NPORT-P false 0000895430 XXXXXXXX S000012534 C000034078 C000034080 C000034081 C000079030 C000105408 C000122013 Voya Mutual Funds 811-07428 0000895430 5493002558QOEAVY2M96 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 Voya Global Bond Fund S000012534 5MM0DBR0YE4H6D47WD26 2025-10-31 2025-10-31 N 142534759.66 7293312.45 135241447.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15000.00000000 2169522.15000000 0.00000000 4863744.39000000 AUD BRL CAD CNY EUR GBP JPY THB USD N BBG Global Aggregate Index LEGATRUU GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -2580.54000000 -0.00190809848 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -6136077.06000000 BRL 1137089.68000000 USD 2025-11-07 -2580.54000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -1422000.00000000 NC -1606.88000000 -0.00118815646 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2046-05-22 0.00000000 USD 0.00000000 USD 0.00000000 EUR 0.01000000 USD 2.30000000 EUR 2026-05-20 XXXX 10103.95000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -4904.90000000 -0.00362677278 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y Performance Leg 2026-02-10 0.00000000 USD 0.00000000 USD 3205000.00000000 USD -4904.9 N N N BENCHMARK Mortgage Trust N/A 08160JAG2 1298446.43030000 PA USD 31795.71000000 0.023510329603 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.00515200 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 185707.00000000 PA USD 102788.82000000 0.076003933794 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AQ6 355000.00000000 PA USD 352652.03000000 0.260757361944 Long DBT CORP NL N 2 2029-04-09 Fixed 4.05000000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAL9 44000.00000000 PA USD 44539.07000000 0.032933003098 Long DBT CORP US N 2 2030-03-15 Fixed 4.40000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 28000.00000000 PA USD 28819.21000000 0.021309451055 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 55000.00000000 PA USD 57416.69000000 0.042454950893 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 37000.00000000 PA USD 36393.55000000 0.026910056606 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBJ9 33000.00000000 PA USD 33767.82000000 0.024968543813 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAL3 9908810.54000000 PA USD 540541.47000000 0.399686250887 Long ABS-MBS CORP US N 2 2053-12-17 Variable 1.41433500 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397T4J8 1427432.91000000 PA USD 108301.48000000 0.080080095439 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 1.55185000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 17971.09000000 0.013288152685 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-10-17 0.00000000 GBP 0.00000000 GBP 2000000.00000000 GBP 17971.09000000 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 12000.00000000 PA USD 12126.05000000 0.008966223188 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 200000.00000000 PA USD 199218.20000000 0.147305581321 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAV9 4000.00000000 PA USD 4160.85000000 0.003076608603 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N WCORE Commercial Mortgage Trus N/A 951913AE2 500000.00000000 PA USD 501898.80000000 0.371113153810 Long ABS-MBS CORP US N 2 2041-11-15 Floating 6.27336000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 30000.00000000 PA 34073.45000000 0.025194532225 Long DBT NUSS DE N 2 2026-08-15 None 0.00000000 N N N N N N DOMINION 3/27/2008 3.20% N/A 000000000 2000000.00000000 PA USD 1992018.00000000 1.472934548612 Long DBT CORP US N 2 2025-12-05 None 0.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBF6 35000.00000000 PA USD 35605.59000000 0.026327424568 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 45000.00000000 PA USD 46543.59000000 0.034415181854 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GB8 5000.00000000 PA USD 5379.50000000 0.003977700705 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 8000.00000000 PA USD 8443.86000000 0.006243544545 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -329.99000000 -0.00024400064 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-08-16 0.00000000 USD 0.00000000 USD 947000.00000000 USD -329.99000000 N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CD4 10000.00000000 PA USD 10305.44000000 0.007620030850 Long DBT CORP US N 2 2035-02-11 Fixed 5.12500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 19000.00000000 PA USD 19759.23000000 0.014610336111 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N GS Mortgage-Backed Securities N/A 36263NAD7 317398.23000000 PA USD 264339.24000000 0.195457269537 Long ABS-MBS CORP US N 2 2052-05-28 Variable 2.50000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAD3 11000.00000000 PA USD 11260.16000000 0.008325968282 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N AUTOMATIC DATA PROCESSNG HGBOLILQXWER4SAL2I23 053015AJ2 41000.00000000 PA USD 42036.37000000 0.031082460937 Long DBT CORP US N 2 2032-05-08 Fixed 4.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 4000.00000000 PA USD 3048.89000000 0.002254405038 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GU5 17000.00000000 PA USD 17800.68000000 0.013162148414 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 30000.00000000 PA USD 30558.97000000 0.022595861424 Long DBT CORP US N 2 2030-06-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADB65 411793.31000000 PA USD 30943.88000000 0.022880470919 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378FTX8 82770.84000000 PA USD 1347.19000000 0.000996136929 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 10145.21000000 0.007501553857 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-07-31 0.00000000 KRW 0.00000000 KRW 3586082000.00000000 KRW 10145.21000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 800000.00000000 PA 630632.18000000 0.466300969865 Long DBT NUSS BR N 2 2035-05-15 Fixed 6.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NX9 15000.00000000 PA USD 12992.95000000 0.009607224906 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2551900000.00000000 PA 578860.85000000 0.428020301425 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 4000.00000000 PA USD 3984.76000000 0.002946404436 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N CAMPBELLS COMPANY/THE 5493007JDSMX8Z5Z1902 134429BN8 26000.00000000 PA USD 26721.43000000 0.019758314149 Long DBT CORP US N 2 2029-03-21 Fixed 5.20000000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 55000.00000000 PA USD 53720.55000000 0.039721957364 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 180000.00000000 PA USD 186813.00000000 0.138132949516 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395VEC9 371450.99000000 PA USD 24288.33000000 0.017959235501 Long ABS-MBS USGSE US N 2 2033-02-15 Floating 2.65185000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 140000.00000000 PA USD 134207.46000000 0.099235450942 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 37000.00000000 PA USD 33486.45000000 0.024760493688 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -170141.47000000 -0.12580571526 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2047-10-27 0.00000000 USD -61.00000000 USD 1465000.00000000 USD -170080.47000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 23000.00000000 PA USD 23082.32000000 0.017067489646 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 24000.00000000 PA USD 21708.03000000 0.016051314480 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 94000.00000000 PA USD 92559.35000000 0.068440076551 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AS8 18000.00000000 PA USD 18502.79000000 0.013681301392 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CB8 26000.00000000 PA USD 26836.42000000 0.019843339858 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CL3 26000.00000000 PA USD 27020.17000000 0.019979207970 Long DBT CORP US N 2 2035-05-15 Fixed 5.20000000 N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DT4 9000.00000000 PA USD 9244.34000000 0.006835434100 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N RAVEN ACQUISITION HOLDIN N/A 75420NAA1 55000.00000000 PA USD 56340.90000000 0.041659492087 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 8000.00000000 PA USD 8099.09000000 0.005988615300 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31959XAF0 8000.00000000 PA USD 8134.01000000 0.006014435787 Long DBT CORP US N 2 2040-03-12 Fixed 6.25400000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -34987.85000000 -0.02587065631 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-08-08 5723.00000000 USD 0.00000000 USD 1600000.00000000 USD -40710.85000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 29000.00000000 PA USD 28732.64000000 0.021245439613 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AQ9 7000.00000000 PA USD 7215.96000000 0.005335612823 Long DBT CORP US N 2 2034-08-15 Fixed 5.40000000 N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 60000.00000000 PA USD 54442.85000000 0.040256039197 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 28000.00000000 PA USD 25259.33000000 0.018677210663 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BM9 48000.00000000 PA USD 49662.56000000 0.036721405326 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 5000.00000000 PA USD 5037.12000000 0.003724538670 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 19000.00000000 PA USD 19349.81000000 0.014307603474 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 40000.00000000 PA USD 41518.88000000 0.030699819364 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 927525.58000000 0.685829380810 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-01-24 0.00000000 USD 0.00000000 USD 12000000.00000000 USD 927525.58000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 23510.55000000 0.017384130741 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-09-26 0.00000000 USD 0.00000000 USD 7000000.00000000 USD 23510.55000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -402.06000000 -0.00029729051 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-11-29 0.00000000 USD 0.00000000 USD 970600.00000000 USD -402.06000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 29892.95000000 0.022103394053 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-09-30 0.00000000 GBP 0.00000000 GBP 200000.00000000 GBP 29892.95000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 44911.03000000 0.033208037126 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -391769.74000000 USD 18452354.75000000 TRY 2025-11-10 44911.03000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD 6484.66000000 0.004794876226 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Y Performance Leg 2026-01-06 0.00000000 USD 0.00000000 USD 1156000.00000000 USD 6484.66 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 57910.27000000 0.042819912973 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-06-19 0.00000000 JPY 0.00000000 JPY 90000000.00000000 JPY 57910.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 98754.09000000 0.073020580626 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-08-08 0.00000000 JPY 0.00000000 JPY 75000000.00000000 JPY 98754.09000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1817.84000000 -0.00134414414 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-05-08 0.00000000 GBP 0.00000000 GBP 1100000.00000000 GBP -1817.84000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -16638.97000000 -0.01230315878 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-02-01 0.00000000 USD 0.00000000 USD 10000000.00000000 USD -16638.97000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 12980.55000000 0.009598056119 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2026-01-06 0.00000000 USD 0.00000000 USD 2314000.00000000 USD 12980.55 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 26248.16000000 0.019408369654 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-02-08 0.00000000 USD -1426.00000000 USD 5000000.00000000 USD 27674.16000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 4209.57000000 0.003112633062 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Y Performance Leg 2025-12-05 0.00000000 JPY 0.00000000 JPY 500000000.00000000 JPY 4209.57000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 156740.32000000 0.115896659813 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-03-24 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 156740.32000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 112797.29000000 0.083404379594 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-05-12 0.00000000 JPY 0.00000000 JPY 175000000.00000000 JPY 112797.29000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -42770.42000000 -0.03162523093 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1442793.84000000 USD 1995037317.00000000 KRW 2025-11-07 -42770.42000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 12365.86000000 0.009143543089 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-04-01 0.00000000 JPY 0.00000000 JPY 20000000.00000000 JPY 12365.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 145631.97000000 0.107682942621 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-09-13 0.00000000 GBP 0.00000000 GBP 500000.00000000 GBP 145631.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -11882.62000000 -0.00878622659 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-08-08 18.00000000 USD 0.00000000 USD 1200000.00000000 USD -11900.62000000 N N N Onslow Bay Financial LLC N/A 67113CAX4 128302.49000000 PA USD 115852.72000000 0.085663620428 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CS7 4000.00000000 PA USD 4182.79000000 0.003092831440 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVZ8 4463248.79000000 PA USD 3650003.62000000 2.698879445095 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N COLT Funding LLC N/A 19685WAA9 575281.61000000 PA USD 489436.07000000 0.361897983271 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.92400000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 200000.00000000 PA USD 181511.99000000 0.134213285752 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 291100.00000000 PA USD 292208.68000000 0.216064443281 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 12000.00000000 PA USD 11427.92000000 0.008450013095 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3137.03000000 0.002319577366 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -119488.59000000 USD 115578233.00000000 CLP 2025-11-07 3137.03000000 N N N SOMNIGROUP INTL INC 549300HFEKVR3US71V91 88023UAJ0 20000.00000000 PA USD 18507.29000000 0.013684628774 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 55000.00000000 PA USD 57061.46000000 0.042192287332 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAL1 37000.00000000 PA USD 36912.29000000 0.027293622451 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 19000.00000000 PA USD 19441.12000000 0.014375119758 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506B7 403000.00000000 PA USD 401033.91000000 0.296531809052 Long ABS-MBS USGSE US N 2 2055-11-15 Fixed 5.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LG4 101000.00000000 PA USD 103417.78000000 0.076468998323 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAC1 11000.00000000 PA USD 10469.35000000 0.007741228902 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAL8 28000.00000000 PA USD 28616.32000000 0.021159430478 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BKGL8 23956063.85000000 PA USD 316477.57000000 0.234009304491 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 0.34437300 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 70000.00000000 PA USD 73437.56000000 0.054301075236 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -126940.99000000 -0.09386249010 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -10966667.39000000 USD 1663987139.00000000 JPY 2025-12-12 -126940.99000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 118000.00000000 PA USD 116262.59000000 0.085966685804 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 50000.00000000 PA USD 53213.80000000 0.039347257144 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 22550L2G5 250000.00000000 PA USD 244981.83000000 0.181144046484 Long DBT CORP CH N 2 2026-08-07 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QM65 652055.81000000 PA USD 629908.77000000 0.465766067278 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FHA3 447882.04000000 PA USD 34764.63000000 0.025705603361 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 1.70185000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 13000.00000000 PA USD 13587.38000000 0.010046757322 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 14000.00000000 PA USD 14292.18000000 0.010567899334 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBQ0 57000.00000000 PA USD 57380.47000000 0.042428169162 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QW54 147528.15000000 PA USD 138356.50000000 0.102303327015 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 1.06986400 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CZ3 8000.00000000 PA USD 8276.91000000 0.006120098661 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -1177000.00000000 NC USD -2596.33000000 -0.00191977389 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2030-06-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 106.50000000 USD 2025-11-19 XXXX 3554.67000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 200000.00000000 PA USD 216873.53000000 0.160360255287 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 12000.00000000 PA USD 10931.13000000 0.008082677482 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 80000.00000000 PA USD 80888.08000000 0.059810126014 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CW0 40000.00000000 PA USD 41306.67000000 0.030542907409 Long DBT CORP US N 2 2030-08-10 Fixed 4.97700000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 40000.00000000 PA USD 38166.51000000 0.028221015662 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N AMERITEX HOLDCO INTERMED N/A 030727AB7 80000.00000000 PA USD 83746.93000000 0.061924012000 Long DBT CORP US N 2 2033-08-15 Fixed 7.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEX0 20000.00000000 PA USD 21090.21000000 0.015594487071 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CV0 8000.00000000 PA USD 8230.09000000 0.006085479096 Long DBT CORP US N 2 2034-02-15 Fixed 5.25000000 N N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 449276AD6 147000.00000000 PA USD 149944.94000000 0.110872031535 Long DBT CORP SG N 2 2031-02-05 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 107000.00000000 PA USD 106453.11000000 0.078713376850 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 39.00000000 NC USD -12629.55000000 -0.00933852029 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 2025-12-31 8134074.86000000 USD -12629.55000000 N N N GS Mortgage Securities Trust N/A 36270JAA3 300000.00000000 PA USD 308898.06000000 0.228404876147 Long ABS-MBS CORP US N 2 2029-07-15 Variable 5.87621000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 18000.00000000 PA USD 18345.80000000 0.013565220114 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 45000.00000000 PA USD 45143.81000000 0.033380158916 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WGC4 29330.72000000 PA USD 27319.19000000 0.020200308828 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.25682500 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBP2 2000.00000000 PA USD 2081.63000000 0.001539195300 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAG4 7000.00000000 PA USD 7234.87000000 0.005349595223 Long DBT CORP US N 2 2034-04-04 Fixed 4.95000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 9000.00000000 PA USD 7857.91000000 0.005810282396 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAA3 500000.00000000 PA USD 501348.60000000 0.370706325865 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.40000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBG3 30000.00000000 PA USD 30956.46000000 0.022889772801 Long DBT CORP CA N 2 2065-06-01 Fixed 7.00000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2J5 230000.00000000 PA USD 239545.00000000 0.177123954927 Long DBT CORP PE N 2 2035-07-30 Fixed 6.45000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -45467.31000000 -0.03361936073 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -18475860.94000000 TRY 391769.74000000 USD 2025-11-10 -45467.31000000 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 75000.00000000 PA USD 76147.05000000 0.056304521706 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N NUVEEN LLC N/A 67080LAC9 21000.00000000 PA USD 21921.20000000 0.016208936278 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 49000.00000000 PA USD 50812.11000000 0.037571403625 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46591LBH3 41404.88000000 PA USD 37452.11000000 0.027692775234 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 708696CA5 18000.00000000 PA USD 18034.11000000 0.013334750826 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 17000.00000000 PA USD 17565.15000000 0.012987993224 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 22000.00000000 PA USD 22771.25000000 0.016837478797 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRV4 281000.00000000 PA USD 278530.74000000 0.205950724238 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 4000.00000000 PA USD 3754.60000000 0.002776219921 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 22000.00000000 PA USD 22736.29000000 0.016811628734 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 3933.07000000 0.002908183904 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -193293.35000000 USD 642657.88000000 ILS 2025-11-07 3933.07000000 N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 65000.00000000 PA USD 66111.57000000 0.048884104217 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATCK6 6537102.04000000 PA USD 648206.62000000 0.479295832285 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.65185000 N N N N N N BX Trust N/A 05610DAA0 750000.00000000 PA USD 752052.90000000 0.556081671347 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.72217000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 90000.00000000 PA USD 92012.04000000 0.068035385525 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 200000.00000000 PA USD 201611.16000000 0.149074979719 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 27000.00000000 PA USD 27483.48000000 0.020321787859 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 282000.00000000 PA USD 278649.16000000 0.206038286153 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5B0 301618.51000000 PA USD 261369.99000000 0.193261751772 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36273FAU4 1100000.00000000 PA USD 1113921.82000000 0.823654170359 Long ABS-MBS CORP US N 2 2056-03-25 Variable 6.00000000 N N N N N N AMCOR GROUP FINANCE 2549008XHB8M1L64J275 02344BAA4 11000.00000000 PA USD 11368.57000000 0.008406128619 Long DBT CORP GB N 2 2029-05-23 Fixed 5.45000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD 5148.78000000 0.003807102117 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 2025-12-19 5628444.97000000 USD 5148.78000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 692200.00000000 PA USD 690334.31000000 0.510445816901 Long DBT UST US N 2 2028-10-15 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46655KAD8 634487.34000000 PA USD 555954.37000000 0.411082831091 Long ABS-MBS CORP US N 2 2052-11-25 Variable 3.00000000 N N N N N N INTOWN Mortgage Trust N/A 46117WAG7 500000.00000000 PA USD 502521.40000000 0.371573515639 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.88200000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003AAS3 327959.96000000 PA USD 273618.31000000 0.202318383635 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.50000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 16000.00000000 PA USD 16495.47000000 0.012197052264 Long DBT CORP US N 2 2029-04-01 Fixed 5.10000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 47000.00000000 PA USD 46023.68000000 0.034030750889 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649XBB4 76268.13000000 PA USD 74058.18000000 0.054759973017 Long ABS-MBS CORP US N 2 2045-03-25 Variable 3.79289300 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 8000.00000000 PA USD 8367.66000000 0.006187200871 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 3000.00000000 PA USD 3188.29000000 0.002357479948 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAK8 10000.00000000 PA USD 9978.16000000 0.007378034031 Long DBT CORP US N 2 2029-10-18 Fixed 4.13300000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -286682.65000000 -0.21197839561 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -28058062.55000000 USD 24041001.18000000 EUR 2025-12-12 -286682.65000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1331000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP GB US N/A JPY N/A USD 2025-11-04 0.01000000 USD 143.00000000 USD 2025-11-04 XXXX -18169.48000000 N N N Shackleton CLO LTD 549300O6RVX5OXLL7335 81883MAQ6 650000.00000000 PA USD 650997.10000000 0.481359164242 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.31615000 N N N N N N SOMNIGROUP INTL INC 549300HFEKVR3US71V91 88023UAH4 40000.00000000 PA USD 38567.92000000 0.028517825559 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LMM9 47735.51000000 PA USD 63156.99000000 0.046699433718 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 11.96365000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AQ1 70000.00000000 PA USD 70013.26000000 0.051769085176 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 2000.00000000 PA USD 1880.19000000 0.001390246879 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 94000.00000000 PA USD 91795.28000000 0.067875109216 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 5000.00000000 PA USD 5273.34000000 0.003899204059 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 23000.00000000 PA USD 22561.64000000 0.016682489329 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMS1 28000.00000000 PA USD 28253.69000000 0.020891295222 Long DBT CORP US N 2 2027-10-08 Fixed 4.35000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 21000.00000000 PA USD 21297.81000000 0.015747990308 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -7350000.00000000 NC USD -902.75000000 -0.00066750986 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2027-09-10 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.62200000 USD 2026-09-08 XXXX -902.75000000 N N N WAMU Mortgage Pass-Through Cer N/A 93363NAA3 31101.69000000 PA USD 29018.20000000 0.021456587901 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.49626700 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBU2 30000.00000000 PA USD 30320.44000000 0.022419487979 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BM60 358235.50000000 PA USD 336766.99000000 0.249011672787 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVMM8 3174620.56000000 PA USD 422074.22000000 0.312089399150 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 4.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 55000.00000000 PA USD 55888.67000000 0.041325104953 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1045000.00000000 PA 775889.60000000 0.573706963365 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591KAJ2 263945.17000000 PA USD 238445.61000000 0.176311045851 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AW0 20000.00000000 PA USD 20470.24000000 0.015136069912 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 4000.00000000 PA USD 4149.72000000 0.003068378877 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3642000.00000000 PA 888411.46000000 0.656907684979 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 51.00000000 NC 24424.12000000 0.018059641111 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESOBLIGATION Bundesobligation 2025-12-08 6927476.02000000 USD 24424.12000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 17000.00000000 PA USD 17391.07000000 0.012859275287 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 45000.00000000 PA USD 47163.96000000 0.034873894780 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 1848500.00000000 PA USD 1845070.16000000 1.364278627642 Long DBT UST US N 2 2027-10-31 Fixed 3.50000000 N N N N N N Rad CLO Ltd N/A 48662LAE1 250000.00000000 PA USD 250540.50000000 0.185254228765 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 5.87141000 N N N N N N BX Trust N/A 05609BBH1 395404.89000000 PA USD 395922.08000000 0.292752028440 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.14748000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 15570000.00000000 PA 2317875.35000000 1.713879434017 Long DBT NUSS CN N 2 2033-08-25 Fixed 2.52000000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 24000.00000000 PA USD 22161.41000000 0.016386551946 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 42200.00000000 PA USD 42561.83000000 0.031470995673 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 11000.00000000 PA USD 11119.94000000 0.008222287049 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394CSK9 1854446.52440000 PA USD 60756.49000000 0.044924460107 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 0.35273000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3136000.00000000 NC USD 59504.48000000 0.043998701010 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-06-14 XXXX 59504.48000000 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 28000.00000000 PA USD 28596.11000000 0.021144486834 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AM4 44000.00000000 PA USD 44820.23000000 0.033140897945 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAF3 2000.00000000 PA USD 2083.88000000 0.001540858991 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 17158.05000000 PA USD 16867.08000000 0.012471827496 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATEB4 2861021.41000000 PA USD 579098.06000000 0.428195698838 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 31000.00000000 PA USD 31553.16000000 0.023330983696 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 55000.00000000 PA USD 53969.16000000 0.039905784146 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 125000.00000000 PA USD 124483.19000000 0.092045147821 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375JRN7 108122.17000000 PA USD 129028.17000000 0.095405789173 Long ABS-MBS USGA US N 2 2037-03-20 Floating 8.60695000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 5000.00000000 PA USD 5285.57000000 0.003908247145 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -8.00000000 NC -8039.29000000 -0.00594439808 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-12-08 -1185086.33000000 USD -8039.29000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE4G1 8424.86000000 PA USD 8182.39000000 0.006050208844 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CR2 41000.00000000 PA USD 43883.24000000 0.032448070399 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 50000.00000000 PA USD 52607.60000000 0.038899021775 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N Countrywide Alternative Loan T N/A 12668BZK2 95108.85000000 PA USD 43726.91000000 0.032332477137 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAD0 15000.00000000 PA USD 15084.84000000 0.011154006638 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BY8 64000.00000000 PA USD 65712.81000000 0.048589253779 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAS2 1000000.00000000 PA USD 1002666.00000000 0.741389581880 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.19605000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2110000.00000000 PA 367208.67000000 0.271520807840 Long DBT NUSS CN N 2 2052-04-15 Fixed 3.32000000 N N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 14987LAC5 550000.00000000 PA USD 551857.35000000 0.408053419557 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.27444000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 17000.00000000 PA USD 17698.33000000 0.013086468952 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -2905.60000000 -0.00214845379 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -290344.31000000 USD 1857497.78000000 DKK 2025-12-12 -2905.60000000 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAR0 17000.00000000 PA USD 18156.06000000 0.013424922887 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 65000.00000000 PA USD 66975.74000000 0.049523087323 Long DBT CORP US N 2 2029-06-15 Fixed 6.62500000 N N N N N N CIFC Funding Ltd N/A 12567WAL3 300000.00000000 PA USD 299784.30000000 0.221665995288 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 4.98363000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 7000.00000000 PA USD 7197.17000000 0.005321719153 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 50000.00000000 PA USD 52440.65000000 0.038775575891 Long DBT CORP US N 2 2032-07-15 Fixed 7.37500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CZ7 19000.00000000 PA USD 19366.47000000 0.014319922183 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BF0 38000.00000000 PA USD 39375.69000000 0.029115105474 Long DBT CORP US N 2 2039-11-18 Fixed 6.14100000 N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 55000.00000000 PA USD 55842.27000000 0.041290795944 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0526B3 207000.00000000 PA USD 209163.75000000 0.154659502922 Long ABS-MBS USGSE US N 2 2055-11-15 Fixed 5.50000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 55000.00000000 PA USD 54533.96000000 0.040323407598 Long DBT CORP US N 2 2033-04-01 Fixed 6.62500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -1498000.00000000 NC USD -3304.42000000 -0.00244334859 N/A DCR CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Put Written ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP CA US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2030-06-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 106.50000000 USD 2025-11-19 XXXX 4560.08000000 N N N Mill City Mortgage Trust N/A 59980AAC1 300000.00000000 PA USD 293508.45000000 0.217025516995 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 19000.00000000 PA USD 19832.88000000 0.014664794269 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AZ3 137000.00000000 PA USD 134527.41000000 0.099472027825 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 2000.00000000 PA USD 1944.41000000 0.001437732322 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 11000.00000000 PA USD 11136.13000000 0.008234258232 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 9000.00000000 PA USD 9431.39000000 0.006973742291 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 7779.95000000 PA USD 7356.66000000 0.005439648977 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 26000.00000000 PA USD 26352.68000000 0.019485653654 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 39000.00000000 PA USD 41081.31000000 0.030376272102 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 7000.00000000 PA USD 7139.89000000 0.005279365273 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 22.00000000 NC 47872.87000000 0.035398075802 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT CANADIAN GOVERNMENT BOND 2025-12-18 1877705.54000000 USD 47872.87000000 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AC7 9000.00000000 PA USD 9036.99000000 0.006682115717 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N BENCHMARK Mortgage Trust N/A 08160JAY3 280000.00000000 PA USD 187755.43000000 0.138829799498 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CR2 31000.00000000 PA USD 31385.53000000 0.023207035008 Long DBT CORP US N 2 2032-10-22 Fixed 4.67500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 14600.00000000 PA USD 14807.59000000 0.010949002916 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379F5N5 482438.91000000 PA USD 36840.72000000 0.027240702284 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 2000.00000000 PA USD 2078.47000000 0.001536858738 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYD6 56758.35000000 PA USD 55024.25000000 0.040685936992 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 55000.00000000 PA USD 57803.68000000 0.042741098378 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 55000.00000000 PA USD 50283.70000000 0.037180687605 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N Adjustable Rate Mortgage Trust N/A 007034AA9 182297.06000000 PA USD 157969.57000000 0.116805589749 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.75053000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -42336.84000000 -0.03130463395 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -6775324.30000000 USD 5124916.64000000 GBP 2025-12-12 -42336.84000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 41000.00000000 PA USD 38983.71000000 0.028825268291 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 13000.00000000 PA USD 12796.23000000 0.009461766539 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N LIBERTY UTILITIES CO 549300UN1FEYPC5BKW09 531542AB4 16000.00000000 PA USD 16695.12000000 0.012344677127 Long DBT CORP US N 2 2034-01-31 Fixed 5.86900000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 27000.00000000 PA USD 27860.64000000 0.020600666862 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 445640AD7 200000.00000000 PA USD 220992.00000000 0.163405527343 Long DBT CORP PE N 2 2038-11-05 Fixed 7.75000000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 30000.00000000 PA USD 31783.92000000 0.023501611862 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BS2 19000.00000000 PA USD 16816.11000000 0.012434139346 Long DBT CORP US N 2 2031-11-10 Fixed 2.12500000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 55000.00000000 PA USD 56015.36000000 0.041418781856 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N CITADEL SECURITIES LLC 12UUJYTN7D3SW8KCSG25 000000000 1000000.00000000 PA USD 1000000.00000000 0.739418292712 Long RA CORP US N 2 Repurchase Y 4.26000000 2025-11-03 1739567.08861143 USD 1020362.10006857 USD UST N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 946900.00000000 PA USD 959623.97000000 0.709563517543 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 4471.92000000 0.003306619451 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -4858793.27000000 CZK 234645.87000000 USD 2025-11-07 4471.92000000 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBW9 4000.00000000 PA USD 4089.84000000 0.003024102510 Long DBT CORP US N 2 2034-04-10 Fixed 4.98900000 N N N N N N Countrywide Alternative Loan T N/A 02151EAC6 140276.31000000 PA USD 48917.84000000 0.036170745735 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.60551000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LF61 277687.00000000 PA USD 21953.85000000 0.016233078285 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 1.80273000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEJ6 7000.00000000 PA USD 7187.52000000 0.005314583767 Long DBT CORP US N 2 2034-06-01 Fixed 5.30000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAG6 50000.00000000 PA USD 52413.90000000 0.038755796452 Long DBT CORP US N 2 2032-06-15 Fixed 7.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081934AR2 500000.00000000 PA USD 513147.70000000 0.379430796243 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 5.07460000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AM3 16000.00000000 PA USD 16480.71000000 0.012186138450 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 40000.00000000 PA USD 37876.73000000 0.028006747030 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 7000.00000000 PA USD 7217.83000000 0.005336995535 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 16000.00000000 PA USD 16404.33000000 0.012129661681 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1856.37000000 0.001372633936 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -8525941080.14000000 IDR 514521.21000000 USD 2025-11-07 1856.37000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 2850.86000000 0.002107978033 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25000000 USD 2027-08-12 XXXX 2850.86000000 N N N LIBERTY UTILITIES CO 549300UN1FEYPC5BKW09 531542AA6 33000.00000000 PA USD 34124.80000000 0.025232501355 Long DBT CORP US N 2 2029-01-31 Fixed 5.57700000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BQ6 10000.00000000 PA USD 8820.86000000 0.006522305241 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 33000.00000000 PA USD 29470.84000000 0.021791278197 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 200000.00000000 PA USD 211700.00000000 0.156534852567 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.62500000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LJ8 100000.00000000 PA USD 102448.96000000 0.075752635093 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAM4 53000.00000000 PA USD 53879.12000000 0.039839206923 Long DBT CORP NO N 2 2030-09-03 Fixed 4.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 17000.00000000 PA USD 18196.51000000 0.013454832357 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMK8 21000.00000000 PA USD 21345.04000000 0.015782913034 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAJ8 31000.00000000 PA USD 32075.58000000 0.023717270601 Long DBT CORP US N 2 2030-01-17 Fixed 4.95000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 4000.00000000 PA USD 4072.18000000 0.003011044383 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -5546.60000000 -0.00410125750 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -302207.76000000 USD 386044.42000000 SGD 2025-11-07 -5546.60000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLV35 1051284.85000000 PA USD 1006518.41000000 0.744238124306 Long ABS-MBS USGSE US N 2 2049-05-15 Fixed 4.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 2609882.18000000 PA USD 10534.92000000 0.007789712560 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.33895600 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CJ8 65000.00000000 PA USD 66047.85000000 0.048836988484 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBV1 22000.00000000 PA USD 21844.99000000 0.016152585210 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LH2 100000.00000000 PA USD 102869.81000000 0.076063819281 Long DBT CORP US N 2 2032-02-10 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 8000.00000000 PA USD 8200.66000000 0.006063718016 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 28000.00000000 PA USD 27180.27000000 0.020097588838 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 29000.00000000 PA USD 28752.16000000 0.021259873058 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AD6 25000.00000000 PA USD 25983.48000000 0.019212660420 Long DBT CORP US N 2 2032-06-15 Fixed 6.75000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 6000.00000000 PA USD 5931.91000000 0.004386162764 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD 1047.67000000 0.000774666362 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -611052.97000000 USD 2360497623.11000000 COP 2025-11-07 1047.67000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1140000.00000000 PA 173915.07000000 0.128595984136 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 90000.00000000 PA USD 92476.44000000 0.068378771380 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BK3 27000.00000000 PA USD 28043.41000000 0.020735810344 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3ZG9 125943.59000000 PA USD 15037.75000000 0.011119187431 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 2.15273000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 1284000.00000000 PA 1439572.73000000 1.064446410252 Long DBT NUSS ES N 2 2029-04-30 Fixed 1.45000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BP4 30000.00000000 PA USD 30450.86000000 0.022515922912 Long DBT CORP US N 2 2030-07-01 Fixed 5.20000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 195501.00000000 PA USD 202451.06000000 0.149696017143 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N CASCADES INC/USA INC N/A 14739LAB8 55000.00000000 PA USD 54978.92000000 0.040652419161 Long DBT CORP N/A N 2 2028-01-15 Fixed 5.37500000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 40000.00000000 PA USD 38553.80000000 0.028507384973 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CQ0 30000.00000000 PA USD 30325.34000000 0.022423111128 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -2586.43000000 -0.00191245365 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -229300.60000000 USD 395534.76000000 NZD 2025-12-12 -2586.43000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APVH2 4870542.14000000 PA USD 401624.17000000 0.296968258093 Long ABS-MBS USGSE US N 2 2045-08-25 Floating 1.35273000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 50000.00000000 PA USD 51771.40000000 0.038280720199 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AC8 25000.00000000 PA USD 25851.25000000 0.019114887139 Long DBT CORP US N 2 2029-06-15 Fixed 6.50000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 10000.00000000 PA USD 9992.77000000 0.007388836932 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAB8 11000.00000000 PA USD 11312.88000000 0.008364950415 Long DBT CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 19000.00000000 PA USD 19458.86000000 0.014388237039 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 40000.00000000 PA USD 37983.94000000 0.028086020065 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2E1 271000.00000000 PA USD 242750.07000000 0.179493842315 Long DBT CORP AU N 2 2032-01-08 Fixed 2.50000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 27000.00000000 PA USD 27624.72000000 0.020426223299 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 18000.00000000 PA USD 18242.09000000 0.013488535043 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 2843000.00000000 NC 4072.43000000 0.003011229237 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2036-05-22 0.00000000 USD 0.00000000 USD 0.00000000 EUR 0.01000000 USD 2.50000000 EUR 2026-05-20 XXXX -11803.80000000 N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 200000.00000000 PA USD 203222.00000000 0.150266064281 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AP6 2000.00000000 PA USD 2012.76000000 0.001488271562 Long DBT CORP US N 2 2033-05-15 Fixed 4.85000000 N N N N N CBAM CLO Management LLC 254900JWJFDB3KD6V066 14987LAJ0 445434.29000000 PA USD 447150.55000000 0.330631296266 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.98444000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AU0 17000.00000000 PA USD 15161.64000000 0.011210793963 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 6000.00000000 PA USD 5381.61000000 0.003979260878 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Gam Resecuritization Trust N/A 36459DBU4 4879.04000000 PA USD 4811.16000000 0.003557459713 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 75000.00000000 PA USD 78460.96000000 0.058015469087 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 15000.00000000 PA USD 15392.25000000 0.011381311216 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 90000.00000000 PA USD 80116.17000000 0.059239361640 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N BX Trust N/A 05609CAN7 700000.01000000 PA USD 699094.98000000 0.516923616555 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.31748000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 16.00000000 NC 61677.13000000 0.045605198164 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2025-12-29 1906137.27000000 USD 61677.13000000 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AK8 20000.00000000 PA USD 18900.11000000 0.013975087068 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 25000.00000000 PA USD 26058.55000000 0.019268168551 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 37000.00000000 PA USD 37950.17000000 0.028061049909 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAR0 7000.00000000 PA USD 7167.36000000 0.005299677094 Long DBT CORP US N 2 2034-04-01 Fixed 5.15000000 N N N N N N JP Morgan Mortgage Trust N/A 46653JBM2 58538.51000000 PA USD 50728.28000000 0.037509418189 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 19000.00000000 PA USD 16520.85000000 0.012215818701 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AM6 5000.00000000 PA USD 5219.00000000 0.003859024069 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TSSK0 55727.81000000 PA USD 5077.79000000 0.003754610812 Long ABS-MBS USGSE US N 2 2031-04-15 Floating 4.35185000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325YYT9 6147132.30000000 PA USD 603294.01000000 0.446086626877 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 2.00000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAW7 9000.00000000 PA USD 9365.55000000 0.006925058991 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 70.00000000 NC -642.08000000 -0.00047476569 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2025-12-08 8640406.02000000 USD -642.08000000 N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CS3 7000.00000000 PA USD 7136.83000000 0.005277102653 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Structured Asset Securities Co N/A 86359BHM6 808.50570000 PA USD 809.09000000 0.000598255946 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.05000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDK3 19000.00000000 PA USD 19828.66000000 0.014661673923 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 294900.00000000 PA USD 298609.29000000 0.220797171399 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BN6 3000.00000000 PA USD 3144.37000000 0.002325004697 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N MF1 Multifamily Housing Mortga N/A 58003MAA4 1000000.00000000 PA USD 1003258.00000000 0.741827317510 Long ABS-CBDO CORP US N 2 2041-08-18 Floating 5.71904000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 53000.00000000 PA USD 54154.66000000 0.040042946239 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BM5 9000.00000000 PA USD 8245.18000000 0.006096636918 Long DBT CORP US N 2 2030-04-23 Fixed 2.12500000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AZ0 3000.00000000 PA USD 3148.50000000 0.002328058494 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 55000.00000000 PA USD 54559.87000000 0.040342565926 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2805.32000000 -0.00207430492 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -150412.27000000 USD 651309.57000000 RON 2025-11-07 -2805.32000000 N N N OPEN TEXT INC N/A 683720AC0 75000.00000000 PA USD 69883.58000000 0.051673197412 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNB4 25000.00000000 PA USD 24829.00000000 0.018359016789 Long DBT CORP US N 2 2032-11-01 Fixed 4.55000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 40000.00000000 PA USD 40945.08000000 0.030275541148 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 9000.00000000 PA USD 9426.13000000 0.006969852951 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 35000.00000000 PA USD 33381.67000000 0.024683017439 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 55000.00000000 PA USD 56741.27000000 0.041955532989 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQ7G7 648118.18000000 PA USD 44050.88000000 0.032572026482 Long ABS-MBS USGSE US N 2 2032-05-15 Floating 2.28185000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 24000.00000000 PA USD 21461.66000000 0.015869143995 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEV9 19000.00000000 PA USD 19821.28000000 0.014656217016 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3S8 72000.00000000 PA USD 72282.88000000 0.053447283721 Long DBT CORP US N 2 2026-02-23 Fixed 5.68400000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 18.00000000 NC 87443.28000000 0.064657160806 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-12-08 2321768.66000000 USD 87443.28000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GUK3 1232760.35000000 PA USD 95294.84000000 0.070462747897 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 1.95273000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 13000.00000000 PA USD 13198.67000000 0.009759338037 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 184000.00000000 PA USD 180957.16000000 0.133803034301 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 6000.00000000 PA USD 6401.05000000 0.004733053462 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N Madison Park Funding Ltd N/A 55819DBE5 500000.00000000 PA USD 502619.50000000 0.371646052574 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 6.10980000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 205000.00000000 PA USD 211302.77000000 0.156241133438 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 34000.00000000 PA USD 35301.78000000 0.026102781897 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 26000.00000000 PA USD 26695.81000000 0.019739370252 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNC2 55000.00000000 PA USD 54237.10000000 0.040103903883 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N Gam Resecuritization Trust N/A 36459DBW0 220000.00000000 PA USD 214121.57000000 0.158325405722 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -2707.36000000 -0.00200187150 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -180517.69000000 USD 1801155.85000000 NOK 2025-12-12 -2707.36000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEUR8 14440.88000000 PA USD 14036.63000000 0.010378940990 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CW2 4000.00000000 PA USD 4220.07000000 0.003120396954 Long DBT CORP US N 2 2034-06-01 Fixed 4.95000000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 66807TAA0 47000.00000000 PA USD 48226.03000000 0.035659208766 Long DBT CORP US N 2 2030-03-21 Fixed 5.07300000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BF3 3000.00000000 PA USD 3079.31000000 0.002276898142 Long DBT CORP US N 2 2033-06-15 Fixed 4.90000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 16000.00000000 PA USD 16515.97000000 0.012212210339 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 29000.00000000 PA USD 28890.74000000 0.021362341646 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 60000.00000000 PA 66945.40000000 0.049500653372 Long DBT NUSS DE N 2 2028-02-15 Fixed 0.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46593RAH9 300000.00000000 PA USD 305836.80000000 0.226141324504 Long ABS-MBS CORP US N 2 2055-09-25 Variable 6.78300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 26000.00000000 PA USD 27045.76000000 0.019998129684 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CC5 200000.00000000 PA USD 208640.00000000 0.154272232591 Long DBT CORP MX N 2 N/A Fixed 7.20000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 49.00000000 NC 140219.90000000 0.103681159062 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long FRANCE (GOVT OF) FRENCH REPUBLIC GOVERNMENT BOND OAT 2025-12-08 6782483.74000000 USD 140219.90000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 40.00000000 NC USD 99093.18000000 0.073271309975 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 2025-12-19 4593406.82000000 USD 99093.18000000 N N N Bay View Federal Savings And L N/A 072925AA8 500000.00000000 PA USD 501754.50000000 0.371006455750 Long ABS-MBS CORP US N 2 2035-05-15 Floating 5.83200000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAS3 32000.00000000 PA USD 32752.49000000 0.024217790237 Long DBT CORP US N 2 2029-04-20 Fixed 5.10000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 10000.00000000 PA USD 10110.98000000 0.007476243569 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 27000.00000000 PA USD 27338.55000000 0.020214623966 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAF5 2000.00000000 PA USD 2118.97000000 0.001566805179 Long DBT CORP CA N 2 2036-12-01 Fixed 5.87500000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 30000.00000000 PA USD 31422.27000000 0.023234201236 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 3000.00000000 PA USD 3056.19000000 0.002259802792 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 9000.00000000 PA USD 7860.97000000 0.005812545016 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 27000.00000000 PA USD 26633.50000000 0.019693297098 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 25000.00000000 PA USD 23952.06000000 0.017710591312 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 3489.72000000 0.002580362804 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -12279991.24000000 MXN 664260.86000000 USD 2025-11-07 3489.72000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 29000.00000000 PA USD 30773.30000000 0.022754340947 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 74000.00000000 PA USD 73099.50000000 0.054051107488 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAR5 34000.00000000 PA USD 35215.87000000 0.026039258471 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 19000.00000000 PA USD 18939.78000000 0.014004419791 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WYV9 470668.38000000 PA USD 45424.86000000 0.033587972427 Long ABS-MBS USGA US N 2 2043-01-16 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBFD5 64806.85000000 PA USD 63648.98000000 0.047063220124 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AD1 65000.00000000 PA USD 66093.76000000 0.048870935178 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 26000.00000000 PA USD 23390.04000000 0.017295023443 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Oaktree CLO Ltd N/A 67401RAU8 300000.00000000 PA USD 301126.50000000 0.222658442520 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 6.00454000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAD5 55000.00000000 PA USD 56365.65000000 0.041677792690 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD -3674.01000000 -0.00271663020 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 2025-12-19 973924.01000000 USD -3674.01000000 N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 55000.00000000 PA USD 54995.84000000 0.040664930119 Long DBT CORP US N 2 2027-04-15 Fixed 5.62500000 N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXN4 31000.00000000 PA USD 31997.20000000 0.023659314995 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Countrywide Alternative Loan T N/A 12668AKU8 53886.62000000 PA USD 27685.84000000 0.020471416545 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.60551000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AP1 55000.00000000 PA USD 53973.67000000 0.039909118922 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 75000.00000000 PA USD 75259.21000000 0.055648036569 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 33000.00000000 PA USD 34443.44000000 0.025468109599 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 2000.00000000 PA USD 2153.73000000 0.001592507359 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432PC3 16000.00000000 PA USD 16343.62000000 0.012084771597 Long DBT CORP US N 2 2034-08-15 Fixed 5.00000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBG1 13000.00000000 PA USD 13467.37000000 0.009958019732 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05957AAC3 200000.00000000 PA USD 212750.01000000 0.157311249168 Long DBT CORP CL N 2 N/A Fixed 7.95000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -20770.66000000 -0.01535820595 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -2499548173.55000000 COP 627387.18000000 USD 2025-11-07 -20770.66000000 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 40000.00000000 PA USD 42016.76000000 0.031067960944 Long DBT CORP US N 2 2032-01-15 Fixed 7.25000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 38000.00000000 PA USD 39156.60000000 0.028953106320 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AN3C9 3181314.79000000 PA USD 709245.98000000 0.524429451644 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 6.50000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 40000.00000000 PA USD 39116.08000000 0.028923145091 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 44000.00000000 PA USD 43167.24000000 0.031918646901 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 50000.00000000 PA USD 51299.51000000 0.037931796101 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 73843.48000000 PA USD 67325.43000000 0.049781654506 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WL91 77178.12000000 PA USD 5391.43000000 0.003986521965 Long ABS-MBS USGSE US N 2 2031-01-15 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4DR7 149075.16000000 PA USD 1928.11000000 0.001425679804 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 2.25273000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EG9 12000.00000000 PA USD 12482.10000000 0.009229493071 Long DBT CORP US N 2 2031-02-22 Fixed 5.10000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 3700.26000000 0.002736039931 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.17000000 USD 2027-08-23 XXXX 3700.26000000 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAM6 16000.00000000 PA USD 16678.80000000 0.012332609820 Long DBT CORP US N 2 2032-03-17 Fixed 5.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BC6 34000.00000000 PA USD 34693.61000000 0.025653089874 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 1239000.00000000 NS USD 1239000.00000000 0.916139264670 Long STIV RF US N 1 N N N DAIWA CAPITAL MARKETS AMERICA INC. M67H5PRC0NQKM73ZAS82 000000000 538000.00000000 PA USD 538000.00000000 0.397807041479 Long RA CORP US N 2 Repurchase Y 4.15000000 2025-11-03 1210412.20055200 USD 547951.84996044 USD AMBS 796.56280000 USD 808.16690048 USD UST N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 38000.00000000 PA USD 35509.84000000 0.026256625267 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 9220000.00000000 PA 420904.21000000 0.311224272353 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 12624NAE0 8321992.83000000 PA USD 83.22000000 0.000061534390 Long ABS-MBS CORP US N 2 2030-10-05 Variable 0.78652500 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 200000.00000000 PA USD 207456.17000000 0.153396887034 Long DBT CORP GB N 2 2029-03-06 Fixed 5.87100000 N N N N N N ELM Trust 2024 N/A 26860XAJ0 750000.00000000 PA USD 756971.85000000 0.559718832958 Long ABS-MBS CORP US N 2 2039-06-10 Variable 6.18941000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 49000.00000000 PA USD 46106.67000000 0.034092115214 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -7448000.00000000 NC USD -3897.50000000 -0.00288188279 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX -3897.49000000 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 38000.00000000 PA USD 36923.99000000 0.027302273645 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 40000.00000000 PA USD 48677.78000000 0.035993240980 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AR2 13000.00000000 PA USD 12163.88000000 0.008994195382 Long DBT CORP US N 2 2030-06-26 Fixed 2.65000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AD4 15000.00000000 PA USD 15309.75000000 0.011320309206 Long DBT CORP SG N 2 2030-05-19 Fixed 4.65000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 40000.00000000 PA USD 37531.10000000 0.027751181885 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 40000.00000000 PA USD 36163.80000000 0.026740175254 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 35000.00000000 PA USD 35717.69000000 0.026410313359 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 18000.00000000 PA USD 18373.04000000 0.013585361868 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAT4 38000.00000000 PA USD 38864.98000000 0.028737477157 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 39000.00000000 PA USD 40646.16000000 0.030054514232 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -14700000.00000000 NC USD 2796.92000000 0.002068093811 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2027-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.50000000 USD 2026-09-25 XXXX 2796.92000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PVA6 257425.97000000 PA USD 20024.81000000 0.014806710822 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.78273000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 19000.00000000 PA USD 19235.81000000 0.014223309789 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2X2 253000.00000000 PA USD 263814.26000000 0.195069089722 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 17000.00000000 PA USD 17510.93000000 0.012947901964 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15300000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 21000.00000000 PA USD 21919.34000000 0.016207560960 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 17000.00000000 PA USD 16229.68000000 0.012000522276 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 25000.00000000 PA USD 25314.88000000 0.018718285349 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYY8 37120.95000000 PA USD 35886.18000000 0.026534897947 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F2Q0 4729825.48950000 PA USD 5429.37000000 0.004014575495 Long ABS-MBS CORP US N 2 2045-08-25 Variable 0.01000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBC2 6000.00000000 PA USD 6008.04000000 0.004442454679 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -2904.32000000 -0.00214750733 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -6376327.45000000 MXN 340197.97000000 USD 2025-11-07 -2904.32000000 N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 40000.00000000 PA USD 40616.92000000 0.030032893641 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EQ4 325000.00000000 PA USD 360100.00000000 0.266264527205 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.37500000 N N N N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAU1 750000.00000000 PA USD 753003.75000000 0.556784747231 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.10454000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 9000.00000000 PA USD 9302.40000000 0.006878364726 Long DBT CORP US N 2 2029-06-15 Fixed 5.17600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UGJ2 1774083.97000000 PA USD 181979.06000000 0.134558645854 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 2.26273000 N N N N N N OZLM Ltd 5493008RJIODIVVGSK16 67111DBG0 195378.88000000 PA USD 194778.09000000 0.144022482765 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 4.93444000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 30000.00000000 PA USD 25621.67000000 0.018945131487 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AKWP2 3726473.93000000 PA USD 449739.01000000 0.332545250940 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 2.12689000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 24000.00000000 PA USD 22666.41000000 0.016759958184 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AR3 8000.00000000 PA USD 8230.38000000 0.006085693527 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 17.00000000 NC -5703.14000000 -0.00421700604 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2025-12-15 1192798.01000000 USD -5703.14000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 5000.00000000 PA USD 4974.35000000 0.003678125384 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Sequoia Mortgage Trust N/A 81748RAH0 300000.00000000 PA USD 218925.15000000 0.161877260644 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FV94 61105.52000000 PA USD 61651.67000000 0.045586372574 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAA4 12000.00000000 PA USD 12398.92000000 0.009167988257 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMZ2 26000.00000000 PA USD 26745.55000000 0.019776148918 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F82T9 6953787.22000000 PA USD 248331.56000000 0.183620898121 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.86946100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179X2J4 1333917.69000000 PA USD 1309708.08000000 0.968422112465 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXT1 17000.00000000 PA USD 17481.32000000 0.012926007788 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAE7 5000.00000000 PA USD 4703.99000000 0.003478216254 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N STANDARD INDUSTRI INC/NY N/A 853496AG2 65000.00000000 PA USD 62739.40000000 0.046390660033 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD -20186.62000000 -0.01492635609 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -8465582.87000000 USD 60054811.01000000 CNY 2025-11-07 -20186.62000000 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 23000.00000000 PA USD 23639.03000000 0.017479131203 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N Bank N/A 06541WAY8 5625851.62150000 PA USD 67219.08000000 0.049703017371 Long ABS-MBS CORP US N 2 2060-06-15 Variable 0.94102200 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 10000.00000000 PA USD 10271.46000000 0.007594905416 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 40000.00000000 PA USD 38375.07000000 0.028375228742 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQ27 736301.90000000 PA USD 700130.97000000 0.517689646512 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 6000.00000000 PA USD 6265.49000000 0.004632817918 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAC3 60000.00000000 PA USD 59508.83000000 0.044001917479 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 24000.00000000 PA USD 23292.66000000 0.017223018889 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 15000.00000000 PA USD 13542.24000000 0.010013379980 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 8000.00000000 PA USD 8222.30000000 0.006079719028 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -7698.91000000 -0.00569271488 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -796672.34000000 USD 632051.95000000 CHF 2025-12-12 -7698.91000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -1331000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP GB US N/A JPY N/A USD 2025-11-04 0.01000000 USD 140.00000000 USD 2025-11-04 XXXX 10888.91000000 N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDX3 30000.00000000 PA USD 31395.45000000 0.023214370037 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 088932AA6 200000.00000000 PA USD 203388.00000000 0.150388807718 Long DBT CORP GB N 2 2032-09-17 Fixed 6.20000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AQ2 10000.00000000 PA USD 10218.84000000 0.007555997226 Long DBT CORP US N 2 2030-01-15 Fixed 6.37500000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AV5 27000.00000000 PA USD 28242.09000000 0.020882717970 Long DBT CORP AU N 2 2035-05-19 Fixed 6.00000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AY2 30000.00000000 PA USD 30908.08000000 0.022853999744 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 33000.00000000 PA USD 31498.02000000 0.023290212172 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 25000.00000000 PA USD 25710.42000000 0.019010754861 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N Invesco CLO Ltd 5493000BVI47XOSBML18 46151VAA9 690000.00000000 PA USD 690169.05000000 0.510323620634 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 4.93735000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 40000.00000000 PA USD 40833.28000000 0.030192874183 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377LJM1 470384.11000000 PA USD 36064.26000000 0.026666573557 Long ABS-MBS USGA US N 2 2040-09-16 Floating 2.50368000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD -35144.93000000 -0.02598680413 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -7747106.04000000 BRL 1403746.06000000 USD 2025-11-07 -35144.93000000 N N N Bank N/A 06541FBF5 500000.00000000 PA USD 444294.75000000 0.328519665506 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.37200000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AQ0 20000.00000000 PA USD 20291.81000000 0.015004135506 Long DBT CORP US N 2 2035-04-15 Fixed 4.87500000 N N N N N N Wells Fargo Alternative Loan T N/A 94985FAG3 53709.23000000 PA USD 47384.66000000 0.035037084397 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.53551000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AU7 27000.00000000 PA USD 28089.86000000 0.020770156323 Long DBT CORP AU N 2 2032-05-19 Fixed 5.70000000 N N N N N BX Trust N/A 12434DAL6 600000.00000000 PA USD 597268.14000000 0.441630988370 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.44848000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKG87 4252206.18000000 PA USD 503789.27000000 0.372511001910 Long ABS-MBS USGSE US N 2 2045-06-15 Floating 1.83185000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 55000.00000000 PA USD 57288.55000000 0.042360201832 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 41793000.00000000 PA 1351761.53000000 0.999517202667 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAU4 500000.00000000 PA USD 500486.00000000 0.370068503646 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.06896000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 17000.00000000 PA USD 15251.95000000 0.011277570829 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 2686.60000000 0.001986521185 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -485795.28000000 PLN 134228.42000000 USD 2025-11-07 2686.60000000 N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 4000.00000000 PA USD 4088.18000000 0.003022875075 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N EMRLD BOR / EMRLD CO-ISS N/A 29103CAA6 65000.00000000 PA USD 66903.27000000 0.049469501680 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FXQX9 5431141.77000000 PA USD 322639.15000000 0.238565289455 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 0.85815900 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AT3 26000.00000000 PA USD 23095.77000000 0.017077434822 Long DBT CORP US N 2 2030-09-01 Fixed 1.50000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RBA9 18000.00000000 PA USD 17924.46000000 0.013253673610 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXX2 27000.00000000 PA USD 27236.36000000 0.020139062810 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 35000.00000000 PA USD 36440.46000000 0.026944742718 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDU5 250000.00000000 PA USD 263857.14000000 0.195100795978 Long DBT CORP NL N 2 2033-01-21 Fixed 5.71000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AS3 34000.00000000 PA USD 33431.68000000 0.024719995748 Long DBT CORP US N 2 2032-05-08 Fixed 3.37500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BJ1 25000.00000000 PA USD 24926.89000000 0.018431398446 Long DBT CORP US N 2 2032-09-15 Fixed 4.60000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -420649.32000000 -0.31103580202 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -18664000.00000000 BRL 2998473.77000000 USD 2026-01-05 -420649.32000000 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 15000.00000000 PA USD 13693.96000000 0.010125564523 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 46000.00000000 PA USD 47917.92000000 0.035431386596 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 14000.00000000 PA USD 14008.15000000 0.010357882357 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AT0 30000.00000000 PA USD 30836.79000000 0.022801286614 Long DBT CORP AU N 2 2030-05-19 Fixed 5.40000000 N N N N N N JP Morgan Mortgage Trust N/A 46651HBH9 274.69000000 PA USD 273.96000000 0.000202571035 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.47326200 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BV8 9000.00000000 PA USD 9316.38000000 0.006888701793 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 6000.00000000 PA USD 6165.86000000 0.004559149674 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 6000.00000000 PA USD 6664.49000000 0.004927845817 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 30000.00000000 PA USD 27926.45000000 0.020649327980 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LN70 225822.56000000 PA USD 19023.54000000 0.014066353468 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 1.80273000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 28.00000000 NC 80837.45000000 0.059772689266 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2025-12-08 3838200.78000000 USD 80837.45000000 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 25000.00000000 PA USD 23562.50000000 0.017422543522 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 19000.00000000 PA USD 19599.68000000 0.014492361923 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QW96 93200.08000000 PA USD 82478.45000000 0.060986074684 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 1.23653300 N N N N N N Countrywide Home Loans N/A 12544TAG9 307668.65000000 PA USD 141052.57000000 0.104296850492 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 14000.00000000 PA USD 13282.03000000 0.009820975946 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 25000.00000000 PA USD 25713.05000000 0.019012699531 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 19000.00000000 PA USD 19560.79000000 0.014463605945 Long DBT CORP US N 2 2035-02-20 Fixed 5.10000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWHG8 3509867.52000000 PA USD 321811.86000000 0.237953576095 Long ABS-MBS USGSE US N 2 2035-07-25 Variable 1.32239100 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 55000.00000000 PA USD 56121.78000000 0.041497470751 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 37000.00000000 PA USD 36285.45000000 0.026830125489 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1207.50000000 -0.00089284758 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -1510425.00000000 MYR 359473.80000000 USD 2025-11-07 -1207.50000000 N N N DOMINION 3/27/2008 3.20% N/A 000000000 1604000.00000000 PA USD 1603091.33000000 1.185355054290 Long DBT CORP US N 2 2025-11-05 None 0.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17291CBX2 8581000.00000000 PA USD 43906.83000000 0.032465513277 Long ABS-MBS CORP US N 2 2049-08-10 Variable 0.78829200 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 55000.00000000 PA USD 53915.54000000 0.039866136537 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BY4 18000.00000000 PA USD 18448.19000000 0.013640929153 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N NUFARM AUSTRALIA/AMERICA N/A 67052NAB1 40000.00000000 PA USD 35665.91000000 0.026372026280 Long DBT CORP AU N 2 2030-01-27 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46655GAW5 389711.90000000 PA USD 338061.71000000 0.249969012439 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 776500.00000000 PA USD 776136.02000000 0.573889170821 Long DBT UST US N 2 2032-09-30 Fixed 3.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEZ5 35000.00000000 PA USD 35518.45000000 0.026262991658 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N VIPER ENERGY PARTNERS LL 54930010ZZ02MRGRI973 92764MAB0 42000.00000000 PA USD 42857.22000000 0.031689412442 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131BA9 31000.00000000 PA USD 31524.49000000 0.023309784574 Long DBT CORP US N 2 2026-11-03 Fixed 5.85000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -7245.83000000 -0.00535769924 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -523739.87000000 USD 4895511.24000000 SEK 2025-12-12 -7245.83000000 N N N KLA CORP 549300H0BF5JCG96TJ81 482480AP5 4000.00000000 PA USD 4033.34000000 0.002982325376 Long DBT CORP US N 2 2034-02-01 Fixed 4.70000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAL7 50000.00000000 PA USD 51752.65000000 0.038266856106 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 12000.00000000 PA USD 12695.44000000 0.009387240570 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAW33 1532874.87000000 PA USD 158732.49000000 0.117369706753 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.20185000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 15000.00000000 PA USD 15280.93000000 0.011298999171 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 43000.00000000 PA USD 39227.54000000 0.029005560654 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N JP Morgan Mortgage Trust N/A 46644MAS5 144731.06000000 PA USD 135258.44000000 0.100012564779 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.50000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 59000.00000000 PA USD 55605.67000000 0.041115849576 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CA0 30000.00000000 PA USD 30914.89000000 0.022859035183 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BL4 23000.00000000 PA USD 23595.83000000 0.017447188333 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD 79.95000000 0.000059116492 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -70323.16000000 USD 547036.76000000 HKD 2025-11-07 79.95000000 N N N MSCI INC 549300HTIN2PD78UB763 55354GAS9 30000.00000000 PA USD 29692.31000000 0.021955037166 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 30000.00000000 PA USD 26010.46000000 0.019232609925 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N COLT Funding LLC N/A 19688FAA3 219135.31000000 PA USD 185873.99000000 0.137438628345 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.95600000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 30000.00000000 PA USD 29799.37000000 0.022034199289 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FIRST INDUSTRIAL LP 86MKNB3IKYZZT3E3OV11 32055RAS6 53000.00000000 PA USD 54255.00000000 0.040117139471 Long DBT CORP US N 2 2031-01-15 Fixed 5.25000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BW2 55000.00000000 PA USD 54877.36000000 0.040577323839 Long DBT CORP US N 2 2031-10-15 Fixed 4.50000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EW3 55000.00000000 PA USD 54501.68000000 0.040299539175 Long DBT CORP US N 2 2032-10-15 Fixed 4.50000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CG5 215000.00000000 PA USD 228022.95000000 0.168604340388 Long DBT CORP US N 2 2030-11-13 Fixed 5.48900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADGU7 187331.12000000 PA USD 7266.54000000 0.005373012600 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 4.50000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CC6 6000.00000000 PA USD 6019.08000000 0.004450617857 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -14236.22000000 -0.01052652148 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -1504472.16000000 USD 2276626.45000000 AUD 2025-12-12 -14236.22000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 26000.00000000 PA USD 26013.73000000 0.019235027823 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 15000.00000000 PA USD 15406.86000000 0.011392114117 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 55000.00000000 PA USD 53456.23000000 0.039526514321 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 30000.00000000 PA USD 31031.92000000 0.022945569305 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 28000.00000000 PA USD 28911.50000000 0.021377691969 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEWE5 19608.71000000 PA USD 19044.39000000 0.014081770339 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N CFE FIBRA E N/A 125276AA3 200000.00000000 PA USD 202165.00000000 0.149484499146 Long DBT CORP MX N 2 2040-09-23 Fixed 5.87500000 N N N N N N Venture CDO Ltd 549300JZGSLL2771YV05 92331LBG4 600000.00000000 PA USD 601247.40000000 0.444573326005 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.44605000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BV6 19000.00000000 PA USD 19067.96000000 0.014099198428 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N Morgan Stanley Residential Mor N/A 61772LBL4 262834.42000000 PA USD 218968.93000000 0.161909632377 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -189.84000000 -0.00014037116 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -159428.56000000 USD 53585310.71000000 HUF 2025-11-07 -189.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1T92 63625.39060000 PA USD 63984.24000000 0.047311117501 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393APM3 70924.98000000 PA USD 73324.91000000 0.054217779765 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 6.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BX0 85000.00000000 PA USD 85971.60000000 0.063568973693 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 8000.00000000 PA USD 8232.80000000 0.006087482920 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 18664.00000000 PA 3391832.12000000 2.507982715338 Long DBT NUSS BR N 2 2026-01-01 None 0.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAW8 25000.00000000 PA USD 26203.31000000 0.019375206743 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A0PK5 1018676.20000000 PA USD 110073.36000000 0.081390255924 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 2.15185000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AM8 62000.00000000 PA USD 62487.01000000 0.046204038250 Long DBT CORP US N 2 2035-08-15 Fixed 4.90000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 37000.00000000 PA USD 37778.07000000 0.027933796021 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 80000.00000000 PA USD 84926.40000000 0.062796133694 Long DBT CORP CA N 2 2031-12-01 Fixed 7.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -7448000.00000000 NC USD -1327.02000000 -0.00098122286 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX -1327.02000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -3189.23000000 -0.00235817500 N/A DFE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 -6376327.45000000 MXN 339913.06000000 USD 2025-11-07 -3189.23000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 46000.00000000 PA USD 42049.41000000 0.031092102951 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSLA9 6758174.99000000 PA USD 779243.26000000 0.576186720917 Long ABS-MBS USGSE US N 2 2046-10-15 Floating 1.65185000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 641000.00000000 PA 840948.15000000 0.621812445332 Long DBT NUSS IT N 2 2034-08-01 Fixed 5.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAY5 55000.00000000 PA USD 59435.75000000 0.043947880791 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWZ8 44000.00000000 PA USD 45103.85000000 0.033350611761 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATFA7 8834736.00500000 PA USD 952016.13000000 0.703938141479 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 1.70273000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 64555.13000000 0.047733244010 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 39000.00000000 PA USD 37876.50000000 0.028006576963 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 55000.00000000 PA USD 56470.54000000 0.041755350275 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 55000.00000000 PA USD 57305.82000000 0.042372971586 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -17258.45000000 -0.01276121363 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -3114741284.21000000 COP 790425.11000000 USD 2025-11-07 -17258.45000000 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 23000.00000000 PA USD 22138.35000000 0.016369500960 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 55000.00000000 PA USD 54261.09000000 0.040121642528 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 6000.00000000 PA USD 6243.08000000 0.004616247554 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 7000.00000000 PA USD 7256.93000000 0.005365906790 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Bain Capital Credit CLO, Limit 2549006JVW9O28JU2J23 05683FBE8 250000.00000000 PA USD 250120.75000000 0.184943857936 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.03444000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZZ6 12000.00000000 PA USD 12281.49000000 0.009081158367 Long DBT CORP CA N 2 2030-08-02 Fixed 4.96900000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 40000.00000000 PA USD 40202.64000000 0.029726567431 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N MARS INC 54930073HKEO6GZBSS03 571676AN5 4000.00000000 PA USD 2896.16000000 0.002141473682 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F64U8 10761782.63000000 PA USD 1023766.77000000 0.756991877209 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376TUC4 15856.78000000 PA USD 207.34000000 0.000153310988 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 1494.38000000 0.001104971908 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.17000000 USD 2027-08-23 XXXX 1494.38000000 N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 55000.00000000 PA USD 56954.70000000 0.042113347035 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 17000.00000000 PA USD 17648.43000000 0.013049571979 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DJ0 15000.00000000 PA USD 15466.29000000 0.011436057746 Long DBT CORP US N 2 2030-03-01 Fixed 4.70000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649RAX0 118003.11000000 PA USD 114016.47000000 0.084305863588 Long ABS-MBS CORP US N 2 2045-02-25 Variable 3.86842000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBQ5 25000.00000000 PA USD 26364.10000000 0.019494097810 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQFH1 7670836.26000000 PA USD 741017.74000000 0.547922072180 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 1.70273000 N N N N N N KSL Commercial Mortgage Trust N/A 500937AA5 970907.30450000 PA USD 971702.09000000 0.718494300413 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.57456000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 25000.00000000 PA USD 25218.51000000 0.018647027608 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N JP Morgan Mortgage Trust N/A 46591LAC5 69007.99000000 PA USD 62491.92000000 0.046207668794 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLE7 27000.00000000 PA USD 27635.37000000 0.020434098103 Long DBT CORP US N 2 2030-03-15 Fixed 5.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 2495000.00000000 NC USD 27535.68000000 0.020360385494 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2034-11-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.35500000 USD 2034-11-27 XXXX 27535.68000000 N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 21000.00000000 PA USD 21967.93000000 0.016243489295 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 20000.00000000 PA USD 20501.64000000 0.015159287646 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 220000.00000000 PA USD 229911.25000000 0.170000583950 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N SUMMIT MIDSTREAM HOLDING N/A 86614JAA3 40000.00000000 PA USD 40725.24000000 0.030112987431 Long DBT CORP US N 2 2029-10-31 Fixed 8.62500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 2000.00000000 PA USD 1905.21000000 0.001408747125 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAF3 8000.00000000 PA USD 7648.86000000 0.005655707002 Long DBT CORP US N 2 2032-03-25 Fixed 4.00000000 N N N N N N Babson CLO Ltd 2549005VRCK51O5LRS39 06763VAA3 850000.00000000 PA USD 851742.50000000 0.629793985180 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.51444000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BS1 12000.00000000 PA USD 12321.35000000 0.009110631580 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WRW4 1669817.19000000 PA USD 105813.81000000 0.078240666735 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 55000.00000000 PA USD 53281.25000000 0.039397130908 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -26812800.00000000 NC USD -238.25000000 -0.00017616640 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.60000000 USD 2027-08-30 XXXX -238.25000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 200000.00000000 PA USD 197552.40000000 0.146073858329 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2420000.00000000 PA 407528.42000000 0.301333968548 Long DBT NUSS CN N 2 2052-10-25 Fixed 3.12000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 35000.00000000 PA USD 34483.69000000 0.025497871186 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BV4 19000.00000000 PA USD 19418.49000000 0.014358386722 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 50000.00000000 PA USD 53098.90000000 0.039262297982 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VQY7 638269.56000000 PA USD 62960.70000000 0.046554293301 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 2.47273000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 21000.00000000 PA USD 22137.37000000 0.016368776330 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Bain Capital Credit CLO, Limit 254900GF7KVMBCIIVA18 05686GAG9 500000.00000000 PA USD 500905.50000000 0.370378689620 Long ABS-CBDO CORP KY N 2 2039-01-17 Floating 5.70939000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 220000.00000000 PA USD 228124.62000000 0.168679517046 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NQ4 82000.00000000 PA USD 81671.34000000 0.060389282786 Long DBT CORP US N 2 2028-11-01 Fixed 3.90000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -7448000.00000000 NC USD 5566.50000000 0.004115971926 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX 5566.51000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DU0 28000.00000000 PA USD 29228.23000000 0.021611887925 Long DBT CORP US N 2 2030-04-25 Fixed 5.53200000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 55000.00000000 PA USD 52856.70000000 0.039083210872 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WZ84 4634880.20000000 PA USD 832286.13000000 0.615407589292 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 112000.00000000 PA USD 110028.92000000 0.081357396175 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCJ4 15000.00000000 PA USD 15537.69000000 0.011488852212 Long DBT CORP US N 2 2036-06-06 Fixed 5.31600000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAY4 11000.00000000 PA USD 11000.71000000 0.008134126206 Long DBT CORP CA N 2 2025-11-07 Fixed 5.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 37000.00000000 PA USD 37836.32000000 0.027976867136 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FFH3 58975.01000000 PA USD 64269.25000000 0.047521859108 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.81096300 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 7000.00000000 PA USD 5623.47000000 0.004158096586 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAD7 55000.00000000 PA USD 55519.53000000 0.041052156084 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -2490000.00000000 NC USD -8075.17000000 -0.00597092841 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2030-06-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 107.00000000 USD 2025-11-19 XXXX 10375.73000000 N N N GLP CAPITAL LP / FIN II N/A 361841AV1 64000.00000000 PA USD 64170.24000000 0.047448649303 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94990GAE9 1000000.00000000 PA USD 1004114.80000000 0.742460851103 Long ABS-MBS CORP US N 2 2038-03-15 Variable 5.83433000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92926UAA9 235901.66000000 PA USD 223464.29000000 0.165233583794 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.15366000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 45000.00000000 PA USD 44845.20000000 0.033159361220 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 25000.00000000 PA USD 26045.80000000 0.019258740968 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 16000.00000000 PA USD 15721.77000000 0.011624964331 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAB8 40000.00000000 PA USD 39967.36000000 0.029552597095 Long DBT CORP US N 2 2030-11-15 Fixed 4.20000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 55000.00000000 PA USD 54762.19000000 0.040492165035 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 21000.00000000 PA USD 21545.08000000 0.015930826269 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4D0 55000.00000000 PA USD 56190.99000000 0.041548645891 Long DBT CORP US N 2 2031-11-13 Fixed 5.32200000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -1489600.00000000 NC USD 7538.80000000 0.005574326625 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2037-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.75900000 USD 2027-10-25 XXXX 7538.81000000 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 64000.00000000 PA USD 68773.01000000 0.050852021638 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAF9 7000.00000000 PA USD 7293.98000000 0.005393302238 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 35000.00000000 PA USD 34686.60000000 0.025647906552 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 16000.00000000 PA USD 16349.50000000 0.012089119376 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 13000.00000000 PA USD 13092.85000000 0.009681092793 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAE6 24000.00000000 PA USD 23001.75000000 0.017007914714 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N Nyack Park CLO, Ltd. N/A 67080PAW6 500000.00000000 PA USD 501045.50000000 0.370482208181 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 5.76836000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 20000.00000000 PA USD 21445.72000000 0.015857357668 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376JGA6 3581657.88120000 PA USD 72862.38000000 0.053875776622 Long ABS-MBS USGA US N 2 2034-01-16 Floating 2.45368000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 40000.00000000 PA USD 40192.35000000 0.029718958817 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -1300000.00000000 NC USD -3970.81000000 -0.00293608955 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP FR US IHS MARKIT LTD CDX.NA.HY.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 106.50000000 USD 2025-11-19 XXXX 3179.19000000 N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WED9 30000.00000000 PA USD 30398.36000000 0.022477103452 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AL0 28000.00000000 PA USD 24447.55000000 0.018076965682 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BB1 6000.00000000 PA USD 6190.19000000 0.004577139721 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 30000.00000000 PA USD 30159.60000000 0.022300559940 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAN7 32000.00000000 PA USD 32409.36000000 0.023964073639 Long DBT CORP CA N 2 2032-11-10 Fixed 4.74000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 24000.00000000 PA USD 24540.58000000 0.018145753765 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 4000.00000000 PA USD 4325.17000000 0.003198109817 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BZ6 74000.00000000 PA USD 76189.43000000 0.056335858253 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAU3 13560.45000000 PA USD 12751.89000000 0.009428980732 Long ABS-MBS CORP US N 2 2048-03-25 Variable 4.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 4000.00000000 PA USD 4063.28000000 0.003004463560 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -69594.49000000 -0.05145943897 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -5099304.69000000 PEN 1444983.86000000 USD 2025-11-07 -69594.49000000 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CR7 11000.00000000 PA USD 11403.71000000 0.008432111778 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0J73 660679.31000000 PA USD 46736.78000000 0.034558030074 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 1.65273000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AF9 88000.00000000 PA USD 90243.22000000 0.066727487661 Long DBT CORP JP N 2 2035-07-08 Fixed 5.33700000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 700000.00000000 PA USD 705340.79000000 0.521541882722 Long ABS-MBS CORP US N 2 2041-09-25 Floating 6.28279000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAU9 32000.00000000 PA USD 32691.46000000 0.024172663539 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 200000.00000000 PA USD 204524.82000000 0.151229393221 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N GSAT Trust 2025-BMF N/A 36271XAC7 500000.00000000 PA USD 501293.20000000 0.370665362092 Long ABS-MBS CORP US N 2 2040-07-15 Floating 5.98217000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 6000.00000000 PA USD 5247.35000000 0.003879986578 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAU5 200000.00000000 PA USD 202560.00000000 0.149776569371 Long DBT CORP CL N 2 2057-12-09 Fixed 6.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B8UZ8 428991.46000000 PA USD 34607.90000000 0.025589714332 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 27781.09000000 0.020541846137 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -37648494.34000000 THB 1192382.71000000 USD 2025-11-07 27781.09000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC USD -25999.31000000 -0.01922436541 N/A DFE CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 -3044896.67000000 USD 4225733.17000000 CAD 2025-12-12 -25999.31000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 7070000.00000000 PA 1342420.80000000 0.992610496037 Long DBT NUSS CN N 2 2048-10-22 Fixed 4.08000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 4000.00000000 PA USD 4078.49000000 0.003015710112 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 60000.00000000 PA USD 56927.53000000 0.042093257040 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2U5 23000.00000000 PA USD 23827.34000000 0.017618371062 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 17000.00000000 PA USD 17475.51000000 0.012921711768 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N Barclays Commercial Mortgage S N/A 054976AG0 8636378.49000000 PA USD 555251.77000000 0.410563315799 Long ABS-MBS CORP US N 2 2055-09-15 Variable 1.14957700 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CL0 6000.00000000 PA USD 6072.43000000 0.004490065823 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 40000.00000000 PA USD 40861.93000000 0.030214058517 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AP8 6000.00000000 PA USD 5729.42000000 0.004236437954 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AX7 4000.00000000 PA USD 4272.75000000 0.003159349510 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2495000.00000000 NC USD -61384.80000000 -0.04538904401 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2034-11-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.35500000 USD 2034-11-27 XXXX -61384.80000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 33000.00000000 PA USD 33844.16000000 0.025024991005 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E3G2 7958.86000000 PA USD 8314.86000000 0.006148159585 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 17000.00000000 PA USD 17354.97000000 0.012832582287 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AP8 14000.00000000 PA USD 14875.70000000 0.010999364696 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AP1 105000.00000000 PA USD 102913.49000000 0.076096117072 Long DBT CORP US N 2 2033-08-15 Fixed 7.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 6000.00000000 PA USD 6107.25000000 0.004515812368 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAG2 31000.00000000 PA USD 31187.92000000 0.023060918559 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 35000.00000000 PA USD 33728.42000000 0.024939410732 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXNG4 254445.45000000 PA USD 14263.73000000 0.010546862884 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 641000.00000000 PA 714775.91000000 0.528518383044 Long DBT NUSS IT N 2 2049-09-01 Fixed 3.85000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -2367400.00000000 NC USD -8896.99000000 -0.00657859715 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2034-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.54000000 USD 2034-08-14 XXXX -8896.99000000 N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AU0 34000.00000000 PA USD 34156.83000000 0.025256184923 Long DBT CORP US N 2 2031-02-15 Fixed 4.60000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 24000.00000000 PA USD 23726.92000000 0.017544118677 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 51000.00000000 PA USD 45387.80000000 0.033560569585 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CT3 4000.00000000 PA USD 4246.82000000 0.003140176393 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 8000.00000000 PA USD 7793.68000000 0.005762789559 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLE3 14000.00000000 PA USD 14864.71000000 0.010991238489 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N SCOTIABANK PERU SA 5493001E54CPRG5J5Q41 80928HAB9 200000.00000000 PA USD 208100.00000000 0.153872946713 Long DBT CORP PE N 2 2035-10-01 Fixed 6.10000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAT3 21000.00000000 PA USD 21662.77000000 0.016017848408 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBK0 2000.00000000 PA USD 2017.75000000 0.001491961260 Long DBT CORP US N 2 2033-05-17 Fixed 4.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FP3 93000.00000000 PA USD 95668.02000000 0.070738684015 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -5859.42000000 -0.00433256233 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -631509.31000000 USD 11627286.26000000 MXN 2025-11-07 -5859.42000000 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 55000.00000000 PA USD 54037.54000000 0.039956345569 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A32 37000.00000000 PA USD 37830.51000000 0.027972571116 Long DBT CORP US N 2 2030-07-10 Fixed 5.25000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8L3 53000.00000000 PA USD 53683.67000000 0.039694687617 Long DBT CORP CA N 2 2030-09-10 Fixed 4.64000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 6000.00000000 PA USD 5775.72000000 0.004270673021 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAF2 23000.00000000 PA USD 23605.25000000 0.017454153654 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 7000.00000000 PA USD 6199.04000000 0.004583683573 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379JGH8 6977372.66100000 PA USD 1507074.82000000 1.114358690394 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.50000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AU3 54000.00000000 PA USD 54674.75000000 0.040427510299 Long DBT CORP JP N 2 2030-06-30 Fixed 4.45000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BB5 14000.00000000 PA USD 14045.06000000 0.010385174286 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WESG5 37507.94000000 PA USD 36365.74000000 0.026889493384 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -28.00000000 NC USD -14143.89000000 -0.01045825099 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 2025-12-19 -3219418.61000000 USD -14143.89000000 N N N CSAIL Commercial Mortgage Trus N/A 12596GBE8 500000.00000000 PA USD 479225.20000000 0.354347879208 Long ABS-MBS CORP US N 2 2051-11-15 Variable 4.87684700 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 19000.00000000 PA USD 19404.92000000 0.014348352816 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 47938000.00000000 PA 0.00000000 0.000000 Long DBT NUSS RU N 3 2029-05-23 Fixed 6.90000000 N Y N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BR3 21000.00000000 PA USD 21424.47000000 0.015841645029 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 98000.00000000 PA USD 96989.16000000 0.071715559098 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Onslow Bay Financial LLC N/A 67112VBB0 40279.54000000 PA USD 37860.10000000 0.027994450503 Long ABS-MBS CORP US N 2 2049-05-27 Variable 4.00000000 N N N N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AN8 27000.00000000 PA USD 27114.24000000 0.020048765048 Long DBT CORP US N 2 2029-09-10 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380BA88 2507045.80000000 PA USD 398026.86000000 0.294308341274 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 5.50000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VBA0 55000.00000000 PA USD 56026.41000000 0.041426952429 Long DBT CORP US N 2 2033-07-15 Fixed 6.62500000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAX0 23000.00000000 PA USD 23787.85000000 0.017589171434 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1489600.00000000 NC USD -18294.48000000 -0.01352727316 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2057-09-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.65000000 USD 2027-08-30 XXXX -18294.48000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 28000.00000000 PA USD 28928.54000000 0.021390291657 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 6000.00000000 PA USD 6216.78000000 0.004596800853 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N ENTERGY CORP DI 11/05/25 N/A 000000000 2500000.00000000 PA USD 2498580.25000000 1.847495942660 Long DBT CORP US N 2 2025-11-05 None 0.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZS2 21000.00000000 PA USD 21644.03000000 0.016003991710 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBG0 105000.00000000 PA USD 105079.86000000 0.077697970679 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 8000.00000000 PA USD 6917.32000000 0.005114792944 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 16000.00000000 PA USD 15435.04000000 0.011412950924 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 6000.00000000 PA USD 6356.96000000 0.004700452510 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 18589GAA3 65000.00000000 PA USD 67628.07000000 0.050005432058 Long DBT CORP US N 2 2034-01-15 Fixed 7.62500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 20000.00000000 PA USD 21101.36000000 0.015602731585 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7448000.00000000 NC USD 5526.38000000 0.004086306464 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25000000 USD 2027-08-12 XXXX 5526.38000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 26000.00000000 PA USD 24686.42000000 0.018253590529 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Bank N/A 065405AJ1 893023.59720000 PA USD 20344.33000000 0.015042969754 Long ABS-MBS CORP US N 2 2052-02-15 Variable 0.93006300 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBD6 40000.00000000 PA USD 41648.56000000 0.030795707129 Long DBT CORP US N 2 2030-07-01 Fixed 6.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 70000.00000000 PA USD 67658.58000000 0.050027991710 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 45000.00000000 PA USD 44642.19000000 0.033009251912 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAU4 20000.00000000 PA USD 20526.61000000 0.015177750921 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N Winwater Mortgage Loan Trust N/A 97654DCC8 216793.63000000 PA USD 201656.08000000 0.149108194388 Long ABS-MBS CORP US N 2 2045-08-20 Variable 3.76069500 N N N N N N WULF COMPUTE LLC N/A 982911AA7 30000.00000000 PA USD 31186.65000000 0.023059979498 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3V3 60000.00000000 PA USD 63075.30000000 0.046639030638 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAQ9 50000.00000000 PA USD 52092.10000000 0.038517851645 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -7448000.00000000 NC USD 4711.34000000 0.003483650979 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX 4711.34000000 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 22000.00000000 PA USD 22775.98000000 0.016840976246 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLB3 25000.00000000 PA USD 26073.82000000 0.019279459468 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 169000.00000000 PA USD 163605.29000000 0.120972744210 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325VBR4 6000734.22000000 PA USD 1211144.09000000 0.895542095256 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 6.00000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AM1 19000.00000000 PA USD 19678.28000000 0.014550480201 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N PMT Loan Trust N/A 73015EAB5 195193.31000000 PA USD 196994.36000000 0.145661233345 Long ABS-MBS CORP US N 2 2056-07-25 Variable 5.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 17000.00000000 PA USD 17709.51000000 0.013094735648 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N ROCKET COS INC N/A 77311WAC5 55000.00000000 PA USD 57116.64000000 0.042233088434 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 45000.00000000 PA USD 42952.59000000 0.031759930765 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 23000.00000000 PA USD 22083.07000000 0.016328625917 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -1489600.00000000 NC USD -4796.06000000 -0.00354629449 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2037-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.75900000 USD 2027-10-25 XXXX -4796.05000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 8000.00000000 PA USD 8325.93000000 0.006156344945 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFGS5 131110.49000000 PA USD 2099.13000000 0.001552135120 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 1.70185000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 16000.00000000 PA USD 14408.01000000 0.010653546155 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNJ0 51000.00000000 PA USD 52307.71000000 0.038677277623 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 23000.00000000 PA USD 20064.92000000 0.014836368889 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 15000.00000000 PA USD 12695.56000000 0.009387329300 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 30000.00000000 PA USD 29776.27000000 0.022017118726 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDY2 18000.00000000 PA USD 18273.33000000 0.013511634470 Long DBT CORP US N 2 2028-03-15 Fixed 4.65000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 24000.00000000 PA USD 22760.54000000 0.016829559628 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N BX Trust N/A 05609BAM1 500000.00000000 PA USD 500654.00000000 0.370192725919 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.14748000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 2168.37000000 0.001603332443 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25000000 USD 2027-08-12 XXXX 2168.37000000 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCQ7 6000.00000000 PA USD 6242.67000000 0.004615944393 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLC1 14000.00000000 PA USD 14323.80000000 0.010591279741 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCF6 16000.00000000 PA USD 16545.59000000 0.012234111909 Long DBT CORP US N 2 2030-04-15 Fixed 5.05000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 40000.00000000 PA USD 41690.03000000 0.030826370805 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 31000.00000000 PA USD 29447.27000000 0.021773850108 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAB9 40000.00000000 PA USD 38950.77000000 0.028800911853 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 18000.00000000 PA USD 14965.50000000 0.011065764459 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 40000.00000000 PA USD 38673.93000000 0.028596211293 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BY0 21000.00000000 PA USD 21692.73000000 0.016040001380 Long DBT CORP US N 2 2035-05-30 Fixed 5.25000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AY5 105000.00000000 PA USD 104833.09000000 0.077515504427 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -48.00000000 NC USD 7126.57000000 0.005269516222 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 2025-12-31 -5249251.57000000 USD 7126.57000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 -32.00000000 NC 17149.81000000 0.012680883230 N/A DIR CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2025-12-12 -2841106.73000000 USD 17149.81000000 N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 65000.00000000 PA USD 67398.83000000 0.049835927809 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NEC3 500000.00000000 PA USD 504124.60000000 0.372758951046 Long ABS-MBS CORP US N 2 2044-08-25 Floating 5.98279000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAQ1 70000.00000000 PA USD 70793.07000000 0.052345690955 Long DBT CORP US N 2 2036-02-15 Fixed 5.55000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 14000.00000000 PA USD 14072.69000000 0.010405604413 Long DBT CORP US N 2 2034-10-15 Fixed 4.80000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 19000.00000000 PA USD 19093.41000000 0.014118016624 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAJ7 200000.00000000 PA USD 207542.95000000 0.153461053753 Long DBT CORP GB N 2 2029-05-17 Fixed 5.41000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCN4 7000.00000000 PA USD 7283.32000000 0.005385420039 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDA1 167892.47000000 PA USD 146162.88000000 0.108075507187 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 2.50000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAM5 30000.00000000 PA USD 31059.60000000 0.022966036404 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AD5 8000.00000000 PA USD 8313.23000000 0.006146954333 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 7382300.00000000 NC USD 108395.05000000 0.080149282809 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-05-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-05-25 XXXX 108395.04000000 N N N ROCKET COS INC N/A 77311WAB7 115000.00000000 PA USD 119942.70000000 0.088687826457 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAZ7 208000.00000000 PA USD 209559.31000000 0.154951987222 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 30000.00000000 PA USD 31420.17000000 0.023232648458 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AP9 17000.00000000 PA USD 17755.72000000 0.013128904168 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 4000000.00000000 PA 1251299.57000000 0.925233791721 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BX2 27000.00000000 PA USD 27707.64000000 0.020487535863 Long DBT CORP US N 2 2032-05-30 Fixed 4.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AG2 4000.00000000 PA USD 3995.91000000 0.002954648950 Long DBT CORP US N 2 2034-11-15 Fixed 5.45000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 55000.00000000 PA USD 56550.23000000 0.041814274519 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AE2 58000.00000000 PA USD 58594.22000000 0.043325638115 Long DBT CORP JP N 2 2030-07-08 Fixed 4.68800000 N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAM9 75000.00000000 PA USD 66890.45000000 0.049460022337 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7448000.00000000 NC USD 4161.40000000 0.003077015283 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-08-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25000000 USD 2027-08-12 XXXX 4161.40000000 N N N GC TREASURY CENTRE CO 549300LUFQBC2EQNAR40 36830AAB3 200000.00000000 PA USD 203177.00000000 0.150232790458 Long DBT CORP TH N 2 N/A Fixed 6.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 8000.00000000 PA USD 8603.51000000 0.006361592675 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAM0 19000.00000000 PA USD 19244.28000000 0.014229572662 Long DBT CORP CA N 2 2031-08-06 Fixed 4.69600000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 8000.00000000 PA USD 8012.81000000 0.005924818290 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 25000.00000000 PA USD 25725.29000000 0.019021750011 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 10000.00000000 PA USD 10234.68000000 0.007567709612 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 33000.00000000 PA USD 33426.47000000 0.024716143378 Long DBT CORP US N 2 2028-09-15 Variable 4.70000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 83283WAE3 35000.00000000 PA USD 36882.44000000 0.027271550815 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFK7 29000.00000000 PA USD 30597.14000000 0.022624085020 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJC35 154425.99000000 PA USD 158705.34000000 0.117349631547 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 4.00000000 NC -509.07000000 -0.00037641567 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2025-12-15 297855.88000000 USD -509.07000000 N N N ROCKET COS INC N/A 77311WAA9 85000.00000000 PA USD 87733.01000000 0.064871392468 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 55000.00000000 PA USD 57439.42000000 0.042471757870 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAL7 238000.00000000 PA USD 246368.70000000 0.182169523531 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DG1 27000.00000000 PA USD 27574.06000000 0.020388764368 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 36000.00000000 PA USD 36413.20000000 0.026924586176 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N LSTAR Commercial Mortgage Trus N/A 54910TBA9 3399444.16500000 PA USD 19186.12000000 0.014186568094 Long ABS-MBS CORP US N 2 2050-03-10 Variable 0.86656100 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 11000.00000000 PA USD 11649.11000000 0.008613565027 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 8000.00000000 PA USD 7353.87000000 0.005437586000 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 6000.00000000 PA USD 5656.90000000 0.004182815340 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GP6 12000.00000000 PA USD 12244.77000000 0.009054006928 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 2367400.00000000 NC USD -46429.52000000 -0.03433083640 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2034-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.37500000 USD 2034-08-14 XXXX -46429.52000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBL1 200000.00000000 PA USD 214280.00000000 0.158442551762 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CG5 215000.00000000 PA USD 219430.34000000 0.162250807372 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 15000.00000000 PA USD 14041.85000000 0.010382800753 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 65000.00000000 PA USD 67349.94000000 0.049799777649 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 8000.00000000 PA USD 7946.47000000 0.005875765280 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAW7 150000.00000000 PA USD 153031.25000000 0.113154105606 Long DBT CORP US N 2 2029-08-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSYA0 36131.36000000 PA USD 34696.00000000 0.025654857083 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630QAY7 250000.00000000 PA USD 250202.25000000 0.185004120527 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.75454000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 16000.00000000 PA USD 17254.22000000 0.012758085894 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 8000.00000000 PA USD 7564.66000000 0.005593447982 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 203364.09000000 0.150371128226 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.45.V1 Y Default Event 2030-12-20 197943.92000000 USD 0.00000000 USD -2600000.00000000 USD 5420.17000000 N N N ICAHN ENTERPRISES/FIN N/A 451102CK1 25000.00000000 PA USD 25122.83000000 0.018576280066 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBD1 7000.00000000 PA USD 7782.54000000 0.005754552439 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 46000.00000000 PA USD 42382.02000000 0.031338040870 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 21000.00000000 PA USD 21485.31000000 0.015886631238 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 63000.00000000 PA USD 61709.27000000 0.045628963067 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAL0 55000.00000000 PA USD 55739.75000000 0.041214990781 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N HORACE MANN EDUCATORS CO 254900G5YAV3A2YK8T32 440327AM6 36000.00000000 PA USD 35708.89000000 0.026403806478 Long DBT CORP US N 2 2030-10-01 Fixed 4.70000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AJ2 200000.00000000 PA USD 212943.54000000 0.157454348790 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DD6 26000.00000000 PA USD 26447.20000000 0.019555543471 Long DBT CORP US N 2 2027-08-01 Variable 5.11300000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 40000.00000000 PA USD 41844.96000000 0.030940928881 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -44938.66000000 -0.03322846725 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-08 0.00000000 USD -691.00000000 USD 2500000.00000000 USD -44247.66000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 89000.00000000 PA USD 87385.19000000 0.064614207998 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 6000.00000000 PA USD 5520.20000000 0.004081736859 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADR5 31000.00000000 PA USD 32091.18000000 0.023728805526 Long DBT CORP US N 2 2032-03-29 Fixed 5.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 11000.00000000 PA USD 11140.94000000 0.008237814834 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1439000.00000000 PA 1150851.26000000 0.850960473835 Long DBT NUSS BR N 2 2030-08-15 Fixed 6.00000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBS0 20000.00000000 PA USD 20683.46000000 0.015293728680 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 99537.00000000 PA USD 99537.00000000 0.073599478601 Long RA CORP US N 2 Repurchase Y 4.14000000 2025-11-03 113361.92618300 USD 101527.74629903 USD UST N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAA2 47000.00000000 PA USD 48489.85000000 0.035854282100 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 250000.00000000 PA USD 271500.00000000 0.200752066471 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 9000.00000000 PA USD 8924.15000000 0.006598679756 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -69115.36000000 -0.05110516149 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-06-26 0.00000000 USD 0.00000000 USD 4000000.00000000 USD -69115.36000000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 35000.00000000 PA USD 35745.94000000 0.026431201926 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N NORTHRIVER MIDSTREAM FIN 549300SOLNLY3BL6GF18 66679NAB6 55000.00000000 PA USD 56091.97000000 0.041475428692 Long DBT CORP CA N 2 2032-07-15 Fixed 6.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CW7 175000.00000000 PA USD 181914.85000000 0.134511167806 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSJ2 5018868.48000000 PA USD 888569.59000000 0.657024609194 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.50000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBT8 8000.00000000 PA USD 8250.33000000 0.006100444922 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 40000.00000000 PA USD 38812.54000000 0.028698702062 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAL7 290000.00000000 PA USD 285815.02000000 0.211336854120 Long DBT CORP NL N 2 2026-10-15 Fixed 2.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5YQ6 959981.59000000 PA USD 915483.37000000 0.676925150452 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 4.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NZ4 8000.00000000 PA USD 7842.73000000 0.005799058026 Long DBT CORP US N 2 2032-12-15 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398WRX4 182819.04000000 PA USD 18747.58000000 0.013862303596 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 85935.76000000 0.063542472942 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-10-21 0.00000000 JPY 0.00000000 JPY 80000000.00000000 JPY 85935.76000000 N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAB0 4000.00000000 PA USD 4172.82000000 0.003085459440 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CF7 205000.00000000 PA USD 207571.40000000 0.153482090203 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 14000.00000000 PA USD 14144.25000000 0.010458517186 Long DBT CORP US N 2 2035-04-15 Fixed 5.50000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAC3 200000.00000000 PA USD 199905.00000000 0.147813413804 Long DBT CORP CO N 2 2035-10-22 Fixed 5.75000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AK7 37000.00000000 PA USD 37524.38000000 0.027746212994 Long DBT CORP US N 2 2030-06-23 Fixed 4.90000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 35000.00000000 PA USD 36271.49000000 0.026819803209 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 837000.00000000 PA 430315.54000000 0.318183181914 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 34000.00000000 PA USD 34925.92000000 0.025824864137 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKY4 8000.00000000 PA USD 8905.65000000 0.006585000518 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 50222CAB6 200000.00000000 PA USD 207900.35000000 0.153725321851 Long DBT CORP US N 2 2034-03-28 Fixed 5.29700000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 47906.00000000 0.035422572730 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Y Performance Leg 2025-12-11 0.00000000 JPY 0.00000000 JPY 1000000000.00000000 JPY 47906.00000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 17000.00000000 PA USD 12728.16000000 0.009411434336 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBY7 37000.00000000 PA USD 38195.29000000 0.028242296121 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 45000.00000000 PA USD 44938.40000000 0.033228275005 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BE7 7000.00000000 PA USD 7294.67000000 0.005393812437 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 9000.00000000 PA USD 9174.37000000 0.006783697002 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BJ6 26000.00000000 PA USD 26220.62000000 0.019388006074 Long DBT CORP US N 2 2027-03-15 Fixed 5.15000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 10000.00000000 PA USD 9020.47000000 0.006669900526 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CC4 200000.00000000 PA USD 214639.90000000 0.158708668406 Long DBT CORP US N 2 2030-11-16 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAF33 4406807.50000000 PA USD 551088.24000000 0.407484725554 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 91000.00000000 PA USD 89563.74000000 0.066225067719 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -14699000.00000000 NC USD -1483.41000000 -0.00109686048 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2027-09-10 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.63100000 USD 2026-09-08 XXXX -1483.41000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 219997.32000000 0.162670042755 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-02-17 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 219997.32000000 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNB7 16000.00000000 PA USD 16819.58000000 0.012436705127 Long DBT CORP US N 2 2035-01-09 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 38000.00000000 PA USD 35351.08000000 0.026139235219 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 19000.00000000 PA USD 19131.17000000 0.014145937058 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 40000.00000000 PA USD 41480.92000000 0.030671751046 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSH6 2497476.87000000 PA USD 421144.65000000 0.311402058088 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 4.00000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAH5 4000.00000000 PA USD 4110.60000000 0.003039452834 Long DBT CORP US N 2 2034-01-15 Fixed 5.37500000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFU0 34000.00000000 PA USD 34593.58000000 0.025579125862 Long DBT CORP US N 2 2031-10-23 Fixed 4.85000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 10000.00000000 PA USD 10294.52000000 0.007611956402 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AY6 40000.00000000 PA USD 41190.88000000 0.030457290164 Long DBT CORP AR N 2 2031-09-11 Fixed 8.75000000 N N N N N N Citimortgage Alternative Loan N/A 17309KAG2 207448.92000000 PA USD 184200.68000000 0.136201352322 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2489.42000000 0.001840722686 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-11-03 25.00000000 USD 0.00000000 USD 4000000.00000000 USD 2464.42000000 N N N CONSTELLATION SOFTWARE 549300B6PYHMCTDWQV29 21037XAC4 23000.00000000 PA USD 23506.00000000 0.017380766388 Long DBT CORP CA N 2 2029-02-16 Fixed 5.15800000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAB2 9000.00000000 PA USD 9171.34000000 0.006781456564 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSG8 534253.69000000 PA USD 31949.60000000 0.023624118684 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 3.50000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 5000.00000000 PA USD 5176.71000000 0.003827754070 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N FORTRESS INTERMEDIATE 254900NLAZ3JQJW5JP75 34966MAA0 30000.00000000 PA USD 31319.70000000 0.023158359102 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WHF8 134745.57000000 PA USD 122579.35000000 0.090637413698 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.52551000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BF0 200000.00000000 PA USD 215400.00000000 0.159270700250 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AF7 20000.00000000 PA USD 21532.06000000 0.015921199043 Long DBT CORP US N 2 2055-05-29 Fixed 6.17000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKW8 21000.00000000 PA USD 21555.05000000 0.015938198270 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EAY5 450000.00000000 PA USD 449305.65000000 0.332224816629 Long ABS-CBDO CORP KY N 2 2038-01-17 Floating 5.10163000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1051986.39000000 -0.77785798045 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-04-14 0.00000000 GBP 0.00000000 GBP 1800000.00000000 GBP -1051986.39000000 N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 500000.00000000 PA USD 517339.70000000 0.382530437726 Long ABS-MBS CORP US N 2 2042-02-25 Floating 7.93279000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LLL1 400648.20000000 PA USD 39908.09000000 0.029508771773 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 2.50273000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 47000.00000000 PA USD 48586.56000000 0.035925791243 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 65000.00000000 PA USD 68365.96000000 0.050551041422 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H72 1100000.00000000 PA 574889.31000000 0.425083672098 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAF7 25000.00000000 PA USD 25094.52000000 0.018555347134 Long DBT CORP US N 2 2027-03-18 Fixed 5.28300000 N N N N N N ORACLE CORP NE 11/21/2025 N/A 000000000 1000000.00000000 PA USD 997646.40000000 0.737677997818 Long DBT CORP US N 2 2025-11-21 None 0.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 55000.00000000 PA USD 58446.85000000 0.043216670041 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 129000.00000000 PA USD 128179.75000000 0.094778451905 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Symphony CLO Ltd N/A 87190GAJ0 300000.00000000 PA USD 300387.30000000 0.222111864518 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.14605000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -12410.60000000 -0.00917662466 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-01-08 0.00000000 USD 0.00000000 USD 5000000.00000000 USD -12410.60000000 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDN7 215000.00000000 PA USD 225740.60000000 0.166916729047 Long DBT CORP JP N 2 2031-07-09 Fixed 5.42400000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSF0 800765.12000000 PA USD 37302.68000000 0.027582283959 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 3.00000000 N N N N N N Elevation CLO Ltd 549300YZ3RIOTSOP0V95 28622EAY4 1000000.00000000 PA USD 1000274.00000000 0.739620893324 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.90454000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398N2X1 1589592.93000000 PA USD 108923.68000000 0.080540161501 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 1.77273000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BK1 21000.00000000 PA USD 21229.30000000 0.015697332761 Long DBT CORP US N 2 2032-10-15 Fixed 4.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BD9 17000.00000000 PA USD 17724.57000000 0.013105871288 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAD8 8000.00000000 PA USD 8174.99000000 0.006044737148 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBK4 19000.00000000 PA USD 19382.13000000 0.014331501473 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAK2 65000.00000000 PA USD 60229.35000000 0.044534683148 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 17000.00000000 PA USD 16891.62000000 0.012489972821 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 65925.78000000 0.048746727693 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-14 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 65925.78000000 N N N GMRF Mortgage Acquisition Co., N/A 36418GBA1 101514.34000000 PA USD 98006.14000000 0.072467532714 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WQA3 380028.51000000 PA USD 49702.52000000 0.036750952481 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WSE3 641075.35000000 PA USD 21404.16000000 0.015826627444 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 2.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 14000.00000000 PA USD 14403.57000000 0.010650263138 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BL9 40000.00000000 PA USD 40504.51000000 0.029949775631 Long DBT CORP US N 2 2035-10-15 Fixed 4.85000000 N N N N N N SYSCO CORP0 C 11/05/2025 N/A 000000000 2200000.00000000 PA USD 2198769.10000000 1.625810093991 Long DBT CORP US N 2 2025-11-05 None 0.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36257QAA4 5553.19000000 PA USD 5212.94000000 0.003854543194 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 235209.51000000 PA USD 219685.68000000 0.162439610439 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 65000.00000000 PA USD 60770.82000000 0.044935055971 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 67000.00000000 PA USD 66332.45000000 0.049047426930 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -145448.83000000 -0.10754752555 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-26 0.00000000 USD 0.00000000 USD 7000000.00000000 USD -145448.83000000 N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBC1 55000.00000000 PA USD 55127.66000000 0.040762400238 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N MOUNTAIN VIEW CLO N/A 623908AJ9 450000.00000000 PA USD 451548.45000000 0.333883183976 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 6.09363000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CE6 6000.00000000 PA USD 5664.87000000 0.004188708503 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DD2 21000.00000000 PA USD 21047.88000000 0.015563187494 Long DBT CORP US N 2 2055-10-15 Fixed 6.25000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 18000.00000000 PA USD 18596.41000000 0.013750525732 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G4K1 318447.44000000 PA USD 150234.78000000 0.111086344533 Long ABS-O CORP US N 2 2036-03-25 Variable 6.58200000 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 11000.00000000 PA USD 11138.02000000 0.008235655732 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BAS4 70000.00000000 PA USD 63460.46000000 0.046923824987 Long ABS-MBS CORP US N 2 2049-11-08 None 0.00000000 N N N N N N DIRECTV FINANCING LLC N/A 254945AA6 70000.00000000 PA USD 69673.03000000 0.051517512890 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 8250000.00000000 PA 285975.34000000 0.211455397660 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.35000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -49506.16000000 -0.03660576030 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-05-21 0.00000000 USD 0.00000000 USD 4000000.00000000 USD -49506.16000000 N N N Rate Mortgage Trust N/A 75409XBG0 482582.06000000 PA USD 403053.79000000 0.298025345273 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 10000.00000000 PA USD 8926.32000000 0.006600284294 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 10000.00000000 PA USD 10262.60000000 0.007588354170 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N GS Mortgage-Backed Securities N/A 36262AAD6 704326.79000000 PA USD 586286.69000000 0.433511103359 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461WAG5 500000.00000000 PA USD 502688.00000000 0.371696702727 Long ABS-MBS CORP US N 2 2039-12-15 Floating 6.63217000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 131000.00000000 PA USD 130633.20000000 0.096592577715 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N PSEG POWER LLC N/A 69362BBE1 26000.00000000 PA USD 27183.43000000 0.020099925400 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 31000.00000000 PA USD 30328.08000000 0.022425137134 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CH4 120000.00000000 PA USD 128622.80000000 0.095106051179 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 14000.00000000 PA USD 14400.69000000 0.010648133613 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 8910.38000000 0.006588497967 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Y Performance Leg 2025-12-05 0.00000000 JPY 0.00000000 JPY 700000000.00000000 JPY 8910.38000000 N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAB5 27000.00000000 PA USD 26972.20000000 0.019943738074 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 25000.00000000 PA USD 24850.15000000 0.018374655486 Long DBT CORP US N 2 2027-07-15 Variable 3.90000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CM0 59000.00000000 PA USD 53153.38000000 0.039302581491 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAC5 4000.00000000 PA USD 4311.12000000 0.003187720990 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 10000.00000000 PA USD 10527.56000000 0.007784270441 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 8000.00000000 PA USD 8508.57000000 0.006291392302 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BC4 25000.00000000 PA USD 25482.70000000 0.018842374527 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2HT9 108687.52880000 PA USD 109423.25000000 0.080909552698 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBD1 50000.00000000 PA USD 50121.92000000 0.037061064513 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N PSEG POWER LLC N/A 69362BBD3 25000.00000000 PA USD 25652.31000000 0.018967787264 Long DBT CORP US N 2 2030-05-15 Fixed 5.20000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27096.90000000 -0.02003594353 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2030-04-24 0.00000000 CNY 0.00000000 CNY 41023000.00000000 CNY -27096.90000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 10000.00000000 PA USD 10234.52000000 0.007567591305 Long DBT CORP US N 2 2030-07-23 Fixed 5.04900000 N N N N N N COCA-COLA CONSOLIDATED 57VG5X0E00X0QJU7CQ58 191098AM4 25000.00000000 PA USD 25911.84000000 0.019159688493 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 33000.00000000 PA USD 34860.92000000 0.025776801948 Long DBT CORP US N 2 2035-01-15 Fixed 5.80000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 12000.00000000 PA USD 12483.20000000 0.009230306431 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 13833000000.00000000 PA 977792.63000000 0.722997757101 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 117000.00000000 PA USD 115425.07000000 0.085347408195 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BW8 4000.00000000 PA USD 4203.81000000 0.003108374013 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N SEALED AIR/SEALED AIR US N/A 812127AB4 50000.00000000 PA USD 52548.65000000 0.038855433067 Long DBT CORP US N 2 2031-02-15 Fixed 7.25000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09261BAD2 23000.00000000 PA USD 19722.87000000 0.014583450862 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1525000.00000000 PA 446685.01000000 0.330287067474 Long DBT NUSS PL N 2 2028-07-25 Fixed 7.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 37844.53000000 0.027982937761 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-02-10 0.00000000 USD 0.00000000 USD 3205000.00000000 USD 37844.53 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAX4 41000.00000000 PA USD 41352.58000000 0.030576854102 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 58000.00000000 PA USD 55741.00000000 0.041215915054 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AK5 63000.00000000 PA USD 62173.50000000 0.045972223221 Long DBT CORP US N 2 2055-09-11 Fixed 5.65000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 243989.00000000 PA USD 136633.84000000 0.101029560699 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 15000.00000000 PA USD 15562.65000000 0.011507308093 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CQ5 34000.00000000 PA USD 35548.55000000 0.026285248149 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBF7 35000.00000000 PA USD 35517.85000000 0.026262548007 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 11000.00000000 PA USD 10777.80000000 0.007969302475 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 9000.00000000 PA USD 9271.80000000 0.006855738526 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 597800.00000000 PA USD 595651.66000000 0.440435733488 Long DBT UST US N 2 2030-09-30 Fixed 3.62500000 N N N N N N 2025-12-19 Voya Mutual Funds Dorothy Roman Dorothy Roman Vice President, Fund Administration