NPORT-P false 0000883622 XXXXXXXX S000006283 C000017255 C000017257 C000017258 C000045541 C000066833 C000146677 IVY FUNDS 811-06569 0000883622 UJ5MWG3K37CY01MVRY13 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Macquarie Asset Strategy Fund S000006283 EHIVMZS20EPZQB650Y02 2025-03-31 2025-03-31 N 1735815202.54 17799645.15 1718015557.39 0.00000000 104277862.99000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 178594.20000000 12675228.56000000 0.00000000 10803430.63000000 USD N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -53.00000000 NC USD -80875.88000000 -0.00470751732 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-18 -5813717.87000000 USD -80875.88000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 158000.00000000 PA USD 158109.27000000 0.009203017360 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N HEARTLAND DENTAL LLC 5493008FRC0GRKBN1075 42236WAW7 8276400.00000000 PA USD 8271227.25000000 0.481440765447 Long LON CORP US N 2 2028-04-28 Floating 8.82490000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 190000.00000000 PA USD 191627.92000000 0.011154027050 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 411000.00000000 PA USD 411312.77000000 0.023941155144 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N TCW Ltd N/A 87252GAJ5 650000.00000000 PA USD 650139.75000000 0.037842483276 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 6.45288000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPR34 717885.02000000 PA USD 715950.89000000 0.041673131941 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 440000.00000000 PA USD 315357.72000000 0.018355929237 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 2700000.00000000 PA USD 2705695.11000000 0.157489558133 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 680000.00000000 PA USD 661447.56000000 0.038500673474 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBG2 885000.00000000 PA USD 909792.39000000 0.052956004157 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 255000.00000000 PA USD 266194.02000000 0.015494272962 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 555000.00000000 PA USD 559123.32000000 0.032544718096 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 000000000 102306.00000000 NS 18007289.72000000 1.048144741329 Long EC CORP FR N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCF58 3092069.11000000 PA USD 347709.66000000 0.020239028599 Long ABS-MBS USGSE US N 3 2047-11-15 Floating 1.68685000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 2500000.00000000 PA USD 2416776.50000000 0.140672561991 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 532754.00000000 NS 13863486.41000000 0.806947664144 Long EC CORP GB N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 245000.00000000 PA USD 249260.53000000 0.014508630549 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9RQ9 1173619.76000000 PA USD 1000810.00000000 0.058253838022 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 36554.00000000 NS USD 14588335.86000000 0.849138751814 Long EC CORP GB N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 80684.00000000 NS USD 16707235.88000000 0.972472909697 Long EC CORP US N 1 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 460000.00000000 PA USD 453771.92000000 0.026412561751 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 780000.00000000 PA USD 790717.12000000 0.046025026758 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 104586.00000000 NS USD 16173179.04000000 0.941387228446 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 3470000.00000000 PA USD 3398337.21000000 0.197805962546 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAE1 985000.00000000 PA USD 632853.34000000 0.036836298558 Long DBT CORP US N 2 2052-05-15 Fixed 3.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 800000.00000000 PA USD 782873.36000000 0.045568467446 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 315000.00000000 PA USD 316779.06000000 0.018438660734 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAE5 3500000.00000000 PA USD 3472394.10000000 0.202116569030 Long DBT CORP US N 2 2031-11-15 Fixed 6.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 1255000.00000000 PA USD 1244639.35000000 0.072446337557 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 550000.00000000 PA USD 548388.67000000 0.031919889644 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 1680000.00000000 PA USD 1719959.64000000 0.100113158614 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 355000.00000000 PA USD 365008.87000000 0.021245958363 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 19033.00000000 NS USD 17748843.49000000 1.033101441582 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB86 1310000.00000000 PA USD 1277222.36000000 0.074342886739 Long DBT CORP US N 2 2045-11-19 Fixed 5.56100000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 1230000.00000000 PA USD 1055909.61000000 0.061461003973 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 156100.00000000 NS 17463550.90000000 1.016495504064 Long EC CORP JP N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 1068000.00000000 PA USD 1048327.55000000 0.061019677353 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 205000.00000000 PA USD 210644.10000000 0.012260895956 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N WHITE CAP BUYER LLC 254900L2N0T6GULCL366 96350TAH3 3977063.39000000 PA USD 3864214.22000000 0.224923121526 Long LON CORP US N 2 2029-10-31 Floating 7.57480000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 260000.00000000 PA USD 256358.10000000 0.014921756610 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 440000.00000000 PA USD 445963.50000000 0.025958059464 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 3500000.00000000 PA USD 3362863.35000000 0.195741146553 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 560000.00000000 PA USD 533928.36000000 0.031078202854 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 510000.00000000 PA USD 513042.00000000 0.029862476960 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 976763.67000000 PA USD 977534.53000000 0.056899049941 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.83969000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAA3 3500000.00000000 PA USD 3492466.25000000 0.203284902454 Long DBT CORP KY N 2 2030-04-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 92344.57000000 PA USD 74154.61000000 0.004316294441 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 2560000.00000000 PA USD 2139383.30000000 0.124526421824 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAG7 3500000.00000000 PA USD 3466294.65000000 0.201761540231 Long DBT CORP US N 2 2031-10-15 Fixed 6.62500000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFT1 1820000.00000000 PA USD 1836039.11000000 0.106869760410 Long DBT CORP US N 2 2030-01-09 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4R39 851001.65000000 PA USD 749232.06000000 0.043610318706 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 470000.00000000 PA USD 488564.62000000 0.028437729675 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4F1 1826271.02000000 PA USD 1841379.58000000 0.107180611495 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 1715000.00000000 PA USD 1518387.26000000 0.088380297458 Long LON CORP US N 2 2029-09-10 Floating 10.04480000 N N N N N N Santander Drive Auto Receivabl N/A 80288DAF3 300000.00000000 PA USD 303627.30000000 0.017673140309 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 445000.00000000 PA USD 448729.59000000 0.026119064409 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 710000.00000000 PA USD 722063.61000000 0.042028933142 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 3500000.00000000 PA USD 3398996.30000000 0.197844325994 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDC6 1640000.00000000 PA USD 1607931.11000000 0.093592348630 Long DBT CORP GB N 2 N/A Fixed 7.62500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 2000000.00000000 PA USD 1803315.60000000 0.104965033188 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 140000.00000000 PA USD 140500.78000000 0.008178085430 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 2600000.00000000 PA USD 2676928.80000000 0.155815166427 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPHG7 7572040.91000000 PA USD 6915307.20000000 0.402517146614 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 4642592.98000000 PA USD 3867588.68000000 0.225119537676 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 31251.00000000 NS USD 18011826.36000000 1.048408804130 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 282936.00000000 NS USD 8714428.80000000 0.507238060942 Long EC CORP CA N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGG2 3079134.27000000 PA USD 3024285.04000000 0.176033623618 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 64626.00000000 NS USD 10356962.76000000 0.602844526957 Long EC CORP US N 1 N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 1500000.00000000 PA USD 1576801.50000000 0.091780397052 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYM4 1191223.76000000 PA USD 1113663.06000000 0.064822641169 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGF4 4336349.76000000 PA USD 3652301.86000000 0.212588404353 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCH4 295000.00000000 PA USD 286735.84000000 0.016689944323 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 1245000.00000000 PA USD 1199199.06000000 0.069801408656 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2200000.00000000 PA USD 2240562.50000000 0.130415728214 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 615000.00000000 PA USD 680194.61000000 0.039591877214 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 725000.00000000 PA USD 726210.53000000 0.042270311632 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 170000.00000000 PA USD 165080.05000000 0.009608763395 Long DBT CORP US N 2 2029-12-01 Fixed 4.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 4070000.00000000 PA USD 4055742.79000000 0.236071365742 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 545000.00000000 PA USD 567474.11000000 0.033030789945 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 180000.00000000 PA USD 179118.45000000 0.010425892200 Long DBT CORP US N 2 2035-04-01 Fixed 5.62500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 1610000.00000000 PA USD 1633340.17000000 0.095071325924 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJA9 488008.46000000 PA USD 451759.63000000 0.026295433010 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 462681.65000000 PA USD 467308.47000000 0.027200479529 Long ABS-MBS CORP US N 2 2043-11-25 Floating 6.18969000 N N N N N N Fannie Mae - CAS N/A 20754EAB1 2700000.00000000 PA USD 2771861.31000000 0.161340873665 Long ABS-MBS CORP US N 2 2043-07-25 Floating 7.03969000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 675413.47000000 PA USD 630302.87000000 0.036687844140 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163RBQ8 2000000.00000000 PA USD 1913491.20000000 0.111377990249 Long ABS-MBS CORP US N 2 2055-05-15 Variable 4.44334900 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 7245000.00000000 PA USD 7346937.15000000 0.427640897569 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 89051.00000000 NS 23533482.84000000 1.369806154476 Long EC CORP DE N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 1060000.00000000 PA USD 1089062.02000000 0.063390696045 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GC6 170000.00000000 PA USD 171603.27000000 0.009988458443 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 162592.00000000 NS USD 13012237.76000000 0.757399297347 Long EC CORP US N 1 N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 185000.00000000 PA USD 186219.87000000 0.010839242357 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 80357.00000000 NS USD 21564604.52000000 1.255204263269 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 815000.00000000 PA USD 864489.73000000 0.050319086243 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 3305000.00000000 PA USD 3373948.91000000 0.196386400314 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 86660.00000000 NS 12598071.41000000 0.733292044755 Long EC CORP GB N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 134170.00000000 NS USD 15653613.90000000 0.911145061094 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 340000.00000000 PA USD 348148.64000000 0.020264580172 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N Bank N/A 06540JBG6 1000000.00000000 PA USD 887256.10000000 0.051644241298 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.40300000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 55000.00000000 PA USD 53935.26000000 0.003139392991 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N BEACON FUNDING TRUST N/A 073952AB9 1600000.00000000 PA USD 1596495.68000000 0.092926730094 Long DBT CORP US N 2 2054-08-15 Fixed 6.26600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 88000.00000000 PA USD 88428.28000000 0.005147117534 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 68954.00000000 NS 8930069.81000000 0.519789810493 Long EC CORP KR N 1 N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAA9 310000.00000000 PA USD 315152.23000000 0.018343968344 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 170000.00000000 PA USD 173729.48000000 0.010112218090 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 1020476.00000000 NS 21752684.96000000 1.266151803249 Long EC CORP IN N 2 N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 3420000.00000000 PA USD 3507586.20000000 0.204164984706 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 135287.00000000 NS USD 50785386.93000000 2.956049304184 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 3481915.58000000 PA USD 2787941.25000000 0.162276833757 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 240000.00000000 PA USD 238468.87000000 0.013880483734 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -63.00000000 NC USD 58894.29000000 0.003428041716 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-18 -7760644.29000000 USD 58894.29000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 920000.00000000 PA USD 916958.02000000 0.053373091766 Long DBT CORP CH N 2 N/A Fixed 6.85000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EL5 545000.00000000 PA USD 532845.30000000 0.031015161516 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 245000.00000000 PA USD 238855.87000000 0.013903009723 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 595781.14000000 PA USD 585635.52000000 0.034087905518 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 200000.00000000 PA USD 205160.90000000 0.011941737030 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 3265000.00000000 PA USD 3313668.42000000 0.192877672483 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 4367290.54000000 PA USD 3475294.59000000 0.202285396954 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 725000.00000000 PA USD 725435.00000000 0.042225170597 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDV8 660000.00000000 PA USD 653119.76000000 0.038015939796 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 2960000.00000000 PA USD 2019953.73000000 0.117574821794 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 1935000.00000000 PA USD 1935784.06000000 0.112675583854 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 2850000.00000000 PA USD 2601989.87000000 0.151453219315 Long DBT CORP N/A N 2 2029-09-15 Fixed 9.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3H5 710000.00000000 PA USD 691793.54000000 0.040267012543 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 939000.00000000 PA USD 983154.22000000 0.057226153498 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 360000.00000000 PA USD 348571.37000000 0.020289185886 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N VICTRA HLDG/VICTRA FIN N/A 92648DAA4 3500000.00000000 PA USD 3614558.50000000 0.210391488275 Long DBT CORP US N 2 2029-09-15 Fixed 8.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 935000.00000000 PA USD 919336.60000000 0.053511541036 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAL9 415000.00000000 PA USD 413932.99000000 0.024093669479 Long DBT CORP US N 2 2035-03-15 Fixed 5.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 1605000.00000000 PA USD 1621692.00000000 0.094393324497 Long DBT CORP N/A N 2 2030-02-15 Fixed 6.75000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 225000.00000000 PA USD 227816.91000000 0.013260468394 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BM6 1020000.00000000 PA USD 1063227.40000000 0.061886948312 Long DBT CORP US N 2 2055-01-19 Fixed 5.70000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAC5 1020000.00000000 PA USD 1000674.57000000 0.058245955090 Long DBT CORP US N 2 2030-03-15 Fixed 5.80000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 285000.00000000 PA USD 285011.29000000 0.016589563975 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N Studio City International Hold N/A 86389T106 160750.00000000 NS USD 582558.00000000 0.033908773264 Long EC CORP HK N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 49285.00000000 NS USD 27014094.20000000 1.572401023017 Long EC CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 110000.00000000 PA USD 101855.78000000 0.005928687872 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N BLACKSTONE REG FINANCE 254900S2G1V55FTA4590 092914AA8 640000.00000000 PA USD 631219.07000000 0.036741173110 Long DBT CORP US N 2 2034-12-06 Fixed 5.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 530000.00000000 PA USD 465409.43000000 0.027089942695 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 195381.64000000 PA USD 162764.49000000 0.009473982310 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 148048.00000000 NS USD 19318783.52000000 1.124482455173 Long EC CORP SG N 1 N N N BJ's Wholesale Club Holdings I 549300UCIWH1C93V0J03 05550J101 167741.00000000 NS USD 19139248.10000000 1.114032292529 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWFK8 2616510.13000000 PA USD 344183.59000000 0.020033787733 Long ABS-MBS USGSE US N 3 2047-05-25 Fixed 4.50000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 26297.00000000 NS USD 21718955.27000000 1.264188509619 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 17489.00000000 NS USD 8702526.40000000 0.506545261628 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDV8 355000.00000000 PA USD 353393.70000000 0.020569877756 Long DBT CORP US N 2 2055-05-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAJQ8 678489.91000000 PA USD 636169.44000000 0.037029317765 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 3280000.00000000 PA USD 3409445.20000000 0.198452521884 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 105000.00000000 PA USD 107654.72000000 0.006266224978 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 000000000 47003.00000000 NS 9128581.88000000 0.531344541132 Long EC CORP DK N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBH1 1035000.00000000 PA USD 977124.35000000 0.056875174721 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 1130000.00000000 PA USD 1129852.99000000 0.065765003415 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N INCORA TOP HOLDCO LLC N/A 45338U101 5490.00000000 NS USD 27450.00000000 0.001597773657 Long EC CORP US Y 3 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 385000.00000000 PA USD 371497.74000000 0.021623654011 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 490000.00000000 PA USD 496872.79000000 0.028921320756 Long DBT CORP US N 2 2031-01-24 Fixed 5.16200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTZ1 556343.65000000 PA USD 493034.69000000 0.028697917657 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 670000.00000000 PA USD 679475.34000000 0.039550010887 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 215000.00000000 PA USD 214160.88000000 0.012465596081 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAU4 1340000.00000000 PA USD 1372686.08000000 0.079899513953 Long DBT CORP US N 2 2030-06-06 Fixed 5.72200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3X8 1253872.33000000 PA USD 999522.20000000 0.058178879446 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 908731.34000000 PA USD 923143.82000000 0.053733146712 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 340000.00000000 PA USD 342687.90000000 0.019946728568 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBH7 1600000.00000000 PA USD 1665816.00000000 0.096961636513 Long DBT CORP ES N 2 N/A Fixed 8.00000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 235000.00000000 PA USD 238622.69000000 0.013889437087 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED72 3012860.99000000 PA USD 2721615.55000000 0.158416234258 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 832361.75000000 PA USD 734350.99000000 0.042744140868 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 995000.00000000 PA USD 963747.05000000 0.056096526358 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 300000.00000000 PA USD 300831.69000000 0.017510417103 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N STUDIO CITY INTL ADR N/A 000000000 184458.00000000 NS USD 668475.79000000 0.038909763484 Long EC CORP KY Y 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 495000.00000000 PA USD 308511.97000000 0.017957460785 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 1600000.00000000 PA USD 1586058.72000000 0.092319229193 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAV4 556000.00000000 PA USD 562396.39000000 0.032735232668 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU81 287982.71000000 PA USD 282852.61000000 0.016463914356 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 1730000.00000000 PA USD 1802932.99000000 0.104942762726 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Vanguard S&P 500 ETF N/A 922908363 107305.00000000 NS USD 55145112.55000000 3.209814504460 Long EC RF US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 1560000.00000000 PA USD 1464082.62000000 0.085219404079 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 944357.00000000 NS 19023921.85000000 1.107319533177 Long EC CORP GB N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 45190.00000000 NS USD 10282984.50000000 0.598538497266 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 1495000.00000000 PA USD 1578047.25000000 0.091852908037 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 295478.43000000 PA USD 275743.60000000 0.016050122410 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 730000.00000000 PA USD 697623.41000000 0.040606349983 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VAE5 430000.00000000 PA USD 424349.11000000 0.024699957353 Long DBT CORP US N 2 2032-04-14 Fixed 5.95000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 320000.00000000 PA USD 332039.04000000 0.019326893669 Long DBT CORP US N 2 2028-03-13 Fixed 7.25000000 N N N N N N WI TREAS. NT/BD 254900HROIFWPRGM1V77 91282CMU2 30000.00000000 PA USD 30062.11000000 0.001749815935 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 615000.00000000 PA USD 626461.14000000 0.036464229750 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 1600000.00000000 PA USD 1630092.80000000 0.094882307263 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 1275000.00000000 PA USD 1386057.86000000 0.080677841014 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 1739493.46000000 PA USD 1464619.05000000 0.085250627894 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 434722.10000000 PA USD 439186.00000000 0.025563563619 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 1170000.00000000 PA USD 1211728.99000000 0.070530734415 Long DBT CORP US N 2 2055-02-01 Fixed 6.87500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 445000.00000000 PA USD 447396.50000000 0.026041469652 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N 200 PARK FUNDING TRUST N/A 901928AA9 310000.00000000 PA USD 307865.81000000 0.017919849949 Long DBT CORP US N 2 2055-02-15 Fixed 5.74000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 520000.00000000 PA USD 526923.85000000 0.030670493508 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 1790000.00000000 PA USD 1087979.01000000 0.063327657617 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 53239.00000000 NS USD 19511561.11000000 1.135703400709 Long EC CORP US N 1 N N N MNSN HOLDINGS INC N/A 000000000 345.00000000 NS USD 1466.25000000 0.000085345560 Long EC CORP US N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMLP9 802816.81000000 PA USD 788922.62000000 0.045920574851 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 575000.00000000 PA USD 598073.54000000 0.034811881500 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 126120.00000000 NS USD 21755700.00000000 1.266327298749 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust N/A 34531QAD1 500000.00000000 PA USD 506257.55000000 0.029467576578 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4GV4 2072560.87000000 PA USD 456270.34000000 0.026557986511 Long ABS-MBS USGSE US N 3 2049-03-25 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 310000.00000000 PA USD 305823.62000000 0.017800980828 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 320000.00000000 PA USD 323178.59000000 0.018811156197 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N FREMF Mortgage Trust N/A 30300SAS1 2000000.00000000 PA USD 1953278.80000000 0.113693894772 Long ABS-MBS CORP US N 2 2053-01-25 Variable 3.32860100 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1605000.00000000 PA USD 1550921.77000000 0.090274023615 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060642 4947000.00000000 PA USD 5024380.97000000 0.292452588591 Long ABS-MBS USGSE US N 2 2055-04-15 Fixed 6.00000000 N N N N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 612987.00000000 NS 12263642.90000000 0.713826067944 Long EC CORP SE N 1 N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAV2 435000.00000000 PA USD 429598.34000000 0.025005497659 Long DBT CORP US N 2 2035-09-06 Fixed 5.50200000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 429000.00000000 PA USD 270984.03000000 0.015773083592 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMYJ9 112605.86000000 PA USD 98502.67000000 0.005733514436 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 3117000.00000000 PA USD 3107248.47000000 0.180862650319 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFJ0 1922092.96000000 PA USD 1899871.45000000 0.110585229675 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC5Q9 570252.75000000 PA USD 575042.93000000 0.033471345909 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 2045000.00000000 PA USD 1915412.03000000 0.111489795407 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N NTPC Ltd 335800Q4TRGJXNLVMB81 000000000 4568226.00000000 NS 18992613.29000000 1.105497165511 Long EC CORP IN N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 485000.00000000 PA USD 480793.11000000 0.027985375797 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 650000.00000000 PA USD 638380.08000000 0.037157991803 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 2960000.00000000 PA USD 1876470.10000000 0.109223114536 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AM2E8 3115291.45000000 PA USD 367948.32000000 0.021417054020 Long ABS-MBS USGSE US N 3 2045-04-25 Floating 1.66583000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATLC6 6810260.80000000 PA USD 461914.79000000 0.026886531266 Long ABS-MBS USGSE US N 3 2046-08-25 Floating 1.64583000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAP3 1005000.00000000 PA USD 1011988.57000000 0.058904505587 Long DBT CORP GB N 2 2030-03-21 Fixed 5.02200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -83.00000000 NC USD -80802.73000000 -0.00470325950 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-06-18 -9391572.27000000 USD -80802.73000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKT1 526016.88000000 PA USD 497875.71000000 0.028979697410 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 16430000.00000000 PA USD 16593657.59000000 0.965861893311 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N TSMC 549300KB6NK5SBD14S87 000000000 1090550.00000000 NS 29889330.62000000 1.739759019726 Long EC CORP TW N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYT9 572372.76000000 PA USD 534345.80000000 0.031102500655 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AS5 1360000.00000000 PA USD 1115092.15000000 0.064905823768 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 1725000.00000000 PA USD 1059257.12000000 0.061655851452 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 665000.00000000 PA USD 642817.00000000 0.037416250233 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 480000.00000000 PA USD 469247.86000000 0.027313365003 Long DBT CORP US N 2 2055-11-19 Fixed 5.51600000 N N N N N N Credit Suisse Mortgage Trust N/A 126401AE8 4968250.00000000 PA USD 4540578.07000000 0.264292022878 Long ABS-MBS CORP US N 2 2065-05-25 Variable 4.46200000 N N N N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 919200.00000000 NS 12180212.01000000 0.708969831944 Long EC CORP JP N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 600000.00000000 PA USD 579505.32000000 0.033731086863 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 2500000.00000000 PA USD 2346650.75000000 0.136590774158 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNX2 2928397.22000000 PA USD 2941445.57000000 0.171211812218 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Oak Hill Credit 2549002MG7GTTY5LHR97 67115VAU6 850000.00000000 PA USD 850029.75000000 0.049477418661 Long ABS-CBDO CORP BM N 2 2037-07-19 Floating 6.19317000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCG8 160000.00000000 PA USD 160129.95000000 0.009320634455 Long DBT CORP US N 2 2054-09-01 Fixed 6.45000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 1432000.00000000 PA USD 1102720.76000000 0.064185726098 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 437441.00000000 NS USD 12873888.63000000 0.749346452342 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 3230000.00000000 PA USD 3337246.01000000 0.194250045969 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5W3 2715192.03000000 PA USD 2259480.99000000 0.131516910908 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 39473.00000000 NS USD 8091965.00000000 0.471006503124 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FFZ5 2038942.73000000 PA USD 1902633.90000000 0.110746022747 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.00000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 5512377.00000000 NS USD 5512377.00000000 0.320857222525 Long STIV RF US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 50334.00000000 NS USD 17576129.46000000 1.023048329475 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 1305000.00000000 PA USD 1274604.33000000 0.074190499877 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 1040000.00000000 PA USD 1053891.59000000 0.061343541708 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 1425000.00000000 PA USD 952484.96000000 0.055440997370 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AU0 110000.00000000 PA USD 112690.91000000 0.006559364932 Long DBT CORP US N 2 2053-12-01 Fixed 6.20000000 N N N N N N Citigroup Commercial Mortgage N/A 17328EAA6 2000000.00000000 PA USD 1753145.40000000 0.102044791879 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.64700000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 250000.00000000 PA USD 173821.08000000 0.010117549823 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 3860000.00000000 PA USD 3189245.48000000 0.185635424911 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N SVB FINANCIAL TRUST N/A 78500B205 393.00000000 NS USD 192570.00000000 0.011208862409 Long EP CORP US N 2 N N N NEW COTAI EQUITY N/A 000000000 1819823.00000000 NS USD 781583.82000000 0.045493407590 Long EC CORP US Y 3 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 465000.00000000 PA USD 474344.78000000 0.027610039848 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 3442781.00000000 PA USD 3446605.93000000 0.200615524997 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAB9 950000.00000000 PA USD 936845.92000000 0.054530700608 Long DBT CORP US N 2 2029-10-04 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWY9 227472.62000000 PA USD 198940.82000000 0.011579686758 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AW5 385000.00000000 PA USD 238070.45000000 0.013857293024 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 195000.00000000 PA USD 193241.41000000 0.011247942963 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CG6 1035000.00000000 PA USD 1089618.92000000 0.063423111351 Long DBT CORP US N 2 2034-11-21 Fixed 6.12300000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 400000.00000000 PA USD 409993.64000000 0.023864372952 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 769000.00000000 PA USD 766197.00000000 0.044597791719 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 115000.00000000 PA USD 113500.45000000 0.006606485576 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 1426170.72000000 PA USD 1451665.52000000 0.084496645781 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QL1 1432822.88000000 PA USD 1224417.93000000 0.071269315620 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8T2 120000.00000000 PA USD 120333.24000000 0.007004199669 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AX6J1 106231.62000000 PA USD 99129.75000000 0.005770014687 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBV8 540000.00000000 PA USD 519841.96000000 0.030258280128 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVV7 2118913.26000000 PA USD 1877792.16000000 0.109300067273 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179X2L9 1528033.08000000 PA USD 1537487.48000000 0.089492058054 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N NEW COTAI EQUITY N/A 000000000 2252490.30000000 PA USD 2418518.13000000 0.140773936510 Long DBT CORP US Y 3 2027-02-02 Fixed 5.00000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 3420000.00000000 PA USD 3456448.99000000 0.201188456945 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 710000.00000000 PA USD 722956.36000000 0.042080897165 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8DY0 310394.94000000 PA USD 286703.64000000 0.016688070068 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Bank N/A 06539WBB1 2163000.00000000 PA USD 1941983.79000000 0.113036449620 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.64900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANA23 6336771.77000000 PA USD 599860.99000000 0.034915923049 Long ABS-MBS USGSE US N 3 2045-06-25 Floating 1.16583000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 110000.00000000 PA USD 106059.46000000 0.006173370173 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1820000.00000000 PA USD 1494642.42000000 0.086998188902 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAM1 435000.00000000 PA USD 435252.82000000 0.025334626227 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 768000.00000000 PA USD 796237.29000000 0.046346337585 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJA3 1653535.10000000 PA USD 1458344.21000000 0.084885390224 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 1280000.00000000 PA USD 1253264.38000000 0.072948372010 Long DBT CORP US N 2 2029-09-17 Fixed 4.63200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 495000.00000000 PA USD 513072.60000000 0.029864258085 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DM2 795000.00000000 PA USD 770003.21000000 0.044819338607 Long DBT CORP US N 2 2055-03-15 Fixed 5.95000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 855000.00000000 PA USD 683346.78000000 0.039775354597 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N Blue Owl Capital Inc N/A 09581B103 767315.00000000 NS USD 15376992.60000000 0.895043850671 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 920000.00000000 PA USD 930419.92000000 0.054156664414 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 246000.00000000 PA USD 264292.17000000 0.015383572567 Long DBT CORP US N 2 2034-10-23 Fixed 6.25400000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052649 7641000.00000000 PA USD 7630842.82000000 0.444166107063 Long ABS-MBS USGSE US N 2 2055-04-15 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2175000.00000000 PA USD 2180267.63000000 0.126906163370 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAP4 1580000.00000000 PA USD 1517281.27000000 0.088315921440 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 168088.00000000 NS USD 31980422.88000000 1.861474579926 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 1810000.00000000 PA USD 1768198.41000000 0.102920977775 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 20832.00000000 NS USD 10910760.00000000 0.635079231562 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 1570000.00000000 PA USD 1591971.21000000 0.092663375669 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 4000000.00000000 PA USD 3467052.80000000 0.201805669633 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.57700000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 64715.00000000 NS 14827984.22000000 0.863087889758 Long EC CORP DE N 1 N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 1562000.00000000 PA USD 1551811.23000000 0.090325796138 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 1430283.59000000 PA USD 1370604.72000000 0.079778364875 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAF9 1605000.00000000 PA USD 1608594.56000000 0.093630965859 Long DBT CORP N/A N 2 2032-09-12 Fixed 5.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 1310000.00000000 PA USD 1286377.03000000 0.074875749783 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 179838.00000000 NS USD 23330383.74000000 1.357984428001 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08162XBG8 2000000.00000000 PA USD 1700264.40000000 0.098966763873 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.03410000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYF9 438220.87000000 PA USD 451633.36000000 0.026288083251 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 831764.85000000 PA USD 771203.97000000 0.044889230873 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 710000.00000000 PA USD 705403.60000000 0.041059209095 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 1265000.00000000 PA USD 1305898.84000000 0.076012049738 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAC4 295000.00000000 PA USD 301952.35000000 0.017575647013 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 905000.00000000 PA USD 860647.22000000 0.050095426452 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 175000.00000000 PA USD 170912.12000000 0.009948228889 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Adyen NV 724500973ODKK3IFQ447 000000000 7864.00000000 NS 11955700.54000000 0.695901762272 Long EC CORP NL N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC51 510000.00000000 PA USD 508355.10000000 0.029589668022 Long DBT CORP US N 2 2056-01-28 Fixed 5.73400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 285000.00000000 PA USD 296190.53000000 0.017240270539 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 8000000.00000000 PA USD 7289416.80000000 0.424292828353 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 283050.00000000 NS USD 30676959.00000000 1.785604261151 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 236137.00000000 NS USD 16912131.94000000 0.984399231267 Long EC CORP US N 1 N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 1281067.00000000 NS 17377556.64000000 1.011490062779 Long EC CORP ES N 1 N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 5512377.00000000 NS USD 5512377.00000000 0.320857222525 Long STIV RF US N 1 N N N Gracechurch Mortgage Finance P N/A 38406JAA6 2225000.00000000 PA USD 1915107.12000000 0.111472047605 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.34700000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 1385000.00000000 PA USD 1408594.17000000 0.081989605038 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 475420.00000000 NS 17591531.73000000 1.023944844639 Long EC CORP DE N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 160218.00000000 NS USD 35589224.34000000 2.071530969956 Long EC CORP US N 1 N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBT3 725000.00000000 PA USD 719219.00000000 0.041863357808 Long DBT CORP US N 2 2029-11-22 Fixed 5.60000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 8155000.00000000 PA USD 7251317.54000000 0.422075196514 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 220000.00000000 PA USD 227371.01000000 0.013234514031 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLK9 53754.90000000 PA USD 45341.13000000 0.002639157125 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 3725000.00000000 PA USD 3484719.25000000 0.202833975222 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 295000.00000000 PA USD 304026.23000000 0.017696360704 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72100000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 90213.00000000 NS USD 9474169.26000000 0.551460038836 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 345000.00000000 PA USD 352815.73000000 0.020536236035 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNX73 1588540.34000000 PA USD 1530026.30000000 0.089057767458 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 77.00000000 NC USD 85222.06000000 0.004960494078 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 8945434.19000000 USD 85222.06000000 N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 3340000.00000000 PA USD 3344321.96000000 0.194661913602 Long DBT CORP US N 2 2030-01-31 Fixed 9.12500000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 1020000.00000000 PA USD 1033506.84000000 0.060157012871 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N COLT Funding LLC N/A 19688FAE5 2000000.00000000 PA USD 1394410.60000000 0.081164026367 Long ABS-MBS CORP US N 2 2066-09-27 Variable 3.05900000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 400000.00000000 PA USD 403666.40000000 0.023496085251 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGUS6 277895.40000000 PA USD 267996.52000000 0.015599190522 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AM2 2005000.00000000 PA USD 1838370.26000000 0.107005448937 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CM2 530000.00000000 PA USD 496762.43000000 0.028914897066 Long DBT CORP US N 2 2054-06-01 Fixed 5.20000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 2813000.00000000 PA USD 2496376.88000000 0.145305836682 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCV0 445000.00000000 PA USD 425845.51000000 0.024787057845 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DA2 925000.00000000 PA USD 886568.38000000 0.051604211392 Long DBT CORP US N 2 2032-08-01 Fixed 4.50000000 N N N N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 000000000 211025.00000000 NS 11321544.99000000 0.658989666379 Long EC CORP KR N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 145000.00000000 PA USD 145969.34000000 0.008496392210 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 465000.00000000 PA USD 449739.77000000 0.026177863644 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 725000.00000000 PA USD 722137.70000000 0.042033245676 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 155000.00000000 PA USD 158170.12000000 0.009206559237 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 455000.00000000 PA USD 453382.07000000 0.026389869873 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CX4 385000.00000000 PA USD 392746.16000000 0.022860454220 Long DBT CORP US N 2 2035-02-12 Fixed 5.10000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 2595000.00000000 PA USD 2282156.66000000 0.132836786616 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 2195000.00000000 PA USD 1856886.15000000 0.108083197617 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQFW2 468059.10000000 PA USD 478438.40000000 0.027848315921 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383AP65 13702383.12000000 PA USD 2244163.98000000 0.130625358446 Long ABS-MBS USGA US N 3 2051-09-20 Fixed 3.00000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CE0 1630000.00000000 PA USD 1594012.53000000 0.092782194150 Long DBT CORP US N 2 2044-11-15 Fixed 5.35000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 450000.00000000 PA USD 451673.73000000 0.026290433055 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Midea Group Co Ltd 3003003TRPHLHZD2IF61 000000000 1400263.00000000 NS 15157914.08000000 0.882292015040 Long EC CORP CN N 1 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 385000.00000000 PA USD 388502.96000000 0.022613471591 Long DBT CORP US N 2 2031-02-11 Fixed 4.94200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVR1 2270789.59000000 PA USD 2122941.43000000 0.123569394984 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BH4 135000.00000000 PA USD 122040.01000000 0.007103545103 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 58832.00000000 NS USD 9850241.76000000 0.573349974488 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 360000.00000000 PA USD 363244.75000000 0.021143274776 Long DBT CORP US N 2 2035-02-20 Fixed 5.10000000 N N N N N N Casey's General Stores Inc 549300CAFWSI86V66Q65 147528103 45567.00000000 NS USD 19777900.68000000 1.151206145656 Long EC CORP US N 1 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 5512377.00000000 NS USD 5512377.00000000 0.320857222525 Long STIV RF US N 1 N N N S&S HOLDINGS LLC N/A 78525CAA3 3500000.00000000 PA USD 3310704.25000000 0.192705137957 Long DBT CORP US N 2 2031-10-01 Fixed 8.37500000 N N N N N N Barclays Commercial Mortgage S N/A 05492VAF2 1250000.00000000 PA USD 1092357.88000000 0.063582537148 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.03700000 N N N N N N PINE STREET TRUST III N/A 72284KAB7 1565000.00000000 PA USD 1604435.34000000 0.093388871427 Long DBT CORP US N 2 2054-05-15 Fixed 6.22300000 N N N N N N MEDIA GROUP HLDGS SER H N/A 000000000 640301.00000000 NS USD 1254541.75000000 0.073022723490 Long EC CORP US N 3 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 91680.00000000 NS USD 15624105.60000000 0.909427480606 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBG1 1883848.96000000 PA USD 1653855.30000000 0.096265443749 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DB5 175000.00000000 PA USD 177494.73000000 0.010331380832 Long DBT CORP US N 2 2027-06-25 Fixed 4.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 205000.00000000 PA USD 206333.20000000 0.012009972733 Long DBT CORP US N 2 2036-02-12 Fixed 5.42400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 6631896.97000000 PA USD 6354937.02000000 0.369899852924 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 5512377.00000000 NS USD 5512377.00000000 0.320857222525 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 4231470.51000000 PA USD 3669289.19000000 0.213577180614 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Aimco N/A 00889JAN4 650000.00000000 PA USD 650025.35000000 0.037835824431 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.19009000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AX1 1165000.00000000 PA USD 1063975.98000000 0.061930520676 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHG1 211091.49000000 PA USD 211113.95000000 0.012288244369 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 230000.00000000 PA USD 227086.13000000 0.013217932109 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYY8 1105738.46000000 PA USD 1059560.50000000 0.061673510198 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Amer Sports Inc 391200YCSWTRD1J21867 000000000 339711.00000000 NS USD 9080475.03000000 0.528544400598 Long EC CORP FI N 1 N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 3145000.00000000 PA USD 2757623.43000000 0.160512133789 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPY85 2269542.43000000 PA USD 2249848.70000000 0.130956247184 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 28341.00000000 NS USD 19266211.80000000 1.121422429332 Long EC CORP US N 1 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 36817.00000000 NS 15613569.11000000 0.908814186393 Long EC CORP IT N 1 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBL9 495000.00000000 PA USD 490224.14000000 0.028534324843 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RAG7 270000.00000000 PA USD 293823.69000000 0.017102504615 Long DBT CORP US N 2 2038-01-15 Fixed 6.30000000 N N N N N N GOLD SPOT $/OZ - GOLD BULLION N/A 000000000 32845.99000000 NS USD 102621055.02000000 5.973231998894 Long EC CORP US N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCK9 1820000.00000000 PA USD 1823171.53000000 0.106120781162 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 1021000.00000000 PA USD 1026367.50000000 0.059741455517 Long DBT CORP US N 2 2054-12-01 Fixed 5.60000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 80000.00000000 PA USD 80393.22000000 0.004679423283 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 265000.00000000 PA USD 264846.51000000 0.015415838864 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 385000.00000000 PA USD 388250.36000000 0.022598768580 Long DBT CORP US N 2 2031-02-12 Fixed 5.04600000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AN0 325000.00000000 PA USD 333912.48000000 0.019435940411 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 255000.00000000 PA USD 253284.67000000 0.014742862421 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCPG7 1234118.52000000 PA USD 1121220.00000000 0.065262505637 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAY9 310000.00000000 PA USD 303019.27000000 0.017637748895 Long DBT CORP US N 2 2056-03-04 Fixed 5.61200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 40.00000000 NC USD 39905.20000000 0.002322749629 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 8246969.80000000 USD 39905.20000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 1065000.00000000 PA USD 1060372.36000000 0.061720765882 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 3500000.00000000 PA USD 3362194.85000000 0.195702235380 Long DBT CORP KY N 2 2032-10-15 Fixed 7.12500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAE3 1415000.00000000 PA USD 1210326.48000000 0.070449098949 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.92500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 850000.00000000 PA USD 871482.39000000 0.050726105840 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 730000.00000000 PA USD 605417.40000000 0.035239343287 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 1663388.08000000 PA USD 1469050.13000000 0.085508546397 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 120000.00000000 PA USD 120713.18000000 0.007026314719 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 1830000.00000000 PA USD 1967138.37000000 0.114500614475 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 945000.00000000 PA USD 926588.19000000 0.053933632091 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0DY5 835169.92000000 PA USD 845400.42000000 0.049207960682 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAJ0 825000.00000000 PA USD 819011.41000000 0.047671943742 Long DBT CORP US N 2 2054-10-15 Fixed 6.62500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 3195000.00000000 PA USD 3378077.65000000 0.196626720606 Long DBT CORP CA N 2 2028-11-15 Fixed 8.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 530000.00000000 PA USD 559494.29000000 0.032566311032 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWF2 935478.14000000 PA USD 824245.11000000 0.047976580098 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 3430000.00000000 PA USD 3433148.74000000 0.199832226502 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 301000.00000000 PA USD 270777.58000000 0.015761066821 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAE8 260000.00000000 PA USD 261041.69000000 0.015194372884 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 135000.00000000 PA USD 138653.19000000 0.008070543331 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAX9 3000000.00000000 PA USD 2907278.10000000 0.169223036863 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 940000.00000000 PA USD 945198.48000000 0.055016875483 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 3550000.00000000 PA USD 3453459.88000000 0.201014470744 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 461000.00000000 PA USD 462377.01000000 0.026913435562 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 251235.00000000 NS USD 15928299.00000000 0.927133571723 Long EC CORP US N 1 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 320000.00000000 PA USD 323483.46000000 0.018828901671 Long DBT CORP US N 2 2026-04-30 Fixed 5.43800000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 1099000.00000000 PA USD 1142188.94000000 0.066483038240 Long DBT CORP US N 2 2028-10-27 Fixed 6.36100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 110000.00000000 PA USD 112097.29000000 0.006524812276 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N iShares U.S. Treasury Bond ETF 549300YMK9GAMCTG8G20 46429B267 790800.00000000 NS USD 18176538.00000000 1.057996123598 Long EC RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 290000.00000000 PA USD 294585.05000000 0.017146820861 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 1478000.00000000 PA USD 1520434.86000000 0.088499481477 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 2000000.00000000 PA USD 1702091.40000000 0.099073107497 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.97750000 N N N N N N Babson CLO Ltd 549300I8OP7Y4MO3JF74 06760JAW5 600000.00000000 PA USD 600203.40000000 0.034935853602 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.40198000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAG1 1250000.00000000 PA USD 1239898.50000000 0.072170388368 Long DBT CORP US N 2 2054-06-15 Fixed 5.70000000 N N N N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 32872.00000000 NS 20320786.99000000 1.182805761134 Long EC CORP FR N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 445000.00000000 PA USD 450713.22000000 0.026234524947 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 1439503.29000000 PA USD 1413860.41000000 0.082296135440 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N PETSMART INC N/A 71677HAL9 4178475.79000000 PA USD 4121021.75000000 0.239871037970 Long LON CORP US N 2 2028-02-14 Floating 8.17540000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AL0 4830000.00000000 PA USD 3068269.58000000 0.178593818129 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 1175000.00000000 PA USD 1187323.75000000 0.069110186161 Long DBT UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 1820000.00000000 PA USD 1805955.61000000 0.105118699433 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 725000.00000000 PA USD 711824.43000000 0.041432944360 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N MEDIA GROUP HLDGS SER T N/A 000000000 80253.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7E7 2053146.40000000 PA USD 1859149.11000000 0.108214917030 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRM0 91343.48000000 PA USD 76592.70000000 0.004458207591 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 10185000.00000000 PA USD 10200914.06000000 0.593761448557 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 2250000.00000000 PA USD 1945142.55000000 0.113220310586 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58430000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPC8 820587.71000000 PA USD 806182.13000000 0.046925193810 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 2727823.47000000 PA USD 2613905.74000000 0.152146802673 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 200000.00000000 PA USD 202277.60000000 0.011773909679 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNUY6 111190.55000000 PA USD 93042.74000000 0.005415709980 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CDUB8 3512457.89000000 PA USD 3518704.09000000 0.204812120289 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 392131.00000000 NS 16693322.92000000 0.971663082339 Long EC CORP DE N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 555000.00000000 PA USD 586381.48000000 0.034131325381 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 675000.00000000 PA USD 705602.48000000 0.041070785242 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 295000.00000000 PA USD 300008.81000000 0.017462519981 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N 2025-05-29 IVY FUNDS Dan Geatens Dan Geatens Division Director - Head of US Fund Administration