PLC N/A 03740LAG7 12000.00000000 PA USD 12195.22000000 0.002495184103 Long DBT CORP N/A N 2 2033-02-28 Fixed 5.35000000 N N N N N N RCKT Mortgage Trust 2024-INV1 N/A 74938QAA2 493070.08640000 PA USD 500652.03000000 0.102435133311 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FB7 10000.00000000 PA USD 8930.17000000 0.001827143603 Long DBT CORP US N 2 2046-11-15 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC -6300.19000000 -0.00128904061 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 665440.18000000 USD 98007887.00000000 JPY 2025-06-18 -6300.19000000 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGG3 100000.00000000 PA USD 101156.89000000 0.020697048831 Long ABS-CBDO CORP US Y 2 2029-04-20 Fixed 6.23000000 N N N N N N Fannie Mae Pool N/A 3140XR2J3 1939481.42000000 PA USD 1730649.89000000 0.354096940738 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBE4 55000.00000000 PA USD 54587.18000000 0.011168725432 Long DBT CORP US Y 2 2030-10-15 Fixed 6.50000000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AN6 25000.00000000 PA USD 24290.54000000 0.004969928321 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N N/A N/A N/A -5.00000000 NC 1835.62000000 0.000375574187 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Short N/A Long Gilt Future 2025-06-26 -596194.71000000 GBP 1835.62000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDH2 100000.00000000 PA USD 99880.30000000 0.020435854111 Long DBT CORP MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281ABJ7 70000.00000000 PA USD 72078.79000000 0.014747569210 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAB6 75000.00000000 PA USD 70830.80000000 0.014492226148 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AB3 30000.00000000 PA USD 22487.92000000 0.004601106047 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BJ3 153000.00000000 PA USD 153794.58000000 0.031466901881 Long DBT CORP US N 2 2031-03-05 Variable 5.25300000 N N N N N N N/A N/A N/A 1.00000000 NC -112.91000000 -0.00002310177 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 167780.48000000 EUR 181433.70000000 USD 2025-04-15 -112.91000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMK4 3000000.00000000 PA USD 3053437.50000000 0.624743851274 Long DBT UST US N 2 2032-01-31 Fixed 4.37500000 N N N N N N N/A N/A N/A -500000.00000000 NC USD -23186.63000000 -0.00474406452 N/A DIR N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-02-02 0.00000000 USD 0.00000000 USD 0.00000000 USD -500000.00000000 3.94000000 USD 2026-01-29 XXXX 5313.37000000 N N N Fannie Mae Pool N/A 3140XRZN8 750000.66380000 PA USD 681531.30000000 0.139443656248 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAL0 390000.00000000 PA USD 391594.69000000 0.080121625141 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Hellenic Republic Government Bond N/A N/A 213000.00000000 PA 235287.71000000 0.048140677548 Long DBT NUSS GR N 2 2042-01-30 Fixed 4.20000000 N N N N N N Nissan Auto Lease Trust 2025-A N/A 65479XAF9 20000.00000000 PA USD 20154.20000000 0.004123618881 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 5.03000000 N N N N N N Fannie Mae Pool N/A 3140XKGD6 82334.88300000 PA USD 75204.28000000 0.015387055251 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 7000.00000000 PA USD 5318.27000000 0.001088136397 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BB8 300000.00000000 PA USD 291621.38000000 0.059666740863 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N Ginnie Mae II Pool N/A 3622ACJE1 231554.84620000 PA USD 234622.11000000 0.048004493491 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80287NAF2 895000.00000000 PA USD 898521.56000000 0.183840612374 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410346AY6 80000.00000000 PA USD 79800.00000000 0.016327355425 Long LON CORP US N 2 2032-03-08 Floating 7.07490000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAM1 10000.00000000 PA USD 7309.53000000 0.001495555066 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAH1 450000.00000000 PA USD 458223.20000000 0.093754048252 Long DBT CORP GB Y 2 2027-05-17 Fixed 5.41600000 N N N N N N N/A N/A N/A 1.00000000 NC USD 19813.21000000 0.004053851150 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 33142970.74000000 ZAR 1816155.69000000 USD 2025-06-18 19813.21000000 N N N Fannie Mae Pool N/A 3140XBFY1 253738.59730000 PA USD 222373.61000000 0.045498408116 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAV2 762000.00000000 PA USD 751595.30000000 0.153778992470 Long DBT CORP US N 2 2035-09-06 Variable 5.50200000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78574MAA1 15000.00000000 PA USD 12997.06000000 0.002659243334 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N N/A N/A N/A 846600000.00000000 NC -3570.42000000 -0.00073052025 N/A DIR N/A N 1 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 JPY - 1D Overnight Tokyo Average Rate TONA Y 2027-06-12 0.00000000 JPY 0.00000000 JPY 846600000.00000000 JPY -3570.42000000 N N N Paraguay Government International Bond N/A N/A 711000.00000000 PA USD 710363.60000000 0.145342844341 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AF7 10000.00000000 PA USD 9975.50000000 0.002041021729 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N Freddie Mac Pool N/A 3132DMSJ5 1499999.90510000 PA USD 1313176.57000000 0.268680458579 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAW8 70000.00000000 PA USD 63023.40000000 0.012894805161 Long DBT CORP US N 2 2054-09-18 Fixed 4.70000000 N N N N N N BMO 2024-C8 Mortgage Trust N/A 05593HAH7 30000.00000000 PA USD 30856.67000000 0.006313381182 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.91100000 N N N N N N Ukraine Government International Bond N/A 903724CB6 17404.00000000 PA USD 9003.15000000 0.001842075563 Long DBT NUSS UA Y 2 2035-02-01 Variable 1.75000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAM6 25000.00000000 PA USD 22202.58000000 0.004542724499 Long DBT CORP US N 2 2052-09-15 Fixed 5.00000000 N N N N N N BBCMS Mortgage Trust 2024-C26 N/A 05555AAD7 150000.00000000 PA USD 157805.75000000 0.032287601108 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 5.82900000 N N N N N N Fannie Mae Pool N/A 3140QKR42 5400269.97500000 PA USD 4562502.87000000 0.933503834433 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae REMICS N/A 3136BKB76 1214682.56700000 PA USD 1024038.02000000 0.209521713303 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 1.75000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAF0 160000.00000000 PA USD 119986.35000000 0.024549621336 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBL4 130000.00000000 PA USD 125169.87000000 0.025610187419 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N Magyar Export-Import Bank Zrt 529900O4UGETQ9Q3AA63 N/A 520000.00000000 PA USD 529463.74000000 0.108330108619 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 3140XCUK2 13614.54590000 PA USD 11931.63000000 0.002441252679 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 11000.00000000 PA USD 10191.11000000 0.002085136280 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LBG7 10000.00000000 PA USD 10166.63000000 0.002080127587 Long DBT CORP US N 2 2029-07-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 3140XGX95 1697415.12000000 PA USD 1539271.37000000 0.314940235013 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBA7 55000.00000000 PA USD 54142.17000000 0.011077674850 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAE1 15000.00000000 PA USD 14781.03000000 0.003024249753 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 865000.00000000 PA USD 628453.20000000 0.128583693792 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer N/A 70052LAD5 10000.00000000 PA USD 10077.65000000 0.002061921972 Long DBT CORP US Y 2 2030-02-01 Fixed 7.00000000 N N N N N N Republic of Poland Government International Bond N/A 857524AE2 70000.00000000 PA USD 73383.60000000 0.015014537839 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N Israel Government International Bond N/A 46514Y8A8 400000.00000000 PA USD 402694.57000000 0.082392698900 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550BN0 18000.00000000 PA USD 16701.81000000 0.003417247971 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N N/A N/A N/A -2992000.00000000 NC USD -10759.69000000 -0.00220146971 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2035-06-12 0.00000000 USD 0.00000000 USD 0.00000000 USD -2992000.00000000 4.00000000 USD 2025-06-26 XXXX 3986.03000000 N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAD1 50000.00000000 PA USD 46543.05000000 0.009522868670 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560BB0 230000.00000000 PA USD 207952.83000000 0.042547866755 Long DBT CORP US N 2 2054-12-15 Fixed 5.00000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAT6 770000.00000000 PA USD 584163.77000000 0.119521923551 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAT6 35000.00000000 PA USD 34699.65000000 0.007099668153 Long DBT CORP CA Y 2 2029-09-15 Fixed 5.62500000 N N N N N N Freddie Mac Pool N/A 3142GTMM5 738324.61000000 PA USD 744244.64000000 0.152275022064 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAJ0 15000.00000000 PA USD 14634.93000000 0.002994357189 Long DBT CORP US Y 2 2033-04-15 Fixed 5.75000000 N N N N N N Jersey Central Power & Light Co 549300W9UGH9ZPLNPF79 476556DE2 170000.00000000 PA USD 168017.24000000 0.034376907206 Long DBT CORP US Y 2 2035-01-15 Fixed 5.10000000 N N N N N N Mexico Government International Bond N/A 91087BAT7 385000.00000000 PA USD 355159.50000000 0.072666859513 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 3622ACR93 234102.63960000 PA USD 237423.13000000 0.048577591851 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EA4 7000.00000000 PA USD 6606.37000000 0.001351686103 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CJ3 294000.00000000 PA USD 299886.23000000 0.061357757699 Long DBT CORP N/A N 2 2029-01-24 Fixed 5.00000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AQ8 75000.00000000 PA USD 67844.27000000 0.013881171802 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEP7 320000.00000000 PA USD 319471.20000000 0.065364910157 Long DBT CORP US N 2 2028-10-22 Variable 4.50500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKZ3 1000000.00000000 PA USD 1010312.50000000 0.206713424538 Long DBT UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3132DNU84 3395299.68000000 PA USD 2711809.56000000 0.554845595639 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400JE4 140000.00000000 PA USD 141794.54000000 0.029011652280 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N PMT Loan Trust 2024-INV1 N/A 73015BAB1 291712.05000000 PA USD 294150.47000000 0.060184201406 Long ABS-MBS CORP US Y 2 2059-10-25 Variable 6.00000000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAF8 10000.00000000 PA USD 10005.86000000 0.002047233490 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 4.97000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 1740000.00000000 PA USD 1702043.97000000 0.348244070774 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140XFSU6 239089.80660000 PA USD 216443.27000000 0.044285040084 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Argentine Republic Government International Bond N/A 040114HS2 1355200.00000000 PA USD 987685.10000000 0.202083780401 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022444 750000.00000000 PA USD 694248.08000000 0.142045553327 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 2.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BR7 40000.00000000 PA USD 40606.69000000 0.008308268925 Long DBT CORP US Y 2 2028-08-15 Fixed 6.75000000 N N N N N N DBJPM 20-C9 Mortgage Trust N/A 233063AT3 150000.00000000 PA USD 129825.42000000 0.026562729017 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.92600000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AS2 100000.00000000 PA USD 70821.78000000 0.014490380625 Long DBT CORP US N 2 2051-03-15 Fixed 3.60000000 N N N N N N GM Financial Automobile Leasin N/A 36271VAF4 60000.00000000 PA USD 60300.48000000 0.012337686331 Long ABS-CBDO CORP US N 2 2029-02-20 Fixed 4.89000000 N N N N N N American Axle & Manufacturing Inc RY5TAKFOBLDUGX31MS24 02406PBB5 48000.00000000 PA USD 41362.63000000 0.008462936858 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust 2024-REV1 N/A 34533BAB6 100000.00000000 PA USD 101834.03000000 0.020835594012 Long ABS-CBDO CORP US Y 2 2036-08-15 Variable 5.24000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CY3 75000.00000000 PA USD 75606.19000000 0.015469287424 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAE8 70000.00000000 PA USD 71225.27000000 0.014572936072 Long ABS-CBDO CORP US Y 2 2030-04-25 Fixed 5.23000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAL2 4000.00000000 PA USD 3815.78000000 0.000780721757 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N CLI Funding IX LLC 2549008S2Z91ASJFZL83 12571WAA1 93904.16000000 PA USD 94669.23000000 0.019369651203 Long ABS-CBDO CORP US Y 2 2049-07-20 Fixed 5.63000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DY2 210000.00000000 PA USD 212676.58000000 0.043514362309 Long DBT CORP US N 2 2031-01-30 Variable 5.08500000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAJ0 100000.00000000 PA USD 103108.35000000 0.021096324282 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N Ginnie Mae II Pool N/A 3622ADDR6 308863.85360000 PA USD 318630.10000000 0.065192818194 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAC9 70000.00000000 PA USD 65049.11000000 0.013309272419 Long DBT CORP US N 2 2030-06-17 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TS7 784000.00000000 PA USD 715645.00000000 0.146423437009 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAN8 13000.00000000 PA USD 13856.62000000 0.002835112277 Long DBT CORP US N 2 2030-07-25 Fixed 9.37500000 N N N N N N LAD Auto Receivables Trust N/A 505712AG4 70000.00000000 PA USD 70174.75000000 0.014357996054 Long ABS-CBDO CORP US Y 2 2032-05-17 Fixed 5.52000000 N N N N N N N/A N/A N/A 1.00000000 NC -548.55000000 -0.00011223522 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 200567.38000000 GBP 258534.36000000 USD 2025-04-02 -548.55000000 N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34417VAA5 75000.00000000 PA USD 73951.37000000 0.015130705541 Long DBT CORP US Y 2 2031-09-15 Fixed 6.75000000 N N N N N N Traton Finance Luxembourg SA 529900BRKIE6LKIEXD84 N/A 100000.00000000 PA 128624.65000000 0.026317047331 Long DBT CORP LU N 2 2029-01-16 Fixed 5.62500000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BC9 27000.00000000 PA USD 27167.82000000 0.005558629740 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N N/A N/A N/A -550000.00000000 NC USD -47210.90000000 -0.00965951308 N/A DIR N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2045-01-31 0.00000000 USD 0.00000000 USD 0.00000000 USD -550000.00000000 4.20500000 USD 2035-01-29 XXXX 1931.60000000 N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc N/A 77313LAA1 180000.00000000 PA USD 172795.58000000 0.035354572062 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAB6 20000.00000000 PA USD 19931.73000000 0.004078100751 Long DBT CORP US Y 2 2033-03-01 Fixed 6.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZZ6 733000.00000000 PA USD 737653.98000000 0.150926550280 Long DBT CORP CA N 2 2030-08-02 Variable 4.96900000 N N N N N N Morgan Stanley Capital I Trust 2018-L1 N/A 61691QAE8 200000.00000000 PA USD 196588.86000000 0.040222759271 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.40700000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AF5 280000.00000000 PA USD 280562.30000000 0.057404014925 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.78000000 N N N N N N Standard Building Solutions Inc 54930064UHXCIUWVI755 853191AA2 20000.00000000 PA USD 20008.48000000 0.004093804066 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAV9 100000.00000000 PA USD 98789.33000000 0.020212637884 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Novelis Inc 549300DP3XIGY7CFV648 670001AL0 35000.00000000 PA USD 35410.22000000 0.007245053228 Long DBT CORP CA Y 2 2030-01-30 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 3140XQE29 334066.03330000 PA USD 329270.15000000 0.067369809148 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAH6 15000.00000000 PA USD 11067.62000000 0.002264473251 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N Chemours Co/The 549300M1BOLNXL8DOV14 163851AH1 70000.00000000 PA USD 59869.05000000 0.012249414264 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BU5 200000.00000000 PA USD 205532.87000000 0.042052734587 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N BBCMS Mortgage Trust 2024-C24 N/A 07336VAW1 90000.00000000 PA USD 92738.60000000 0.018974637642 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86700000 N N N N N N Egypt Government International Bond N/A N/A 200000.00000000 PA USD 153133.84000000 0.031331712197 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 -1000000.00000000 PA USD -831562.50000000 -0.17014055759 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140XQC96 2229212.61980000 PA USD 1780461.42000000 0.364288551698 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICS N/A 3136AKB93 915581.15200000 PA USD 869614.77000000 0.177926183370 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 4.00000000 N N N N N N GCAT 2025-INV1 Trust N/A 36171DAE8 1468966.96000000 PA USD 1482394.05000000 0.303302939032 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 6.00000000 N N N N N N N/A N/A N/A -14.00000000 NC -23504.76000000 -0.00480915502 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Short N/A French Government Bond Futures 2025-06-06 -1848400.07000000 EUR -23504.76000000 N N N Chile Government International Bond N/A N/A 75000.00000000 PA 80914.08000000 0.016555300038 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QL5 175000.00000000 PA USD 170570.31000000 0.034899274140 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAV3 720000.00000000 PA USD 651668.07000000 0.133333536319 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Hyundai Auto Lease Securitization Trust 2025-A N/A 44935WAF4 100000.00000000 PA USD 101179.74000000 0.020701724020 Long ABS-CBDO CORP US Y 2 2029-06-15 Fixed 5.15000000 N N N N N N N/A N/A N/A 1.00000000 NC 140.04000000 0.000028652667 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 78915.99000000 USD 72793.17000000 EUR 2025-06-18 140.04000000 N N N Chemours Co/The 549300M1BOLNXL8DOV14 163851AJ7 25000.00000000 PA USD 23365.78000000 0.004780719233 Long DBT CORP US Y 2 2033-01-15 Fixed 8.00000000 N N N N N N TIF Funding III LLC N/A 88655AAG5 94516.66000000 PA USD 94994.44000000 0.019436190292 Long ABS-CBDO CORP US Y 2 2049-07-20 Fixed 5.54000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGG8 100000.00000000 PA USD 84519.73000000 0.017293028473 Long DBT CORP US N 2 2048-01-20 Variable 4.44300000 N N N N N N Gates Corp/DE 984500F43C791F4C7894 367398AA2 20000.00000000 PA USD 20360.15000000 0.004165756961 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CU7 530000.00000000 PA USD 532353.67000000 0.108921398271 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CG7 200000.00000000 PA USD 198280.23000000 0.040568819411 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 590000.00000000 PA USD 567851.80000000 0.116184438189 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAG8 90000.00000000 PA USD 89183.77000000 0.018247307154 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N Ford Credit Auto Lease Trust 2024-B N/A 345279AF0 50000.00000000 PA USD 50434.47000000 0.010319066633 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 5.18000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3D5 510000.00000000 PA USD 513352.49000000 0.105033691262 Long DBT CORP CA N 2 2028-02-01 Variable 4.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TQ1 337000.00000000 PA USD 308407.66000000 0.063101271688 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140W0D28 500000.10980000 PA USD 419620.44000000 0.085855790321 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCS8 880000.00000000 PA USD 742225.00000000 0.151861796749 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 450000.00000000 PA USD 435734.14000000 0.089152708956 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAC5 350000.00000000 PA USD 324076.68000000 0.066307207261 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AL5 5000.00000000 PA USD 5189.20000000 0.001061728230 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEB5 60000.00000000 PA USD 60095.80000000 0.012295808097 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 4.90000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BD7 10000.00000000 PA USD 10020.06000000 0.002050138859 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Q5 115000.00000000 PA USD 85679.99000000 0.017530421673 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RD2 424000.00000000 PA USD 378420.00000000 0.077426038096 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31418DV74 4773690.75840000 PA USD 3818691.01000000 0.781317360651 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DJ6 200000.00000000 PA USD 189582.45000000 0.038789223603 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N Indonesia Government International Bond N/A UV3442265 100000.00000000 PA 108136.06000000 0.022125011101 Long DBT NUSS ID N 2 2025-07-30 Fixed 3.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CX5 150000.00000000 PA USD 156928.93000000 0.032108200709 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886EF7 100000.00000000 PA USD 99997.74000000 0.020459882740 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.91000000 N N N N N N Santander Drive Auto Receivables Trust 2025-1 N/A 80288DAF3 50000.00000000 PA USD 50604.55000000 0.010353865588 Long ABS-CBDO CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2024-C63 N/A 94990FAE1 330000.00000000 PA USD 335932.81000000 0.068733012379 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.30900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SN9 2431000.00000000 PA USD 1206763.59000000 0.246907995593 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 95000.00000000 PA USD 108124.51000000 0.022122647931 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3142GSU48 244713.66000000 PA USD 241047.58000000 0.049319166830 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZS5 557000.00000000 PA USD 555581.86000000 0.113673966116 Long DBT CORP CA N 2 2028-10-18 Variable 4.52200000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 02344AAD0 330000.00000000 PA USD 332981.28000000 0.068129119154 Long DBT CORP US Y 2 2030-03-17 Fixed 5.10000000 N N N N N N Ginnie Mae II Pool N/A 3618HHHP8 20676.83960000 PA USD 21649.86000000 0.004429636079 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.50000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 47214BAC2 4000.00000000 PA USD 4322.10000000 0.000884316577 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAB3 100000.00000000 PA USD 98374.97000000 0.020127858397 Long DBT CORP US N 2 2028-02-07 Variable 3.44200000 N N N N N N Fannie Mae Pool N/A 3140QU6K7 486646.07840000 PA USD 479355.58000000 0.098077806137 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAK5 5000.00000000 PA USD 4183.31000000 0.000855919664 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBA6 100000.00000000 PA USD 87225.80000000 0.017846699735 Long DBT CORP JP N 2 2032-01-22 Fixed 2.99900000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBB9 27000.00000000 PA USD 26334.24000000 0.005388076395 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N Chord Energy Corp 529900FA4V2YNIKZ0M71 674215AN8 75000.00000000 PA USD 74671.08000000 0.015277960691 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Sunrise FinCo I BV 213800MNFBDEQRS6HZ22 90320BAA7 30000.00000000 PA USD 27270.58000000 0.005579654790 Long DBT CORP NL Y 2 2031-07-15 Fixed 4.87500000 N N N N N N Nissan Auto Lease Trust 2025-A N/A 65479XAG7 30000.00000000 PA USD 30245.94000000 0.006188423716 Long ABS-CBDO CORP US N 2 2029-06-15 Fixed 5.11000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAA8 45000.00000000 PA USD 45239.47000000 0.009256151703 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N Ginnie Mae II Pool N/A 21H030641 250000.00000000 PA USD 221433.90000000 0.045306140207 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 3.00000000 N N N N N N Cassa Depositi e Prestiti SpA 81560029E2CE4D14F425 N/A 595000.00000000 PA USD 617443.40000000 0.126331050712 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.87500000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 75968NAG6 595000.00000000 PA USD 608733.44000000 0.124548962834 Long DBT CORP BM N 2 2035-04-01 Fixed 5.80000000 N N N N N N Frontier Communications Holdings LLC N/A 35906EAU4 4987.50000000 PA USD 5003.09000000 0.001023649481 Long LON CORP US N 2 2031-07-01 Floating 6.82050000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 023771T32 40000.00000000 PA USD 39796.61000000 0.008142523761 Long DBT CORP US Y 2 2028-02-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 257.92000000 0.000052771322 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 201852.37000000 EUR 218671.97000000 USD 2025-04-15 257.92000000 N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GS7 215000.00000000 PA USD 208250.51000000 0.042608773111 Long DBT CORP US N 2 2054-08-15 Fixed 5.55000000 N N N N N N HPEFS Equipment Trust 2024-1 N/A 403963AF8 100000.00000000 PA USD 101366.72000000 0.020739980773 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 5.82000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912797PV3 1186000.00000000 PA USD 1141179.74000000 0.233489313524 Long DBT UST US N 2 2026-03-19 None 0.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 410000.00000000 PA USD 332631.84000000 0.068057622524 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 49041.92300000 NS USD 4903701.88000000 1.003314329509 Long STIV CORP US N 1 N N N Hudson Yards N/A 44855PAA6 270000.00000000 PA USD 274691.22000000 0.056202771693 Long ABS-MBS CORP US Y 2 2040-01-13 Variable 5.46680000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 27636AAC6 170000.00000000 PA USD 177526.04000000 0.036322440505 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N N/A N/A N/A 1.00000000 NC -2291.83000000 -0.00046891632 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 68515.42000000 EUR 71845.18000000 USD 2025-04-15 -2291.83000000 N N N Fannie Mae Pool N/A 3140QNJZ6 732902.77260000 PA USD 679661.42000000 0.139061072346 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -23067.22000000 -0.00471963282 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3202860.10000000 USD 2938678.76000000 EUR 2025-04-15 -23067.22000000 N N N Freddie Mac Pool N/A 3132DTD80 464901.61000000 PA USD 414553.28000000 0.084819031896 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132DUTV9 244085.09640000 PA USD 240962.37000000 0.049301732570 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 3622ACJD3 240576.70740000 PA USD 243989.02000000 0.049920995606 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AL9 10000.00000000 PA USD 8496.87000000 0.001738488928 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N BANK 2019-BNK24 N/A 06540VBB0 130000.00000000 PA USD 119780.17000000 0.024507436196 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N N/A N/A N/A -1100000.00000000 NC USD -48915.38000000 -0.01000825557 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2055-09-15 0.00000000 USD 0.00000000 USD 0.00000000 USD -1100000.00000000 3.78000000 USD 2025-09-11 XXXX 3334.62000000 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGM0 100000.00000000 PA USD 105413.72000000 0.021568010941 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJQ8 360000.00000000 PA USD 358893.90000000 0.073430930642 Long ABS-CBDO CORP US Y 2 2031-09-15 Fixed 4.40000000 N N N N N N SFS Auto Receivables Securitization Trust 2024-3 N/A 78436XAF4 60000.00000000 PA USD 59483.40000000 0.012170508943 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 4.98000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 1000.00000000 PA USD 1202.69000000 0.000246074525 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 054989AB4 134000.00000000 PA USD 142941.64000000 0.029246352899 Long DBT CORP US N 2 2033-08-02 Fixed 6.42100000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98311AAB1 120000.00000000 PA USD 114630.45000000 0.023453785710 Long DBT CORP US Y 2 2028-08-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 540000.00000000 NC USD -3512.27000000 -0.00071862256 N/A DIR N/A N 1 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 United States SOFR Secured Ove SOFRRATE Y 2029-08-31 0.00000000 USD 0.00000000 USD 540000.00000000 USD -3512.27000000 N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AD0 100000.00000000 PA USD 100123.27000000 0.020485566612 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 4.62000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBZ9 123000.00000000 PA USD 124351.85000000 0.025442817703 Long DBT CORP US N 2 2032-07-22 Variable 5.06000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJJ0 24000.00000000 PA USD 24849.95000000 0.005084385538 Long DBT CORP US N 2 2033-10-21 Variable 5.85000000 N N N N N N Fannie Mae Pool N/A 3140QMG24 920842.86090000 PA USD 811203.81000000 0.165975099352 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N MIWD Holdco II LLC / MIWD Finance Corp N/A 55337PAA0 95000.00000000 PA USD 85308.88000000 0.017454491286 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N Sri Lanka Government International Bond N/A N/A 32271.00000000 PA USD 28422.40000000 0.005815321138 Long DBT NUSS LK Y 2 2030-01-15 Variable 3.10000000 N N N N N N BBCMS Mortgage Trust 2022-C16 N/A 05552YAE6 60000.00000000 PA USD 58667.31000000 0.012003534113 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCF6 3500000.00000000 PA USD 3369843.75000000 0.689481662083 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N Ford Credit Auto Owner Trust 2024-B N/A 34531QAF6 40000.00000000 PA USD 40600.35000000 0.008306971739 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 5.23000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 400000.00000000 PA USD 409838.58000000 0.083854388003 Long DBT CORP PL Y 2 2035-01-30 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 499.18000000 0.000102133950 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 93614.85000000 GBP 121426.16000000 USD 2025-04-02 499.18000000 N N N Israel Government International Bond N/A 46514BRM1 200000.00000000 PA USD 184039.40000000 0.037655096442 Long DBT NUSS IL N 2 2054-03-12 Fixed 5.75000000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAE3 60000.00000000 PA USD 59889.49000000 0.012253596359 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 4.52000000 N N N N N N Ginnie Mae II Pool N/A 36179VX21 1237409.02200000 PA USD 1142528.83000000 0.233765341994 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DU6 40000.00000000 PA USD 43446.52000000 0.008889307945 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N South Bow Canadian Infrastructure Holdings Ltd 2549004FYUSYLPBT1G26 836720AF9 20000.00000000 PA USD 20258.37000000 0.004144932422 Long DBT CORP CA Y 2 2055-03-01 Variable 7.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 2340.28000000 0.000478829365 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 206694.19000000 EUR 225993.41000000 USD 2025-04-15 2340.28000000 N N N Fannie Mae Pool N/A 3140QMUA0 485088.11710000 PA USD 408015.23000000 0.083481324300 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 590685000.00000000 NC -27062.94000000 -0.00553717093 N/A DIR N/A N 1 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 NBH BUBOR Fix 6M BUBOR06M Y 2035-03-19 -1659.33000000 HUF 0.00000000 HUF 590685000.00000000 HUF -25330.90000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RU4 1000000.00000000 PA USD 755312.50000000 0.154539544420 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKK4 15000.00000000 PA USD 13151.98000000 0.002690940501 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BK8 10000.00000000 PA USD 10398.75000000 0.002127620140 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N N/A N/A N/A -208000.00000000 NC USD -640.46000000 -0.00013104032 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -208000.00000000 4.05000000 USD 2025-06-26 XXXX 263.65000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 60000.00000000 PA USD 60868.73000000 0.012453952243 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N DT Midstream Inc N/A 23345MAB3 230000.00000000 PA USD 211882.04000000 0.043351796683 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 10000.00000000 PA USD 9610.66000000 0.001966374206 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N Aeroports de Paris SA 969500PJMBSFHYC37989 N/A 200000.00000000 PA 215088.63000000 0.044007876064 Long DBT CORP FR N 2 2028-06-05 Fixed 2.75000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCA7 115000.00000000 PA USD 97524.29000000 0.019953806333 Long DBT CORP US N 2 2031-02-01 Fixed 1.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BV8 5000.00000000 PA USD 5062.93000000 0.001035892952 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 10000.00000000 PA USD 9543.15000000 0.001952561427 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N N/A N/A N/A 99.00000000 NC USD 68489.27000000 0.014013141029 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Long N/A Ultra 10-Year US Treasury Note Futures 2025-06-18 11229885.73000000 USD 68489.27000000 N N N Japan Government Thirty Year Bond N/A N/A 191200000.00000000 PA 803285.39000000 0.164354963290 Long DBT NUSS JP N 2 2050-03-20 Fixed 0.40000000 N N N N N N Vital Energy Inc 549300X0PTWU2QSLSL14 516806AK2 122000.00000000 PA USD 113516.53000000 0.023225873834 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AD4 500000.00000000 PA USD 513003.13000000 0.104962211000 Long DBT CORP GB N 2 2028-06-12 Fixed 5.60200000 N N N N N N N/A N/A N/A -59.00000000 NC -2900.54000000 -0.00059346049 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 Short N/A Eurex 5 Year Euro BOBL Future 2025-06-06 -7397166.81000000 EUR -2900.54000000 N N N Freddie Mac Pool N/A 3133KRJL9 489507.34160000 PA USD 493279.34000000 0.100926655490 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GR9 300000.00000000 PA USD 296975.29000000 0.060762169328 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AR3 5000.00000000 PA USD 5048.32000000 0.001032903696 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBZ7 10000.00000000 PA USD 10826.31000000 0.002215100392 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N Fannie Mae Pool N/A 3140XHLP0 1482359.84330000 PA USD 1397326.05000000 0.285897732625 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N BMO Mortgage Trust N/A 05613XAG0 90000.00000000 PA USD 94333.27000000 0.019300912628 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.97750000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEZ5 400000.00000000 PA USD 393253.98000000 0.080461121602 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3140X8PK7 10009.93540000 PA USD 8772.59000000 0.001794902192 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AX9 10000.00000000 PA USD 7957.98000000 0.001628230174 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965KAA5 50000.00000000 PA USD 45497.85000000 0.009309017143 Long DBT CORP US Y 2 2030-07-01 Fixed 7.50000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAB9 20000.00000000 PA USD 20574.05000000 0.004209521640 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 200000.00000000 PA 200502.41000000 0.041023485109 Long DBT CORP LU N 2 2028-05-04 Fixed 1.00000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AH7 10000.00000000 PA USD 9901.62000000 0.002025905626 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -8373.68000000 -0.00171328382 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 2855848.11000000 USD 2631559.02000000 EUR 2025-04-15 -8373.68000000 N N N GATX Corp 549300IHYHCQP2PIR591 361448BE2 21000.00000000 PA USD 20922.54000000 0.004280823897 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N Freddie Mac Pool N/A 3133KPQ68 485430.81000000 PA USD 481495.86000000 0.098515714812 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 14.00000000 NC USD 10918.18000000 0.002233897311 N/A DIR N/A N 1 CITADEL SECURITIES LLC 12UUJYTN7D3SW8KCSG25 Long N/A CBOT US Treasure Bond Futures 2025-06-18 1631019.32000000 USD 10918.18000000 N N N Fannie Mae or Freddie Mac N/A 01F032641 2875000.00000000 PA USD 2593564.53000000 0.530652254385 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 3.50000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2023-1 N/A 61774YAA9 1773448.33830000 PA USD 1624946.87000000 0.332469738018 Long ABS-MBS CORP US Y 2 2053-02-25 Variable 4.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCX1 215000.00000000 PA USD 218486.13000000 0.044703016291 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBC6 111000.00000000 PA USD 97812.94000000 0.020012865120 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 21000.00000000 PA USD 20612.71000000 0.004217431609 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BB9 430000.00000000 PA USD 427140.20000000 0.087394359171 Long DBT CORP US N 2 2028-08-04 Variable 4.44300000 N N N N N N Ecuador Government International Bond N/A N/A 900000.00000000 PA USD 400464.00000000 0.081936316579 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -2254.25000000 -0.00046122733 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 1568033.99000000 USD 1447051.38000000 EUR 2025-04-15 -2254.25000000 N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAE1 20000.00000000 PA USD 19387.18000000 0.003966683941 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Ginnie Mae II Pool N/A 3622ADML9 248802.44000000 PA USD 245544.75000000 0.050239303334 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508CJ1 100000.00000000 PA USD 94850.62000000 0.019406764223 Long DBT CORP US N 2 2054-02-08 Fixed 5.15000000 N N N N N N N/A N/A N/A 3700000.00000000 NC USD 2521.64000000 0.000515936247 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Purchased N/A N/A 3700000.00000000 7.80000000 USD 2025-12-31 XXXX -6228.86000000 N N N Fannie Mae or Freddie Mac N/A 01F030645 500000.00000000 PA USD 433417.95000000 0.088678808488 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 3.00000000 N N N N N N Development Bank of Kazakhstan JSC 213800LCDPGJ1BI7KX98 48129VAB2 210000.00000000 PA USD 210776.20000000 0.043125538002 Long DBT NUSS KZ Y 2 2027-04-15 Fixed 5.50000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 90279XAA0 100000.00000000 PA USD 101478.32000000 0.020762814518 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475CC7 60000.00000000 PA USD 61013.02000000 0.012483474475 Long DBT CORP US N 2 2036-01-29 Variable 5.57500000 N N N N N N Adif Alta Velocidad 959800D5SDA4R1CG7K10 N/A 900000.00000000 PA 973617.07000000 0.199205412908 Long DBT NUSS ES N 2 2030-01-31 Fixed 3.12500000 N N N N N N Paraguay Government International Bond N/A 699149BY5 608000.00000000 PA USD 611560.43000000 0.125127374745 Long DBT NUSS PY Y 2 2055-03-04 Fixed 6.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UG1 790000.00000000 PA USD 795431.25000000 0.162747979137 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd N/A 830867AB3 440000.00000000 PA USD 437905.46000000 0.089596968522 Long DBT CORP N/A Y 2 2028-10-20 Fixed 4.75000000 N N N N N N N/A N/A N/A -1300000.00000000 NC USD -25288.06000000 -0.00517402435 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2055-06-12 0.00000000 USD 0.00000000 USD 0.00000000 USD -1300000.00000000 3.92000000 USD 2025-06-10 XXXX 819.82000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBV6 570000.00000000 PA USD 494123.53000000 0.101099379678 Long DBT CORP GB N 2 2032-11-24 Variable 2.89400000 N N N N N N BBCMS Mortgage Trust 2020-C8 N/A 05552ABC1 20000.00000000 PA USD 17206.57000000 0.003520523609 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.04000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDH0 30000.00000000 PA USD 28942.50000000 0.005921735393 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 10000.00000000 PA USD 9744.51000000 0.001993760378 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967PU9 190000.00000000 PA USD 191541.27000000 0.039190004936 Long DBT CORP US N 2 2036-01-24 Variable 6.02000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAF6 60000.00000000 PA USD 61373.22000000 0.012557172638 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Y8 450000.00000000 PA USD 277475.12000000 0.056772367242 Long DBT CORP US N 2 2052-01-25 Variable 2.80200000 N N N N N N N/A N/A N/A 1000000.00000000 NC USD 20134.83000000 0.004119655712 N/A DIR N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-02-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1000000.00000000 4.44000000 USD 2026-01-29 XXXX -8365.17000000 N N N N/A N/A N/A 16563000.00000000 NC 1034.66000000 0.000211695007 N/A DIR N/A N 1 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 ZAR - 3M Johannesburg Interbank Agreed Rate JIBAR Y 2030-03-19 0.00000000 ZAR 0.00000000 ZAR 16563000.00000000 ZAR 1034.66000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFV8 1361000.00000000 PA USD 1363126.56000000 0.278900398933 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N BBCMS Mortgage Trust 2021-C11 N/A 05493MAF1 30000.00000000 PA USD 25816.78000000 0.005282202293 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.32200000 N N N N N N N/A N/A N/A 6600000.00000000 NC USD 14971.87000000 0.003063296276 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2029-03-29 0.00000000 USD 0.00000000 USD 6600000.00000000 USD 14971.87000000 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBT1 450000.00000000 PA USD 434160.77000000 0.088830792024 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CT7 90000.00000000 PA USD 68146.87000000 0.013943084807 Long DBT CORP US N 2 2050-02-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3140XCM62 22078.56090000 PA USD 19370.10000000 0.003963189314 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAU9 500000.00000000 PA USD 495934.19000000 0.101469846964 Long DBT CORP GB N 2 2028-01-10 Fixed 4.33700000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AG8 200000.00000000 PA USD 203803.81000000 0.041698962943 Long DBT CORP US Y 2 2033-01-25 Fixed 5.90000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd 549300L82YB0C6JQIC26 N/A 271001.50000000 PA USD 238383.30000000 0.048774045947 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFW9 180000.00000000 PA USD 108031.18000000 0.022103552291 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AR4 29000.00000000 PA USD 28051.16000000 0.005739364153 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CF3 200000.00000000 PA USD 130390.20000000 0.026678284954 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CG3 513000.00000000 PA USD 506194.76000000 0.103569194999 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N N N/A N/A N/A 1.00000000 NC -333.31000000 -0.00006819637 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 66931.96000000 USD 51560.67000000 GBP 2025-06-18 -333.31000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJN2 1253000.00000000 PA USD 1272578.13000000 0.260373877632 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653CAL2 20000.00000000 PA USD 20345.01000000 0.004162659265 Long DBT CORP US Y 2 2032-03-01 Fixed 7.25000000 N N N N N N Ginnie Mae II Pool N/A 36179UD82 24795.45600000 PA USD 22917.47000000 0.004688993460 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140QTHZ5 236214.12980000 PA USD 246102.12000000 0.050353343160 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAG6 30000.00000000 PA USD 30423.00000000 0.006224650803 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.28000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBG2 10000.00000000 PA USD 9130.62000000 0.001868156365 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Carvana Auto Receivables Trust 2024-P4 N/A 14076LAD5 100000.00000000 PA USD 100484.67000000 0.020559510299 Long ABS-CBDO CORP US N 2 2030-12-10 Fixed 4.74000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBA1 60000.00000000 PA USD 58262.74000000 0.011920757694 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AU8 50000.00000000 PA USD 50317.34000000 0.010295101431 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 50000.00000000 PA USD 49045.30000000 0.010034837657 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140QWA69 248804.00750000 PA USD 254598.80000000 0.052091793213 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Ascent Resources Utica Holdings LLC / ARU Finance Corp N/A 04364VAX1 40000.00000000 PA USD 39847.64000000 0.008152964675 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F050445 250000.00000000 PA USD 251318.35000000 0.051420601821 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAL2 25000.00000000 PA USD 21657.16000000 0.004431129684 Long DBT CORP US N 2 2038-07-22 Variable 3.97100000 N N N N N N Dominican Republic International Bond N/A N/A 2209000.00000000 PA USD 2217273.97000000 0.453661907063 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 716973AF9 7000.00000000 PA USD 6670.99000000 0.001364907578 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N Ginnie Mae II Pool N/A 36179UMK5 140759.13800000 PA USD 130098.18000000 0.026618536654 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAN1 1230000.00000000 PA USD 1081733.16000000 0.221326338079 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3140M5AJ4 4428.44820000 PA USD 3876.89000000 0.000793225074 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAT0 520000.00000000 PA USD 512897.72000000 0.104940643750 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAD3 30000.00000000 PA USD 30124.72000000 0.006163621685 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 4.64000000 N N N N N N Fannie Mae Pool N/A 3140W0H73 245429.86180000 PA USD 241216.17000000 0.049353660926 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMV1 100000.00000000 PA 107597.19000000 0.022014756439 Long DBT CORP US N 2 2033-06-01 Fixed 3.60000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBR9 200000.00000000 PA USD 203751.87000000 0.041688335840 Long DBT CORP JP N 2 2027-07-02 Fixed 5.59400000 N N N N N N Republic of South Africa Government International Bond N/A 836205AR5 2114000.00000000 PA USD 2115183.41000000 0.432773826126 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAR4 90000.00000000 PA USD 91990.13000000 0.018821498096 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N AAdvantage Loyalty IP Ltd N/A 02376CBJ3 28888.89750000 PA USD 29457.72000000 0.006027151183 Long LON CORP KY N 2 2028-04-20 Floating 9.31450000 N N N N N N Ukraine Government International Bond N/A 903724CE0 10150.00000000 PA USD 3959.57000000 0.000810141688 Long DBT NUSS UA Y 2 2034-02-01 Variable 0.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 1000000.00000000 PA USD 831562.50000000 0.170140557592 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140XBLM0 4454.85750000 PA USD 3905.58000000 0.000799095147 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TX6 1238000.00000000 PA USD 1166621.56000000 0.238694797707 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N BMO 2024-C8 Mortgage Trust N/A 05593HAD6 140000.00000000 PA USD 144672.29000000 0.029600449862 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.59800000 N N N N N N Ginnie Mae II Pool N/A 3622AC6P0 209706.69500000 PA USD 216337.60000000 0.044263419637 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QT8 849000.00000000 PA USD 709180.31000000 0.145100739123 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N Sri Lanka Government International Bond N/A N/A 63685.00000000 PA USD 49812.27000000 0.010191762366 Long DBT NUSS LK Y 2 2033-03-15 Variable 3.35000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 N/A 200000.00000000 PA USD 149801.19000000 0.030649840504 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJK6 200000.00000000 PA USD 196217.15000000 0.040146706122 Long DBT CORP US N 2 2026-10-24 Variable 1.19700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 1170000.00000000 PA USD 1160595.54000000 0.237461853216 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Freddie Mac REMICS N/A 3137BNTX2 130625.75500000 PA USD 113392.16000000 0.023200427302 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BU2 400000.00000000 PA USD 390967.07000000 0.079993211923 Long DBT CORP US N 2 2055-04-01 Variable 6.62500000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 15000.00000000 PA USD 14599.07000000 0.002987020109 Long DBT CORP US Y 2 2031-11-15 Fixed 6.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TW8 537800.00000000 PA USD 549480.34000000 0.112425574065 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879QAP4 150000.00000000 PA USD 151701.33000000 0.031038615706 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 98380MAA3 25000.00000000 PA USD 24587.52000000 0.005030691454 Long DBT CORP US Y 2 2031-01-15 Fixed 8.37500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BT0 460000.00000000 PA USD 346637.33000000 0.070923194117 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Credit Suisse USA LLC EXD7DEVFDH4HOFFQ7349 22541LAE3 150000.00000000 PA USD 169094.01000000 0.034597218064 Long DBT CORP US N 2 2032-07-15 Fixed 7.12500000 N N N N N N Ginnie Mae II Pool N/A 36179VQU7 87713.92600000 PA USD 80988.33000000 0.016570491844 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137BFGK1 475824.65000000 PA USD 424469.89000000 0.086848004528 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 60000.00000000 PA USD 53812.48000000 0.011010219138 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N Garrett Motion Holdings Inc / Garrett LX I Sarl N/A 366504AA6 50000.00000000 PA USD 49466.52000000 0.010121020723 Long DBT CORP US Y 2 2032-05-31 Fixed 7.75000000 N N N N N N Grant Thornton Advisors Holdings LLC N/A 38821UAD2 5348.00000000 PA USD 5312.91000000 0.001087039723 Long LON CORP US N 2 2031-05-30 Floating 7.04920000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 654744AD3 40000.00000000 PA USD 38004.76000000 0.007775905067 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-INV4 N/A 61776XAM3 264292.19500000 PA USD 261701.10000000 0.053544948307 Long ABS-MBS CORP US Y 2 2054-09-25 Variable 5.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CH6 227000.00000000 PA USD 241433.15000000 0.049398055783 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N Fannie Mae Pool N/A 3140QS4V0 705613.86750000 PA USD 736033.09000000 0.150594910592 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAQ8 25000.00000000 PA USD 20290.22000000 0.004151449042 Long DBT CORP US N 2 2047-12-15 Fixed 4.30000000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAG1 20000.00000000 PA USD 20265.71000000 0.004146434212 Long ABS-CBDO CORP US N 2 2030-10-15 Fixed 5.26000000 N N N N N N Credit Acceptance Corp N/A 225310AS0 235000.00000000 PA USD 231828.09000000 0.047432827356 Long DBT CORP US Y 2 2030-03-15 Fixed 6.62500000 N N N N N N Freddie Mac STACR REMIC Trust 2025-DNA1 529900WZAMS87JCAOC53 35564NFY4 26625.00000000 PA USD 26561.70000000 0.005434615496 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.30200000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAF0 60000.00000000 PA USD 59833.72000000 0.012242185624 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N Ginnie Mae II Pool N/A 3622ACSV3 232046.81780000 PA USD 243619.22000000 0.049845333250 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 67000.00000000 PA USD 68045.45000000 0.013922333925 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N BANK 2025-BNK49 N/A 05494FCA4 150000.00000000 PA USD 155585.10000000 0.031833248453 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 6.02500000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KJ5 10000.00000000 PA USD 10293.97000000 0.002106181791 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AF9 300000.00000000 PA USD 302687.19000000 0.061930843782 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N Ukraine Government International Bond N/A N/A 360000.00000000 PA USD 198297.00000000 0.040572250611 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAA6 5000.00000000 PA USD 5075.63000000 0.001038491416 Long DBT CORP US Y 2 2029-02-01 Fixed 9.25000000 N N N N N N McAfee Corp 2549009UKR8UEZYVCR93 579063AB4 114000.00000000 PA USD 101008.72000000 0.020666732738 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N Nissan Auto Receivables 2024-B Owner Trust N/A 65479WAD6 60000.00000000 PA USD 59989.84000000 0.012274128315 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 4.34000000 N N N N N N GM Financial Revolving Receivables Trust 2025-1 N/A 36271NAC9 160000.00000000 PA USD 160180.05000000 0.032773391082 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 5.00000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAC2 90000.00000000 PA USD 60688.48000000 0.012417072471 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 052528AP1 240000.00000000 PA USD 257992.33000000 0.052786121164 Long DBT CORP AU Y 2 2032-12-08 Fixed 6.74200000 N N N N N N Healthpeak OP LLC N/A 42250PAE3 15000.00000000 PA USD 15029.45000000 0.003075077343 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAW9 393000.00000000 PA USD 387912.00000000 0.079368134057 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAL1 250000.00000000 PA USD 249219.90000000 0.050991251708 Long DBT CORP FR Y 2 2028-09-11 Variable 4.63100000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCT0 50000.00000000 PA USD 49191.80000000 0.010064812062 Long DBT CORP US N 2 2033-05-10 Variable 5.26800000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCK7 75000.00000000 PA USD 76551.76000000 0.015662754310 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 5.32000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413BA3 928000.00000000 PA USD 940624.41000000 0.192455000800 Long DBT CORP US N 2 2030-01-15 Fixed 5.35300000 N N N N N N OneMain Finance Corp 5493008I795YYBFWFU90 85172FAQ2 140000.00000000 PA USD 141106.48000000 0.028870872829 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N Peruvian Government International Bond N/A 715638DE9 645000.00000000 PA USD 632310.54000000 0.129372918869 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N N/A N/A N/A 1.00000000 NC -15561.45000000 -0.00318392637 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 812209.69000000 GBP 1033610.42000000 USD 2025-04-02 -15561.45000000 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AY9 100000.00000000 PA USD 102009.67000000 0.020871530562 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RB6 215000.00000000 PA USD 169211.72000000 0.034621301937 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAV7 300000.00000000 PA USD 270140.95000000 0.055271770746 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust 2020-GC47 N/A 36258RBA0 205000.00000000 PA USD 181925.79000000 0.037222644541 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Connecticut Avenue Securities Trust 2024-R04 N/A 20753GAA9 71231.40000000 PA USD 71011.40000000 0.014529177532 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 5.33970000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAV8 20000.00000000 PA USD 14763.77000000 0.003020718298 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BF0 170000.00000000 PA USD 171390.86000000 0.035067161502 Long DBT CORP US N 2 2039-11-18 Variable 6.14100000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAU4 707000.00000000 PA USD 723989.83000000 0.148130818029 Long DBT CORP US N 2 2030-06-06 Variable 5.72200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SU3 700000.00000000 PA USD 405781.25000000 0.083024244282 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BANK 2022-BNK40 N/A 06541LBP0 20000.00000000 PA USD 17695.19000000 0.003620496947 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39290000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-B N/A 02007G4C4 209241.17000000 PA USD 210132.52000000 0.042993838853 Long ABS-CBDO CORP US Y 2 2032-09-15 Fixed 5.11700000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BS8 25000.00000000 PA USD 18688.15000000 0.003823659991 Long DBT CORP US N 2 2041-03-01 Fixed 3.37500000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EY5 10000.00000000 PA USD 10001.19000000 0.002046277992 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAL2 100000.00000000 PA USD 100413.83000000 0.020545016190 Long ABS-CBDO CORP US Y 2 2031-02-24 Fixed 5.29000000 N N N N N N BANK 2025-BNK49 N/A 05494FBT4 500000.00000000 PA USD 519440.40000000 0.106279298660 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.62300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKG5 2500000.00000000 PA USD 2518359.38000000 0.515265021129 Long DBT UST US N 2 2029-03-31 Fixed 4.12500000 N N N N N N World Omni Automobile Lease Securitization Trust 2024-A N/A 981946AF3 85000.00000000 PA USD 86372.62000000 0.017672136162 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 5.62000000 N N N N N N Freddie Mac Pool N/A 3133KNDK6 999999.88310000 PA USD 800882.61000000 0.163863346208 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XLF1 946337.66240000 PA USD 888040.61000000 0.181696173830 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGU8 600000.00000000 PA USD 505701.16000000 0.103468202736 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BB2 185000.00000000 PA USD 134118.10000000 0.027441026161 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N Hellenic Republic Government Bond N/A N/A 472000.00000000 PA 496006.02000000 0.101484543629 Long DBT NUSS GR Y 2 2054-06-15 Fixed 4.12500000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBD4 17000.00000000 PA USD 13588.28000000 0.002780208987 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Toyota Auto Loan Extended Note Trust 2024-1 254900CVU48B7WLCPS92 89231JAA0 100000.00000000 PA USD 102513.68000000 0.020974652748 Long ABS-CBDO CORP US Y 2 2036-11-25 Fixed 5.16000000 N N N N N N Citigroup Mortgage Loan Trust 2024-INV2 N/A 17331WBB8 738283.17200000 PA USD 754692.99000000 0.154412790535 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DT5V8 121996.05500000 PA USD 120168.42000000 0.024586873486 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BN3 45000.00000000 PA USD 38812.91000000 0.007941255346 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc N/A 487526AC9 75000.00000000 PA USD 77191.39000000 0.015793624815 Long DBT CORP US Y 2 2029-02-15 Fixed 9.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119DB2 390000.00000000 PA USD 393468.88000000 0.080505090884 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc N/A 154915AA0 4000.00000000 PA USD 3510.20000000 0.000718199035 Long DBT CORP US Y 2 2029-06-15 Fixed 8.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AT6 200000.00000000 PA USD 212180.96000000 0.043412956747 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N BANK5 2024-5YR9 N/A 06644VBG4 210000.00000000 PA USD 215941.32000000 0.044182339381 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.61360000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 220000.00000000 PA USD 225668.20000000 0.046172492601 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AP4 15000.00000000 PA USD 13155.80000000 0.002691722086 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HLA5 30000.00000000 PA USD 30394.69000000 0.006218858479 Long DBT CORP US N 2 2027-03-15 Fixed 5.30000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BA2 715000.00000000 PA USD 718606.36000000 0.147029341486 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Mexico Government International Bond N/A 91087BAY6 600000.00000000 PA USD 594040.56000000 0.121542748874 Long DBT NUSS MX N 2 2029-05-07 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040446 250000.00000000 PA USD 243642.58000000 0.049850112787 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 4.00000000 N N N N N N HPEFS Equipment Trust 2024-2 N/A 40444MAJ0 100000.00000000 PA USD 101412.03000000 0.020749251356 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.52000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 80000.00000000 PA USD 78316.34000000 0.016023793468 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAD8 10000.00000000 PA USD 10170.12000000 0.002080841653 Long DBT CORP US N 2 2029-06-15 Fixed 5.17600000 N N N N N N Paraguay Government International Bond N/A N/A 286000.00000000 PA USD 283237.22000000 0.057951312789 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.70000000 N N N N N N Sri Lanka Government International Bond N/A N/A 29730.24000000 PA USD 27842.37000000 0.005696644998 Long DBT NUSS LK Y 2 2028-04-15 Fixed 4.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DS1 740000.00000000 PA USD 792460.96000000 0.162140247552 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCA5 25000.00000000 PA USD 21932.96000000 0.004487559316 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Public Storage Operating Co 549300LMZF40TKJ6DM64 74460WAH0 10000.00000000 PA USD 9587.39000000 0.001961613084 Long DBT CORP US N 2 2053-08-01 Fixed 5.35000000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266GAA5 130000.00000000 PA USD 130485.43000000 0.026697769341 Long DBT CORP US N 2 2029-08-14 Fixed 4.80000000 N N N N N N Honda Auto Receivables 2024-4 Owner Trust N/A 43816DAD7 30000.00000000 PA USD 29972.80000000 0.006132538329 Long ABS-CBDO CORP US N 2 2030-12-16 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 3140QPZF7 484496.96890000 PA USD 469218.07000000 0.096003636602 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Brazilian Government International Bond N/A 105756CJ7 200000.00000000 PA USD 191643.21000000 0.039210862212 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJU5 300000.00000000 PA USD 277221.13000000 0.056720400011 Long DBT CORP US N 2 2044-02-01 Fixed 4.85000000 N N N N N N Ukraine Government International Bond N/A 903724CG5 7148.00000000 PA USD 3900.42000000 0.000798039394 Long DBT NUSS UA Y 2 2036-02-01 Variable 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -9395.40000000 -0.00192233126 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 3428128.48000000 USD 2646590.35000000 GBP 2025-04-02 -9395.40000000 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 812127AC2 140000.00000000 PA USD 141743.53000000 0.029001215458 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N Brazilian Government International Bond N/A 105756CF5 200000.00000000 PA USD 194859.21000000 0.039868866912 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDB5 800000.00000000 PA USD 783993.76000000 0.160407829208 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AG5 20000.00000000 PA USD 19817.04000000 0.004054634781 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 4.86000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CQ2 600000.00000000 PA USD 499811.43000000 0.102263143650 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TL2 626000.00000000 PA USD 564573.75000000 0.115513737845 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 45000.00000000 PA USD 44496.58000000 0.009104153845 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AS0 25000.00000000 PA USD 24413.53000000 0.004995092499 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 155000.00000000 PA USD 141969.59000000 0.029047468114 Long DBT CORP US N 2 2039-04-22 Variable 4.45700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 140000.00000000 PA USD 141892.53000000 0.029031701372 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48126BAA1 760000.00000000 PA USD 758129.87000000 0.155115988046 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 200000.00000000 PA 248367.33000000 0.050816812944 Long DBT CORP FR N 2 2031-05-24 Variable 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 255000.00000000 PA USD 253708.30000000 0.051909593840 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAZ8 75000.00000000 PA USD 83416.40000000 0.017067283347 Long DBT CORP ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBN6 150000.00000000 PA USD 150194.05000000 0.030730221016 Long DBT CORP US N 2 2029-02-01 Variable 4.54300000 N N N N N N Ginnie Mae II Pool N/A 3622ACUA6 245818.14800000 PA USD 243060.44000000 0.049731004933 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140XRP66 240727.12160000 PA USD 246653.51000000 0.050466159457 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Slovakia Government Bond N/A N/A 1654693.00000000 PA 1740571.02000000 0.356126838178 Long DBT NUSS SK N 2 2040-02-27 Fixed 3.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 054989AD0 330000.00000000 PA USD 362578.23000000 0.074184757277 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCB9 25000.00000000 PA USD 25463.86000000 0.005209993643 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 100000.00000000 PA 101360.41000000 0.020738689725 Long DBT CORP LU N 2 2027-04-15 Fixed 0.37500000 N N N N N N COMM 2019-GC44 Mortgage Trust N/A 12655TBM0 30000.00000000 PA USD 27534.37000000 0.005633627135 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N 200 Park Funding Trust N/A 901928AA9 294000.00000000 PA USD 290596.68000000 0.059457083706 Long DBT CORP US Y 2 2055-02-15 Fixed 5.74000000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272AD6 58000.00000000 PA USD 54044.72000000 0.011057736244 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd N/A 599191AA1 1174500.00000000 PA USD 1179369.33000000 0.241303035447 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3137BDXY7 3013385.69400000 PA USD 2695285.17000000 0.551464648412 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 120000.00000000 PA USD 117879.99000000 0.024118652810 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KQ9 90000.00000000 PA USD 91208.99000000 0.018661674156 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 7000.00000000 PA USD 6629.62000000 0.001356443133 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TV0 660000.00000000 PA USD 674643.75000000 0.138034439746 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEG7 262000.00000000 PA USD 266658.66000000 0.054559282193 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N LAD Auto Receivables Trust 2024-3 N/A 505709AD7 30000.00000000 PA USD 30001.99000000 0.006138510704 Long ABS-CBDO CORP US Y 2 2029-12-17 Fixed 4.60000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CK4 55000.00000000 PA USD 56189.91000000 0.011496649522 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N BBCMS Mortgage Trust 2024-C30 N/A 05493YAF5 160000.00000000 PA USD 164858.34000000 0.033730585363 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.83100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TU2 1300000.00000000 PA USD 1266890.63000000 0.259210195502 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3133AYE30 4129.06320000 PA USD 3614.79000000 0.000739598510 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Ford Credit Auto Owner Trust 2023-REV1 N/A 34535QAA3 75000.00000000 PA USD 75824.57000000 0.015513968726 Long ABS-CBDO CORP US Y 2 2035-08-15 Fixed 4.85000000 N N N N N N Serbia International Bond N/A N/A 800000.00000000 PA 774195.14000000 0.158402997736 Long DBT NUSS RS N 2 2028-09-23 Fixed 1.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 200000.00000000 PA USD 201535.21000000 0.041234799553 Long DBT CORP GB N 2 2028-11-19 Variable 5.13000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BY4 7000.00000000 PA USD 6835.67000000 0.001398601674 Long DBT CORP KY Y 2 2029-05-15 Fixed 8.25000000 N N N N N N N/A N/A N/A 2992000.00000000 NC USD 22126.15000000 0.004527086657 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 2992000.00000000 3.75000000 USD 2025-06-26 XXXX -7365.31000000 N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAU8 15000.00000000 PA USD 13451.98000000 0.002752321536 Long DBT CORP CA N 2 2045-08-01 Fixed 4.80000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AX0 28000.00000000 PA USD 26874.00000000 0.005498513154 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N WF Card Issuance Trust N/A 92970QAE5 560000.00000000 PA USD 559879.15000000 0.114553206482 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 4.29000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAC3 15000.00000000 PA USD 12806.29000000 0.002620211134 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N N/A N/A N/A -46.00000000 NC 80735.57000000 0.016518776276 N/A DIR N/A N 1 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Eurex 30 Year Euro BUXL Future 2025-06-06 -5961648.08000000 EUR 80735.57000000 N N N Fannie Mae Pool N/A 3140QUTV8 118600.42380000 PA USD 117379.60000000 0.024016271289 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 7.00000000 NC USD 984.38000000 0.000201407545 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Long N/A US 10YR NOTE (CBT)Jun25 2025-06-18 0.00000000 USD 7.00000000 108.00000000 USD 2025-05-23 XXXX -882.14000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDW8 130000.00000000 PA USD 73563.98000000 0.015051444210 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBZ7 200000.00000000 PA USD 200303.93000000 0.040982875416 Long DBT CORP GB N 2 2026-08-09 Variable 5.30400000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632QAE3 42000.00000000 PA USD 40832.90000000 0.008354552272 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N Olympus Water US Holding Corp 549300YU2GGVCBN3MY89 25259KAA8 60000.00000000 PA USD 62355.62000000 0.012758175069 Long DBT CORP US Y 2 2028-11-15 Fixed 9.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 40000.00000000 PA USD 30343.12000000 0.006208307079 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAG4 37000.00000000 PA USD 38984.28000000 0.007976318240 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N Freddie Mac REMICS N/A 3137H8BW0 223214.78200000 PA USD 198445.26000000 0.040602585119 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 4.00000000 N N N N N N Republic of South Africa Government International Bond N/A 836205AT1 200000.00000000 PA USD 198258.59000000 0.040564391792 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.87500000 N N N N N N Grant Thornton Advisors Holdings LLC N/A 38821UAE0 652.00000000 PA USD 647.72000000 0.000132525747 Long LON CORP US N 2 2031-05-30 Floating 7.04920000 N N N N N N N/A N/A N/A 1.00000000 NC 8848.80000000 0.001810495021 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 711391.96000000 EUR 778609.39000000 USD 2025-04-15 8848.80000000 N N N Freddie Mac STACR REMIC Trust 2024-DNA1 529900N6M839KA246662 35564NAW3 253731.79060000 PA USD 254208.81000000 0.052011999913 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.70200000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 29775.00000000 PA USD 28404.16000000 0.005811589171 Long LON CORP US N 2 2030-09-30 Floating 8.05270000 N N N N N N SFS Auto Receivables Securitization Trust 2024-1 N/A 78435VAF9 75000.00000000 PA USD 76004.10000000 0.015550701184 Long ABS-CBDO CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABK7 830000.00000000 PA USD 835001.98000000 0.170844287072 Long DBT CORP US N 2 2030-03-01 Fixed 5.15000000 N N N N N N Ginnie Mae II Pool N/A 36179VV23 181284.23500000 PA USD 167497.30000000 0.034270525687 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 105000.00000000 PA USD 105627.09000000 0.021611667180 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QW1 1001000.00000000 PA USD 814563.75000000 0.166662554672 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 300000.00000000 PA 356907.04000000 0.073024412229 Long DBT CORP FR N 2 2032-11-30 Variable 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 70000.00000000 PA USD 64690.85000000 0.013235971186 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Progress Residential Trust N/A 74334GAA4 130000.00000000 PA USD 119869.75000000 0.024525764573 Long ABS-CBDO CORP US Y 2 2042-04-17 Fixed 3.30500000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AW2 60000.00000000 PA USD 55720.59000000 0.011400625030 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAD1 15000.00000000 PA USD 14112.82000000 0.002887531681 Long DBT CORP US Y 2 2028-09-15 Fixed 2.86600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHM9 75000.00000000 PA USD 78275.06000000 0.016015347438 Long ABS-CBDO CORP US Y 2 2030-02-20 Fixed 6.02000000 N N N N N N BMO 2024-5C4 Mortgage Trust N/A 09660SAU4 75000.00000000 PA USD 79438.53000000 0.016253397415 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.52620000 N N N N N N Cotiviti Inc 254900YAQHVRTG4IFI64 22164MAF4 285000.00000000 PA USD 278231.25000000 0.056927074050 Long LON CORP US N 2 2032-03-29 Floating 7.07720000 N N N N N N N/A N/A N/A 1.00000000 NC 9456.09000000 0.001934748651 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2646590.35000000 GBP 3427940.57000000 USD 2025-06-18 9456.09000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 100000.00000000 PA 101947.95000000 0.020858902437 Long DBT CORP FR N 2 2049-01-25 Variable 1.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAE5 710000.00000000 PA USD 766004.74000000 0.156727213627 Long DBT CORP US N 2 2038-04-15 Fixed 6.50000000 N N N N N N Apollo Global Management Inc 254900LMFT1CY9IYB476 03769MAD8 137000.00000000 PA USD 132124.87000000 0.027033204423 Long DBT CORP US N 2 2054-12-15 Variable 6.00000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAG3 85000.00000000 PA USD 86457.44000000 0.017689490627 Long ABS-CBDO CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 7000.00000000 PA USD 5112.33000000 0.001046000362 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KT7 325000.00000000 PA USD 322608.75000000 0.066006863716 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 3140XQAP2 236250.13950000 PA USD 215125.27000000 0.044015372735 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136AWLU9 131874.44000000 PA USD 118745.36000000 0.024295710499 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N New Issuer: BB Company ID:71669135 N/A 864300AC2 59850.00000000 PA USD 60724.95000000 0.012424534358 Long ABS-CBDO CORP US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAZ5 70000.00000000 PA USD 49445.40000000 0.010116699498 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N N/A N/A N/A 6625000.00000000 NC -21831.60000000 -0.00446682071 N/A DIR N/A N 1 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 PLN - 6M Poland Warsaw Interbank Offer Rate WIBOR Y 2030-03-19 0.00000000 PLN 0.00000000 PLN 6625000.00000000 PLN -21831.60000000 N N N Apollo Global Management Inc 254900LMFT1CY9IYB476 03769MAC0 95000.00000000 PA USD 93813.48000000 0.019194561800 Long DBT CORP US N 2 2054-05-21 Fixed 5.80000000 N N N N N N DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH 529900MFTCNJE8PQM633 N/A 100000.00000000 PA 104663.35000000 0.021414482649 Long DBT CORP DE N 2 2027-01-25 Fixed 2.50000000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBE0 10000.00000000 PA USD 9979.42000000 0.002041823775 Long DBT CORP BM Y 2 2027-02-15 Fixed 5.87500000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 35000.00000000 PA USD 35008.71000000 0.007162902896 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 3140XJW25 1019517.07670000 PA USD 893493.14000000 0.182811780287 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1000000.00000000 NC USD -17733.19000000 -0.00362827187 N/A DIR N/A N 1 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 United States SOFR Secured Ove SOFRRATE Y 2029-08-31 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -17733.19000000 N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAE9 60000.00000000 PA USD 61197.58000000 0.012521236088 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 5.64000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 50000.00000000 PA USD 52788.44000000 0.010800697020 Long DBT CORP US N 2 2035-03-06 Variable 6.40100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CGM7 641000.00000000 PA USD 613957.81000000 0.125617886968 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CT7 7000.00000000 PA USD 6419.81000000 0.001313515283 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 02557TAD1 15000.00000000 PA USD 15038.62000000 0.003076953556 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 20000.00000000 PA USD 20262.94000000 0.004145867460 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 N/A 100000.00000000 PA 110468.08000000 0.022602150442 Long DBT CORP IE N 2 2029-04-29 Fixed 5.00000000 N N N N N N New Issuer: BB Company ID:71669135 N/A 864300AA6 109725.00000000 PA USD 110513.66000000 0.022611476267 Long ABS-CBDO CORP US Y 2 2054-07-30 Fixed 6.02800000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEX0 45000.00000000 PA USD 45397.59000000 0.009288503601 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AS1 210000.00000000 PA USD 206266.57000000 0.042202852139 Long DBT CORP US N 2 2034-06-30 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDE7 360000.00000000 PA USD 361856.55000000 0.074037099058 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N Dominican Republic International Bond N/A N/A 1000000.00000000 PA USD 1005575.64000000 0.205744246633 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCA1 100000.00000000 PA USD 87991.73000000 0.018003411656 Long DBT CORP US N 2 2044-05-15 Fixed 4.60000000 N N N N N N Republic of South Africa Government Bond N/A EK7733067 39016119.00000000 PA 1754174.71000000 0.358910200105 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECX1 274000.00000000 PA USD 275773.06000000 0.056424119891 Long DBT CORP GB N 2 2029-02-25 Variable 5.08600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDY4 4048000.00000000 PA USD 3514802.50000000 0.719140722650 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172DJ5 230000.00000000 PA USD 232075.16000000 0.047483378730 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AF5 10000.00000000 PA USD 10139.73000000 0.002074623754 Long ABS-CBDO CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N PMT Loan Trust 2025-INV2 N/A 73015JAG3 693782.04000000 PA USD 700088.31000000 0.143240484542 Long ABS-MBS CORP US Y 2 2056-02-25 Variable 6.00000000 N N N N N N Pattern Energy Operations LP / Pattern Energy Operations Inc N/A 70339PAA7 8000.00000000 PA USD 7436.23000000 0.001521478323 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 85207UAK1 25000.00000000 PA USD 25402.45000000 0.005197428945 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 N/A 100000.00000000 PA 124843.30000000 0.025543370069 Long DBT CORP GB N 2 2054-09-12 Variable 6.12500000 N N N N N N N/A N/A N/A 2545000.00000000 NC USD 42614.99000000 0.008719174037 N/A DCR N/A N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A UNITED MEXICAN Y Receipt of notional amount upon default event with regard to reference instrument 2030-06-20 45737.23000000 USD 0.00000000 USD 2545000.00000000 USD -3122.24000000 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 70000.00000000 PA USD 64068.95000000 0.013108728300 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Iceland Government International Bond N/A N/A 640000.00000000 PA 705631.19000000 0.144374576921 Long DBT NUSS IS N 2 2034-03-21 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB86 660000.00000000 PA USD 643004.69000000 0.131560978869 Long DBT CORP US N 2 2045-11-19 Variable 5.56100000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BD6 350000.00000000 PA USD 350610.37000000 0.071736091814 Long DBT CORP US Y 2 2065-05-01 Fixed 5.80000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060BD7 200000.00000000 PA USD 127670.97000000 0.026121921111 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHV9 170000.00000000 PA USD 170735.11000000 0.034932992788 Long ABS-CBDO CORP US Y 2 2028-05-15 Fixed 4.92000000 N N N N N N Freddie Mac REMICS N/A 3137FELR9 256178.16800000 PA USD 232365.43000000 0.047542768974 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216DZ0 185000.00000000 PA USD 178196.22000000 0.036459561646 Long DBT CORP US N 2 2055-01-14 Fixed 5.20000000 N N N N N N Freddie Mac REMICS N/A 3137BKMD9 133594.38400000 PA USD 119945.85000000 0.024541334896 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 630000.00000000 PA USD 540440.44000000 0.110575979324 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AR2 60000.00000000 PA USD 57556.58000000 0.011776274921 Long DBT CORP US Y 2 2033-05-01 Fixed 7.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 501000.00000000 PA USD 481353.92000000 0.098486673398 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N Diamond Foreign Asset Co / Diamond Finance LLC N/A 25260WAD3 31000.00000000 PA USD 31866.78000000 0.006520053174 Long DBT CORP KY Y 2 2030-10-01 Fixed 8.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040644 -4750000.00000000 PA USD -4428447.33000000 -0.90607560826 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CQ1 90000.00000000 PA USD 68226.71000000 0.013959420346 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688ABH4 250000.00000000 PA USD 249551.27000000 0.051059051154 Long DBT CORP NL N 2 2029-10-17 Fixed 4.49400000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FA6 10000.00000000 PA USD 10163.16000000 0.002079417613 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N N/A N/A N/A 1.00000000 NC 8.38000000 0.000001714576 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5871.47000000 PLN 1519.91000000 USD 2025-06-18 8.38000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLC3 2000000.00000000 PA USD 2005000.00000000 0.410229920148 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBW8 445000.00000000 PA USD 422877.15000000 0.086522124427 Long DBT CORP US N 2 2054-10-15 Fixed 5.60000000 N N N N N N BlackRock Funding Inc/DE 529900VBK42Y5HHRMD23 N/A 100000.00000000 PA 108175.41000000 0.022133062247 Long DBT CORP US N 2 2035-07-18 Fixed 3.75000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGW8 70000.00000000 PA USD 67835.93000000 0.013879465410 Long DBT CORP US N 2 2054-02-23 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3133KNWP4 3354.39680000 PA USD 2934.51000000 0.000600410874 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMC2 2500000.00000000 PA USD 2562890.63000000 0.524376268576 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3133KNGR8 239467.26380000 PA USD 192458.69000000 0.039377712234 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 113.02000000 0.000023124282 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2802885.00000000 JPY 18963.48000000 USD 2025-06-18 113.02000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDW6 130000.00000000 PA USD 127709.95000000 0.026129896553 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Ukraine Government International Bond N/A 903724CF7 8578.00000000 PA USD 4698.51000000 0.000961331362 Long DBT NUSS UA Y 2 2035-02-01 Variable 0.00000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 716743AW9 768000.00000000 PA USD 773236.03000000 0.158206760520 Long DBT CORP MY Y 2 2035-04-03 Fixed 5.34000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 18912UAA0 11000.00000000 PA USD 10968.55000000 0.002244203187 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AW9 470000.00000000 PA USD 460504.98000000 0.094220908316 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JH1 15000.00000000 PA USD 11004.27000000 0.002251511622 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2025-1 N/A 362955AF3 10000.00000000 PA USD 10106.18000000 0.002067759308 Long ABS-CBDO CORP US N 2 2030-08-16 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179W2V9 749999.65440000 PA USD 664740.97000000 0.136008296779 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Roche Holdings Inc PVJRP0EQNV6OGDPZGY95 771196CM2 220000.00000000 PA USD 212384.02000000 0.043454503523 Long DBT CORP US Y 2 2054-03-08 Fixed 5.21800000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PET5 15000.00000000 PA USD 15440.79000000 0.003159238927 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCH4 110000.00000000 PA USD 111288.62000000 0.022770035758 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 4.83000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAC2 35000.00000000 PA USD 34189.09000000 0.006995205815 Long DBT CORP US Y 2 2032-04-01 Fixed 8.37500000 N N N N N N American Heritage Auto Receivables Trust 2024-1 N/A 026944AD0 100000.00000000 PA USD 101005.11000000 0.020665994119 Long ABS-CBDO CORP US Y 2 2030-06-17 Fixed 5.07000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JQ1 150000.00000000 PA USD 127291.44000000 0.026044267963 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132DVLY9 1429993.51750000 PA USD 1208152.47000000 0.247192165234 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032641 -2375000.00000000 PA USD -2142509.83000000 -0.43836490597 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F050643 1500000.00000000 PA USD 1470175.80000000 0.300803042912 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XNF9 462109.04150000 PA USD 455336.37000000 0.093163392870 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAG6 700000.00000000 PA USD 710735.02000000 0.145418838155 Long DBT CORP US N 2 2034-01-15 Fixed 5.87500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A3C4 370000.00000000 PA USD 370243.83000000 0.075753165494 Long DBT CORP CA N 2 2029-12-17 Fixed 4.78300000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DQ4 320000.00000000 PA USD 321602.66000000 0.065801014230 Long ABS-CBDO CORP US Y 2 2029-11-15 Fixed 4.73000000 N N N N N N N/A N/A N/A -550000.00000000 NC USD -49256.46000000 -0.01007804172 N/A DIR N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2045-01-31 0.00000000 USD 0.00000000 USD 0.00000000 USD -550000.00000000 4.20500000 USD 2035-01-29 XXXX -113.96000000 N N N N/A N/A N/A -7.00000000 NC USD -10281.25000000 -0.00210357923 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Short N/A US 10YR NOTE (CBT)Jun25 2025-06-18 0.00000000 USD -7.00000000 110.50000000 USD 2025-05-23 XXXX -1429.01000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 15000.00000000 PA USD 14964.86000000 0.003061862006 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Trafigura Securitisation Finance PLC 549300CH6S10UEZXWN56 892725AX0 200000.00000000 PA USD 203556.20000000 0.041648301083 Long ABS-CBDO CORP IE Y 2 2027-11-15 Fixed 5.98000000 N N N N N N Fannie Mae Pool N/A 3140XBY87 854803.61000000 PA USD 751424.69000000 0.153744085075 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 1.50000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AY7 10000.00000000 PA USD 8617.72000000 0.001763215255 Long DBT CORP CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N Serbia International Bond N/A N/A 330000.00000000 PA 351091.37000000 0.071834506074 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N NCL Finance Ltd N/A 62888HAA7 60000.00000000 PA USD 59828.27000000 0.012241070536 Long DBT CORP BM Y 2 2028-03-15 Fixed 6.12500000 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 24937.50000000 PA USD 24927.10000000 0.005100170694 Long LON CORP US N 2 2031-09-30 Floating 7.07490000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBH4 15000.00000000 PA USD 12594.71000000 0.002576921135 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659BD2 25000.00000000 PA USD 20882.03000000 0.004272535411 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 20000.00000000 PA USD 21134.89000000 0.004324271439 Long DBT CORP US N 2 2027-10-01 Fixed 6.95000000 N N N N N N Organon & Co / Organon Foreign Debt Co-Issuer BV N/A 68622FAA9 5000.00000000 PA USD 4905.09000000 0.001003598343 Long DBT CORP US Y 2 2034-05-15 Fixed 6.75000000 N N N N N N Ginnie Mae II Pool N/A 3622AC3U2 483241.01850000 PA USD 489642.22000000 0.100182488185 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N N/A N/A N/A -63.00000000 NC 89399.84000000 0.018291515822 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Short N/A Eurex 10 Year Euro BUND Future 2025-06-06 -8702037.03000000 EUR 89399.84000000 N N N Ghana Government International Bond N/A N/A 90000.00000000 PA USD 84441.54000000 0.017277030529 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAC4 110000.00000000 PA USD 115270.53000000 0.023584748287 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.18900000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 55000.00000000 PA USD 47761.81000000 0.009772231173 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140XGWS4 396912.06500000 PA USD 362289.47000000 0.074125675984 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 7000.00000000 PA USD 6143.11000000 0.001256901508 Long DBT CORP US N 2 2046-04-01 Fixed 7.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543DK6 80000.00000000 PA USD 74151.04000000 0.015171558712 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAG0 15000.00000000 PA USD 14999.30000000 0.003068908549 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397G31 200000.00000000 PA USD 196077.09000000 0.040118049363 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N GM Financial Revolving Receivables Trust 2025-1 N/A 36271NAB1 20000.00000000 PA USD 20019.21000000 0.004095999461 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SL3 1199000.00000000 PA USD 725395.00000000 0.148418320661 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QFMX4 976571.74380000 PA USD 819273.58000000 0.167626202146 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N PMT Loan Trust 2025-INV1 N/A 693967AA9 887911.69000000 PA USD 898108.47000000 0.183756092734 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 6.00000000 N N N N N N Guatemala Government Bond N/A ZS8419047 2000000.00000000 PA USD 1926094.79000000 0.394085641845 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N Freddie Mac Pool N/A 3132CXLZ3 241145.26090000 PA USD 232494.63000000 0.047569203740 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020646 4500000.00000000 PA USD 3579433.65000000 0.732364479011 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 2.00000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CR8 80000.00000000 PA USD 80535.46000000 0.016477833079 Long DBT CORP US N 2 2029-02-08 Fixed 4.87400000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CQ5 550000.00000000 PA USD 568160.54000000 0.116247607459 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Petroliam Nasional Bhd 5493003RZQYJM7QGNE15 TT3297450 400000.00000000 PA USD 417925.44000000 0.085508987471 Long DBT CORP MY N 2 2026-10-15 Fixed 7.62500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FG8 20000.00000000 PA USD 14492.34000000 0.002965182783 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097AM5 290000.00000000 PA USD 285570.52000000 0.058428714023 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AY2 210000.00000000 PA USD 213915.68000000 0.043767886446 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 N/A 40000.00000000 PA USD 39864.40000000 0.008156393829 Long LON CORP US N 2 2030-04-30 Floating 7.32490000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMW9 100000.00000000 PA 107724.23000000 0.022040749262 Long DBT CORP US N 2 2037-06-01 Fixed 4.05000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AP1 40000.00000000 PA USD 40057.13000000 0.008195827053 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751CC3 20000.00000000 PA USD 19934.57000000 0.004078681825 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.00000000 N N N N N N Hellenic Republic Government Bond N/A N/A 680000.00000000 PA 741100.39000000 0.151631697661 Long DBT NUSS GR Y 2 2035-06-15 Fixed 3.62500000 N N N N N N PMT Loan Trust 2024-INV2 N/A 73015CAA1 1276671.79000000 PA USD 1287343.49000000 0.263394921250 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 6.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BE5 10000.00000000 PA USD 9739.35000000 0.001992704624 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 906.05000000 0.000185380957 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 216968.72000000 GBP 281155.01000000 USD 2025-06-18 906.05000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 100000.00000000 PA 110361.71000000 0.022580386773 Long DBT CORP DE N 2 2030-04-04 Variable 4.12500000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560BA2 15000.00000000 PA USD 16041.93000000 0.003282234245 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RQ3 500000.00000000 PA USD 355468.75000000 0.072730133131 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N BMO 2024-C10 Mortgage Trust N/A 096920AH6 80000.00000000 PA USD 81062.30000000 0.016585626362 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.72850000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAE4 20000.00000000 PA USD 20080.30000000 0.004108498686 Long DBT CORP US Y 2 2029-06-15 Fixed 6.62500000 N N N N N N Latvia Government International Bond N/A N/A 765000.00000000 PA USD 763937.64000000 0.156304277833 Long DBT NUSS LV N 2 2034-07-30 Fixed 5.12500000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BQ4 18000.00000000 PA USD 17207.89000000 0.003520793686 Long DBT CORP PA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC N/A 44287GAA4 60000.00000000 PA USD 60586.51000000 0.012396209057 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 200000.00000000 PA USD 174760.18000000 0.035756536003 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N N/A N/A N/A 1.00000000 NC -371.63000000 -0.00007603678 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 439393.42000000 GBP 567173.55000000 USD 2025-06-18 -371.63000000 N N N N/A N/A N/A 2200000.00000000 NC USD 63062.63000000 0.012902831755 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 2200000.00000000 4.30000000 USD 2026-03-11 XXXX -6457.37000000 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748CD2 640000.00000000 PA USD 616661.19000000 0.126171007846 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N Medline Borrower LP/Medline Co-Issuer Inc N/A 58506DAA6 10000.00000000 PA USD 10133.15000000 0.002073277464 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 200000.00000000 PA 213013.22000000 0.043583240015 Long DBT CORP FR N 2 2049-05-28 Variable 3.25000000 N N N N N N N/A N/A N/A 5350000.00000000 NC -10115.67000000 -0.00206970099 N/A DIR N/A N 1 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 PLN - 6M Poland Warsaw Interbank Offer Rate WIBOR Y 2030-06-18 0.00000000 PLN 0.00000000 PLN 5350000.00000000 PLN -10115.67000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 230000.00000000 PA USD 237893.26000000 0.048673782071 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMG3 4274000.00000000 PA USD 4329428.44000000 0.885816001611 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AN3 37000.00000000 PA USD 27754.57000000 0.005678680815 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBB8 200000.00000000 PA USD 199843.28000000 0.040888624836 Long DBT CORP US N 2 2034-01-15 Fixed 5.25000000 N N N N N N Nationstar Mortgage Holdings Inc N/A 63861CAG4 35000.00000000 PA USD 35419.43000000 0.007246937626 Long DBT CORP US Y 2 2029-08-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 5299.91000000 0.001084379878 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 710274.00000000 EUR 773850.81000000 USD 2025-04-15 5299.91000000 N N N Progress Residential Trust N/A 74334NAC5 20000.00000000 PA USD 18677.55000000 0.003821491194 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.65000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CCC7 200000.00000000 PA USD 201222.39000000 0.041170795502 Long DBT CORP US N 2 2029-01-05 Fixed 4.85000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDK3 8000.00000000 PA USD 7962.01000000 0.001629054726 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SQ2 1108000.00000000 PA USD 693711.88000000 0.141935844956 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 98313RAE6 12000.00000000 PA USD 11129.78000000 0.002277191401 Long DBT CORP KY Y 2 2029-12-15 Fixed 5.12500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMN9 438000.00000000 PA USD 307309.37000000 0.062876557763 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDQ3 30000.00000000 PA USD 30293.19000000 0.006198091229 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 4.99000000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAG8 90000.00000000 PA USD 78332.77000000 0.016027155103 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBT4 355000.00000000 PA USD 346708.27000000 0.070937708686 Long DBT CORP US N 2 2054-11-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3140XAY55 239569.24380000 PA USD 225957.66000000 0.046231717116 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.00000000 N N N N N N UBS AG/Stamford CT 254900R882POXXVAK772 22550L2M2 1844000.00000000 PA USD 1985591.17000000 0.406258806542 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042640 3625000.00000000 PA USD 3469096.73000000 0.709789164357 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HH3 20000.00000000 PA USD 16620.08000000 0.003400525731 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAH6 50000.00000000 PA USD 50285.24000000 0.010288533660 Long DBT CORP US Y 2 2032-10-01 Fixed 7.37500000 N N N N N N Global Atlantic Fin Co N/A 37959GAF4 60000.00000000 PA USD 60864.35000000 0.012453056080 Long DBT CORP US Y 2 2054-03-15 Fixed 6.75000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAG2 97000.00000000 PA USD 68286.29000000 0.013971610620 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BC6 9000.00000000 PA USD 8991.68000000 0.001839728762 Long DBT CORP US N 2 2028-11-07 Fixed 4.55000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAY4 5000.00000000 PA USD 5036.74000000 0.001030534388 Long DBT CORP CA N 2 2025-11-07 Fixed 5.95000000 N N N N N N Noble Finance II LLC N/A 65505PAA5 6000.00000000 PA USD 5995.32000000 0.001226663164 Long DBT CORP US Y 2 2030-04-15 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RJ9 1000000.00000000 PA USD 787500.00000000 0.161125218013 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AG3 10000.00000000 PA USD 10289.73000000 0.002105314272 Long ABS-CBDO CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBG5 42000.00000000 PA USD 43756.97000000 0.008952827086 Long DBT CORP BM Y 2 2029-02-15 Fixed 7.75000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAU9 440000.00000000 PA USD 437112.36000000 0.089434697525 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N Talanx AG 5299006ZIILJ6VJVSJ32 N/A 100000.00000000 PA 104484.12000000 0.021377811573 Long DBT CORP DE N 2 2047-12-05 Variable 2.25000000 N N N N N N Magnera Corp 549300LDQLQBT38QDY28 55939AAA5 20000.00000000 PA USD 19447.15000000 0.003978954010 Long DBT CORP US Y 2 2031-11-15 Fixed 7.25000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAS3 16000.00000000 PA USD 17227.31000000 0.003524767085 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBN1 10000.00000000 PA USD 10238.11000000 0.002094752642 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 36179WTX6 490116.12240000 PA USD 401042.27000000 0.082054632617 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 470000.00000000 PA USD 449313.05000000 0.091931000809 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Bayerische Landesbank VDYMYTQGZZ6DU0912C88 N/A 200000.00000000 PA 209058.00000000 0.042773988352 Long DBT CORP DE N 2 2031-09-23 Variable 1.00000000 N N N N N N Bank of Cyprus Pcl PQ0RAP85KK9Z75ONZW93 N/A 200000.00000000 PA 224415.38000000 0.045916161305 Long DBT CORP CY N 2 2029-05-02 Variable 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 130000.00000000 PA USD 110508.01000000 0.022610320258 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAG6 10000.00000000 PA USD 10036.11000000 0.002053422745 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 5.36000000 N N N N N N Freddie Mac Pool N/A 3132DTBV1 597820.17950000 PA USD 604481.81000000 0.123679064662 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N PPL Electric Utilities Corp 549300GCZLSGYEYPIR35 69351UBB8 425000.00000000 PA USD 406345.07000000 0.083139603800 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 525.41000000 0.000107500699 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 90086.02000000 GBP 116894.03000000 USD 2025-04-02 525.41000000 N N N Fannie Mae Pool N/A 3140Y6CM0 499642.25000000 PA USD 519269.25000000 0.106244280779 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 450000.00000000 PA USD 440425.08000000 0.090112491471 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHB0 2900000.00000000 PA USD 2886859.38000000 0.590661392986 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp N/A 76883NAA9 20000.00000000 PA USD 19681.39000000 0.004026880323 Long DBT CORP US Y 2 2033-02-01 Fixed 6.62500000 N N N N N N Freddie Mac Pool N/A 3132DNJ38 1237185.10000000 PA USD 1087347.88000000 0.222475129170 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECP8 200000.00000000 PA USD 203465.93000000 0.041629831529 Long DBT CORP GB N 2 2028-03-12 Variable 5.67400000 N N N N N N N/A N/A N/A 1.00000000 NC 3944.56000000 0.000807070590 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 54239356.00000000 JPY 368724.68000000 USD 2025-06-18 3944.56000000 N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AK7 300000.00000000 PA USD 283772.58000000 0.058060849293 Long DBT CORP US Y 2 2034-12-01 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DE1 200000.00000000 PA USD 203703.47000000 0.041678433033 Long DBT CORP JP N 2 2030-04-17 Variable 5.25800000 N N N N N N 1261229 BC LTD N/A N/A 40000.00000000 PA USD 38600.00000000 0.007897693225 Long LON CORP CA N 2 2030-09-25 Floating 10.56680000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49446RAM1 10000.00000000 PA USD 8114.39000000 0.001660232200 Long DBT CORP US N 2 2045-04-01 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEB8 380000.00000000 PA USD 384084.69000000 0.078585053221 Long DBT CORP US N 2 2030-01-23 Variable 5.01200000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AG3 290000.00000000 PA USD 288868.39000000 0.059103469607 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAF3 10000.00000000 PA USD 10133.32000000 0.002073312246 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 5.11000000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 90932LAG2 48000.00000000 PA USD 47194.43000000 0.009656143267 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Freddie Mac - STACR N/A 35564NGY3 92500.00000000 PA USD 92211.40000000 0.018866770702 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.28970000 N N N N N N Ginnie Mae II Pool N/A 36179UGB2 363733.72000000 PA USD 336184.89000000 0.068784588817 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAB7 25000.00000000 PA USD 25337.57000000 0.005184154273 Long DBT CORP US Y 2 2031-06-01 Fixed 8.37500000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 N/A 200000.00000000 PA 217692.03000000 0.044540540690 Long DBT CORP GB N 2 2032-04-12 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC 5229.96000000 0.001070067866 N/A DFE N/A N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 207029.66000000 USD 196164.61000000 EUR 2025-04-15 5229.96000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 100000.00000000 PA USD 102340.85000000 0.020939291133 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBK0 200000.00000000 PA USD 198492.39000000 0.040612228079 Long DBT CORP GB N 2 2030-06-20 Variable 5.08800000 N N N N N N Fannie Mae Pool N/A 3140QUU46 1199496.21830000 PA USD 1232025.00000000 0.252076567267 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAD1 60000.00000000 PA USD 60958.64000000 0.012472348139 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 5.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967PG0 120000.00000000 PA USD 119253.73000000 0.024399724755 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N Aon North America Inc N/A 03740MAF7 310000.00000000 PA USD 305713.74000000 0.062550086358 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Ukraine Government International Bond N/A 903724CC4 304891.00000000 PA USD 155509.30000000 0.031817739511 Long DBT NUSS UA Y 2 2036-02-01 Variable 1.75000000 N N N N N N Fannie Mae Pool N/A 3140XMB21 234131.51440000 PA USD 220975.22000000 0.045212292696 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBL4 381000.00000000 PA USD 335383.54000000 0.068620629842 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 200000.00000000 PA 209312.30000000 0.042826019010 Long DBT CORP FR N 2 2173-04-17 Variable 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QWBE1 994441.50970000 PA USD 1015971.17000000 0.207871207951 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Hellenic Republic Government Bond N/A N/A 403000.00000000 PA 458759.07000000 0.093863689104 Long DBT NUSS GR Y 2 2038-07-18 Fixed 4.37500000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAF9 64000.00000000 PA USD 63093.27000000 0.012909100805 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Turkiye Government International Bond N/A 900123CM0 200000.00000000 PA USD 149900.74000000 0.030670208778 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BQ0 15000.00000000 PA USD 10804.14000000 0.002210564333 Long DBT CORP US N 2 2041-06-01 Fixed 2.85000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 25000.00000000 PA USD 24396.31000000 0.004991569228 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DP9 40000.00000000 PA USD 33123.37000000 0.006777155825 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAW8 65000.00000000 PA USD 65410.42000000 0.013383197692 Long DBT CORP US Y 2 2032-09-01 Fixed 6.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKJ0 750000.00000000 PA USD 511291.69000000 0.104612044469 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Athora Holding Ltd 98450059DQ10TFC4B020 N/A 200000.00000000 PA 233207.39000000 0.047715036896 Long DBT CORP BM N 2 2028-06-16 Fixed 6.62500000 N N N N N N Golub Capital Private Credit Fund 254900B5KBW6OY1F9951 38179RAC9 209000.00000000 PA USD 206905.69000000 0.042333618297 Long DBT CORP US Y 2 2030-05-01 Fixed 5.87500000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAX9 235000.00000000 PA USD 227736.78000000 0.046595731209 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N BMO 2023-C7 Mortgage Trust N/A 05593FAD0 225000.00000000 PA USD 241312.19000000 0.049373306949 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.16000000 N N N N N N Generali 549300X5UKJVE386ZB61 N/A 100000.00000000 PA 113436.37000000 0.023209472821 Long DBT CORP IT N 2 2047-10-27 Variable 5.50000000 N N N N N N Beth Israel Lahey Health Inc 549300QPZ5W3279DU141 08661UAB2 10000.00000000 PA USD 6384.39000000 0.001306268229 Long DBT CORP US N 2 2051-07-01 Fixed 3.08000000 N N N N N N Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp N/A 87470LAJ0 20000.00000000 PA USD 19026.38000000 0.003892863016 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 218000.00000000 PA 226014.83000000 0.046243414295 Long DBT CORP LU N 2 2027-04-26 Fixed 1.25000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 175000.00000000 PA USD 173954.57000000 0.035591705416 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N SFS Auto Receivables Securitization Trust 2024-3 N/A 78436XAE7 30000.00000000 PA USD 29994.58000000 0.006136994592 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 4.76000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 850000.00000000 PA USD 704825.35000000 0.144209699276 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BR2 1000.00000000 PA USD 993.31000000 0.000203234654 Long DBT CORP PA Y 2 2029-05-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHF0 25000.00000000 PA USD 27603.02000000 0.005647673162 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AC9 10000.00000000 PA USD 9826.74000000 0.002010584920 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Ginnie Mae II Pool N/A 36179WNF1 2360000.59150000 PA USD 2092457.24000000 0.428123973306 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N State of Bremen 5299000FMNZDQIMTS006 N/A 480000.00000000 PA 511326.15000000 0.104619095104 Long DBT NUSS DE N 2 2033-01-28 Fixed 2.75000000 N N N N N N Frontier Communications Holdings LLC N/A 35908MAE0 30000.00000000 PA USD 31971.10000000 0.006541397406 Long DBT CORP US Y 2 2031-03-15 Fixed 8.62500000 N N N N N N Kingdom of Belgium Government International Bond N/A 077779AD8 388000.00000000 PA USD 367688.23000000 0.075230280914 Long DBT NUSS BE Y 2 2055-06-10 Fixed 4.87500000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAK2 5000.00000000 PA USD 6268.40000000 0.001282536275 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N Kaiser Aluminum Corp N/A 483007AL4 120000.00000000 PA USD 106192.22000000 0.021727294728 Long DBT CORP US Y 2 2031-06-01 Fixed 4.50000000 N N N N N N Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp N/A 505742AR7 25000.00000000 PA USD 25679.56000000 0.005254126607 Long DBT CORP US Y 2 2031-07-15 Fixed 7.00000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 866677AK3 60000.00000000 PA USD 61321.96000000 0.012546684665 Long DBT CORP US N 2 2029-01-15 Fixed 5.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXA7 25000.00000000 PA USD 22259.92000000 0.004554456460 Long DBT CORP US N 2 2039-04-23 Variable 4.41100000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 4780.00000000 PA USD 4718.26000000 0.000965372280 Long LON CORP US N 2 2031-11-20 Floating 7.56940000 N N N N N N BBCMS Mortgage Trust 2024-C30 N/A 05493YAE8 270000.00000000 PA USD 278258.09000000 0.056932565606 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.53200000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CX8 20000.00000000 PA USD 19694.45000000 0.004029552444 Long DBT CORP US Y 2 2034-11-01 Fixed 6.25000000 N N N N N N Ukraine Government International Bond N/A 903724CD2 2716.00000000 PA USD 1387.34000000 0.000283854552 Long DBT NUSS UA Y 2 2030-02-01 Variable 0.00000000 N N N N N N N/A N/A N/A -5100000.00000000 NC USD -17824.55000000 -0.00364696445 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-12 0.00000000 USD 0.00000000 USD 0.00000000 USD -5100000.00000000 3.95000000 USD 2025-06-10 XXXX 6512.67000000 N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AJ6 520000.00000000 PA USD 447907.33000000 0.091643385645 Long DBT CORP US N 2 2043-03-18 Fixed 4.20000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EH4 75000.00000000 PA USD 75286.81000000 0.015403941174 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 3100000.00000000 NC USD -8556.04000000 -0.00175059531 N/A DIR N/A N 1 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 United States SOFR Secured Ove SOFRRATE Y 2026-12-12 0.00000000 USD 294.58000000 USD 3100000.00000000 USD -8850.62000000 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AK3 70000.00000000 PA USD 69996.51000000 0.014321527535 Long DBT CORP US N 2 2030-03-11 Fixed 5.10000000 N N N N N N Colombia Government International Bond N/A 195325DS1 380000.00000000 PA USD 308226.31000000 0.063064166852 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Smurfit Westrock Financing DAC 6354005S6ZLHLVX7VT12 83272YAA0 202000.00000000 PA USD 202835.85000000 0.041500914986 Long DBT CORP IE Y 2 2035-01-15 Fixed 5.41800000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBR0 428000.00000000 PA USD 314234.21000000 0.064293403928 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 345000.00000000 PA USD 356232.55000000 0.072886409247 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 120000.00000000 PA USD 89525.09000000 0.018317142405 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BJ1 10000.00000000 PA USD 10301.59000000 0.002107740869 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TM0 1000000.00000000 PA USD 932812.50000000 0.190856657051 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H070647 250000.00000000 PA USD 258027.60000000 0.052793337528 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WLP1 2767255.49390000 PA USD 2361260.37000000 0.483122021464 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-4 N/A 38014AAF8 10000.00000000 PA USD 10000.01000000 0.002046036560 Long ABS-CBDO CORP US N 2 2030-05-16 Fixed 4.67000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 N/A 200000.00000000 PA 206253.35000000 0.042200147282 Long DBT CORP FR N 2 2173-12-16 Variable 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 36959.47000000 0.007562035125 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 24683325.62000000 USD 22845820.30000000 EUR 2025-04-15 36959.47000000 N N N BBCMS Mortgage Trust 2024-C28 N/A 07336WBA6 60000.00000000 PA USD 61359.55000000 0.012554375709 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.40300000 N N N N N N N/A N/A N/A -208000.00000000 NC USD -748.26000000 -0.00015309657 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2035-06-12 0.00000000 USD 0.00000000 USD 0.00000000 USD -208000.00000000 4.00000000 USD 2025-06-26 XXXX 300.98000000 N N N N/A N/A N/A 1.00000000 NC 7038.35000000 0.001440070702 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1417787.08000000 EUR 1541152.70000000 USD 2025-04-15 7038.35000000 N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAK3 150000.00000000 PA USD 130894.33000000 0.026781431692 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SP4 3000000.00000000 PA USD 1528125.00000000 0.312659649240 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJL5 100000.00000000 PA USD 97051.90000000 0.019857153709 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AK6 10000.00000000 PA USD 9966.27000000 0.002039133240 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8E3 364000.00000000 PA USD 367102.98000000 0.075110536744 Long DBT CORP US N 2 2028-07-14 Variable 4.96800000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBN4 276000.00000000 PA USD 276904.01000000 0.056655516165 Long DBT CORP IE N 2 2028-04-01 Fixed 4.87500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAZ5 10000.00000000 PA USD 6786.00000000 0.001388439021 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N Fannie Mae Pool N/A 31418EBR0 866908.74500000 PA USD 690770.40000000 0.141334007996 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N PMT Loan Trust 2024-INV2 N/A 73015CAG8 585644.17000000 PA USD 590872.45000000 0.120894542634 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 6.00000000 N N N N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAH4 20000.00000000 PA USD 20301.74000000 0.004153806074 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 870195AC8 130000.00000000 PA USD 131713.41000000 0.026949018287 Long DBT CORP SE Y 2 2029-11-20 Fixed 4.99800000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 12000.00000000 PA USD 12233.90000000 0.002503098164 Long DBT CORP US Y 2 2029-06-01 Fixed 6.50000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AZ5 163000.00000000 PA USD 159371.31000000 0.032607920087 Long DBT CORP US Y 2 2031-07-31 Fixed 8.50000000 N N N N N N Peruvian Government International Bond N/A 715638DA7 800000.00000000 PA USD 719373.92000000 0.147186386912 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMF5 978000.00000000 PA USD 987168.75000000 0.201978133409 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N Chile Government International Bond N/A 168863DX3 2400000.00000000 PA USD 2320070.76000000 0.474694485094 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DD4 10000.00000000 PA USD 11023.03000000 0.002255349983 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N USAA Auto Owner Trust 2024-A N/A 90327VAD0 10000.00000000 PA USD 10127.04000000 0.002072027336 Long ABS-CBDO CORP US Y 2 2029-12-17 Fixed 4.97000000 N N N N N N Republic of Poland Government International Bond N/A 857524AF9 372000.00000000 PA USD 375406.30000000 0.076809424674 Long DBT NUSS PL N 2 2030-02-12 Fixed 4.87500000 N N N N N N Digital Dutch Finco BV 549300ONZ5IS6B6IMJ70 N/A 200000.00000000 PA 211124.63000000 0.043196827983 Long DBT CORP NL N 2 2033-09-13 Fixed 3.87500000 N N N N N N BANK5 2024-5YR7 N/A 06211UBL8 290000.00000000 PA USD 299752.27000000 0.061330349020 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.76900000 N N N N N N BBCMS Mortgage Trust 2024-5C29 N/A 05555PAC6 60000.00000000 PA USD 60784.82000000 0.012436783967 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.20800000 N N N N N N Fannie Mae Pool N/A 3140XRY66 1728183.30740000 PA USD 1569873.25000000 0.321201485282 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAD1 50000.00000000 PA USD 49123.48000000 0.010050833555 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N Chile Government International Bond N/A 168863DT2 500000.00000000 PA USD 414786.58000000 0.084866765881 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N Guatemala Government Bond N/A N/A 465000.00000000 PA USD 454995.53000000 0.093093655830 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 200000.00000000 PA USD 197420.83000000 0.040392983205 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N N/A N/A N/A 1.00000000 NC 38.71000000 0.000007920199 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 267713.30000000 EUR 289717.48000000 USD 2025-04-15 38.71000000 N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAE1 10000.00000000 PA USD 10004.96000000 0.002047049347 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 4.82000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBL4 35000.00000000 PA USD 34821.90000000 0.007124680925 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400JA2 300000.00000000 PA USD 301246.99000000 0.061636173891 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAR0 70000.00000000 PA USD 70566.44000000 0.014438137180 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.12500000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBY0 10000.00000000 PA USD 10583.00000000 0.002165318326 Long DBT CORP CA N 2 2030-11-15 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 3140XR2H7 781023.83200000 PA USD 696927.95000000 0.142593863979 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Jordan Government International Bond N/A N/A 430000.00000000 PA USD 429818.24000000 0.087942295398 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N Magnera Corp 549300LDQLQBT38QDY28 89458XAB3 20000.00000000 PA USD 19937.50000000 0.004079281313 Long LON CORP US N 2 2031-11-04 Floating 8.55230000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAY5 400000.00000000 PA USD 409963.49000000 0.083879945020 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AM5 17000.00000000 PA USD 11058.28000000 0.002262562255 Long DBT CORP US N 2 2050-05-15 Fixed 3.12500000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 10000.00000000 PA USD 9826.99000000 0.002010636071 Long DBT CORP US Y 2 2030-05-15 Fixed 6.62500000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618MAA4 150000.00000000 PA USD 141263.40000000 0.028902979202 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N STONEPEAK NILE PARENT N/A 861932AA9 5000.00000000 PA USD 5097.71000000 0.001043009060 Long DBT CORP US Y 2 2032-03-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -21.00000000 -0.00000429667 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9546.97000000 EUR 10309.28000000 USD 2025-04-15 -21.00000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKS9 5780000.00000000 PA USD 5834187.50000000 1.193694898882 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N GCAT 2024-INV2 Trust N/A 36170KAF0 442465.87140000 PA USD 445743.44000000 0.091200646283 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.00000000 N N N N N N LAD Auto Receivables Trust N/A 505712AF6 40000.00000000 PA USD 40201.58000000 0.008225382021 Long ABS-CBDO CORP US Y 2 2030-07-15 Fixed 5.11000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDT7 20000.00000000 PA USD 20182.15000000 0.004129337547 Long ABS-CBDO CORP US N 2 2031-01-21 Fixed 4.94000000 N N N N N N Fannie Mae REMICS N/A 3136ALML2 136630.50500000 PA USD 122997.31000000 0.025165674144 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BH2 543000.00000000 PA USD 487310.75000000 0.099705461376 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GJ7 75000.00000000 PA USD 63200.42000000 0.012931024064 Long DBT CORP US N 2 2052-05-15 Fixed 4.62500000 N N N N N N Republic of South Africa Government International Bond N/A N/A 300000.00000000 PA USD 281456.31000000 0.057586932457 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 9000.00000000 PA USD 9280.77000000 0.001898877574 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAQ3 230000.00000000 PA USD 215285.75000000 0.044048207497 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAJ0 160000.00000000 PA USD 163956.03000000 0.033545969623 Long DBT CORP KY Y 2 2031-06-26 Fixed 7.12500000 N N N N N N Ginnie Mae II Pool N/A 3622ACW89 238078.15250000 PA USD 241231.83000000 0.049356865016 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 95081QAS3 120000.00000000 PA USD 120588.37000000 0.024672796706 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DG3 40000.00000000 PA USD 40063.32000000 0.008197093548 Long DBT CORP CA N 2 2055-04-15 Variable 7.00000000 N N N N N N Benchmark 2024-V10 Mortgage Trust N/A 08163UAC3 80000.00000000 PA USD 81263.78000000 0.016626849865 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.27740000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 100000.00000000 PA 111215.60000000 0.022755095614 Long DBT CORP GB N 2 2036-05-31 Variable 4.97300000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DR3 235000.00000000 PA USD 250409.09000000 0.051234564087 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Ginnie Mae II Pool N/A 3618H7W24 21201.93950000 PA USD 22067.16000000 0.004515017099 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBH3 130000.00000000 PA USD 99963.63000000 0.020452903717 Long DBT CORP US N 2 2052-03-15 Fixed 4.10000000 N N N N N N Connecticut Avenue Securities Trust 2025-R02 N/A 20754TAB8 59756.59000000 PA USD 59699.15000000 0.012214652138 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.35200000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAR5 527000.00000000 PA USD 509260.63000000 0.104196482583 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAC2 1030000.00000000 PA USD 1042604.42000000 0.213320462824 Long DBT CORP CA N 2 2031-02-04 Variable 5.15300000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAP5 90000.00000000 PA USD 87628.00000000 0.017928991243 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886EK6 100000.00000000 PA USD 100000.55000000 0.020460457676 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.96000000 N N N N N N UNEDIC ASSEO 969500V3L9W19NIA5E82 N/A 1300000.00000000 PA 1413328.24000000 0.289171835929 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.37500000 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBK4 50000.00000000 PA USD 49959.30000000 0.010221845211 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SF6 1507000.00000000 PA USD 1139197.81000000 0.233083803805 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAT6 60000.00000000 PA USD 50754.04000000 0.010384451758 Long DBT CORP US N 2 2045-11-15 Fixed 4.50000000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBA0 30000.00000000 PA USD 29261.29000000 0.005986960927 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Citigroup Commercial Mortgage Trust 2019-C7 N/A 17328CAD4 390000.00000000 PA USD 361192.14000000 0.073901158479 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830CE7 105000.00000000 PA USD 97364.46000000 0.019921104564 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BK0 610000.00000000 PA USD 621790.25000000 0.127220431225 Long DBT CORP US N 2 2028-12-02 Variable 5.35400000 N N N N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 300000.00000000 PA 301028.15000000 0.061591398472 Long DBT CORP LU N 2 2028-07-09 Fixed 1.45000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAA5 8000.00000000 PA USD 8126.07000000 0.001662621968 Long DBT CORP US Y 2 2029-08-15 Fixed 6.35000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAE1 100000.00000000 PA USD 68234.66000000 0.013961046944 Long DBT CORP US N 2 2040-12-21 Fixed 2.50000000 N N N N N N Freddie Mac REMICS N/A 3137BGG60 270545.39000000 PA USD 237699.18000000 0.048634072633 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBS3 50000.00000000 PA USD 49714.26000000 0.010171709182 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N Ginnie Mae II Pool N/A 36179WY93 1500000.14660000 PA USD 1279460.38000000 0.261782009736 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BE2 335000.00000000 PA USD 326495.00000000 0.066802003879 Long DBT CORP US N 2 2055-02-15 Fixed 5.70000000 N N N N N N Toyota Auto Receivables 2024-D Owner Trust N/A 89239TAE2 30000.00000000 PA USD 30065.82000000 0.006151570542 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 4.43000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDP8 595000.00000000 PA USD 543854.62000000 0.111274532336 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N Toyota Auto Receivables 2024-D Owner Trust N/A 89239TAD4 110000.00000000 PA USD 110218.09000000 0.022551001625 Long ABS-CBDO CORP US N 2 2029-06-15 Fixed 4.40000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEE9 100000.00000000 PA USD 99976.08000000 0.020455451030 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.20000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AG5 400000.00000000 PA USD 376619.63000000 0.077057676180 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N N/A N/A N/A 1.00000000 NC -60.16000000 -0.00001230894 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 29524.40000000 USD 4381054.00000000 JPY 2025-06-18 -60.16000000 N N N Burlington Northern Santa Fe LLC N/A 12189LAA9 30000.00000000 PA USD 31181.56000000 0.006379854797 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DS0 100000.00000000 PA USD 100340.92000000 0.020530098553 Long ABS-CBDO CORP US Y 2 2029-11-15 Fixed 4.98000000 N N N N N N N/A N/A N/A 119.00000000 NC USD 55706.27000000 0.011397695109 N/A DIR N/A N 1 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long N/A CBOT 5 Year US Treasury Note 2025-06-30 12814887.48000000 USD 55706.27000000 N N N Fannie Mae Pool N/A 3140QUVR4 716432.24970000 PA USD 746646.20000000 0.152766389528 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHA2 4481000.00000000 PA USD 4429188.44000000 0.906227241928 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TMT9 45000.00000000 PA USD 44496.68000000 0.009104174305 Long DBT CORP US N 2 2031-10-10 Fixed 4.60000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAC5 15000.00000000 PA USD 15644.59000000 0.003200937110 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFV2 530000.00000000 PA USD 517804.43000000 0.105944573551 Long DBT CORP US N 2 2055-11-19 Variable 5.51600000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 BH7872303 200000.00000000 PA USD 188433.38000000 0.038554119915 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFL0 110000.00000000 PA USD 110672.80000000 0.022644036861 Long DBT CORP US N 2 2031-07-10 Fixed 5.05000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAW1 210000.00000000 PA USD 207523.16000000 0.042459954790 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N N/A N/A N/A 7.00000000 NC USD 4375.00000000 0.000895140100 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Long N/A US 10YR NOTE (CBT)Jun25 2025-06-18 0.00000000 USD 7.00000000 112.50000000 USD 2025-05-23 XXXX 430.36000000 N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 181000.00000000 PA USD 185553.32000000 0.037964849699 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEZ4 9000.00000000 PA USD 9030.92000000 0.001847757401 Long DBT CORP US N 2 2027-01-28 Variable 5.05000000 N N N N N N Santander Drive Auto Receivables Trust 2024-2 N/A 80286YAF9 85000.00000000 PA USD 87917.31000000 0.017988185067 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385BA8 10000.00000000 PA USD 9021.01000000 0.001845729781 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N Ciudad Autonoma De Buenos Aires/Government Bonds 5299007MC8RF52X0ON96 LW2239967 200000.00000000 PA USD 200600.00000000 0.041043452360 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBY5 70000.00000000 PA USD 65585.08000000 0.013418933731 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Gemeinsame Deutsche Bundeslaender 529900LKF4CC6BHG3L37 N/A 1104000.00000000 PA 1193093.02000000 0.244110949787 Long DBT NUSS DE N 2 2030-02-27 Fixed 2.62500000 N N N N N N Jersey Mike's Funding LLC N/A 476681AD3 170000.00000000 PA USD 171569.81000000 0.035103775289 Long ABS-CBDO CORP US Y 2 2055-02-15 Fixed 5.63600000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AZ9 30000.00000000 PA USD 30400.45000000 0.006220036995 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAG4 5000.00000000 PA USD 4937.12000000 0.001010151792 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 390000.00000000 PA USD 412928.78000000 0.084486653589 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBV0 122000.00000000 PA USD 118790.87000000 0.024305022002 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAF1 90000.00000000 PA USD 96165.19000000 0.019675729782 Long DBT CORP US N 2 2032-10-15 Fixed 5.90000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CV5 50000.00000000 PA USD 48600.41000000 0.009943811627 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAC8 9029.24000000 PA USD 9073.19000000 0.001856405989 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.18500000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAJ6 70000.00000000 PA USD 71895.88000000 0.014710145192 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042640 -2375000.00000000 PA USD -2272856.48000000 -0.46503428044 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.50000000 N N N N N N N/A N/A N/A 1100000.00000000 NC USD 749.68000000 0.000153387115 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Purchased N/A N/A 1100000.00000000 7.80000000 USD 2025-12-31 XXXX -1025.72000000 N N N AmeriCredit Automobile Receivables Trust 2024-1 N/A 023947AE4 60000.00000000 PA USD 60954.41000000 0.012471482666 Long ABS-CBDO CORP US N 2 2029-06-18 Fixed 5.38000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8J4 168000.00000000 PA USD 143018.84000000 0.029262148285 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Tricon Residential 2024-SFR4 Trust N/A 895975AB6 100000.00000000 PA USD 98181.49000000 0.020088271722 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.65000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 200000.00000000 PA USD 190857.23000000 0.039050047991 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N Regie Autonome des Transports Parisiens EPIC 969500K59E47ULNCAQ69 N/A 700000.00000000 PA 740486.34000000 0.151506060912 Long DBT NUSS FR N 2 2034-05-25 Fixed 3.25000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCD3 35000.00000000 PA USD 32433.45000000 0.006635995812 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 716743AV1 520000.00000000 PA USD 521941.34000000 0.106790999616 Long DBT CORP MY Y 2 2031-01-03 Fixed 4.95000000 N N N N N N Saks Global Enterprises LLC N/A 79380MAA3 25000.00000000 PA USD 20252.49000000 0.004143729354 Long DBT CORP US Y 2 2029-12-15 Fixed 11.00000000 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77313DAW1 9975.00000000 PA USD 9944.40000000 0.002034658562 Long LON CORP US N 2 2028-11-28 Floating 8.57490000 N N N N N N Bermuda Government International Bond N/A N/A 540000.00000000 PA USD 528012.13000000 0.108033104203 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.71700000 N N N N N N N/A N/A N/A 1.00000000 NC 2463.10000000 0.000503958761 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 738419.64000000 EUR 804413.68000000 USD 2025-06-18 2463.10000000 N N N Fannie Mae REMICS N/A 3136BMS33 222877.26000000 PA USD 218964.09000000 0.044800808556 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 4.50000000 N N N N N N NIBC Bank NV B64D6Y3LBJS4ANNPCU93 N/A 100000.00000000 PA 108660.56000000 0.022232325612 Long DBT CORP NL N 2 2035-06-12 Variable 4.50000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AV6 40000.00000000 PA USD 39473.98000000 0.008076512550 Long DBT CORP US Y 2 2033-03-01 Fixed 6.37500000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AW8 20000.00000000 PA USD 20406.73000000 0.004175287390 Long DBT CORP US N 2 2029-08-15 Fixed 8.12500000 N N N N N N Hyundai Auto Receivables Trust N/A 44935CAF8 40000.00000000 PA USD 39797.29000000 0.008142662892 Long ABS-CBDO CORP US N 2 2031-04-15 Fixed 4.61000000 N N N N N N Freddie Mac Pool N/A 3133L8NJ0 956727.37220000 PA USD 875075.67000000 0.179043502358 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAH3 20000.00000000 PA USD 19287.19000000 0.003946225642 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Adif Alta Velocidad 959800D5SDA4R1CG7K10 N/A 1100000.00000000 PA 1174060.78000000 0.240216887795 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.62500000 N N N N N N N/A N/A N/A 1.00000000 NC 118.32000000 0.000024208680 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 93044.03000000 EUR 101167.52000000 USD 2025-06-18 118.32000000 N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAP9 60000.00000000 PA USD 46433.06000000 0.009500364337 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAW1 7000.00000000 PA USD 6124.41000000 0.001253075424 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 880000.00000000 PA USD 904411.82000000 0.185045779900 Long DBT CORP US Y 2 2037-01-25 Fixed 6.20000000 N N N N N N Performance Food Group Inc 549300OMUOGBYK0FFO76 71376LAF7 20000.00000000 PA USD 19918.92000000 0.004075479781 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAQ4 29000.00000000 PA USD 29373.05000000 0.006009827409 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N United Utilities Water Finance PLC 213800313INX42GDLR44 N/A 100000.00000000 PA 110435.44000000 0.022595472185 Long DBT CORP GB N 2 2046-01-22 Fixed 5.25000000 N N N N N N Saavi Energia Sarl N/A 78518PAA3 715000.00000000 PA USD 722860.93000000 0.147899841193 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AE7 170000.00000000 PA USD 170863.05000000 0.034959169754 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAZ9 150000.00000000 PA USD 129882.52000000 0.026574411874 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAP0 292000.00000000 PA USD 295576.85000000 0.060476043677 Long DBT CORP US N 2 2030-11-01 Variable 6.16800000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAJ7 11000.00000000 PA USD 11058.08000000 0.002262521334 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAQ6 200000.00000000 PA USD 192523.97000000 0.039391068748 Long DBT CORP US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Ukraine Government International Bond N/A N/A 115000.00000000 PA USD 45462.57000000 0.009301798733 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABG5 200000.00000000 PA USD 203307.05000000 0.041597324133 Long DBT CORP DK Y 2 2028-03-01 Variable 5.42700000 N N N N N N Allegion plc 984500560CAC2E6FB757 01748TAB7 7000.00000000 PA USD 6645.58000000 0.001359708604 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CW7 7000.00000000 PA USD 7297.91000000 0.001493177574 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 300000.00000000 PA 316185.59000000 0.064692663011 Long DBT CORP AT N 2 2032-06-18 Variable 2.87500000 N N N N N N 1261229 BC LTD N/A 68288AAA5 215000.00000000 PA USD 213891.71000000 0.043762982101 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AP9 8000.00000000 PA USD 7786.54000000 0.001593152958 Long DBT CORP US Y 2 2029-12-15 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RE0 307000.00000000 PA USD 268481.09000000 0.054932157661 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N N/A N/A N/A -18.00000000 NC USD -16066.93000000 -0.00328734933 N/A DIR N/A N 1 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Short N/A Ultra U.S. Treasury Bond Futures 2025-06-18 -2184433.07000000 USD -16066.93000000 N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GK4 150000.00000000 PA USD 148588.43000000 0.030401705622 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N SBNA Auto Receivables Trust 2024-A N/A 78437PAG8 60000.00000000 PA USD 61455.60000000 0.012574027870 Long ABS-CBDO CORP US Y 2 2030-04-15 Fixed 6.04000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBB4 110000.00000000 PA USD 103269.90000000 0.021129377970 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 3140XFL74 3809161.62500000 PA USD 3062595.28000000 0.626617564669 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBR5 60000.00000000 PA USD 56067.16000000 0.011471534448 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N N/A N/A N/A -2992000.00000000 NC USD -9211.61000000 -0.00188472719 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-06-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -2992000.00000000 4.05000000 USD 2025-06-26 XXXX 3690.90000000 N N N Valaris Ltd N/A 91889FAC5 46000.00000000 PA USD 46040.53000000 0.009420051344 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RZ3 150000.00000000 PA USD 109406.25000000 0.022384896359 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AK0 40000.00000000 PA USD 39823.48000000 0.008148021456 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 632525AY7 100000.00000000 PA USD 88186.31000000 0.018043223396 Long DBT CORP AU Y 2 2031-05-21 Fixed 2.99000000 N N N N N N Endo Finance Holdings Inc N/A 29280UAD5 18543.50000000 PA USD 18311.71000000 0.003746639067 Long LON CORP US N 2 2031-04-23 Floating 8.32490000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CJ2 15000.00000000 PA USD 15818.47000000 0.003236513558 Long DBT CORP US N 2 2029-11-17 Variable 6.19600000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DL8 90000.00000000 PA USD 79297.87000000 0.016224617894 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GFD1 69000.00000000 PA USD 74597.06000000 0.015262815943 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Olympus Water US Holding Corp 549300YU2GGVCBN3MY89 681639AD2 30000.00000000 PA USD 29521.21000000 0.006040141456 Long DBT CORP US Y 2 2031-06-15 Fixed 7.25000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAV5 50000.00000000 PA USD 47792.32000000 0.009778473624 Long DBT CORP US Y 2 2032-06-01 Fixed 7.37500000 N N N N N N First National Master Note Trust N/A 32113CCB4 50000.00000000 PA USD 50881.43000000 0.010410516192 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 5.34000000 N N N N N N Sequoia Mortgage Trust 2024-INV1 N/A 816939AB8 186702.07000000 PA USD 187795.96000000 0.038423701583 Long ABS-MBS CORP US Y 2 2054-10-25 Variable 6.00000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 95058XAH1 44371.51910000 PA USD 42549.54000000 0.008705782741 Long ABS-CBDO CORP US Y 2 2049-06-15 Fixed 4.08000000 N N N N N N Freddie Mac Pool N/A 3133B9NQ3 6234.36750000 PA USD 5446.19000000 0.001114309271 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Central Parent Inc / CDK Global Inc N/A 15477CAA3 36000.00000000 PA USD 31219.89000000 0.006387697247 Long DBT CORP US Y 2 2029-06-15 Fixed 7.25000000 N N N N N N 2025-05-28 VANGUARD MALVERN FUNDS Ashley Grim Ashley Grim Treasurer