NPORT-P false 0000823535 XXXXXXXX S000017666 C000048809 C000048811 C000048812 C000048810 Variable Insurance Products Fund V 811-05361 0000823535 S8GYVGVVOPTJ8G3T5C60 245 Summer Street Boston 02210 1-800-FIDELITY VIP Strategic Income Portfolio S000017666 2LHPYWL1SMRRXBXA3E96 2026-12-31 2026-06-30 N 1747915134.72 33189568.77 1714725565.95 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1106126.96000000 0.00000000 0.00000000 3188162.08000000 EUR USD UST Bloomberg US Universal Bond Index 19807815 SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAQ8 640000.00000000 PA USD 668786.56000000 0.039002542055 Long DBT CORP SG N 2 2031-07-15 Fixed 0.08500000 N N N N N N TAV HAVALIMANLARI HOLDING AS 789000PBM9TT5D88M597 87216EAA4 185000.00000000 PA USD 190607.81000000 0.011115936788 Long DBT CORP TR N 2 2028-12-07 Fixed 0.08500000 N N N N N N UNIT CORP 549300XGK22FZCTN8B67 909218406 2069.00000000 NS USD 64739.01000000 0.003775473538 Long EC CORP US N 1 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW89 460000.00000000 PA USD 454960.70000000 0.026532566437 Long DBT NUSS EG N 2 2049-03-01 Fixed 0.08700200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJQ26 338454.85000000 PA USD 341093.34000000 0.019892007605 Long ABS-CBDO USGSE US N 2 2054-10-25 Variable 0.04877760 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AT3 145000.00000000 PA USD 158332.75000000 0.009233707897 Long DBT NUSS HU N 2 2052-09-25 Fixed 0.06750000 N N N N N N SOUTHERN NAT GAS CO LLC 254900KDLS1X42SY7037 843452AZ6 335000.00000000 PA USD 382100.72000000 0.022283491165 Long DBT CORP US N 2 2032-03-01 Fixed 0.08000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 525000.00000000 PA USD 504019.37000000 0.029393588105 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N HILCORP ENERGY I LP/FIN CO N/A 431318AS3 590000.00000000 PA USD 591542.26000000 0.034497780388 Long DBT CORP US N 2 2028-11-01 Fixed 0.06250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DV9 225000.00000000 PA USD 224379.00000000 0.013085417541 Long DBT NUSS TR N 2 2031-05-22 Fixed 0.06375000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFC7 375000.00000000 PA USD 399543.75000000 0.023300740242 Long DBT NUSS DO N 2 2055-02-24 Fixed 0.07150000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2Q7 200000.00000000 PA USD 187592.00000000 0.010940059664 Long DBT CORP SA N 2 2064-07-17 Fixed 0.05875000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAC8 480000.00000000 PA USD 497520.00000000 0.029014555441 Long DBT CORP UZ N 2 2030-05-14 Fixed 0.06750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CP3 255000.00000000 PA USD 252929.40000000 0.014750430332 Long DBT NUSS TR N 2 2028-02-17 Fixed 0.05125000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HS2 4237421.76000000 PA USD 3750732.68000000 0.218736616195 Long DBT NUSS AR N 2 2030-07-09 Variable 0.00750000 N N N N N N CELSIUS HOLDINGS INC N/A 15118V207 11200.00000000 NS USD 327936.00000000 0.019124692983 Long EC CORP US N 1 N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 450000.00000000 PA USD 465678.00000000 0.027157581903 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 540000.00000000 PA USD 535960.80000000 0.031256360238 Long DBT CORP KY N 2 2032-10-15 Fixed 0.07125000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 1315000.00000000 PA USD 1182832.77000000 0.068980879126 Long DBT CORP US N 2 2031-02-15 Fixed 0.08500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CB4 815000.00000000 PA USD 620361.70000000 0.036178483153 Long DBT NUSS TR N 2 2043-04-16 Fixed 0.04875000 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 510000.00000000 PA USD 483369.74000000 0.028189335343 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAC7 425000.00000000 PA USD 401837.50000000 0.023434508004 Long DBT CORP KY N 2 2030-01-30 Fixed 0.03749500 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 140000.00000000 PA USD 148400.00000000 0.008654446107 Long DBT NUSS CO N 2 2037-09-18 Fixed 0.07375000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 19247G107 4500.00000000 NS USD 1775115.00000000 0.103521813358 Long EC CORP US N 1 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAE3 1415000.00000000 PA USD 1431750.77000000 0.083497371149 Long EP CORP US N 2 N N N MONTEGO BAY AIRPORT REVENUE FINANCE LTD 2549008BQQ5ON8H2UC19 61238BAA9 200000.00000000 PA USD 196872.00000000 0.011481254138 Long DBT CORP KY N 2 2035-06-15 Fixed 0.06600000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EU5 200000.00000000 PA USD 202306.00000000 0.011798156160 Long DBT NUSS CO N 2 2031-01-21 Fixed 0.06125000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 295000.00000000 PA USD 302125.43000000 0.017619462612 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 250000.00000000 PA USD 242651.30000000 0.014151028293 Long DBT CORP US N 2 2032-04-15 Fixed 0.06750000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 200000.00000000 PA USD 210238.00000000 0.012260737471 Long DBT CORP LU N 2 2034-04-09 Fixed 0.06750000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 450000.00000000 PA USD 359526.43000000 0.020966995368 Long DBT CORP US N 2 2037-11-15 Fixed 0.03800000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAC2 670000.00000000 PA USD 666189.38000000 0.038851078751 Long DBT CORP MX N 2 2030-05-13 Fixed 0.06800000 N N N N N N ONEMAIN HLDGS INC 549300E3VEW8SMS5XW09 68268W103 29100.00000000 NS USD 1774227.00000000 0.103470026646 Long EC CORP US N 1 N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972853 33604.00000000 NS USD 2851097.78000000 0.166271375234 Long EP CORP US N 1 N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 710000.00000000 PA USD 734850.00000000 0.042855254192 Long DBT CORP LU N 2 2033-09-13 Fixed 0.08875000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 415000.00000000 PA USD 399887.24000000 0.023320772019 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 305000.00000000 PA USD 305000.00000000 0.017787102849 Long DBT CORP US N 2 2029-03-15 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJN2 3230000.00000000 PA USD 3244888.30000000 0.189236596481 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 725000.00000000 PA USD 715214.60000000 0.041710149670 Long DBT CORP AT N 2 2030-01-15 Fixed 0.05000000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AJ6 455000.00000000 PA USD 499321.55000000 0.029119618900 Long DBT NUSS OM N 2 2048-01-17 Fixed 0.06750000 N N N N N N WOLFSPEED INC/DE N/A 97785W106 15892.00000000 NS USD 766789.00000000 0.044717884612 Long EC CORP US N 1 N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 625000.00000000 PA USD 152187.50000000 0.008875326934 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.05800000 Y Y N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAF7 1915000.00000000 PA USD 1298609.38000000 0.075732782305 Long DBT NUSS AE N 2 2049-09-30 Fixed 0.03125000 N N N N N N ALLIANT HOLDINGS, L.P. N/A N/A 2227279.00000000 PA USD 2177165.22000000 0.126968726846 Long EP CORP US N 3 N N N HERTZ CORP 549300PD0C69OJ0NLB27 N/A 650000.00000000 PA USD 0.07000000 0.000000004082 Long DBT CORP US N 3 2199-12-31 Fixed 0.05500000 Y Y N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5J57 96427.91500000 PA USD 87890.66000000 0.005125640029 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 380000.00000000 PA USD 393340.77000000 0.022938992560 Long DBT CORP AU N 2 2031-04-01 Fixed 0.07000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 673000.00000000 PA USD 575293.86000000 0.033550200185 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAE5 280000.00000000 PA USD 254816.97000000 0.014860510338 Long DBT CORP US N 2 2032-01-15 Fixed 0.03750000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AQ7 200000.00000000 PA USD 202000.00000000 0.011780310739 Long DBT NUSS KE N 2 2038-10-09 Fixed 0.08800000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 N/A 295000.00000000 PA USD 272027.26000000 0.015864186398 Long DBT CORP IL N 2 2032-02-22 Fixed 0.03750000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 360000.00000000 PA USD 279540.00000000 0.016302317149 Long DBT CORP GB N 2 2050-10-02 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 860000.00000000 PA USD 807694.53000000 0.047103428445 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBG2 205000.00000000 PA USD 211377.55000000 0.012327194170 Long DBT CORP CL N 2 2034-01-08 Fixed 0.05950000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AL7 8480.00000000 PA USD 8474.06000000 0.000494193366 Long DBT NUSS GH N 2 2026-07-03 Fixed 0.00000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 30000.00000000 PA USD 29936.43000000 0.001745843801 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBT6 275000.00000000 PA USD 274752.50000000 0.016023117952 Long DBT NUSS MX N 2 2037-08-27 Fixed 0.06250000 N N N N N N AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD N/A 00253XAB7 1485000.00000000 PA USD 1487883.87000000 0.086770962044 Long DBT CORP US N 2 2029-04-20 Fixed 0.05750000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 120384.73000000 PA USD 116321.75000000 0.006783694855 Long DBT NUSS LK N 2 2028-04-15 Fixed 0.04000000 N N N N N N LONDON CLEARING HOUSE N/A N/A 1107000.00000000 NC USD 9159.90000000 0.000534190437 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2056-09-16 0.00000000 USD 0.00000000 USD 1062156.43000000 USD 9159.90000000 N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAJ8 560000.00000000 PA USD 553639.91000000 0.032287377117 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DV7 200000.00000000 PA USD 181600.00000000 0.010590615991 Long DBT NUSS CL N 2 2034-01-31 Fixed 0.03500000 N N N N N N ASURION LLC/ ASURION CO-ISSUER INC 549300KNQVXGIOXWK278 045941AA9 710000.00000000 PA USD 715365.12000000 0.041718927751 Long DBT CORP US N 2 2032-12-31 Fixed 0.08000000 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 71675CAE8 500000.00000000 PA USD 335467.50000000 0.019563917787 Long DBT CORP MY N 2 2061-04-28 Fixed 0.03404000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAW9 1120000.00000000 PA USD 709352.00000000 0.041368252394 Long DBT NUSS SA N 2 2061-02-02 Fixed 0.03450000 N N N N N N ALPHA STAR HOLDING IX LTD 254900IL2SBV9ANGBE89 N/A 400000.00000000 PA USD 397372.00000000 0.023174087322 Long DBT CORP AE N 2 2028-08-26 Fixed 0.07000000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 124808AC0 245000.00000000 PA USD 237177.15000000 0.013831784788 Long DBT NUSS BH N 2 2034-02-06 Fixed 0.05873500 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9GT5 1142262.47400000 PA USD 1019630.66000000 0.059463198091 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAM3 350000.00000000 PA USD 344004.50000000 0.020061781711 Long DBT CORP AE N 2 2033-04-24 Fixed 0.04696000 N N N N N N BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP N/A 11283YAD2 405000.00000000 PA USD 376891.87000000 0.021979719523 Long DBT CORP CA N 2 2030-02-15 Fixed 0.04875000 N N N N N N DISCOVERY PURCHASER CORPORATION 2549001LSO1ZBIPA5D65 25471NAC0 2862141.86000000 PA USD 2847831.15000000 0.166080870697 Long LON CORP US N 2 2029-10-04 Variable 0.07413640 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 115000.00000000 PA USD 113402.21000000 0.006613432041 Long EP CORP US N 2 N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DY1 260000.00000000 PA USD 230035.00000000 0.013415266242 Long DBT NUSS CL N 2 2042-03-07 Fixed 0.04340000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 670000.00000000 PA USD 651072.50000000 0.037969486950 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MB8 265928.11700000 PA USD 217180.12000000 0.012665590594 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N CAS CAPITAL NO 1 LTD 254900REJZW5L9QRTD85 N/A 800000.00000000 PA USD 798900.05000000 0.046590548707 Long EP CORP VG N 2 N N N ORION US FINCO INC N/A 68631KAB5 59850.00000000 PA USD 59836.83000000 0.003489586391 Long LON CORP US N 2 2032-10-08 Variable 0.07168700 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 340000.00000000 PA USD 368543.00000000 0.021492827034 Long DBT CORP MA N 2 2054-05-02 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6UB4 321835.11400000 PA USD 334450.31000000 0.019504596924 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1965000.00000000 PA USD 1902218.25000000 0.110934267720 Long DBT CORP MX N 2 2035-06-15 Fixed 0.06625000 N N N N N N MAGYAR EXPORT-IMPORT BANK 529900O4UGETQ9Q3AA63 55977YAA6 200000.00000000 PA USD 203150.00000000 0.011847376865 Long DBT CORP HU N 2 2027-12-04 Fixed 0.06125000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 320000.00000000 PA USD 307086.74000000 0.017908798124 Long DBT CORP IL N 2 2031-03-30 Fixed 0.05875000 N N N N N N KKR and CO INC 54930013V5I303TF9571 48251W104 2500.00000000 NS USD 229450.00000000 0.013381149996 Long EC CORP US N 1 N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 5000000.00000000 PA 6635674.07000000 0.386981695599 Long DBT NUSS GB N 2 2027-01-29 Fixed 0.04125000 N N N N N N OTP BANK PLC 529900W3MOO00A18X956 N/A 215000.00000000 PA USD 225682.81000000 0.013161453615 Long DBT CORP HU N 2 2033-05-15 Variable 0.08750000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 750000.00000000 PA USD 765870.00000000 0.044664290030 Long DBT CORP LU N 2 2036-02-23 Fixed 0.05852800 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 245000.00000000 PA USD 257632.20000000 0.015024689962 Long DBT NUSS MX N 2 2037-05-13 Fixed 0.06875000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AM8 205000.00000000 PA USD 177838.53000000 0.010371253192 Long DBT NUSS HU N 2 2031-09-22 Fixed 0.02125000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBQ0 255000.00000000 PA USD 251825.25000000 0.014686038104 Long DBT CORP CL N 2 2037-01-30 Fixed 0.05529000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 300000.00000000 PA USD 287637.27000000 0.016774536737 Long DBT CORP US N 2 2029-10-15 Fixed 0.03875000 N N N N N N SILK ROAD GROUP HOLDING LLC 254900J9KTY8FE4C8227 82710NAA6 315000.00000000 PA USD 316181.25000000 0.018439175123 Long DBT CORP GE N 2 2030-09-15 Fixed 0.07500000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 430000.00000000 PA USD 403559.21000000 0.023534915324 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 1010000.00000000 PA USD 961867.19000000 0.056094526675 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N STS OPERATING INC 549300HW5C2VGPZCHL57 N/A 273700.00000000 PA USD 273757.48000000 0.015965090008 Long LON CORP US N 2 2031-03-25 Variable 0.07743920 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 1090000.00000000 PA USD 594050.00000000 0.034644027697 Long DBT NUSS VE N 2 2031-08-05 Fixed 0.11950000 Y Y N N N N ERO COPPER CORP 549300KL8A21SEIO8I47 296006AA7 495000.00000000 PA USD 494460.45000000 0.028836127472 Long DBT CORP CA N 2 2030-02-15 Fixed 0.06500000 N N N N N N CHILE ELECTRICITY LUX MPC II SARL N/A 16882LAA0 195501.00000000 PA USD 198022.96000000 0.011548376249 Long DBT CORP LU N 2 2035-10-20 Fixed 0.05580000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CY4 185000.00000000 PA USD 179276.10000000 0.010455089931 Long DBT NUSS TR N 2 2030-03-13 Fixed 0.05250000 N N N N N N FLATIRON RR CLO 30 LTD N/A 33882NAA1 200000.00000000 PA USD 200525.00000000 0.011694291143 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.08923100 N N N N N N AZUL SA 549300Z0MWZ57Q9RR205 05501U502 48396.00000000 NS USD 391572.04000000 0.022835843109 Long EC CORP BR N 2 N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 455000.00000000 PA USD 439511.85000000 0.025631614686 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N ENFRAGEN ENERGIA SUR SA 2549002TO75PYMY3VY07 29280LAA1 996870.08000000 PA USD 939819.21000000 0.054808724419 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AD8 1455000.00000000 PA USD 1542730.68000000 0.089969538603 Long DBT CORP US N 2 2036-01-15 Fixed 0.06750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAZ5 170000.00000000 PA USD 152241.80000000 0.008878493621 Long DBT CORP MX N 2 2041-06-02 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 15779000.00000000 PA USD 12618269.06000000 0.735876883774 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040677 -525000.00000000 PA USD -490485.35000000 -0.02860430611 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.04000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAK6 265000.00000000 PA USD 261356.25000000 0.015241870488 Long DBT NUSS RO N 2 2027-02-27 Fixed 0.03000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 590000.00000000 NC USD 18005.41000000 0.001050046162 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-05-06 0.00000000 USD 0.00000000 USD 590000.00000000 USD 1.00000000 4.06500000 USD 2030-05-02 XXXX -5653.59000000 N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAG1 970000.00000000 PA USD 1010520.78000000 0.058931924738 Long DBT CORP US N 2 2029-04-15 Fixed 0.08625000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 1150000.00000000 PA USD 1146405.25000000 0.066856485537 Long DBT CORP US N 2 2036-01-15 Fixed 0.06000000 N N N N N N NISSAN MOTOR ACCEPTANCE CO LLC 7D6DIU2QXTUJRFNNJA49 65480CAF2 85000.00000000 PA USD 87086.56000000 0.005078746227 Long DBT CORP US N 2 2028-09-15 Fixed 0.07050000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2F1 215000.00000000 PA USD 172537.50000000 0.010062105763 Long DBT CORP SA N 2 2049-04-16 Fixed 0.04375000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAK4 515000.00000000 PA USD 507300.70000000 0.029584949922 Long DBT CORP US N 2 2032-07-15 Fixed 0.09625000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAA6 300000.00000000 PA USD 287271.42000000 0.016753200961 Long DBT CORP US N 2 2028-09-01 Fixed 0.03250000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAT4 605000.00000000 PA USD 591558.00000000 0.034498698319 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQN4 6920000.00000000 PA USD 6844312.50000000 0.399149148756 Long DBT UST US N 2 2033-04-30 Fixed 0.04125000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 615000.00000000 PA USD 613524.00000000 0.035779719634 Long DBT CORP US N 2 2029-08-06 Fixed 0.06625000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 250000.00000000 PA USD 266937.50000000 0.015567359891 Long DBT NUSS CO N 2 2034-02-02 Fixed 0.07500000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 145000.00000000 PA USD 137735.50000000 0.008032509850 Long DBT CORP US N 2 2028-03-01 Fixed 0.07500000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAM5 81677.23000000 PA USD 54187.94000000 0.003160152334 Long LON CORP US N 2 2029-01-24 Variable 0.07049610 N N Y N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 8800000.00000000 PA 10062923.90000000 0.586853319261 Long DBT NUSS DE N 2 2026-09-17 Fixed 0.02700000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJEZ6 406878.64000000 PA USD 409840.55000000 0.023901232835 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04777760 N N N N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 790000.00000000 PA USD 761569.09000000 0.044413467969 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 580000.00000000 PA USD 564794.38000000 0.032937887625 Long DBT CORP US N 2 2028-07-15 Fixed 0.04000000 N N N N N N EUREX DEUTSCHLAND N/A N/A 22.00000000 NC 76075.91000000 0.004436623067 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Long GERMANY FEDERAL REPUBLIC OF UNDERLYING EURO BUXL 30YR BOND 2026-09-08 2761098.76000000 EUR 76075.91000000 N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 3889000.00000000 PA USD 4129643.54000000 0.240834079925 Long DBT CORP GB N 2 2028-11-30 Fixed 0.12000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 11920000.00000000 PA USD 7176678.10000000 0.418532168791 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N CORPORACION INMOBILIARIA VESTA SAB. DE CV. 4469000001BIRIFZJ959 21989DAB8 355000.00000000 PA USD 346043.35000000 0.020180684120 Long DBT CORP MX N 2 2033-01-30 Fixed 0.05500000 N N N N N N CHILE ELECTRICITY LUX MPC SARL N/A 168829AA7 172000.00000000 PA USD 177246.00000000 0.010336697808 Long DBT CORP LU N 2 2033-01-20 Fixed 0.06010000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KT3P3 14517.78600000 PA USD 12962.11000000 0.000755929126 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAT0 305000.00000000 PA USD 304234.45000000 0.017742457221 Long DBT CORP KY N 2 2056-02-25 Variable 0.06000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAU4 395000.00000000 PA USD 386853.13000000 0.022560643970 Long DBT NUSS AE N 2 2054-04-30 Fixed 0.05500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 922646AS3 2395000.00000000 PA USD 1153120.65000000 0.067248116718 Long DBT NUSS VE N 2 2027-09-15 Fixed 0.09250000 Y Y N N N N A and K TRAVEL GROUP HOLDINGS LTD 254900QJTRYLWP442517 00039UAA6 565000.00000000 PA USD 570533.61000000 0.033272590164 Long DBT CORP JE N 2 2033-05-15 Fixed 0.07500000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 1150000000.00000000 PA 6469903.75000000 0.377314240743 Long DBT NUSS JP N 2 2055-12-20 Fixed 0.03400000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 430000.00000000 PA USD 427386.44000000 0.024924480540 Long DBT CORP US N 2 2034-02-01 Fixed 0.06250000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 335000.00000000 PA USD 307429.50000000 0.017928787329 Long DBT CORP CO N 2 2031-11-02 Fixed 0.04625000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BQ4 3420000.00000000 PA USD 3356762.15000000 0.195760897058 Long DBT CORP BM N 2 2028-08-01 Fixed 0.04000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 510000.00000000 PA USD 354729.78000000 0.020687262559 Long DBT CORP US N 2 2029-09-01 Fixed 0.05625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 8900000.00000000 NC USD 46926.76000000 0.002736692152 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2029-06-21 0.00000000 USD 0.00000000 USD 8900000.00000000 USD 1.00000000 3.85000000 USD 2028-06-16 XXXX 468.76000000 N N N YINSON BERGENIA PRODUCTION BV 549300JDIAWKPMZD5256 98585VAA6 281209.50000000 PA USD 300745.12000000 0.017538965183 Long DBT CORP NL N 2 2045-01-31 Fixed 0.08498000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DU3 440000.00000000 PA USD 381524.00000000 0.022249857795 Long DBT NUSS PE N 2 2034-01-15 Fixed 0.03000000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AT8 425000.00000000 PA USD 421355.75000000 0.024572780529 Long DBT CORP US N 2 2034-03-31 Fixed 0.05500000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 885000.00000000 PA USD 875570.94000000 0.051061870038 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AH3 335000.00000000 PA USD 347478.75000000 0.020264394308 Long DBT NUSS AO N 2 2031-01-15 Fixed 0.09244000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 610000.00000000 PA USD 520000.60000000 0.030325587389 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 200000.00000000 PA USD 172774.00000000 0.010075898058 Long DBT CORP KY N 2 2053-02-14 Fixed 0.05125000 N N N N N N SOBHA SUKUK LTD 5493000HMN2AOHV8GU08 N/A 235000.00000000 PA USD 239230.00000000 0.013951503654 Long DBT CORP KY N 2 2028-07-17 Fixed 0.08750000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAJ9 280000.00000000 PA USD 190111.60000000 0.011086998629 Long DBT NUSS RO N 2 2051-02-14 Fixed 0.04000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 N/A 255000.00000000 PA 294119.29000000 0.017152557577 Long DBT NUSS AL N 2 2035-02-14 Fixed 0.04750000 N N N N N N CONGO, REPUBLIC OF THE 529900BXT90HR4QTB688 N/A 200000.00000000 PA USD 195562.00000000 0.011404857073 Long DBT NUSS CG N 2 2035-02-17 Fixed 0.09500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AH0 365000.00000000 PA USD 369325.25000000 0.021538446579 Long DBT NUSS OM N 2 2028-01-17 Fixed 0.05625000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 600000.00000000 PA USD 610495.53000000 0.035603104200 Long DBT CORP US N 2 2031-05-01 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 4440000.00000000 PA USD 4450564.98000000 0.259549695203 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 535000.00000000 PA USD 539644.28000000 0.031471174788 Long DBT CORP US N 2 2031-03-01 Fixed 0.07875000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 685000.00000000 PA USD 617863.15000000 0.036032771789 Long DBT CORP GB N 2 2030-10-14 Fixed 0.02375000 N N N N N N TEINE ENERGY LTD 894500JBC83AX7PYEU16 879068AB0 445000.00000000 PA USD 445313.73000000 0.025969970871 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1105000.00000000 PA USD 1085640.82000000 0.063312803025 Long DBT CORP US N 2 2029-05-01 Fixed 0.04375000 N N N N N N TIERRA MOJADA LUXEMBOURG II SARL N/A 30260LAA3 233030.97180000 PA USD 225566.99000000 0.013154699182 Long DBT CORP LU N 2 2040-12-01 Fixed 0.05750000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 1235000.00000000 PA USD 934351.60000000 0.054489862316 Long DBT CORP QA N 2 2041-07-12 Fixed 0.03125000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CX3 200000.00000000 PA USD 193076.00000000 0.011259877605 Long DBT NUSS PH N 2 2048-01-17 Fixed 0.05500000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HV5 1770000.00000000 PA USD 1324845.00000000 0.077262800899 Long DBT NUSS AR N 2 2041-07-09 Variable 0.03500000 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 92337DAA0 245000.00000000 PA USD 244585.11000000 0.014263804940 Long DBT CORP NL N 2 2031-06-01 Fixed 0.06950000 N N N N N N BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 05956NAF9 295000.00000000 PA USD 311667.50000000 0.018175940581 Long EP CORP CL N 2 N N N TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 213800VIPIONINOCLD68 87251LAA4 275000.00000000 PA USD 13750.00000000 0.000801877587 Long EP CORP IE N 3 N N N AVALARA INC 549300Q16CMW239SS315 05338KAD9 1290266.24000000 PA USD 1233171.96000000 0.071916578634 Long LON CORP US N 2 2032-03-29 Variable 0.06182230 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AN3 21068.87980000 PA USD 18803.98000000 0.001096617463 Long DBT NUSS GH N 2 2030-01-03 Fixed 0.00000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 110000.00000000 PA USD 71500.00000000 0.004169763454 Long DBT CORP US N 2 2031-09-01 Fixed 0.05875000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 575000.00000000 PA USD 570510.06000000 0.033271216766 Long DBT CORP US N 2 2034-01-15 Fixed 0.05750000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 261969.77000000 0.015277649975 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 23440000.00000000 CAD 16805080.35000000 USD 2026-07-22 261969.77000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DH0 490000.00000000 PA USD 531537.30000000 0.030998388929 Long DBT NUSS TR N 2 2029-03-14 Fixed 0.09375000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AA4 635000.00000000 PA USD 696920.76000000 0.040643282740 Long DBT CORP US N 2 2033-05-01 Fixed 0.07500000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 980000.00000000 PA USD 898728.60000000 0.052412387022 Long DBT NUSS EC N 2 2035-07-31 Variable 0.06900000 N N N N N N NBK TIER 1 LTD 5493000G4QCCEE8YHF19 62879NAA5 230000.00000000 PA USD 229011.00000000 0.013355548231 Long EP CORP AE N 2 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HMCF5 1300000.00000000 PA USD 1297907.00000000 0.075691820648 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 0.04121670 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BTUM1 6373194.71400000 PA USD 6344187.12000000 0.369982651800 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 0.03347000 N N N N N N TRIDENT TPI HLDGS INC 549300CDIWH76BWR6804 89616RAC3 295000.00000000 PA USD 295379.37000000 0.017226043389 Long DBT CORP US N 2 2028-12-31 Fixed 0.12750000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAD0 285000.00000000 PA USD 288189.51000000 0.016806742473 Long DBT CORP US N 2 2031-01-30 Fixed 0.06250000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAM4 285000.00000000 PA USD 294900.05000000 0.017198090228 Long DBT CORP US N 2 2029-01-15 Fixed 0.07250000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 580000.00000000 PA USD 595950.00000000 0.034754832600 Long DBT CORP CA N 2 2028-10-01 Fixed 0.08375000 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 1150000.00000000 PA USD 1212624.40000000 0.070718278427 Long DBT CORP US N 2 2031-11-15 Fixed 0.08875000 N N N N N N PAPA JOHNS INTERNATIONAL INC HZYLD3DK5XOX0WBVNB56 698813AA0 255000.00000000 PA USD 244067.33000000 0.014233608855 Long DBT CORP US N 2 2029-09-15 Fixed 0.03875000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 903771.00000000 PA USD 902749.74000000 0.052646893352 Long DBT NUSS EC N 2 2030-07-31 Variable 0.06900000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339100 1400.00000000 NS USD 507850.00000000 0.029616984203 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 6500.00000000 NS USD 2424630.00000000 0.141400469448 Long EC CORP US N 1 N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AJ4 160000.00000000 PA USD 152000.00000000 0.008864392239 Long DBT CORP US N 2 2096-12-15 Fixed 0.07500000 N N N N N N MONG DUONG FINANCE HOLDINGS B.V 549300995KGQFMWSV879 60935DAA3 311891.11000000 PA USD 307487.77000000 0.017932185540 Long DBT CORP NL N 2 2029-05-07 Fixed 0.05125000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73937UAL2 288362.50000000 PA USD 254257.87000000 0.014827904537 Long LON CORP US N 2 2031-02-15 Variable 0.08143920 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 508000.00000000 PA USD 530936.71000000 0.030963363499 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07500000 N N N N N N CASCADES INC/USA INC N/A 14739LAB8 300000.00000000 PA USD 299250.00000000 0.017451772221 Long DBT CORP CA N 2 2028-01-15 Fixed 0.05375000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229LAB3 132975.00000000 PA USD 132992.29000000 0.007755893575 Long LON CORP US N 2 2031-08-18 Variable 0.05870310 N N N N N N M2S GROUP INTERMEDIATE HOLDINGS INC N/A 55287CAB7 1204088.06000000 PA USD 1192805.75000000 0.069562487064 Long LON CORP US N 2 2031-08-25 Variable 0.08413390 N N N N N N TURK TELEKOMUNIKASYON 789000A2TXOI10JZLF90 90011QAE0 250000.00000000 PA USD 248355.00000000 0.014483658780 Long DBT CORP TR N 2 2032-10-07 Fixed 0.06950000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BE1 300000.00000000 PA USD 313929.00000000 0.018307827575 Long DBT NUSS UY N 2 2034-10-28 Fixed 0.05750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 2935000.00000000 PA USD 3028377.03000000 0.176610012128 Long EP CORP US N 2 N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 37363BAB4 436000.00000000 PA USD 419990.08000000 0.024493136880 Long DBT CORP GE N 2 2028-06-17 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLR0 136000.00000000 PA USD 135782.19000000 0.007918595995 Long DBT UST US N 2 2029-10-31 Fixed 0.04125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 5125000.00000000 PA USD 5173482.50000000 0.301709066612 Long EP CORP US N 2 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 335000.00000000 PA USD 363872.81000000 0.021220469165 Long DBT NUSS DO N 2 2044-04-30 Fixed 0.07450000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AK5 200000.00000000 PA USD 190750.00000000 0.011124229077 Long DBT CORP LU N 2 2036-04-22 Fixed 0.07500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BZ4 457501.00000000 PA USD 384300.84000000 0.022411798577 Long DBT NUSS UA N 2 2029-02-01 Variable 0.04500000 N N N N N N FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 529900E7PUVK6BC8PE80 34960PAE1 430000.00000000 PA USD 449287.65000000 0.026201723408 Long DBT CORP US N 2 2030-12-01 Fixed 0.07875000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 221000.00000000 PA USD 220456.80000000 0.012856681230 Long DBT CORP US N 2 2032-02-15 Fixed 0.04500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 345000.00000000 PA USD 327694.80000000 0.019110626592 Long DBT NUSS MX N 2 2033-05-19 Fixed 0.04875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 290000.00000000 PA USD 251430.00000000 0.014662987768 Long DBT NUSS CO N 2 2032-04-22 Fixed 0.03250000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAE3 200000.00000000 PA USD 209186.12000000 0.012199393544 Long DBT CORP KR N 2 2033-01-17 Fixed 0.05875000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05962GAJ8 610000.00000000 PA USD 609939.00000000 0.035570648278 Long EP CORP KY N 2 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 685000.00000000 PA USD 707230.28000000 0.041244517142 Long DBT CORP AU N 2 2028-10-01 Fixed 0.09250000 N N N N N N BAITEREK NATIONAL MANAGING HOLDING JSC 984500B4F78F04253804 05709XAA8 350000.00000000 PA USD 347868.50000000 0.020287123893 Long DBT NUSS KZ N 2 2033-05-06 Fixed 0.05200000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1100000.00000000 NC USD 27357.07000000 0.001595419730 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2037-06-23 0.00000000 USD 0.00000000 USD 1100000.00000000 USD 1.00000000 4.06000000 USD 2027-06-21 XXXX -637.93000000 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAE8 355000.00000000 PA USD 217437.50000000 0.012680600576 Long DBT CORP LU N 2 2032-04-08 Fixed 0.05875000 N N N N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 07337JAC1 922292.00000000 PA USD 1047304.07000000 0.061077066254 Long DBT CORP US N 2 2033-07-15 Variable 0.10000000 N N Y N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 N/A 360000000.00000000 PA 259055.29000000 0.015107682252 Long DBT NUSS NG N 2 2026-07-14 Fixed 0.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 585000.00000000 PA USD 578230.32000000 0.033721449745 Long DBT CORP US N 2 2032-07-15 Fixed 0.05625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 1500000.00000000 PA USD 1514262.00000000 0.088309291589 Long DBT CORP US N 2 2033-05-31 Fixed 0.06375000 N N N N N N KINGSTON AIRPORT REV FIN 254900SK2YRR95AVHU30 49647QAA6 214777.93000000 PA USD 215961.36000000 0.012594514497 Long DBT CORP KY N 2 2036-12-15 Fixed 0.06750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 -750000.00000000 PA USD -598535.18000000 -0.03490559608 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.02000000 N N N N N N ADVANCION HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAG3 204534.88000000 PA USD 187149.42000000 0.010914249120 Long LON CORP US N 2 2027-11-24 Variable 0.08415780 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 399000.00000000 PA USD 405514.92000000 0.023648969144 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 189000.00000000 PA USD 186009.96000000 0.010847797670 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 290000.00000000 PA USD 300937.64000000 0.017550192635 Long DBT CORP US N 2 2032-01-15 Fixed 0.07250000 N N N N N N TMK CAPITAL SA 222100TBRQIOGYHYB529 N/A 400000.00000000 PA USD 20000.00000000 0.001166367399 Long DBT CORP LU N 3 2027-02-12 Fixed 0.04300000 Y Y N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 10500.00000000 NS USD 3602445.00000000 0.210088720407 Long EC CORP US N 1 N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AE5 300000.00000000 PA USD 267864.00000000 0.015621391861 Long DBT CORP LU N 2 2032-01-18 Fixed 0.04200000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CC5 1150000.00000000 PA USD 1197380.00000000 0.069829249868 Long EP CORP MX N 2 N N N UST NOTES 254900HROIFWPRGM1V77 91282CPZ8 5010000.00000000 PA USD 4887881.25000000 0.285053267243 Long DBT UST US N 2 2036-02-15 Fixed 0.04125000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAF7 860000.00000000 PA USD 866187.69000000 0.050514654193 Long DBT CORP US N 2 2027-06-01 Fixed 0.05500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 890000.00000000 PA USD 884952.24000000 0.051608972162 Long DBT CORP US N 2 2027-02-15 Fixed 0.03875000 N N N N N N ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO N/A 045086AP0 410000.00000000 PA USD 388986.09000000 0.022685034720 Long DBT CORP US N 2 2030-04-01 Fixed 0.04625000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 3955000.00000000 PA USD 4033399.97000000 0.235221311800 Long DBT CORP US N 2 2029-04-15 Fixed 0.09290000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CL2 270000.00000000 PA USD 277668.00000000 0.016193145160 Long DBT NUSS BR N 2 2035-03-15 Fixed 0.06625000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1550000.00000000 NC USD 86042.10000000 0.005017835023 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2041-04-02 0.00000000 USD 0.00000000 USD 1550000.00000000 USD 1.00000000 4.37300000 USD 2031-03-31 XXXX -8662.90000000 N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AG6 345000.00000000 PA USD 336030.93000000 0.019596776106 Long DBT CORP NL N 2 2029-03-31 Fixed 0.04125000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 2225000.00000000 PA USD 1813149.99000000 0.105739951978 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 1157000.00000000 PA USD 1111262.34000000 0.064807008308 Long DBT UST US N 2 2045-11-15 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PT9 1636000.00000000 PA USD 1681692.97000000 0.098073592847 Long DBT UST US N 2 2037-02-15 Fixed 0.04750000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 928528.36250000 PA USD 926012.05000000 0.054003513354 Long LON CORP US N 2 2029-02-15 Variable 0.06393920 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 265000.00000000 PA USD 91613.15000000 0.005342729578 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 Y Y N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAH6 280000.00000000 PA USD 285530.00000000 0.016651644185 Long DBT NUSS NG N 2 2038-02-23 Fixed 0.07696000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DB0 295000.00000000 PA USD 288362.50000000 0.016816830968 Long DBT NUSS PH N 2 2049-05-14 Fixed 0.05600000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DU1 450000.00000000 PA USD 442125.00000000 0.025784009335 Long DBT NUSS TR N 2 2038-01-14 Fixed 0.06875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPT2 6220000.00000000 PA USD 6120139.83000000 0.356916579045 Long DBT UST US N 2 2029-01-15 Fixed 0.03500000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 205000.00000000 PA USD 212829.52000000 0.012411870693 Long DBT CORP BM N 2 2031-05-15 Fixed 0.08500000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAC7 300000.00000000 PA USD 304035.00000000 0.017730825622 Long DBT CORP LU N 2 2046-06-30 Fixed 0.06462300 N N N N N N JAMES HARDIE INDUSTRIES PLC 635400NSGXKTVOO7JU45 N/A 41100.00000000 NS USD 1075998.00000000 0.062750449481 Long EC CORP IE N 1 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 2350000.00000000 PA USD 2280142.58000000 0.132974198628 Long DBT UST US N 2 2055-08-15 Fixed 0.04750000 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 330000.00000000 PA USD 316796.70000000 0.018475067164 Long DBT NUSS AE N 2 2043-01-30 Fixed 0.05250000 N N N N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972879 16082.00000000 NS USD 1490962.22000000 0.086950486398 Long EP CORP US N 1 N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAD5 360000.00000000 PA USD 365850.00000000 0.021335775663 Long DBT NUSS NG N 2 2030-02-23 Fixed 0.07143000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 1013190.68000000 PA USD 876501.13000000 0.051116117202 Long LON CORP US N 2 2028-06-02 Variable 0.07925000 N N N N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 65345YAA0 495000.00000000 PA USD 497232.45000000 0.028997785994 Long DBT CORP PE N 2 2034-10-03 Fixed 0.05746000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 870000.00000000 PA USD 857938.41000000 0.050033569629 Long DBT CORP US N 2 2029-04-15 Fixed 0.04625000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040DC0 130000.00000000 PA USD 105805.39000000 0.006170397881 Long DBT CORP US N 2 2029-07-15 Fixed 0.12625000 N N N N N N CIFC FDG 2025-III LTD N/A 12574PAA3 250000.00000000 PA USD 253088.75000000 0.014759723364 Long ABS-CBDO CORP KY N 2 2038-07-21 Variable 0.10922140 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 1445000.00000000 PA USD 1371826.65000000 0.080002694147 Long DBT CORP US N 2 2028-10-01 Fixed 0.03375000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 430000.00000000 PA USD 454533.22000000 0.026507636500 Long DBT CORP CA N 2 2030-11-15 Fixed 0.08750000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 109055.00000000 PA USD 78083.38000000 0.004553695445 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00000000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2E6 205000.00000000 PA USD 189651.65000000 0.011060175095 Long DBT NUSS UZ N 2 2031-10-19 Fixed 0.03900000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 285000.00000000 PA USD 299341.20000000 0.017457090857 Long DBT CORP US N 2 2031-02-01 Fixed 0.09375000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 25665.00000000 NS USD 2426369.10000000 0.141501890925 Long EC CORP US N 1 N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 640000.00000000 PA USD 639650.05000000 0.037303348285 Long DBT CORP US N 2 2027-05-15 Fixed 0.05000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 430000.00000000 PA USD 423113.64000000 0.024675297808 Long DBT CORP US N 2 2034-01-15 Fixed 0.06250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 1176000.00000000 PA USD 1194736.38000000 0.069675078258 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 585000.00000000 PA USD 576258.33000000 0.033606446503 Long DBT CORP US N 2 2030-07-15 Fixed 0.05250000 N N N N N N Studio City International Holdings Ltd N/A N/A 10083.00000000 NS USD 18451.89000000 0.001076084148 Long EC CORP KY N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 5300.00000000 NS USD 2985437.00000000 0.174105819571 Long EC CORP US N 1 N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AZ5 285000.00000000 PA USD 271197.45000000 0.015815793231 Long DBT NUSS PL N 2 2054-03-18 Fixed 0.05500000 N N N N N N APOLLO GLOBAL MANAGEMENT, INC 254900LMFT1CY9IYB476 03769M106 22500.00000000 NS USD 2661975.00000000 0.155242042975 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 284447.00000000 PA USD 193992.85000000 0.011313346803 Long DBT NUSS UA N 2 2036-02-01 Variable 0.04500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299CB8 485000.00000000 PA USD 478113.00000000 0.027882770834 Long DBT NUSS PA N 2 2034-02-23 Fixed 0.05227000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 635000.00000000 PA USD 635555.63000000 0.037064568384 Long DBT CORP KY N 2 2027-10-13 Fixed 0.05000000 N N N N N N INRETAIL SHOPPING MALLS 254900340JT2D5SHMA49 45780UAC8 365000.00000000 PA USD 362317.25000000 0.021129751442 Long DBT CORP PE N 2 2032-10-16 Fixed 0.05650000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 560000.00000000 PA USD 566191.92000000 0.033019389880 Long DBT CORP US N 2 2033-02-15 Fixed 0.09500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 425000.00000000 PA USD 425219.22000000 0.024798091802 Long DBT CORP US N 2 2029-06-30 Fixed 0.05875000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 425000.00000000 PA USD 427469.68000000 0.024929334961 Long DBT CORP US N 2 2030-06-15 Fixed 0.05875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 280000.00000000 PA USD 306768.00000000 0.017890209727 Long DBT NUSS CO N 2 2033-04-20 Fixed 0.08000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAD5 430000.00000000 PA USD 434183.90000000 0.025320897327 Long DBT CORP US N 2 2034-01-31 Fixed 0.05625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 230000.00000000 PA USD 234691.08000000 0.013686801238 Long DBT CORP US N 2 2034-01-31 Fixed 0.06250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 17524000.00000000 PA USD 12290073.97000000 0.716737081084 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 4035000.00000000 PA USD 3915084.96000000 0.228321373270 Long DBT CORP US N 2 2029-03-31 Fixed 0.06500000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 275000.00000000 PA USD 258575.27000000 0.015079688268 Long DBT CORP US N 2 2032-01-31 Fixed 0.04375000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAD7 200000.00000000 PA USD 185720.00000000 0.010830887676 Long DBT CORP US N 2 2031-03-18 Fixed 0.05500000 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VBL3 851148.04000000 PA USD 851148.04000000 0.049637566319 Long LON CORP US N 2 2028-12-21 Variable 0.05893920 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAK9 1765000.00000000 PA USD 1661258.42000000 0.096881883199 Long DBT CORP US N 2 2029-02-01 Fixed 0.08250000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 630000.00000000 PA USD 618056.84000000 0.036044067474 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 260000.00000000 PA 302696.68000000 0.017652776981 Long DBT NUSS EG N 2 2031-04-11 Fixed 0.06375000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AG6 585000.00000000 PA USD 219082.50000000 0.012776534295 Long DBT CORP VE N 2 2049-12-31 Fixed 0.06000000 Y Y N N N N LONDON CLEARING HOUSE N/A N/A -58045000.00000000 NC USD -12108.88000000 -0.00070617014 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2028-09-16 0.00000000 USD 0.00000000 USD -56913135.16000000 USD -12108.88000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3SE3 97946.03600000 PA USD 87291.38000000 0.005090690996 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087S54 9730000.00000000 PA 6884670.83000000 0.401502780777 Long DBT NUSS CA N 2 2027-02-01 Fixed 0.03000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 86.00000000 NS USD 7842.34000000 0.000457352485 Long EC CORP US N 1 N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 400000.00000000 PA USD 388266.32000000 0.022643058907 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55276VAJ1 530000.00000000 PA USD 499355.40000000 0.029121592977 Long DBT CORP AE N 2 2029-11-07 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020675 750000.00000000 PA USD 614358.00000000 0.035828357155 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.02000000 N N N N N N TERMOCANDELARIA POWER LTD 549300YDORW43JL6G659 88087AAA6 410000.00000000 PA USD 423267.60000000 0.024684276504 Long DBT CORP ES N 2 2031-09-17 Fixed 0.07750000 N N N N N N CSC SERVICEWORKS EAST LLC N/A 22946QAB9 268024.72000000 PA USD 274682.45000000 0.016019032751 Long LON CORP US N 2 2030-09-04 Variable 0.09096060 N N N N N N FRANCE REPUBLIC OF 969500KCGF3SUYJHPV70 N/A 9500000.00000000 PA 4691053.99000000 0.273574622269 Long DBT NUSS FR N 2 2053-05-25 Fixed 0.00750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 1460000.00000000 PA USD 1386600.78000000 0.080864297327 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUGA2 417263.41100000 PA USD 420351.45000000 0.024514211390 Long ABS-CBDO USGSE US N 2 2054-06-25 Variable 0.04827760 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 865.00000000 NS USD 45732.55000000 0.002667047771 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 535000.00000000 PA USD 473876.25000000 0.027635690480 Long DBT NUSS CO N 2 2031-04-15 Fixed 0.03125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCG7 125000.00000000 PA USD 124980.00000000 0.007288629882 Long LON CORP US N 2 2033-02-13 Variable 0.06152170 N N N N N N PROVINCIA DEL CHUBUT ARGENTINA 529900V5CYYSD8ADKQ03 17127LAB1 370000.00000000 PA USD 395729.80000000 0.023078316895 Long DBT NUSS AR N 2 2036-04-29 Fixed 0.09450000 N N N N N N USIMINAS INTERNATIONAL SARL 529900KLYX6QPXVIVP43 91734JAB6 575000.00000000 PA USD 595843.75000000 0.034748636273 Long DBT CORP LU N 2 2032-01-27 Fixed 0.07500000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AE0 1440000.00000000 PA USD 1424113.34000000 0.083051968681 Long DBT CORP US N 2 2033-02-15 Fixed 0.07250000 N N N N N N PALANTIR TECHNOLOGIES INC 549300UVN46B3BBDHO85 69608A108 7700.00000000 NS USD 898359.00000000 0.052390832552 Long EC CORP US N 1 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 1125000.00000000 PA USD 1126645.88000000 0.065704151286 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AN4 200000.00000000 PA USD 212166.00000000 0.012373175288 Long DBT NUSS KE N 2 2036-03-05 Fixed 0.09500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 1401392.21000000 0.081726909415 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 73315000.00000000 EUR 85243643.76000000 USD 2026-07-22 1401392.21000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAC2 102896.00000000 PA USD 99697.34000000 0.005814186361 Long DBT CORP FR N 2 2031-10-15 Fixed 0.06500000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 3590000.00000000 PA 3430348.96000000 0.200052359871 Long DBT NUSS DE N 2 2054-08-15 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FBBX3 700000.00000000 PA USD 691442.57000000 0.040323803629 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DF4 1165000.00000000 PA USD 1238441.60000000 0.072223895449 Long DBT NUSS TR N 2 2028-01-15 Fixed 0.09875000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 530000.00000000 PA USD 492900.00000000 0.028745124571 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 2050000.00000000 PA USD 1975607.43000000 0.115214205073 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 1915000.00000000 PA USD 1965243.86000000 0.114609818563 Long DBT CORP US N 2 2030-06-15 Fixed 0.07250000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 8000000.00000000 NC USD 55031.12000000 0.003209325217 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 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-04 0.00000000 USD 0.00000000 USD 8000000.00000000 USD 1.00000000 3.47250000 USD 2028-03-31 XXXX 10471.12000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HKUC6 350852.58800000 PA USD 352170.11000000 0.020537986777 Long ABS-CBDO USGSE US N 2 2055-04-25 Variable 0.04677760 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 N/A 433912.50000000 PA USD 420170.49000000 0.024503658098 Long LON CORP LU N 2 2030-11-15 Variable 0.08413390 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AY1 1255000.00000000 PA USD 1230452.20000000 0.071757966664 Long DBT CORP CA N 2 2036-02-15 Fixed 0.06375000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1020000.00000000 PA USD 973006.05000000 0.056744126834 Long DBT CORP PA N 2 2030-01-30 Fixed 0.04500000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AK6 265000.00000000 PA USD 270633.90000000 0.015782927914 Long DBT NUSS AO N 2 2033-03-31 Fixed 0.09375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 1260000.00000000 PA USD 1223971.88000000 0.071380044964 Long DBT UST US N 2 2056-02-15 Fixed 0.04750000 N N N N N N COMFORT SYSTEMS USA INC 5299009DT1ZA5HTU6R38 199908104 5100.00000000 NS USD 10107945.00000000 0.589478876428 Long EC CORP US N 1 N N N DT MIDSTREAM INC N/A 23345MAA5 430000.00000000 PA USD 421407.80000000 0.024575816000 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 425000.00000000 PA USD 416975.86000000 0.024317352483 Long DBT CORP SG N 2 2029-08-01 Fixed 0.05500000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 N/A 3600000.00000000 PA 4283570.83000000 0.249810868576 Long DBT NUSS IT N 2 2055-10-01 Fixed 0.04650000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 295000.00000000 PA USD 281202.08000000 0.016399246945 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAA1 1015000.00000000 PA USD 1050859.95000000 0.061284439380 Long DBT CORP LU N 2 2038-02-23 Fixed 0.06129000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 N/A 575000.00000000 PA USD 0.06000000 0.000000003499 Long DBT CORP US N 3 2199-12-31 Fixed 0.06000000 Y Y N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AU9 1120000.00000000 PA USD 1166569.60000000 0.068032437561 Long DBT CORP CA N 2 2031-06-01 Fixed 0.08625000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 004961AA6 505000.00000000 PA USD 453902.23000000 0.026470838192 Long DBT CORP US N 2 2032-07-01 Fixed 0.06750000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBG1 1519000.00000000 PA 1632681.41000000 0.095215318557 Long DBT CORP US N 2 2064-11-06 Fixed 0.04375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F1G44 2100000.00000000 PA USD 2081220.12000000 0.121373365005 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 0.03243000 N N N N N N WOLFSPEED INC/DE N/A 977852AK8 177813.00000000 PA USD 196240.34000000 0.011444416756 Long DBT CORP US N 2 2030-06-23 Variable 0.09875000 N N Y N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CG5 175000.00000000 PA USD 200922.75000000 0.011717487275 Long DBT NUSS SV N 2 2054-11-21 Fixed 0.09650000 N N N N N N METALSA S A DE C V 549300F2FONGJR575V67 59132VAB4 455000.00000000 PA USD 403812.50000000 0.023549686784 Long DBT CORP MX N 2 2031-05-04 Fixed 0.03750000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAG7 365000.00000000 PA USD 355510.00000000 0.020732763717 Long DBT CORP US N 2 2033-01-15 Fixed 0.04900000 N N N N N N LG ENERGY SOLUTION 988400QX6P286XA6ZS85 50205MAL3 200000.00000000 PA USD 199764.40000000 0.011649934191 Long DBT CORP KR N 2 2031-04-02 Fixed 0.05250000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 N/A 153839.44000000 PA USD 154031.74000000 0.008982880004 Long LON CORP CA N 2 2031-01-15 Variable 0.07393920 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 12511VAA6 725000.00000000 PA USD 724313.86000000 0.042240803682 Long DBT CORP US N 2 2030-04-01 Fixed 0.05750000 N N N N N N CELTIC RESOURCES HOLDINGS DAC 213800BMR8PHADXZAB66 15119CAA7 445000.00000000 PA USD 63795.20000000 0.003720432077 Long DBT CORP IE N 3 2049-12-31 Fixed 0.04125000 Y Y N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAB6 940000.00000000 PA USD 936978.28000000 0.054643046013 Long DBT CORP US N 2 2028-04-15 Fixed 0.04750000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 335000.00000000 PA USD 326733.17000000 0.019054545898 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AT0 240000.00000000 PA USD 241800.00000000 0.014101381865 Long DBT NUSS PK N 2 2031-04-08 Fixed 0.07375000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAC2 195000.00000000 PA USD 200722.75000000 0.011705823601 Long DBT CORP GB N 2 2029-03-26 Fixed 0.06400000 N N N N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 1540000.00000000 PA USD 1535089.36000000 0.089523909276 Long DBT CORP US N 2 2031-06-01 Fixed 0.07125000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 N/A 108433.74000000 PA USD 108433.74000000 0.006323678969 Long LON CORP US N 2 2030-05-06 Variable 0.06143920 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DJ6 350000.00000000 PA USD 385164.50000000 0.022462165821 Long DBT NUSS TR N 2 2030-07-13 Fixed 0.09125000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBD1 500000.00000000 PA USD 532060.00000000 0.031028871941 Long DBT NUSS MX N 2 2055-05-13 Fixed 0.07375000 N N N N N N MIWD HOLDCO II LLC / MIWD FINANCE CORP N/A 55337PAA0 185000.00000000 PA USD 174168.88000000 0.010157245185 Long DBT CORP US N 2 2030-02-01 Fixed 0.05500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06055HAK9 2970000.00000000 PA USD 3005681.58000000 0.175286450478 Long EP CORP US N 2 N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 920000.00000000 PA USD 657570.00000000 0.038348410559 Long DBT NUSS AE N 2 2050-09-09 Fixed 0.03900000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AJ3 260000.00000000 PA USD 260703.30000000 0.015203791509 Long DBT NUSS BM N 2 2032-07-15 Fixed 0.05000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAH1 5745970.95000000 PA USD 4800988.57000000 0.279985827781 Long LON CORP US N 2 2031-06-06 Variable 0.07501780 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HT0 3842241.00000000 PA USD 3077635.04000000 0.179482658981 Long DBT NUSS AR N 2 2035-07-09 Variable 0.04125000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 236000.00000000 PA USD 244533.17000000 0.014260775884 Long DBT CORP US N 2 2030-04-15 Fixed 0.08000000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAF6 330000.00000000 PA USD 277440.90000000 0.016179901058 Long DBT NUSS SA N 2 2047-10-04 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWL0 271038.48000000 PA USD 273724.66000000 0.015963175999 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.05027760 N N N N N N NEW COTAI LLC N/A N/A 351413.70000000 PA USD 227118.67000000 0.013245190630 Long DBT CORP US N 3 2027-02-24 Fixed 0.05000000 N N Y N N NEW COTAI LLC USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 3547000.00000000 PA USD 2103530.26000000 0.122674456004 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 N/A 171945000.00000000 PA 122187.76000000 0.007125790996 Long DBT NUSS NG N 2 2026-08-04 Fixed 0.00000000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AK6 225000.00000000 PA USD 199604.25000000 0.011640594504 Long DBT NUSS PY N 2 2033-01-29 Fixed 0.02739000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAC0 590000.00000000 PA USD 600509.38000000 0.035020728210 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.06350000 N N N N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 N/A 2300.00000000 NS USD 646369.00000000 0.037695186497 Long EC CORP NL N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCB4 280000.00000000 PA USD 283779.16000000 0.016549538050 Long EP CORP US N 2 N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 29290WAA5 200000.00000000 PA USD 210773.38000000 0.012291959960 Long DBT CORP IL N 2 2033-09-30 Fixed 0.08500000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 595000.00000000 PA USD 593343.58000000 0.034602830434 Long DBT CORP US N 2 2028-06-15 Fixed 0.05125000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 20.00000000 NC USD 4661.05000000 0.000271824838 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-09-30 2134870.20000000 USD 4661.05000000 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 7297195.00000000 PA USD 7883041.47000000 0.459726129156 Long DBT CORP US N 2 2029-11-30 Fixed 0.10750000 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO N/A 18060TAC9 600000.00000000 PA USD 608784.17000000 0.035503300474 Long DBT CORP US N 2 2028-05-15 Fixed 0.06750000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 36250LAX2 228792.83000000 PA USD 184560.31000000 0.010763256445 Long LON CORP US N 2 2031-07-15 Variable 0.14000000 N N Y N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AX4 335000.00000000 PA USD 324738.95000000 0.018938246238 Long DBT NUSS CI N 2 2041-02-25 Fixed 0.06750000 N N N N N N EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 894500CX5LI3HIC87H85 282370AC9 200000.00000000 PA USD 210128.00000000 0.012254322450 Long DBT NUSS EG N 2 2032-10-07 Fixed 0.07950000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAA1 310000.00000000 PA USD 335637.00000000 0.019573802750 Long EP CORP US N 2 N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAD2 395922.00000000 PA USD 353162.42000000 0.020595856678 Long DBT CORP JE N 2 2034-03-31 Fixed 0.02160000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAE8 2294209.00000000 PA USD 2224637.11000000 0.129737210092 Long DBT CORP FR N 2 2032-07-15 Fixed 0.06875000 N N N N N N NISSAN MOTOR ACCEPTANCE CO LLC 7D6DIU2QXTUJRFNNJA49 65480CAD7 175000.00000000 PA USD 162433.12000000 0.009472834792 Long DBT CORP US N 2 2028-09-15 Fixed 0.02450000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 370000.00000000 PA USD 364154.00000000 0.021236867708 Long DBT NUSS MX N 2 2034-02-09 Fixed 0.05625000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 275000.00000000 PA USD 262538.32000000 0.015310806884 Long DBT CORP US N 2 2029-11-01 Fixed 0.03875000 N N N N N N USCLN 2026-SUP1 N/A 90355PAV8 250000.00000000 PA USD 249994.93000000 0.014579296825 Long ABS-CBDO CORP US N 2 2033-06-27 Variable 0.07093350 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAB0 300000.00000000 PA USD 307320.78000000 0.017922446956 Long DBT CORP AE N 2 2033-04-28 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 2583000.00000000 PA USD 2430946.05000000 0.141768811188 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 82556FAA0 230000.00000000 PA USD 232697.90000000 0.013570562229 Long DBT CORP IN N 2 2027-04-22 Fixed 0.06625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 755000.00000000 PA USD 754028.99000000 0.043973741627 Long DBT CORP US N 2 2034-07-31 Fixed 0.06125000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAG8 285000.00000000 PA USD 284218.33000000 0.016575149729 Long DBT CORP US N 2 2031-10-01 Fixed 0.06500000 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING CO 549300DNGHXL0OMHW304 57763RAE7 305000.00000000 PA USD 311807.60000000 0.018184110984 Long DBT CORP US N 2 2030-04-15 Fixed 0.07875000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 062269AC9 245000.00000000 PA USD 244418.13000000 0.014254066939 Long DBT CORP GE N 2 2031-06-03 Fixed 0.06500000 N N N N N N CPI ACQUISITION INC 254900H3R50WH1B1LB48 12598FAC3 256000.00000000 PA USD 268372.48000000 0.015651045585 Long DBT CORP US N 2 2029-07-15 Fixed 0.10000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537N108 14700.00000000 NS USD 4921854.00000000 0.287034502647 Long EC CORP US N 1 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 5365000.00000000 PA USD 5190922.06000000 0.302726113325 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQF1 17280000.00000000 PA USD 17226000.00000000 1.004592241584 Long DBT UST US N 2 2033-03-31 Fixed 0.04250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DG4 425000.00000000 PA USD 425196.78000000 0.024796783137 Long DBT CORP US N 2 2036-05-15 Fixed 0.06125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQV6 1590000.00000000 PA USD 1588509.38000000 0.092639277768 Long DBT UST US N 2 2029-06-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 1008000.00000000 PA USD 1004220.00000000 0.058564473519 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 585000.00000000 PA USD 587819.70000000 0.034280686756 Long DBT CORP KY N 2 2030-02-13 Fixed 0.05250000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797TW7 2400000.00000000 PA USD 2389539.36000000 0.139354040521 Long DBT UST US N 2 2026-08-13 Fixed 0.00000000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CP0 130000.00000000 PA USD 133799.90000000 0.007802992073 Long DBT NUSS CR N 2 2031-02-19 Fixed 0.06125000 N N N N N N VALE SA 254900SMTWBX7RU2SR20 N/A 79306.00000000 NS 616421.60000000 0.035948702943 Long EP CORP BR N 2 N N N QATAR ST 52990074F6OJOAXK4P65 74727PBB6 1060000.00000000 PA USD 974272.50000000 0.056817984133 Long DBT NUSS QA N 2 2049-03-14 Fixed 0.04817000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAC2 180000.00000000 PA USD 194400.00000000 0.011337091127 Long DBT NUSS BJ N 2 2041-01-23 Fixed 0.08375000 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAB3 1584277.04000000 PA USD 1446650.89000000 0.084366321860 Long LON CORP US N 2 2031-05-01 Variable 0.06370450 N N N N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAJ0 735000.00000000 PA USD 675544.16000000 0.039396634272 Long DBT CORP US N 2 2031-10-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUAP1 89251.72200000 PA USD 92553.82000000 0.005397587919 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06500000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAL7 475000.00000000 PA USD 450506.82000000 0.026272823415 Long DBT CORP US N 2 2030-11-06 Fixed 0.07500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBA5 870000.00000000 PA USD 607412.25000000 0.035423292336 Long DBT CORP CL N 2 2050-01-30 Fixed 0.03700000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AE0 570000.00000000 PA USD 596801.40000000 0.034804484860 Long DBT NUSS AM N 2 2035-03-12 Fixed 0.06750000 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 N/A 110000.00000000 PA 127659.27000000 0.007444880541 Long DBT CORP CZ N 2 2031-01-10 Fixed 0.05250000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AJ0 110000.00000000 PA USD 109622.70000000 0.006393017178 Long DBT NUSS JO N 2 2047-10-10 Fixed 0.07375000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 330000.00000000 PA USD 305032.60000000 0.017789004028 Long DBT CORP US N 2 2030-09-15 Fixed 0.04000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AF7 325000.00000000 PA USD 328201.25000000 0.019140161931 Long DBT NUSS AO N 2 2032-04-14 Fixed 0.08750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 535000.00000000 PA USD 452610.00000000 0.026395477444 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAF9 265000.00000000 PA USD 255895.19000000 0.014923390371 Long DBT CORP NL N 2 2038-01-09 Fixed 0.05400000 N N N N N N FORBES ENERGY SVCS LTD 5493000KNGZL65YWY755 345143200 6562.00000000 NS USD 0.07000000 0.000000004082 Long EC CORP US N 3 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 305000.00000000 PA USD 284870.00000000 0.016613154061 Long DBT NUSS MX N 2 2053-05-04 Fixed 0.06338000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 3514000.00000000 PA USD 3297257.57000000 0.192290686945 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 27927WAR3 400000.00000000 PA USD 409800.00000000 0.023898868025 Long DBT NUSS EC N 2 2039-01-29 Fixed 0.09250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C64 148249.19700000 PA USD 149554.38000000 0.008721767667 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05500000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 145000.00000000 PA USD 362.50000000 0.000021140409 Long DBT CORP US N 3 2026-09-01 Fixed 0.05875000 Y Y N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1370000.00000000 NC USD 44501.67000000 0.002595264856 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-05-01 0.00000000 USD 0.00000000 USD 1370000.00000000 USD 1.00000000 3.95000000 USD 2030-04-29 XXXX -9921.58000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 11500000.00000000 NC USD 124721.53000000 0.007273556333 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-05 0.00000000 USD 0.00000000 USD 11500000.00000000 USD 1.00000000 3.54000000 USD 2027-04-01 XXXX 34446.53000000 N N N PAREXEL INTERNATIONAL CORP 549300GCZVUYB6P2OA17 71911KAF1 304657.75000000 PA USD 304657.75000000 0.017767143387 Long LON CORP US N 2 2031-12-12 Variable 0.06143920 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 425000.00000000 PA USD 430446.38000000 0.025102931253 Long DBT CORP US N 2 2031-02-15 Fixed 0.06125000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 580000.00000000 PA USD 606842.40000000 0.035390059613 Long DBT CORP US N 2 2031-10-15 Fixed 0.07750000 N N N N N N ALDAR PROPERTIES PJSC 98450048CD8AEF13B480 013917AA7 400000.00000000 PA USD 378028.20000000 0.022045988437 Long DBT CORP AE N 2 2056-04-14 Variable 0.05875000 N N N N N N TELENET FINANCE LUXEMBOURG NOTES SARL 2138007RI9GLJPCC3E25 N/A 600000.00000000 PA USD 585517.86000000 0.034146447199 Long DBT CORP LU N 2 2028-03-01 Fixed 0.05500000 N N N N N N NATIONAL MENTOR HOLDINGS INC 5493004QULJVJP3CNZ62 63688RAF4 570000.00000000 PA USD 600720.72000000 0.035033053214 Long DBT CORP US N 2 2030-12-15 Fixed 0.10500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AG9 55000.00000000 PA USD 49720.00000000 0.002899589356 Long DBT NUSS BM N 2 2030-08-20 Fixed 0.02375000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 626091.00000000 PA USD 438889.79000000 0.025595337161 Long DBT NUSS UA N 2 2034-02-01 Variable 0.04500000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AF4 275000.00000000 PA USD 273957.42000000 0.015976750183 Long DBT CORP US N 2 2030-10-15 Fixed 0.05500000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAD9 260000.00000000 PA USD 267324.46000000 0.015589926767 Long DBT CORP US N 2 2034-05-31 Fixed 0.07125000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CE0 290000.00000000 PA USD 312366.25000000 0.018216690542 Long DBT NUSS SV N 2 2030-04-17 Fixed 0.09250000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 595000.00000000 PA USD 395709.30000000 0.023077121369 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4N30 622296.03500000 PA USD 546173.17000000 0.031851929011 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N CANPACK GROUP INC / CANPACK S N/A 13804MAA0 200000.00000000 PA USD 201131.20000000 0.011729643739 Long DBT CORP US N 2 2031-05-15 Fixed 0.06000000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48126PAA0 335000.00000000 PA USD 304005.80000000 0.017729122725 Long DBT CORP KZ N 2 2033-04-14 Fixed 0.03500000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAG8 860000.00000000 PA USD 4300.00000000 0.000250768990 Long DBT CORP US N 3 2028-10-01 Fixed 0.11750000 Y Y N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 2920000.00000000 PA USD 3000451.84000000 0.174981460566 Long DBT CORP US N 2 2027-11-15 Fixed 0.11750000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AL6 180000.00000000 PA USD 183430.80000000 0.010697385263 Long DBT NUSS PL N 2 2056-04-14 Fixed 0.06125000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AJ5 915000.00000000 PA USD 745953.75000000 0.043502806793 Long DBT CORP US N 2 2031-10-01 Fixed 0.08750000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AX4 220000.00000000 PA USD 239514.00000000 0.013968066071 Long DBT NUSS ID N 2 2037-02-17 Fixed 0.06625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 250000.00000000 PA USD 236123.05000000 0.013770311394 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HU7 2297304.00000000 PA USD 1919397.49000000 0.111936132994 Long DBT NUSS AR N 2 2038-01-09 Variable 0.05000000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 610000.00000000 PA USD 574619.94000000 0.033510898269 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N YPF SA 5493003N7447U18U5U53 984245BB5 255000.00000000 PA USD 266793.75000000 0.015558976625 Long DBT CORP AR N 2 2034-01-17 Fixed 0.08250000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AS6 265000.00000000 PA USD 272239.85000000 0.015876584300 Long DBT CORP LU N 2 2032-04-02 Fixed 0.07375000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AN6 620000.00000000 PA USD 615040.00000000 0.035868130283 Long DBT NUSS CI N 2 2033-06-15 Fixed 0.06125000 N N N N N N MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC N/A 60832QAA8 795000.00000000 PA USD 828072.80000000 0.048291855935 Long DBT CORP US N 2 2030-04-15 Fixed 0.08250000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 31606V708 1159219.21000000 NS USD 109082527.66000000 6.361515208386 Long EC RF US N 1 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 825000.00000000 PA USD 778494.93000000 0.045400555369 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 126000.00000000 PA USD 130954.35000000 0.007637044236 Long DBT USGSE US N 2 2039-09-15 Fixed 0.05250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 780000.00000000 PA USD 791919.18000000 0.046183435747 Long DBT CORP US N 2 2029-03-01 Fixed 0.06375000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AL5 500000.00000000 PA USD 472552.50000000 0.027558491538 Long DBT CORP US N 2 2031-05-01 Fixed 0.04000000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 1465963.46000000 PA USD 1143143.65000000 0.066666274341 Long LON CORP US N 2 2030-08-01 Variable 0.08163150 N N N N N N CRC INSURANCE GROUP LLC N/A 89788VAG7 528427.42000000 PA USD 515348.84000000 0.030054304329 Long LON CORP US N 2 2031-05-06 Variable 0.06482220 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 290000.00000000 PA USD 312040.00000000 0.018197664174 Long DBT CORP CO N 2 2036-01-19 Fixed 0.08375000 N N N N N N FERTITTA ENTERTAINMENT LLC NV N/A 31556PAB3 1353954.55000000 PA USD 1351896.54000000 0.078840402618 Long LON CORP US N 2 2029-01-29 Variable 0.06893920 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AE2 425000.00000000 PA USD 446760.00000000 0.026054314980 Long DBT NUSS PL N 2 2032-11-16 Fixed 0.05750000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 555000.00000000 PA USD 532201.54000000 0.031037126323 Long DBT CORP US N 2 2030-01-31 Fixed 0.04125000 N N N N N N CARNELIAN POINT HOLDINGS LP N/A 155371529 54.00000000 NS USD 157.68000000 0.000009195640 Long EC CORP US N 3 N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765KAA7 290000.00000000 PA USD 295782.60000000 0.017249559105 Long DBT CORP US N 2 2028-09-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEM9 3300000.00000000 PA USD 3187207.02000000 0.185872718252 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1730000.00000000 PA USD 1743872.87000000 0.101699823262 Long EP CORP US N 2 N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAT0 105000.00000000 PA USD 119599.20000000 0.006974830397 Long DBT NUSS OM N 2 2051-01-25 Fixed 0.07000000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 100000.00000000 PA 59822.50000000 0.003488750689 Long DBT NUSS AU N 2 2030-12-21 Fixed 0.01000000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAM0 95525.09000000 PA USD 95644.50000000 0.005577831339 Long LON CORP US N 2 2032-07-09 Variable 0.06893920 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAF2 615000.00000000 PA USD 639969.00000000 0.037321948929 Long DBT CORP US N 2 2029-05-03 Fixed 0.08750000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2M6 460000.00000000 PA USD 281961.60000000 0.016443540914 Long DBT CORP SA N 2 2070-11-24 Fixed 0.03500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CG3 310000.00000000 PA USD 282673.50000000 0.016485057761 Long DBT NUSS TR N 2 2045-02-17 Fixed 0.06625000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AF6 185000.00000000 PA USD 163055.30000000 0.009509119315 Long DBT CORP LU N 2 2031-03-18 Fixed 0.04375000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 2285000.00000000 PA USD 2290118.40000000 0.133555972190 Long DBT CORP US N 2 2031-04-30 Fixed 0.06250000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AF4 395000.00000000 PA USD 421024.58000000 0.024553467234 Long DBT NUSS OM N 2 2047-03-08 Fixed 0.06500000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAG0 200000.00000000 PA USD 207000.00000000 0.012071902589 Long DBT CORP US N 2 2033-04-10 Fixed 0.08750000 N N N N N N GABONESE REPUBLIC N/A 362420AE1 180000.00000000 PA USD 153387.00000000 0.008945279818 Long DBT NUSS GA N 2 2031-11-24 Fixed 0.07000000 N N N N N N SOUTHEASTERN GROCERS INC N/A N/A 40826.00000000 NS USD 0.41000000 0.000000023910 Long EC CORP US N 3 N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AJ0 330000.00000000 PA USD 318257.94000000 0.018560284299 Long DBT CORP US N 2 2029-05-01 Fixed 0.03750000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAH9 285000.00000000 PA USD 294509.60000000 0.017175319820 Long DBT CORP US N 2 2028-12-15 Fixed 0.08750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 930000.00000000 PA USD 915194.40000000 0.053372645639 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AV6 395000.00000000 PA USD 308593.75000000 0.017996684491 Long DBT NUSS ZA N 2 2046-10-12 Fixed 0.05000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AA8 720000.00000000 PA USD 698363.64000000 0.040727429150 Long DBT CORP US N 2 2028-10-01 Fixed 0.04250000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBM9 235000.00000000 PA USD 252578.00000000 0.014729937257 Long DBT CORP CL N 2 2055-01-13 Fixed 0.06780000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F64P9 8174983.01000000 PA USD 7941655.91000000 0.463144427755 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 0.01336000 N N N N N N DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC N/A 25255XAA4 250000.00000000 PA USD 250000.00000000 0.014579592499 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.09775230 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 2900000.00000000 PA USD 2907838.70000000 0.169580413200 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BG6Y2 132930.17100000 PA USD 112995.09000000 0.006589689466 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW55 460000.00000000 PA USD 421194.40000000 0.024563370860 Long DBT NUSS EG N 2 2048-02-21 Fixed 0.07903000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFG8 210000.00000000 PA USD 207060.00000000 0.012075401691 Long DBT NUSS DO N 2 2034-03-17 Fixed 0.05750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FNWX4 793.33000000 PA USD 791.23000000 0.000046143243 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02282000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAB1 650000.00000000 PA USD 637996.53000000 0.037206917693 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 11075000.00000000 PA 223286.47000000 0.013021702972 Long DBT NUSS EG N 2 2026-07-21 Fixed 0.00000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 16950000.00000000 PA 293943.77000000 0.017142321537 Long DBT NUSS EG N 2 2027-03-16 Fixed 0.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AC6 605000.00000000 PA USD 627031.08000000 0.036567430523 Long DBT CORP US N 2 2031-05-15 Fixed 0.10375000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 3500000.00000000 PA 4655511.66000000 0.271501851517 Long DBT NUSS GB N 2 2036-07-31 Fixed 0.04875000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 790000.00000000 PA USD 815622.86000000 0.047565795728 Long DBT CORP US N 2 2030-01-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QV4N1 158121.68100000 PA USD 166220.10000000 0.009693685292 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBA7 200000.00000000 PA USD 188650.00000000 0.011001760500 Long DBT NUSS MX N 2 2054-05-07 Fixed 0.06400000 N N N N N N ATS CORP 5493005KP4RP3IU7HQ41 001940AC9 460000.00000000 PA USD 448578.80000000 0.026160384431 Long DBT CORP CA N 2 2028-12-15 Fixed 0.04125000 N N N N N N MEDCO LAUREL TREE PTE LTD 254900SX7FFGRREZD046 58406RAA6 640000.00000000 PA USD 642400.00000000 0.037463720886 Long DBT CORP SG N 2 2028-11-12 Fixed 0.06950000 N N N N N N AZUL SA 549300Z0MWZ57Q9RR205 05501U601 15669.00000000 NS USD 140864.31000000 0.008214976950 Long EC CORP BR N 1 N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 454000.00000000 PA USD 447462.40000000 0.026095277803 Long DBT CORP CO N 2 2027-07-14 Fixed 0.04000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123BJ8 770000.00000000 PA USD 681065.00000000 0.039718600662 Long DBT NUSS TR N 2 2041-01-14 Fixed 0.06000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05971PAF5 200000.00000000 PA USD 200300.00000000 0.011681169510 Long DBT CORP KY N 2 2199-12-31 Variable 0.08000000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAD8 460000.00000000 PA USD 484159.20000000 0.028235375363 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.08450000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 8416000.00000000 PA USD 4791202.54000000 0.279415122462 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39807UAD8 260000.00000000 PA USD 270370.36000000 0.015767558690 Long DBT CORP US N 2 2030-09-01 Fixed 0.07750000 N N N N N N ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF 549300X7H67ZLUE3IZ46 46435U853 527400.00000000 NS USD 19524348.00000000 1.138628150632 Long EC RF US N 1 N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 1135000.00000000 PA USD 1134684.92000000 0.066172974995 Long DBT CORP US N 2 2033-09-15 Fixed 0.06500000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 395000.00000000 PA USD 302668.75000000 0.017651148149 Long DBT CORP ID N 2 2050-01-21 Fixed 0.04175000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H7FZ1 283267.49100000 PA USD 272353.93000000 0.015883237260 Long ABS-CBDO USGSE US N 2 2044-08-25 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 155711.66400000 PA USD 154997.90000000 0.009039224881 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N PERTAMINA GEOTHERMAL ENERGY PT 2549009CVV6Y7H26NV14 69379VAA7 205000.00000000 PA USD 205000.00000000 0.011955265849 Long DBT CORP ID N 2 2028-04-27 Fixed 0.05150000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 715000.00000000 PA USD 711303.16000000 0.041482040865 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAC7 235000.00000000 PA USD 243927.65000000 0.014225462945 Long DBT CORP LU N 2 2037-04-08 Fixed 0.06600000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AM5 255080.00000000 PA USD 251460.41000000 0.014664761230 Long DBT NUSS GH N 2 2029-07-03 Variable 0.05000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 645000.00000000 PA USD 646613.15000000 0.037709424927 Long DBT CORP US N 2 2030-08-15 Fixed 0.05625000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBB3 280000.00000000 PA USD 263207.70000000 0.015349844034 Long DBT CORP CL N 2 2030-01-14 Fixed 0.03150000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAQ7 410000.00000000 PA USD 419753.90000000 0.024479363248 Long DBT CORP US N 2 2032-02-15 Fixed 0.08500000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAX3 783574.78800000 PA USD 706000.88000000 0.041172820538 Long LON CORP US N 2 2032-06-21 Variable 0.06893920 N N N N N N MONGOLIA GOVERNMENT OF N/A 60937LAH8 200000.00000000 PA USD 212250.00000000 0.012378074032 Long DBT NUSS MN N 2 2029-06-05 Fixed 0.07875000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797RG4 470000.00000000 PA USD 468300.95000000 0.027310548072 Long DBT UST US N 2 2026-08-06 Fixed 0.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAB9 355000.00000000 PA USD 333293.63000000 0.019437141232 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 675000.00000000 PA USD 679424.63000000 0.039622936958 Long DBT CORP US N 2 2030-06-15 Fixed 0.06000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 420000.00000000 PA USD 369442.95000000 0.021545310651 Long DBT CORP US N 2 2033-08-15 Fixed 0.03250000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 857305AA4 745000.00000000 PA USD 789253.00000000 0.046027948475 Long DBT NUSS ME N 2 2031-03-12 Fixed 0.07250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 3680000.00000000 PA USD 3328100.00000000 0.194089367190 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 1420000.00000000 PA USD 1554900.00000000 0.090679233509 Long DBT CORP CO N 2 2033-01-13 Fixed 0.08875000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 280000.00000000 PA USD 258008.80000000 0.015046652661 Long DBT NUSS AM N 2 2031-02-02 Fixed 0.03600000 N N N N N N AP CORE HOLDINGS II LLC N/A 00187GAE9 1380000.00000000 PA USD 1371802.80000000 0.080001303254 Long LON CORP US N 2 2031-05-15 Variable 0.10143290 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05957AAC3 260000.00000000 PA USD 275210.00000000 0.016049798607 Long EP CORP CL N 2 N N N CIPHER COMPUTE LLC N/A 17253NAA5 620000.00000000 PA USD 644504.00000000 0.037586422737 Long DBT CORP US N 2 2030-11-15 Fixed 0.07125000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 1394730.00000000 PA USD 1402401.02000000 0.081785741569 Long DBT CORP BR N 2 2031-06-30 Variable 0.09000000 N N Y N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 724998.44000000 PA USD 738773.41000000 0.043084061069 Long LON CORP FR N 2 2031-05-31 Variable 0.10548100 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AQ2 230000.00000000 PA USD 227263.00000000 0.013253607720 Long DBT NUSS GT N 2 2030-06-01 Fixed 0.04900000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DS8 360000.00000000 PA USD 279234.00000000 0.016284471728 Long DBT NUSS PE N 2 2041-03-11 Fixed 0.03300000 N N N N N N NETHERLANDS GOVERNMENT OF 254900G14ALGVKORFN62 N/A 6960000.00000000 PA 7812675.21000000 0.455622483570 Long DBT NUSS NL N 2 2027-07-15 Fixed 0.00750000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 570000.00000000 PA USD 544303.83000000 0.031742912149 Long DBT CORP US N 2 2029-05-01 Fixed 0.04500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 605000.00000000 PA USD 561835.39000000 0.032765324151 Long DBT CORP US N 2 2031-02-15 Fixed 0.03625000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 595000.00000000 PA USD 621923.16000000 0.036269544955 Long DBT CORP BM N 2 2030-08-01 Fixed 0.08375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133Q3TM3 7943446.15000000 PA USD 7894977.62000000 0.460422225968 Long ABS-CBDO USGSE US N 2 2027-04-25 Fixed 0.04000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 510000.00000000 PA USD 502218.25000000 0.029288549723 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 N/A 380000.00000000 PA USD 385403.60000000 0.022476109743 Long EP CORP AE N 2 N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAR4 1150000.00000000 PA USD 1149425.00000000 0.067032592434 Long DBT NUSS NG N 2 2028-09-28 Fixed 0.06125000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAK0 355000.00000000 PA USD 371805.35000000 0.021683081968 Long DBT CORP US N 2 2032-01-15 Fixed 0.08250000 N N N N N N HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PLC / HOWDEN US REFINANCE LLC N/A 44287DAA1 425000.00000000 PA USD 380960.78000000 0.022217011722 Long DBT CORP GB N 2 2032-02-15 Fixed 0.08125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 387346.68300000 PA USD 353402.06000000 0.020609832093 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 315000.00000000 PA USD 315544.95000000 0.018402067145 Long DBT CORP KY N 2 2032-10-13 Fixed 0.05250000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 210000.00000000 PA 247024.41000000 0.014406060940 Long DBT NUSS HU N 2 2033-05-26 Fixed 0.04250000 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC N/A 60672JAA7 420000.00000000 PA USD 416385.61000000 0.024282930065 Long DBT CORP US N 2 2032-04-01 Fixed 0.06750000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831W108 1600.00000000 NS USD 824368.00000000 0.048075798038 Long EC CORP US N 1 N N N ROBLOX CORP 529900ANZDBDFU91SO19 771049AA1 1160000.00000000 PA USD 1096227.76000000 0.063930216109 Long DBT CORP US N 2 2030-05-01 Fixed 0.03875000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875BZ4 290000.00000000 PA USD 268699.50000000 0.015670116859 Long DBT NUSS SV N 2 2050-01-20 Fixed 0.07124600 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BL6D7 580062.98900000 PA USD 557759.51000000 0.032527625474 Long ABS-CBDO USGSE US N 2 2044-05-25 Fixed 0.03000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 975000.00000000 PA USD 974990.64000000 0.056859864888 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 385000.00000000 PA USD 398140.54000000 0.023218907322 Long DBT CORP CA N 2 2028-11-15 Fixed 0.08500000 N N N N N N INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT N/A 74445PAF9 880000.00000000 PA USD 886336.00000000 0.051689670790 Long DBT CORP ID N 2 2030-05-15 Fixed 0.05450000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAN8 695000.00000000 PA USD 688056.43000000 0.040126329464 Long DBT CORP US N 2 2034-06-01 Fixed 0.07250000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 N/A 350000.00000000 PA USD 348008.70000000 0.020295300129 Long DBT CORP IL N 2 2036-09-09 Variable 0.05739800 N N N N N N IHEARTMEDIA INC N/A 45174J509 5655.00000000 NS USD 24259.95000000 0.001414800740 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CPU9 400000.00000000 PA USD 398122.41000000 0.023217850010 Long DBT UST US N 2 2036-01-15 Fixed 0.01875000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AW4 285000.00000000 PA USD 285712.50000000 0.016662287288 Long DBT NUSS ZA N 2 2027-09-27 Fixed 0.04850000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AC5 110000.00000000 PA USD 55385.00000000 0.003229962922 Long DBT CORP VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N OCP SA 213800D26TAPVTCVWG40 67091TAL9 200000.00000000 PA USD 199480.00000000 0.011633348447 Long EP CORP MA N 2 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAY6 374000.00000000 PA USD 375813.90000000 0.021916854070 Long DBT NUSS RO N 2 2030-09-16 Fixed 0.05750000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AU5 555000.00000000 PA USD 556419.69000000 0.032449489355 Long DBT CORP US N 2 2031-09-15 Fixed 0.05500000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAB6 1210000.00000000 PA USD 1057019.70000000 0.061643665959 Long DBT CORP JE N 2 2036-03-31 Fixed 0.02625000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 385000.00000000 PA USD 349734.00000000 0.020395916812 Long DBT CORP NL N 2 2031-07-13 Fixed 0.03061000 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 00402D2D6 470000.00000000 PA USD 432400.00000000 0.025216863187 Long DBT CORP AE N 2 2054-10-02 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPP0 4480000.00000000 PA USD 4410700.00000000 0.257224834549 Long DBT UST US N 2 2028-12-15 Fixed 0.03500000 N N N N N N TURKIYE GARANTI BANKASI AS 5493002XSS7K7RHN1V37 900148AH0 380000.00000000 PA USD 384750.00000000 0.022437992856 Long DBT CORP TR N 2 2036-01-08 Variable 0.08125000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 480000.00000000 PA USD 175920.00000000 0.010259367650 Long DBT CORP VE N 2 2027-04-12 Fixed 0.05375000 Y Y N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 450000.00000000 PA USD 447948.00000000 0.026123597203 Long DBT CORP ID N 2 2032-04-14 Fixed 0.05315000 N N N N N N LONDON CLEARING HOUSE N/A N/A 5045000.00000000 NC USD 36429.60000000 0.002124514891 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2036-09-16 0.00000000 USD 0.00000000 USD 4892330.93000000 USD 36429.60000000 N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BB3 339912.50000000 PA USD 337788.05000000 0.019699248480 Long LON CORP US N 2 2029-01-31 Variable 0.07008400 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 600000.00000000 PA USD 488136.00000000 0.028467295857 Long DBT NUSS MX N 2 2110-10-12 Fixed 0.05750000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAE2 205000.00000000 PA USD 172995.40000000 0.010088809745 Long DBT CORP PA N 2 2061-08-11 Fixed 0.05125000 N N N N N N SYNERGY INFRASTRUCTURE HOLDINGS LLC N/A 87191JAA2 335000.00000000 PA USD 350118.80000000 0.020418357721 Long DBT CORP US N 2 2030-12-01 Fixed 0.07875000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1590000.00000000 PA USD 1540323.79000000 0.089829172701 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TBR9 270000.00000000 PA USD 265612.50000000 0.015490088051 Long DBT NUSS SA N 2 2036-01-12 Fixed 0.04875000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 428419.00000000 PA USD 296037.53000000 0.017264426207 Long DBT NUSS UA N 2 2035-02-01 Variable 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLRV4 237557.91700000 PA USD 221512.71000000 0.012918260181 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N RAND PARENT LLC N/A 753272AA1 745000.00000000 PA USD 771705.27000000 0.045004593465 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAS0 550000.00000000 PA USD 589799.65000000 0.034396154213 Long DBT CORP NL N 2 2029-09-15 Fixed 0.07875000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AB2 645000.00000000 PA USD 723349.44000000 0.042184560279 Long DBT CORP US N 2 2035-05-01 Fixed 0.07750000 N N N N N N REWORLD HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 995000.00000000 PA USD 949003.34000000 0.055344327911 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAL8 420000.00000000 PA USD 410070.19000000 0.023914625065 Long DBT CORP CA N 2 2028-08-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQR5 780000.00000000 PA USD 773967.18000000 0.045136504369 Long DBT UST US N 2 2029-05-15 Fixed 0.03875000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 103000.00000000 PA USD 90118.66000000 0.005255573357 Long DBT CORP US N 2 2031-03-15 Fixed 0.03875000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 407526.00000000 PA USD 229640.90000000 0.013392282972 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AJ9 200000.00000000 PA USD 208526.00000000 0.012160896422 Long DBT NUSS AO N 2 2035-10-15 Fixed 0.09875000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAQ7 13172.03000000 PA USD 13040.31000000 0.000760489623 Long LON CORP US N 3 2026-09-30 Variable 0.11493830 N N Y N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 N/A 12471.97000000 PA USD 12565.51000000 0.000732800061 Long LON CORP US N 3 2026-09-30 Variable 0.13938580 N N Y N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 390000.00000000 PA USD 403237.38000000 0.023516146723 Long DBT CORP US N 2 2030-09-15 Fixed 0.07000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1800000.00000000 NC USD 63347.92000000 0.003694347437 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 N/A N/A NC USD N/A N/A DIR CORP US 2035-09-18 0.00000000 USD 0.00000000 USD 1800000.00000000 USD 1.00000000 3.85300000 USD 2030-09-16 XXXX 3812.92000000 N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 N/A 50418.63000000 PA USD 47555.36000000 0.002773351079 Long LON CORP LU N 2 2031-01-30 Variable 0.05663390 N N Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECB4 291980.09600000 PA USD 266392.80000000 0.015535593875 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAC7 305000.00000000 PA USD 322497.85000000 0.018807548939 Long DBT CORP LU N 2 2042-02-23 Fixed 0.06510000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BA9 675000.00000000 PA USD 632228.63000000 0.036870543167 Long DBT NUSS UY N 2 2050-06-18 Fixed 0.05100000 N N N N N N ALPHA STAR HOLDING VIII LTD 254900TMRVHA9YMIFC14 N/A 445000.00000000 PA USD 447781.25000000 0.026113872615 Long DBT CORP AE N 2 2027-04-12 Fixed 0.08375000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CR6 140000.00000000 PA USD 149247.00000000 0.008703841767 Long DBT NUSS CR N 2 2034-04-03 Fixed 0.06550000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BR4 140000.00000000 PA USD 124355.00000000 0.007252180901 Long DBT NUSS PA N 2 2033-01-19 Fixed 0.03298000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAC7 445000.00000000 PA USD 447670.00000000 0.026107384696 Long DBT NUSS NG N 2 2027-11-28 Fixed 0.06500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 1075000.00000000 PA 236806.78000000 0.013810185414 Long DBT NUSS RO N 2 2030-07-29 Fixed 0.06850000 N N N N N N SIMPSON MANUFACTURING CO 529900EJUNNL15LZ8056 829073105 3800.00000000 NS USD 795530.00000000 0.046394012884 Long EC CORP US N 1 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BW5 350000.00000000 PA USD 357052.50000000 0.020822719803 Long DBT NUSS ID N 2 2046-01-08 Fixed 0.05950000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAV6 114588.30000000 PA USD 115447.71000000 0.006732722267 Long LON CORP US N 2 2026-09-30 Variable 0.13941130 N N Y N N N Studio City International Holdings Ltd N/A 86389T106 11100.00000000 NS USD 20313.00000000 0.001184621049 Long EC CORP KY N 1 N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAM6 98083.49000000 PA USD 97919.69000000 0.005710516711 Long LON CORP US N 2 2031-01-30 Variable 0.06143920 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAR6 285000.00000000 PA USD 291578.66000000 0.017004392177 Long DBT CORP US N 2 2032-11-15 Fixed 0.07625000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAN6 1280000.00000000 PA USD 1316874.24000000 0.076797959169 Long DBT CORP US N 2 2029-01-15 Fixed 0.08375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKJK7 28335.29700000 PA USD 27893.70000000 0.001626715117 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.02000000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 1430000.00000000 PA USD 1542661.63000000 0.089965511719 Long DBT CORP US N 2 2030-12-15 Fixed 0.09250000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 720000.00000000 PA USD 685008.00000000 0.039948549995 Long DBT CORP GT N 2 2032-02-03 Fixed 0.05125000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 N/A 620000.00000000 PA USD 0.06000000 0.000000003499 Long DBT CORP US N 3 2199-12-31 Fixed 0.07125000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDUM6 114780.58000000 PA USD 105982.35000000 0.006180717900 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.03000000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRM1 315000.00000000 PA USD 300749.59000000 0.017539225866 Long DBT NUSS IL N 2 2054-03-12 Fixed 0.05750000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 420000.00000000 PA USD 426874.90000000 0.024894648361 Long DBT CORP KR N 2 2028-01-17 Fixed 0.05750000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CT2 305000.00000000 PA USD 314953.68000000 0.018367585242 Long DBT NUSS PH N 2 2033-04-13 Fixed 0.05609000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGS4 7767000.00000000 PA USD 7616514.38000000 0.444182703707 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874104 9500.00000000 NS USD 2829955.00000000 0.165038362767 Long EC CORP US N 1 N N N ZAMBIA REPUBLIC 213800DMLAZ6LGMMD849 988895AQ1 143811.76000000 PA USD 142225.52000000 0.008294360498 Long DBT NUSS ZM N 2 2033-06-30 Variable 0.05750000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 550000.00000000 PA USD 497259.73000000 0.028999376919 Long DBT CORP US N 2 2032-05-15 Fixed 0.03875000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 500000000.00000000 PA 3065746.18000000 0.178789320045 Long DBT NUSS JP N 2 2027-08-01 Fixed 0.00900000 N N N N N N AP CORE HOLDINGS II LLC N/A 001874AA4 1385000.00000000 PA USD 1449528.54000000 0.084534141718 Long DBT CORP US N 2 2031-05-15 Fixed 0.11000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494BA6 460000.00000000 PA USD 480097.40000000 0.027998497808 Long DBT NUSS GT N 2 2036-08-15 Fixed 0.06250000 N N N N N N LEIA FINCO US LLC N/A 52526CAB5 74434.68000000 PA USD 67698.34000000 0.003948056840 Long LON CORP US N 2 2031-10-09 Variable 0.06927080 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 390000.00000000 PA USD 349440.00000000 0.020378771212 Long DBT CORP US N 2 2030-04-01 Fixed 0.00250000 N N N N Y COINBASE GLOBAL INC USD XXXX N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 345000.00000000 PA USD 337793.19000000 0.019699548237 Long DBT CORP US N 2 2028-02-15 Fixed 0.04000000 N N N N N N SIBANYE-STILLWATER UK FINANCING PLC 9845008D52CAU74F6B33 82575QAA3 285000.00000000 PA USD 282017.12000000 0.016446778749 Long DBT CORP GB N 2 2031-11-15 Fixed 0.06250000 N N N N N N CFC USA 2025 LLC N/A 12531JAB7 668325.00000000 PA USD 625999.98000000 0.036507298452 Long LON CORP US N 2 2032-07-01 Variable 0.07182230 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 560000.00000000 PA USD 562030.59000000 0.032776707897 Long DBT CORP US N 2 2030-03-15 Fixed 0.05375000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 3478000.00000000 PA USD 3241426.44000000 0.189034706449 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 N/A 670000.00000000 PA USD 0.07000000 0.000000004082 Long DBT CORP US N 3 2199-12-31 Fixed 0.06250000 Y Y N N N N SUMMIT MIDSTREAM CORP 529900DFYEMSMUJH0M68 86614G200 148.00000000 NS USD 232393.22000000 0.013552793788 Long EP CORP US N 2 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAH9 430000.00000000 PA USD 428645.50000000 0.024997906866 Long DBT CORP US N 2 2029-06-15 Fixed 0.05375000 N N N N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 440000.00000000 PA USD 459844.00000000 0.026817352533 Long DBT CORP AT N 2 2032-01-26 Fixed 0.07950000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 630000.00000000 PA USD 652743.00000000 0.038066907787 Long DBT CORP PL N 2 2035-01-30 Fixed 0.06000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1540000.00000000 NC USD 47863.14000000 0.002791300307 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-04-25 0.00000000 USD 0.00000000 USD 1540000.00000000 USD 1.00000000 4.02500000 USD 2030-04-23 XXXX -13871.61000000 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HX1 744658.61000000 PA USD 678383.99000000 0.039562248529 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.01000000 N N N N N N NEW COTAI LLC / NEW COTAI CAP CORP N/A N/A 247076.00000000 NS USD 2470.76000000 0.000144090695 Long EC CORP US Y 3 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HAFW1 384520.99500000 PA USD 386518.35000000 0.022541120146 Long ABS-CBDO USGSE US N 2 2053-08-25 Variable 0.04677760 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAL3 280000.00000000 PA USD 284778.48000000 0.016607816764 Long DBT CORP US N 2 2032-08-15 Fixed 0.06625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 13241000.00000000 PA USD 9653516.56000000 0.562977350527 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1260000.00000000 PA USD 1250796.33000000 0.072944403165 Long DBT CORP US N 2 2029-08-15 Fixed 0.04500000 N N N N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 03167DAS3 64512.91000000 PA USD 64714.84000000 0.003774063983 Long LON CORP US N 2 2032-08-02 Variable 0.06643920 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAD5 250000.00000000 PA USD 256732.50000000 0.014972220925 Long DBT NUSS PL N 2 2054-07-09 Fixed 0.06250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HCYX4 256912.06300000 PA USD 259134.43000000 0.015112297567 Long ABS-CBDO USGSE US N 2 2054-06-25 Variable 0.04827760 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 N/A 43942.00000000 NS 809355.04000000 0.047200266682 Long EC CORP LU N 3 N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAZ0 555000.00000000 PA USD 539042.47000000 0.031436078210 Long DBT CORP US N 2 2030-04-30 Fixed 0.04500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AE6 425000.00000000 PA USD 434842.15000000 0.025359285394 Long DBT CORP US N 2 2030-12-15 Fixed 0.06125000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TBQ1 260000.00000000 PA USD 255494.20000000 0.014900005287 Long DBT NUSS SA N 2 2031-01-12 Fixed 0.04375000 N N N N N N SOLENIS HOLDINGS LTD N/A 68163YAJ4 151027.67000000 PA USD 150669.73000000 0.008786813061 Long LON CORP US N 2 2031-06-20 Variable 0.06732220 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAA8 285000.00000000 PA USD 283336.08000000 0.016523698347 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AP1 295000.00000000 PA USD 298503.13000000 0.017408215980 Long DBT NUSS HU N 2 2029-06-16 Fixed 0.05250000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CF5 335000.00000000 PA USD 337412.00000000 0.019677317857 Long DBT NUSS BR N 2 2033-10-20 Fixed 0.06000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBS8 745000.00000000 PA USD 731590.00000000 0.042665136306 Long DBT NUSS MX N 2 2056-02-09 Fixed 0.06750000 N N N N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAB2 315000.00000000 PA USD 315000.00000000 0.018370286549 Long DBT CORP MU N 2 2026-10-13 Fixed 0.06500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 2415000.00000000 PA USD 2434063.07000000 0.141950590714 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EV3 210000.00000000 PA USD 213116.40000000 0.012428601067 Long DBT NUSS CO N 2 2033-01-21 Fixed 0.06500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2E4 1705000.00000000 PA USD 1502531.25000000 0.087625173370 Long DBT CORP SA N 2 2039-04-16 Fixed 0.04250000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AU0 300000.00000000 PA USD 332025.00000000 0.019363156798 Long DBT NUSS CI N 2 2037-01-30 Fixed 0.08250000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AZ9 930000.00000000 PA USD 1101073.50000000 0.064212811767 Long DBT NUSS ID N 2 2038-01-17 Fixed 0.07750000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 240000.00000000 PA USD 229685.38000000 0.013394876973 Long DBT CORP US N 2 2029-11-15 Fixed 0.04125000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 N/A 552287.50000000 PA USD 538618.38000000 0.031411345972 Long LON CORP LU N 2 2030-11-15 Variable 0.08163390 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 485000.00000000 PA USD 480150.00000000 0.028001565354 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N ACCELYA LUX FINCO SARL N/A N/A 572125.00000000 PA USD 507760.94000000 0.029611790369 Long LON CORP LU N 2 2032-10-01 Variable 0.08982220 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 420000.00000000 PA USD 376019.70000000 0.021928855991 Long DBT CORP US N 2 2031-10-01 Fixed 0.09750000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597BT3 215000.00000000 PA USD 207107.35000000 0.012078163066 Long DBT NUSS CR N 2 2043-04-30 Fixed 0.05625000 N N N N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 N/A 170000.00000000 PA 106347.49000000 0.006202012270 Long DBT NUSS SN N 2 2028-03-13 Fixed 0.04750000 N N N N N N SAAVI ENERGIA SARL 254900A2V0IO8K56UH35 78518PAA3 740000.00000000 PA USD 809560.00000000 0.047212219615 Long DBT CORP LU N 2 2035-02-10 Fixed 0.08875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFT3 1300000.00000000 PA USD 1292839.85000000 0.075396312720 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 3795255.27000000 PA USD 3566667.05000000 0.208002208681 Long LON CORP US N 2 2031-02-10 Variable 0.05913390 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 415000.00000000 PA USD 410285.19000000 0.023927163515 Long DBT CORP US N 2 2034-06-01 Fixed 0.05750000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 670000000.00000000 PA 2227221.01000000 0.129887898928 Long DBT NUSS JP N 2 2048-12-20 Fixed 0.00700000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 410000.00000000 PA USD 389302.05000000 0.022703460992 Long DBT CORP US N 2 2031-12-01 Fixed 0.04625000 N N N N N N GENM CAPITAL LABUAN LTD 254900DWSHIWTSE0YG58 37231BAA6 595000.00000000 PA USD 536095.00000000 0.031264186564 Long DBT CORP MY N 2 2031-04-19 Fixed 0.03882000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CH3 495800.00000000 PA USD 409282.90000000 0.023868711596 Long DBT NUSS UA N 2 2032-02-01 Variable 0.04000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 430000.00000000 PA USD 415331.77000000 0.024221471834 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBA4 485000.00000000 PA USD 481277.92000000 0.028067343810 Long DBT CORP AU N 2 2027-09-15 Fixed 0.04500000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAN5 1594578.71000000 PA USD 1571760.29000000 0.091662498140 Long LON CORP US N 2 2031-09-19 Variable 0.06120310 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AF1 580000.00000000 PA USD 567381.23000000 0.033088748501 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N PALMER SQUARE CLO 2021-2 LTD N/A 69701XAU8 100000.00000000 PA USD 98547.50000000 0.005747129567 Long ABS-CBDO CORP KY N 2 2038-02-15 Variable 0.07813100 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAA1 160000.00000000 PA USD 166515.20000000 0.009710895043 Long DBT NUSS NG N 2 2032-02-16 Fixed 0.07875000 N N N N N N MVM ENERGETIKA ZRT 529900ELI5AQ9F74PF85 N/A 200000.00000000 PA USD 209000.00000000 0.012188539329 Long DBT CORP HU N 2 2031-03-13 Fixed 0.06500000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAV1 665000.00000000 PA USD 564678.10000000 0.032931106365 Long DBT NUSS SA N 2 2033-02-02 Fixed 0.02250000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AM8 154077.00000000 PA USD 155719.46000000 0.009081305084 Long DBT NUSS CI N 2 2028-03-03 Fixed 0.06375000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304101 12300.00000000 NS USD 1086459.00000000 0.063360517949 Long EC CORP US N 1 N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 2175000.00000000 PA USD 2145437.62000000 0.125118424930 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N N SABERT CORPORATION 54930029JPYBTHDWT603 78516EAE2 252804.62000000 PA USD 253542.81000000 0.014786203403 Long LON CORP US N 2 2028-12-10 Variable 0.06893920 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AR7 225000.00000000 PA USD 230343.75000000 0.013433272039 Long DBT NUSS HU N 2 2028-05-22 Fixed 0.06125000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 5045000.00000000 PA USD 5618806.65000000 0.327679645161 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N EATON CORP PLC 549300VDIGTMXUNT7H71 N/A 6500.00000000 NS USD 2769780.00000000 0.161529054852 Long EC CORP IE N 1 N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 970000.00000000 PA USD 971468.39000000 0.056654453009 Long DBT CORP LU N 2 2030-08-17 Fixed 0.05500000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAQ7 425000.00000000 PA USD 437230.65000000 0.025498578821 Long DBT CORP CA N 2 2031-01-15 Fixed 0.06750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DP2 380000.00000000 PA USD 389595.00000000 0.022720545359 Long DBT NUSS TR N 2 2032-02-12 Fixed 0.07125000 N N N N N N COLOMBIA TELECOMUNICACIONES S A ESP 549300CK4YN0V1C3MN55 19533PAC4 845000.00000000 PA USD 801693.75000000 0.046753472737 Long DBT CORP CO N 2 2030-07-17 Fixed 0.04950000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAA3 225000.00000000 PA USD 232609.50000000 0.013565406886 Long DBT NUSS JO N 2 2028-01-15 Fixed 0.07750000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 430000.00000000 PA USD 415415.30000000 0.024226343168 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 930000.00000000 PA USD 637050.00000000 0.037151717607 Long DBT CORP QA N 2 2051-07-12 Fixed 0.03300000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 310000.00000000 PA USD 341883.50000000 0.019938088449 Long DBT NUSS CO N 2 2035-11-14 Fixed 0.08000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 1530000.00000000 NC USD 85408.64000000 0.004980892668 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2041-04-03 0.00000000 USD 0.00000000 USD 1530000.00000000 USD 1.00000000 4.35100000 USD 2031-04-01 XXXX -4861.36000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 92793.55000000 0.005411568582 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 6194000.00000000 AUD 4379530.88000000 USD 2026-07-22 92793.55000000 N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 81720TAD7 120000.00000000 PA USD 62250.00000000 0.003630318532 Long DBT NUSS SN N 2 2048-03-13 Fixed 0.06750000 N N N N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 500.00000000 NS 276530.18000000 0.016126789352 Long EC CORP FR N 2 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 2600.00000000 NS USD 2543112.00000000 0.148310146562 Long EC CORP US N 1 N N N DORMAN PRODUCTS INC 2549000O0BBUX740XR59 258278AA8 190000.00000000 PA USD 192183.10000000 0.011207805133 Long DBT CORP US N 2 2034-06-15 Fixed 0.06250000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAD8 250000.00000000 PA USD 253845.00000000 0.014803826632 Long DBT CORP GB N 2 2035-09-09 Fixed 0.05625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 3800000.00000000 PA USD 3625585.93000000 0.211438261725 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N MODENA BUYER LLC 254900B0G2IU0VBDOY26 60753DAC8 1334675.00000000 PA USD 1230236.68000000 0.071745397889 Long LON CORP US N 2 2031-07-01 Variable 0.07913390 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 27927WAQ5 625000.00000000 PA USD 631812.50000000 0.036846275144 Long DBT NUSS EC N 2 2034-01-29 Fixed 0.08750000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAA2 200000.00000000 PA USD 205312.50000000 0.011973490340 Long DBT CORP UZ N 2 2028-10-17 Fixed 0.06700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQT1 1340000.00000000 PA USD 1334975.00000000 0.077853565988 Long DBT UST US N 2 2033-05-31 Fixed 0.04250000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 6160000.00000000 PA 4227835.51000000 0.246560475562 Long DBT NUSS AU N 2 2026-09-21 Fixed 0.00500000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AB6 490000.00000000 PA USD 505165.50000000 0.029460428539 Long DBT NUSS AO N 2 2028-05-09 Fixed 0.08250000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CQ1 350000.00000000 PA USD 346990.00000000 0.020235891205 Long DBT NUSS BR N 2 2036-05-22 Fixed 0.06250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FAWS3 600000.00000000 PA USD 592828.80000000 0.034572809303 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 0.03194000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 363576109 15200.00000000 NS USD 3489464.00000000 0.203499852646 Long EC CORP US N 1 N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BY5 240000.00000000 PA USD 204468.00000000 0.011924240476 Long DBT NUSS BR N 2 2047-02-21 Fixed 0.05625000 N N N N N N CHOBANI LLC/FINANCE CORP INC N/A 17027NAB8 375000.00000000 PA USD 371359.69000000 0.021657091803 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 07337FAB1 94525.59000000 PA USD 94897.08000000 0.005534243023 Long LON CORP US N 2 2032-09-12 Variable 0.06393920 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 205000.00000000 PA USD 210705.43000000 0.012287997227 Long DBT CORP IL N 2 2030-06-30 Fixed 0.06750000 N N N N N N FIESTA PURCHASER INC N/A 31659LAF9 98259.33000000 PA USD 96277.44000000 0.005614743368 Long LON CORP US N 2 2031-02-12 Variable 0.06393920 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 320000.00000000 PA USD 316632.44000000 0.018465487789 Long DBT CORP AU N 2 2032-05-01 Fixed 0.06000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 430000.00000000 PA USD 433507.51000000 0.025281451365 Long DBT CORP US N 2 2036-02-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 230000.00000000 PA USD 230071.88000000 0.013417417023 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAM0 700000.00000000 PA USD 748431.22000000 0.043647288805 Long DBT CORP US N 2 2030-03-15 Fixed 0.09875000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 300000.00000000 PA USD 274815.54000000 0.016026794342 Long DBT CORP US N 2 2030-02-15 Fixed 0.04125000 N N N N N N GABONESE REPUBLIC N/A 362420AD3 185000.00000000 PA USD 159026.00000000 0.009274137107 Long DBT NUSS GA N 2 2031-02-06 Fixed 0.06625000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAR2 573562.50000000 PA USD 565882.50000000 0.033001345010 Long LON CORP US N 2 2032-10-01 Variable 0.07427250 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DT4 215000.00000000 PA USD 210108.75000000 0.012253199822 Long DBT NUSS TR N 2 2033-03-14 Fixed 0.06300000 N N N N N N MONDAY.COM LTD 984500MDAFVD86E3B328 N/A 6700.00000000 NS USD 485013.00000000 0.028285167587 Long EC CORP IL N 1 N N N DEVELOPMENT BK KAZAKHSTAN JSC 213800LCDPGJ1BI7KX98 48129VAH9 100000000.00000000 PA 208831.44000000 0.012178709185 Long DBT CORP KZ N 2 2029-05-08 Fixed 0.16950000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AN6 340000.00000000 PA USD 218664.20000000 0.012752139720 Long DBT NUSS HU N 2 2051-09-21 Fixed 0.03125000 N N N N N N PETRORIO LUXEMBOURG HOLDING SARL 2221003VQP4JY7T31H94 74259PAA5 450000.00000000 PA USD 441000.00000000 0.025718401169 Long DBT CORP LU N 2 2030-10-15 Fixed 0.06750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJYG6 558389.43000000 PA USD 561841.11000000 0.032765657733 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04777760 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAK8 390000.00000000 PA USD 386423.70000000 0.022535600312 Long LON CORP US N 2 2033-02-03 Variable 0.08768700 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BVZ82 590234.57000000 PA USD 587135.07000000 0.034240760251 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 0.03430000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2J2 155000.00000000 PA USD 141192.60000000 0.008234122287 Long DBT NUSS BH N 2 2034-05-18 Fixed 0.05625000 N N N N N N BELRON FINANCE 2019 LLC N/A 08078UAQ6 211258.96000000 PA USD 210950.52000000 0.012302290476 Long LON CORP US N 2 2031-10-16 Variable 0.05656650 N N N N N N 1261229 BC LTD N/A N/A 821700.00000000 PA USD 795890.40000000 0.046415030825 Long LON CORP CA N 2 2030-10-08 Variable 0.09893920 N N N N N N BAHAMAS COMWLTH 549300W13SXC7EKNJC20 056732AP5 385000.00000000 PA USD 432100.75000000 0.025199411414 Long DBT NUSS BS N 2 2036-06-24 Fixed 0.08250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 3680000.00000000 PA USD 3554074.82000000 0.207267850353 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 200000.00000000 PA USD 202500.00000000 0.011809469924 Long DBT CORP LU N 2 2041-06-30 Fixed 0.05957300 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAK7 540000.00000000 PA USD 534250.57000000 0.031156622412 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AJ1 205000.00000000 PA USD 210192.65000000 0.012258092733 Long DBT NUSS RS N 2 2034-06-12 Fixed 0.06000000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912797UH8 860000.00000000 PA USD 852575.47000000 0.049720811710 Long DBT UST US N 2 2026-09-24 Fixed 0.00000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DP0 1355000.00000000 PA USD 1229852.20000000 0.071722975642 Long DBT NUSS CL N 2 2031-01-31 Fixed 0.02450000 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 283000.00000000 PA USD 278003.15000000 0.016212690562 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N BANK HAPOALIM B M B6ARUI4946ST4S7WOU88 N/A 200000.00000000 PA USD 197938.95000000 0.011543476923 Long DBT CORP IL N 2 2033-01-14 Fixed 0.05252000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 1430000.00000000 PA USD 1440479.04000000 0.084006389628 Long DBT CORP US N 2 2030-06-15 Fixed 0.06125000 N N N N N N CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC N/A 17181TAS0 100000.00000000 PA USD 97446.10000000 0.005682897714 Long ABS-CBDO CORP KY N 2 2038-01-17 Variable 0.07430380 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAC9 530000.00000000 PA USD 527837.60000000 0.030782628455 Long DBT CORP US N 2 2026-09-18 Fixed 0.04375000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AX2 190000.00000000 PA USD 160668.75000000 0.009369939609 Long DBT NUSS ZA N 2 2047-09-27 Fixed 0.05650000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CL2 170000.00000000 PA USD 171116.90000000 0.009979258687 Long DBT NUSS TR N 2 2027-03-25 Fixed 0.06000000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAC7 440000.00000000 PA USD 442475.00000000 0.025804420764 Long DBT CORP US N 2 2029-09-10 Fixed 0.05250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DW5 200000.00000000 PA USD 157432.00000000 0.009181177625 Long DBT NUSS CL N 2 2052-01-31 Fixed 0.04000000 N N N N N N APPLIED SYS INC 549300NSKGF0SY5SWQ62 03827FBD2 539068.62000000 PA USD 528961.08000000 0.030848147977 Long LON CORP US N 2 2031-02-24 Variable 0.05982220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHR5 249365.67100000 PA USD 258049.26000000 0.015049012222 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N PING IDENTITY HOLDING CORP N/A 72342MAB3 85000.00000000 PA USD 82662.50000000 0.004820742259 Long LON CORP US N 2 2032-11-15 Variable 0.05886390 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 2930000.00000000 PA USD 2748019.52000000 0.160260019128 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAB1 325000.00000000 PA USD 330890.63000000 0.019297002189 Long DBT CORP MA N 2 2044-04-25 Fixed 0.06875000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAM1 2320000.00000000 PA USD 2190193.68000000 0.127728525397 Long DBT CORP CA N 2 2030-10-15 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BQRD3 592199.08400000 PA USD 600739.01000000 0.035034119857 Long ABS-CBDO USGSE US N 2 2053-11-25 Variable 0.05077760 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC28 980000.00000000 PA USD 1007634.76000000 0.058763616756 Long EP CORP US N 2 N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAD6 250000.00000000 PA USD 260473.25000000 0.015190375368 Long DBT CORP US N 2 2029-02-01 Fixed 0.09000000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 545000.00000000 PA USD 539087.79000000 0.031438721198 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAL1 465000.00000000 PA USD 455700.00000000 0.026575681208 Long DBT CORP TR N 2 2030-10-03 Fixed 0.06375000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BZ6 290000.00000000 PA USD 350844.90000000 0.020460702690 Long DBT NUSS PA N 2 2057-03-01 Fixed 0.07875000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 1165000.00000000 PA USD 1111513.45000000 0.064821652634 Long DBT CORP NL N 2 2029-07-15 Fixed 0.04125000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAH4 4005000.00000000 PA USD 4015985.72000000 0.234205741125 Long EP CORP US N 2 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 595000.00000000 PA USD 419475.00000000 0.024463098254 Long DBT CORP NL N 2 2050-08-03 Fixed 0.04027000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 1410000.00000000 PA USD 1480990.68000000 0.086368962439 Long DBT CORP US N 2 2030-10-15 Fixed 0.07750000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAD3 279000.00000000 PA USD 244264.50000000 0.014245107488 Long DBT CORP US N 2 2031-04-15 Fixed 0.09750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCD4 467875.00000000 PA USD 467898.39000000 0.027287071429 Long LON CORP US N 2 2032-01-19 Variable 0.06120310 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 435000.00000000 PA USD 442833.90000000 0.025825351227 Long DBT CORP BM N 2 2031-06-15 Fixed 0.05875000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 990000.00000000 PA USD 1002038.40000000 0.058437246163 Long DBT CORP US N 2 2028-02-15 Fixed 0.07250000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BD9 33600.00000000 PA USD 33516.00000000 0.001954598488 Long LON CORP US N 2 2029-06-24 Variable 0.07982220 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ES0 280000.00000000 PA USD 316820.00000000 0.018476425982 Long DBT NUSS CO N 2 2035-04-25 Fixed 0.08500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HL4 315000.00000000 PA USD 247808.64000000 0.014451795956 Long DBT CORP US N 2 2045-03-15 Fixed 0.04300000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 17877.62000000 0.001042593657 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 2165000.00000000 SGD 1693792.25000000 USD 2026-07-22 17877.62000000 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BC7 280000.00000000 PA USD 286475.00000000 0.016706755045 Long DBT NUSS ZA N 2 2032-04-20 Fixed 0.05875000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 565000.00000000 PA USD 577484.72000000 0.033677967569 Long DBT CORP LR N 2 2032-03-15 Fixed 0.06250000 N N N N N N BRINKS CO XFP140TFNOQMIVFTVQ13 109696AA2 620000.00000000 PA USD 616362.52000000 0.035945257494 Long DBT CORP US N 2 2027-10-15 Fixed 0.04625000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 260000.00000000 PA USD 269191.26000000 0.015698795500 Long DBT CORP US N 2 2031-10-01 Fixed 0.07375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 2520000.00000000 PA USD 1743229.68000000 0.101662313469 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLMF4 168215.61200000 PA USD 156804.67000000 0.009144592762 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 823000.00000000 PA USD 912631.79000000 0.053223198401 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HDJW1 2194248.61000000 PA USD 2193115.94000000 0.127898946837 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 0.04141670 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 870000.00000000 PA USD 871480.74000000 0.050823336241 Long DBT CORP US N 2 2036-07-01 Fixed 0.06750000 N N N N N N RR 31 LTD N/A 74988BAA4 125000.00000000 PA USD 125383.63000000 0.007312168926 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.09673100 N N N N N N NCR ATLEOS CORP 9845005FC3S0VA714741 638962AA8 435000.00000000 PA USD 463834.89000000 0.027050094732 Long DBT CORP US N 2 2029-04-01 Fixed 0.09500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 3850000.00000000 PA USD 3719332.16000000 0.216905389052 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 225923.00000000 PA USD 230441.46000000 0.013438970327 Long DBT NUSS LK N 2 2030-01-15 Variable 0.03100000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487930AA7 265000.00000000 PA USD 269941.46000000 0.015742545942 Long DBT CORP US N 2 2033-04-30 Fixed 0.07125000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAA0 200000.00000000 PA USD 199660.00000000 0.011643845753 Long DBT CORP MX N 2 2033-07-30 Fixed 0.06125000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 1220000.00000000 PA USD 1219140.63000000 0.071098294339 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AR0 350000.00000000 PA USD 350910.00000000 0.020464499215 Long DBT NUSS GT N 2 2050-06-01 Fixed 0.06125000 N N N N N N RED PLANET BORROWER LLC 254900LGTHBRY5NA0C90 57165KAE6 333003.71000000 PA USD 332634.08000000 0.019398677351 Long LON CORP US N 2 2032-09-08 Variable 0.07370310 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 300000.00000000 PA USD 303001.80000000 0.017670571082 Long DBT CORP US N 2 2028-06-01 Fixed 0.06250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5UF2 135968.66600000 PA USD 121311.27000000 0.007074675528 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N BAPCO ENERGIES BSC 549300OBH16L6TS6IW50 67778M2D1 180000.00000000 PA USD 183420.00000000 0.010696755425 Long DBT CORP BH N 2 2028-11-07 Fixed 0.08375000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CW5 210000.00000000 PA USD 209212.50000000 0.012200931983 Long DBT NUSS PH N 2 2033-07-17 Fixed 0.05000000 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAC7 315000.00000000 PA USD 316175.27000000 0.018438826380 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AC4 370000.00000000 PA USD 355092.70000000 0.020708427462 Long DBT NUSS AO N 2 2048-05-08 Fixed 0.09375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 2240000.00000000 PA USD 2085212.51000000 0.121606194682 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 N/A 400000.00000000 PA USD 405782.56000000 0.023664577472 Long DBT CORP CZ N 2 2031-01-10 Fixed 0.06500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 245000.00000000 PA USD 229993.75000000 0.013412860609 Long DBT CORP AT N 2 2031-01-15 Fixed 0.03750000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412AFG2 255000.00000000 PA USD 282667.50000000 0.016484707851 Long DBT NUSS NG N 2 2046-01-13 Fixed 0.09129700 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 1575000.00000000 PA USD 1640390.85000000 0.095664920531 Long DBT CORP US N 2 2029-04-15 Fixed 0.08250000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 500000.00000000 PA USD 505995.00000000 0.029508803627 Long DBT CORP US N 2 2029-06-15 Fixed 0.07500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 288.00000000 NC USD -69094.05000000 -0.00402945237 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-09-30 59424094.05000000 USD -69094.05000000 N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DQ8 700000.00000000 PA USD 440139.00000000 0.025668189052 Long DBT NUSS CL N 2 2061-01-22 Fixed 0.03100000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJZC4 186006.38000000 PA USD 186557.59000000 0.010879734559 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04827760 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPUB7 799574.88000000 PA USD 798506.97000000 0.046567624922 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04091670 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 91380.00000000 PA USD 76165.23000000 0.004441832064 Long DBT NUSS LK N 2 2035-06-15 Variable 0.03600000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AV6 184000.00000000 PA USD 178891.28000000 0.010432647856 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAV3 585000.00000000 PA USD 628910.69000000 0.036677046315 Long DBT CORP US N 2 2030-04-15 Fixed 0.09750000 N N N N N N EUREX DEUTSCHLAND N/A N/A -120.00000000 NC -223195.47000000 -0.01301639600 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BUND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING 2026-09-08 -17498108.64000000 EUR -223195.47000000 N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AD5 200000.00000000 PA USD 200300.00000000 0.011681169510 Long DBT NUSS PK N 2 2029-04-24 Fixed 0.06975000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAA1 355000.00000000 PA USD 338653.00000000 0.019749690954 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AU4 190000.00000000 PA USD 205842.20000000 0.012004381580 Long DBT CORP AR N 2 2031-07-18 Fixed 0.09500000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 605000.00000000 PA USD 567524.48000000 0.033097102607 Long DBT CORP US N 2 2031-03-15 Fixed 0.04000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 430000.00000000 PA USD 428925.00000000 0.025014206851 Long DBT CORP BM N 2 2030-01-31 Fixed 0.08750000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AW4 450000.00000000 PA USD 438182.19000000 0.025554071082 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAP6 470000.00000000 PA USD 448850.00000000 0.026176200373 Long DBT CORP AE N 2 2037-03-09 Fixed 0.04750000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAC3 640000.00000000 PA USD 532288.00000000 0.031042168529 Long DBT NUSS SA N 2 2046-10-26 Fixed 0.04500000 N N N N N N TECPETROL SA 529900C0GOV3UC7ZMZ16 87876TAG9 255000.00000000 PA USD 264009.15000000 0.015396583292 Long DBT CORP AR N 2 2033-01-22 Fixed 0.07625000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BH6 200000.00000000 PA USD 196425.00000000 0.011455185826 Long DBT NUSS ZA N 2 2037-12-11 Fixed 0.06125000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 435000.00000000 PA USD 428298.96000000 0.024977697219 Long DBT CORP US N 2 2029-12-15 Fixed 0.05000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 15517.58000000 0.000904959971 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 2807000.00000000 EUR 3225572.82000000 USD 2026-07-22 15517.58000000 N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BB5 1045000.00000000 PA USD 1182992.25000000 0.068990179740 Long DBT NUSS BR N 2 2034-01-20 Fixed 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQAC6 274806.88000000 PA USD 287850.97000000 0.016786999372 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 302000.00000000 PA USD 305363.51000000 0.017808302160 Long DBT USGSE US N 2 2056-04-01 Fixed 0.05375000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAC8 345000.00000000 PA USD 311638.50000000 0.018174249348 Long DBT CORP AE N 2 2053-05-22 Fixed 0.05084000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 1565000.00000000 PA USD 1592982.20000000 0.092900125339 Long DBT CORP US N 2 2032-01-31 Fixed 0.07375000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 1930000.00000000 PA USD 1938351.11000000 0.113041477218 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 9760000.00000000 NC USD 77990.50000000 0.004548278835 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2029-03-14 0.00000000 USD 0.00000000 USD 9760000.00000000 USD 1.00000000 3.27500000 USD 2028-03-10 XXXX 30410.50000000 N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 20980000.00000000 PA 23801045.16000000 1.388038157978 Long DBT NUSS DE N 2 2027-06-10 Fixed 0.01700000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082LAC1 265000.00000000 PA USD 267312.92000000 0.015589253773 Long DBT CORP US N 2 2031-03-15 Fixed 0.08000000 N N N N N N B and G FOODS INC 549300TRW1LZMDJZAQ78 05508WAD7 275000.00000000 PA USD 253916.16000000 0.014807976567 Long DBT CORP US N 2 2031-06-15 Fixed 0.11000000 N N N N N N ALDAR PROPERTIES PJSC 98450048CD8AEF13B480 N/A 755000.00000000 PA USD 749775.40000000 0.043725679192 Long DBT CORP AE N 2 2055-04-15 Variable 0.06622700 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 520000.00000000 PA USD 521970.28000000 0.030440455916 Long DBT CORP IL N 2 2027-06-30 Fixed 0.06500000 N N N N N N SUPERIOR ENERGY SERVICES INC N/A N/A 5560.00000000 NS USD 541544.00000000 0.031581963362 Long EC CORP US N 3 N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 295000.00000000 PA USD 286607.72000000 0.016714495059 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CKR4 450000.00000000 PA USD 436665.55000000 0.025465623110 Long DBT NUSS IL N 2 2056-01-13 Fixed 0.05875000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 665000.00000000 PA USD 646083.78000000 0.037678552931 Long DBT CORP US N 2 2029-02-15 Fixed 0.03875000 N N N N N N EMCOR GROUP INC 529900X0SQJB2J7YDU43 29084Q100 2700.00000000 NS USD 2240676.00000000 0.130672572013 Long EC CORP US N 1 N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 2315000.00000000 PA USD 2412188.33000000 0.140674891533 Long DBT CORP US N 2 2034-01-15 Fixed 0.06500000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AV8 285000.00000000 PA USD 312912.90000000 0.018248570279 Long DBT NUSS CI N 2 2036-04-01 Fixed 0.08075000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 865000.00000000 PA USD 753404.01000000 0.043937293813 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CD2 290000.00000000 PA USD 10730.00000000 0.000625756110 Long DBT NUSS SV N 2 2030-04-17 Variable 0.04000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DF6 740000.00000000 PA USD 681170.00000000 0.039724724091 Long DBT NUSS PE N 2 2031-01-23 Fixed 0.02783000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 6482000.00000000 PA USD 6077381.37000000 0.354422975354 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 00723L2C2 375000.00000000 PA USD 337734.38000000 0.019696118533 Long DBT CORP AE N 2 2054-09-11 Fixed 0.05125000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AM6 410000.00000000 PA USD 445875.00000000 0.026002703222 Long DBT NUSS KE N 2 2031-02-16 Fixed 0.09750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5MS3 145640.85800000 PA USD 128249.61000000 0.007479308208 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CN8 355000.00000000 PA USD 356730.63000000 0.020803948869 Long DBT NUSS BR N 2 2056-01-12 Fixed 0.07250000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEZ7 224000.00000000 PA USD 233777.60000000 0.013633528574 Long DBT NUSS DO N 2 2036-06-01 Fixed 0.06600000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 2350000.00000000 PA USD 2415095.00000000 0.140844403790 Long DBT CORP US N 2 2030-12-15 Fixed 0.06875000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAY7 975000.00000000 PA USD 932875.13000000 0.054403756993 Long DBT NUSS QA N 2 2048-04-23 Fixed 0.05103000 N N N N N N WH BORROWER LLC 2549009H920CQUE3R944 92942LAG6 605425.00000000 PA USD 605909.34000000 0.035335645075 Long LON CORP US N 2 2032-02-20 Variable 0.08141920 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 8450000.00000000 PA USD 8265486.31000000 0.482029688839 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAU3 225000.00000000 PA USD 176845.50000000 0.010313341301 Long DBT NUSS SA N 2 2060-04-22 Fixed 0.04500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BK5 565000.00000000 PA USD 611019.25000000 0.035633646697 Long DBT NUSS BR N 2 2037-01-20 Fixed 0.07125000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 260000.00000000 PA USD 266037.20000000 0.015514855862 Long DBT CORP GB N 2 2032-05-13 Fixed 0.05625000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CJZ8 445000.00000000 PA USD 433933.69000000 0.025306305487 Long DBT NUSS IL N 2 2036-01-13 Fixed 0.05000000 N N N N N N DEMOCRATIC REPUBLIC OF CONGO N/A 24811WAB4 200000.00000000 PA USD 208250.00000000 0.012144800552 Long DBT NUSS CD N 2 2037-04-16 Fixed 0.09500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAG6 195000.00000000 PA USD 195066.30000000 0.011375948657 Long DBT CORP AE N 2 2030-04-23 Fixed 0.04875000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBN9 527000.00000000 PA USD 567547.91000000 0.033098469006 Long DBT CORP US N 2 2032-01-15 Fixed 0.10875000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AM1 580000.00000000 PA USD 567721.40000000 0.033108586660 Long DBT NUSS EG N 2 2047-01-31 Fixed 0.08500000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893830BY4 205000.00000000 PA USD 211679.52000000 0.012344804568 Long DBT CORP BM N 2 2029-05-15 Fixed 0.08250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 58000.00000000 PA USD 53325.30000000 0.003109844575 Long DBT CORP US N 2 2032-02-15 Fixed 0.03875000 N N N N N N NVENT ELECTRIC PLC N/A N/A 12100.00000000 NS USD 2052281.00000000 0.119685682697 Long EC CORP IE N 1 N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAP6 280000.00000000 PA USD 279769.45000000 0.016315698299 Long DBT CORP NL N 2 2027-05-09 Fixed 0.04750000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBH0 290000.00000000 PA USD 296742.50000000 0.017305538909 Long DBT CORP CL N 2 2053-09-08 Fixed 0.06300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 197519.72000000 0.011519028112 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1951717000.00000000 JPY 12221214.77000000 USD 2026-07-22 197519.72000000 N N N OCP SA 213800D26TAPVTCVWG40 67091TAH8 280000.00000000 PA USD 287092.40000000 0.016742760806 Long DBT CORP MA N 2 2030-04-30 Fixed 0.06100000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BSP72 1902987.52000000 PA USD 1896901.00000000 0.110624174367 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 0.02653000 N N N N N N ELDORADO GOLD CORP NEW 5493004PWQ01YDD1IH62 284902AF0 420000.00000000 PA USD 420205.80000000 0.024505717319 Long DBT CORP CA N 2 2029-09-01 Fixed 0.06250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030678 -7300000.00000000 PA USD -6366398.62000000 -0.37127799027 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.03000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 340000.00000000 PA USD 328944.43000000 0.019183502977 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FQXJ7 2713683.16000000 PA USD 2699602.67000000 0.157436427356 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 0.02525000 N N N N N N VS BUYER LLC 254900G5QLDMHSCYJK25 91834WAG5 1671409.01800000 PA USD 1602463.40000000 0.093453053469 Long LON CORP US N 2 2031-04-14 Variable 0.05913390 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAD5 415000.00000000 PA USD 405601.37000000 0.023654010767 Long DBT CORP US N 2 2029-11-01 Fixed 0.05875000 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 N/A 710000.00000000 PA USD 701480.00000000 0.040909170186 Long EP CORP KY N 2 N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 29261HAB1 630000.00000000 PA USD 642707.10000000 0.037481630458 Long DBT CORP GB N 2 2030-05-28 Fixed 0.07000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494BB4 280000.00000000 PA USD 304239.60000000 0.017742757560 Long DBT NUSS GT N 2 2055-08-15 Fixed 0.06875000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149BY5 200000.00000000 PA USD 215000.00000000 0.012538449549 Long DBT NUSS PY N 2 2055-03-04 Fixed 0.06650000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 655000.00000000 PA USD 649829.95000000 0.037897023459 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N SOC QUIMICA Y MINERA DE CHILE TJ88LXZZW5PWIN93ZC81 833636AQ6 420000.00000000 PA USD 416535.00000000 0.024291642247 Long DBT CORP CL N 2 2056-04-22 Variable 0.05625000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAF5 340000.00000000 PA USD 333336.00000000 0.019439612181 Long EP CORP US N 2 N N N SCIH SALT HLDGS INC N/A 78433BAA6 375000.00000000 PA USD 369933.00000000 0.021573889568 Long DBT CORP US N 2 2028-05-01 Fixed 0.04875000 N N N N N N CHARLOTTE BUYER INC N/A 160924AA4 255000.00000000 PA USD 258134.42000000 0.015053978614 Long DBT CORP US N 2 2031-06-30 Fixed 0.08000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAV3 575000.00000000 PA USD 517433.88000000 0.030175900463 Long DBT NUSS QA N 2 2046-06-02 Fixed 0.04625000 N N N N N N STERLING INFRASTRUCTURE INC 549300RZIK6K1215XU51 859241101 2500.00000000 NS USD 2098400.00000000 0.122375267603 Long EC CORP US N 1 N N N IHS NETHERLANDS HOLDCO BV 5493006Z6YQYCCN2XI74 44963LAC0 268115.33220000 PA USD 268115.33000000 0.015636049017 Long DBT CORP NL N 2 2027-09-18 Fixed 0.08000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CR2 895000.00000000 PA USD 940282.58000000 0.054835747403 Long DBT CORP US N 2 2030-09-01 Fixed 0.06500000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 280000.00000000 PA USD 274405.99000000 0.016002910054 Long DBT CORP ES N 2 2028-10-15 Fixed 0.04750000 N N N N N N CONSTRUCTION PARTNERS INC 549300G4ICXJKQN32X70 21044C107 6900.00000000 NS USD 819513.00000000 0.047792662352 Long EC CORP US N 1 N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 352040.00000000 PA USD 341126.76000000 0.019893956605 Long DBT CORP LU N 2 2034-06-15 Fixed 0.05198000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPJ4 19190000.00000000 PA USD 18563326.56000000 1.082582946718 Long DBT UST US N 2 2035-11-15 Fixed 0.04000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAP7 410000.00000000 PA USD 415761.70000000 0.024246544651 Long DBT CORP US N 2 2033-06-15 Fixed 0.05875000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAM9 440000.00000000 PA USD 429000.00000000 0.025018580729 Long DBT CORP TR N 2 2031-01-15 Fixed 0.06375000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1215000.00000000 PA USD 1139807.90000000 0.066471738838 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AU8 184000.00000000 PA USD 182143.88000000 0.010622334186 Long DBT CORP US N 2 2028-03-01 Fixed 0.04500000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 N/A 36191.93000000 PA USD 36191.93000000 0.002110654364 Long LON CORP CA N 3 2026-09-30 Variable 0.15000000 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17288YAP7 514787.77000000 PA USD 513536.84000000 0.029948631442 Long LON CORP US N 2 2033-06-10 Variable 0.05661350 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 225000.00000000 PA USD 224918.55000000 0.013116883218 Long DBT CORP ID N 2 2027-04-14 Fixed 0.04763000 N N N N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAA8 1265000.00000000 PA USD 1241666.73000000 0.072411979774 Long DBT CORP US N 2 2031-06-15 Fixed 0.05500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BF0 475000.00000000 PA USD 510948.00000000 0.029797654513 Long DBT NUSS ZA N 2 2036-11-19 Fixed 0.07100000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 1140000.00000000 PA USD 1137805.14000000 0.066354941140 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKJA1 110371.31600000 PA USD 98226.42000000 0.005728404705 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 3309000.00000000 PA USD 1955188.43000000 0.114023402276 Long DBT CORP US N 2 2031-11-15 Fixed 0.04500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 535000.00000000 PA USD 526313.31000000 0.030693734347 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N BELLRING BRANDS INC N/A 07831CAA1 685000.00000000 PA USD 684857.86000000 0.039939794075 Long DBT CORP US N 2 2030-03-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BUX60 1963285.82100000 PA USD 1952627.14000000 0.113874032018 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 0.03413000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHSA5 327724.77000000 PA USD 298098.68000000 0.017384629116 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 670000.00000000 PA USD 601618.06000000 0.035085384620 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N N DEMOCRATIC REPUBLIC OF CONGO N/A 24811WAA6 250000.00000000 PA USD 257935.00000000 0.015042348765 Long DBT NUSS CD N 2 2032-04-16 Fixed 0.08750000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 755264.00000000 PA USD 723165.28000000 0.042173820368 Long DBT NUSS LK N 2 2033-03-15 Variable 0.03350000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAB8 200000.00000000 PA USD 196725.00000000 0.011472681337 Long DBT CORP MX N 2 2038-07-30 Fixed 0.06500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 715000.00000000 PA USD 690427.52000000 0.040264607568 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 1665000.00000000 PA USD 1665769.63000000 0.097144969613 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N LCM INVESTMENTS HOLDINGS II LLC 549300P5V78NNQTG4428 50190EAC8 355000.00000000 PA USD 369886.28000000 0.021571164934 Long DBT CORP US N 2 2031-08-01 Fixed 0.08250000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAS2 425000.00000000 PA USD 446781.25000000 0.026055554245 Long DBT NUSS OM N 2 2031-01-25 Fixed 0.06250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810US5 530000.00000000 PA USD 502044.15000000 0.029278396495 Long DBT UST US N 2 2056-02-15 Fixed 0.02375000 N N N N N N WEEKLEY HOMES LLC / WEEKLEY FIN CORP N/A 948565AD8 300000.00000000 PA USD 295862.61000000 0.017254225158 Long DBT CORP US N 2 2028-09-15 Fixed 0.04875000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 690000.00000000 PA USD 671374.00000000 0.039153437338 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N CORE and MAIN LP 549300ZSLF8Q660SCD17 21867FAC8 385000.00000000 PA USD 386810.64000000 0.022558166022 Long DBT CORP US N 2 2034-07-01 Fixed 0.06000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 1105000.00000000 PA USD 967068.60000000 0.056397864428 Long DBT CORP NL N 2 2032-01-15 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 1020000.00000000 PA USD 1028685.93000000 0.059991286677 Long DBT UST US N 2 2045-05-15 Fixed 0.05000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 350000.00000000 PA USD 345469.71000000 0.020147230370 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137GB2J3 1700000.00000000 PA USD 1699997.28000000 0.099141070370 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 0.04091670 N N N N N N GB AIT BUYER INC 254900T5IGTG0Y9WAD71 36832FAB0 150000.00000000 PA USD 149964.00000000 0.008745656038 Long LON CORP US N 2 2033-04-29 Variable 0.07913390 N N N N N N MOSS CREEK RES HLDGS INC 54930037SLMSPWKYIX36 61965RAC9 280000.00000000 PA USD 277600.84000000 0.016189228498 Long DBT CORP US N 2 2031-09-01 Fixed 0.08250000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 1230000.00000000 PA USD 1286716.90000000 0.075039232256 Long DBT CORP US N 2 2033-07-01 Fixed 0.07250000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 590000.00000000 PA USD 607700.00000000 0.035440073447 Long DBT CORP US N 2 2031-06-15 Fixed 0.08750000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BY9 305000.00000000 PA USD 358985.00000000 0.020935420053 Long DBT NUSS PA N 2 2038-03-01 Fixed 0.08000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 570000.00000000 PA USD 517735.23000000 0.030193474704 Long DBT CORP US N 2 2031-09-01 Fixed 0.03875000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2C0 115000.00000000 PA USD 107122.50000000 0.006247209590 Long DBT NUSS UZ N 2 2030-11-25 Fixed 0.03700000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CM0 360000.00000000 PA USD 292050.00000000 0.017031879957 Long DBT NUSS TR N 2 2047-05-11 Fixed 0.05750000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAS2 515000.00000000 PA USD 524785.00000000 0.030604605799 Long DBT CORP KY N 2 2054-06-28 Fixed 0.06400000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAC1 450000.00000000 PA USD 462103.65000000 0.026949131638 Long DBT CORP US N 2 2032-11-15 Fixed 0.06750000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AF1 360000.00000000 PA USD 358344.00000000 0.020898037978 Long DBT NUSS BM N 2 2029-02-15 Fixed 0.04750000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAJ0 3084713.59600000 PA USD 2972892.73000000 0.173374258192 Long LON CORP US N 2 2028-08-31 Variable 0.06732220 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRVH9 1600000.00000000 PA USD 1600491.84000000 0.093338075303 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.04149170 N N N N N N JAMAICA GOVT OF 529900Y93KNSXZI8KK56 470160CB6 160000.00000000 PA USD 192382.00000000 0.011219404656 Long DBT NUSS JM N 2 2045-07-28 Fixed 0.07875000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 1345000.00000000 PA USD 1337588.51000000 0.078005981631 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 15132HAK7 335000.00000000 PA USD 335251.25000000 0.019551306439 Long DBT CORP CL N 2 2036-04-15 Fixed 0.05750000 N N N N N N BUFFALO ENERGY MEXICO HOLDINGS N/A 11952AAA0 485756.42000000 PA USD 511865.83000000 0.029851180863 Long DBT CORP MX N 2 2039-02-15 Fixed 0.07875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLC3 260000.00000000 PA USD 258793.31000000 0.015092404005 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 157112.00000000 PA USD 158093.95000000 0.009219781470 Long DBT NUSS LK N 2 2036-05-15 Variable 0.03600000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990B101 4400.00000000 NS USD 489764.00000000 0.028562238163 Long EC CORP US N 1 N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 995000.00000000 PA USD 817545.57000000 0.047677925041 Long DBT CORP GB N 2 2031-07-15 Fixed 0.04750000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAM9 275000.00000000 PA USD 272795.52000000 0.015908990069 Long DBT CORP US N 2 2035-01-15 Fixed 0.07250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKY9 379554.11600000 PA USD 327486.35000000 0.019098470128 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990B309 97961.00000000 NS USD 3686272.43000000 0.214977399485 Long EP CORP US N 2 N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299CC6 1075000.00000000 PA USD 1072502.02000000 0.062546569625 Long DBT NUSS PA N 2 2038-02-23 Fixed 0.05662000 N N N N N N BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC N/A 094234AA9 270000.00000000 PA USD 256826.21000000 0.014977685939 Long DBT CORP US N 2 2029-04-15 Fixed 0.05125000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DS6 510000.00000000 PA USD 504104.40000000 0.029398546916 Long DBT NUSS TR N 2 2036-11-04 Fixed 0.06800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y66E5 496391.15100000 PA USD 514452.44000000 0.030002027742 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N PUREWEST ENERGY LLC 5493005THBS2A4IJDY87 N/A 901.00000000 NS USD 202.54000000 0.000011811802 Long EC CORP US N 3 N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAD4 290000.00000000 PA USD 285287.50000000 0.016637501980 Long DBT CORP KY N 2 2036-01-29 Fixed 0.05250000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CE4 300000.00000000 PA USD 246450.00000000 0.014372562285 Long DBT NUSS ID N 2 2048-01-11 Fixed 0.04350000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 N/A 597678000.00000000 PA 426376.82000000 0.024865601147 Long DBT NUSS NG N 2 2026-07-28 Fixed 0.00000000 N N N N N N NAVOIYURAN STATE ENTERPRISE 254900ACNT2MA4KNLL55 85679AAA6 365000.00000000 PA USD 371843.75000000 0.021685321393 Long DBT CORP UZ N 2 2030-07-02 Fixed 0.06700000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AF9 460000.00000000 PA USD 401005.00000000 0.023385957961 Long DBT NUSS RS N 2 2030-12-01 Fixed 0.02125000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BJ2 200000.00000000 PA USD 199400.00000000 0.011628682977 Long DBT NUSS ZA N 2 2055-12-11 Fixed 0.07250000 N N N N N N UNIT CORP 549300XGK22FZCTN8B67 N/A 120000.00000000 PA USD 0.01000000 0.000000000583 Long DBT CORP US N 3 2029-12-01 Fixed 0.00000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 N/A 32360000.00000000 PA 623838.57000000 0.036381248544 Long DBT NUSS TR N 2 2029-09-12 Fixed 0.30000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 360000.00000000 PA USD 364968.00000000 0.021284338861 Long DBT NUSS DO N 2 2028-07-19 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHQ7 362038.86500000 PA USD 375438.00000000 0.021894932195 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AE7 460000.00000000 PA USD 443725.48000000 0.025877346720 Long DBT CORP US N 2 2030-02-15 Fixed 0.04250000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAA7 1175000.00000000 PA USD 1142564.60000000 0.066632505089 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N CIA DE MINAS BUENAVENTURA SAA 529900WQB1ZU9KB6EL71 204448AB0 695000.00000000 PA USD 713063.05000000 0.041584674781 Long DBT CORP PE N 2 2032-02-04 Fixed 0.06800000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 330000.00000000 PA USD 323439.60000000 0.018862470264 Long DBT NUSS MX N 2 2033-03-22 Fixed 0.05375000 N N N N N N NETHERLANDS GOVERNMENT OF 254900G14ALGVKORFN62 N/A 5990000.00000000 PA 6757389.87000000 0.394079962658 Long DBT NUSS NL N 2 2027-01-15 Fixed 0.00000000 N N N N N N NCB TIER 1 SUKUK LTD 549300DJLY2JZABDD193 N/A 330000.00000000 PA USD 328970.40000000 0.019185017505 Long EP CORP KY N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 3700.00000000 NS USD 692196.00000000 0.040367742439 Long EC CORP US N 1 N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 736508847 140.00000000 NS USD 7256.20000000 0.000423169756 Long EC CORP US N 1 N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2L7 200000.00000000 PA USD 203000.00000000 0.011838629109 Long DBT NUSS BH N 2 2036-02-12 Fixed 0.07500000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAB0 235000.00000000 PA USD 247925.00000000 0.014458581881 Long DBT CORP UZ N 2 2031-10-17 Fixed 0.06950000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 370000.00000000 PA USD 364163.07000000 0.021237396655 Long DBT CORP US N 2 2029-09-15 Fixed 0.04750000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 400000.00000000 PA USD 99400.00000000 0.005796845977 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06375000 Y Y N N N N CORE SCIENTIFIC FINANCE I LLC N/A 21874LAA0 1130000.00000000 PA USD 1145883.00000000 0.066826028768 Long DBT CORP US N 2 2031-05-15 Fixed 0.07750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 430000.00000000 PA USD 438082.71000000 0.025548269571 Long EP CORP US N 2 N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CV7 305000.00000000 PA USD 344140.65000000 0.020069721758 Long DBT NUSS CR N 2 2054-11-13 Fixed 0.07300000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 610000.00000000 PA USD 589717.50000000 0.034391363359 Long DBT NUSS DO N 2 2030-01-30 Fixed 0.04500000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAA6 645000.00000000 PA USD 684232.13000000 0.039903302521 Long DBT NUSS BJ N 2 2038-02-13 Fixed 0.07960000 N N N N N N SAGICOR FINANCIAL CO LTD 984500P7FADAA3A50B04 78669QAA8 480000.00000000 PA USD 478896.00000000 0.027928434118 Long DBT CORP BM N 2 2028-05-13 Fixed 0.05300000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A N/A 3278.00000000 NS USD 65.56000000 0.000003823352 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 286989.00000000 PA USD 171475.93000000 0.010000196731 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAD0 295000.00000000 PA USD 308285.38000000 0.017978700855 Long DBT CORP GB N 2 2031-03-26 Fixed 0.06500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 2249516.00000000 PA USD 2286860.22000000 0.133365960443 Long DBT CORP US N 2 2030-11-30 Variable 0.06750000 N N Y N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 171532647.19800000 NS USD 171566953.73000000 10.00550508704 Long STIV RF US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CQY0 6870000.00000000 PA USD 6866511.35000000 0.400443749504 Long DBT UST US N 2 2028-06-30 Fixed 0.04125000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 056909AA2 200000.00000000 PA USD 187874.00000000 0.010956505444 Long DBT NUSS BH N 2 2037-10-06 Fixed 0.06625000 N N N N N N IES HOLDINGS INC 549300687T8E6LN6EN72 44951W106 9100.00000000 NS USD 6685406.00000000 0.389881980694 Long EC CORP US N 1 N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102BZ9 1240000.00000000 PA USD 1225557.60000000 0.071472521570 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N PLS GROUP LIMITED 5299000VV1CZVF5K9C16 69393GAA2 65000.00000000 PA USD 66641.20000000 0.003886406158 Long DBT CORP AU N 2 2031-05-01 Fixed 0.06875000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 210000.00000000 PA USD 194568.21000000 0.011346900860 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAB1 215000.00000000 PA USD 224567.50000000 0.013096410554 Long DBT NUSS JO N 2 2029-01-13 Fixed 0.07500000 N N N N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 N/A 3600.00000000 NS USD 1768176.00000000 0.103117142189 Long EC CORP IE N 1 N N N SYNERGY INFRASTRUCTURE HOLDINGS LLC N/A 87191JAB0 130000.00000000 PA USD 131864.13000000 0.007690101122 Long DBT CORP US N 2 2034-07-15 Fixed 0.07000000 N N N N N N ELAH HOLDINGS INC 549300QGHCFUEGYWKU13 28413L105 14.00000000 NS USD 182.00000000 0.000010613943 Long EC CORP US N 3 N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAP5 245000.00000000 PA USD 247572.50000000 0.014438024656 Long DBT CORP TR N 2 2036-12-08 Variable 0.08250000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 640000.00000000 PA USD 596830.91000000 0.034806205835 Long DBT CORP US N 2 2030-11-15 Fixed 0.03875000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 280000.00000000 PA USD 261625.03000000 0.015257545300 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042673 -7200000.00000000 PA USD -6900468.48000000 -0.40242407397 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.04500000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 605000.00000000 PA USD 575093.52000000 0.033538516682 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N TECPETROL SA 529900C0GOV3UC7ZMZ16 87876TAH7 275000.00000000 PA USD 283384.75000000 0.016526536702 Long DBT CORP AR N 2 2030-11-03 Fixed 0.07625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 6000000.00000000 NC USD 62965.98000000 0.003672073318 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-08 0.00000000 USD 0.00000000 USD 6000000.00000000 USD 1.00000000 3.57000000 USD 2027-04-06 XXXX 16465.98000000 N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAV7 533677.53000000 PA USD 481643.97000000 0.028088691249 Long LON CORP US N 2 2030-11-06 Variable 0.06643920 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAA3 915000.00000000 PA USD 913853.51000000 0.053294447120 Long DBT CORP US N 2 2029-04-15 Fixed 0.06625000 N N N N N N BIRCH GROVE CLO 12 LTD N/A 09090MAJ2 150000.00000000 PA USD 150541.80000000 0.008779352392 Long ABS-CBDO CORP KY N 2 2038-04-22 Variable 0.06413640 N N N N N N TAIWAN SEMICONDUCTOR MFG CO LTD 549300KB6NK5SBD14S87 874039100 18800.00000000 NS USD 8978316.00000000 0.523600754446 Long EC CORP TW N 1 N N N TKC HOLDINGS INC N/A 87256YAE3 1670000.00000000 PA USD 1718602.01000000 0.100226067898 Long DBT CORP US N 2 2030-08-15 Fixed 0.08500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 314356.00000000 PA USD 317499.56000000 0.018516056814 Long DBT NUSS LK N 2 2038-02-15 Variable 0.03600000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAC7 425000.00000000 PA USD 441673.18000000 0.025757659929 Long EP CORP US N 2 N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AW2 210000.00000000 PA USD 198569.70000000 0.011580261234 Long DBT NUSS PL N 2 2053-04-04 Fixed 0.05500000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 1304537.10500000 PA USD 1180606.08000000 0.068851022195 Long DBT CORP LU N 2 2036-08-31 Fixed 0.03545000 N N N N N N SUZANO NETHERLANDS BV 9845009ZB9F5D6DB3602 86960YAA0 460000.00000000 PA USD 447219.81000000 0.026081130349 Long DBT CORP NL N 2 2036-01-15 Fixed 0.05500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 567.00000000 NC USD 1686637.66000000 0.098361959108 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 0% 06/30/2040 2026-09-21 63837299.84000000 USD 1686637.66000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 175000.00000000 PA USD 179220.65000000 0.010451856177 Long EP CORP US N 2 N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AL3 530000.00000000 PA USD 526629.09000000 0.030712150122 Long DBT CORP US N 2 2033-10-15 Fixed 0.07875000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 305000.00000000 PA USD 291049.30000000 0.016973520765 Long DBT CORP NL N 2 2032-01-19 Fixed 0.04193000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 200000.00000000 PA USD 148300.00000000 0.008648614270 Long DBT CORP LU N 2 2030-12-05 Fixed 0.08875000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AP8 333880.00000000 PA USD 309750.49000000 0.018064143682 Long DBT NUSS GH N 2 2035-07-03 Variable 0.05000000 N N N N N N ADVANCION HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAB4 638612.56000000 PA USD 584330.49000000 0.034077201716 Long LON CORP US N 2 2027-11-24 Variable 0.07765780 N N N N N N API GROUP CORP 213800NZT1VX6PZ7BT53 00187Y100 17300.00000000 NS USD 732655.00000000 0.042727245370 Long EC CORP US N 1 N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAH4 448000.00000000 PA USD 349932.80000000 0.020407510504 Long DBT CORP AE N 2 2049-10-03 Fixed 0.04000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAJ8 440000.00000000 PA USD 427322.54000000 0.024920753996 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N B and G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 260000.00000000 PA USD 260237.64000000 0.015176634976 Long DBT CORP US N 2 2028-09-15 Fixed 0.08000000 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAP6 299014.24000000 PA USD 299761.78000000 0.017481618397 Long LON CORP US N 2 2032-01-23 Variable 0.06893920 N N N N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 81720TAC9 290000.00000000 PA USD 153047.50000000 0.008925480732 Long DBT NUSS SN N 2 2033-05-23 Fixed 0.06250000 N N N N N N YINSON BORONIA PRODUCTION B.V. 5493007X12FTT746N678 98584XAA3 631449.00000000 PA USD 695705.25000000 0.040572396179 Long DBT CORP NL N 2 2042-07-31 Fixed 0.08947000 N N N N N N ENERGUATE TRUST 2 0 2549000ZL9MU01FZK194 29277RAB1 495000.00000000 PA USD 493465.50000000 0.028778103610 Long DBT CORP KY N 2 2035-09-15 Fixed 0.06350000 N N N N N N NEXUS BUYER LLC N/A 65343UAJ1 572125.00000000 PA USD 552409.57000000 0.032215625693 Long LON CORP US N 2 2031-07-31 Variable 0.07641560 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BRQJ7 396109.32000000 PA USD 395065.22000000 0.023039559673 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AQ9 695000.00000000 PA USD 706467.50000000 0.041200033056 Long DBT NUSS HU N 2 2034-06-16 Fixed 0.05500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BM6 40000.00000000 PA USD 37400.00000000 0.002181107037 Long DBT NUSS CO N 2 2041-01-18 Fixed 0.06125000 N N N N N N APPLIED SYS INC 549300NSKGF0SY5SWQ62 03827FBC4 10000.00000000 PA USD 9846.90000000 0.000574255157 Long LON CORP US N 2 2032-02-23 Variable 0.08232220 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 280000.00000000 PA USD 283864.00000000 0.016554485781 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N GB AIT BUYER INC 254900T5IGTG0Y9WAD71 36147AAA3 270000.00000000 PA USD 270717.98000000 0.015787831322 Long DBT CORP US N 2 2034-04-30 Fixed 0.08750000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAH8 595000.00000000 PA USD 373362.50000000 0.021773892418 Long DBT CORP NL N 2 2031-01-12 Fixed 0.08500000 N N N N N N PENHALL ACQUISITION COMPANY N/A N/A 428.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2D6 1400000.00000000 PA USD 1350165.60000000 0.078739457019 Long DBT CORP SA N 2 2029-04-16 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UH9 1410000.00000000 PA USD 1370049.56000000 0.079899057155 Long DBT UST US N 2 2055-02-15 Fixed 0.02375000 N N N N N N USI INC 2549006D7UF7072T7I27 90346KAB5 380000.00000000 PA USD 383581.12000000 0.022369825680 Long DBT CORP US N 2 2032-01-15 Fixed 0.07500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DQ0 200000.00000000 PA USD 205816.00000000 0.012002853639 Long DBT NUSS TR N 2 2032-05-29 Fixed 0.07250000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 915000.00000000 PA USD 944728.35000000 0.055095017462 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N NEOGEN FOOD SAFETY CORP N/A 365417AA2 260000.00000000 PA USD 273476.06000000 0.015948678052 Long DBT CORP US N 2 2030-07-20 Fixed 0.08625000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L3F0 780000.00000000 PA USD 795194.40000000 0.046374441239 Long DBT CORP SA N 2 2055-06-02 Fixed 0.06375000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 395000.00000000 PA USD 392922.26000000 0.022914585739 Long DBT CORP US N 2 2034-05-15 Fixed 0.05875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BSRE5 422267.40000000 PA USD 420506.97000000 0.024523281063 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.03120000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAD9 355000.00000000 PA USD 333635.62000000 0.019457085531 Long DBT CORP US N 2 2030-02-01 Fixed 0.03750000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBL1 200000.00000000 PA USD 210140.00000000 0.012255022271 Long DBT CORP CL N 2 2035-01-13 Fixed 0.06330000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 465000.00000000 PA USD 464230.48000000 0.027073164896 Long DBT CORP US N 2 2028-08-15 Fixed 0.05250000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AH5 405000.00000000 PA USD 427918.95000000 0.024955535655 Long DBT NUSS RS N 2 2033-09-26 Fixed 0.06500000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAB4 340000.00000000 PA USD 280654.70000000 0.016367324636 Long DBT CORP MX N 2 2031-05-11 Fixed 0.02875000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BA1 235000.00000000 PA USD 232795.70000000 0.013576265766 Long DBT NUSS ZA N 2 2029-09-30 Fixed 0.04850000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AX3 840000.00000000 PA USD 860487.60000000 0.050182234235 Long DBT CORP CA N 2 2034-02-15 Fixed 0.07250000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 290000.00000000 PA USD 343287.50000000 0.020019967440 Long DBT NUSS CO N 2 2053-11-14 Fixed 0.08750000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 3133EWEB2 6990000.00000000 PA USD 6989855.87000000 0.407637000858 Long DBT USGSE US N 2 2029-01-19 Variable 0.03785000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBGF1 303901.37600000 PA USD 283360.65000000 0.016525131229 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03000000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAQ4 275000.00000000 PA USD 274907.30000000 0.016032145636 Long DBT CORP NL N 2 2029-05-09 Fixed 0.05125000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAH6 855000.00000000 PA USD 752480.29000000 0.043883423968 Long DBT CORP US N 2 2029-08-01 Fixed 0.06000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 610000.00000000 PA USD 629556.60000000 0.036714714733 Long DBT CORP US N 2 2029-10-31 Fixed 0.07250000 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74735KAA0 385000.00000000 PA USD 350761.95000000 0.020455865181 Long DBT CORP BM N 2 2031-04-08 Fixed 0.02625000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CB6 575000.00000000 PA USD 574110.36000000 0.033481180394 Long DBT CORP BM N 2 2029-05-01 Fixed 0.05125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6XY6 495367.06800000 PA USD 479981.66000000 0.027991748040 Long ABS-CBDO USGSE US N 2 2051-09-25 Fixed 0.03500000 N N N N N N J and F LUXEMBOURG FINANCE SARL 2549000MXOO8WPL8P809 46594TAA9 200000.00000000 PA USD 191437.57000000 0.011164327038 Long DBT CORP LU N 2 2033-04-23 Fixed 0.08000000 N N N N N N SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP N/A 82088KAJ7 475000.00000000 PA USD 464246.38000000 0.027074092159 Long DBT CORP US N 2 2029-04-01 Fixed 0.04750000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAC4 480000.00000000 PA USD 413318.40000000 0.024104055378 Long DBT NUSS EG N 2 2061-02-16 Fixed 0.07500000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 245000.00000000 PA USD 215082.12000000 0.012543238654 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A -3600000.00000000 NC USD -212783.11000000 -0.01240916413 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2041-03-24 0.00000000 USD 0.00000000 USD -3600000.00000000 USD 1.00000000 4.36000000 USD 2031-03-20 XXXX 15888.89000000 N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AH3 265000.00000000 PA USD 244296.88000000 0.014246995837 Long DBT NUSS PY N 2 2050-03-30 Fixed 0.05400000 N N N N N N NEXTPOWER INC N/A 65290E101 19000.00000000 NS USD 2263660.00000000 0.132012961429 Long EC CORP US N 1 N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 505000.00000000 PA USD 495531.25000000 0.028898574783 Long DBT CORP BM N 2 2027-01-17 Fixed 0.05500000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 165000.00000000 PA USD 150526.63000000 0.008778467702 Long DBT CORP US N 2 2029-01-15 Fixed 0.03875000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAF0 920000.00000000 PA USD 934957.36000000 0.054525189252 Long DBT CORP US N 2 2031-01-15 Fixed 0.07000000 N N N N N N CONSTELLATION ENERGY CORP 549300F8Y20RYGNGV346 21037T109 5600.00000000 NS USD 1390872.00000000 0.081113387915 Long EC CORP US N 1 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAM4 1475000.00000000 PA USD 1414879.00000000 0.082513437024 Long DBT CORP US N 2 2030-07-15 Fixed 0.11125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5F77 127196.61700000 PA USD 115846.49000000 0.006755978466 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 049362AA4 348000.00000000 PA USD 341986.70000000 0.019944106904 Long DBT CORP US N 2 2028-06-01 Fixed 0.04625000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 821000.00000000 PA USD 827165.71000000 0.048238955925 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AN4 960000.00000000 PA USD 960319.68000000 0.056004278414 Long DBT CORP US N 2 2028-10-15 Fixed 0.06250000 N N N N N N SOUTHERN NAT GAS CO LLC 254900KDLS1X42SY7037 843452AY9 175000.00000000 PA USD 191382.08000000 0.011161090952 Long DBT CORP US N 2 2031-02-15 Fixed 0.07350000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 445000.00000000 PA USD 447447.50000000 0.026094408859 Long DBT NUSS DO N 2 2027-01-25 Fixed 0.05950000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284106 1100.00000000 NS USD 634370.00000000 0.036995424375 Long EC CORP US N 1 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 345000.00000000 PA USD 339773.97000000 0.019815064098 Long DBT CORP AU N 2 2034-05-01 Fixed 0.06250000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 455000.00000000 PA USD 428389.05000000 0.024982951120 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAB9 450000.00000000 PA USD 463918.50000000 0.027054970731 Long DBT NUSS OM N 2 2029-08-01 Fixed 0.06000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 500000.00000000 PA USD 491108.95000000 0.028640673455 Long DBT CORP US N 2 2029-11-15 Fixed 0.05375000 N N N N N N ROLLER BEARING CO OF AMERICA 254900U9XW6S76H2P167 775631AD6 200000.00000000 PA USD 195003.78000000 0.011372302593 Long DBT CORP US N 2 2029-10-15 Fixed 0.04375000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1520000.00000000 NC USD 40231.76000000 0.002346250665 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2036-09-14 0.00000000 USD 0.00000000 USD 1520000.00000000 USD 1.00000000 3.73750000 USD 2026-09-10 XXXX 12719.76000000 N N N OCP SA 213800D26TAPVTCVWG40 67091TAK1 430000.00000000 PA USD 427936.00000000 0.024956529983 Long EP CORP MA N 2 N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 1595000.00000000 PA USD 1669727.35000000 0.097375777392 Long DBT CORP US N 2 2029-02-15 Fixed 0.09000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 250000.00000000 PA USD 263562.50000000 0.015370535392 Long DBT NUSS CO N 2 2030-04-25 Fixed 0.07375000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAW0 572000.00000000 PA USD 619476.00000000 0.036126830572 Long DBT NUSS RO N 2 2037-02-10 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUVN7 490402.42500000 PA USD 494693.54000000 0.028849720901 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04827760 N N N N N N AHLSTROM HOLDING 3 OY 743700UEY0YM039XN974 78475BAB3 431745.65000000 PA USD 429228.57000000 0.025031910558 Long LON CORP FI N 2 2030-05-23 Variable 0.08211220 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAJ9 620000.00000000 PA USD 477787.50000000 0.027863788205 Long DBT NUSS AE N 2 2050-04-16 Fixed 0.03875000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 N/A 195000.00000000 PA 225940.23000000 0.013176465930 Long DBT NUSS ME N 2 2032-04-01 Fixed 0.04875000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 305000.00000000 PA USD 290914.99000000 0.016965688024 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 48344FAC4 240000.00000000 PA USD 237511.20000000 0.013851266040 Long DBT CORP PE N 2 2035-09-11 Fixed 0.05500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 2180000.00000000 PA USD 2194160.08000000 0.127959839380 Long DBT CORP US N 2 2030-06-01 Fixed 0.09250000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAE5 305000.00000000 PA USD 245906.25000000 0.014340851672 Long DBT CORP MA N 2 2051-06-23 Fixed 0.05125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQSQ5 1299901.25000000 PA USD 1299899.17000000 0.075808000756 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.04091670 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 435000.00000000 PA USD 422059.45000000 0.024613819166 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 850000.00000000 PA USD 861865.15000000 0.050262570706 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWD8 247975.17000000 PA USD 249813.11000000 0.014568693379 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04777760 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AW9 190000.00000000 PA USD 202160.00000000 0.011789641678 Long DBT NUSS GT N 2 2036-06-13 Fixed 0.06600000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 4780000.00000000 PA USD 4547721.88000000 0.265215727245 Long DBT UST US N 2 2055-11-15 Fixed 0.04625000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 20000.00000000 NS USD 6034200.00000000 0.351904708241 Long EC CORP US N 1 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAJ9 315000.00000000 PA USD 317907.45000000 0.018539844294 Long DBT NUSS EG N 2 2034-05-20 Fixed 0.07625000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 1920000.00000000 PA USD 1979784.96000000 0.115457831813 Long DBT CORP US N 2 2034-03-31 Fixed 0.07000000 N N N N N N COX ASSET MEXICO SA DE CV 4469000001ERQUPOUR24 22389AAA0 200000.00000000 PA USD 202960.00000000 0.011836296374 Long DBT CORP MX N 2 2032-01-08 Fixed 0.07125000 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAX2 290000.00000000 PA USD 294664.36000000 0.017184345171 Long DBT CORP US N 2 2030-09-30 Fixed 0.07875000 N N N N N N EP ENERGY CORP 549300Z6HPQS1H5IYQ07 N/A 52316.00000000 NS USD 88937.20000000 0.005186672536 Long EC CORP US N 3 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CH2 665000.00000000 PA USD 660288.67000000 0.038506958962 Long DBT CORP US N 2 2028-10-15 Fixed 0.04750000 N N N N N N BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH 4469000001BL6VG3DH44 05974TAB3 200000.00000000 PA USD 197500.00000000 0.011517878074 Long DBT CORP KY N 2 2036-05-14 Variable 0.06000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 415000.00000000 PA USD 408189.52000000 0.023804947456 Long DBT CORP US N 2 2029-04-15 Fixed 0.04375000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAD6 305000.00000000 PA USD 291607.45000000 0.017006071163 Long DBT CORP AE N 2 2033-11-22 Fixed 0.04375000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 008911BK4 425000.00000000 PA USD 424465.95000000 0.024754162323 Long DBT CORP CA N 2 2026-08-15 Fixed 0.03875000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AQ3 400000.00000000 PA USD 399136.27000000 0.023276976673 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 190000.00000000 PA USD 106115.00000000 0.006188453832 Long DBT NUSS VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N COREWEAVE FINANCING DDTL V LLC N/A 21882DAB6 180000.00000000 PA USD 183562.20000000 0.010705048297 Long LON CORP US N 2 2031-11-15 Variable 0.03199230 N N N N N N TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN N/A 87612BBS0 625000.00000000 PA USD 622605.78000000 0.036309354240 Long DBT CORP US N 2 2031-02-01 Fixed 0.04875000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAE5 300000.00000000 PA USD 127470.00000000 0.007433842623 Long DBT CORP NL N 2 2050-01-31 Fixed 0.05875000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAQ8 165000.00000000 PA USD 166430.55000000 0.009705958393 Long DBT CORP KZ N 2 2030-04-24 Fixed 0.05375000 N N N N N N MEDLINE INC 984500FAN6J1P8566D43 58507V107 2900.00000000 NS USD 114376.00000000 0.006670221886 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HZ0 211163.76100000 PA USD 189334.16000000 0.011041659596 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 395000.00000000 PA USD 385002.00000000 0.022452689085 Long DBT CORP US N 2 2029-11-15 Fixed 0.04500000 N N N N N N CARLYLE US CLO 2024-6 LTD N/A 14319QAA7 150000.00000000 PA USD 150132.30000000 0.008755471020 Long ABS-CBDO CORP KY N 2 2037-10-25 Variable 0.09416590 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAL8 255000.00000000 PA USD 258022.26000000 0.015047437626 Long DBT CORP US N 2 2033-07-01 Fixed 0.07125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UN6 650000.00000000 PA USD 645048.83000000 0.037618196334 Long DBT UST US N 2 2045-08-15 Fixed 0.04875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5KC0 472806.01700000 PA USD 432899.06000000 0.025245967552 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AF8 930000.00000000 PA USD 349921.80000000 0.020406869002 Long DBT CORP VE N 2 2026-11-15 Fixed 0.06000000 Y Y N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 590000.00000000 PA USD 564568.99000000 0.032924743248 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 1840000.00000000 PA USD 1784871.87000000 0.104090818113 Long DBT UST US N 2 2055-05-15 Fixed 0.04750000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 1061000.00000000 PA USD 1058581.66000000 0.061734756920 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34416DBD9 1108174.25000000 PA USD 1079915.81000000 0.062978929774 Long LON CORP US N 2 2031-09-15 Variable 0.06143920 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 2000000.00000000 PA 2611514.75000000 0.152299283445 Long DBT NUSS GB N 2 2056-01-31 Fixed 0.05375000 N N N N N N LIBERTY COSTA RICA SR SF 549300W6O2PHTPCYQ751 530371AA1 385000.00000000 PA USD 403056.50000000 0.023505598097 Long DBT CORP KY N 2 2031-01-15 Fixed 0.10875000 N N N N N N SHOPIFY INC 549300HGQ43STJLLP808 82509L107 10800.00000000 NS 1235612.90000000 0.072058930276 Long EC CORP CA N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 185000.00000000 PA USD 181526.68000000 0.010586340088 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DK3 445000.00000000 PA USD 467815.15000000 0.027282217008 Long DBT NUSS TR N 2 2034-05-15 Fixed 0.07625000 N N N N N N GCM MINING CORP 5493001GJ5TILX6L1F82 04040YAB5 580000.00000000 PA USD 603200.00000000 0.035177640782 Long DBT CORP CA N 2 2029-10-31 Fixed 0.08000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAH2 570000.00000000 PA USD 559286.68000000 0.032616687539 Long DBT CORP CA N 2 2028-01-15 Fixed 0.03875000 N N N N N N IVANHOE MINE LTD 5299006XZISURYIA4G32 46579RAE4 390000.00000000 PA USD 394368.00000000 0.022998898939 Long DBT CORP CA N 2 2030-01-23 Fixed 0.07875000 N N N N N N OCP CLO 2017-14 LTD N/A 67097TAG4 200000.00000000 PA USD 197848.40000000 0.011538196194 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.10225230 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 600000.00000000 PA USD 598170.00000000 0.034884299381 Long DBT NUSS MX N 2 2036-05-07 Fixed 0.06000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1094.00000000 NC USD 672875.48000000 0.039241001205 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-09-21 119393624.52000000 USD 672875.48000000 N N N TERAWULF INC 254900CVMW1SX2T78A64 88080T104 45700.00000000 NS USD 1128790.00000000 0.065829192869 Long EC CORP US N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 14400.00000000 NS USD 2446272.00000000 0.142662595611 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 650000.00000000 PA USD 678025.40000000 0.039541336145 Long EP CORP US N 2 N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAD8 755000.00000000 PA USD 778329.50000000 0.045390907761 Long DBT CORP PE N 2 2032-10-28 Fixed 0.08500000 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VBM1 854187.50000000 PA USD 852940.39000000 0.049742093250 Long LON CORP US N 2 2032-02-13 Variable 0.05893920 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 99095.75000000 0.005779102613 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 4025000.00000000 CHF 5092162.45000000 USD 2026-07-22 99095.75000000 N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 1600000.00000000 PA USD 1569121.92000000 0.091508632702 Long DBT CORP US N 2 2030-01-15 Fixed 0.06750000 N N N N N N CSC SERVICEWORKS EAST LLC N/A 22946QAC7 1562244.33400000 PA USD 1170027.27000000 0.068234083239 Long LON CORP US N 2 2030-09-04 Variable 0.07927670 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AF4 420000.00000000 PA USD 423210.06000000 0.024680920865 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N SCOTTS MIRACLE GRO CO (THE) 2TH9E0JTOUXOEGI2R879 810186AX4 595000.00000000 PA USD 557684.85000000 0.032523271424 Long DBT CORP US N 2 2031-04-01 Fixed 0.04000000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAH9 1235000.00000000 PA USD 1334355.75000000 0.077817452337 Long DBT CORP US N 2 2031-04-15 Fixed 0.10250000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 1255000.00000000 PA USD 1115092.60000000 0.065030382828 Long DBT CORP QA N 2 2031-07-12 Fixed 0.02250000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAB4 275000.00000000 PA USD 275261.25000000 0.016052787423 Long DBT CORP GB N 2 2031-01-22 Fixed 0.08250000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAR0 655000.00000000 PA USD 455618.00000000 0.026570899101 Long DBT NUSS SA N 2 2055-01-21 Fixed 0.03750000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAR1 645000.00000000 PA USD 417234.38000000 0.024332428948 Long DBT NUSS AE N 2 2051-09-15 Fixed 0.03000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 595000.00000000 PA 130075.15000000 0.007585770725 Long DBT NUSS RO N 2 2032-02-25 Fixed 0.06700000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 7890000.00000000 PA 8948762.75000000 0.521877257078 Long DBT NUSS DE N 2 2027-12-16 Fixed 0.02000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BAZ1 105000.00000000 PA USD 98914.20000000 0.005768514913 Long DBT CORP CL N 2 2029-09-30 Fixed 0.03000000 N N N N N N NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 268538.78000000 PA USD 237925.36000000 0.013875419176 Long DBT CORP GB N 2 2028-11-08 Fixed 0.07625000 N N Y N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 1824000.00000000 PA USD 1806187.51000000 0.105333911493 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N BAYARD PK CLO LTD N/A 072716AA1 150000.00000000 PA USD 150055.80000000 0.008751009664 Long ABS-CBDO CORP KY N 2 2038-07-24 Variable 0.10017090 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKD3 435423.88500000 PA USD 370597.93000000 0.021612667202 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2H9 485000.00000000 PA USD 487580.20000000 0.028434882507 Long DBT CORP PE N 2 2035-03-10 Variable 0.05800000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 5480000.00000000 NC USD 64906.22000000 0.003785224953 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-12 0.00000000 USD 0.00000000 USD 5480000.00000000 USD 1.00000000 3.46600000 USD 2027-04-08 XXXX 25888.62000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNXG3 265650.13800000 PA USD 269840.95000000 0.015736684362 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2L8 800000.00000000 PA USD 524040.00000000 0.030561158613 Long DBT CORP SA N 2 2050-11-24 Fixed 0.03250000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 390000.00000000 PA USD 249112.50000000 0.014527834946 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAK9 53538.59000000 PA USD 54236.73000000 0.003162997687 Long LON CORP US N 2 2029-01-24 Variable 0.09199610 N N Y N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BG6S5 125085.81500000 PA USD 106327.12000000 0.006200824324 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N ANGI GROUP LLC N/A 001846AA2 335000.00000000 PA USD 283075.00000000 0.016508472587 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 650000.00000000 PA USD 658057.13000000 0.038376819187 Long DBT CORP GB N 2 2027-10-15 Fixed 0.05750000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AH7 165000.00000000 PA USD 113859.90000000 0.006640123776 Long DBT NUSS BM N 2 2050-08-20 Fixed 0.03375000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 6043.75000000 0.000352461648 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 334000.00000000 EUR 388002.59000000 USD 2026-07-22 6043.75000000 N N N PEX HOLDINGS LLC 2138006XMWHEBFQ55Z05 69381MAB1 79000.00000000 PA USD 78802.50000000 0.004595633351 Long LON CORP US N 2 2031-11-26 Variable 0.06482220 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAH3 565000.00000000 PA USD 554545.47000000 0.032340187900 Long DBT CORP US N 2 2034-03-01 Fixed 0.05625000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 9400000.00000000 NC USD 34748.42000000 0.002026471214 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2028-06-28 0.00000000 USD 0.00000000 USD 9400000.00000000 USD 1.00000000 4.01000000 USD 2027-06-24 XXXX -971.58000000 N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CG7 570000.00000000 PA USD 538047.68000000 0.031378063678 Long DBT CORP US N 2 2031-05-15 Fixed 0.04000000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAM6 665000.00000000 PA USD 457341.05000000 0.026671384569 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AN2 135000.00000000 PA USD 139408.09000000 0.008130052573 Long DBT NUSS SV N 2 2035-06-15 Fixed 0.07650000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 1045000.00000000 PA USD 898700.00000000 0.052410719117 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N TV AZTECA SAB DE CV 549300H2ZXE4KL0NUV88 N/A 1500000.00000000 PA USD 510000.00000000 0.029742368698 Long DBT CORP MX N 2 2049-12-31 Fixed 0.08250000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HN7 448952.32900000 PA USD 404927.35000000 0.023614703019 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAJ4 225000.00000000 PA USD 133920.00000000 0.007809996110 Long DBT CORP NL N 2 2034-10-15 Fixed 0.08000000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 992330.56000000 PA USD 893097.50000000 0.052083990449 Long LON CORP US N 2 2028-02-01 Variable 0.07513390 N N N N N N KLOECKNER PENTAPLAST OF AMERICA INC 529900H8J1B7UA1CG794 N/A 6498.00000000 NS 17150.86000000 0.001000210199 Long EC CORP LU N 3 N N N EAGLE MATLS INC 529900KRXRGXL61SG039 26969P108 1700.00000000 NS USD 382500.00000000 0.022306776524 Long EC CORP US N 1 N N N LG ENERGY SOLUTION 988400QX6P286XA6ZS85 50205MAN9 200000.00000000 PA USD 202134.48000000 0.011788153393 Long DBT CORP KR N 2 2036-04-02 Fixed 0.05875000 N N N N N N BAPCO ENERGIES BSC 549300OBH16L6TS6IW50 67778M2A7 665000.00000000 PA USD 667327.50000000 0.038917452054 Long DBT CORP BH N 2 2027-10-25 Fixed 0.07500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 700000.00000000 PA USD 418731.92000000 0.024419763040 Long DBT CORP US N 2 2029-02-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKWX6 172091.52200000 PA USD 152940.25000000 0.008919226087 Long ABS-CBDO USGSE US N 2 2050-02-25 Fixed 0.02500000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AK8 180000.00000000 PA USD 182422.80000000 0.010638600346 Long DBT NUSS PL N 2 2036-04-14 Fixed 0.05375000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 5200.00000000 NS USD 6002308.00000000 0.350044818785 Long EC CORP US N 1 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DG2 840000.00000000 PA USD 956592.00000000 0.055786886193 Long DBT NUSS TR N 2 2033-01-19 Fixed 0.09375000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05971PAD0 200000.00000000 PA USD 204440.00000000 0.011922607562 Long EP CORP KY N 2 N N N NISSAN MOTOR ACCEPTANCE CO LLC 7D6DIU2QXTUJRFNNJA49 65480CAH8 200000.00000000 PA USD 195253.75000000 0.011386880435 Long DBT CORP US N 2 2029-09-13 Fixed 0.05550000 N N N N N N ARSENAL AIC PARENT LLC 254900G9F9HA5EP57J39 04288BAB6 350000.00000000 PA USD 364770.00000000 0.021272791824 Long DBT CORP US N 2 2030-10-01 Fixed 0.08000000 N N N N N N AXIAN TELECOM HOLDING and MANAGEMENT LTD 984500B7DCD97EB04857 05465QAA7 280000.00000000 PA USD 283766.00000000 0.016548770580 Long DBT CORP AE N 2 2030-07-11 Fixed 0.07250000 N N N N N N VALARIS LTD 5299008BQ9IREYWBTS30 91889FAC5 295000.00000000 PA USD 306351.01000000 0.017865891550 Long DBT CORP BM N 2 2030-04-30 Fixed 0.08375000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 1525000.00000000 PA USD 1438329.68000000 0.083881042457 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 665000.00000000 PA USD 644241.23000000 0.037571098419 Long DBT CORP US N 2 2028-11-01 Fixed 0.03875000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 630000.00000000 PA USD 627569.84000000 0.036598850128 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 174405.33000000 0.010171034564 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 10587000.00000000 GBP 14217326.77000000 USD 2026-07-22 174405.33000000 N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 1215000.00000000 PA USD 1200680.44000000 0.070021726149 Long DBT CORP US N 2 2031-02-01 Fixed 0.09000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 1631417.64400000 NS USD 1631580.79000000 0.095151132192 Long STIV RF US N 1 N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AX4 435000.00000000 PA USD 474767.70000000 0.027687678391 Long DBT NUSS HU N 2 2055-09-23 Fixed 0.06750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040685 -525000.00000000 PA USD -490157.22000000 -0.02858517011 Short ABS-MBS USGA US N 2 2056-08-01 Fixed 0.04000000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 056909AB0 350000.00000000 PA USD 340483.50000000 0.019856442731 Long DBT NUSS BH N 2 2038-02-03 Fixed 0.07100000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 860000.00000000 PA USD 817860.00000000 0.047696262086 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040677 525000.00000000 PA USD 490485.35000000 0.028604306119 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 2360000.00000000 NC USD 74498.52000000 0.004344632253 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-05-09 0.00000000 USD 0.00000000 USD 2360000.00000000 USD 1.00000000 4.01000000 USD 2030-05-07 XXXX -20574.08000000 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 700.00000000 NS USD 836346.00000000 0.048774335474 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ET8 365000.00000000 PA USD 364306.50000000 0.021245761259 Long DBT NUSS CO N 2 2029-01-21 Fixed 0.05375000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 46143NAB6 570000.00000000 PA USD 564590.70000000 0.032926009339 Long DBT CORP BM N 2 2029-04-26 Fixed 0.06250000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 66000.00000000 NS USD 13205940.00000000 0.770148895090 Long EC CORP US N 1 N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082HAE6 69825.00000000 PA USD 69664.40000000 0.004062714254 Long LON CORP US N 2 2031-03-15 Variable 0.08191750 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6RW7 206418.10600000 PA USD 196905.25000000 0.011483193224 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 1800000.00000000 PA USD 1368632.81000000 0.079816434604 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAL4 470000.00000000 PA USD 421688.70000000 0.024592197630 Long DBT NUSS RO N 2 2032-03-27 Fixed 0.03625000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAG0 375000.00000000 PA USD 222187.50000000 0.012957612833 Long DBT CORP NL N 2 2033-02-13 Fixed 0.07250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 3560000.00000000 PA USD 3595600.00000000 0.209689531164 Long DBT CORP US N 2 2028-08-15 Fixed 0.06750000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 865000.00000000 PA USD 867764.54000000 0.050606613514 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N INSTALLED BUILDING PRODUCTS INC 549300I95Y9P9YM5FI86 45780RAB7 425000.00000000 PA USD 421853.56000000 0.024601811997 Long DBT CORP US N 2 2034-02-01 Fixed 0.05625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 2510000.00000000 PA USD 2478036.71000000 0.144515061722 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 3800000.00000000 NC USD 207320.29000000 0.012090581380 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2041-06-18 0.00000000 USD 0.00000000 USD 3800000.00000000 USD 1.00000000 4.44200000 USD 2031-06-16 XXXX -15511.71000000 N N N WILLSCOT HOLDINGS CORP 549300HJ4VIXF476Q166 971378104 60500.00000000 NS USD 1746030.00000000 0.101825623567 Long EC CORP US N 1 N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 365000.00000000 PA USD 361647.11000000 0.021090669969 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 385000.00000000 PA USD 390637.17000000 0.022781323015 Long DBT CORP US N 2 2028-01-15 Fixed 0.06625000 N N N N N N SURGERY CENTER HLDGS INC 54930054EVI5HWPPW113 86881WAF9 325000.00000000 PA USD 329010.83000000 0.019187375317 Long DBT CORP US N 2 2032-04-15 Fixed 0.07250000 N N N N N N TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 254900OVY0XI1DFYC092 87945BAA8 665000.00000000 PA USD 665997.50000000 0.038839888622 Long DBT CORP RS N 2 2029-10-28 Fixed 0.07000000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893830BX6 1032500.00000000 PA USD 1072877.98000000 0.062568495000 Long DBT CORP BM N 2 2030-02-15 Fixed 0.08750000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 10800000.00000000 PA 12380432.05000000 0.722006617026 Long DBT NUSS DE N 2 2036-02-15 Fixed 0.02900000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H1B70 383746.91000000 PA USD 320483.12000000 0.018690053170 Long ABS-CBDO USGSE US N 2 2051-06-25 Fixed 0.01500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CK4 650000.00000000 PA USD 649187.50000000 0.037859556823 Long DBT NUSS TR N 2 2026-10-09 Fixed 0.04875000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102CC9 630000.00000000 PA USD 538078.40000000 0.031379855219 Long DBT CORP US N 2 2029-02-01 Fixed 0.04375000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAB3 240000.00000000 PA USD 240458.82000000 0.014023166434 Long DBT CORP US N 2 2032-08-15 Fixed 0.06750000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAB9 665000.00000000 PA USD 656986.35000000 0.038314373042 Long DBT CORP US N 2 2027-10-15 Fixed 0.04250000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 295000.00000000 PA USD 306290.54000000 0.017862365038 Long DBT CORP US N 2 2030-08-15 Fixed 0.07250000 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAB1 300000.00000000 PA USD 304869.90000000 0.017779515629 Long DBT CORP JE N 2 2028-04-15 Fixed 0.07000000 N N N N N N WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 984500E4L49391BFF948 973244AA4 330000.00000000 PA USD 334972.34000000 0.019535040863 Long DBT CORP CA N 2 2032-05-13 Fixed 0.05854000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 3000.00000000 NS USD 1540800.00000000 0.089856944492 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 650000.00000000 PA USD 521202.50000000 0.030395680238 Long DBT NUSS CO N 2 2049-05-15 Fixed 0.05200000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 404000.00000000 PA USD 403460.09000000 0.023529134808 Long DBT CORP US N 2 2027-08-01 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QK0 1415000.00000000 PA USD 1431421.88000000 0.083478190820 Long EP CORP US N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 2040000.00000000 PA USD 2089788.24000000 0.121873043797 Long DBT CORP US N 2 2031-05-15 Fixed 0.06750000 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 00402D2B0 230000.00000000 PA USD 234862.20000000 0.013696780678 Long DBT CORP AE N 2 2034-05-08 Fixed 0.05500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 285000.00000000 PA USD 296692.13000000 0.017302601412 Long DBT CORP US N 2 2030-03-15 Fixed 0.07875000 N N N N N N LONDON CLEARING HOUSE N/A N/A 314000.00000000 NC USD 4152.63000000 0.000242174612 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2046-09-16 0.00000000 USD 0.00000000 USD 299678.80000000 USD 4152.63000000 N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAA1 200000.00000000 PA USD 203574.00000000 0.011872103853 Long DBT NUSS PL N 2 2033-05-22 Fixed 0.05375000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AF3 530000.00000000 PA USD 541923.20000000 0.031604077688 Long DBT CORP CA N 2 2027-12-01 Fixed 0.06900000 N N N N N N EVERFORTH INC LZBNYYCBUKY537072438 00191UAA0 510000.00000000 PA USD 472098.13000000 0.027531993420 Long DBT CORP US N 2 2028-05-15 Fixed 0.04625000 N N N N N N VCI Asset Holdings 3 LLC N/A N/A 465000.00000000 PA USD 471198.45000000 0.027479525549 Long LON CORP US N 3 2031-04-15 Fixed 0.06875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BTAC5 1496356.81000000 PA USD 1489469.98000000 0.086863461394 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KTYF1 35470.05900000 PA USD 31698.95000000 0.001848631094 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863EA2 505000.00000000 PA USD 487173.50000000 0.028411164426 Long DBT NUSS CL N 2 2054-01-05 Fixed 0.05330000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 200000.00000000 PA USD 159850.00000000 0.009322191444 Long DBT NUSS CO N 2 2045-06-15 Fixed 0.05000000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAG8 418325.24000000 PA USD 292827.67000000 0.017077232404 Long LON CORP US N 3 2026-12-30 Variable 0.07925000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 900000.00000000 PA USD 798038.76000000 0.046540319678 Long DBT CORP US N 2 2031-06-15 Fixed 0.09500000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AP9 495000.00000000 PA USD 527338.35000000 0.030753513009 Long DBT NUSS MA N 2 2033-09-08 Fixed 0.06500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CU9 490000.00000000 PA USD 498575.00000000 0.029076081321 Long DBT NUSS PH N 2 2047-10-13 Fixed 0.05950000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAE1 295000.00000000 PA USD 350103.05000000 0.020417439207 Long DBT NUSS QA N 2 2030-06-15 Fixed 0.09750000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 1300000.00000000 PA USD 1275665.04000000 0.074394705796 Long DBT CORP US N 2 2029-09-15 Fixed 0.04875000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1670000.00000000 NC USD 94434.78000000 0.005507282440 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2041-03-27 0.00000000 USD 0.00000000 USD 1670000.00000000 USD 1.00000000 4.34000000 USD 2031-03-25 XXXX -9439.22000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 6000000.00000000 NC USD 39678.96000000 0.002314012270 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2029-05-01 0.00000000 USD 0.00000000 USD 6000000.00000000 USD 1.00000000 3.52100000 USD 2028-04-27 XXXX 9138.96000000 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAC7 580000.00000000 PA USD 609126.03000000 0.035523237192 Long DBT CORP US N 2 2030-11-01 Fixed 0.08625000 N N N N N N MC BRAZIL DOWNSTREAM TRADING SARL 213800T2A7R9TYNXZI63 55292WAA8 697842.21640000 PA USD 657681.40000000 0.038354907225 Long DBT CORP LU N 2 2031-06-30 Fixed 0.07250000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAZ9 187992.31000000 PA USD 187684.00000000 0.010945424954 Long LON CORP US N 2 2030-06-20 Variable 0.05922140 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AF8 975000.00000000 PA USD 971781.52000000 0.056672714240 Long DBT CORP US N 2 2030-01-15 Fixed 0.04875000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCE2 1044750.00000000 PA USD 1044875.37000000 0.060935428429 Long LON CORP US N 2 2032-08-19 Variable 0.06120310 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 300000.00000000 PA USD 308115.00000000 0.017968764571 Long DBT NUSS DO N 2 2045-01-27 Fixed 0.06850000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBF4 290000.00000000 PA USD 287787.30000000 0.016783286242 Long DBT CORP CL N 2 2033-02-02 Fixed 0.05125000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAP9 487906.27000000 PA USD 297622.82000000 0.017356877736 Long LON CORP US N 2 2026-09-30 Variable 0.09083830 N N Y N N N WOLFSPEED INC/DE N/A 977852AS1 527869.00000000 PA USD 479207.50000000 0.027946600290 Long DBT CORP US N 2 2031-06-15 Variable 0.07000000 N N Y N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAB6 760000.00000000 PA USD 794459.92000000 0.046331607563 Long DBT CORP US N 2 2033-12-15 Fixed 0.07500000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AL3 830000.00000000 PA USD 837835.20000000 0.048861183190 Long DBT NUSS EG N 2 2027-01-31 Fixed 0.07500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 970000.00000000 PA USD 779658.37000000 0.045468405293 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQC8 4130000.00000000 PA USD 4000130.87000000 0.233281112116 Long DBT UST US N 2 2033-02-28 Fixed 0.03750000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 575000.00000000 PA USD 600920.43000000 0.035044699976 Long DBT CORP US N 2 2030-01-31 Fixed 0.09125000 N N N N N N BEAZER HOMES USA INC 549300DUPYT2T0F60I45 07556QBV6 175000.00000000 PA USD 175470.28000000 0.010233140712 Long DBT CORP US N 2 2032-01-15 Fixed 0.08000000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAE3 380000.00000000 PA USD 387600.00000000 0.022604200211 Long DBT CORP LU N 2 2042-08-23 Fixed 0.06102700 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAE3 2190000.00000000 PA USD 2207491.46000000 0.128737303731 Long DBT CORP US N 2 2028-04-15 Fixed 0.06750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 9625000.00000000 PA USD 9050507.81000000 0.527810863132 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 395000.00000000 PA USD 387100.00000000 0.022575041026 Long DBT CORP US N 2 2029-02-15 Fixed 0.06750000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 465000.00000000 PA USD 456880.96000000 0.026644552870 Long DBT CORP US N 2 2028-06-15 Fixed 0.04375000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 3692838.00000000 PA USD 3568840.99000000 0.208128989318 Long DBT CORP FR N 2 2032-04-15 Fixed 0.06500000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 925000.00000000 PA USD 943579.55000000 0.055028021319 Long DBT CORP US N 2 2030-10-01 Fixed 0.06625000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAF3 955000.00000000 PA USD 954674.15000000 0.055675040307 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 280000.00000000 PA USD 276931.09000000 0.016150169770 Long DBT CORP US N 2 2029-10-01 Fixed 0.04875000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 1025000.00000000 PA 234460.48000000 0.013673353022 Long DBT NUSS RO N 2 2030-04-29 Fixed 0.08000000 N N N N N N ACRISURE HOLDINGS INC N/A N/A 241598.00000000 NS USD 7682816.40000000 0.448049329441 Long EP CORP US N 3 N N N FNMA/FHLG TBA ISSUER N/A 01F022675 -4100000.00000000 PA USD -3424941.56000000 -0.19973700911 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 3040000.00000000 NC USD 119639.72000000 0.006977193457 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2036-09-17 0.00000000 USD 0.00000000 USD 3040000.00000000 USD 1.00000000 3.56500000 USD 2026-09-15 XXXX 37445.72000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 1071000.00000000 PA USD 994314.73000000 0.057986814318 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 280000.00000000 PA USD 292970.44000000 0.017085558518 Long DBT CORP CA N 2 2031-07-01 Fixed 0.07250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5BG1 122122.69000000 PA USD 111290.43000000 0.006490276473 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N AEROPUERTOS DOMINICANOS SIGLO XXI S A 254900KJA5MXNPYB4W32 007866AE6 300000.00000000 PA USD 313086.00000000 0.018258665189 Long DBT CORP DO N 2 2034-06-30 Fixed 0.07000000 N N N N N N INTERCONTINENTAL EXCHANGE N/A N/A -2440000.00000000 NC USD -20032.35000000 -0.00116825399 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE N/A CDX EMIG CDSI S45 5Y CXPEI545 Y 2031-06-20 0.00000000 USD 0.00000000 USD -2455348.14000000 USD -20032.35000000 N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAW4 15560.87000000 PA USD 15560.87000000 0.000907484574 Long LON CORP US N 3 2026-09-30 Variable 0.10910550 N N Y N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 265000.00000000 PA USD 259819.25000000 0.015152235154 Long DBT NUSS MX N 2 2038-02-09 Fixed 0.06125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BQY60 252702.09000000 PA USD 254778.57000000 0.014858270912 Long ABS-CBDO USGSE US N 2 2053-09-25 Variable 0.04827760 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAG5 320000.00000000 PA USD 354840.00000000 0.020693690410 Long DBT NUSS EG N 2 2033-02-04 Fixed 0.09450000 N N N N N N BIOCON BIOLOGICS GLOBAL PLC 254900PMQN51VACG2D55 090978AA5 255000.00000000 PA USD 256275.00000000 0.014945540271 Long DBT CORP GB N 2 2029-10-09 Fixed 0.06670000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBK3 205000.00000000 PA USD 218048.25000000 0.012716218520 Long DBT CORP CL N 2 2036-01-26 Fixed 0.06440000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAN2 305000.00000000 PA USD 316925.50000000 0.018482578570 Long DBT CORP CL N 2 2033-05-10 Fixed 0.06150000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DC1 385000.00000000 PA USD 377119.05000000 0.021992968291 Long DBT NUSS TR N 2 2031-06-26 Fixed 0.05875000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 215000.00000000 PA USD 212850.00000000 0.012413065054 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N DANGOTE FERTILISER LTD 0292006832A6M7BC0G53 236158AA9 435000.00000000 PA USD 438262.50000000 0.025558754631 Long DBT CORP NG N 2 2031-05-05 Fixed 0.07750000 N N N N N N SWITZERLAND CONFEDERATION 5067006OA1BJ88912Q83 N/A 3200000.00000000 PA 4843560.40000000 0.282468547514 Long DBT NUSS CH N 2 2033-04-08 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQA2 78650000.00000000 PA USD 77347359.38000000 4.510771922686 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 635000.00000000 PA USD 635764.13000000 0.037076727764 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 28228QAB5 1530000.00000000 PA USD 1533825.00000000 0.089450173862 Long LON CORP US N 2 2031-02-10 Variable 0.06915780 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 1015000.00000000 PA USD 1002374.35000000 0.058456838219 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 575000.00000000 PA USD 595390.08000000 0.034722178978 Long DBT CORP US N 2 2031-12-01 Fixed 0.07125000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98379YAA0 815000.00000000 PA USD 857844.55000000 0.050028095867 Long DBT CORP US N 2 2034-04-15 Fixed 0.07750000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 821279.16000000 PA USD 776264.85000000 0.045270500738 Long LON CORP US N 2 2028-07-03 Variable 0.07757220 N N N N N N 1261229 BC LTD N/A 68288AAA5 3130000.00000000 PA USD 3170176.68000000 0.184879536583 Long DBT CORP CA N 2 2032-04-15 Fixed 0.10000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 370000.00000000 PA USD 353886.50000000 0.020638083844 Long DBT CORP NL N 2 2030-01-21 Fixed 0.03680000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAP5 1000000.00000000 PA USD 573500.00000000 0.033445585193 Long DBT NUSS MX N 2 2071-04-19 Fixed 0.03750000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 400000.00000000 PA USD 372100.00000000 0.021700265476 Long DBT CORP AE N 2 2048-09-25 Fixed 0.05625000 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 335000.00000000 PA USD 327235.07000000 0.019083815888 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP N/A 432891AK5 435000.00000000 PA USD 434883.55000000 0.025361699774 Long DBT CORP US N 2 2027-04-01 Fixed 0.04875000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAB4 1032775.00000000 PA USD 1001820.67000000 0.058424548504 Long DBT CORP FR N 2 2030-10-15 Fixed 0.06875000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 N/A 456309.23000000 PA USD 457007.38000000 0.026651925478 Long LON CORP LU N 2 2029-09-27 Variable 0.08143920 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087S62 13700000.00000000 PA 9620991.51000000 0.561080542627 Long DBT NUSS CA N 2 2035-06-01 Fixed 0.03250000 N N N N N N GENERADORA DE GATUN SA 549300BC48TWBTNIBO28 36875RAB2 200000.00000000 PA USD 206670.00000000 0.012052657527 Long DBT CORP PA N 2 2044-09-30 Fixed 0.06874000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFC0 1210000.00000000 PA USD 1156495.31000000 0.067444921389 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 29441WAD7 275000.00000000 PA USD 262023.44000000 0.015280779922 Long DBT CORP NL N 2 2028-04-28 Fixed 0.02625000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 510000.00000000 PA USD 513521.55000000 0.029947739754 Long DBT CORP US N 2 2033-08-15 Fixed 0.06000000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893814AA1 195000.00000000 PA USD 203568.30000000 0.011871771439 Long DBT CORP BM N 2 2032-10-15 Fixed 0.07875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLES5 1284053.04500000 PA USD 1149149.15000000 0.067016505312 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BR6 330000.00000000 PA USD 366296.70000000 0.021361826479 Long DBT NUSS ID N 2 2044-01-15 Fixed 0.06750000 N N N N N N ALERA GROUP INTER HLDGS INC 2549003D76KZAKICNX26 01451PAE6 178652.24000000 PA USD 169474.87000000 0.009883498174 Long LON CORP US N 2 2032-05-28 Variable 0.06393920 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 415000.00000000 PA USD 415909.34000000 0.024255154775 Long DBT CORP LR N 2 2027-07-15 Fixed 0.05375000 N N N N N N B and G FOODS INC 549300TRW1LZMDJZAQ78 05508TAV4 150000.00000000 PA USD 147406.50000000 0.008596506807 Long LON CORP US N 2 2029-10-10 Variable 0.00000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLYE4 125069.89500000 PA USD 111791.29000000 0.006519485812 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N DAR AL-ARKAN SUKUK CO LTD 5493000UYHRBXEIYUQ69 N/A 375000.00000000 PA USD 372371.25000000 0.021716084334 Long DBT CORP KY N 2 2030-07-02 Fixed 0.07250000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AG6 525000.00000000 PA USD 498744.49000000 0.029085965702 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 N/A 16100000.00000000 PA 297101.20000000 0.017326457708 Long DBT NUSS EG N 2 2026-12-01 Fixed 0.00000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 450000.00000000 PA USD 468798.75000000 0.027339578957 Long DBT CORP US N 2 2034-06-15 Fixed 0.06500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AT3 875000.00000000 PA USD 1069250.00000000 0.062356917120 Long DBT NUSS ID N 2 2035-10-12 Fixed 0.08500000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 550000.00000000 PA USD 566637.50000000 0.033045375379 Long DBT CORP SG N 2 2029-04-27 Fixed 0.08960000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAL2 1230000.00000000 PA USD 1253463.48000000 0.073099947005 Long DBT CORP US N 2 2030-09-15 Fixed 0.07875000 N N N N N N KASEYA INC 254900MISXMLRZ63NH46 48578AAB4 251812.50000000 PA USD 193754.61000000 0.011299453034 Long LON CORP US N 2 2032-03-22 Variable 0.06913390 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQJ3 17390000.00000000 PA USD 17258216.49000000 1.006471054768 Long DBT UST US N 2 2029-04-15 Fixed 0.03875000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2K0 1010000.00000000 PA USD 903445.00000000 0.052687439782 Long DBT CORP SA N 2 2030-11-24 Fixed 0.02250000 N N N N N N MONGOLIA GOVERNMENT OF N/A 60937LAJ4 230000.00000000 PA USD 236540.63000000 0.013794663979 Long DBT NUSS MN N 2 2030-02-25 Fixed 0.06625000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 N/A 146415000.00000000 PA 101587.96000000 0.005924444238 Long DBT NUSS NG N 2 2026-09-15 Fixed 0.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1249000.00000000 PA USD 742161.55000000 0.043281651871 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAM7 985000.00000000 PA USD 1029971.16000000 0.060066239196 Long DBT CORP SG N 2 2029-12-15 Fixed 0.08250000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 280000.00000000 PA USD 287173.87000000 0.016747512004 Long DBT CORP US N 2 2032-03-01 Fixed 0.06625000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AQ5 90000.00000000 PA USD 91001.25000000 0.005307044567 Long DBT NUSS SV N 2 2041-02-01 Fixed 0.07625000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAR1 290000.00000000 PA USD 308313.50000000 0.017980340768 Long DBT NUSS RO N 2 2033-01-17 Fixed 0.07125000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 250000.00000000 PA USD 253531.00000000 0.014785514663 Long DBT CORP US N 2 2031-02-01 Fixed 0.06375000 N N N N N N ENN ENERGY HLDGS LTD 549300V7BXPWT6WIPR03 29336EAA1 640000.00000000 PA USD 637875.20000000 0.037199841926 Long DBT CORP KY N 2 2027-05-17 Fixed 0.04625000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 425000.00000000 PA USD 412878.62000000 0.024078408125 Long DBT CORP US N 2 2031-02-01 Fixed 0.06875000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAP7 200000.00000000 PA USD 204115.00000000 0.011903654092 Long DBT CORP CL N 2 2034-07-30 Fixed 0.05950000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A 84863V101 15141.00000000 NS USD 302.82000000 0.000017659968 Long EC CORP US N 1 N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQAB8 263859.85000000 PA USD 276714.15000000 0.016137518183 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N LIGHT and WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AA3 295000.00000000 PA USD 305758.36000000 0.017831329168 Long DBT CORP US N 2 2031-09-01 Fixed 0.07500000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAB7 570000.00000000 PA USD 565793.40000000 0.032996148843 Long DBT CORP MY N 2 2027-04-06 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 135472.43900000 PA USD 111185.78000000 0.006484173456 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AS3 200000.00000000 PA USD 198300.00000000 0.011564532770 Long DBT NUSS KE N 2 2039-02-26 Fixed 0.08700000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92841HAB8 280000.00000000 PA USD 276903.08000000 0.016148536273 Long DBT CORP MT N 2 2032-01-15 Fixed 0.08750000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 36943.80670000 NS USD 568195.75000000 0.033136249979 Long EC CORP US N 3 N N N US FOODS HOLDING CORP 549300UGOZSO64CFPR97 912008109 9200.00000000 NS USD 940700.00000000 0.054860090657 Long EC CORP US N 1 N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HY6 578000.00000000 PA USD 423455.60000000 0.024695240358 Long DBT CORP US N 2 2047-12-01 Fixed 0.03950000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 2850000.00000000 PA USD 2764652.19000000 0.161230009332 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N SONANGOL FINANCE LTD N/A 83540CAA4 200000.00000000 PA USD 202000.00000000 0.011780310739 Long DBT CORP AO N 2 2031-01-29 Fixed 0.10000000 N N N N N N IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC N/A 46285MAA8 415000.00000000 PA USD 398744.08000000 0.023254104791 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 465000.00000000 PA USD 475927.50000000 0.027755316037 Long DBT NUSS MX N 2 2035-02-09 Fixed 0.06350000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AD6 645000.00000000 PA USD 642178.13000000 0.037450781789 Long DBT NUSS BM N 2 2027-01-25 Fixed 0.03717000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102CK1 360000.00000000 PA USD 355037.59000000 0.020705213536 Long DBT CORP US N 2 2029-11-15 Fixed 0.10000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAQ3 225000.00000000 PA USD 229819.50000000 0.013402698633 Long DBT NUSS RO N 2 2028-02-17 Fixed 0.06625000 N N N N N N BROADSTREET PARTNERS GROUP LLC 549300BS9N54G8DD0R75 11135RAA3 725000.00000000 PA USD 707975.99000000 0.041288005734 Long DBT CORP US N 2 2029-04-15 Fixed 0.05875000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AS8 120000.00000000 PA USD 120151.20000000 0.007007022137 Long DBT NUSS GT N 2 2032-04-24 Fixed 0.05375000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BW1 300000.00000000 PA USD 310842.90000000 0.018127851253 Long DBT CORP BM N 2 2029-08-15 Fixed 0.07000000 N N N N N N PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 74446T2C6 230000.00000000 PA USD 157497.10000000 0.009184974151 Long DBT CORP TH N 2 2070-07-16 Fixed 0.03700000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 990000.00000000 PA USD 988774.68000000 0.057663727632 Long DBT CORP BM N 2 2028-02-15 Fixed 0.05000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 865000.00000000 PA USD 887238.29000000 0.051742290872 Long DBT CORP US N 2 2034-01-31 Fixed 0.06750000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 505000.00000000 PA USD 496920.00000000 0.028979564419 Long DBT CORP VG N 2 2029-04-27 Fixed 0.05250000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DG8 400000.00000000 PA USD 244868.00000000 0.014280302624 Long DBT NUSS ID N 2 2061-09-23 Fixed 0.03200000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CH8 160000.00000000 PA USD 109056.00000000 0.006359968158 Long DBT NUSS PH N 2 2045-05-05 Fixed 0.02950000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 493.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N SUBURBAN PROPANE LP/ENGY FIN C N/A 864486AL9 570000.00000000 PA USD 540354.70000000 0.031512605324 Long DBT CORP US N 2 2031-06-01 Fixed 0.05000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67123SAB5 650000.00000000 PA USD 651397.50000000 0.037988440420 Long LON CORP US N 2 2033-03-24 Variable 0.00000000 N N N N N N TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 440000.00000000 PA USD 407880.00000000 0.023786896754 Long DBT CORP BM N 2 2030-08-15 Fixed 0.03250000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 1025000.00000000 PA USD 936624.50000000 0.054622414140 Long DBT NUSS CO N 2 2030-01-30 Fixed 0.03000000 N N N N N N TRINIDAD and TOBAGO, REPUBLIC OF N/A 896292AN9 345000.00000000 PA USD 354591.00000000 0.020679169135 Long DBT NUSS TT N 2 2036-01-28 Fixed 0.06500000 N N N N N N BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 290000.00000000 PA USD 310155.00000000 0.018087734046 Long EP CORP CL N 2 N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AX2 485000.00000000 PA USD 463892.70000000 0.027053466117 Long DBT CORP US N 2 2032-02-15 Fixed 0.05000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DX3 310000.00000000 PA USD 306280.00000000 0.017861750362 Long DBT NUSS CL N 2 2027-01-31 Fixed 0.02750000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AJ9 250000.00000000 PA USD 250277.50000000 0.014595775847 Long DBT NUSS PY N 2 2031-04-28 Fixed 0.04950000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840M102 30600.00000000 NS USD 4854078.00000000 0.283081916802 Long EC CORP US N 1 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 724000.00000000 PA USD 666052.99000000 0.038843124709 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 685000.00000000 PA USD 603635.70000000 0.035203050096 Long DBT CORP GB N 2 2031-01-29 Fixed 0.03950000 N N N N N N SINGAPORE REPUBLIC OF 549300ZSV6VOGFH1ER70 N/A 2000000.00000000 PA 1637873.61000000 0.095518119197 Long DBT NUSS SG N 2 2035-03-01 Fixed 0.02750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTVA1 290854.17000000 PA USD 304750.86000000 0.017772573410 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AC7 430000.00000000 PA USD 433225.00000000 0.025264975842 Long DBT NUSS PK N 2 2027-12-05 Fixed 0.06875000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 1705000.00000000 PA USD 1698768.23000000 0.099069394177 Long DBT CORP US N 2 2029-12-01 Fixed 0.05625000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BB9 620000.00000000 PA USD 525062.50000000 0.030620789147 Long DBT NUSS ZA N 2 2049-09-30 Fixed 0.05750000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAN7 355000.00000000 PA USD 351055.95000000 0.020473010782 Long DBT CORP TR N 2 2029-05-02 Fixed 0.06125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 1180000.00000000 PA USD 1152435.93000000 0.067208184964 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CC2 830000.00000000 PA USD 789969.10000000 0.046069710260 Long DBT NUSS BR N 2 2030-06-12 Fixed 0.03875000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 1070873.36000000 PA USD 630926.46000000 0.036794602735 Long LON CORP US N 2 2028-10-30 Variable 0.00000000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWX4 325402.79000000 PA USD 328485.10000000 0.019156715600 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.05027760 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1079000.00000000 PA USD 1079556.76000000 0.062957990563 Long EP CORP US N 2 N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 565000.00000000 PA USD 584397.02000000 0.034081081638 Long DBT CORP US N 2 2032-01-30 Fixed 0.07625000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBC0 250000.00000000 PA USD 237851.72000000 0.013871124611 Long DBT CORP AU N 2 2031-04-01 Fixed 0.04375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAR2 2790000.00000000 PA USD 2825321.76000000 0.164768159762 Long EP CORP US N 2 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H77F4 272357.16500000 PA USD 258393.77000000 0.015069103484 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.03500000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360AAA5 295000.00000000 PA USD 306999.72000000 0.017903723260 Long DBT CORP US N 2 2030-06-15 Fixed 0.08500000 N N N N N N SPAIN, KINGDOM OF 9598007A56S18711AH60 N/A 2200000.00000000 PA 2510581.74000000 0.146413034823 Long DBT NUSS ES N 2 2054-10-31 Fixed 0.04000000 N N N N N N BIRCH GROVE CLO 5 LLC N/A 090985AE2 100000.00000000 PA USD 99083.90000000 0.005778411541 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.10425230 N N N N N N CRC INSURANCE GROUP LLC N/A 89788VAE2 618421.05000000 PA USD 598322.37000000 0.034893185351 Long LON CORP US N 2 2032-05-06 Variable 0.08482220 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQE4 60090000.00000000 PA USD 59078328.37000000 3.445351812741 Long DBT UST US N 2 2029-03-15 Fixed 0.03500000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAF2 255000.00000000 PA USD 268221.27000000 0.015642227265 Long DBT CORP MA N 2 2034-05-02 Fixed 0.06750000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DT9 240000.00000000 PA USD 251101.44000000 0.014643826684 Long DBT CORP US N 2 2029-03-15 Fixed 0.07200000 N N N N N N PROVINCE OF SANTA FE N/A N/A 270000.00000000 PA USD 271984.50000000 0.015861692704 Long DBT NUSS AR N 2 2034-12-11 Fixed 0.08100000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAN2 295000.00000000 PA USD 314322.50000000 0.018330775853 Long DBT CORP CO N 2 2034-12-24 Variable 0.08625000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972FAC6 2959304.64700000 PA USD 2903462.57000000 0.169325204432 Long LON CORP US N 2 2029-04-13 Variable 0.06818920 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 362393308 4921.00000000 NS USD 177008.37000000 0.010322839614 Long EC CORP US N 3 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAK5 550000.00000000 PA USD 531232.08000000 0.030980588996 Long DBT CORP US N 2 2030-05-01 Fixed 0.04625000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AN0 260000.00000000 PA USD 272239.50000000 0.015876563889 Long DBT NUSS PY N 2 2036-02-09 Fixed 0.06000000 N N N N N N YONDR JK 2 LLC N/A 985925AA4 275000.00000000 PA USD 275690.48000000 0.016077819417 Long DBT CORP US N 2 2031-06-30 Fixed 0.06875000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 775921AA7 525000.00000000 PA USD 502818.75000000 0.029323569904 Long DBT NUSS RO N 2 2036-07-04 Fixed 0.05750000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 19500.00000000 NS USD 6968715.00000000 0.406404099780 Long EC CORP US N 1 N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 19416MAB5 405000.00000000 PA USD 403987.50000000 0.023559892499 Long DBT CORP US N 2 2029-07-01 Fixed 0.05875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 570000.00000000 PA USD 524705.24000000 0.030599954326 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353T100 12500.00000000 NS USD 902000.00000000 0.052603169738 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 414387.00000000 PA USD 248010.62000000 0.014463575100 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00000000 N N N N N N STUDIO CITY FIN LTD 254900D6R731QAUIG324 86389QAG7 320000.00000000 PA USD 306144.00000000 0.017853819064 Long DBT CORP VG N 2 2029-01-15 Fixed 0.05000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBX2 1665000.00000000 PA USD 1642805.55000000 0.095805741899 Long LON CORP US N 2 2033-05-29 Variable 0.06665780 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JX21 30000.00000000 PA USD 30000.00000000 0.001749551099 Long DBT NUSS EG N 2 2032-01-15 Fixed 0.07052900 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 N/A 213810000.00000000 PA 782415.32000000 0.045629186123 Long DBT NUSS HU N 2 2035-10-24 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUW22 221500.39000000 PA USD 222946.81000000 0.013001894555 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.04827760 N N N N N N KNOWBE4 INC 64883ZJ0RS5039H4PN24 49925TAD7 79600.00000000 PA USD 61690.00000000 0.003597660245 Long LON CORP US N 2 2032-07-26 Variable 0.07413390 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 435000.00000000 PA 505425.85000000 0.029475611726 Long DBT NUSS RO N 2 2037-10-07 Fixed 0.06125000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 375000.00000000 PA USD 395475.00000000 0.023063457374 Long DBT NUSS DO N 2 2031-02-03 Fixed 0.07050000 N N N N N N PETSMART INC / PETSMART FINANCE CORP N/A 71677KAC2 720000.00000000 PA USD 720156.96000000 0.041998380049 Long DBT CORP US N 2 2032-09-15 Fixed 0.07500000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 245000.00000000 PA USD 242500.51000000 0.014142234466 Long DBT CORP US N 2 2031-10-01 Fixed 0.05125000 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 92337DAB8 260000.00000000 PA USD 259616.57000000 0.015140415186 Long DBT CORP NL N 2 2033-06-01 Fixed 0.07450000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 500000.00000000 PA USD 499482.14000000 0.029128984247 Long DBT CORP US N 2 2027-12-01 Fixed 0.05250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032674 -5600000.00000000 PA USD -5083531.04000000 -0.29646324408 Short ABS-MBS USGA US N 2 2056-07-01 Fixed 0.03500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HR1 743000.00000000 PA USD 553072.00000000 0.032254257531 Long DBT CORP US N 2 2046-12-01 Fixed 0.04000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 1030000.00000000 PA USD 1014224.73000000 0.059147933065 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N N XPO INC 54930096DB9LCLPN7H13 983793AK6 430000.00000000 PA USD 445932.36000000 0.026006048364 Long DBT CORP US N 2 2032-02-01 Fixed 0.07125000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 10000.00000000 PA 6401.95000000 0.000373351288 Long DBT NUSS AU N 2 2054-06-21 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 2923000.00000000 PA USD 2842389.16000000 0.165763502711 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N FIESTA PURCHASER INC N/A 31659AAB2 340000.00000000 PA USD 333047.54000000 0.019422789664 Long DBT CORP US N 2 2032-09-15 Fixed 0.09625000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAC9 465000.00000000 PA USD 478075.80000000 0.027880601391 Long DBT CORP KY N 2 2030-05-29 Fixed 0.07875000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAN4 575000.00000000 PA USD 565854.57000000 0.032999716178 Long DBT CORP CA N 2 2029-06-15 Fixed 0.04750000 N N N N N N BBAM US CLO I LTD N/A 054978AS0 125000.00000000 PA USD 125006.13000000 0.007290153741 Long ABS-CBDO CORP KY N 2 2038-03-30 Variable 0.06673100 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 12642KAB0 545000.00000000 PA USD 450660.50000000 0.026281785782 Long DBT CORP KY N 2 2028-01-28 Fixed 0.06750000 N N N N N N RWANDA REPUBLIC OF 213800AKFASSQE52AZ88 78347YAL7 560000.00000000 PA USD 534094.40000000 0.031147514833 Long DBT NUSS RW N 2 2031-08-09 Fixed 0.05500000 N N N N N N 2026-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer