NPORT-P false 0000836906 XXXXXXXX S000083197 C000246714 VANGUARD MALVERN FUNDS 811-05628 0000836906 549300EW16IGZDA38J20 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD CORE BOND ETF S000083197 529900OAEMK1LGUHTF20 2025-09-30 2025-03-31 N 2685125217.56 214533660.76 2470591556.80 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 195821143.37000000 0.00000000 0.00000000 616602.30000000 EUR GBP JPY MXN USD N Bloomberg U.S. Aggregate Float Adjusted Index I20984US Freddie Mac REMICS N/A 3137BBKA7 1365592.48000000 PA USD 1243203.85000000 0.050320088182 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Philippine Government International Bond N/A 718286CQ8 671000.00000000 PA USD 654277.79000000 0.026482636848 Long DBT NUSS PH N 2 2027-03-29 Fixed 3.22900000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AX8 90000.00000000 PA USD 92298.39000000 0.003735882191 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEP2 17357000.00000000 PA USD 16057937.03000000 0.649963244057 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36179VN48 794059.92000000 PA USD 733174.18000000 0.029676057864 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 300000.00000000 PA USD 243096.46000000 0.009839605390 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 36179XLG9 736364.93020000 PA USD 709790.62000000 0.028729581708 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 11802.08000000 0.000477702595 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 4721528.71000000 USD 4374416.57000000 EUR 2025-04-15 11802.08000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAZ8 310000.00000000 PA USD 288414.98000000 0.011673923972 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2024-4 N/A 38014AAE1 510000.00000000 PA USD 510633.32000000 0.020668463736 Long ABS-CBDO CORP US N 2 2030-04-16 Fixed 4.44000000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 806851AL5 365000.00000000 PA USD 369344.56000000 0.014949640663 Long DBT CORP US Y 2 2027-05-29 Fixed 5.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EF3 445000.00000000 PA USD 431862.74000000 0.017480135023 Long DBT CORP US N 2 2054-06-01 Fixed 6.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCR0 31341000.00000000 PA USD 28520310.00000000 1.154391948013 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Hilton Domestic Operating Co Inc 5493003EG7H0N1E4XV50 432833AR2 75000.00000000 PA USD 74259.75000000 0.003005747744 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 11000.00000000 PA USD 11235.71000000 0.000454778126 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132E0SV5 9955050.60000000 PA USD 10240573.40000000 0.414498842263 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 892000.00000000 PA USD 954183.53000000 0.038621662385 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 15000.00000000 PA USD 14793.90000000 0.000598799909 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 5419980.69870000 PA USD 5229462.96000000 0.211668454286 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Global Atlantic Fin Co N/A 37959GAD9 108000.00000000 PA USD 121501.79000000 0.004917922983 Long DBT CORP US Y 2 2033-06-15 Fixed 7.95000000 N N N N N N DLLAA 2025-1 LLC N/A 233249AC5 370000.00000000 PA USD 374559.29000000 0.015160712784 Long ABS-CBDO CORP US Y 2 2029-09-20 Fixed 4.95000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAW9 85000.00000000 PA USD 71767.79000000 0.002904882832 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 38300000.00000000 PA USD 38250627.47000000 1.548237601829 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 5.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHS2 400000.00000000 PA USD 393692.09000000 0.015935134600 Long DBT CORP US N 2 2028-04-26 Fixed 3.90000000 N N N N N N Ginnie Mae II Pool N/A 3618J9CX2 157075.69000000 PA USD 163485.71000000 0.006617269841 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 749242.90910000 PA USD 751504.27000000 0.030417989081 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 4829774.00000000 PA 2606849.79000000 0.105515206786 Long DBT NUSS N/A N 2 2051-07-06 Fixed 0.70000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 210000.00000000 PA USD 188837.64000000 0.007643418009 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153BW1 25000.00000000 PA USD 24559.47000000 0.000994072449 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 N/A 3574000.00000000 PA USD 3482607.21000000 0.140962483273 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 340000.00000000 PA USD 329592.53000000 0.013340632088 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.15000000 N N N N N N Philippine Government International Bond N/A 718286DA2 200000.00000000 PA USD 201281.35000000 0.008147091308 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 1600000.00000000 PA USD 1645170.77000000 0.066590155927 Long DBT CORP US Y 2 2035-04-20 Fixed 5.95000000 N N N N N N Fannie Mae - CAS N/A 20755JAA1 253464.34000000 PA USD 252435.27000000 0.010217604334 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.30300000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAW9 1970000.00000000 PA USD 1974042.68000000 0.079901620102 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CA0 500000.00000000 PA USD 323305.68000000 0.013086164692 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AX2 300000.00000000 PA USD 246862.99000000 0.009992059971 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 6250000.00000000 PA USD 6347656.25000000 0.256928598032 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDE0 1080000.00000000 PA USD 1074973.14000000 0.043510759074 Long ABS-CBDO CORP US N 2 2030-08-20 Fixed 4.17000000 N N N N N N Capital Street Master Trust N/A 14051LAA0 80000.00000000 PA USD 79999.57000000 0.003238073480 Long ABS-CBDO CORP US Y 2 2028-10-16 Floating 5.69870000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDU4 40000.00000000 PA USD 40366.38000000 0.001633875089 Long ABS-CBDO CORP US N 2 2031-01-21 Fixed 5.09000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275RBU5 200000.00000000 PA USD 195702.87000000 0.007921295993 Long DBT CORP US N 2 2054-02-26 Fixed 5.30000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CCF0 100000.00000000 PA USD 97741.80000000 0.003956210395 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 N/A 500000.00000000 PA 530792.44000000 0.021484427020 Long DBT CORP GB N 2 2173-12-27 Variable 3.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AT6 120000.00000000 PA USD 122061.86000000 0.004940592453 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140QVRN6 2992284.67360000 PA USD 2997575.63000000 0.121330279047 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 10000.00000000 PA USD 10102.46000000 0.000408908545 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 91282CLD1 5000000.00000000 PA USD 5020312.50000000 0.203202851810 Long DBT UST US N 2 2031-07-31 Fixed 4.12500000 N N N N N N UWM Holdings LLC N/A 903522AA8 10000.00000000 PA USD 9905.39000000 0.000400931913 Long DBT CORP US Y 2 2030-02-01 Fixed 6.62500000 N N N N N N GM Financial Automobile Leasing Trust 2024-3 N/A 38012QAF5 330000.00000000 PA USD 328187.90000000 0.013283778093 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 4.49000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd N/A 00253XAB7 50000.00000000 PA USD 48912.84000000 0.001979802766 Long DBT CORP N/A Y 2 2029-04-20 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QN1 7173000.00000000 PA USD 7390431.56000000 0.299136113359 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 0.004114253516 Long ABS-CBDO CORP US Y 2 2029-01-25 Fixed 6.70000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAP1 20000.00000000 PA USD 17196.42000000 0.000696044635 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SE9 6000000.00000000 PA USD 4868437.50000000 0.197055538646 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Verizon Master Trust Series 2024-5 N/A 92348KDD2 130000.00000000 PA USD 132593.01000000 0.005366852713 Long ABS-CBDO CORP US Y 2 2032-06-21 Fixed 5.49000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAT2 800000.00000000 PA USD 631239.15000000 0.025550121721 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N N/A N/A N/A -80.00000000 NC -6412.77000000 -0.00025956415 N/A DIR N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Eurex 2 Year Euro SCHATZ Future 2025-06-06 -9104287.20000000 EUR -6412.77000000 N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CE2 70000.00000000 PA USD 47862.07000000 0.001937271657 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3622ACAK6 249681.59550000 PA USD 249221.31000000 0.010087515652 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N Mexico Government International Bond N/A 91087BAM2 200000.00000000 PA USD 168712.40000000 0.006828826057 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBE0 90000.00000000 PA USD 83718.34000000 0.003388594920 Long DBT CORP US Y 2 2028-02-15 Fixed 1.95000000 N N N N N N Freddie Mac REMICS N/A 3137BCLN6 1933868.52400000 PA USD 1854899.20000000 0.075079152395 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 4.00000000 N N N N N N Lithuania Government International Bond N/A N/A 264000.00000000 PA 288855.02000000 0.011691735090 Long DBT NUSS LT N 2 2031-07-03 Fixed 3.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBK0 140000.00000000 PA USD 114068.86000000 0.004617066697 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAQ5 60000.00000000 PA USD 64581.98000000 0.002614029009 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBG4 400000.00000000 PA USD 258115.86000000 0.010447532668 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 2000.00000000 PA USD 1980.06000000 0.000080145177 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKA9 590000.00000000 PA USD 417611.55000000 0.016903301917 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N New Issuer: BB Company ID:72031316 N/A 367919AA5 3200412.39000000 PA USD 3227164.64000000 0.130623155054 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 6.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAQ2 115000.00000000 PA USD 105909.80000000 0.004286819474 Long DBT CORP JP N 2 2030-01-16 Fixed 3.10300000 N N N N N N Panama Government International Bond N/A 698299BK9 1500000.00000000 PA USD 1308657.03000000 0.052969380001 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDA1 210000.00000000 PA USD 208971.21000000 0.008458347128 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAN5 407000.00000000 PA USD 435234.62000000 0.017616615696 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QM6A7 41684.85870000 PA USD 36493.06000000 0.001477098061 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAJ4 400000.00000000 PA USD 385268.88000000 0.015594195606 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDA0 455000.00000000 PA USD 475071.69000000 0.019229066362 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 80000.00000000 PA USD 81001.96000000 0.003278646354 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 115000.00000000 PA USD 105353.48000000 0.004264301790 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 1921812.46200000 PA USD 1854859.40000000 0.075077541445 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Aon Corp / Aon Global Holdings PLC N/A 03740LAF9 500000.00000000 PA USD 500538.07000000 0.020259847024 Long DBT CORP N/A N 2 2032-09-12 Fixed 5.00000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAB0 99321.65000000 PA USD 99806.39000000 0.004039777021 Long ABS-CBDO CORP CA Y 2 2031-07-25 Fixed 5.03800000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAT8 3700000.00000000 PA USD 3545128.06000000 0.143493085704 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BX1 1413000.00000000 PA USD 1143857.67000000 0.046298938683 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 800000.00000000 PA USD 782796.47000000 0.031684576426 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 30000.00000000 PA USD 25816.87000000 0.001044967142 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Toyota Auto Receivables 2024-A Owner Trust N/A 89238DAE8 185000.00000000 PA USD 187075.57000000 0.007572096224 Long ABS-CBDO CORP US N 2 2029-04-16 Fixed 4.77000000 N N N N N N Central American Bank for Economic Integration 549300OLDAMXBPSHIC05 15238PAJ5 245000.00000000 PA USD 247431.47000000 0.010015069845 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 2700000.00000000 NC USD 1024.90000000 0.000041483991 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 2700000.00000000 USD 1024.90000000 N N N Santander Bank Auto Credit-Linked Notes Series 2024-B N/A 80280BAD0 250000.00000000 PA USD 250799.28000000 0.010151385780 Long ABS-CBDO CORP US Y 2 2033-01-18 Fixed 5.48300000 N N N N N N Chase Auto Owner Trust 2024-5 N/A 16144QAF2 150000.00000000 PA USD 147953.85000000 0.005988600163 Long ABS-CBDO CORP US Y 2 2030-08-26 Fixed 4.62000000 N N N N N N The Huntington National Bank N/A 446438SX2 1190000.00000000 PA USD 1187803.02000000 0.048077676649 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 4.95700000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAM1 750000.00000000 PA USD 600539.79000000 0.024307530249 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 292480AM2 500000.00000000 PA USD 486422.51000000 0.019688503697 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 56700.00000000 PA USD 55270.13000000 0.002237121301 Long ABS-CBDO CORP US Y 2 2049-05-20 Fixed 4.35200000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBG2 225000.00000000 PA USD 207514.62000000 0.008399389993 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Freddie Mac Pool N/A 3132DM2D6 8469325.32860000 PA USD 7150149.14000000 0.289410409434 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 4000.00000000 PA USD 3768.46000000 0.000152532699 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 0.009950802645 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBV2 100000.00000000 PA USD 96330.20000000 0.003899074281 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AJ1 355000.00000000 PA USD 329702.68000000 0.013345090534 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AT9 648000.00000000 PA USD 550141.14000000 0.022267587634 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 1055738.85000000 PA USD 1056316.66000000 0.042755616851 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 95000.00000000 PA USD 95205.80000000 0.003853562914 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Synchrony Card Issuance Trust N/A 87166PAP6 1520000.00000000 PA USD 1537549.16000000 0.062234048998 Long ABS-CBDO CORP US N 2 2031-02-18 Fixed 4.78000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 1750000.00000000 PA USD 1756433.21000000 0.071093629587 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Fannie Mae REMICS N/A 3136ASXH4 649875.32000000 PA USD 569458.84000000 0.023049493488 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 1236000.00000000 PA USD 1222745.65000000 0.049492019295 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N Freddie Mac REMICS N/A 3137B9FW0 2780790.86000000 PA USD 2510367.29000000 0.101609967988 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 21H032647 500000.00000000 PA USD 457495.05000000 0.018517631890 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 3.50000000 N N N N N N N/A N/A N/A -56.00000000 NC -13657.82000000 -0.00055281578 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 -5223468.52000000 JPY -13657.82000000 N N N Sixth Street Specialty Lending Inc 549300TX61566GJWCN05 83012AAD1 1150000.00000000 PA USD 1137908.37000000 0.046058134007 Long DBT CORP US N 2 2030-08-15 Fixed 5.62500000 N N N N N N Freddie Mac Pool N/A 3132DTYZ7 2098078.46200000 PA USD 1865613.68000000 0.075512833145 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 45000.00000000 PA USD 45861.20000000 0.001856284171 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3140XHWY9 13323621.45570000 PA USD 11668342.69000000 0.472289426307 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UJ5 7000000.00000000 PA USD 7129062.50000000 0.288556903725 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCJ8 105000.00000000 PA USD 104296.31000000 0.004221511634 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GN8 600000.00000000 PA USD 591754.03000000 0.023951916631 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 170000.00000000 PA USD 170424.03000000 0.006898106226 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 1800000.00000000 PA USD 1871612.07000000 0.075755624795 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 3000000.00000000 PA USD 2635781.25000000 0.106686240497 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N N/A N/A N/A 1.00000000 NC -1544.74000000 -0.00006252510 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 322688.73000000 EUR 347620.11000000 USD 2025-04-15 -1544.74000000 N N N Asian Development Bank 549300X0MVH42CY8Q105 045167GJ6 1618000.00000000 PA USD 1635429.66000000 0.066195873433 Long DBT CORP N/A N 2 2028-01-14 Fixed 4.37500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397C68 300000.00000000 PA USD 314181.19000000 0.012716840593 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AB3 2000000.00000000 PA USD 2012328.40000000 0.081451278114 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 500000.00000000 PA USD 507968.75000000 0.020560612238 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 2603000.00000000 PA USD 2632486.67000000 0.106552888629 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 700000.00000000 PA USD 712469.65000000 0.028838018491 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AK8 300000.00000000 PA USD 276310.33000000 0.011183974511 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 400000.00000000 PA USD 405939.55000000 0.016430864457 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DT9 3630000.00000000 PA USD 3945249.99000000 0.159688475383 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BL3 698000.00000000 PA USD 652713.79000000 0.026419332171 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 125000.00000000 PA USD 127138.74000000 0.005146084938 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 -9250000.00000000 PA USD -9066084.10000000 -0.36696005355 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 2571507.65350000 PA USD 2592930.11000000 0.104951791924 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 553700.00000000 PA USD 557403.12000000 0.022561524524 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Drive Auto Receivables Trust 2024-1 N/A 26208WAE4 100000.00000000 PA USD 101504.18000000 0.004108497000 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 80000.00000000 PA USD 79182.38000000 0.003204996786 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.18000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FT5 210000.00000000 PA USD 180591.33000000 0.007309639244 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N Peruvian Government International Bond N/A 715638EB4 508000.00000000 PA USD 498761.73000000 0.020187947644 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AX7 450000.00000000 PA USD 465539.40000000 0.018843236095 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140XJ5Z2 488246.52670000 PA USD 470731.61000000 0.019053396693 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WRZ3 8865194.56710000 PA USD 7254031.45000000 0.293615163948 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 -12550000.00000000 PA USD -12943167.66000000 -0.52388941524 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 6.50000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 200000.00000000 PA 206405.85000000 0.008354511268 Long DBT CORP BE N 2 2040-04-02 Fixed 3.70000000 N N N N N N N/A N/A N/A 1.00000000 NC 5777.01000000 0.000233831042 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 558351010.00000000 JPY 3760898.05000000 USD 2025-06-18 5777.01000000 N N N Fannie Mae REMICS N/A 3136AFN75 500000.00000000 PA USD 459958.90000000 0.018617359018 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 207407.35000000 0.008395048118 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 8608396.56000000 USD 6824698.21000000 GBP 2025-04-02 207407.35000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBJ3 1370000.00000000 PA USD 1407259.02000000 0.056960407564 Long DBT CORP ES N 2 2030-01-17 Fixed 5.56500000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AE2 1250000.00000000 PA USD 1257022.16000000 0.050879399977 Long DBT CORP US Y 2 2030-07-15 Fixed 6.12500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CV9 1475000.00000000 PA USD 1427571.06000000 0.057782560458 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BA0 770000.00000000 PA USD 742588.22000000 0.030057101828 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N KSA Sukuk Ltd 635400XBJFPNCGN9CK71 48266XAL9 540000.00000000 PA USD 547607.21000000 0.022165023939 Long DBT NUSS KY Y 2 2027-06-04 Fixed 5.25000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBJ9 1600000.00000000 PA USD 1629384.15000000 0.065951174548 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Chase Auto Owner Trust 2024-1 N/A 16144BAF5 125000.00000000 PA USD 126898.25000000 0.005136350832 Long ABS-CBDO CORP US Y 2 2030-01-25 Fixed 5.36000000 N N N N N N Philippine Government International Bond N/A 718286CN5 370000.00000000 PA USD 306997.92000000 0.012426089579 Long DBT NUSS PH N 2 2032-01-06 Fixed 1.95000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RLJ9 30000.00000000 PA USD 20302.67000000 0.000821773633 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BF9 400000.00000000 PA USD 364283.22000000 0.014744777176 Long DBT CORP US N 2 2034-11-01 Variable 3.03100000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAL9 480000.00000000 PA USD 478618.90000000 0.019372643716 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.20000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1200000.00000000 PA 1181490.66000000 0.047822176706 Long DBT CORP FR N 2 2033-08-31 Variable 0.87500000 N N N N N N Belron UK Finance PLC 9845006BC9D1A77B8178 080782AA3 10000.00000000 PA USD 9930.81000000 0.000401960816 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 273404.22330000 PA USD 275654.48000000 0.011157428237 Long ABS-MBS CORP US Y 2 2054-10-25 Variable 6.00000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAE7 623000.00000000 PA USD 623137.04000000 0.025222179614 Long DBT CORP US Y 2 2028-03-15 Fixed 5.70000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECT0 644000.00000000 PA USD 644069.41000000 0.026069441070 Long DBT CORP GB N 2 2028-09-10 Variable 4.83700000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBL0 500000.00000000 PA USD 516268.22000000 0.020896542715 Long DBT CORP US N 2 2028-10-25 Variable 5.80200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDP3 3747000.00000000 PA USD 3417966.56000000 0.138346079528 Long DBT UST US N 2 2028-12-31 Fixed 1.37500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-3 N/A 78436XAD9 470000.00000000 PA USD 472007.79000000 0.019105051529 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 4.60000000 N N N N N N BBCMS Mortgage Trust 2025-C32 N/A 07337AAD8 1150000.00000000 PA USD 1203200.84000000 0.048700920906 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.72000000 N N N N N N DLLAA 2025-1 LLC N/A 233249AD3 160000.00000000 PA USD 162870.18000000 0.006592355565 Long ABS-CBDO CORP US Y 2 2033-04-20 Fixed 5.08000000 N N N N N N Citizens Auto Receivables Trust 2024-1 N/A 17331QAE6 185000.00000000 PA USD 187003.31000000 0.007569171419 Long ABS-CBDO CORP US Y 2 2030-10-15 Fixed 5.03000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 900000.00000000 PA USD 877174.94000000 0.035504652219 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N N/A N/A N/A 1.00000000 NC 900.46000000 0.000036447141 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 124309.66000000 USD 18617562.00000000 JPY 2025-06-18 900.46000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 1170000.00000000 PA USD 1160517.88000000 0.046973279610 Long DBT CORP CA N 2 2030-10-18 Variable 4.65000000 N N N N N N BANK 2022-BNK41 N/A 06540MBH7 190000.00000000 PA USD 176139.92000000 0.007129463367 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 400000.00000000 PA USD 391616.20000000 0.015851110594 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.63700000 N N N N N N Ile-de-France Mobilites 969500A5KNK9VZQKNQ79 N/A 1300000.00000000 PA 1359112.60000000 0.055011626517 Long DBT NUSS FR N 2 2045-05-25 Fixed 3.80000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AK4 175000.00000000 PA USD 180393.78000000 0.007301643183 Long DBT CORP GB N 2 2029-09-13 Variable 5.80800000 N N N N N N Ginnie Mae II Pool N/A 3618J5R71 248503.87000000 PA USD 255507.31000000 0.010341948643 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 900000.00000000 PA USD 882044.65000000 0.035701759263 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDF5 3000000.00000000 PA USD 2747812.50000000 0.111220832615 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 3140QUZU3 951410.83000000 PA USD 976319.91000000 0.039517657514 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAM1 300000.00000000 PA USD 283147.04000000 0.011460698115 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040644 21750000.00000000 PA USD 20277627.23000000 0.820759998721 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BW9 420000.00000000 PA USD 246902.64000000 0.009993664850 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBA8 590000.00000000 PA USD 592362.90000000 0.023976561336 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEN2 780000.00000000 PA USD 794599.34000000 0.032162310998 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAV3 400000.00000000 PA USD 331191.69000000 0.013405359906 Long DBT CORP US N 2 2046-04-15 Fixed 4.45000000 N N N N N N Republic of South Africa Government International Bond N/A 836205AU8 2630000.00000000 PA USD 2478157.32000000 0.100306232860 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BZ2 300000.00000000 PA USD 290305.34000000 0.011750438440 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 100000.00000000 PA 90657.01000000 0.003669445471 Long DBT CORP DE N 2 2032-07-06 Fixed 1.37500000 N N N N N N Navistar Financial Dealer Note Master Owner Trust N/A 63938PBW8 125000.00000000 PA USD 126300.44000000 0.005112153793 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 2349952.48510000 PA USD 2364924.97000000 0.095723024855 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAE1 295000.00000000 PA USD 278047.48000000 0.011254287631 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 5000.00000000 PA USD 5042.89000000 0.000204116701 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 500000.00000000 PA USD 397273.88000000 0.016080111619 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJM4 14057000.00000000 PA USD 14311783.13000000 0.579285681221 Long DBT UST US N 2 2030-11-30 Fixed 4.37500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CS7 460000.00000000 PA USD 322482.48000000 0.013052844737 Long DBT CORP US N 2 2050-02-21 Fixed 3.37500000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612KAA0 95000.00000000 PA USD 96081.08000000 0.003888990866 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Freddie Mac REMICS N/A 3137FFN52 2700000.00000000 PA USD 2356690.68000000 0.095389732613 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 100000.00000000 PA USD 99798.28000000 0.004039448759 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 420000.00000000 PA USD 431148.69000000 0.017451233038 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 10000.00000000 PA USD 9924.84000000 0.000401719174 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Prologis International Funding II SA 213800JNRWW2C9DWI388 N/A 100000.00000000 PA 109145.48000000 0.004417787298 Long DBT CORP LU N 2 2036-07-01 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TN8 3542000.00000000 PA USD 2983581.56000000 0.120763853166 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAL7 65000.00000000 PA USD 65922.41000000 0.002668284436 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 170000.00000000 PA USD 162194.23000000 0.006564995721 Long DBT CORP US N 2 2028-06-02 Variable 2.39300000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer N/A 01883LAG8 40000.00000000 PA USD 39318.81000000 0.001591473503 Long DBT CORP US Y 2 2031-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140XNX66 668532.63500000 PA USD 609172.02000000 0.024656929565 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042442 500000.00000000 PA USD 495527.35000000 0.020057032439 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 4.50000000 N N N N N N CD 2017-CD5 Mortgage Trust N/A 12515HBB0 150000.00000000 PA USD 143836.44000000 0.005821943315 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 2307767.72600000 PA USD 2158429.08000000 0.087364869116 Long ABS-MBS USGSE US N 2 2048-02-15 Fixed 4.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BM4 830000.00000000 PA USD 849157.49000000 0.034370614101 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N Peruvian Government International Bond N/A 715638DF6 7667000.00000000 PA USD 6744662.55000000 0.272997879047 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Enterprise Fleet Financing 2024-4 LLC N/A 29374MAD0 310000.00000000 PA USD 311293.51000000 0.012599958465 Long ABS-CBDO CORP US Y 2 2031-06-20 Fixed 4.70000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGE4 860000.00000000 PA USD 729224.70000000 0.029516198175 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAQ7 10000.00000000 PA USD 10190.59000000 0.000412475707 Long DBT CORP US Y 2 2032-02-15 Fixed 8.50000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532MAB3 830000.00000000 PA USD 839507.98000000 0.033980039221 Long ABS-CBDO CORP US Y 2 2037-08-15 Variable 5.01000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BK7 500000.00000000 PA USD 504120.06000000 0.020404832138 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N T-Mobile US Trust 2024-2 N/A 87268CAA5 830000.00000000 PA USD 827473.65000000 0.033492936042 Long ABS-CBDO CORP US Y 2 2029-05-21 Fixed 4.25000000 N N N N N N Albania Government International Bond N/A N/A 1892000.00000000 PA 1966426.46000000 0.079593344945 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 393600.00000000 PA USD 369724.93000000 0.014965036571 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 830000.00000000 PA USD 832319.10000000 0.033689061136 Long ABS-CBDO CORP US Y 2 2028-11-15 Fixed 4.68000000 N N N N N N Chile Government International Bond N/A 168863CF3 3700000.00000000 PA USD 3565143.74000000 0.144303243091 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 350000.00000000 PA USD 336587.14000000 0.013623746874 Long DBT CORP US N 2 2026-06-10 Fixed 1.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CZ7 60000.00000000 PA USD 59890.48000000 0.002424135217 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 071705AA5 30000.00000000 PA USD 31076.76000000 0.001257867166 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N Egypt Government International Bond N/A AS0110302 1055000.00000000 PA 1116108.70000000 0.045175767598 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QU5 7210000.00000000 PA USD 6002325.00000000 0.242950923372 Long DBT UST US N 2 2042-02-15 Fixed 3.12500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368DH72 850000.00000000 PA USD 722379.78000000 0.029239142261 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 2356741.62140000 PA USD 2371757.36000000 0.095999573603 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 -87170.66000000 -0.00352833149 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 7670174.53000000 USD 7008007.52000000 EUR 2025-04-15 -87170.66000000 N N N Chase Auto Owner Trust 2024-4 N/A 16144YAF5 230000.00000000 PA USD 234459.54000000 0.009490016241 Long ABS-CBDO CORP US Y 2 2030-07-25 Fixed 5.46000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 591000.00000000 PA USD 497248.93000000 0.020126715346 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 1964182.77000000 PA USD 1982085.12000000 0.080227146998 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 1951419.99200000 PA USD 1748880.35000000 0.070787918998 Long ABS-MBS USGSE US N 2 2044-02-15 Fixed 3.00000000 N N N N N N Aon Corp / Aon Global Holdings PLC N/A 03740LAE2 600000.00000000 PA USD 444653.39000000 0.017997851112 Long DBT CORP N/A N 2 2052-02-28 Fixed 3.90000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477CN1 1790000.00000000 PA USD 1790460.33000000 0.072470915925 Long DBT CORP US N 2 2029-02-20 Variable 4.53000000 N N N N N N Atkore Inc 52990002TI38AM4RPV48 047649AA6 14000.00000000 PA USD 12309.68000000 0.000498248282 Long DBT CORP US Y 2 2031-06-01 Fixed 4.25000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813CL1 30000.00000000 PA USD 28616.31000000 0.001158277657 Long DBT CORP US N 2 2027-02-01 Fixed 1.91500000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAX4 118000.00000000 PA USD 135386.82000000 0.005479935346 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAJ5 2554000.00000000 PA USD 3046340.84000000 0.123304106322 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAW2 110000.00000000 PA USD 102108.74000000 0.004132967253 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CE8 129000.00000000 PA USD 127357.73000000 0.005154948807 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N Autonomous Community of Andalusia Spain 959800G42HFTN7MWAY79 N/A 5800000.00000000 PA 6121015.52000000 0.247755057008 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.30000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAD7 300000.00000000 PA USD 291085.46000000 0.011782014683 Long DBT CORP US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBN2 30000.00000000 PA USD 20637.40000000 0.000835322210 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 540000.00000000 PA USD 498433.66000000 0.020174668638 Long ABS-CBDO CORP US Y 2 2029-08-09 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKP3 1075000.00000000 PA USD 1070259.84000000 0.043319982902 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N Healthpeak OP LLC N/A 40414LAR0 500000.00000000 PA USD 474467.90000000 0.019204627276 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Kubota Credit Owner Trust N/A 50117FAD3 620000.00000000 PA USD 627398.89000000 0.025394682835 Long ABS-CBDO CORP US Y 2 2030-07-15 Fixed 4.87000000 N N N N N N N/A N/A N/A 25800000.00000000 NC USD 192965.65000000 0.007810503904 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 25800000.00000000 4.00000000 USD 2025-06-10 XXXX -44534.34000000 N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 235825AH9 20000.00000000 PA USD 18559.86000000 0.000751231418 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JS1 100000.00000000 PA USD 92407.70000000 0.003740306638 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DV8 284000.00000000 PA USD 287402.11000000 0.011632926908 Long DBT CORP US N 2 2028-07-26 Variable 5.04300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 2400000.00000000 PA USD 2325431.47000000 0.094124480576 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAF8 160000.00000000 PA USD 162653.50000000 0.006583585196 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 5.08000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 7000.00000000 PA USD 6867.32000000 0.000277962578 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKQ3 14000000.00000000 PA USD 14192500.00000000 0.574457561021 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBU8 800000.00000000 PA USD 769020.53000000 0.031126979604 Long DBT CORP GB N 2 2027-11-24 Variable 2.27900000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZB9 3690642.30250000 PA USD 3280196.01000000 0.132769660001 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 9750000.12940000 PA USD 9190703.07000000 0.372004147941 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 3250000.00000000 PA USD 3398321.88000000 0.137550938788 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 200000.00000000 PA 168490.37000000 0.006819839140 Long DBT CORP GB N 2 2033-09-01 Fixed 0.75000000 N N N N N N BlackRock Funding Inc 529900VBK42Y5HHRMD23 09290DAK7 440000.00000000 PA USD 428071.65000000 0.017326686348 Long DBT CORP US N 2 2055-01-08 Fixed 5.35000000 N N N N N N Digital Dutch Finco BV 549300ONZ5IS6B6IMJ70 N/A 300000.00000000 PA 294369.72000000 0.011914948838 Long DBT CORP NL N 2 2030-03-15 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3140W0V77 5993135.34000000 PA USD 6028998.86000000 0.244030578158 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBN5 1000000.00000000 PA USD 664965.07000000 0.026915216648 Long DBT CORP US N 2 2051-04-22 Variable 3.10900000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEL6 1412000.00000000 PA USD 1424228.12000000 0.057647251164 Long DBT CORP US N 2 2028-07-22 Variable 4.97900000 N N N N N N Turkiye Government International Bond N/A 900123DP2 2734000.00000000 PA USD 2685611.40000000 0.108703172428 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAL5 400000.00000000 PA USD 406163.18000000 0.016439916135 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N GCAT 2025-INV1 Trust N/A 36171DAA6 12798285.21000000 PA USD 12921263.93000000 0.523002836888 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 7134000.00000000 PA USD 5215622.81000000 0.211108258491 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N N/A N/A N/A -33.00000000 NC USD -18046.88000000 -0.00073046797 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 -33.00000000 110.00000000 USD 2025-05-23 XXXX 10278.84000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 5000.00000000 PA USD 4682.40000000 0.000189525459 Long DBT CORP US Y 2 2029-06-01 Fixed 4.87500000 N N N N N N BANK 2017-BNK8 N/A 06650AAE7 50000.00000000 PA USD 47477.14000000 0.001921691178 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 2650000.00000000 PA USD 2682112.49000000 0.108561550071 Long DBT NUSS SA Y 2 2028-01-13 Fixed 5.12500000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAC5 275000.00000000 PA USD 268563.53000000 0.010870413980 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AU6 65000.00000000 PA USD 66108.41000000 0.002675812997 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Republic of Italy Government International Bond N/A 465410CA4 5000000.00000000 PA USD 4863777.25000000 0.196866909733 Long DBT NUSS IT N 2 2026-02-17 Fixed 1.25000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFU3 2160000.00000000 PA USD 1342558.44000000 0.054341578085 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N ASR Nederland NV 7245000G0HS48PZWUD53 N/A 200000.00000000 PA 249655.99000000 0.010105109819 Long DBT CORP NL N 2 2043-12-07 Variable 7.00000000 N N N N N N AMSR 2024-SFR2 Trust N/A 00179UAB4 220000.00000000 PA USD 210648.35000000 0.008526231275 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 2824538.30410000 PA USD 2385472.86000000 0.096554724047 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 2180000.00000000 PA USD 2196698.39000000 0.088913862914 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1500000.00000000 PA USD 1518358.90000000 0.061457301423 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FS2 200000.00000000 PA USD 137353.10000000 0.005559522763 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAE2 1340000.00000000 PA USD 1361233.06000000 0.055097454544 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 357758.83030000 PA USD 372358.43000000 0.015071630475 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 1210000.00000000 PA USD 1263230.30000000 0.051130681497 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 1250000.00000000 PA USD 1288512.67000000 0.052154014145 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAJ7 500000.00000000 PA USD 511667.52000000 0.020710324156 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N Sogecap SA 9695009HXSFK8D6V0T62 N/A 300000.00000000 PA 359390.25000000 0.014546728657 Long DBT CORP FR N 2 2044-05-16 Variable 6.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBG9 750000.00000000 PA USD 774208.42000000 0.031336965346 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 3140XQGP6 3752526.44000000 PA USD 3336750.64000000 0.135058772900 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N CK Hutchison Group Telecom Finance SA 254900OM17Q9YNDIUG82 N/A 1100000.00000000 PA 1021075.57000000 0.041329193698 Long DBT CORP LU N 2 2034-10-17 Fixed 2.62500000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAQ4 20000.00000000 PA USD 19830.70000000 0.000802670111 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DJ1 1230000.00000000 PA USD 1217236.37000000 0.049269024928 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAK5 86000.00000000 PA USD 85092.40000000 0.003444211560 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AW3 455000.00000000 PA USD 469423.72000000 0.019000458360 Long DBT CORP US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CM0 2064000.00000000 PA USD 1872297.44000000 0.075783365924 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DL8 6000.00000000 PA USD 5568.75000000 0.000225401482 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SS8 1708000.00000000 PA USD 929258.75000000 0.037612803599 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 3000000.00000000 PA USD 2840273.40000000 0.114963292584 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 3.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 8000.00000000 PA USD 7175.95000000 0.000290454728 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 100000.00000000 PA 99305.90000000 0.004019519119 Long DBT CORP BE N 2 2036-03-17 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SD1 3500000.00000000 PA USD 2656718.75000000 0.107533709596 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 8000.00000000 PA USD 8074.16000000 0.000326810798 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 10364235.00000000 PA 11552478.90000000 0.467599707778 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140XHK63 2813407.75480000 PA USD 2713255.78000000 0.109822110114 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BU3 318000.00000000 PA USD 265737.36000000 0.010756021539 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YBF6 780000.00000000 PA USD 787264.84000000 0.031865438778 Long DBT CORP US N 2 2030-02-15 Fixed 5.15000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 1100000.00000000 PA USD 1102150.37000000 0.044610788333 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N BANK 2024-BNK48 N/A 06541GAQ0 600000.00000000 PA USD 594643.74000000 0.024068880927 Long ABS-MBS CORP US N 2 2057-10-15 Variable 5.35500000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA3 529900P3PHNE8PW64Z68 35564NEY5 372000.00000000 PA USD 371625.02000000 0.015041944872 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 2000.00000000 PA USD 1903.65000000 0.000077052396 Long DBT CORP LU Y 2 2030-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3133KMVL6 3750000.29340000 PA USD 3142465.37000000 0.127194855877 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAH4 1023000.00000000 PA USD 1047027.61000000 0.042379632000 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBE5 800000.00000000 PA USD 734198.62000000 0.029717523237 Long DBT CORP US N 2 2030-10-15 Variable 2.73900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SX7 6475000.00000000 PA USD 4233031.25000000 0.171336748818 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FBD7 600000.00000000 PA USD 436379.52000000 0.017662956825 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TH1 3301000.00000000 PA USD 2788829.22000000 0.112881030954 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160BD0 378000.00000000 PA USD 369469.31000000 0.014954690061 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 N/A 500000.00000000 PA 538476.37000000 0.021795442816 Long DBT CORP GB N 2 2034-01-24 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140X7EN5 7999999.78020000 PA USD 6748925.41000000 0.273170423149 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 125000.00000000 PA USD 127387.09000000 0.005156137187 Long ABS-CBDO CORP US Y 2 2032-02-17 Fixed 5.15000000 N N N N N N BlackRock Funding Inc 529900VBK42Y5HHRMD23 09290DAC5 200000.00000000 PA USD 192494.90000000 0.007791449763 Long DBT CORP US N 2 2054-03-14 Fixed 5.25000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 N/A 61776GAA6 784184.02800000 PA USD 797653.96000000 0.032285950213 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RLV2 720000.00000000 PA USD 485454.64000000 0.019649328059 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440CF9 240000.00000000 PA USD 231648.81000000 0.009376248751 Long DBT CORP US N 2 2054-04-15 Fixed 5.55000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HBA6 750000.00000000 PA USD 721722.98000000 0.029212557535 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CT4 340000.00000000 PA USD 345245.35000000 0.013974197760 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N Mexico Government International Bond N/A 91087BAF7 7500000.00000000 PA USD 7282886.19000000 0.294783092330 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BL2 905000.00000000 PA USD 756503.46000000 0.030620336976 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 300000.00000000 PA USD 257952.83000000 0.010440933843 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3142GSU22 736173.92000000 PA USD 727445.77000000 0.029444193962 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Phinia Inc 254900HG6MORZE1FFM18 71880KAB7 10000.00000000 PA USD 9812.61000000 0.000397176537 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468N2 750000.00000000 PA USD 738276.81000000 0.029882592610 Long DBT CORP US N 2 2051-03-24 Variable 5.59700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TT5 5000000.00000000 PA USD 4607812.50000000 0.186506445685 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAF1 125000.00000000 PA USD 126553.59000000 0.005122400327 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 125000.00000000 PA USD 128594.45000000 0.005205006454 Long ABS-CBDO CORP US Y 2 2031-04-15 Fixed 5.56000000 N N N N N N Mexico Government International Bond N/A 91087BBC3 8825000.00000000 PA USD 9062718.53000000 0.366823828287 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N Aon North America Inc N/A 03740MAB6 950000.00000000 PA USD 965843.75000000 0.039093623037 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAG3 100000.00000000 PA USD 100356.02000000 0.004062023919 Long ABS-CBDO CORP US Y 2 2030-08-22 Fixed 4.82000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BP6 500000.00000000 PA USD 398794.59000000 0.016141664084 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAW3 50000.00000000 PA USD 45504.50000000 0.001841846333 Long DBT CORP US N 2 2042-08-15 Fixed 4.85000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FZ1 800000.00000000 PA USD 670514.66000000 0.027139842607 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Ginnie Mae II Pool N/A 21H062644 1000000.00000000 PA USD 1023696.90000000 0.041435295007 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 6.50000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 78009PEH0 276000.00000000 PA USD 277672.18000000 0.011239096937 Long DBT CORP GB N 2 2030-01-27 Variable 5.07600000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771AM0 30000.00000000 PA USD 29906.03000000 0.001210480539 Long DBT CORP US Y 2 2033-04-01 Fixed 6.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 1110000.00000000 PA USD 1152176.53000000 0.046635653992 Long DBT CORP US Y 2 2032-01-25 Fixed 6.15000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DS6 355000.00000000 PA USD 351853.87000000 0.014241685115 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 800000.00000000 PA USD 680941.74000000 0.027561890516 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418ECR9 1677058.11010000 PA USD 1455604.43000000 0.058917242957 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 15000.00000000 PA USD 14560.88000000 0.000589368160 Long DBT CORP US Y 2 2033-03-15 Fixed 8.62500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 441000.00000000 PA USD 358419.83000000 0.014507449805 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAJ0 366000.00000000 PA USD 362846.02000000 0.014686604874 Long DBT CORP US N 2 2054-10-15 Variable 6.62500000 N N N N N N Chile Government International Bond N/A 168863EE4 200000.00000000 PA USD 203269.54000000 0.008227565557 Long DBT NUSS CL N 2 2037-01-13 Fixed 5.65000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535KAF5 840000.00000000 PA USD 843337.82000000 0.034135056346 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 1010000.00000000 PA USD 1022274.15000000 0.041377707585 Long DBT CORP US Y 2 2029-07-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 15150000.00000000 NC USD 20580.80000000 0.000833031261 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 15150000.00000000 4.30000000 USD 2025-06-26 XXXX -9324.57000000 N N N OMERS Finance Trust 529900M039WCPES03P17 N/A 3739000.00000000 PA 3996109.21000000 0.161747060091 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 80000.00000000 PA USD 81230.45000000 0.003287894746 Long ABS-CBDO CORP US N 2 2031-07-15 Fixed 5.60000000 N N N N N N Ontario Teachers' Finance Trust 635400ZZE5J8OXXBBY26 68329AAQ1 250000.00000000 PA USD 253457.87000000 0.010258995231 Long DBT NUSS CA Y 2 2029-04-10 Fixed 4.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEQ5 920000.00000000 PA USD 913092.22000000 0.036958444931 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAX7 5000.00000000 PA USD 5061.86000000 0.000204884534 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Freddie Mac REMICS N/A 3137BKGE4 1071427.02600000 PA USD 952635.13000000 0.038558989136 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 3260000.00000000 PA USD 3270187.50000000 0.132364554189 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEB3 23000000.00000000 PA USD 21303750.00000000 0.862293483573 Long DBT UST US N 2 2029-02-28 Fixed 1.87500000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCY2 100000.00000000 PA USD 100873.98000000 0.004082988939 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 0.004627914301 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBC8 20000.00000000 PA USD 19597.11000000 0.000793215290 Long DBT CORP US Y 2 2030-04-15 Fixed 6.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AZ8 370000.00000000 PA USD 351001.09000000 0.014207167875 Long DBT CORP US N 2 2055-02-01 Fixed 5.30000000 N N N N N N N/A N/A N/A 1.00000000 NC 378.61000000 0.000015324669 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 44893.46000000 GBP 58369.74000000 USD 2025-04-02 378.61000000 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CJ7 1235000.00000000 PA USD 1135889.01000000 0.045976398117 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJK1 1390000.00000000 PA USD 1386704.17000000 0.056128426658 Long ABS-CBDO CORP US Y 2 2029-09-15 Fixed 4.30000000 N N N N N N IRV Trust N/A 45006HAA9 2110000.00000000 PA USD 2102205.66000000 0.085089162318 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.29460000 N N N N N N BMO 2024-C9 Mortgage Trust N/A 05593MAD5 460000.00000000 PA USD 481086.22000000 0.019472511296 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.75920000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TZ1 3100000.00000000 PA USD 3063187.50000000 0.123985994025 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 360000.00000000 PA USD 363296.05000000 0.014704820349 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.99000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHQ7 2000000.00000000 PA USD 2014062.50000000 0.081521467781 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAE3 70000.00000000 PA USD 70922.47000000 0.002870667545 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 270000.00000000 PA USD 270394.17000000 0.010944511214 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 4.63000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAU6 1300000.00000000 PA USD 1138448.47000000 0.046079995168 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDW8 13000000.00000000 PA USD 12004687.50000000 0.485903364599 Long DBT UST US N 2 2029-01-31 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 400000.00000000 PA USD 435568.94000000 0.017630147678 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BC8 6000000.00000000 PA USD 5990056.21000000 0.242454330158 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 435000.00000000 PA USD 451533.78000000 0.018276342714 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 1336000.00000000 PA USD 1350066.74000000 0.054645485057 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N N/A N/A N/A 30.00000000 NC USD 66637.15000000 0.002697214350 N/A DIR N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Long N/A Ultra U.S. Treasury Bond Futures 2025-06-18 3600862.85000000 USD 66637.15000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EL9 1812000.00000000 PA USD 1797297.50000000 0.072747658149 Long DBT CORP GB N 2 2035-11-18 Variable 5.87400000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAS9 120000.00000000 PA USD 122832.25000000 0.004971774863 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C3 N/A 05550MAU8 440000.00000000 PA USD 421309.28000000 0.017052971740 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.58300000 N N N N N N BANK 2022-BNK40 N/A 06541LBG0 1225000.00000000 PA USD 1108205.81000000 0.044855889147 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39290000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAL3 400000.00000000 PA USD 346323.80000000 0.014017849249 Long DBT CORP ES N 2 2032-11-22 Variable 3.22500000 N N N N N N DT Midstream Inc N/A 23345MAA5 18000.00000000 PA USD 16949.12000000 0.000686034887 Long DBT CORP US Y 2 2029-06-15 Fixed 4.12500000 N N N N N N Enterprise Fleet Financing LLC N/A 29390HAD1 280000.00000000 PA USD 284030.63000000 0.011496462424 Long ABS-CBDO CORP US Y 2 2031-09-22 Fixed 4.97000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZX5 750000.00000000 PA USD 748021.33000000 0.030277013128 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BT5 100000.00000000 PA USD 79120.80000000 0.003202504265 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBA6 100000.00000000 PA USD 94147.49000000 0.003810726614 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBS7 4325000.00000000 PA USD 4312266.71000000 0.174543894077 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 1200000.00000000 PA USD 1139023.56000000 0.046103272589 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 0.003921090061 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Freddie Mac Pool N/A 3132DNS87 8044209.15860000 PA USD 7582762.75000000 0.306920936774 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 200000.00000000 PA 216726.24000000 0.008772240777 Long DBT CORP AU N 2 2036-04-30 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140MNM45 1535106.12000000 PA USD 1348707.55000000 0.054590470298 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 6400000.00000000 PA USD 6339000.32000000 0.256578239432 Long ABS-MBS CORP US Y 2 2056-03-25 Variable 5.50000000 N N N N N N Progress Residential 2024-SFR4 Trust N/A 74334JAA8 210000.00000000 PA USD 195315.14000000 0.007905602181 Long ABS-CBDO CORP US Y 2 2041-07-17 Fixed 3.10000000 N N N N N N US Bank NA N/A 90357PBC7 1500000.00000000 PA USD 1502232.45000000 0.060804565038 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 710000.00000000 PA USD 701287.93000000 0.028385425671 Long DBT CORP US Y 2 2032-04-14 Fixed 5.95000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 300000.00000000 PA 318540.73000000 0.012893297927 Long DBT CORP FR N 2 2032-03-31 Variable 2.50000000 N N N N N N LPL Holdings Inc 549300Z5YF8CCRMYUL26 50212YAK0 445000.00000000 PA USD 453848.36000000 0.018370027969 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N BANK 2024-BNK48 N/A 06541GAH0 1620000.00000000 PA USD 1619163.59000000 0.065537485771 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 8250000.00000000 PA USD 7460771.18000000 0.301983189389 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 2.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YEB1 720000.00000000 PA USD 726606.73000000 0.029410232865 Long DBT CORP US N 2 2055-03-15 Fixed 5.60000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BX2 530000.00000000 PA USD 544236.36000000 0.022028584955 Long DBT CORP US N 2 2030-05-14 Variable 5.49200000 N N N N N N Garda World Security Corp 549300ZF1NDXLMCHNO20 36485MAN9 17000.00000000 PA USD 16610.92000000 0.000672345857 Long DBT CORP CA Y 2 2032-08-01 Fixed 8.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 500000.00000000 PA USD 482133.20000000 0.019514889001 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -270.42000000 -0.00001094555 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 50923.11000000 GBP 65509.51000000 USD 2025-04-02 -270.42000000 N N N GM Financial Revolving Receivables Trust 2023-1 N/A 38012RAA4 125000.00000000 PA USD 127217.74000000 0.005149282553 Long ABS-CBDO CORP US Y 2 2035-04-11 Fixed 5.12000000 N N N N N N Israel Government International Bond N/A 46514BRN9 715000.00000000 PA USD 720104.40000000 0.029147043671 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 3140MJ4H5 5463502.60500000 PA USD 4353429.24000000 0.176209994242 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDQ2 350000.00000000 PA USD 291938.88000000 0.011816557827 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F060642 -13500000.00000000 PA USD -13710937.50000000 -0.55496577175 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 700000.00000000 PA USD 691154.94000000 0.027975281389 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AH6 300000.00000000 PA USD 250960.20000000 0.010157899200 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 2000000.00000000 PA USD 1967522.60000000 0.079637712457 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XVU7 1622490.70000000 PA USD 1653512.56000000 0.066927799354 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AK9 1150000.00000000 PA USD 891794.11000000 0.036096379733 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBR1 20000.00000000 PA USD 19772.46000000 0.000800312781 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 1050000.00000000 NC USD 7766.07000000 0.000314340505 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 1050000.00000000 3.75000000 USD 2025-06-26 XXXX -2696.60000000 N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KED1 630000.00000000 PA USD 629743.65000000 0.025489589659 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.02000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QY7 2000000.00000000 PA USD 1555000.00000000 0.062940391572 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGH1 300000.00000000 PA USD 280384.81000000 0.011348893718 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBP4 1820000.00000000 PA USD 1145972.47000000 0.046384537615 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 7516143.42000000 PA USD 7579989.30000000 0.306808678234 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 10000.00000000 PA USD 9981.38000000 0.000404007694 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 945000.00000000 PA USD 936549.90000000 0.037907921178 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 80000.00000000 PA USD 80841.02000000 0.003272132124 Long ABS-CBDO CORP US Y 2 2031-02-20 Fixed 5.11000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 40000.00000000 PA USD 37827.32000000 0.001531103751 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140QKHM3 2858136.78700000 PA USD 2301536.66000000 0.093157310995 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 84000.00000000 PA USD 82008.26000000 0.003319377489 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 94973VAY3 300000.00000000 PA USD 264318.32000000 0.010698584283 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -31.00000000 NC USD -10850.94000000 -0.00043920412 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Short N/A CBOT US Treasure Bond Futures 2025-06-18 -3624867.81000000 USD -10850.94000000 N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAP0 480000.00000000 PA USD 482091.62000000 0.019513206004 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJF2 160000.00000000 PA USD 164605.17000000 0.006662581256 Long ABS-CBDO CORP US Y 2 2031-04-15 Fixed 5.24000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MBH5 500000.00000000 PA USD 457628.62000000 0.018523038287 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N SFS Auto Receivables Securitiz N/A 81885BAG0 260000.00000000 PA USD 262740.84000000 0.010634733988 Long ABS-CBDO CORP US Y 2 2030-12-20 Fixed 4.83000000 N N N N N N LAD Auto Receivables Trust 2024-2 N/A 505920AD0 70000.00000000 PA USD 71171.51000000 0.002880747722 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 5.46000000 N N N N N N Ginnie Mae II Pool N/A 21H050649 -500000.00000000 PA USD -491880.65000000 -0.01990942811 Short ABS-MBS USGA US N 2 2025-04-21 Fixed 5.00000000 N N N N N N Unibail-Rodamco-Westfield SE 969500SHQITWXSIS7N89 N/A 200000.00000000 PA 124745.39000000 0.005049211378 Long DBT CORP FR N 2 2049-07-01 Fixed 1.75000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAD4 16000.00000000 PA USD 15984.91000000 0.000647007392 Long DBT CORP US N 2 2029-06-15 Fixed 8.37500000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AH9 5000.00000000 PA USD 4885.63000000 0.000197751424 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AN9 133000.00000000 PA USD 131705.80000000 0.005330941880 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 400000.00000000 PA USD 394047.81000000 0.015949532771 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N N/A N/A N/A 5500000.00000000 NC -122905.49000000 -0.00497473933 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Euro Short Term rate ESTRON Y 2035-06-18 -4229.77000000 EUR 0.00000000 EUR 5500000.00000000 EUR -118541.95000000 N N N Ginnie Mae II Pool N/A 36179X5G7 4464079.51710000 PA USD 4405629.09000000 0.178322842473 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 520000.00000000 PA USD 415602.26000000 0.016821973622 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 610000.00000000 PA USD 605614.89000000 0.024512950687 Long ABS-CBDO CORP US N 2 2032-06-15 Fixed 4.76000000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DH1 35000.00000000 PA USD 34843.00000000 0.001410310008 Long DBT CORP CA N 2 2055-04-15 Variable 7.12500000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 031921AC3 37000.00000000 PA USD 37283.39000000 0.001509087566 Long DBT CORP US Y 2 2029-02-15 Fixed 6.37500000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 02344AAC2 2040000.00000000 PA USD 2051700.03000000 0.083044889567 Long DBT CORP US Y 2 2028-03-17 Fixed 4.80000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8Q8 800000.00000000 PA USD 806216.20000000 0.032632516604 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N N/A N/A N/A 1.00000000 NC -115847.22000000 -0.00468904783 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 16208273.24000000 USD 14872185.81000000 EUR 2025-04-15 -115847.22000000 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AW0 185000.00000000 PA USD 183912.55000000 0.007444069396 Long DBT CORP US N 2 2028-12-01 Fixed 4.50000000 N N N N N N Porsche Financial Auto Securitization Trust 2024-1 N/A 73328EAE1 250000.00000000 PA USD 250317.78000000 0.010131896521 Long ABS-CBDO CORP US Y 2 2032-12-22 Fixed 4.49000000 N N N N N N Ginnie Mae II Pool N/A 36179X2M7 2794180.32000000 PA USD 2847604.77000000 0.115260038113 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 8000.00000000 PA USD 8292.31000000 0.000335640667 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEA0 480000.00000000 PA USD 484097.31000000 0.019594388585 Long DBT CORP US N 2 2028-01-23 Variable 5.04000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDT3 800000.00000000 PA USD 812624.60000000 0.032891903874 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Abu Dhabi Developmental Holding Co PJSC 254900G082ZFKTCR2Q75 N/A 530000.00000000 PA USD 542230.65000000 0.021947401564 Long DBT CORP AE N 2 2029-05-08 Fixed 5.37500000 N N N N N N BBCMS Mortgage Trust 2022-C15 N/A 05552FBB2 500000.00000000 PA USD 478948.25000000 0.019385974532 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.68400000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAC7 5000.00000000 PA USD 5032.66000000 0.000203702630 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 -4500000.00000000 PA USD -3900585.60000000 -0.15788063345 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 1362897.77000000 PA USD 1213658.96000000 0.049124225194 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 95000.00000000 PA USD 95997.70000000 0.003885615966 Long DBT CORP GB Y 2 2032-02-15 Fixed 8.12500000 N N N N N N Nationstar Mortgage Holdings Inc N/A 43734LAA4 10000.00000000 PA USD 9960.01000000 0.000403142719 Long DBT CORP US Y 2 2026-02-01 Fixed 5.00000000 N N N N N N Volkswagen Auto Loan Enhanced Trust 2024-1 N/A 92868RAD0 1960000.00000000 PA USD 1971946.79000000 0.079816786573 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 4.63000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 84200000.00000000 PA 418196.97000000 0.016926997457 Long DBT NUSS JP N 2 2053-06-20 Fixed 1.20000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BZ1 50000.00000000 PA USD 48623.06000000 0.001968073592 Long DBT CORP KY Y 2 2031-05-15 Fixed 8.50000000 N N N N N N Verizon Master Trust Series 2025-2 N/A 92348KDX8 170000.00000000 PA USD 173550.37000000 0.007024648389 Long ABS-CBDO CORP US Y 2 2033-01-20 Fixed 5.34000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCB7 800000.00000000 PA USD 533305.08000000 0.021586128979 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAW3 440000.00000000 PA USD 369358.30000000 0.014950196805 Long DBT CORP ES N 2 2048-03-06 Fixed 4.89500000 N N N N N N N/A N/A N/A 1.00000000 NC -1571.96000000 -0.00006362686 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 315664.65000000 USD 243170.53000000 GBP 2025-06-18 -1571.96000000 N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017BK4 120000.00000000 PA USD 127194.27000000 0.005148332578 Long DBT CORP US N 2 2036-06-01 Fixed 6.05000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBT5 932000.00000000 PA USD 921998.68000000 0.037318944018 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761LAB8 10000.00000000 PA USD 9653.45000000 0.000390734355 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N Philippine Government International Bond N/A 718286CC9 200000.00000000 PA USD 191708.08000000 0.007759602329 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132D6AP5 2952830.82500000 PA USD 2595719.01000000 0.105064675820 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 1.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHR5 12113000.00000000 PA USD 12124355.94000000 0.490747080658 Long DBT UST US N 2 2030-07-31 Fixed 4.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAN7 1090000.00000000 PA USD 1120782.28000000 0.045364936058 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AP1 243000.00000000 PA USD 223701.97000000 0.009054591374 Long DBT CORP US N 2 2042-03-15 Fixed 4.87500000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAC5 750000.00000000 PA USD 752994.30000000 0.030478299738 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 4.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFF3 6000000.00000000 PA USD 5486250.00000000 0.222062201455 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BL0 350000.00000000 PA USD 361640.95000000 0.014637828296 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WCA6 905000.00000000 PA USD 862386.23000000 0.034906062381 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CL8 7897000.00000000 PA USD 8084884.59000000 0.327244888688 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 913000.00000000 PA USD 914806.96000000 0.037027850980 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC N/A 03969YAC2 30000.00000000 PA USD 29595.54000000 0.001197913103 Long DBT CORP N/A Y 2 2027-06-15 Fixed 6.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GL2 540000.00000000 PA USD 516073.63000000 0.020888666464 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 AP4289843 241000.00000000 PA USD 225424.73000000 0.009124322042 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N Aon North America Inc N/A 03740MAA8 830000.00000000 PA USD 839205.05000000 0.033967777785 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N Guatemala Government Bond N/A N/A 1700000.00000000 PA USD 1658145.93000000 0.067115340268 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D59 100000.00000000 PA USD 102860.62000000 0.004163400450 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DT4 1310000.00000000 PA USD 1284641.08000000 0.051997307141 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 720000.00000000 PA USD 712123.85000000 0.028824021843 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 0.001650815161 Long DBT CORP US N 2 2054-03-15 Variable 6.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 600000.00000000 PA USD 599538.25000000 0.024266991779 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Fannie Mae Pool N/A 31418FE60 486243.38250000 PA USD 473903.89000000 0.019181798330 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Champ Acquisition Corp N/A 15807XAA8 5000.00000000 PA USD 5185.77000000 0.000209899932 Long DBT CORP US Y 2 2031-12-01 Fixed 8.37500000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658BY7 110000.00000000 PA USD 109549.76000000 0.004434150991 Long DBT CORP PA Y 2 2030-03-15 Fixed 5.75000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCD5 610000.00000000 PA USD 606756.91000000 0.024559175244 Long DBT CORP CA N 2 2054-04-05 Fixed 5.95000000 N N N N N N Genesee & Wyoming Inc G617XSG94Z7G0RMW3L02 371559AB1 20000.00000000 PA USD 19976.50000000 0.000808571531 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -240.34000000 -0.00000972803 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 118806.35000000 USD 17629645.00000000 JPY 2025-06-18 -240.34000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBZ3 5839000.00000000 PA USD 5395600.94000000 0.218393077769 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAB9 490000.00000000 PA USD 428786.23000000 0.017355609785 Long DBT CORP US N 2 2031-05-28 Fixed 2.25000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AP9 500000.00000000 PA USD 397078.03000000 0.016072184368 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BE3 570000.00000000 PA USD 575427.85000000 0.023291095948 Long DBT CORP US N 2 2031-01-15 Variable 5.27200000 N N N N N N Studio City Finance Ltd 254900D6R731QAUIG324 86389QAG7 2000.00000000 PA USD 1804.31000000 0.000073031497 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 2104000.00000000 PA USD 1696350.00000000 0.068661693404 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N General Motors N/A 361886EH3 230000.00000000 PA USD 229978.04000000 0.009308622437 Long ABS-CBDO CORP US Y 2 2029-03-15 Fixed 4.88000000 N N N N N N Ginnie Mae II Pool N/A 36179W5D6 6929415.73460000 PA USD 6343956.33000000 0.256778839567 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N Progress Residential 2024-SFR1 Trust N/A 74331QAA5 99238.69000000 PA USD 93713.39000000 0.003793155924 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 0.004216572331 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N Freddie Mac REMICS N/A 3137BCHA9 1376577.94000000 PA USD 1245581.68000000 0.050416333552 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 600000.00000000 PA USD 590663.02000000 0.023907756762 Long DBT CORP US N 2 2034-01-31 Fixed 4.85000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 1740000.00000000 PA USD 1754523.69000000 0.071016339595 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 28622HAC5 540000.00000000 PA USD 484389.61000000 0.019606219760 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 300000.00000000 PA USD 262829.18000000 0.010638309650 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 75000.00000000 PA USD 75718.10000000 0.003064776117 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N N/A N/A N/A 1.00000000 NC 652.68000000 0.000026417964 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 190473.00000000 EUR 206753.70000000 USD 2025-04-15 652.68000000 N N N Houston Galleria Mall Trust 2025-HGLR N/A 44216XAA3 750000.00000000 PA USD 759685.95000000 0.030749151874 Long ABS-MBS CORP US Y 2 2045-02-05 Variable 5.46180000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAA1 20000.00000000 PA USD 20660.91000000 0.000836273804 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 1300000.00000000 PA USD 1261988.76000000 0.051080428755 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BU0 35000.00000000 PA USD 35374.25000000 0.001431812955 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N Oman Government International Bond N/A N/A 6340000.00000000 PA USD 6309388.58000000 0.255379670615 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAT5 30000.00000000 PA USD 26078.50000000 0.001055556914 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAU8 400000.00000000 PA USD 399808.28000000 0.016182694338 Long DBT CORP US N 2 2029-01-16 Variable 4.83300000 N N N N N N M&T Bank Auto Receivables Trus N/A 55287XAE5 280000.00000000 PA USD 282420.91000000 0.011431307179 Long ABS-CBDO CORP US Y 2 2032-07-15 Fixed 4.89000000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AK4 5000.00000000 PA USD 5179.12000000 0.000209630765 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BF9 400000.00000000 PA USD 390645.68000000 0.015811827694 Long DBT CORP US N 2 2064-11-01 Fixed 5.85000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AK9 3550000.00000000 PA USD 3672261.74000000 0.148638965833 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 560000.00000000 PA USD 594732.68000000 0.024072480874 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TD0 9000000.00000000 PA USD 5675625.00000000 0.229727369721 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Close Brothers Finance PLC 213800URQKPVH3SJBM16 N/A 700000.00000000 PA 713200.14000000 0.028867585904 Long DBT CORP GB N 2 2030-12-03 Fixed 1.62500000 N N N N N N Freddie Mac STACR REMIC Trust 2024-HQA2 5299002OYNAPMJKK2A73 35564NDY6 376666.68000000 PA USD 377020.75000000 0.015260343174 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 5.60200000 N N N N N N Hillenbrand Inc U246OE781574J2BUD366 431571AF5 10000.00000000 PA USD 10034.44000000 0.000406155358 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 3060000.00000000 PA USD 3151245.86000000 0.127550256185 Long DBT CORP US Y 2 2055-02-25 Fixed 6.37500000 N N N N N N N/A N/A N/A 5200000.00000000 NC USD -59400.98000000 -0.00240432214 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 5200000.00000000 USD -59400.98000000 N N N GM Financial Consumer Automobile Receivables Trust 2024-1 N/A 36268GAF2 125000.00000000 PA USD 126291.64000000 0.005111797603 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 150000.00000000 PA USD 148926.21000000 0.006027957538 Long DBT CORP US N 2 2028-08-16 Variable 4.55300000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 400000.00000000 PA USD 393395.20000000 0.015923117640 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAQ8 679000.00000000 PA USD 680891.42000000 0.027559853757 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 N/A 200000.00000000 PA 216801.89000000 0.008775302797 Long DBT CORP GB N 2 2043-01-17 Fixed 4.87500000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 800000.00000000 PA USD 669914.26000000 0.027115540735 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAH3 400000.00000000 PA USD 321562.61000000 0.013015611953 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397G23 400000.00000000 PA USD 387480.97000000 0.015683732462 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N Ginnie Mae II Pool N/A 3622ACCK4 486251.43030000 PA USD 482771.82000000 0.019540737871 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Malaysia Sovereign Sukuk Bhd N/A N/A 2030000.00000000 PA USD 2027836.61000000 0.082078990532 Long DBT NUSS MY N 2 2025-04-22 Fixed 3.04300000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DQ5 755000.00000000 PA USD 791060.87000000 0.032019087405 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 9047.62000000 PA USD 9246.22000000 0.000374251258 Long DBT CORP KY Y 2 2028-02-01 Fixed 8.37500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBJ1 118000.00000000 PA USD 110240.00000000 0.004462089239 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UD8 3189100.00000000 PA USD 2988286.36000000 0.120954285291 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 1218000.00000000 PA USD 1103973.55000000 0.044684583615 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N BANK 2019-BNK16 N/A 065405AE2 335000.00000000 PA USD 323980.54000000 0.013113480417 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 50000.00000000 PA USD 50912.52000000 0.002060742086 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 484399.48220000 PA USD 490513.28000000 0.019854082260 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FY5 362000.00000000 PA USD 273806.70000000 0.011082637243 Long DBT CORP US N 2 2047-09-15 Fixed 3.80000000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 96208TAD6 60000.00000000 PA USD 59325.11000000 0.002401251224 Long DBT CORP US Y 2 2033-03-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLJ8 17500000.00000000 PA USD 17193750.00000000 0.695936564369 Long DBT UST US N 2 2031-08-31 Fixed 3.75000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAC9 5000.00000000 PA USD 4844.81000000 0.000196099188 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DC6 1479000.00000000 PA USD 1372399.94000000 0.055549446699 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Rothesay Life PLC MFQO711J5UPYBWXSPG12 N/A 1003000.00000000 PA 1266166.62000000 0.051249532384 Long DBT CORP GB N 2 2026-07-12 Fixed 3.37500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCZ6 556000.00000000 PA USD 577752.88000000 0.023385204179 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Fannie Mae Pool N/A 3140QT4A4 210650.43500000 PA USD 219468.33000000 0.008883229985 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N SCCU Auto Receivables Trust 2024-1 N/A 78436RAG5 50000.00000000 PA USD 50838.53000000 0.002057747257 Long ABS-CBDO CORP US Y 2 2030-05-15 Fixed 5.16000000 N N N N N N Athora Holding Ltd 98450059DQ10TFC4B020 N/A 200000.00000000 PA 223089.82000000 0.009029813907 Long DBT CORP BM N 2 2034-09-10 Fixed 5.87500000 N N N N N N Capital One Prime Auto Receivables Trust 2024-1 N/A 14043NAE9 100000.00000000 PA USD 100613.62000000 0.004072450572 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 4.66000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972EAD7 55000.00000000 PA USD 55360.00000000 0.002240758892 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 2750000.00000000 PA USD 2697132.63000000 0.109169507301 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Freddie Mac Pool N/A 3132DSGJ5 1592436.97250000 PA USD 1635124.16000000 0.066183507974 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111GK3 320000.00000000 PA USD 318782.56000000 0.012903086271 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CZ0 740000.00000000 PA USD 748590.42000000 0.030300047692 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275RBV3 120000.00000000 PA USD 116148.21000000 0.004701230751 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 2000000.00000000 PA USD 1970735.00000000 0.079767737996 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31400000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 390000.00000000 PA USD 350794.02000000 0.014198786482 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 330000.00000000 PA USD 328123.82000000 0.013281184382 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 400000.00000000 PA USD 398308.96000000 0.016122007658 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 4.40000000 N N N N N N SBNA Auto Lease Trust N/A 78437KAD6 240000.00000000 PA USD 241630.82000000 0.009780281946 Long ABS-CBDO CORP US Y 2 2029-07-20 Fixed 4.87000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BS4 505000.00000000 PA USD 505647.40000000 0.020466652960 Long DBT CORP US N 2 2028-03-01 Fixed 4.55000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCE3 300000.00000000 PA USD 293686.05000000 0.011887276518 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N JP Morgan Mortgage Trust 2021-INV6 N/A 46654FAD0 2367317.71250000 PA USD 2025448.63000000 0.081982334329 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 3.00000000 N N N N N N PFS Financing Corp N/A 69335PFU4 1280000.00000000 PA USD 1290717.57000000 0.052243259977 Long ABS-CBDO CORP US Y 2 2030-02-15 Fixed 4.85000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 250000.00000000 PA USD 254600.74000000 0.010305254193 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDM9 566000.00000000 PA USD 578280.50000000 0.023406560198 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 880000.00000000 PA USD 827392.04000000 0.033489632785 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Los Angeles Department of Water & Power 549300S8NXV6YU61GG95 544495VY7 1835000.00000000 PA USD 1941245.77000000 0.078574127911 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KL0 3888000.00000000 PA USD 4017379.29000000 0.162607990743 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBF9 150000.00000000 PA USD 123442.06000000 0.004996457616 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 0.005989307685 Long DBT CORP GB N 2 2042-01-18 Fixed 2.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SC3 7600000.00000000 PA USD 5914937.50000000 0.239413815032 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAY7 1880000.00000000 PA USD 1716432.13000000 0.069474540430 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Verizon Master Trust Series 2025-2 N/A 92348KDV2 1580000.00000000 PA USD 1612270.08000000 0.065258463122 Long ABS-CBDO CORP US Y 2 2033-01-20 Fixed 4.94000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DZ0 200000.00000000 PA USD 188777.14000000 0.007640969203 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECJ2 374000.00000000 PA USD 383137.52000000 0.015507926388 Long DBT CORP GB N 2 2027-09-13 Variable 6.49600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCB5 6000000.00000000 PA USD 5220000.00000000 0.211285430229 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 15000.00000000 PA USD 14966.79000000 0.000605797828 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 550000.00000000 PA USD 512940.95000000 0.020761867682 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N Hungary Government International Bond N/A N/A 3200000.00000000 PA USD 3286223.36000000 0.133013623840 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N Kommuninvest I Sverige AB EV2XZWMLLXF2QRX0CD47 50046PCW3 12590000.00000000 PA USD 12610597.12000000 0.510428244818 Long DBT NUSS SE Y 2 2027-04-21 Fixed 4.12500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 614000.00000000 PA USD 620044.21000000 0.025096993806 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 400000.00000000 PA USD 386440.78000000 0.015641629590 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB60 750000.00000000 PA USD 745187.14000000 0.030162296068 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 0.004242364534 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 960000.00000000 PA USD 987831.36000000 0.039983596531 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.62530000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAH1 400000.00000000 PA USD 389221.89000000 0.015754198176 Long DBT CORP US N 2 2034-09-15 Fixed 4.95000000 N N N N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653AC4 5000.00000000 PA USD 5072.15000000 0.000205301033 Long DBT CORP US Y 2 2032-08-15 Fixed 6.87500000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160BB4 316000.00000000 PA USD 318507.48000000 0.012891952096 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 0.001124707559 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 2454000.00000000 PA USD 2304897.83000000 0.093293358169 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 9000000.00000000 PA USD 5803593.75000000 0.234907050257 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Pool N/A 3142GS5T1 1702343.87000000 PA USD 1715993.60000000 0.069456790430 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 870000.00000000 PA USD 869620.50000000 0.035198877677 Long DBT CORP CA N 2 2027-10-18 Variable 4.51000000 N N N N N N Dexia SA F4G136OIPBYND1F41110 25214BBD5 2070000.00000000 PA USD 2101433.48000000 0.085057907456 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 277896.23000000 PA USD 279145.87000000 0.011298746214 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 157000.00000000 PA USD 128611.23000000 0.005205685644 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 700000.00000000 PA 733984.94000000 0.029708874296 Long DBT CORP LU N 2 2026-10-20 Fixed 1.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XNE2 1462682.43970000 PA USD 1409896.42000000 0.057067159325 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464CAC5 25000.00000000 PA USD 25255.81000000 0.001022257601 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DT4 2000.00000000 PA USD 2012.36000000 0.000081452557 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N PFS Financing Corp N/A 69335PFE0 265000.00000000 PA USD 266855.19000000 0.010801266978 Long ABS-CBDO CORP US Y 2 2029-02-15 Fixed 4.95000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBA1 130000.00000000 PA USD 133442.48000000 0.005401235976 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PEW8 750000.00000000 PA USD 677375.00000000 0.027417522663 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Ginnie Mae II Pool N/A 36179YYX6 249999.68900000 PA USD 254232.78000000 0.010290360594 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAY7 660000.00000000 PA USD 555104.75000000 0.022468495388 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 7180000.00000000 PA 3526766.23000000 0.142749869774 Long DBT NUSS N/A N 2 2050-11-04 Fixed 0.30000000 N N N N N N N/A N/A N/A 1.00000000 NC 29867.45000000 0.001208918969 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3632934.22000000 EUR 3960878.39000000 USD 2025-04-15 29867.45000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 4139000.00000000 PA USD 4057729.50000000 0.164241211333 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N Freddie Mac REMICS N/A 3137BW2B9 793554.40000000 PA USD 714054.22000000 0.028902155762 Long ABS-MBS USGSE US N 2 2047-03-15 Fixed 3.50000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 2609000.00000000 PA USD 2572309.38000000 0.104117144451 Long DBT CORP US N 2 2028-01-12 Fixed 4.12500000 N N N N N N Atlassian Corp 549300V7ZY5P02D2MY38 049468AA9 62000.00000000 PA USD 63107.07000000 0.002554330351 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMQ9 2770000.00000000 PA USD 2763188.65000000 0.111843199754 Long DBT CORP US N 2 2036-02-12 Variable 5.74400000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 550000.00000000 PA USD 560741.00000000 0.022696629010 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDJ1 3590000.00000000 PA USD 3575453.28000000 0.144720533434 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 130000.00000000 PA USD 128860.56000000 0.005215777559 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 1776000.00000000 NC USD 102348.05000000 0.004142653597 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 97533.80000000 USD 0.00000000 USD 1776000.00000000 USD 4814.25000000 N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAB6 15000.00000000 PA USD 15232.73000000 0.000616562052 Long DBT CORP US Y 2 2028-12-15 Fixed 6.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 2000000.00000000 PA USD 1919315.15000000 0.077686461152 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 N/A 338000.00000000 PA USD 332530.96000000 0.013459568380 Long DBT CORP PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJE0 1149000.00000000 PA USD 813709.44000000 0.032935814006 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N Smurfit Kappa Treasury ULC 635400B3DOXSWFOWJT40 83272GAC5 520000.00000000 PA USD 524728.75000000 0.021238992279 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 0.004475930053 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 120000.00000000 PA USD 120757.40000000 0.004887792952 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.96000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DA5 159000.00000000 PA USD 113820.71000000 0.004607022544 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N Hyundai Auto Receivables Trust 2024-B N/A 44934QAG6 150000.00000000 PA USD 153025.35000000 0.006193874887 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 731242.98770000 PA USD 722344.78000000 0.029237725597 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.00000000 N N N N N N Gerdau Trade Inc 5493008RWEW71JB0LO29 N/A 1109000.00000000 PA USD 1108227.53000000 0.044856768288 Long DBT CORP VG N 2 2027-10-24 Fixed 4.87500000 N N N N N N Indonesia Government International Bond N/A 455780DQ6 200000.00000000 PA USD 199550.76000000 0.008077043712 Long DBT NUSS ID N 2 2028-01-11 Fixed 4.55000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DV0 935000.00000000 PA USD 914175.83000000 0.037002305277 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 20000.00000000 PA USD 17595.48000000 0.000712197042 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGP3 750000.00000000 PA USD 560370.93000000 0.022681650006 Long DBT CORP US N 2 2052-03-01 Fixed 3.87500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAR9 850000.00000000 PA USD 832468.77000000 0.033695119199 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 0.008769604971 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 349797.61000000 PA USD 340207.91000000 0.013770301653 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 116750.77430000 PA USD 120023.81000000 0.004858100063 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 2310524.80200000 PA USD 2038636.34000000 0.082516121873 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.00000000 N N N N N N N/A N/A N/A -112.00000000 NC USD -15028.44000000 -0.00060829318 N/A DIR N/A N 1 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A CBOT 2 Year US Treasury Note Future 2025-06-30 -23188221.67000000 USD -15028.44000000 N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAS6 1000000.00000000 PA USD 971651.30000000 0.039328690220 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 510000.00000000 PA USD 519036.38000000 0.021008587136 Long ABS-CBDO CORP US Y 2 2029-04-15 Fixed 5.34000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RS9 5000000.00000000 PA USD 3542187.50000000 0.143374063197 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDE2 894000.00000000 PA USD 913003.48000000 0.036954853079 Long DBT CORP US N 2 2030-02-01 Variable 5.70000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BN8 400000.00000000 PA USD 391763.20000000 0.015857060586 Long DBT CORP DE N 2 2032-12-01 Variable 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 410500.00000000 PA USD 405866.77000000 0.016427918604 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397B51 1750000.00000000 PA USD 1619407.58000000 0.065547361543 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 11425000.00000000 PA USD 7556566.41000000 0.305860610152 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 175000.00000000 PA USD 178013.15000000 0.007205284479 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 4000000.00000000 PA USD 4125312.40000000 0.166976705989 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 120000.00000000 PA USD 121259.76000000 0.004908126544 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 4.88000000 N N N N N N Verizon Master Trust Series 2024-5 N/A 92348KDB6 290000.00000000 PA USD 295232.96000000 0.011949889458 Long ABS-CBDO CORP US Y 2 2032-06-21 Fixed 5.00000000 N N N N N N N/A N/A N/A 3933110000.00000000 NC 4735.26000000 0.000191665028 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 3933110000.00000000 JPY 4735.26000000 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 1100000.00000000 PA 1093814.82000000 0.044273397478 Long DBT CORP AT N 2 2033-06-17 Variable 1.37500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAN2 22000.00000000 PA USD 21645.52000000 0.000876127012 Long DBT CORP US N 2 2028-12-15 Fixed 4.75000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M3H5 250000.00000000 PA USD 243454.91000000 0.009854114061 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550BK6 70000.00000000 PA USD 62363.66000000 0.002524239987 Long DBT CORP US N 2 2033-04-30 Fixed 5.62500000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AE0 440000.00000000 PA USD 439933.60000000 0.017806812250 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.44000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DW8 600000.00000000 PA USD 566183.28000000 0.022916911475 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 430000.00000000 PA USD 412375.28000000 0.016691357940 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N N/A N/A N/A 1050000.00000000 NC USD 1426.42000000 0.000057735969 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 1050000.00000000 4.30000000 USD 2025-06-26 XXXX -649.08000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 35000.00000000 PA USD 37307.44000000 0.001510061017 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N N/A N/A N/A 17000000.00000000 NC -1378885.80000000 -0.05581196925 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 -1550965.49000000 EUR 17000000.00000000 EUR 166254.71000000 N N N Santander Drive Auto Receivables Trust 2024-4 N/A 802919AD2 170000.00000000 PA USD 171212.34000000 0.006930013968 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 2400000.00000000 PA USD 1768500.00000000 0.071582046620 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 18912UAC6 5000.00000000 PA USD 5081.10000000 0.000205663294 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 7000.00000000 PA USD 6920.10000000 0.000280098909 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDB8 400000.00000000 PA USD 414661.96000000 0.016783913911 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AJ8 353000.00000000 PA USD 355153.29000000 0.014375232887 Long DBT CORP US N 2 2028-12-06 Fixed 4.87500000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513ECA7 53000.00000000 PA USD 49463.41000000 0.002002087713 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N Freddie Mac Pool N/A 3132DWBP7 24240316.43740000 PA USD 19360624.39000000 0.783643267002 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp N/A 69007TAC8 7000.00000000 PA USD 6393.00000000 0.000258763937 Long DBT CORP US Y 2 2030-03-15 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 36179V7D6 3500000.31640000 PA USD 2863909.21000000 0.115919978845 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DCC7 500000.00000000 PA USD 500424.99000000 0.020255269982 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N South Bow Canadian Infrastructure Holdings Ltd 2549004FYUSYLPBT1G26 836720AH5 13000.00000000 PA USD 13174.37000000 0.000533247592 Long DBT CORP CA Y 2 2055-03-01 Variable 7.50000000 N N N N N N Diebold Nixdorf Inc 549300XZK6EWDBAZSY16 253651AK9 7000.00000000 PA USD 7273.94000000 0.000294420985 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 780000.00000000 PA USD 693973.97000000 0.028089384831 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 300000.00000000 PA 341521.13000000 0.013823455725 Long DBT CORP CH N 2 2032-03-17 Variable 4.75000000 N N N N N N Hyundai Auto Lease Securitization Trust 2025-A N/A 44935WAE7 260000.00000000 PA USD 262390.08000000 0.010620536578 Long ABS-CBDO CORP US Y 2 2029-01-16 Fixed 4.90000000 N N N N N N JetBlue Airways Corp / JetBlue Loyalty LP N/A 476920AA1 22000.00000000 PA USD 21702.01000000 0.000878413509 Long DBT CORP N/A Y 2 2031-09-20 Fixed 9.87500000 N N N N N N GREAT AMERICA LEASING RECEIVAB N/A 39154GAJ5 320000.00000000 PA USD 320117.54000000 0.012957121104 Long ABS-CBDO CORP US Y 2 2029-04-16 Fixed 4.49000000 N N N N N N Ryan Specialty LLC 549300K52N7QBO3PYY45 78351GAA3 25000.00000000 PA USD 24694.10000000 0.000999521751 Long DBT CORP US Y 2 2032-08-01 Fixed 5.87500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 920000.00000000 PA USD 911724.81000000 0.036903097458 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 500000.00000000 PA USD 528553.72000000 0.021393812285 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAS9 400000.00000000 PA USD 399265.86000000 0.016160739273 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 400000.00000000 PA USD 377454.72000000 0.015277908602 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMH1 6500000.00000000 PA USD 6522343.75000000 0.263999273050 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N N/A N/A N/A 14000000.00000000 NC USD 45.22000000 0.000001830330 N/A DIR N/A N 1 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 United States SOFR Secured Ove SOFRRATE Y 2025-12-12 -1157.49000000 USD 0.00000000 USD 14000000.00000000 USD 1202.71000000 N N N Connecticut Avenue Securities Trust 2024-R06 N/A 20755RAA3 536441.38000000 PA USD 535770.83000000 0.021685933011 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 1000000.00000000 PA USD 780312.50000000 0.031584034918 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 300000.00000000 PA 316145.37000000 0.012796343010 Long DBT CORP GB N 2 2173-06-22 Variable 3.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 520000.00000000 PA USD 463295.30000000 0.018752403598 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEV4 1750000.00000000 PA USD 1778000.97000000 0.071966609175 Long DBT CORP US N 2 2031-01-24 Variable 5.14000000 N N N N N N Alumina Pty Ltd N/A 02220AAB3 65000.00000000 PA USD 64164.37000000 0.002597125770 Long DBT CORP AU Y 2 2032-09-15 Fixed 6.37500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAG1 110000.00000000 PA USD 108923.10000000 0.004408786215 Long DBT CORP US N 2 2054-06-15 Fixed 5.70000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GG2 510000.00000000 PA USD 379665.96000000 0.015367411054 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 3136AVYC7 764427.38600000 PA USD 686803.76000000 0.027799162435 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 0.003152576547 Long DBT CORP DE N 2 2036-01-12 Fixed 1.00000000 N N N N N N Pebblebrook Hotel LP / PEB Finance Corp N/A 70510LAA7 5000.00000000 PA USD 4940.00000000 0.000199952112 Long DBT CORP US Y 2 2029-10-15 Fixed 6.37500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAH4 2430000.00000000 PA USD 2427901.72000000 0.098272080357 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BC7 2000000.00000000 PA USD 2081735.15000000 0.084260595170 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 300000.00000000 PA USD 259951.39000000 0.010521827830 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N N/A N/A N/A 1.00000000 NC 12424.18000000 0.000502882800 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1097307.29000000 EUR 1199763.86000000 USD 2025-04-15 12424.18000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAN0 5000.00000000 PA USD 4916.30000000 0.000198992827 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 500000.00000000 PA USD 507699.54000000 0.020549715658 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJA8 910000.00000000 PA USD 714684.70000000 0.028927675156 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N Latvia Government International Bond N/A 518417AD2 3500000.00000000 PA USD 3468559.74000000 0.140393895966 Long DBT NUSS LV Y 2 2034-07-30 Fixed 5.12500000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LCF4 898000.00000000 PA USD 876889.92000000 0.035493115710 Long DBT CORP US N 2 2054-10-15 Fixed 5.35000000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 N/A 6312000.00000000 PA USD 6377012.97000000 0.258116844625 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 3500000.00000000 PA USD 2984576.00000000 0.120804104255 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 2.50000000 N N N N N N Equinix Europe 2 Financing Corp LLC 254900FSZR46BPMCKI50 29390XAA2 1100000.00000000 PA USD 1120489.72000000 0.045353094359 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CC1 1550000.00000000 PA USD 1318589.52000000 0.053371408817 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N N/A N/A N/A 93010000.00000000 NC USD -1739674.63000000 -0.07041530702 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 -2023005.75000000 USD 93010000.00000000 USD 283331.12000000 N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 295000.00000000 PA USD 331481.18000000 0.013417077342 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N Bell Telephone Co of Canada or Bell Canada 5493000G3EFX9S7TDE29 0778FPAA7 800000.00000000 PA USD 651065.64000000 0.026352621428 Long DBT CORP CA N 2 2048-04-01 Fixed 4.46400000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGK0 630000.00000000 PA USD 496751.59000000 0.020106584944 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N BANK 2024-BNK47 N/A 06540GAV0 510000.00000000 PA USD 533498.56000000 0.021593960302 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.71600000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAS4 360000.00000000 PA USD 366610.90000000 0.014838992669 Long DBT CORP US N 2 2029-07-01 Fixed 5.20000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAT1 2048000.00000000 PA USD 2119943.54000000 0.085807123163 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N Freddie Mac Pool N/A 3142GSU30 722410.95000000 PA USD 712491.45000000 0.028838900871 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 6730000.00000000 PA USD 6756856.76000000 0.273491453550 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 125000.00000000 PA USD 126928.70000000 0.005137583331 Long ABS-CBDO CORP US Y 2 2031-03-15 Fixed 5.35000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CH9 550000.00000000 PA USD 546265.97000000 0.022110735726 Long DBT CORP US N 2 2055-05-15 Variable 6.25000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAS7 40000.00000000 PA USD 36866.13000000 0.001492198493 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG N/A N/A 600000.00000000 PA 644032.55000000 0.026067949120 Long DBT CORP NL N 2 2047-09-29 Variable 3.37500000 N N N N N N World Omni Auto Receivables Trust 2025-A N/A 98164YAG6 220000.00000000 PA USD 223249.55000000 0.009036279160 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 1510000.00000000 PA USD 1571738.90000000 0.063617917566 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -618744.19000000 -0.02504437402 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 27415679.80000000 GBP 34795460.18000000 USD 2025-04-02 -618744.19000000 N N N N/A N/A N/A 1.00000000 NC 1621.76000000 0.000065642578 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 500000.00000000 EUR 542646.00000000 USD 2025-04-15 1621.76000000 N N N GM Financial Consumer Automobile Receivables Trust 2024-3 N/A 38013KAF7 40000.00000000 PA USD 40937.56000000 0.001656994248 Long ABS-CBDO CORP US N 2 2030-01-16 Fixed 5.39000000 N N N N N N Yorkshire Water Finance PLC 213800O8BDOGHJMTCP32 N/A 605000.00000000 PA 736337.54000000 0.029804098454 Long DBT CORP GB N 2 2026-11-26 Fixed 1.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 634000.00000000 PA USD 442264.75000000 0.017901168195 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 666000.00000000 PA USD 570886.88000000 0.023107295029 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Fannie Mae REMICS N/A 3136AUY62 5783152.02510000 PA USD 5099087.84000000 0.206391373190 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 2750000.00000000 PA USD 2822857.68000000 0.114258371531 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 1000000.31870000 PA USD 1033657.43000000 0.041838458775 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 740662.24130000 PA USD 754961.61000000 0.030557928845 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 100000.00000000 PA 114244.56000000 0.004624178354 Long DBT CORP NL N 2 2033-09-21 Variable 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 545766.06000000 0.022090501301 Long DBT CORP FR N 2 2033-03-08 Variable 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TB4 4000000.00000000 PA USD 2300000.00000000 0.093095112936 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJX0 1052000.00000000 PA USD 1050685.00000000 0.042527669015 Long DBT UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCX4 140000.00000000 PA USD 141323.17000000 0.005720215857 Long ABS-CBDO CORP CA Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 2000000.00000000 PA USD 1790983.17000000 0.072492078468 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 21H040640 4250000.00000000 PA USD 3979122.43000000 0.161059500873 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 4.00000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DM3 100000.00000000 PA USD 100266.31000000 0.004058392805 Long ABS-CBDO CORP US Y 2 2028-11-15 Fixed 4.92000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DJ3 241000.00000000 PA USD 177857.47000000 0.007198983154 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BV8 590000.00000000 PA USD 593722.64000000 0.024031598358 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N N/A N/A N/A -217.00000000 NC USD -123984.61000000 -0.00501841794 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Short N/A US 10YR NOTE (CBT)Jun25 2025-06-18 -24010484.14000000 USD -123984.61000000 N N N JP Morgan Mortgage Trust 2021-INV4 N/A 46654DAD5 2450081.43580000 PA USD 2096260.28000000 0.084848516308 Long ABS-MBS CORP US Y 2 2052-01-25 Variable 3.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BF2 5000.00000000 PA USD 4873.39000000 0.000197255996 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 0.011299161094 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 2508380.60200000 PA USD 2417622.38000000 0.097856012392 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EAV7 430000.00000000 PA USD 431353.42000000 0.017459519717 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DM9 1396000.00000000 PA USD 1392621.54000000 0.056367938932 Long DBT CORP US N 2 2030-09-06 Variable 4.89500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 30000.00000000 PA USD 28091.42000000 0.001137032138 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAU3 13000.00000000 PA USD 13974.41000000 0.000565630120 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 1846000.00000000 PA USD 1916129.17000000 0.077557504992 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N Ginnie Mae II Pool N/A 3622ADQ27 3741261.19000000 PA USD 3692274.99000000 0.149449024863 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCB0 800000.00000000 PA USD 775610.44000000 0.031393713698 Long DBT CORP US N 2 2027-04-22 Variable 1.57800000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 200000.00000000 PA 212105.54000000 0.008585212695 Long DBT CORP NL N 2 2173-06-14 Variable 3.87500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 100000.00000000 PA USD 86749.52000000 0.003511285374 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 09581JAT3 100000.00000000 PA USD 102494.18000000 0.004148568374 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 1502000.00000000 PA USD 1509510.00000000 0.061099132142 Long DBT UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N United Utilities Water Finance PLC 213800313INX42GDLR44 N/A 900000.00000000 PA 953290.96000000 0.038585534601 Long DBT CORP GB N 2 2034-05-23 Fixed 3.75000000 N N N N N N N/A N/A N/A -28.00000000 NC -58979.05000000 -0.00238724405 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 -25881003.55000000 JPY -58979.05000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJM2 449000.00000000 PA USD 279030.54000000 0.011294078101 Long DBT CORP US N 2 2051-10-24 Variable 2.83100000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBD1 150000.00000000 PA USD 97958.10000000 0.003964965383 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N Freddie Mac Pool N/A 3133AYQM5 6708.58970000 PA USD 5873.04000000 0.000237717966 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 12511VAA6 10000.00000000 PA USD 9791.93000000 0.000396339490 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLH2 19000000.00000000 PA USD 18940625.00000000 0.766643314548 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 30000.00000000 PA USD 31442.47000000 0.001272669693 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AS7 800000.00000000 PA USD 800429.84000000 0.032398307109 Long DBT CORP GB N 2 2030-08-15 Variable 4.96400000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 200000.00000000 PA USD 143139.19000000 0.005793721329 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 4294000.00000000 PA 4621458.85000000 0.187058797205 Long DBT NUSS GR Y 2 2034-06-15 Fixed 3.37500000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AE7 110000.00000000 PA USD 77496.96000000 0.003136777497 Long DBT CORP CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BK5 680000.00000000 PA USD 376239.54000000 0.015228722811 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3140XJNR0 1156680.42600000 PA USD 1014831.73000000 0.041076467180 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AG2 2110000.00000000 PA USD 2093503.03000000 0.084736913482 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 390000.00000000 PA USD 425793.27000000 0.017234466329 Long DBT CORP US N 2 2034-10-25 Variable 6.47400000 N N N N N N Mexico Government International Bond N/A 91087BAC4 1200000.00000000 PA USD 1184213.59000000 0.047932390392 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CM6 20000.00000000 PA USD 19393.45000000 0.000784971920 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PFL1 1000000.00000000 PA USD 981407.28000000 0.039723574594 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAW0 2670000.00000000 PA USD 2673493.76000000 0.108212697183 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 28470RAK8 2000.00000000 PA USD 2009.13000000 0.000081321819 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDC6 2000000.00000000 PA USD 2225470.48000000 0.090078445944 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N M&T Bank Auto Receivables Trus N/A 55287XAD7 390000.00000000 PA USD 392759.91000000 0.015897403555 Long ABS-CBDO CORP US Y 2 2030-06-17 Fixed 4.73000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 84200000.00000000 PA 528399.04000000 0.021387551436 Long DBT NUSS JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBB3 3480000.00000000 PA USD 3491006.47000000 0.141302452863 Long DBT CORP US Y 2 2027-08-20 Fixed 4.65000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBT2 90000.00000000 PA USD 89145.13000000 0.003608250410 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N Korea Hydro & Nuclear Power Co Ltd 9884008CRY5MLCN8OQ43 N/A 237000.00000000 PA USD 240763.74000000 0.009745185898 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 91421.55000000 PA USD 91470.88000000 0.003702387784 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 21070000.00000000 PA USD 19213206.25000000 0.777676350310 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 0.008208029750 Long DBT NUSS PH N 2 2027-10-13 Fixed 5.17000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFC0 3939000.00000000 PA USD 3734664.38000000 0.151164783580 Long DBT UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 500000.00000000 PA USD 505523.18000000 0.020461625014 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 580000.00000000 PA USD 530997.06000000 0.021492709247 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 5000.00000000 PA USD 5047.02000000 0.000204283868 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 1748334.37410000 PA USD 1815037.18000000 0.073465691850 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.50000000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 200000.00000000 PA 235050.78000000 0.009513947352 Long DBT CORP LU N 2 2028-10-20 Fixed 2.62500000 N N N N N N BANK 2021-BNK35 N/A 06540CBF3 140000.00000000 PA USD 119845.36000000 0.004850877097 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.28500000 N N N N N N Terex Corp YAWJZJYEQ7M1SYMOS462 880779BB8 7000.00000000 PA USD 6798.85000000 0.000275191177 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 379803.63000000 PA USD 377067.80000000 0.015262247576 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SA7 11403000.00000000 PA USD 8691224.06000000 0.351787167574 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBS0 526000.00000000 PA USD 515135.83000000 0.020850707944 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 N/A 355000.00000000 PA USD 348500.88000000 0.014105969035 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCQ5 800000.00000000 PA USD 755364.39000000 0.030574231823 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBS9 2850000.00000000 PA USD 2842502.75000000 0.115053528057 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 2691000.00000000 PA USD 2668737.45000000 0.108020180132 Long DBT NUSS ID N 2 2027-09-20 Fixed 4.15000000 N N N N N N Freddie Mac Pool N/A 3132DVME2 6159534.74100000 PA USD 5965290.12000000 0.241451894530 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -269932.94000000 -0.01092584240 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 100407781.66000000 EUR 108776569.45000000 USD 2025-06-18 -269932.94000000 N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 5000.00000000 PA USD 4902.41000000 0.000198430614 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 150000.00000000 PA USD 149607.18000000 0.006055520573 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 6939000.00000000 PA USD 6949842.19000000 0.281302758073 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 7000000.00000000 PA USD 6688281.25000000 0.270715781877 Long DBT UST US N 2 2026-09-30 Fixed 0.87500000 N N N N N N BofA Auto Trust 2024-1 N/A 09709AAD4 100000.00000000 PA USD 102097.53000000 0.004132513515 Long ABS-CBDO CORP US Y 2 2030-06-17 Fixed 5.31000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 88339WAC0 125000.00000000 PA USD 123288.11000000 0.004990226314 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N N/A N/A N/A 1.00000000 NC -49238.46000000 -0.00199298260 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 17965790.85000000 USD 13869984.44000000 GBP 2025-04-02 -49238.46000000 N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 253000.00000000 PA USD 220642.54000000 0.008930757469 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464CAD3 20000.00000000 PA USD 20247.93000000 0.000819557969 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N Freddie Mac REMICS N/A 3137BBR36 1518021.31800000 PA USD 1369651.28000000 0.055438191563 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 288949.41000000 PA USD 289124.77000000 0.011702653528 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 870000.00000000 PA USD 812645.08000000 0.032892732826 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.40000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CR3 500000.00000000 PA USD 514284.60000000 0.020816253442 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAT9 450000.00000000 PA USD 450464.05000000 0.018233044177 Long DBT CORP US N 2 2032-08-05 Variable 5.15300000 N N N N N N BMO Mortgage Trust N/A 05613XAC9 1340000.00000000 PA USD 1396641.93000000 0.056530668784 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.68740000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBA8 1720500.00000000 PA USD 1727100.48000000 0.069906354016 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BJ0 1500000.00000000 PA USD 1523368.55000000 0.061660072698 Long DBT CORP US N 2 2029-07-15 Fixed 5.10000000 N N N N N N ARI Fleet Lease Trust 2024-B N/A 04033HAC9 100000.00000000 PA USD 101640.84000000 0.004114028469 Long ABS-CBDO CORP US Y 2 2033-04-15 Fixed 5.26000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AX1 1210000.00000000 PA USD 1237369.75000000 0.050083946356 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AW6 150000.00000000 PA USD 157205.49000000 0.006363070802 Long DBT CORP US N 2 2035-04-01 Fixed 5.87500000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 N/A 200000.00000000 PA USD 196195.44000000 0.007941233323 Long DBT CORP SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 1250000.00000000 PA USD 1377309.57000000 0.055748169551 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DN4 500000.00000000 PA USD 371291.77000000 0.015028456200 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AU6 74000.00000000 PA USD 82554.47000000 0.003341485960 Long DBT CORP US N 2 2034-02-01 Fixed 7.65000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KCF1 1490000.00000000 PA USD 1495409.74000000 0.060528408100 Long ABS-CBDO CORP US Y 2 2030-02-15 Fixed 4.55000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBL2 1500000.00000000 PA USD 941868.10000000 0.038123181365 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAQ4 15000.00000000 PA USD 14670.07000000 0.000593787749 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Freddie Mac Pool N/A 3142GUKR3 1000000.00000000 PA USD 1042797.80000000 0.042208425635 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MDQ0 3323000.00000000 PA USD 3383601.71000000 0.136955123184 Long DBT CORP JP N 2 2044-07-09 Fixed 5.83600000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CZ3 430000.00000000 PA USD 394664.49000000 0.015974493595 Long DBT CORP US N 2 2055-03-15 Fixed 5.12500000 N N N N N N Connecticut Avenue Securities Trust 2024-R05 N/A 20754XAA1 96272.08000000 PA USD 96033.11000000 0.003887049226 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 5.35200000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CP9 25000.00000000 PA USD 23988.74000000 0.000970971504 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 150000.00000000 PA USD 129166.38000000 0.005228155971 Long DBT CORP US N 2 2032-04-23 Variable 2.30700000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8R6 200000.00000000 PA USD 203223.98000000 0.008225721464 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKU4 5205000.00000000 PA USD 5367656.25000000 0.217261984694 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 21H020642 2000000.00000000 PA USD 1635550.60000000 0.066200768617 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 2.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 2003000.00000000 PA USD 2128647.41000000 0.086159422189 Long DBT CORP GB N 2 2028-11-03 Variable 7.39000000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAD8 220000.00000000 PA USD 214789.89000000 0.008693864811 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 5054816.29850000 PA USD 4602827.77000000 0.186304683076 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 3.50000000 N N N N N N RCKT Mortgage Trust 2024-INV1 N/A 74938QAA2 2330876.79750000 PA USD 2366718.69000000 0.095795627710 Long ABS-MBS CORP US Y 2 2054-06-25 Variable 6.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AJ7 30000.00000000 PA USD 30227.56000000 0.001223494831 Long DBT CORP US Y 2 2031-05-01 Fixed 6.75000000 N N N N N N Republic of South Africa Government International Bond N/A 836205BA1 2700000.00000000 PA USD 2540800.26000000 0.102841777023 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Morocco Government International Bond N/A N/A 1700000.00000000 PA USD 1576397.08000000 0.063806462693 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGG3 100000.00000000 PA USD 101156.89000000 0.004094440042 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 8533718.24800000 PA USD 7614859.52000000 0.308220090003 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VGC2 540000.00000000 PA USD 371672.80000000 0.015043878822 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAD2 1000000.00000000 PA USD 996031.60000000 0.040315510560 Long DBT CORP US Y 2 2030-02-10 Fixed 5.90000000 N N N N N N Starwood Property Trust Inc BUGSFQZERKRBFWIG5267 85571BBE4 35000.00000000 PA USD 34737.30000000 0.001406031681 Long DBT CORP US Y 2 2030-10-15 Fixed 6.50000000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AN6 15000.00000000 PA USD 14574.32000000 0.000589912159 Long DBT CORP US Y 2 2033-04-01 Fixed 6.62500000 N N N N N N N/A N/A N/A -14.00000000 NC 11148.51000000 0.000451248607 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Long Gilt Future 2025-06-26 -1649419.50000000 GBP 11148.51000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDH2 575000.00000000 PA USD 574311.74000000 0.023245920128 Long DBT CORP MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N Dell International LLC / EMC Corp N/A 24703TAF3 250000.00000000 PA USD 257842.26000000 0.010436458397 Long DBT CORP US N 2 2027-07-15 Fixed 6.10000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EJ0 1595000.00000000 PA USD 1593714.29000000 0.064507396441 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BJ3 744000.00000000 PA USD 747863.84000000 0.030270638541 Long DBT CORP US N 2 2031-03-05 Variable 5.25300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMK4 15000000.00000000 PA USD 15267187.50000000 0.617956758492 Long DBT UST US N 2 2032-01-31 Fixed 4.37500000 N N N N N N N/A N/A N/A -2000000.00000000 NC USD -92746.51000000 -0.00375402035 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 -2000000.00000000 3.94000000 USD 2026-01-29 XXXX 21253.49000000 N N N Fannie Mae Pool N/A 3140XRZN8 1500000.36350000 PA USD 1363061.73000000 0.055171472040 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 500000.00000000 PA 496648.88000000 0.020102427640 Long DBT CORP DE N 2 2030-11-19 Variable 1.75000000 N N N N N N Hellenic Republic Government Bond N/A N/A 1140000.00000000 PA 1259286.36000000 0.050971046044 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 100000.00000000 PA USD 100771.02000000 0.004078821516 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 5.03000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 130000.00000000 PA USD 98767.80000000 0.003997738911 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 0.011803706654 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 694663.72370000 PA USD 703865.52000000 0.028489756554 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAN5 500000.00000000 PA USD 508632.30000000 0.020587470178 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Santander Drive Auto Receivabl N/A 80287NAF2 6415000.00000000 PA USD 6440241.10000000 0.260676075018 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Fannie Mae Pool N/A 3140QLWK8 12915164.86000000 PA USD 10891399.85000000 0.440841782204 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Serbia International Bond N/A N/A 1000000.00000000 PA USD 824459.40000000 0.033370930849 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAH1 1250000.00000000 PA USD 1272842.22000000 0.051519734878 Long DBT CORP GB Y 2 2027-05-17 Fixed 5.41600000 N N N N N N Fannie Mae Pool N/A 3140XBFY1 1217722.07800000 PA USD 1067197.75000000 0.043196041331 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAV2 3294000.00000000 PA USD 3249022.19000000 0.131507864222 Long DBT CORP US N 2 2035-09-06 Variable 5.50200000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DH0 547000.00000000 PA USD 536476.65000000 0.021714501878 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78574MAA1 408000.00000000 PA USD 353520.10000000 0.014309127667 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N N/A N/A N/A 3899420000.00000000 NC -16445.31000000 -0.00066564260 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 3899420000.00000000 JPY -16445.31000000 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAQ2 400000.00000000 PA USD 312425.90000000 0.012645793236 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 650000.00000000 PA USD 649776.78000000 0.026300453355 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N N Paraguay Government International Bond N/A N/A 340000.00000000 PA USD 339695.67000000 0.013749568157 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 40000.00000000 PA USD 39901.98000000 0.001615077971 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.67000000 N N N N N N Central American Bank for Economic Integration 549300OLDAMXBPSHIC05 15238PAK2 8287000.00000000 PA USD 8379346.12000000 0.339163553641 Long DBT CORP N/A Y 2 2028-01-24 Fixed 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 1240000.00000000 PA USD 1181447.04000000 0.047820411137 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N Freddie Mac Pool N/A 3132DMSJ5 7499999.87700000 PA USD 6565883.14000000 0.265761579324 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N BMO 2024-C8 Mortgage Trust N/A 05593HAH7 120000.00000000 PA USD 123426.70000000 0.004995835902 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.91100000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AY8 3000.00000000 PA USD 3012.82000000 0.000121947312 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N BBCMS Mortgage Trust 2024-C26 N/A 05555AAD7 250000.00000000 PA USD 263009.58000000 0.010645611544 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 7200360.00000000 PA USD 6083337.19000000 0.246229983797 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 5716153.28000000 PA USD 4819002.45000000 0.195054598836 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 1.75000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAF0 45000.00000000 PA USD 33746.16000000 0.001365914163 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RF0 564000.00000000 PA USD 539431.43000000 0.021834099955 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBL4 50000.00000000 PA USD 48142.26000000 0.001948612665 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 2006000.00000000 PA USD 2042508.20000000 0.082672839805 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 3140XCUK2 31158.31430000 PA USD 27306.79000000 0.001105273347 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 N/A 116000.00000000 PA 127503.91000000 0.005160865609 Long DBT NUSS PL N 2 2032-03-13 Fixed 4.00000000 N N N N N N LAD Auto Receivables Trust N/A 505712AD1 340000.00000000 PA USD 342005.42000000 0.013843057912 Long ABS-CBDO CORP US Y 2 2030-04-15 Fixed 4.79000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CM9 200000.00000000 PA 150115.78000000 0.006076106735 Long DBT CORP US N 2 2039-08-01 Fixed 1.45000000 N N N N N N N/A N/A N/A -2600000.00000000 NC 49770.92000000 0.002014534529 N/A DCR N/A N 1 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 ICE: (ITRAXX.EUR.43.V1) 2I666VDL6 Y Payout of notional amount upon default event with regard to reference instrument 2030-06-20 57022.04000000 EUR 0.00000000 EUR -2600000.00000000 EUR -7036.96000000 N N N Fannie Mae Pool N/A 3140XGX95 3708035.69220000 PA USD 3362567.65000000 0.136103745710 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBA7 260000.00000000 PA USD 255944.81000000 0.010359656953 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAE1 10000.00000000 PA USD 9854.02000000 0.000398852654 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKF7 2730000.00000000 PA USD 2743650.00000000 0.111052350699 Long DBT UST US N 2 2031-03-31 Fixed 4.12500000 N N N N N N Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer N/A 70052LAD5 2000.00000000 PA USD 2015.53000000 0.000081580866 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 600000.00000000 PA USD 629002.24000000 0.025459580247 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBW4 450000.00000000 PA USD 440419.76000000 0.017826490128 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Israel Government International Bond N/A 46514Y8A8 1360000.00000000 PA USD 1369161.53000000 0.055418368375 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 023771T40 40000.00000000 PA USD 40611.85000000 0.001643810766 Long DBT CORP US Y 2 2029-05-15 Fixed 8.50000000 N N N N N N N/A N/A N/A -15150000.00000000 NC USD -54481.70000000 -0.00220520870 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 -15150000.00000000 4.00000000 USD 2025-06-26 XXXX 20183.32000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBL4 11247000.00000000 PA USD 9570494.06000000 0.387376619727 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAD1 30000.00000000 PA USD 27925.83000000 0.001130329694 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560BB0 1240000.00000000 PA USD 1121136.98000000 0.045379292943 Long DBT CORP US N 2 2054-12-15 Fixed 5.00000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAT6 300000.00000000 PA USD 227596.27000000 0.009212217591 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 10000.00000000 PA USD 9914.18000000 0.000401287698 Long DBT CORP CA Y 2 2029-09-15 Fixed 5.62500000 N N N N N N Freddie Mac Pool N/A 3142GTMM5 10828761.02000000 PA USD 10915588.19000000 0.441820832745 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAJ0 10000.00000000 PA USD 9756.62000000 0.000394910278 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 780000.00000000 PA USD 770902.65000000 0.031203160549 Long DBT CORP US Y 2 2035-01-15 Fixed 5.10000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 500000.00000000 PA 560688.44000000 0.022694501584 Long DBT CORP DE N 2 2033-05-26 Fixed 4.62500000 N N N N N N Mexico Government International Bond N/A 91087BAT7 615000.00000000 PA USD 567332.71000000 0.022963435960 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 468205.27910000 PA USD 474846.26000000 0.019219941827 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EA4 270000.00000000 PA USD 254817.07000000 0.010314010395 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CJ3 290000.00000000 PA USD 295806.14000000 0.011973089569 Long DBT CORP N/A N 2 2029-01-24 Fixed 5.00000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AQ8 8000.00000000 PA USD 7236.72000000 0.000292914463 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEP7 1460000.00000000 PA USD 1457587.36000000 0.058997504301 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 2963000.00000000 PA USD 2993555.94000000 0.121167577528 Long DBT UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GD0 1600000.00000000 PA USD 903485.04000000 0.036569583406 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBU6 421000.00000000 PA USD 368485.42000000 0.014914865995 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Freddie Mac Pool N/A 3132DNU84 4880743.27250000 PA USD 3898226.22000000 0.157785134870 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 410000.00000000 PA USD 415255.45000000 0.016807936093 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 1166848.19000000 PA USD 1176601.87000000 0.047624297377 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 50000.00000000 PA USD 50029.30000000 0.002024992753 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 4.97000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 1760000.00000000 PA USD 1721607.69000000 0.069684027101 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140XFSU6 717268.74900000 PA USD 649329.20000000 0.026282337046 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022444 2000000.00000000 PA USD 1851328.20000000 0.074934612113 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 2.50000000 N N N N N N DBJPM 20-C9 Mortgage Trust N/A 233063AT3 2200000.00000000 PA USD 1904106.16000000 0.077070860003 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.92600000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 592000.00000000 PA USD 533650.81000000 0.021600122793 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AS2 900000.00000000 PA USD 637396.05000000 0.025799329243 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 460000.00000000 PA USD 462303.68000000 0.018712266652 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 10000.00000000 PA USD 8617.21000000 0.000348791364 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 125000.00000000 PA USD 127292.54000000 0.005152310168 Long ABS-CBDO CORP US Y 2 2036-08-15 Variable 5.24000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CY3 370000.00000000 PA USD 372990.54000000 0.015097215845 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 400000.00000000 PA USD 347825.64000000 0.014078637929 Long DBT CORP GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAE8 290000.00000000 PA USD 295076.10000000 0.011943540371 Long ABS-CBDO CORP US Y 2 2030-04-25 Fixed 5.23000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TJ7 5000000.00000000 PA USD 3722656.25000000 0.150678740877 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N CLI Funding IX LLC 2549008S2Z91ASJFZL83 12571WAA1 225370.00000000 PA USD 227206.16000000 0.009196427445 Long ABS-CBDO CORP US Y 2 2049-07-20 Fixed 5.63000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 500000.00000000 PA USD 490794.23000000 0.019865454030 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DY2 950000.00000000 PA USD 962108.35000000 0.038942428478 Long DBT CORP US N 2 2031-01-30 Variable 5.08500000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAJ0 50000.00000000 PA USD 51554.17000000 0.002086713599 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CJ1 128000.00000000 PA USD 115618.87000000 0.004679805113 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBG5 380000.00000000 PA USD 283908.72000000 0.011491527979 Long DBT CORP US Y 2 2051-02-15 Fixed 3.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBW4 740000.00000000 PA USD 538843.49000000 0.021810302415 Long DBT CORP GB N 2 2042-11-24 Variable 3.33000000 N N N N N N Ginnie Mae II Pool N/A 3622ADDR6 2613518.31120000 PA USD 2696157.50000000 0.109130037807 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAC9 229000.00000000 PA USD 212803.52000000 0.008613464229 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 3388000.00000000 PA USD 3092608.75000000 0.125176852543 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SR0 17760000.00000000 PA USD 11227650.00000000 0.454451889026 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBG4 80000.00000000 PA USD 76427.55000000 0.003093491912 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N N LAD Auto Receivables Trust N/A 505712AG4 550000.00000000 PA USD 551373.02000000 0.022317449376 Long ABS-CBDO CORP US Y 2 2032-05-17 Fixed 5.52000000 N N N N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34417VAA5 15000.00000000 PA USD 14790.27000000 0.000598652980 Long DBT CORP US Y 2 2031-09-15 Fixed 6.75000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BC9 10000.00000000 PA USD 10062.15000000 0.000407276952 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC -11087.32000000 -0.00044877187 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 331461.87000000 EUR 347570.49000000 USD 2025-04-15 -11087.32000000 N N N N/A N/A N/A -2200000.00000000 NC USD -188843.58000000 -0.00764365843 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 -2200000.00000000 4.20500000 USD 2035-01-29 XXXX 7726.42000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TR9 1769000.00000000 PA USD 1490382.50000000 0.060324924850 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc N/A 77313LAA1 20000.00000000 PA USD 19199.51000000 0.000777121979 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AQ0 140000.00000000 PA USD 121813.45000000 0.004930537776 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PFC1 834000.00000000 PA USD 789961.21000000 0.031974577417 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAB6 10000.00000000 PA USD 9965.87000000 0.000403379910 Long DBT CORP US Y 2 2033-03-01 Fixed 6.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZZ6 1733000.00000000 PA USD 1744003.21000000 0.070590511215 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 225000.00000000 PA USD 221162.47000000 0.008951802226 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 1820000.00000000 PA USD 1823654.92000000 0.073814504667 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 4.78000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AH4 380000.00000000 PA USD 379026.05000000 0.015341509969 Long DBT CORP US Y 2 2027-12-01 Fixed 4.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UA4 900000.00000000 PA USD 903093.75000000 0.036553745499 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N Standard Building Solutions Inc 54930064UHXCIUWVI755 853191AA2 10000.00000000 PA USD 10004.24000000 0.000404932979 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAV9 110000.00000000 PA USD 108668.26000000 0.004398471277 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Novelis Inc 549300DP3XIGY7CFV648 670001AL0 18000.00000000 PA USD 18210.97000000 0.000737109699 Long DBT CORP CA Y 2 2030-01-30 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 3140XQE29 1193094.83380000 PA USD 1175966.65000000 0.047598586126 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 1.00000000 NC -755.97000000 -0.00003059874 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 15709226.00000000 JPY 104131.03000000 USD 2025-04-15 -755.97000000 N N N Chemours Co/The 549300M1BOLNXL8DOV14 163851AH1 90000.00000000 PA USD 76974.50000000 0.003115630335 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KV8 300000.00000000 PA USD 293423.41000000 0.011876645866 Long DBT CORP US N 2 2055-03-01 Fixed 6.15000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BL4 500000.00000000 PA USD 458542.74000000 0.018560038333 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N BBCMS Mortgage Trust 2024-C24 N/A 07336VAW1 350000.00000000 PA USD 360650.12000000 0.014597723326 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86700000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 635000.00000000 PA USD 697880.73000000 0.028247515380 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AH6 3000000.00000000 PA USD 3068882.35000000 0.124216499548 Long DBT CORP US Y 2 2036-01-25 Fixed 6.10000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAZ2 2560000.00000000 PA USD 2554758.17000000 0.103406739287 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BS7 750000.00000000 PA USD 599734.60000000 0.024274939269 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 -3750000.00000000 PA USD -3118359.38000000 -0.12621913854 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 7926087.22770000 PA USD 6330527.82000000 0.256235305369 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 5035696.31600000 PA USD 4782881.20000000 0.193592550206 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 7932421.56000000 PA USD 8004927.86000000 0.324008549206 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 6.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 500000.00000000 PA USD 490221.25000000 0.019842262014 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N N/A N/A N/A -66.00000000 NC -110263.49000000 -0.00446304002 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 -8715214.40000000 EUR -110263.49000000 N N N Chile Government International Bond N/A N/A 215000.00000000 PA 231953.67000000 0.009388588306 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 4500000.00000000 PA USD 4386093.75000000 0.177532127393 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAV3 1500000.00000000 PA USD 1357641.80000000 0.054952094216 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Ginnie Mae II Pool N/A 21H032647 -500000.00000000 PA USD -457495.05000000 -0.01851763189 Short ABS-MBS USGA US N 2 2025-04-21 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 1515.94000000 0.000061359393 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 319341.08000000 GBP 414024.78000000 USD 2025-04-02 1515.94000000 N N N Hyundai Auto Lease Securitization Trust 2025-A N/A 44935WAF4 120000.00000000 PA USD 121415.69000000 0.004914437988 Long ABS-CBDO CORP US Y 2 2029-06-15 Fixed 5.15000000 N N N N N N Chemours Co/The 549300M1BOLNXL8DOV14 163851AJ7 15000.00000000 PA USD 14019.47000000 0.000567453975 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 283550.00000000 PA USD 284983.35000000 0.011535024849 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 0.003421032091 Long DBT CORP US N 2 2048-01-20 Variable 4.44300000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBR6 428000.00000000 PA USD 407058.87000000 0.016476170206 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CBD5 209000.00000000 PA USD 223109.22000000 0.009030599144 Long DBT CORP US N 2 2054-03-15 Fixed 6.20000000 N N N N N N Gates Corp/DE 984500F43C791F4C7894 367398AA2 5000.00000000 PA USD 5090.04000000 0.000206025151 Long DBT CORP US Y 2 2029-07-01 Fixed 6.87500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 400000.00000000 PA USD 336911.69000000 0.013636883404 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CU7 2466000.00000000 PA USD 2476951.24000000 0.100257415402 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 0.008025617567 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Blackstone Property Partners Europe Holdings Sarl 213800Y3B5GQFBGVHP79 N/A 400000.00000000 PA 382864.97000000 0.015496894618 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAG8 310000.00000000 PA USD 307188.55000000 0.012433805545 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 240000.00000000 PA USD 242085.43000000 0.009798682802 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 3070000.00000000 PA USD 3090180.68000000 0.125078573651 Long DBT CORP CA N 2 2028-02-01 Variable 4.95000000 N N N N N N N/A N/A N/A 1.00000000 NC -7193.78000000 -0.00029117641 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 5003921.83000000 USD 4617841.21000000 EUR 2025-04-15 -7193.78000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TQ1 7000000.00000000 PA USD 6406093.75000000 0.259293922233 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAK7 8569000.00000000 PA USD 8600386.98000000 0.348110433565 Long DBT CORP US N 2 2028-04-12 Variable 4.87100000 N N N N N N Fannie Mae Pool N/A 3140W0D28 1249999.78370000 PA USD 1049050.69000000 0.042461518461 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CP3 400000.00000000 PA USD 407354.69000000 0.016488143856 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCS8 23187000.00000000 PA USD 19556785.31000000 0.791583103090 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 1250000.00000000 PA USD 1210372.60000000 0.048991206040 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AL5 8000.00000000 PA USD 8302.71000000 0.000336061619 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 9575.16000000 0.000387565478 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 1283513.00000000 EUR 1398398.45000000 USD 2025-04-15 9575.16000000 N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEB5 380000.00000000 PA USD 380606.71000000 0.015405488979 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 4.90000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BD7 5000.00000000 PA USD 5010.03000000 0.000202786655 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Q5 2804000.00000000 PA USD 2089101.67000000 0.084558763436 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Fannie Mae Pool N/A 31418DV74 10756791.58880000 PA USD 8604843.80000000 0.348290828417 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 0.007673565040 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017CJ6 500000.00000000 PA USD 380579.52000000 0.015404388432 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Indonesia Government International Bond N/A UV3442265 100000.00000000 PA 108136.06000000 0.004376929877 Long DBT NUSS ID N 2 2025-07-30 Fixed 3.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CX5 500000.00000000 PA USD 523096.42000000 0.021172921868 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC 60522.70000000 0.002449725039 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5319305.42000000 EUR 5816269.03000000 USD 2025-04-15 60522.70000000 N N N Nykredit Realkredit AS LIU16F6VZJSD6UKHD557 N/A 700000.00000000 PA 747646.86000000 0.030261856029 Long DBT CORP DK N 2 2031-07-10 Fixed 3.50000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886EF7 360000.00000000 PA USD 359991.86000000 0.014571079505 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.91000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAK5 240000.00000000 PA USD 180445.43000000 0.007303733775 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N Santander Drive Auto Receivables Trust 2025-1 N/A 80288DAF3 200000.00000000 PA USD 202418.20000000 0.008193106604 Long ABS-CBDO CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N Ford Credit Auto Owner Trust 2024-D N/A 34535VAD6 1350000.00000000 PA USD 1358649.18000000 0.054992869066 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 4.61000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2024-C63 N/A 94990FAE1 1670000.00000000 PA USD 1700023.59000000 0.068810386132 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 9918000.00000000 PA USD 4923357.19000000 0.199278475490 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 150000.00000000 PA USD 170722.91000000 0.006910203733 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3142GSU48 489427.32000000 PA USD 482095.16000000 0.019513349289 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 1737000.00000000 PA USD 1732577.53000000 0.070128043837 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 1520000.00000000 PA USD 1533731.96000000 0.062079543491 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 103386.20120000 PA USD 108251.40000000 0.004381598395 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 8000.00000000 PA USD 8644.21000000 0.000349884220 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 300000.00000000 PA USD 295124.91000000 0.011945516011 Long DBT CORP US N 2 2028-02-07 Variable 3.44200000 N N N N N N Fannie Mae Pool N/A 3140QU6K7 1216614.69100000 PA USD 1198388.46000000 0.048506134358 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAK5 300000.00000000 PA USD 250998.86000000 0.010159464008 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBB9 369000.00000000 PA USD 359901.29000000 0.014567413581 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N Chord Energy Corp 529900FA4V2YNIKZ0M71 674215AN8 30000.00000000 PA USD 29868.43000000 0.001208958636 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Colombia Government International Bond N/A 195325EP6 1655000.00000000 PA USD 1617570.70000000 0.065473011738 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Nissan Auto Lease Trust 2025-A N/A 65479XAG7 140000.00000000 PA USD 141147.73000000 0.005713114723 Long ABS-CBDO CORP US N 2 2029-06-15 Fixed 5.11000000 N N N N N N Enterprise Fleet Financing LLC N/A 29390HAC3 200000.00000000 PA USD 201579.72000000 0.008159168173 Long ABS-CBDO CORP US Y 2 2029-02-20 Fixed 4.82000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAA8 16000.00000000 PA USD 16085.15000000 0.000651064719 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 2500000.00000000 PA USD 2214339.00000000 0.089627886645 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 1038000.00000000 PA USD 1077153.36000000 0.043599005956 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLM1 10400000.00000000 PA USD 10141625.00000000 0.410493793362 Long DBT UST US N 2 2031-09-30 Fixed 3.62500000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 250000.00000000 PA USD 253967.11000000 0.010279607298 Long DBT CORP US Y 2 2031-01-25 Fixed 5.50000000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 75968NAG6 477000.00000000 PA USD 488009.83000000 0.019752752277 Long DBT CORP BM N 2 2035-04-01 Fixed 5.80000000 N N N N N N N/A N/A N/A 1.00000000 NC -432.82000000 -0.00001751888 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 376445.72000000 USD 346224.96000000 EUR 2025-06-18 -432.82000000 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AP6 295000.00000000 PA USD 302991.65000000 0.012263931250 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 023771T32 25000.00000000 PA USD 24872.88000000 0.001006758075 Long DBT CORP US Y 2 2028-02-15 Fixed 7.25000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 N/A 1025000.00000000 PA USD 1037434.03000000 0.041991320950 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GS7 1040000.00000000 PA USD 1007351.28000000 0.040773687468 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 135000.00000000 PA USD 136845.07000000 0.005538959672 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 6234000.00000000 PA USD 5998410.22000000 0.242792468204 Long DBT UST US N 2 2026-03-19 None 0.00000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 308187.50100000 NS USD 30815668.22000000 1.247299179631 Long STIV CORP US N 1 N N N Progress Residential 2024-SFR3 Trust N/A 74331VAA4 124867.64000000 PA USD 115980.93000000 0.004694459902 Long ABS-CBDO CORP US Y 2 2041-06-17 Fixed 3.00000000 N N N N N N Hudson Yards N/A 44855PAA6 1090000.00000000 PA USD 1108938.64000000 0.044885551274 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 760000.00000000 PA USD 793645.83000000 0.032123716597 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CC6 450000.00000000 PA USD 298798.94000000 0.012094226549 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3140QNJZ6 4153114.81700000 PA USD 3851413.87000000 0.155890351822 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.50000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BF1 1370000.00000000 PA USD 1406509.97000000 0.056930088914 Long DBT CORP US N 2 2030-01-23 Variable 5.84100000 N N N N N N Freddie Mac Pool N/A 3132DTD80 1627155.65500000 PA USD 1450936.49000000 0.058728302782 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 725183.32750000 PA USD 715905.62000000 0.028977093280 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJR3 5000000.00000000 PA USD 4971093.75000000 0.201210666988 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBT6 100000.00000000 PA USD 86171.50000000 0.003487889358 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N BANK 2019-BNK24 N/A 06540VBB0 330000.00000000 PA USD 304057.35000000 0.012307066668 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 -5300000.00000000 NC USD -235683.21000000 -0.00953954567 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 -5300000.00000000 3.78000000 USD 2025-09-11 XXXX 16066.79000000 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGM0 100000.00000000 PA USD 105413.72000000 0.004266740073 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 1620000.00000000 PA USD 1615022.55000000 0.065369872472 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 1300000.00000000 PA USD 1288807.00000000 0.052165927486 Long ABS-CBDO CORP US Y 2 2032-10-20 Fixed 4.98000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 50000.00000000 PA USD 60134.31000000 0.002434004513 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Chile Government International Bond N/A 168863DP0 4000000.00000000 PA USD 3506694.26000000 0.141937433986 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 054989AB4 895000.00000000 PA USD 954722.18000000 0.038643464856 Long DBT CORP US N 2 2033-08-02 Fixed 6.42100000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEC6 570000.00000000 PA USD 574968.88000000 0.023272518616 Long DBT CORP US N 2 2035-01-23 Variable 5.33600000 N N N N N N Colombia Government International Bond N/A 195325DQ5 1500000.00000000 PA USD 1002740.20000000 0.040587048767 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N N/A N/A N/A 2585000.00000000 NC USD -16813.37000000 -0.00068054025 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 2585000.00000000 USD -16813.37000000 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 95000.00000000 PA USD 94849.66000000 0.003839147743 Long DBT CORP US N 2 2025-04-23 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC 10728.51000000 0.000434248630 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2161124.39000000 EUR 2349169.87000000 USD 2025-04-15 10728.51000000 N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AD0 520000.00000000 PA USD 520641.00000000 0.021073535954 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 558000.00000000 PA USD 564132.76000000 0.022833914349 Long DBT CORP US N 2 2032-07-22 Variable 5.06000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAE1 25000000.00000000 PA USD 20960937.50000000 0.848417758180 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Fannie Mae Pool N/A 3140QMG24 1151053.76800000 PA USD 1014004.93000000 0.041043001511 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 40000.00000000 PA USD 35919.53000000 0.001453883783 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N BBCMS Mortgage Trust 2022-C16 N/A 05552YAE6 200000.00000000 PA USD 195557.70000000 0.007915420072 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 18500000.00000000 PA USD 17812031.25000000 0.720962200367 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 170000.00000000 PA USD 172551.50000000 0.006984217991 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 5.23000000 N N N N N N N/A N/A N/A 1.00000000 NC 265927.81000000 0.010763730219 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 108380159.52000000 USD 100407781.66000000 EUR 2025-04-15 265927.81000000 N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 971000.00000000 PA USD 994883.16000000 0.040269026147 Long DBT CORP PL Y 2 2035-01-30 Fixed 6.00000000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAE3 200000.00000000 PA USD 199631.62000000 0.008080316612 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 2947945.02800000 PA USD 2721906.92000000 0.110172274834 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DU6 110000.00000000 PA USD 119477.93000000 0.004836004950 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBL8 1424000.00000000 PA USD 1243762.86000000 0.050342714746 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEK7 1646000.00000000 PA USD 1587344.55000000 0.064249573978 Long DBT CORP US N 2 2028-01-21 Variable 2.47500000 N N N N N N Bermuda Government International Bond N/A N/A 320000.00000000 PA USD 318012.91000000 0.012871933813 Long DBT NUSS BM N 2 2029-02-15 Fixed 4.75000000 N N N N N N South Bow Canadian Infrastructure Holdings Ltd 2549004FYUSYLPBT1G26 836720AF9 5000.00000000 PA USD 5064.59000000 0.000204995033 Long DBT CORP CA Y 2 2055-03-01 Variable 7.62500000 N N N N N N Gaci First Investment Co 558600TU1PWGNLZ3XM88 N/A 7119000.00000000 PA USD 7153616.14000000 0.289550740198 Long DBT CORP KY N 2 2027-10-13 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKC2 1220000.00000000 PA USD 1015817.27000000 0.041116358031 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N Benchmark 2023-B38 Mortgage Trust N/A 081916AE8 500000.00000000 PA USD 514724.45000000 0.020834056871 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.52460000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJZ5 14560000.00000000 PA USD 14364350.00000000 0.581413385003 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140QMUA0 1697808.77240000 PA USD 1428053.61000000 0.057802092218 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457CG1 50000.00000000 PA USD 45963.66000000 0.001860431355 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAC9 500000.00000000 PA USD 451302.39000000 0.018266976941 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAU7 1370000.00000000 PA USD 1209054.43000000 0.048937851611 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N N/A N/A N/A -1050000.00000000 NC USD -3233.07000000 -0.00013086218 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 -1050000.00000000 4.05000000 USD 2025-06-26 XXXX 1330.93000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 115000.00000000 PA USD 116665.06000000 0.004722150841 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 3618G12Z8 495837.83790000 PA USD 510586.48000000 0.020666567834 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 172.51000000 0.000006982538 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 100716.19000000 EUR 109152.31000000 USD 2025-04-15 172.51000000 N N N DT Midstream Inc N/A 23345MAB3 70000.00000000 PA USD 64485.84000000 0.002610137633 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BY4 230000.00000000 PA USD 213106.06000000 0.008625709879 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 5000.00000000 PA USD 4805.33000000 0.000194501190 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 1000000.00000000 PA 1075443.14000000 0.043529782858 Long DBT CORP FR N 2 2028-06-05 Fixed 2.75000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XCA7 100000.00000000 PA USD 84803.73000000 0.003432527313 Long DBT CORP US N 2 2031-02-01 Fixed 1.75000000 N N N N N N Aon Global Ltd VVT2B79I2Z4U3R6BY589 00185AAH7 300000.00000000 PA USD 262137.99000000 0.010610332949 Long DBT CORP GB N 2 2045-05-15 Fixed 4.75000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BV8 60000.00000000 PA USD 60755.20000000 0.002459135741 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HZ9 200000.00000000 PA USD 195071.19000000 0.007895728027 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 500000.00000000 PA USD 477157.35000000 0.019313485820 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N N/A N/A N/A 613.00000000 NC USD 363823.71000000 0.014726177987 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 69594801.29000000 USD 363823.71000000 N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 760000.00000000 PA USD 666522.80000000 0.026978267539 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Japan Government Thirty Year Bond N/A N/A 888000000.00000000 PA 3730739.68000000 0.151005926889 Long DBT NUSS JP N 2 2050-03-20 Fixed 0.40000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAR1 90000.00000000 PA USD 99449.64000000 0.004025337159 Long DBT CORP US Y 2 2030-11-15 Fixed 9.75000000 N N N N N N N/A N/A N/A 1.00000000 NC 49556.54000000 0.002005857255 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 13869984.44000000 GBP 17964806.08000000 USD 2025-06-18 49556.54000000 N N N Vital Energy Inc 549300X0PTWU2QSLSL14 516806AK2 25000.00000000 PA USD 23261.58000000 0.000941538877 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N N/A N/A N/A -154.00000000 NC -87164.95000000 -0.00352810037 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Short N/A Eurex 5 Year Euro BOBL Future 2025-06-06 -19426748.35000000 EUR -87164.95000000 N N N Freddie Mac Pool N/A 3133KRJL9 1468521.11110000 PA USD 1479837.09000000 0.059898087400 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDP5 430000.00000000 PA USD 433442.32000000 0.017544070318 Long ABS-CBDO CORP US N 2 2030-11-20 Fixed 4.82000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBZ7 1650000.00000000 PA USD 1786340.72000000 0.072304170030 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKY6 49747000.00000000 PA USD 50112329.53000000 2.028353468304 Long DBT UST US N 2 2026-06-30 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3140XHLP0 3763129.08670000 PA USD 3547261.70000000 0.143579447207 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 360000.00000000 PA USD 377333.06000000 0.015272984276 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 800000.00000000 PA USD 786507.96000000 0.031834803200 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CG7 200000.00000000 PA USD 122624.36000000 0.004963360279 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3140X8PK7 22908.28200000 PA USD 20076.56000000 0.000812621574 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEC3 1720000.00000000 PA USD 1719641.21000000 0.069604431589 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 4.76000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KH9 50000.00000000 PA USD 52235.17000000 0.002114277848 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N BANK 2022-BNK40 N/A 06541LBF2 500000.00000000 PA USD 474341.05000000 0.019199492878 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39290000 N N N N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965KAA5 10000.00000000 PA USD 9099.57000000 0.000368315433 Long DBT CORP US Y 2 2030-07-01 Fixed 7.50000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAB9 60000.00000000 PA USD 61722.15000000 0.002498274141 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Cassa Depositi e Prestiti SpA 81560029E2CE4D14F425 147918AC0 1514000.00000000 PA USD 1573190.79000000 0.063676684463 Long DBT NUSS IT Y 2 2029-04-30 Fixed 5.87500000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BE2 94000.00000000 PA USD 93653.28000000 0.003790722903 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 400000.00000000 PA USD 340848.61000000 0.013796234713 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032641 16375000.00000000 PA USD 14772041.43000000 0.597915158794 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 7967541.06890000 PA USD 7300371.05000000 0.295490811903 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 1614000.00000000 PA USD 1640170.28000000 0.066387755413 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBC6 105000.00000000 PA USD 92525.75000000 0.003745084845 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Ginnie Mae II Pool N/A 21H052645 1000000.00000000 PA USD 1002192.30000000 0.040564871892 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 5.50000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 92000.00000000 PA USD 90303.31000000 0.003655129062 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAE1 150000.00000000 PA USD 145403.85000000 0.005885386016 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 1492815.60000000 PA USD 1473269.42000000 0.059632253495 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAB1 400000.00000000 PA USD 390520.25000000 0.015806750772 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030645 6000000.00000000 PA USD 5201015.40000000 0.210517006976 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGT1 1010000.00000000 PA USD 814633.69000000 0.032973224074 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Chase Auto Owner Trust 2024-2 N/A 16144CAE6 50000.00000000 PA USD 51412.80000000 0.002080991487 Long ABS-CBDO CORP US Y 2 2030-01-25 Fixed 5.55000000 N N N N N N N/A N/A N/A 1.00000000 NC 11452.63000000 0.000463558210 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1026982.24000000 EUR 1126792.69000000 USD 2025-06-18 11452.63000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDA4 450000.00000000 PA USD 416257.86000000 0.016848509777 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N GM Financial Revolving Receiva N/A 379932AB2 280000.00000000 PA USD 284173.09000000 0.011502228655 Long ABS-CBDO CORP US Y 2 2037-11-12 Fixed 5.07000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEA7 1090000.00000000 PA USD 1091690.37000000 0.044187407950 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 4.77000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAW8 1448000.00000000 PA USD 1325939.58000000 0.053668910846 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N LAD Auto Receivables Trust N/A 505712AE9 260000.00000000 PA USD 261581.14000000 0.010587793813 Long ABS-CBDO CORP US Y 2 2030-05-15 Fixed 5.05000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 90279XAA0 45000.00000000 PA USD 45665.25000000 0.001848352872 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 2110000.00000000 PA USD 2145624.68000000 0.086846596479 Long DBT CORP US N 2 2036-01-29 Variable 5.57500000 N N N N N N Adif Alta Velocidad 959800D5SDA4R1CG7K10 N/A 4200000.00000000 PA 4543546.35000000 0.183905200254 Long DBT NUSS ES N 2 2030-01-31 Fixed 3.12500000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513EAC5 193000.00000000 PA USD 127221.82000000 0.005149447696 Long DBT CORP US N 2 2050-07-01 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UG1 5700000.00000000 PA USD 5739187.50000000 0.232300134119 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AQ5 2970000.00000000 PA USD 2997284.98000000 0.121318514658 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N N/A N/A N/A -6000000.00000000 NC USD -116714.12000000 -0.00472413660 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 -6000000.00000000 3.92000000 USD 2025-06-10 XXXX 3783.81000000 N N N BBCMS Mortgage Trust 2020-C8 N/A 05552ABC1 70000.00000000 PA USD 60223.00000000 0.002437594341 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.04000000 N N N N N N Hyundai Auto Lease Securitization Trust 2024-C N/A 448984AF1 100000.00000000 PA USD 100713.77000000 0.004076504257 Long ABS-CBDO CORP US Y 2 2029-02-15 Fixed 4.97000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967PU9 850000.00000000 PA USD 856895.14000000 0.034683804275 Long DBT CORP US N 2 2036-01-24 Variable 6.02000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJY9 500000.00000000 PA USD 444424.19000000 0.017988573982 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAF6 190000.00000000 PA USD 194348.53000000 0.007866477543 Long ABS-CBDO CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Y8 780000.00000000 PA USD 480956.88000000 0.019467276113 Long DBT CORP US N 2 2052-01-25 Variable 2.80200000 N N N N N N N/A N/A N/A 4000000.00000000 NC USD 80539.31000000 0.003259920069 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 4000000.00000000 4.44000000 USD 2026-01-29 XXXX -33460.69000000 N N N JAB Holdings BV 529900RRNKUM3INJGF98 N/A 200000.00000000 PA 218102.10000000 0.008827930274 Long DBT CORP NL N 2 2034-04-25 Fixed 4.37500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBA5 70000.00000000 PA USD 70625.24000000 0.002858636823 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFV8 2000000.00000000 PA USD 2003125.00000000 0.081078760043 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032443 500000.00000000 PA USD 481269.55000000 0.019479931786 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKW0 6079000.00000000 PA USD 6145489.06000000 0.248745651343 Long DBT UST US N 2 2031-06-30 Fixed 4.25000000 N N N N N N BBCMS Mortgage Trust 2021-C11 N/A 05493MAF1 120000.00000000 PA USD 103267.13000000 0.004179854404 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.32200000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAX7 261000.00000000 PA USD 275847.17000000 0.011165227584 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N N/A N/A N/A 33100000.00000000 NC USD 75086.18000000 0.003039198437 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 33100000.00000000 USD 75086.18000000 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBT1 400000.00000000 PA USD 385920.69000000 0.015620578356 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CT7 110000.00000000 PA USD 83290.61000000 0.003371282062 Long DBT CORP US N 2 2050-02-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3140XCM62 50529.35890000 PA USD 44330.73000000 0.001794336659 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAU9 650000.00000000 PA USD 644714.45000000 0.026095549797 Long DBT CORP GB N 2 2028-01-10 Fixed 4.33700000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AG8 430000.00000000 PA USD 438178.19000000 0.017735760036 Long DBT CORP US Y 2 2033-01-25 Fixed 5.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TC2 6400000.00000000 PA USD 4494000.00000000 0.181899755450 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFW9 901000.00000000 PA USD 540756.09000000 0.021887717073 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AR4 132000.00000000 PA USD 127681.16000000 0.005168040004 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC 16892.75000000 0.000683753247 N/A DFE N/A N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 669219.54000000 USD 634086.46000000 EUR 2025-04-15 16892.75000000 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CF3 585000.00000000 PA USD 381391.33000000 0.015437247364 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CG3 1493000.00000000 PA USD 1473194.48000000 0.059629220214 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N N Panama Government International Bond N/A 698299BL7 1000000.00000000 PA USD 537815.66000000 0.021768699828 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHW4 2118000.00000000 PA USD 2131237.50000000 0.086264259024 Long DBT UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C48 549300REQJRID6TODX95 95001RAX7 500000.00000000 PA USD 491936.00000000 0.019911668468 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.30200000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653CAL2 10000.00000000 PA USD 10172.51000000 0.000411743898 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 49590.88200000 PA USD 45834.92000000 0.001855220458 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DN6 800000.00000000 PA USD 863121.04000000 0.034935804650 Long DBT CORP US N 2 2031-10-30 Variable 6.48900000 N N N N N N Fannie Mae Pool N/A 3140QTHZ5 420365.15500000 PA USD 437961.77000000 0.017727000191 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 110000.00000000 PA USD 111551.00000000 0.004515153453 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 5.28000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HK9 215000.00000000 PA USD 226066.98000000 0.009150317840 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N Carvana Auto Receivables Trust 2024-P4 N/A 14076LAD5 500000.00000000 PA USD 502423.35000000 0.020336155873 Long ABS-CBDO CORP US N 2 2030-12-10 Fixed 4.74000000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AT3 500000.00000000 PA USD 304521.52000000 0.012325854476 Long DBT CORP AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 300000.00000000 PA USD 297455.00000000 0.012039829051 Long DBT CORP AU N 2 2031-11-23 Variable 4.32200000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBA1 25000.00000000 PA USD 24276.14000000 0.000982604345 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 175000.00000000 PA USD 171658.54000000 0.006948074420 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523CJ7 100000.00000000 PA USD 75761.40000000 0.003066528734 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3140QWA69 2239236.08750000 PA USD 2291389.24000000 0.092746582643 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAQ0 1670000.00000000 PA USD 1687705.04000000 0.068311778827 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Ascent Resources Utica Holdings LLC / ARU Finance Corp N/A 04364VAX1 23000.00000000 PA USD 22912.40000000 0.000927405419 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 400000.00000000 PA USD 294689.12000000 0.011927876916 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F050445 1500000.00000000 PA USD 1507910.10000000 0.061034374372 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 5.00000000 N N N N N N Dominican Republic International Bond N/A N/A 313000.00000000 PA USD 314172.36000000 0.012716483189 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Ginnie Mae II Pool N/A 36179UMK5 340167.93600000 PA USD 314403.96000000 0.012725857462 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 570000.00000000 PA USD 501290.98000000 0.020290321911 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 405000.00000000 PA USD 318774.25000000 0.012902749915 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Fannie Mae Pool N/A 3140M5AJ4 10134.51710000 PA USD 8872.27000000 0.000359115207 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAT0 1280000.00000000 PA USD 1262517.47000000 0.051101828892 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 150000.00000000 PA USD 150623.58000000 0.006096660517 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 4.64000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZW7 800000.00000000 PA USD 809068.29000000 0.032747958187 Long DBT CORP CA N 2 2028-01-12 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 36179YHS6 1241387.52600000 PA USD 1248133.10000000 0.050519605175 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140W0H73 981722.36530000 PA USD 964867.57000000 0.039054111042 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 0.004355118502 Long DBT CORP US N 2 2033-06-01 Fixed 3.60000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HBR9 292000.00000000 PA USD 297477.72000000 0.012040748669 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 4298000.00000000 PA USD 4300406.01000000 0.174063818771 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAR4 400000.00000000 PA USD 408845.03000000 0.016548467061 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCU8 500000.00000000 PA USD 441490.51000000 0.017869829951 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 7250000.00000000 PA USD 6028828.13000000 0.244023667668 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 10195.62520000 PA USD 8938.52000000 0.000361796751 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 4569000.00000000 PA USD 4305568.59000000 0.174272780061 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 500000.00000000 PA USD 516686.75000000 0.020913483193 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.59800000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAD8 1060000.00000000 PA USD 1071051.77000000 0.043352037169 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 4.84000000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAD5 650000.00000000 PA USD 485296.49000000 0.019642926758 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 3622AC6P0 629120.10500000 PA USD 649012.82000000 0.026269531206 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 5351000.00000000 PA USD 4469757.19000000 0.180918500174 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBS8 1600000.00000000 PA USD 1013463.94000000 0.041021104326 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 4264000.00000000 PA USD 4229725.97000000 0.171202963855 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Freddie Mac REMICS N/A 3137BNTX2 653128.75500000 PA USD 566960.76000000 0.022948380862 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BU2 1900000.00000000 PA USD 1857093.56000000 0.075167971609 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 10000.00000000 PA USD 9732.71000000 0.000393942494 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 3250000.00000000 PA USD 3320585.94000000 0.134404488304 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Vail Resorts Inc 529900PSZHRNU9HKH870 91879QAP4 35000.00000000 PA USD 35396.98000000 0.001432732978 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 15000.00000000 PA USD 14752.51000000 0.000597124601 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 1000000.00000000 PA USD 753559.41000000 0.030501173207 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Credit Suisse USA LLC EXD7DEVFDH4HOFFQ7349 22541LAE3 700000.00000000 PA USD 789105.40000000 0.031939937535 Long DBT CORP US N 2 2032-07-15 Fixed 7.12500000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 800000.00000000 PA USD 751362.02000000 0.030412231351 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Ginnie Mae II Pool N/A 36179VQU7 233903.81600000 PA USD 215968.89000000 0.008741586176 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3618BYZ28 223142.68750000 PA USD 226098.52000000 0.009151594458 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2M4 400000.00000000 PA USD 359888.44000000 0.014566893463 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N N/A N/A N/A 1.00000000 NC 407.47000000 0.000016492811 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 95438.49000000 GBP 123690.14000000 USD 2025-04-02 407.47000000 N N N Ginnie Mae II Pool N/A 21H060648 1000000.00000000 PA USD 1014921.90000000 0.041080116913 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 6.00000000 N N N N N N GM Financial Automobile Leasing Trust 2024-1 N/A 36269FAF3 250000.00000000 PA USD 251775.33000000 0.010190892513 Long ABS-CBDO CORP US N 2 2028-03-20 Fixed 5.33000000 N N N N N N Freddie Mac REMICS N/A 3137BFGK1 1223549.11000000 PA USD 1091494.02000000 0.044179460461 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 200000.00000000 PA USD 179374.93000000 0.007260404072 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 23000.00000000 PA USD 22754.60000000 0.000921018285 Long DBT CORP US Y 2 2032-05-31 Fixed 7.75000000 N N N N N N Ginnie Mae II Pool N/A 3622ACKD1 433666.39500000 PA USD 439817.48000000 0.017802112161 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 654744AD3 15000.00000000 PA USD 14251.78000000 0.000576856986 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBX8 1600000.00000000 PA USD 1622128.51000000 0.065657494276 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-INV4 N/A 61776XAM3 1145266.15500000 PA USD 1134038.08000000 0.045901479622 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 555000.00000000 PA USD 590288.11000000 0.023892581854 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N N/A N/A N/A 1.00000000 NC -13353.48000000 -0.00054049727 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 7053331.76000000 USD 5449954.16000000 GBP 2025-04-02 -13353.48000000 N N N Fannie Mae Pool N/A 3140QS4V0 5810937.72000000 PA USD 6061448.99000000 0.245344034035 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EG4 200000.00000000 PA USD 180302.89000000 0.007297964307 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42100000 N N N N N N Carmax Auto Owner Trust 2025-1 N/A 14319WAG1 100000.00000000 PA USD 101328.53000000 0.004101387366 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 80000.00000000 PA USD 78920.20000000 0.003194384753 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 106500.00000000 PA USD 106246.80000000 0.004300459932 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.30200000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAG6 30000.00000000 PA USD 29393.11000000 0.001189719519 Long DBT CORP KY Y 2 2027-02-01 Fixed 4.75000000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAF0 210000.00000000 PA USD 209418.01000000 0.008476431866 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 1160232.26390000 PA USD 1218094.21000000 0.049303746977 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.50000000 N N N N N N BANK 2025-BNK49 N/A 05494FCA4 550000.00000000 PA USD 570478.70000000 0.023090773480 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 6.02500000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AF9 300000.00000000 PA USD 302687.19000000 0.012251607885 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAF5 1000000.00000000 PA USD 1067123.67000000 0.043193042859 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAF8 3030000.00000000 PA USD 3224621.50000000 0.130520218573 Long DBT CORP US N 2 2033-02-01 Fixed 6.65000000 N N N N N N ARI Fleet Lease Trust 2025-A N/A 04033CAC0 360000.00000000 PA USD 358961.29000000 0.014529366014 Long ABS-CBDO CORP US Y 2 2034-01-17 Fixed 4.46000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAD9 710000.00000000 PA USD 695358.20000000 0.028145413113 Long DBT CORP US N 2 2027-05-16 Fixed 3.25000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAA6 2000.00000000 PA USD 2030.25000000 0.000082176675 Long DBT CORP US Y 2 2029-02-01 Fixed 9.25000000 N N N N N N McAfee Corp 2549009UKR8UEZYVCR93 579063AB4 26000.00000000 PA USD 23037.08000000 0.000932451984 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 310000.00000000 PA USD 309947.52000000 0.012545477990 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 950000.00000000 PA USD 951069.04000000 0.038495599864 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 5.00000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAC2 330000.00000000 PA USD 222524.41000000 0.009006928295 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N First National Master Note Trust N/A 32113CCE8 1580000.00000000 PA USD 1596413.36000000 0.064616644366 Long ABS-CBDO CORP US N 2 2030-02-15 Fixed 4.85000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 171239AJ5 298000.00000000 PA USD 182628.61000000 0.007392100466 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 052528AP1 780000.00000000 PA USD 838475.08000000 0.033938231420 Long DBT CORP AU Y 2 2032-12-08 Fixed 6.74200000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DU1 30000.00000000 PA USD 29228.33000000 0.001183049861 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAW9 955000.00000000 PA USD 942636.03000000 0.038154264204 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GP3 400000.00000000 PA USD 395040.60000000 0.015989717074 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEU6 290000.00000000 PA USD 292503.96000000 0.011839430082 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAL1 250000.00000000 PA USD 249219.90000000 0.010087458581 Long DBT CORP FR Y 2 2028-09-11 Variable 4.63100000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCT0 500000.00000000 PA USD 491917.98000000 0.019910939088 Long DBT CORP US N 2 2033-05-10 Variable 5.26800000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCK7 125000.00000000 PA USD 127586.26000000 0.005164198819 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 1684000.00000000 PA USD 1706908.96000000 0.069089079305 Long DBT CORP US N 2 2030-01-15 Fixed 5.35300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJG7 1800000.00000000 PA USD 1877343.75000000 0.075987621055 Long DBT UST US N 2 2030-10-31 Fixed 4.87500000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36267VAM5 300000.00000000 PA USD 325168.81000000 0.013161576995 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N Close Brothers Finance PLC 213800URQKPVH3SJBM16 QZ7659399 100000.00000000 PA 123112.52000000 0.004983119110 Long DBT CORP GB N 2 2026-10-19 Fixed 2.75000000 N N N N N N OneMain Finance Corp 5493008I795YYBFWFU90 85172FAQ2 10000.00000000 PA USD 10079.03000000 0.000407960189 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHU8 5175000.00000000 PA USD 5201683.59000000 0.210544052726 Long DBT UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N Peruvian Government International Bond N/A 715638DE9 4501000.00000000 PA USD 4412449.18000000 0.178598893364 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBX4 800000.00000000 PA USD 807365.05000000 0.032679017613 Long DBT CORP US N 2 2028-07-21 Variable 4.89000000 N N N N N N N/A N/A N/A 1.00000000 NC 6439.22000000 0.000260634744 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3406992.03000000 GBP 4407421.17000000 USD 2025-04-02 6439.22000000 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AY9 180000.00000000 PA USD 183617.41000000 0.007432123270 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 1644000.00000000 PA USD 1293879.38000000 0.052371237829 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAV7 400000.00000000 PA USD 360187.93000000 0.014579015661 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N New Issuer: BB Company ID:71645526 N/A 36269WAF6 125000.00000000 PA USD 126498.29000000 0.005120161997 Long ABS-CBDO CORP US N 2 2028-05-22 Fixed 5.56000000 N N N N N N GS Mortgage Securities Trust 2020-GC47 N/A 36258RBA0 780000.00000000 PA USD 692205.46000000 0.028017802379 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 284925.60000000 PA USD 284045.61000000 0.011497068757 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 5.33970000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAV8 1622000.00000000 PA USD 1197341.80000000 0.048463769606 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BF0 780000.00000000 PA USD 786381.59000000 0.031829688231 Long DBT CORP US N 2 2039-11-18 Variable 6.14100000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAU4 3738000.00000000 PA USD 3827827.43000000 0.154935663868 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 8000000.00000000 PA USD 4637500.00000000 0.187708080975 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BANK 2022-BNK40 N/A 06541LBP0 60000.00000000 PA USD 53085.58000000 0.002148699158 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 0.008505352470 Long ABS-CBDO CORP US Y 2 2032-09-15 Fixed 5.11700000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAL2 100000.00000000 PA USD 100413.83000000 0.004064363845 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 1850000.00000000 PA USD 1921929.48000000 0.077792279128 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.62300000 N N N N N N World Omni Automobile Lease Securitization Trust 2024-A N/A 981946AF3 125000.00000000 PA USD 127018.56000000 0.005141220516 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 5.62000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KR7 60000.00000000 PA USD 60604.30000000 0.002453027892 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GK3 100000.00000000 PA USD 75326.36000000 0.003048919996 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Freddie Mac Pool N/A 3133KNDK6 5250000.40630000 PA USD 4204634.50000000 0.170187358101 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 4805493.77370000 PA USD 4509461.90000000 0.182525593418 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGU8 570000.00000000 PA USD 480416.10000000 0.019445387428 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 3622ACWT3 486199.75720000 PA USD 482112.76000000 0.019514061669 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N Hellenic Republic Government Bond N/A N/A 1959000.00000000 PA 2058635.17000000 0.083325597237 Long DBT NUSS GR Y 2 2054-06-15 Fixed 4.12500000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBD4 888000.00000000 PA USD 709787.75000000 0.028729465542 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 180000.00000000 PA USD 184524.62000000 0.007468843625 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 3445321.49600000 PA USD 3521900.66000000 0.142552930301 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 4733447.08000000 PA USD 4662534.84000000 0.188721394565 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 300000.00000000 PA USD 258752.73000000 0.010473310705 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 50000.00000000 PA USD 51460.93000000 0.002082939604 Long DBT CORP US Y 2 2029-02-15 Fixed 9.00000000 N N N N N N Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc N/A 154915AA0 30000.00000000 PA USD 26326.46000000 0.001065593376 Long DBT CORP US Y 2 2029-06-15 Fixed 8.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AT6 500000.00000000 PA USD 530452.41000000 0.021470663920 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBF1 800000.00000000 PA USD 496440.22000000 0.020093981890 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBG4 390000.00000000 PA USD 401033.88000000 0.016232301891 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.61360000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 330000.00000000 PA USD 338502.30000000 0.013701265151 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AP4 70000.00000000 PA USD 61393.76000000 0.002484982182 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAD9 810000.00000000 PA USD 784599.86000000 0.031757570685 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HLA5 30000.00000000 PA USD 30394.69000000 0.001230259607 Long DBT CORP US N 2 2027-03-15 Fixed 5.30000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BA2 3450000.00000000 PA USD 3467401.29000000 0.140347006386 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040446 1000000.00000000 PA USD 974570.30000000 0.039446840062 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 1000000.00000000 PA USD 1014120.30000000 0.041047671243 Long ABS-CBDO CORP US Y 2 2031-10-20 Fixed 5.52000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 40000.00000000 PA USD 39158.17000000 0.001584971416 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EK7 400000.00000000 PA USD 394266.64000000 0.015958390164 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAL5 1250000.00000000 PA USD 1289463.85000000 0.052192514236 Long DBT CORP ES N 2 2028-09-14 Variable 6.13800000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAD8 10000.00000000 PA USD 10170.12000000 0.000411647160 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 416000.00000000 PA USD 411981.41000000 0.016675415605 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.70000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DS1 2252000.00000000 PA USD 2411651.47000000 0.097614333027 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCA5 870000.00000000 PA USD 763267.17000000 0.030894105822 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAC0 30000.00000000 PA USD 30414.24000000 0.001231050916 Long DBT CORP US N 2 2027-06-15 Fixed 5.19700000 N N N N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266GAA5 260000.00000000 PA USD 260970.86000000 0.010563092036 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 140000.00000000 PA USD 139873.06000000 0.005661521007 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 3621479.18110000 PA USD 3507273.66000000 0.141960885859 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFP0 1870000.00000000 PA USD 1749569.63000000 0.070815818389 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 797000.00000000 PA USD 847431.74000000 0.034300762409 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KB2 70000.00000000 PA USD 67680.90000000 0.002739461317 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAB7 354000.00000000 PA USD 342297.82000000 0.013854893135 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Hyundai Auto Receivables Trust 2024-C N/A 448976AG5 120000.00000000 PA USD 118902.23000000 0.004812702839 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 4.86000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TL2 3600000.00000000 PA USD 3246750.00000000 0.131415894750 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 205000.00000000 PA USD 202706.65000000 0.008204781945 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 500000.00000000 PA USD 357550.66000000 0.014472269162 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397C35 410000.00000000 PA USD 424774.44000000 0.017193228027 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AS0 7000.00000000 PA USD 6835.79000000 0.000276686366 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 400000.00000000 PA USD 363688.41000000 0.014720701566 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAH0 180000.00000000 PA USD 173821.24000000 0.007035612160 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N Nissan Auto Lease Trust 2025-A N/A 65479XAE2 360000.00000000 PA USD 362627.46000000 0.014677758409 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N GGAM Finance Ltd 254900X2QXEN0FVXRF65 36170JAA4 25000.00000000 PA USD 26285.98000000 0.001063954902 Long DBT CORP KY Y 2 2028-06-15 Fixed 8.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 410000.00000000 PA USD 375532.46000000 0.015200102945 Long DBT CORP US N 2 2039-04-22 Variable 4.45700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 500000.00000000 PA USD 506759.02000000 0.020511647042 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286T2 1864000.00000000 PA USD 1754490.00000000 0.071014975954 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBN6 550000.00000000 PA USD 550711.53000000 0.022290674817 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 1720727.97320000 PA USD 1701423.99000000 0.068867068913 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 481454.25320000 PA USD 493307.03000000 0.019967162465 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBF7 840000.00000000 PA USD 618682.53000000 0.025041878261 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N Slovakia Government Bond N/A N/A 8376492.00000000 PA 8811229.17000000 0.356644510734 Long DBT NUSS SK N 2 2040-02-27 Fixed 3.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBW4 400000.00000000 PA USD 389563.88000000 0.015768040610 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEG7 1990000.00000000 PA USD 2052385.35000000 0.083072628672 Long DBT CORP US N 2 2030-04-22 Variable 5.58100000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 1200000.00000000 PA USD 1150476.68000000 0.046566850632 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 054989AD0 1630000.00000000 PA USD 1790916.71000000 0.072489388424 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCB9 45000.00000000 PA USD 45834.95000000 0.001855221672 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N COMM 2019-GC44 Mortgage Trust N/A 12655TBM0 100000.00000000 PA USD 91781.22000000 0.003714949148 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 2413000.00000000 PA USD 2385067.34000000 0.096538310164 Long DBT CORP US Y 2 2055-02-15 Fixed 5.74000000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272AD6 110000.00000000 PA USD 102498.60000000 0.004148747279 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 730000.00000000 PA USD 732178.31000000 0.029635748895 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd N/A 599191AA1 2434500.00000000 PA USD 2444593.14000000 0.098947684544 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3137BDXY7 13834179.77700000 PA USD 12373809.17000000 0.500843983536 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 750000.00000000 PA USD 736749.93000000 0.029820790408 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RK6 5000000.00000000 PA USD 3603125.00000000 0.145840577738 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KQ9 1460000.00000000 PA USD 1479612.58000000 0.059889000103 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AY4 135000.00000000 PA USD 121454.54000000 0.004916010486 Long DBT CORP CH N 2 2045-05-15 Fixed 4.87500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 430000.00000000 PA USD 407248.00000000 0.016483825457 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl N/A 46590XAU0 130000.00000000 PA USD 117096.34000000 0.004739607389 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TV0 139000.00000000 PA USD 142084.06000000 0.005751013744 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 117000.00000000 PA USD 119080.39000000 0.004819914067 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 140000.00000000 PA USD 140009.28000000 0.005667034666 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 85000.00000000 PA USD 86838.95000000 0.003514905155 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 550000.00000000 PA USD 566700.53000000 0.022937847757 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 91282CHH7 34000000.00000000 PA USD 34047812.50000000 1.378123891271 Long DBT UST US N 2 2026-06-15 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TU2 8000000.00000000 PA USD 7796250.00000000 0.315562075752 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3133AYE30 9448.65990000 PA USD 8271.84000000 0.000334812121 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAK7 300000.00000000 PA USD 291826.23000000 0.011811998191 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Ford Credit Auto Owner Trust 2023-REV1 N/A 34535QAA3 125000.00000000 PA USD 126374.29000000 0.005115142956 Long ABS-CBDO CORP US Y 2 2035-08-15 Fixed 4.85000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830CB3 1470000.00000000 PA USD 1390450.91000000 0.056280080216 Long DBT CORP US N 2 2055-02-15 Fixed 5.20000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAS4 400000.00000000 PA USD 405043.77000000 0.016394606744 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Serbia International Bond N/A N/A 550000.00000000 PA 532259.17000000 0.021543794583 Long DBT NUSS RS N 2 2028-09-23 Fixed 1.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 719000.00000000 PA USD 724519.08000000 0.029325732859 Long DBT CORP GB N 2 2028-11-19 Variable 5.13000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZS2 900000.00000000 PA USD 836859.38000000 0.033872834127 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N N/A N/A N/A 1.00000000 NC 53117.36000000 0.002149985490 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5121807.78000000 EUR 5595161.67000000 USD 2025-04-15 53117.36000000 N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BY4 20000.00000000 PA USD 19530.49000000 0.000790518770 Long DBT CORP KY Y 2 2029-05-15 Fixed 8.25000000 N N N N N N N/A N/A N/A 15150000.00000000 NC USD 112035.83000000 0.004534777498 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 15150000.00000000 3.75000000 USD 2025-06-26 XXXX -37294.22000000 N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 305000.00000000 PA USD 210664.18000000 0.008526872012 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N WF Card Issuance Trust N/A 92970QAE5 2930000.00000000 PA USD 2929367.71000000 0.118569485997 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 4.29000000 N N N N N N N/A N/A N/A -211.00000000 NC 394046.64000000 0.015949485414 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 -27335188.32000000 EUR 394046.64000000 N N N Fannie Mae Pool N/A 3140QUTV8 4886337.56250000 PA USD 4836039.56000000 0.195744195218 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400HU0 455000.00000000 PA USD 460345.92000000 0.018633024092 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392GB8 220000.00000000 PA USD 231913.61000000 0.009386966832 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N N/A N/A N/A 33.00000000 NC USD 4640.63000000 0.000187834771 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 33.00000000 108.00000000 USD 2025-05-23 XXXX -4158.66000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDW8 990000.00000000 PA USD 560218.03000000 0.022675461205 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N N/A N/A N/A 1.00000000 NC 2077.45000000 0.000084087148 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 389595.97000000 GBP 505338.04000000 USD 2025-04-02 2077.45000000 N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632QAE3 80000.00000000 PA USD 77776.96000000 0.003148110815 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 30000.00000000 PA USD 31177.81000000 0.001261957279 Long DBT CORP US Y 2 2028-11-15 Fixed 9.75000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAG4 45000.00000000 PA USD 47413.31000000 0.001919107586 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N Freddie Mac REMICS N/A 3137H8BW0 1227681.28100000 PA USD 1091448.93000000 0.044177635392 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 4.00000000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA1 529900N6M839KA246662 35564NAW3 1179630.25360000 PA USD 1181847.96000000 0.047836638830 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.70200000 N N N N N N SFS Auto Receivables Securitization Trust 2024-1 N/A 78435VAF9 125000.00000000 PA USD 126673.50000000 0.005127253821 Long ABS-CBDO CORP US Y 2 2032-01-20 Fixed 5.51000000 N N N N N N Province of Saskatchewan Canada 549300FKDIB7OJMBSP83 803854KW7 7803000.00000000 PA USD 7944243.82000000 0.321552293746 Long DBT NUSS CA N 2 2030-01-28 Fixed 4.65000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABK7 3880000.00000000 PA USD 3903382.77000000 0.157993852090 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 471339.07900000 PA USD 435493.04000000 0.017627075539 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 485000.00000000 PA USD 487896.58000000 0.019748168354 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 992000.00000000 PA USD 807240.00000000 0.032673956072 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCZ2 271000.00000000 PA USD 187907.10000000 0.007605753346 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 594845.06000000 0.024077029582 Long DBT CORP FR N 2 2032-11-30 Variable 2.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 188000.00000000 PA USD 173741.14000000 0.007032370021 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC 10401.21000000 0.000421000791 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 143020916.00000000 JPY 972270.79000000 USD 2025-06-18 10401.21000000 N N N Progress Residential Trust N/A 74334GAA4 590000.00000000 PA USD 544024.25000000 0.022019999562 Long ABS-CBDO CORP US Y 2 2042-04-17 Fixed 3.30500000 N N N N N N Volkswagen Auto Loan Enhanced Trust 2024-1 N/A 92868RAE8 130000.00000000 PA USD 130846.59000000 0.005296164379 Long ABS-CBDO CORP US N 2 2031-06-20 Fixed 4.67000000 N N N N N N Phillips 66 Co RVJMT2IZVVSKIRJJBH76 718547AW2 150000.00000000 PA USD 139301.48000000 0.005638385657 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CU4 750000.00000000 PA USD 571807.98000000 0.023144577598 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 450000.00000000 PA USD 408853.09000000 0.016548793299 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAT7 2000000.00000000 PA USD 1819187.76000000 0.073633691291 Long DBT CORP US N 2 2028-08-12 Fixed 1.80000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 350000.00000000 PA USD 345782.16000000 0.013995925755 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHM9 125000.00000000 PA USD 130458.43000000 0.005280453162 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 0.003215364748 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.52620000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 600000.00000000 PA 611687.69000000 0.024758754166 Long DBT CORP FR N 2 2049-01-25 Variable 1.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAE5 690000.00000000 PA USD 744427.15000000 0.030131534609 Long DBT CORP US N 2 2038-04-15 Fixed 6.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAY1 1400000.00000000 PA USD 1208512.68000000 0.048915923665 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAR2 400000.00000000 PA USD 367437.46000000 0.014872448624 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Apollo Global Management Inc 254900LMFT1CY9IYB476 03769MAD8 644000.00000000 PA USD 621083.31000000 0.025139052559 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 125000.00000000 PA USD 127143.29000000 0.005146269105 Long ABS-CBDO CORP US Y 2 2031-06-25 Fixed 5.87000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 8000.00000000 PA USD 5842.67000000 0.000236488705 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140XQAP2 5235858.97250000 PA USD 4767682.08000000 0.192977348557 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 3.50000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 60000.00000000 PA USD 59515.55000000 0.002408959499 Long DBT CORP US Y 2 2027-04-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICS N/A 3136AWLU9 527497.75000000 PA USD 474981.45000000 0.019225413795 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 239400.00000000 PA USD 242899.79000000 0.009831644948 Long ABS-CBDO CORP US Y 2 2054-07-30 Fixed 6.26800000 N N N N N N Apollo Global Management Inc 254900LMFT1CY9IYB476 03769MAC0 48000.00000000 PA USD 47400.50000000 0.001918589087 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 600000.00000000 PA 627980.11000000 0.025418208374 Long DBT CORP DE N 2 2027-01-25 Fixed 2.50000000 N N N N N N Turkiye Government International Bond N/A 900123CB4 453000.00000000 PA USD 315746.55000000 0.012780200318 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 3140XJW25 4887996.23400000 PA USD 4283784.18000000 0.173391031318 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 5200000.00000000 NC USD -92212.58000000 -0.00373240893 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 5200000.00000000 USD -92212.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 217538.46000000 0.008805116305 Long DBT CORP DE N 2 2032-06-24 Variable 4.00000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAE9 180000.00000000 PA USD 183592.73000000 0.007431124318 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 5.64000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 230000.00000000 PA USD 242826.83000000 0.009828691809 Long DBT CORP US N 2 2035-03-06 Variable 6.40100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 519000.00000000 PA USD 525823.37000000 0.021283298267 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N Flutter Treasury DAC 635400JE8VLL9UFVIC38 N/A 600000.00000000 PA 662808.51000000 0.026827927432 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 448875.00000000 PA USD 452101.33000000 0.018299314945 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 135000.00000000 PA USD 136192.78000000 0.005512557493 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AS1 420000.00000000 PA USD 412533.14000000 0.016697747503 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 1630000.00000000 PA USD 1638406.03000000 0.066316345390 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 4500000.00000000 PA USD 4525090.39000000 0.183158174306 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAZ3 400000.00000000 PA USD 396828.83000000 0.016062097715 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BN2 216000.00000000 PA USD 225975.85000000 0.009146629250 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCA1 150000.00000000 PA USD 131987.59000000 0.005342347650 Long DBT CORP US N 2 2044-05-15 Fixed 4.60000000 N N N N N N BP Capital Markets BV 7245003VD7E4T30HJD24 N/A 600000.00000000 PA 403319.28000000 0.016324806052 Long DBT CORP NL N 2 2040-12-04 Fixed 0.93300000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 750000.00000000 PA USD 701350.58000000 0.028387961501 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECX1 1379000.00000000 PA USD 1387923.55000000 0.056177782449 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 9000000.00000000 PA USD 7814531.25000000 0.316302030114 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 0.009393505752 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC 773.11000000 0.000031292505 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 104877.36000000 USD 15709226.00000000 JPY 2025-06-18 773.11000000 N N N LAD Auto Receivables Trust 2024-2 N/A 505920AF5 30000.00000000 PA USD 30419.19000000 0.001231251273 Long ABS-CBDO CORP US Y 2 2029-10-15 Fixed 5.66000000 N N N N N N N/A N/A N/A 1.00000000 NC -3331552.14000000 -0.13484835770 N/A DFE N/A N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 112702918.51000000 EUR 118618469.30000000 USD 2025-04-15 -3331552.14000000 N N N PMT Loan Trust 2025-INV2 N/A 73015JAG3 4162692.27000000 PA USD 4200529.89000000 0.170021219348 Long ABS-MBS CORP US Y 2 2056-02-25 Variable 6.00000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAV1 502000.00000000 PA USD 530327.43000000 0.021465605212 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Pattern Energy Operations LP / Pattern Energy Operations Inc N/A 70339PAA7 2000.00000000 PA USD 1859.06000000 0.000075247565 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCN3 400000.00000000 PA USD 374814.89000000 0.015171058484 Long DBT CORP US N 2 2030-03-01 Variable 3.27300000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QJR6 140000.00000000 PA USD 139703.33000000 0.005654650993 Long ABS-CBDO CORP US Y 2 2031-09-15 Fixed 4.61000000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 N/A 300000.00000000 PA 374529.89000000 0.015159522785 Long DBT CORP GB N 2 2054-09-12 Variable 6.12500000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAC8 100000.00000000 PA USD 101229.96000000 0.004097397634 Long ABS-CBDO CORP US Y 2 2029-11-20 Fixed 5.33000000 N N N N N N N/A N/A N/A 12415000.00000000 NC USD 207884.13000000 0.008414346330 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 223114.99000000 USD 0.00000000 USD 12415000.00000000 USD -15230.86000000 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAH5 400000.00000000 PA USD 335541.46000000 0.013581421788 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 270000.00000000 PA USD 247123.08000000 0.010002587409 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 3355000.00000000 PA 3699051.01000000 0.149723291971 Long DBT NUSS IS N 2 2034-03-21 Fixed 3.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BL1 1100000.00000000 PA USD 1114640.89000000 0.045116356320 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 600000.00000000 PA USD 507173.66000000 0.020528430067 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676BD6 1760000.00000000 PA USD 1763069.28000000 0.071362232059 Long DBT CORP US Y 2 2065-05-01 Fixed 5.80000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060BD7 100000.00000000 PA USD 63835.49000000 0.002583813978 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 470000.00000000 PA USD 472032.37000000 0.019106046432 Long ABS-CBDO CORP US Y 2 2028-05-15 Fixed 4.92000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496AP2 60000.00000000 PA USD 58470.01000000 0.002366640080 Long DBT CORP US Y 2 2029-07-15 Fixed 5.12500000 N N N N N N Freddie Mac REMICS N/A 3137FELR9 640445.43500000 PA USD 580913.60000000 0.023513137912 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137BKMD9 935160.74800000 PA USD 839620.99000000 0.033984613429 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AR2 35000.00000000 PA USD 33574.67000000 0.001358972911 Long DBT CORP US Y 2 2033-05-01 Fixed 7.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEN7 1487000.00000000 PA USD 1452845.47000000 0.058805570916 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAM7 500000.00000000 PA USD 444167.93000000 0.017978201567 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -6491.55000000 -0.00026275286 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 211585.06000000 EUR 222453.74000000 USD 2025-04-15 -6491.55000000 N N N Diamond Foreign Asset Co / Diamond Finance LLC N/A 25260WAD3 5000.00000000 PA USD 5139.80000000 0.000208039244 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 -21750000.00000000 PA USD -20277627.23000000 -0.82075999872 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CQ1 300000.00000000 PA USD 227422.38000000 0.009205179195 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688ABH4 290000.00000000 PA USD 289479.48000000 0.011717010818 Long DBT CORP NL N 2 2029-10-17 Fixed 4.49400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLC3 11000000.00000000 PA USD 11027500.00000000 0.446350590393 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBW8 3145000.00000000 PA USD 2988648.64000000 0.120968948986 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 400000.00000000 PA 432701.66000000 0.017514091263 Long DBT CORP US N 2 2035-07-18 Fixed 3.75000000 N N N N N N BBCMS Trust 2021-C10 N/A 05551VBJ1 1000000.00000000 PA USD 880684.90000000 0.035646721837 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.49200000 N N N N N N Freddie Mac Pool N/A 3133KNWP4 7676.34890000 PA USD 6715.47000000 0.000271816277 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3133KNGR8 1436806.09440000 PA USD 1154754.16000000 0.046739986495 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDW6 861000.00000000 PA USD 845832.82000000 0.034236044305 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 716743AW9 3841000.00000000 PA USD 3867186.97000000 0.156528785964 Long DBT CORP MY Y 2 2035-04-03 Fixed 5.34000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 1070000.00000000 PA USD 1069654.04000000 0.043295462459 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDH6 800000.00000000 PA USD 793505.10000000 0.032118020391 Long DBT CORP US N 2 2033-07-25 Variable 4.91200000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AW9 578000.00000000 PA USD 566323.14000000 0.022922572468 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017BT5 393000.00000000 PA USD 345900.85000000 0.014000729867 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JH1 8000.00000000 PA USD 5868.94000000 0.000237552013 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 50000.00000000 PA USD 50530.90000000 0.002045295583 Long ABS-CBDO CORP US N 2 2030-08-16 Fixed 5.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBN0 1060000.00000000 PA USD 1066431.48000000 0.043165025682 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCH4 190000.00000000 PA USD 192225.79000000 0.007780557230 Long ABS-CBDO CORP US Y 2 2031-12-22 Fixed 4.83000000 N N N N N N N/A N/A N/A 1.00000000 NC 38872.52000000 0.001573409408 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 15653364.95000000 USD 12148045.27000000 GBP 2025-04-02 38872.52000000 N N N Freedom Mortgage Holdings LLC N/A 35641AAC2 20000.00000000 PA USD 19536.62000000 0.000790766889 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 0.004088296575 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 678000.00000000 PA USD 575357.32000000 0.023288241167 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCY3 946000.00000000 PA USD 913120.52000000 0.036959590406 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Freddie Mac Pool N/A 3132DVLY9 1668326.23780000 PA USD 1409511.61000000 0.057051583703 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 333000.00000000 PA USD 365110.00000000 0.014778242036 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032641 -10875000.00000000 PA USD -9810439.73000000 -0.39708869331 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 8750000.00000000 PA USD 8576025.50000000 0.347124374986 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 0.018430256864 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAG6 2230000.00000000 PA USD 2264198.71000000 0.091646015051 Long DBT CORP US N 2 2034-01-15 Fixed 5.87500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBL1 100000.00000000 PA USD 97572.81000000 0.003949370333 Long DBT CORP US N 2 2032-05-09 Fixed 4.75000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A3C4 1700000.00000000 PA USD 1701120.32000000 0.068854777525 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 1510000.00000000 PA USD 1517562.53000000 0.061425067442 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 -2200000.00000000 NC USD -197025.82000000 -0.00797484389 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 -2200000.00000000 4.20500000 USD 2035-01-29 XXXX -455.82000000 N N N N/A N/A N/A -33.00000000 NC USD -48468.75000000 -0.00196182771 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 -33.00000000 110.50000000 USD 2025-05-23 XXXX -6736.78000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 185000.00000000 PA USD 184566.57000000 0.007470541599 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 770000.00000000 PA USD 755714.50000000 0.030588402923 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Trafigura Securitisation Finance PLC 549300CH6S10UEZXWN56 892725AX0 260000.00000000 PA USD 264623.06000000 0.010710918980 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 4471280.43000000 PA USD 3930529.14000000 0.159092632255 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 1.50000000 N N N N N N Serbia International Bond N/A N/A 760000.00000000 PA 808574.06000000 0.032727953666 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJT9 1300000.00000000 PA USD 1301421.88000000 0.052676529085 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N N LAD Auto Receivables Trust N/A 505712AC3 790000.00000000 PA USD 791363.38000000 0.032031331841 Long ABS-CBDO CORP US Y 2 2029-07-16 Fixed 4.69000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAX3 402000.00000000 PA USD 355867.79000000 0.014404153087 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDL2 290000.00000000 PA USD 174809.82000000 0.007075626058 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 92000.00000000 PA USD 97220.49000000 0.003935109780 Long DBT CORP US N 2 2027-10-01 Fixed 6.95000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BM3 200000.00000000 PA USD 201925.70000000 0.008173172107 Long DBT CORP US N 2 2029-03-01 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 3622AC3U2 966481.16100000 PA USD 979283.56000000 0.039637614615 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 -330.00000000 NC 574219.97000000 0.023242205633 N/A DIR N/A N 1 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Short N/A Eurex 10 Year Euro BUND Future 2025-06-06 -45521280.93000000 EUR 574219.97000000 N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAC4 300000.00000000 PA USD 314374.17000000 0.012724651678 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 30000.00000000 PA USD 26051.90000000 0.001054480249 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140XGWS4 793824.18000000 PA USD 724578.98000000 0.029328157380 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AH6 310000.00000000 PA USD 314365.04000000 0.012724282131 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBR5 400000.00000000 PA USD 410454.51000000 0.016613612592 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CU0 40000.00000000 PA USD 41095.74000000 0.001663396763 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AY2 73000.00000000 PA USD 64063.91000000 0.002593059537 Long DBT CORP US N 2 2046-04-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCE9 2049000.00000000 PA USD 1888921.88000000 0.076456259020 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543DK6 85000.00000000 PA USD 78785.48000000 0.003188931807 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397G31 1105000.00000000 PA USD 1083325.93000000 0.043848847739 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 130000.00000000 PA USD 130124.87000000 0.005266951942 Long ABS-CBDO CORP US Y 2 2037-12-11 Fixed 4.80000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAM9 400000.00000000 PA USD 408655.31000000 0.016540787928 Long DBT CORP DE N 2 2027-09-09 Fixed 5.37100000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMD8 820000.00000000 PA USD 802439.67000000 0.032479657262 Long DBT CORP US N 2 2035-10-25 Variable 5.51800000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKH4 70000.00000000 PA USD 59021.92000000 0.002388979264 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SL3 7000000.00000000 PA USD 4235000.00000000 0.171416436211 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QFMX4 3487198.56320000 PA USD 2925509.21000000 0.118413308826 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 3847617.30000000 PA USD 3891803.34000000 0.157525161505 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 6.00000000 N N N N N N Freddie Mac Pool N/A 3132CXLZ3 241145.26090000 PA USD 232494.63000000 0.009410484276 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 20500000.00000000 PA USD 16306308.85000000 0.660016375637 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 2.00000000 N N N N N N Toyota Lease Owner Trust N/A 89239NAE5 460000.00000000 PA USD 463425.57000000 0.018757676424 Long ABS-CBDO CORP US Y 2 2029-06-20 Fixed 4.81000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CR8 100000.00000000 PA USD 100669.32000000 0.004074705093 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 3056000.00000000 PA USD 3156906.56000000 0.127779379449 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097AM5 550000.00000000 PA USD 541599.25000000 0.021921844932 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLU3 4644600.00000000 PA USD 4659114.38000000 0.188582947560 Long DBT UST US N 2 2031-10-31 Fixed 4.12500000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AY2 240000.00000000 PA USD 244475.06000000 0.009895405791 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N N/A N/A N/A 1.00000000 NC 2754.84000000 0.000111505278 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 2113697.97000000 MXN 104977.04000000 USD 2025-06-18 2754.84000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206RMW9 100000.00000000 PA 107724.23000000 0.004360260590 Long DBT CORP US N 2 2037-06-01 Fixed 4.05000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AP1 95000.00000000 PA USD 95135.69000000 0.003850725132 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751CC3 5000.00000000 PA USD 4983.64000000 0.000201718490 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 4915000.00000000 PA 5356630.04000000 0.216815686318 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 6285153.43000000 PA USD 6337691.03000000 0.256525244432 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 6.00000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229BE5 5000.00000000 PA USD 4869.67000000 0.000197105425 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Capital One Prime Auto Receivables Trust 2024-1 N/A 14043NAD1 1170000.00000000 PA USD 1174925.47000000 0.047556443183 Long ABS-CBDO CORP US N 2 2029-07-16 Fixed 4.62000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 220723.41000000 0.008934030774 Long DBT CORP DE N 2 2030-04-04 Variable 4.12500000 N N N N N N Ginnie Mae II Pool N/A 21H042646 3000000.00000000 PA USD 2878657.20000000 0.116516920495 Long ABS-MBS USGA US N 2 2025-04-21 Fixed 4.50000000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 536797AG8 15000.00000000 PA USD 13762.20000000 0.000557040679 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RQ3 1000000.00000000 PA USD 710937.50000000 0.028776002979 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020BA4 350000.00000000 PA USD 345163.77000000 0.013970895717 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHZ7 1086000.00000000 PA USD 1119598.13000000 0.045317006241 Long DBT UST US N 2 2030-09-30 Fixed 4.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 400000.00000000 PA USD 373070.15000000 0.015100438151 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N BMO 2024-C10 Mortgage Trust N/A 096920AH6 300000.00000000 PA USD 303983.61000000 0.012304081958 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.72850000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAP5 500000.00000000 PA USD 488799.30000000 0.019784706972 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDJ7 15061000.00000000 PA USD 12717131.88000000 0.514740360258 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAJ0 349000.00000000 PA USD 357872.89000000 0.014485311787 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAE4 5000.00000000 PA USD 5020.08000000 0.000203193441 Long DBT CORP US Y 2 2029-06-15 Fixed 6.62500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 850000.00000000 PA USD 764651.00000000 0.030950117913 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC N/A 44287GAA4 10000.00000000 PA USD 10097.75000000 0.000408717902 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 10100000.00000000 NC USD 289514.81000000 0.011718440840 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 10100000.00000000 4.30000000 USD 2026-03-11 XXXX -29645.19000000 N N N N/A N/A N/A 1.00000000 NC -60043.39000000 -0.00243032442 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2009452.00000000 EUR 2114281.09000000 USD 2025-04-15 -60043.39000000 N N N Medline Borrower LP/Medline Co-Issuer Inc N/A 58506DAA6 3000.00000000 PA USD 3039.94000000 0.000123045025 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 1100000.00000000 PA 1171572.73000000 0.047420737222 Long DBT CORP FR N 2 2049-05-28 Variable 3.25000000 N N N N N N Indonesia Government International Bond N/A 455780DZ6 5240000.00000000 PA USD 5314516.64000000 0.215111098610 Long DBT NUSS ID N 2 2030-01-15 Fixed 5.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 800000.00000000 PA USD 827454.82000000 0.033492173877 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 16824000.00000000 PA USD 17042186.25000000 0.689801849402 Long DBT UST US N 2 2030-01-31 Fixed 4.25000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AN3 75000.00000000 PA USD 56259.26000000 0.002277157462 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 0.008088883791 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 10000.00000000 PA USD 10119.84000000 0.000409612020 Long DBT CORP US Y 2 2029-08-01 Fixed 6.50000000 N N N N N N Progress Residential Trust N/A 74334NAC5 90000.00000000 PA USD 84048.98000000 0.003401977950 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.65000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CCC7 175000.00000000 PA USD 176069.59000000 0.007126616680 Long DBT CORP US N 2 2029-01-05 Fixed 4.85000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SQ2 18511000.00000000 PA USD 11589621.41000000 0.469103093066 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N N/A N/A N/A 1.00000000 NC 239.61000000 0.000009698486 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1657000.39000000 EUR 1793194.36000000 USD 2025-04-15 239.61000000 N N N Wynn Macau Ltd 254900NMDQ8ENTHU1I31 98313RAE6 2000.00000000 PA USD 1854.96000000 0.000075081613 Long DBT CORP KY Y 2 2029-12-15 Fixed 5.12500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDQ3 180000.00000000 PA USD 181759.14000000 0.007356907680 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 300000.00000000 PA USD 261109.22000000 0.010568692315 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBT4 1710000.00000000 PA USD 1670059.56000000 0.067597557977 Long DBT CORP US N 2 2054-11-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3140XAY55 718707.38800000 PA USD 677872.66000000 0.027437666017 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 1218000.00000000 PA USD 1311523.88000000 0.053085419011 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA87 725000.00000000 PA USD 748391.28000000 0.030291987274 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042640 17875000.00000000 PA USD 17106235.58000000 0.692394318798 Long ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 800000.00000000 PA USD 617852.73000000 0.025008291164 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HH3 90000.00000000 PA USD 74790.35000000 0.003027224382 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 20000.00000000 PA USD 20114.10000000 0.000814141048 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 70000.00000000 PA USD 71008.41000000 0.002874146064 Long DBT CORP US Y 2 2054-03-15 Fixed 6.75000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAG2 453000.00000000 PA USD 318904.02000000 0.012908002503 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BC6 40000.00000000 PA USD 39963.01000000 0.001617548230 Long DBT CORP US N 2 2028-11-07 Fixed 4.55000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAP2 325000.00000000 PA USD 332101.39000000 0.013442181047 Long DBT CORP US N 2 2028-08-16 Fixed 5.25000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DT3 800000.00000000 PA USD 808998.07000000 0.032745115953 Long DBT CORP US N 2 2027-04-23 Variable 5.64500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 100000.00000000 PA 127415.43000000 0.005157284280 Long DBT CORP GB N 2 2030-11-22 Variable 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 800000.00000000 PA USD 718983.80000000 0.029101686113 Long DBT CORP US N 2 2038-04-24 Variable 4.24400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RJ9 10635000.00000000 PA USD 8375062.50000000 0.338990169255 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 30000.00000000 PA USD 30869.18000000 0.001249465129 Long ABS-CBDO CORP US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBG5 25000.00000000 PA USD 26045.82000000 0.001054234154 Long DBT CORP BM Y 2 2029-02-15 Fixed 7.75000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAU9 2070000.00000000 PA USD 2056414.95000000 0.083235731310 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N Magnera Corp 549300LDQLQBT38QDY28 55939AAA5 10000.00000000 PA USD 9723.57000000 0.000393572542 Long DBT CORP US Y 2 2031-11-15 Fixed 7.25000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAS3 890000.00000000 PA USD 958268.99000000 0.038787026020 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111GB3 1500000.00000000 PA USD 1021505.90000000 0.041346611793 Long DBT CORP US N 2 2061-06-15 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36179WTX6 980233.03340000 PA USD 802085.19000000 0.032465309281 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1810000.00000000 PA USD 1730333.24000000 0.070037203650 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DN8 200000.00000000 PA USD 151354.45000000 0.006126243311 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N Bayerische Landesbank VDYMYTQGZZ6DU0912C88 N/A 700000.00000000 PA 731703.01000000 0.029616510587 Long DBT CORP DE N 2 2031-09-23 Variable 1.00000000 N N N N N N New Issuer: BB Company ID:71968132 N/A 24704EAJ7 100000.00000000 PA USD 100607.99000000 0.004072222691 Long ABS-CBDO CORP US Y 2 2030-08-22 Fixed 4.99000000 N N N N N N Bank of Cyprus Pcl PQ0RAP85KK9Z75ONZW93 N/A 433000.00000000 PA 485859.30000000 0.019665707132 Long DBT CORP CY N 2 2029-05-02 Variable 5.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 600000.00000000 PA 660413.73000000 0.026730995990 Long DBT CORP DE N 2 2031-05-19 Variable 5.62500000 N N N N N N CSAIL 2019-C17 Commercial Mortgage Trust N/A 12597BAT6 500000.00000000 PA USD 460517.05000000 0.018639950773 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.76280000 N N N N N N N/A N/A N/A 1.00000000 NC -219.55000000 -0.00000888653 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 259771.43000000 GBP 335340.19000000 USD 2025-04-02 -219.55000000 N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAG6 40000.00000000 PA USD 40144.43000000 0.001624891410 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 2036547.58160000 PA USD 2059241.24000000 0.083350128609 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140Y6CM0 3247674.62500000 PA USD 3375250.10000000 0.136617082281 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 2180000.00000000 PA USD 2133614.84000000 0.086360484561 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BV5 400000.00000000 PA USD 252124.04000000 0.010205006946 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N T-Mobile US Trust N/A 872974AA8 1500000.00000000 PA USD 1510950.15000000 0.061157423850 Long ABS-CBDO CORP US Y 2 2029-11-20 Fixed 4.74000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 600000.00000000 PA USD 601018.42000000 0.024326903342 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp N/A 76883NAA9 10000.00000000 PA USD 9840.69000000 0.000398313107 Long DBT CORP US Y 2 2033-02-01 Fixed 6.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEE7 13212000.00000000 PA USD 12458503.13000000 0.504272067785 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N Freddie Mac Pool N/A 3132DNJ38 3216681.41100000 PA USD 2827104.62000000 0.114430271253 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 0.008235514666 Long DBT CORP GB N 2 2028-03-12 Variable 5.67400000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 472319AE2 500000.00000000 PA USD 518032.53000000 0.020967955167 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822DE1 200000.00000000 PA USD 203703.47000000 0.008245129367 Long DBT CORP JP N 2 2030-04-17 Variable 5.25800000 N N N N N N Ford Credit Auto Owner Trust 2024-D N/A 34535VAE4 170000.00000000 PA USD 171557.08000000 0.006943967712 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 4.66000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHK1 400000.00000000 PA USD 375022.06000000 0.015179443925 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCA9 1087000.00000000 PA USD 714550.84000000 0.028922257021 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49446RAM1 8000.00000000 PA USD 6491.51000000 0.000262751241 Long DBT CORP US N 2 2045-04-01 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEB8 1900000.00000000 PA USD 1920423.43000000 0.077731320044 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 1740000.00000000 PA USD 1733210.35000000 0.070153657945 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 50000.00000000 PA USD 50666.58000000 0.002050787385 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 5.11000000 N N N N N N N/A N/A N/A 1.00000000 NC -4784.76000000 -0.00019366859 N/A DFE N/A N 2 THE TORONTON DOMINION BANK PT3QB789TSUIDF371261 997371.00000000 USD 917321.41000000 EUR 2025-04-15 -4784.76000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 400000.00000000 PA USD 305893.34000000 0.012381380449 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135CC8 235000.00000000 PA USD 154824.97000000 0.006266716551 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 90932LAG2 60000.00000000 PA USD 58993.03000000 0.002387809908 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Freddie Mac - STACR N/A 35564NGY3 638250.00000000 PA USD 636258.66000000 0.025753292091 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 867364.99000000 PA USD 801671.63000000 0.032448569970 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 0.001025566930 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 350000.00000000 PA 380961.05000000 0.015419831293 Long DBT CORP GB N 2 2032-04-12 Fixed 4.12500000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAD3 300000.00000000 PA USD 214890.81000000 0.008697949663 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 108000.00000000 PA USD 110528.12000000 0.004473751223 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBK0 724000.00000000 PA USD 718542.46000000 0.029083822375 Long DBT CORP GB N 2 2030-06-20 Variable 5.08800000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 399000.00000000 PA USD 346537.77000000 0.014026509928 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZN3 1475000.00000000 PA USD 1375437.50000000 0.055672395391 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N Fannie Mae Pool N/A 3140QUU46 3358588.28740000 PA USD 3449668.84000000 0.139629265327 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Verizon Master Trust Series 2025-2 N/A 92348KDW0 160000.00000000 PA USD 163127.60000000 0.006602774932 Long ABS-CBDO CORP US Y 2 2033-01-20 Fixed 5.16000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFD1 1100000.00000000 PA USD 846371.93000000 0.034257865395 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust 2024-3 N/A 80287LAD1 170000.00000000 PA USD 172716.16000000 0.006990882791 Long ABS-CBDO CORP US N 2 2029-09-17 Fixed 5.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967PG0 570000.00000000 PA USD 566455.22000000 0.022927918556 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 2040000.00000000 PA USD 2011793.67000000 0.081429634310 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKD2 5000000.00000000 PA USD 5059375.00000000 0.204783950875 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140XMB21 468263.01880000 PA USD 441950.43000000 0.017888445736 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBL4 372000.00000000 PA USD 327461.09000000 0.013254359632 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N Digital Dutch Finco BV 549300ONZ5IS6B6IMJ70 N/A 200000.00000000 PA 178546.33000000 0.007226865545 Long DBT CORP NL N 2 2032-01-15 Fixed 1.00000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 500000.00000000 PA 523280.75000000 0.021180382834 Long DBT CORP FR N 2 2173-04-17 Variable 2.00000000 N N N N N N Fannie Mae Pool N/A 3140QWBE1 5217885.48750000 PA USD 5330852.71000000 0.215772319602 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 1868000.00000000 PA 2126456.46000000 0.086070740999 Long DBT NUSS GR Y 2 2038-07-18 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC 284092.72000000 0.011498975588 N/A DFE N/A N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 7632015.47000000 USD 7315853.54000000 EUR 2025-04-15 284092.72000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZU1 500000.00000000 PA USD 519156.26000000 0.021013439415 Long DBT CORP CA N 2 2027-11-01 Fixed 6.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119CR8 1360000.00000000 PA USD 1297277.03000000 0.052508761572 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N Turkiye Government International Bond N/A 900123CM0 403000.00000000 PA USD 302050.00000000 0.012225816896 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 400000.00000000 PA USD 390340.95000000 0.015799493401 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DR8 119000.00000000 PA USD 120708.12000000 0.004885798288 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DP9 730000.00000000 PA USD 604501.52000000 0.024467885771 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAJ4 70000.00000000 PA USD 58361.96000000 0.002362266633 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAW8 10000.00000000 PA USD 10063.14000000 0.000407317023 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 0.020695112010 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Verizon Master Trust Series 2024-5 N/A 92348KDC4 280000.00000000 PA USD 286307.22000000 0.011588609991 Long ABS-CBDO CORP US Y 2 2032-06-21 Fixed 5.25000000 N N N N N N Athora Holding Ltd 98450059DQ10TFC4B020 N/A 300000.00000000 PA 349811.08000000 0.014159000869 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 1056000.00000000 PA USD 1045418.22000000 0.042314490111 Long DBT CORP US Y 2 2030-05-01 Fixed 5.87500000 N N N N N N Ginnie Mae II Pool N/A 3618JCC49 497044.83000000 PA USD 511052.75000000 0.020685440642 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAX9 315000.00000000 PA USD 305264.20000000 0.012355915293 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 0.009767385035 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.16000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBL4 620000.00000000 PA USD 644404.25000000 0.026082994100 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp N/A 87470LAJ0 13000.00000000 PA USD 12367.15000000 0.000500574446 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 865000.00000000 PA 896801.94000000 0.036299077341 Long DBT CORP LU N 2 2027-04-26 Fixed 1.25000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 110000.00000000 PA USD 109342.87000000 0.004425776883 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 180000.00000000 PA USD 179967.49000000 0.007284388611 Long ABS-CBDO CORP US Y 2 2031-11-20 Fixed 4.76000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 696000.00000000 PA USD 577127.58000000 0.023359894451 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HLB3 1500000.00000000 PA USD 1540071.91000000 0.062336160170 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CR8 600000.00000000 PA USD 386622.30000000 0.015648976818 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546BA1 400000.00000000 PA USD 255387.05000000 0.010337080983 Long DBT CORP US N 2 2052-03-15 Fixed 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36179WNF1 13340686.49900000 PA USD 11828308.90000000 0.478764240387 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 2266000.00000000 PA 2413885.52000000 0.097704758739 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 15000.00000000 PA USD 15985.55000000 0.000647033296 Long DBT CORP US Y 2 2031-03-15 Fixed 8.62500000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 200000.00000000 PA 197284.46000000 0.007985312645 Long DBT CORP NL N 2 2174-03-20 Variable 3.50000000 N N N N N N Kingdom of Belgium Government International Bond N/A 077779AD8 388000.00000000 PA USD 367688.23000000 0.014882598824 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 8000.00000000 PA USD 10029.44000000 0.000405952978 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp N/A 505742AR7 5000.00000000 PA USD 5135.91000000 0.000207881791 Long DBT CORP US Y 2 2031-07-15 Fixed 7.00000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 866677AK3 70000.00000000 PA USD 71542.28000000 0.002895755059 Long DBT CORP US N 2 2029-01-15 Fixed 5.50000000 N N N N N N BBCMS Mortgage Trust 2024-C30 N/A 05493YAE8 950000.00000000 PA USD 979056.23000000 0.039628413175 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.53200000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CX8 10000.00000000 PA USD 9847.22000000 0.000398577416 Long DBT CORP US Y 2 2034-11-01 Fixed 6.25000000 N N N N N N N/A N/A N/A -23600000.00000000 NC USD -82482.23000000 -0.00333856196 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 -23600000.00000000 3.95000000 USD 2025-06-10 XXXX 30137.06000000 N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AJ6 2400000.00000000 PA USD 2067264.60000000 0.083674883220 Long DBT CORP US N 2 2043-03-18 Fixed 4.20000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EH4 680000.00000000 PA USD 682600.37000000 0.027629025450 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 7500000.00000000 NC USD -20700.11000000 -0.00083786046 N/A DIR N/A N 1 CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 United States SOFR Secured Ove SOFRRATE Y 2026-12-12 0.00000000 USD 711.29000000 USD 7500000.00000000 USD -21411.40000000 N N N N/A N/A N/A 1.00000000 NC 45969.54000000 0.001860669355 N/A DFE N/A N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 3305206.33000000 EUR 3622363.02000000 USD 2025-04-15 45969.54000000 N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBJ2 500000.00000000 PA USD 499906.40000000 0.020234279463 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AK3 330000.00000000 PA USD 329983.57000000 0.013356459876 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 1930000.00000000 PA USD 1565465.19000000 0.063363982026 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 620000.00000000 PA USD 612652.70000000 0.024797814042 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TJZ6 188000.00000000 PA USD 197165.85000000 0.007980511770 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Smurfit Westrock Financing DAC 6354005S6ZLHLVX7VT12 83272YAA0 801000.00000000 PA USD 804314.44000000 0.032555540707 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 508000.00000000 PA USD 372969.58000000 0.015096367466 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDT6 400000.00000000 PA USD 325307.81000000 0.013167203178 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 800000.00000000 PA USD 596833.96000000 0.024157532569 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N Ginnie Mae II Pool N/A 21H070647 500000.00000000 PA USD 516055.20000000 0.020887920489 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 8899185.65590000 PA USD 7593550.53000000 0.307357584425 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 70000.00000000 PA USD 70000.04000000 0.002833331143 Long ABS-CBDO CORP US N 2 2030-05-16 Fixed 4.67000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CX1 320000.00000000 PA USD 300799.59000000 0.012175205131 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Ginnie Mae II Pool N/A 3622AC4M9 214599.71750000 PA USD 221519.46000000 0.008966251802 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N BBCMS Mortgage Trust 2024-C28 N/A 07336WBA6 170000.00000000 PA USD 173852.05000000 0.007036859229 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 1.00000000 NC -7303.91000000 -0.00029563405 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2539695.98000000 GBP 3273348.37000000 USD 2025-04-02 -7303.91000000 N N N N/A N/A N/A -1050000.00000000 NC USD -3777.27000000 -0.00015288929 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 -1050000.00000000 4.00000000 USD 2025-06-26 XXXX 1519.40000000 N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAK3 250000.00000000 PA USD 218157.22000000 0.008830161319 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 7235000.00000000 PA USD 3685328.13000000 0.149167842813 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJL5 450000.00000000 PA USD 436733.56000000 0.017677286996 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8E3 1406000.00000000 PA USD 1417985.70000000 0.057394582123 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 1246000.00000000 PA USD 1250081.13000000 0.050598453903 Long DBT CORP IE N 2 2028-04-01 Fixed 4.87500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CD0 330000.00000000 PA USD 277750.64000000 0.011242272695 Long DBT CORP US N 2 2048-06-15 Fixed 4.56300000 N N N N N N Fannie Mae Pool N/A 31418EBR0 930341.06500000 PA USD 741314.55000000 0.030005548588 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 2635398.75000000 PA USD 2658926.01000000 0.107623050952 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 6.00000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 500000.00000000 PA USD 490871.99000000 0.019868601454 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAH4 80000.00000000 PA USD 81206.97000000 0.003286944366 Long ABS-CBDO CORP US N 2 2031-01-15 Fixed 5.67000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 870195AC8 630000.00000000 PA USD 638303.43000000 0.025836056479 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 2000.00000000 PA USD 2038.98000000 0.000082530031 Long DBT CORP US Y 2 2029-06-01 Fixed 6.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140CK4 20000.00000000 PA USD 18709.10000000 0.000757272077 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 3140W0AA3 492835.11000000 PA USD 504814.06000000 0.020432922577 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHX0 500000.00000000 PA USD 460231.14000000 0.018628378241 Long DBT CORP US N 2 2030-10-22 Variable 2.88400000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914906AZ5 97000.00000000 PA USD 94840.59000000 0.003838780624 Long DBT CORP US Y 2 2031-07-31 Fixed 8.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDV8 500000.00000000 PA USD 495018.55000000 0.020036438181 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMF5 14461000.00000000 PA USD 14596571.88000000 0.590812829414 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 4869000.00000000 PA USD 4706843.55000000 0.190514839939 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AW1 500000.00000000 PA USD 553939.67000000 0.022421337451 Long DBT CORP US N 2 2038-09-15 Fixed 6.70000000 N N N N N N USAA Auto Owner Trust 2024-A N/A 90327VAD0 80000.00000000 PA USD 81016.34000000 0.003279228400 Long ABS-CBDO CORP US Y 2 2029-12-17 Fixed 4.97000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AJ0 225000.00000000 PA USD 218551.32000000 0.008846112964 Long DBT CORP US Y 2 2029-12-01 Fixed 4.85000000 N N N N N N Republic of Poland Government International Bond N/A 857524AF9 1278000.00000000 PA USD 1289702.30000000 0.052202165770 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 400000.00000000 PA 422249.25000000 0.017091018093 Long DBT CORP NL N 2 2033-09-13 Fixed 3.87500000 N N N N N N BANK5 2024-5YR7 N/A 06211UBL8 1190000.00000000 PA USD 1230017.92000000 0.049786372685 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.76900000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3B9 312000.00000000 PA USD 308581.27000000 0.012490177469 Long DBT CORP CA N 2 2029-10-10 Fixed 4.50000000 N N N N N N BBCMS Mortgage Trust 2024-5C29 N/A 05555PAC6 200000.00000000 PA USD 202616.08000000 0.008201116021 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 5431433.25600000 PA USD 4933887.36000000 0.199704696084 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECS2 1155000.00000000 PA USD 1166011.92000000 0.047195657120 Long DBT CORP GB N 2 2055-03-12 Variable 6.03600000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871XAD1 500000.00000000 PA USD 491234.78000000 0.019883285792 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TBG1 400000.00000000 PA USD 408882.02000000 0.016549964273 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 280000.00000000 PA USD 276389.16000000 0.011187165245 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N CarMax Auto Owner Trust 2024-4 N/A 14290DAE1 50000.00000000 PA USD 50024.82000000 0.002024811420 Long ABS-CBDO CORP US N 2 2030-05-15 Fixed 4.82000000 N N N N N N N/A N/A N/A 1.00000000 NC -2221.63000000 -0.00008992299 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 107108.63000000 USD 15709226.00000000 JPY 2025-04-15 -2221.63000000 N N N Burlington Northern Santa Fe LLC N/A 12189LBL4 120000.00000000 PA USD 119389.36000000 0.004832419979 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400JA2 700000.00000000 PA USD 702909.64000000 0.028451066226 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 20000.00000000 PA USD 20170.45000000 0.000816421878 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AD4 182000.00000000 PA USD 201543.28000000 0.008157693223 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAR0 15000.00000000 PA USD 15121.38000000 0.000612055034 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 3140XR2H7 3612235.22300000 PA USD 3223291.77000000 0.130466396241 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAY5 733000.00000000 PA USD 751258.09000000 0.030408024666 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AM5 500000.00000000 PA USD 325243.48000000 0.013164599348 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 0.000397758584 Long DBT CORP US Y 2 2030-05-15 Fixed 6.62500000 N N N N N N STONEPEAK NILE PARENT N/A 861932AA9 5000.00000000 PA USD 5097.71000000 0.000206335603 Long DBT CORP US Y 2 2032-03-15 Fixed 7.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKS9 25805000.00000000 PA USD 26046921.88000000 1.054278753940 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 1843607.83250000 PA USD 1857264.36000000 0.075174884933 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 270000.00000000 PA USD 271360.64000000 0.010983630185 Long ABS-CBDO CORP US Y 2 2030-07-15 Fixed 5.11000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDT7 100000.00000000 PA USD 100910.74000000 0.004084476842 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 683152.51500000 PA USD 614986.53000000 0.024892278462 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BH2 2582000.00000000 PA USD 2317194.00000000 0.093791059619 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 0.002558108798 Long DBT CORP US N 2 2052-05-15 Fixed 4.62500000 N N N N N N Enterprise Fleet Financing 2024-4 LLC N/A 29374MAC2 330000.00000000 PA USD 330827.08000000 0.013390601902 Long ABS-CBDO CORP US Y 2 2028-11-20 Fixed 4.56000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBF7 1300000.00000000 PA USD 1293708.10000000 0.052364305076 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N N/A N/A N/A 1.00000000 NC 1766.66000000 0.000071507570 N/A DFE N/A N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 200000.00000000 EUR 218176.36000000 USD 2025-04-15 1766.66000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAQ3 705000.00000000 PA USD 659897.64000000 0.026710106661 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N MGM China Holdings Ltd 529900VZFN87OS7WJM66 55300RAJ0 35000.00000000 PA USD 35865.38000000 0.001451692000 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 5475797.38700000 PA USD 5548331.99000000 0.224575040529 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 95081QAS3 60000.00000000 PA USD 60294.18000000 0.002440475433 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DG3 25000.00000000 PA USD 25039.58000000 0.001013505446 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 270000.00000000 PA USD 274265.27000000 0.011101198384 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.27740000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 800000.00000000 PA 889724.78000000 0.036012621250 Long DBT CORP GB N 2 2036-05-31 Variable 4.97300000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DR3 995000.00000000 PA USD 1060242.72000000 0.042914528590 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 106009.75750000 PA USD 110335.86000000 0.004465969281 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Connecticut Avenue Securities Trust 2025-R02 N/A 20754TAB8 298782.96000000 PA USD 298495.77000000 0.012081955399 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 629000.00000000 PA USD 607827.21000000 0.024602496852 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAP5 340000.00000000 PA USD 331039.09000000 0.013399183247 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 260000.00000000 PA USD 260001.43000000 0.010523853256 Long ABS-CBDO CORP US Y 2 2030-03-15 Fixed 4.96000000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 N/A 200000.00000000 PA USD 200239.26000000 0.008104911532 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N UNEDIC ASSEO 969500V3L9W19NIA5E82 N/A 6100000.00000000 PA 6631770.97000000 0.268428464095 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.37500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBS8 527000.00000000 PA USD 449443.95000000 0.018191754471 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBK4 160000.00000000 PA USD 159869.76000000 0.006470910157 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHF1 1356000.00000000 PA USD 1341592.50000000 0.054302480566 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 220000.00000000 PA USD 228022.22000000 0.009229458401 Long DBT CORP GB N 2 2029-03-09 Variable 6.16100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SF6 2770000.00000000 PA USD 2093946.88000000 0.084754878815 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFT6 455000.00000000 PA USD 319444.97000000 0.012929898069 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAB2 220000.00000000 PA USD 220669.57000000 0.008931851539 Long DBT CORP NL N 2 2043-12-01 Fixed 5.75000000 N N N N N N Chase Auto Owner Trust 2024-4 N/A 16144YAD0 450000.00000000 PA USD 457068.15000000 0.018500352627 Long ABS-CBDO CORP US Y 2 2030-03-25 Fixed 4.95000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAT6 30000.00000000 PA USD 25377.02000000 0.001027163714 Long DBT CORP US N 2 2045-11-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLF6 5000000.00000000 PA USD 4873437.50000000 0.197257919326 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 55903VBA0 370000.00000000 PA USD 360889.25000000 0.014607402385 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N N/A N/A N/A 1.00000000 NC -72199.95000000 -0.00292237499 N/A DFE N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3770350.73000000 GBP 4798150.60000000 USD 2025-04-02 -72199.95000000 N N N Citigroup Commercial Mortgage Trust 2019-C7 N/A 17328CAD4 2010000.00000000 PA USD 1861528.74000000 0.075347490558 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 0.003940937130 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 1100000.00000000 PA 1103769.87000000 0.044676339436 Long DBT CORP LU N 2 2028-07-09 Fixed 1.45000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAA5 9000.00000000 PA USD 9141.83000000 0.000370025954 Long DBT CORP US Y 2 2029-08-15 Fixed 6.35000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAE1 365000.00000000 PA USD 249056.51000000 0.010080845185 Long DBT CORP US N 2 2040-12-21 Fixed 2.50000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAZ5 718000.00000000 PA USD 714654.25000000 0.028926442658 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Freddie Mac REMICS N/A 3137BGG60 1082181.54000000 PA USD 950796.69000000 0.038484576189 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDG3 3301000.00000000 PA USD 3158644.38000000 0.127849719687 Long DBT UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 913017CP2 500000.00000000 PA USD 396893.87000000 0.016064730283 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBS3 35000.00000000 PA USD 34799.98000000 0.001408568725 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 4249999.89180000 PA USD 3625137.28000000 0.146731549778 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHC8 900000.00000000 PA USD 852468.75000000 0.034504641111 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752BE2 1675000.00000000 PA USD 1632474.99000000 0.066076279808 Long DBT CORP US N 2 2055-02-15 Fixed 5.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJJ1 1131000.00000000 PA USD 1158214.69000000 0.046880055378 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Toyota Auto Receivables 2024-D Owner Trust N/A 89239TAE2 140000.00000000 PA USD 140307.16000000 0.005679091698 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 1370000.00000000 PA USD 1252236.68000000 0.050685702238 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 660000.00000000 PA USD 661308.52000000 0.026767213632 Long ABS-CBDO CORP US N 2 2029-06-15 Fixed 4.40000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DS3 210000.00000000 PA USD 209959.40000000 0.008498345241 Long DBT CORP US N 2 2033-03-27 Fixed 5.12500000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KEE9 420000.00000000 PA USD 419899.54000000 0.016995910912 Long ABS-CBDO CORP US Y 2 2033-03-21 Fixed 5.20000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 40000.00000000 PA USD 39240.12000000 0.001588288436 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AG5 1130000.00000000 PA USD 1063950.45000000 0.043064603174 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886DS0 130000.00000000 PA USD 130443.20000000 0.005279836711 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 209.00000000 NC USD 101714.77000000 0.004117020869 N/A DIR N/A N 1 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long N/A CBOT 5 Year US Treasury Note 2025-06-30 22502941.48000000 USD 101714.77000000 N N N Fannie Mae Pool N/A 3140QUVR4 1910485.37850000 PA USD 1991055.90000000 0.080590249510 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 22170000.00000000 PA USD 21913659.38000000 0.886980258622 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TMT9 320000.00000000 PA USD 316420.85000000 0.012807493376 Long DBT CORP US N 2 2031-10-10 Fixed 4.60000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBQ9 900000.00000000 PA USD 904564.05000000 0.036613257562 Long DBT CORP US N 2 2027-04-26 Variable 4.94700000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612GAC5 70000.00000000 PA USD 73008.11000000 0.002955086193 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAN6 541000.00000000 PA USD 542876.90000000 0.021973559267 Long DBT CORP GB N 2 2033-03-09 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFV2 2520000.00000000 PA USD 2462013.51000000 0.099652793810 Long DBT CORP US N 2 2055-11-19 Variable 5.51600000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 BH7872303 2200000.00000000 PA USD 2072767.14000000 0.083897604777 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFL0 310000.00000000 PA USD 311896.06000000 0.012624347360 Long DBT CORP US N 2 2031-07-10 Fixed 5.05000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAW1 1040000.00000000 PA USD 1027733.76000000 0.041598691502 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CE0 255000.00000000 PA USD 170831.26000000 0.006914589322 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N N/A N/A N/A 33.00000000 NC USD 20625.00000000 0.000834820306 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 33.00000000 112.50000000 USD 2025-05-23 XXXX 2028.84000000 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAD2 1100000.00000000 PA USD 1010604.59000000 0.040905368886 Long DBT CORP US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 1482000.00000000 PA USD 1519281.86000000 0.061494659277 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivables Trust 2024-2 N/A 80286YAF9 125000.00000000 PA USD 129290.16000000 0.005233166107 Long ABS-CBDO CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Ciudad Autonoma De Buenos Aires/Government Bonds 5299007MC8RF52X0ON96 LW2239967 200000.00000000 PA USD 200600.00000000 0.008119512893 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEA8 900000.00000000 PA USD 863631.18000000 0.034956453146 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59023VAA8 300000.00000000 PA USD 355521.06000000 0.014390118796 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBY5 30000.00000000 PA USD 28107.89000000 0.001137698779 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Gemeinsame Deutsche Bundeslaender 529900LKF4CC6BHG3L37 N/A 8118000.00000000 PA 8773124.26000000 0.355102171212 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 850000.00000000 PA USD 857849.07000000 0.034722415675 Long ABS-CBDO CORP US Y 2 2055-02-15 Fixed 5.63600000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAM2 205000.00000000 PA USD 199703.66000000 0.008083232513 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 650000.00000000 PA USD 660375.95000000 0.026729466802 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AZ9 10000.00000000 PA USD 10133.48000000 0.000410164115 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BJ1 120000.00000000 PA USD 108156.68000000 0.004377764495 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBV0 1000000.00000000 PA USD 973695.68000000 0.039411438824 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAF1 300000.00000000 PA USD 320550.62000000 0.012974650509 Long DBT CORP US N 2 2032-10-15 Fixed 5.90000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FBE5 750000.00000000 PA USD 701248.85000000 0.028383843864 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CV5 100000.00000000 PA USD 97200.82000000 0.003934313615 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 36116.96000000 PA USD 36292.75000000 0.001468990286 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 1820000.00000000 PA USD 1869292.77000000 0.075661748493 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 -10875000.00000000 PA USD -10407290.18000000 -0.42124689333 Short ABS-MBS USGSE US N 2 2025-04-14 Fixed 4.50000000 N N N N N N AmeriCredit Automobile Receivables Trust 2024-1 N/A 023947AE4 230000.00000000 PA USD 233658.59000000 0.009457596880 Long ABS-CBDO CORP US N 2 2029-06-18 Fixed 5.38000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8J4 1585000.00000000 PA USD 1349314.68000000 0.054615044574 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 140000.00000000 PA USD 137454.09000000 0.005563610448 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.65000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 300000.00000000 PA USD 286285.85000000 0.011587745016 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 3200000.00000000 PA 3385080.41000000 0.137014975246 Long DBT NUSS FR N 2 2034-05-25 Fixed 3.25000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAV7 670000.00000000 PA USD 647519.59000000 0.026209091025 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCD3 130000.00000000 PA USD 120467.09000000 0.004876042325 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 716743AV1 5100000.00000000 PA USD 5119040.06000000 0.207198961961 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 15000.00000000 PA USD 12151.49000000 0.000491845362 Long DBT CORP US Y 2 2029-12-15 Fixed 11.00000000 N N N N N N Dell Inc 3E70L4WYANTIWWIPHC81 24702RAF8 100000.00000000 PA USD 105688.95000000 0.004277880320 Long DBT CORP US N 2 2038-04-15 Fixed 6.50000000 N N N N N N Bermuda Government International Bond N/A N/A 2438000.00000000 PA USD 2383876.98000000 0.096490128991 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.71700000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDX4 250000.00000000 PA USD 245956.70000000 0.009955376853 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N Fannie Mae REMICS N/A 3136BMS33 835789.72500000 PA USD 821115.35000000 0.033235576626 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 500000.00000000 PA 543302.81000000 0.021990798458 Long DBT CORP NL N 2 2035-06-12 Variable 4.50000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AV6 11000.00000000 PA USD 10855.34000000 0.000439382218 Long DBT CORP US Y 2 2033-03-01 Fixed 6.37500000 N N N N N N Hyundai Auto Receivables Trust N/A 44935CAF8 220000.00000000 PA USD 218885.11000000 0.008859623493 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 1435090.75750000 PA USD 1312613.22000000 0.053129511285 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Adif Alta Velocidad 959800D5SDA4R1CG7K10 N/A 5200000.00000000 PA 5550105.51000000 0.224646825766 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.62500000 N N N N N N Hyundai Auto Lease Securitization Trust 2024-B N/A 44934FAF2 125000.00000000 PA USD 126811.11000000 0.005132823742 Long ABS-CBDO CORP US Y 2 2028-08-15 Fixed 5.56000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAP9 455000.00000000 PA USD 352117.36000000 0.014252350172 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAF1 101000.00000000 PA USD 106453.40000000 0.004308822302 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N Honda Auto Receivables 2024-4 Owner Trust N/A 43816DAC9 1250000.00000000 PA USD 1248923.38000000 0.050551592656 Long ABS-CBDO CORP US N 2 2029-05-15 Fixed 4.33000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAW1 910000.00000000 PA USD 796172.88000000 0.032226001817 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 3800000.00000000 PA USD 3905414.69000000 0.158076096360 Long DBT CORP US Y 2 2037-01-25 Fixed 6.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SZ2 6000000.00000000 PA USD 3572812.50000000 0.144613644864 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Performance Food Group Inc 549300OMUOGBYK0FFO76 71376LAF7 5000.00000000 PA USD 4979.73000000 0.000201560229 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAQ4 1199000.00000000 PA USD 1214423.61000000 0.049155175271 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VBE0 610000.00000000 PA USD 621335.67000000 0.025149267117 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N United Utilities Water Finance PLC 213800313INX42GDLR44 N/A 300000.00000000 PA 331306.32000000 0.013409999685 Long DBT CORP GB N 2 2046-01-22 Fixed 5.25000000 N N N N N N Saavi Energia Sarl N/A 78518PAA3 1650000.00000000 PA USD 1668140.61000000 0.067519886296 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AE7 870000.00000000 PA USD 874416.80000000 0.035393013369 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DK3 500000.00000000 PA USD 436936.71000000 0.017685509723 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAZ9 200000.00000000 PA USD 173176.69000000 0.007009523266 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAP0 1250000.00000000 PA USD 1265311.85000000 0.051214934598 Long DBT CORP US N 2 2030-11-01 Variable 6.16800000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAJ7 31000.00000000 PA USD 31163.69000000 0.001261385756 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAQ6 300000.00000000 PA USD 288785.96000000 0.011688939808 Long DBT CORP US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBE0 820000.00000000 PA USD 739898.60000000 0.029948236403 Long DBT CORP US N 2 2032-03-15 Fixed 3.35000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABG5 240000.00000000 PA USD 243968.46000000 0.009874900581 Long DBT CORP DK Y 2 2028-03-01 Variable 5.42700000 N N N N N N Allegion plc 984500560CAC2E6FB757 01748TAB7 1000.00000000 PA USD 949.37000000 0.000038426829 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZN1 644000.00000000 PA USD 631679.48000000 0.025567944578 Long DBT CORP US N 2 2028-04-19 Fixed 4.37500000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 300000.00000000 PA 316185.59000000 0.012797970960 Long DBT CORP AT N 2 2032-06-18 Variable 2.87500000 N N N N N N 1261229 BC LTD N/A 68288AAA5 90000.00000000 PA USD 89536.07000000 0.003624074151 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N SBNA Auto Receivables Trust 2024-A N/A 78437PAG8 90000.00000000 PA USD 92183.40000000 0.003731227840 Long ABS-CBDO CORP US Y 2 2030-04-15 Fixed 6.04000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBB4 240000.00000000 PA USD 225316.15000000 0.009119927143 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N Becton Dickinson Euro Finance Sarl 549300W40NLZ25XUTH09 N/A 200000.00000000 PA 141389.01000000 0.005722880806 Long DBT CORP LU N 2 2041-08-13 Fixed 1.33600000 N N N N N N Fannie Mae Pool N/A 3140XFL74 5964984.99600000 PA USD 4795893.87000000 0.194119252808 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBR5 110000.00000000 PA USD 102789.79000000 0.004160533525 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N N/A N/A N/A -15150000.00000000 NC USD -46643.00000000 -0.00188792841 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 -15150000.00000000 4.05000000 USD 2025-06-26 XXXX 18688.89000000 N N N Valaris Ltd N/A 91889FAC5 28000.00000000 PA USD 28024.67000000 0.001134330355 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CT4 1900000.00000000 PA USD 1998522.35000000 0.080892462556 Long DBT CORP DE N 2 2034-02-10 Variable 7.07900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RZ3 8108000.00000000 PA USD 5913772.50000000 0.239366660333 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 632525AY7 350000.00000000 PA USD 308652.07000000 0.012493043180 Long DBT CORP AU Y 2 2031-05-21 Fixed 2.99000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DL8 300000.00000000 PA USD 264326.24000000 0.010698904854 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 50000.00000000 PA USD 54055.84000000 0.002187971534 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 40000.00000000 PA USD 39361.62000000 0.001593206286 Long DBT CORP US Y 2 2031-06-15 Fixed 7.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F060444 500000.00000000 PA USD 513996.10000000 0.020804576077 Long ABS-MBS USGSE US N 2 2025-04-16 Fixed 6.00000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAV5 7000.00000000 PA USD 6690.92000000 0.000270822588 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 180000.00000000 PA USD 183173.15000000 0.007414141341 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 746808.29000000 PA USD 751183.84000000 0.030405019313 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 88743.03820000 PA USD 85099.07000000 0.003444481535 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 14267.28590000 PA USD 12463.56000000 0.000504476750 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 60000.00000000 PA USD 52033.15000000 0.002106100858 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