NPORT-P false 0000895430 XXXXXXXX S000012534 C000034078 C000034080 C000034081 C000079030 C000105408 C000122013 Voya Mutual Funds 811-07428 0000895430 5493002558QOEAVY2M96 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 Voya Global Bond Fund S000012534 5MM0DBR0YE4H6D47WD26 2026-10-31 2026-07-31 N 83237994.56 4394917.52 78843077.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3850710.27000000 0.00000000 3481889.31000000 AUD CAD CNY EUR GBP MXN PEN PLN THB USD N BBG Global Aggregate Index LEGATRUU Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD -3505.07000000 -0.00444562811 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -150000.00000000 USD 7717500.00000000 EGP 2026-10-14 -3505.07000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -7981.15000000 -0.01012282916 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -4557790.10000000 SEK 470927.84000000 USD 2026-08-14 -7981.15000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 816000.00000000 NC USD 11190.54000000 0.014193433869 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2037-05-03 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.02000000 USD 2027-04-29 XXXX 11190.54000000 N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17307G4K1 308438.98000000 PA USD 136530.08000000 0.173166858937 Long ABS-O CORP US N 2 2036-03-25 Variable 4.44302420 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 5000.00000000 PA USD 5018.11000000 0.006364680563 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 254945AA6 40000.00000000 PA USD 40775.16000000 0.051716855215 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N THAILAND, KINGDOM OF - MINISTRY OF FINANCE 254900PHJ6MSKT6C7026 000000000 8250000.00000000 PA 271322.90000000 0.344130277744 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.35000000 N N N N N N RATE MORTGAGE TRUST 2021-HB1 N/A 75409XBG0 457257.66000000 PA USD 365918.16000000 0.464109435777 Long ABS-O CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 11000.00000000 PA USD 9688.12000000 0.012287851214 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 5000.00000000 PA USD 4397.23000000 0.005577192272 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HBL1 20000.00000000 PA USD 19341.65000000 0.024531830474 Long DBT CORP US N 2 2056-03-18 Fixed 5.70000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ3 N/A 36262AAD6 664374.01000000 PA USD 531247.41000000 0.673803496698 Long ABS-O CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFE1 30000.00000000 PA USD 28494.66000000 0.036140979106 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD -84267.85000000 -0.10688046834 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -3240400158.44000000 COP 935223.61000000 USD 2026-09-04 -84267.85000000 N N N LG ENERGY SOLUTION LTD 988400QX6P286XA6ZS85 50205MAN9 200000.00000000 PA USD 196852.00000000 0.249675694290 Long DBT CORP KR N 2 2036-04-02 Fixed 5.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CRC7 276800.00000000 PA USD 273664.38000000 0.347100075585 Long DBT UST US N 2 2033-07-31 Fixed 4.37500000 N N N N N N PSEG POWER LLC N/A 69362BBE1 12000.00000000 PA USD 11997.19000000 0.015216542086 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 14000.00000000 PA USD 13984.37000000 0.017736966294 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 6000.00000000 PA USD 5932.93000000 0.007524985354 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAB5 12000.00000000 PA USD 11776.23000000 0.014936289198 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N CAMPBELL'S COMPANY (THE) 5493007JDSMX8Z5Z1902 134429BJ7 10000.00000000 PA USD 9034.19000000 0.011458444214 Long DBT CORP US N 2 2030-04-24 Fixed 2.37500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 12000.00000000 PA USD 11940.75000000 0.015144956853 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4J9 10000.00000000 PA USD 9866.39000000 0.012513958574 Long DBT CORP US N 2 2032-05-20 Fixed 4.84400000 N N N N N N MERCK & COMPANY INC 4YV9Y5M8S0BRK1RP0397 58933YBY0 24000.00000000 PA USD 23360.19000000 0.029628714247 Long DBT CORP US N 2 2032-12-04 Fixed 4.45000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 942.52000000 0.001195437868 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2031-06-20 985.60000000 USD 0.00000000 USD -237000.00000000 USD -43.08000000 N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CM0 27000.00000000 PA USD 24135.55000000 0.030612136037 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 20000.00000000 PA USD 19236.06000000 0.024397906223 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAC5 4000.00000000 PA USD 4157.61000000 0.005273272119 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP N/A 161175CR3 5000.00000000 PA USD 4946.17000000 0.006273436027 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N CHEMOURS COMPANY (THE) 549300M1BOLNXL8DOV14 163851AL2 20000.00000000 PA USD 19480.15000000 0.024707495865 Long DBT CORP US N 2 2034-03-15 Fixed 7.87500000 N N N N N N MONONGAHELA POWER COMPANY N/A 609935AA9 4000.00000000 PA USD 4122.24000000 0.005228410857 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A2HT9 102980.58880000 PA USD 100106.58000000 0.126969397641 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBD1 30000.00000000 PA USD 29563.41000000 0.037496519808 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N PSEG POWER LLC N/A 69362BBD3 12000.00000000 PA USD 12042.35000000 0.015273820419 Long DBT CORP US N 2 2030-05-15 Fixed 5.20000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EP0 5000.00000000 PA USD 4887.94000000 0.006199580462 Long DBT CORP US N 2 2032-02-10 Fixed 4.45600000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -7448000.00000000 NC USD 25402.95000000 0.032219632913 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX 25402.95000000 N N N COCA-COLA CONSOLIDATED INC 57VG5X0E00X0QJU7CQ58 191098AM4 12000.00000000 PA USD 12168.42000000 0.015433720317 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE 529900FWX0GRR7WG5W79 000000000 8833000000.00000000 PA 531580.29000000 0.674225702442 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BW8 4000.00000000 PA USD 4079.29000000 0.005173935560 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAN4 21000.00000000 PA USD 20966.82000000 0.026593102130 Long DBT CORP US N 2 N/A Fixed 3.50000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAD2 11000.00000000 PA USD 9392.90000000 0.011913411237 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BT4 250000.00000000 PA USD 242565.88000000 0.307656536384 Long DBT CORP CH N 2 2033-11-06 Fixed 4.84400000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 000000000 1525000.00000000 PA 431983.68000000 0.547903121260 Long DBT NUSS PL N 2 2028-07-25 Fixed 7.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAX4 19000.00000000 PA USD 18857.44000000 0.023917686508 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 26000.00000000 PA USD 24512.49000000 0.031090224938 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AK5 34000.00000000 PA USD 31443.89000000 0.039881611906 Long DBT CORP US N 2 2055-09-11 Fixed 5.65000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -6515000.00000000 NC USD 7782.10000000 0.009870365658 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2030-02-07 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.69700000 USD 2029-02-05 XXXX 7782.10000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 11000.00000000 PA USD 9742.54000000 0.012356874396 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBF7 11000.00000000 PA USD 10972.29000000 0.013916618188 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N WORTHINGTON STEEL INC 2549009ZUUWL3QLK6G24 982104AA9 20000.00000000 PA USD 20705.24000000 0.026261329183 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 5000.00000000 PA USD 4803.39000000 0.006092342131 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 92866CH71 1000000.00000000 PA USD 999249.40000000 1.267390159687 Long STIV CORP US N 2 2026-08-07 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB37 4000.00000000 PA USD 3933.22000000 0.004988668818 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N BENCHMARK 2019-B9 MORTGAGE TRUST N/A 08160JAG2 1266946.58030000 PA USD 23897.02000000 0.030309598378 Long ABS-O CORP US N 2 2052-03-15 Variable 0.99671900 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAL9 20000.00000000 PA USD 19784.16000000 0.025093084570 Long DBT CORP US N 2 2030-03-15 Fixed 4.40000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 13000.00000000 PA USD 13109.15000000 0.016626887853 Long DBT CORP US N 2 2029-03-01 Fixed 5.15000000 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAE8 40000.00000000 PA USD 40793.96000000 0.051740700048 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD -1505.33000000 -0.00190927352 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -62587.65000000 USD 19354769.52000000 HUF 2026-09-04 -1505.33000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 17000.00000000 PA USD 16858.60000000 0.021382473430 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBJ9 15000.00000000 PA USD 15106.69000000 0.019160452086 Long DBT CORP US N 2 2028-03-15 Fixed 5.15000000 N N N N N N BENCHMARK 2020-B21 MORTGAGE TRUST N/A 08163LAL3 9738054.79000000 PA USD 451529.74000000 0.572694213559 Long ABS-O CORP US N 2 2053-12-17 Variable 1.39760400 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GF41 5000.00000000 PA USD 4886.47000000 0.006197715999 Long DBT CORP US N 2 2037-06-03 Fixed 5.42500000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EER0 20000.00000000 PA USD 19366.08000000 0.024562816073 Long DBT CORP US N 2 2037-01-28 Fixed 5.30500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 13000.00000000 PA USD 12793.66000000 0.016226738580 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397T4J8 1277580.71000000 PA USD 72229.30000000 0.091611467628 Long ABS-O USGSE US N 2 2038-04-15 Floating 2.16013000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAS3 20000.00000000 PA USD 19398.29000000 0.024603669375 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE N/A 951913AE2 500000.00000000 PA USD 502199.55000000 0.636960870699 Long ABS-O CORP US N 2 2041-11-15 Floating 5.91756000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBF6 16000.00000000 PA USD 15909.38000000 0.020178537669 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -750000.00000000 NC USD -1258.97000000 -0.00159680475 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.46.V2 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 0.01000000 USD 106.50000000 USD 2026-08-19 XXXX 3497.26000000 N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 25000.00000000 PA USD 24965.30000000 0.031664542959 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392GB8 2000.00000000 PA USD 2070.97000000 0.002626698598 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 4000.00000000 PA USD 4031.65000000 0.005113511739 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CD4 5000.00000000 PA USD 4977.75000000 0.006313490273 Long DBT CORP US N 2 2035-02-11 Fixed 5.12500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 8000.00000000 PA USD 8136.19000000 0.010319472939 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ1 N/A 36263NAD7 296649.45000000 PA USD 237392.24000000 0.301094590561 Long ABS-O CORP US N 2 2052-05-25 Variable 2.50000000 N N N N N N AUTOMATIC DATA PROCESSING INC HGBOLILQXWER4SAL2I23 053015AJ2 19000.00000000 PA USD 18845.65000000 0.023902732754 Long DBT CORP US N 2 2032-05-08 Fixed 4.75000000 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAD3 5000.00000000 PA USD 4938.68000000 0.006263936144 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 4000.00000000 PA USD 3061.20000000 0.003882649073 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26244JHA0 1000000.00000000 PA USD 998940.80000000 1.266998749291 Long STIV CORP US N 2 2026-08-10 None 0.00000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 34.00000000 NC -10703.60000000 -0.01357582732 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2026-09-08 4145287.71000000 USD -10703.60000000 N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GU5 8000.00000000 PA USD 8016.56000000 0.010167741165 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 14000.00000000 PA USD 13958.75000000 0.017704471367 Long DBT CORP US N 2 2030-06-15 Fixed 5.15000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136ADB65 347784.03000000 PA USD 23166.57000000 0.029383137834 Long ABS-O USGSE US N 2 2033-05-25 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378FTX8 30851.38000000 PA USD 252.72000000 0.000320535435 Long ABS-O USGA US N 2 2028-01-20 Fixed 3.00000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NX9 7000.00000000 PA USD 6015.29000000 0.007629446015 Long DBT CORP US N 2 2031-06-15 Fixed 1.65000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 2551900000.00000000 PA 690039.90000000 0.875206709207 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 4000.00000000 PA USD 3953.72000000 0.005014669833 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N ELEVATION CLO 2021-13 LTD 549300YZ3RIOTSOP0V95 28622EAS7 250000.00000000 PA USD 250112.00000000 0.317227598655 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 4.73310000 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 25000.00000000 PA USD 24536.47000000 0.031120639783 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 70000.00000000 PA USD 73945.90000000 0.093788703810 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -2337500.00000000 NC USD 4812.47000000 0.006103858678 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2029-02-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.41500000 USD 2028-02-11 XXXX 4812.47000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 19000.00000000 PA USD 18097.18000000 0.022953416684 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4F7 41000.00000000 PA USD 37787.36000000 0.047927302457 Long DBT CORP US N 2 2047-01-23 Fixed 5.43300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31395VEC9 295401.97000000 PA USD 14761.44000000 0.018722556950 Long ABS-O USGSE US N 2 2033-02-15 Floating 3.26013000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CRB9 669600.00000000 PA USD 669377.67000000 0.848999931421 Long DBT UST US N 2 2028-07-31 Fixed 4.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 140000.00000000 PA USD 135880.01000000 0.172342347738 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 17000.00000000 PA USD 15459.17000000 0.019607517337 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 11000.00000000 PA USD 10793.38000000 0.013689699089 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 11000.00000000 PA USD 9868.11000000 0.012516140123 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N VERTIV HOLDINGS COMPANY 549300KTTIRAOGXCRV69 92537NAB4 20000.00000000 PA USD 18472.62000000 0.023429603071 Long DBT CORP US N 2 2046-03-15 Fixed 5.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 43000.00000000 PA USD 42282.23000000 0.053628335660 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 935.37000000 0.001186369222 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 2.75 02/15/28 2026-09-21 -109247.87000000 USD 935.37000000 N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AS8 9000.00000000 PA USD 9064.56000000 0.011496963766 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N PENSKE TRUCK LEASING CO LP / PENSKE TRUCK LEASING FINANCE CORP N/A 709599CB8 12000.00000000 PA USD 12047.47000000 0.015280314331 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAZ5 15000.00000000 PA USD 14979.41000000 0.018999017494 Long DBT CORP US N 2 2030-07-23 Fixed 4.95700000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CL3 12000.00000000 PA USD 12019.53000000 0.015244876850 Long DBT CORP US N 2 2035-05-15 Fixed 5.20000000 N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAG7 35000.00000000 PA USD 35183.51000000 0.044624729679 Long DBT CORP US N 2 2034-06-01 Fixed 6.87500000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82966BAA3 20000.00000000 PA USD 19638.82000000 0.024908743718 Long DBT CORP US N 2 2032-04-15 Fixed 5.87500000 N N N N N N JACOBS SOLUTIONS INC 254900E3KHXCC2C8K272 46982LAA6 10000.00000000 PA USD 9782.88000000 0.012408039319 Long DBT CORP US N 2 2031-03-03 Fixed 4.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 4000.00000000 PA USD 4001.24000000 0.005074941453 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 13000.00000000 PA USD 12968.00000000 0.016447861355 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AQ9 3000.00000000 PA USD 2985.40000000 0.003786508736 Long DBT CORP US N 2 2034-08-15 Fixed 5.40000000 N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7448000.00000000 NC USD 23942.43000000 0.030367193796 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-11-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16100000 USD 2027-11-22 XXXX 23942.43000000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -453000.00000000 NC USD 2428.26000000 0.003079864575 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Call Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2046-05-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.70000000 USD 2036-05-28 XXXX 2428.26000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CRA1 386700.00000000 PA USD 385838.99000000 0.489375864673 Long DBT UST US N 2 2031-07-31 Fixed 4.37500000 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57667JAA0 35000.00000000 PA USD 31274.04000000 0.039666183987 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 13000.00000000 PA USD 11677.54000000 0.014811116509 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N HERSHEY COMPANY (THE) 21X2CX66SU2BR6QTAD08 427866BM9 22000.00000000 PA USD 22098.32000000 0.028028231304 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AU4 27000.00000000 PA USD 26244.86000000 0.033287462876 Long DBT CORP US N 2 2036-06-01 Fixed 5.30000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 8000.00000000 PA USD 7948.96000000 0.010082001233 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N WSP GLOBAL INC 549300IQ87LU6X6ERQ78 92938WAG8 25000.00000000 PA USD 24650.24000000 0.031264939073 Long DBT CORP CA N 2 2031-09-18 Fixed 5.03900000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 20000.00000000 PA USD 20259.98000000 0.025696587145 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 942.49000000 0.001195399818 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2031-06-20 1039.76000000 USD 0.00000000 USD -237000.00000000 USD -97.27000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -545.97000000 -0.00069247677 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -4625362.77000000 PLN 1237543.83000000 USD 2026-09-04 -545.97000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -234000.00000000 NC USD -6477.89000000 -0.00821618110 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-18 XXXX -6477.89000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -7448000.00000000 NC USD -46118.13000000 -0.05849356941 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16000000 USD 2027-09-23 XXXX -46118.13000000 N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 7385.13000000 0.009366871864 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -13209136143.89000000 IDR 737810.73000000 USD 2026-09-04 7385.13000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -575000.00000000 NC 9829.86000000 0.012467626035 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2061-07-03 0.00000000 USD 0.00000000 USD 0.00000000 GBP 1.00000000 USD 5.02200000 GBP 2031-07-01 XXXX 9829.86000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 41.00000000 NC USD -47724.78000000 -0.06053135137 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 4475724.78000000 USD -47724.78000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -1318.37000000 -0.00167214427 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -50098.16000000 USD 45342844.00000000 CLP 2026-09-04 -1318.37000000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -453000.00000000 NC USD 1642.97000000 0.002083848147 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Call Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2046-07-17 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.74000000 USD 2036-07-15 XXXX 1642.97000000 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD 1032.91000000 0.001310083318 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -177670.05000000 USD 228658.87000000 SGD 2026-09-04 1032.91000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -575000.00000000 NC -12627.58000000 -0.01601609231 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2061-07-03 0.00000000 USD 0.00000000 USD 0.00000000 GBP 1.00000000 USD 5.02200000 GBP 2031-07-01 XXXX -12627.58000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -26.00000000 NC 51301.17000000 0.065067437657 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 -3779849.69000000 USD 51301.17000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -234000.00000000 NC USD 6661.46000000 0.008449010680 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13500000 USD 2031-02-18 XXXX 6661.46000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 816000.00000000 NC USD -12266.22000000 -0.01555776418 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2037-05-03 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.02000000 USD 2027-04-29 XXXX -12266.22000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -2320000.00000000 NC USD 68070.87000000 0.086337155468 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.12000000 USD 2031-02-25 XXXX 68070.87000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -244000.00000000 NC USD 1287.32000000 0.001632762251 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-05-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.72200000 USD 2036-05-27 XXXX 1287.32000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 427000.00000000 NC USD -8870.85000000 -0.01125127320 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2038-02-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.82000000 USD 2028-02-23 XXXX -8870.85000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2921000.00000000 NC USD 1438.13000000 0.001824040935 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-01-21 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.09600000 USD 2027-01-19 XXXX 1438.13000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -2040000.00000000 NC USD 5125.17000000 0.006500469276 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2029-04-12 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.43600000 USD 2028-04-10 XXXX 5125.17000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD -18135.77000000 -0.02300236200 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.34300000 USD 2027-12-16 XXXX -18135.77000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 2193000.00000000 NC USD 2324.59000000 0.002948375541 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-07-19 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.02300000 USD 2027-07-15 XXXX 2324.59000000 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 831600.00000000 NC -4491.52000000 -0.00569678425 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2041-05-08 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.41100000 EUR 2031-05-06 XXXX -4491.52000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 707.86000000 0.000897808693 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2031-06-20 800.52000000 USD 0.00000000 USD -178000.00000000 USD -92.66000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 20.00000000 NC USD -51301.88000000 -0.06506833818 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 2245051.88000000 USD -51301.88000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 6800.88000000 0.008625842946 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-07-12 0.00000000 USD 0.00000000 USD 2783000.00000000 USD 6800.88 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 83596.36000000 0.106028789258 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-03-24 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 83596.36000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC 616.93000000 0.000782478339 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 JAPAN GOVERNMENT FIVE YEAR BOND JAPAN GOVERNMENT FIVE YEAR BOND Y Performance Leg 2026-09-11 0.00000000 JPY 0.00000000 JPY 500000000.00000000 JPY 616.93000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 114745.11000000 0.145536062654 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-01-08 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 114745.11000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 247312.45000000 0.313676811312 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-02-17 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 247312.45000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -7424.28000000 -0.00941652746 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-22 0.00000000 USD 0.00000000 USD 4581000.00000000 USD -7424.28000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -34236.53000000 -0.04342363500 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-03 0.00000000 USD 0.00000000 USD 2871000.00000000 USD -34236.53000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -422000.00000000 NC USD 2725.46000000 0.003456815870 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.65500000 USD 2036-06-12 XXXX 2725.46000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 23160.28000000 0.029375159962 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2036-04-03 0.00000000 MXN 0.00000000 MXN 20361000.00000000 MXN 23160.28000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 144212.53000000 0.182910834297 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-06-20 0.00000000 JPY 0.00000000 JPY 90000000.00000000 JPY 144212.53000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -3036.09000000 -0.00385080100 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-05-29 0.00000000 USD 0.00000000 USD 181000.00000000 USD -3036.09000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -8737.51000000 -0.01108215245 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-22 0.00000000 USD 0.00000000 USD 4592000.00000000 USD -8737.51000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 12697.67000000 0.016104990414 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-14 0.00000000 USD 0.00000000 USD 9128000.00000000 USD 12697.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1025.63000000 -0.00130084978 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-10-19 0.00000000 EUR 0.00000000 EUR 3000.00000000 EUR -1025.63 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -15942.19000000 -0.02022015197 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-13 0.00000000 USD 0.00000000 USD 1992000.00000000 USD -15942.19000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 300824.45000000 0.381548337905 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-09-27 0.00000000 USD 0.00000000 USD 7000000.00000000 USD 300824.45000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 55733.16000000 0.070688717503 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-05-21 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 55733.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 36117.85000000 0.045809792509 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-04-01 0.00000000 JPY 0.00000000 JPY 20000000.00000000 JPY 36117.85000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -234000.00000000 NC USD -6544.96000000 -0.00830124881 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13500000 USD 2031-02-18 XXXX -6544.96000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 159.36000000 0.000202123009 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y 2030-04-24 0.00000000 CNY 0.00000000 CNY 41023000.00000000 CNY 159.36000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -82690.88000000 -0.10488033078 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2052-09-13 0.00000000 GBP -64628.07000000 GBP 200000.00000000 GBP -18062.81000000 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -16673.51000000 -0.02114771597 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 JAPAN GOVERNMENT TWENTY YEAR BOND JAPAN GOVERNMENT TWENTY YEAR BOND Y Performance Leg 2026-09-11 0.00000000 JPY 0.00000000 JPY 320000000.00000000 JPY -16673.51000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 51100.97000000 0.064813515553 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-14 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 51100.97000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -134915.89000000 -0.17111951367 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-01-12 0.00000000 USD 0.00000000 USD 10000000.00000000 USD -134915.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -13510.50000000 -0.01713593698 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2031-03-27 0.00000000 USD 0.00000000 USD 1139000.00000000 USD -13510.50000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 555.18000000 0.000704158210 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-27 0.00000000 USD 0.00000000 USD 1864050.00000000 USD 555.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 15197.71000000 0.019275896591 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Y 2036-03-27 0.00000000 USD 0.00000000 USD 1139000.00000000 USD 15197.71000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC -12091.57000000 -0.01533624822 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 6072694.30000000 BRL -12091.57000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 4545.58000000 0.005765350834 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Y Performance Leg 2027-05-27 0.00000000 EUR 0.00000000 EUR 2549000.00000000 EUR 4545.58 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC USD 16164.06000000 0.020501559054 N/A DFE CORP US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 -459802.77000000 USD 4511656.51000000 NOK 2026-08-14 16164.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 179858.50000000 0.228122121500 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-01-08 0.00000000 USD 0.00000000 USD 5000000.00000000 USD 179858.50000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2734.12000000 -0.00346779971 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-10-18 0.00000000 GBP 0.00000000 GBP 800000.00000000 GBP -2734.12000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 71838.29000000 0.091115533153 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-02-08 0.00000000 USD -1426.00000000 USD 5000000.00000000 USD 73264.29000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 502.55000000 0.000637405361 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-06-09 0.00000000 USD 0.00000000 USD 1124000.00000000 USD 502.55 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -270106.74000000 -0.34258777072 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2047-10-28 0.00000000 USD -61.00000000 USD 1465000.00000000 USD -270045.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 19717.49000000 0.025008524198 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-02-14 0.00000000 USD 0.00000000 USD 1168750.00000000 USD 19717.49000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1098.57000000 -0.00139336266 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-03-25 0.00000000 ZAR -97.30000000 ZAR 7913000.00000000 ZAR -1001.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -194692.64000000 -0.24693688692 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-07-31 0.00000000 KRW 0.00000000 KRW 3586082000.00000000 KRW -194692.64000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -162155.98000000 -0.20566926873 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2032-01-12 0.00000000 USD 0.00000000 USD 5000000.00000000 USD -162155.98000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -115899.14000000 -0.14699976757 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-08 0.00000000 USD -691.00000000 USD 2500000.00000000 USD -115208.14000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -2139.18000000 -0.00271321221 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -6570648.63000000 CZK 310787.11000000 USD 2026-09-04 -2139.18000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 206631.01000000 0.262078825126 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-09-13 0.00000000 GBP 0.00000000 GBP 500000.00000000 GBP 206631.01000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 54554.04000000 0.069193189875 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-09-30 0.00000000 GBP 0.00000000 GBP 200000.00000000 GBP 54554.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 571.51000000 0.000724870237 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-10-19 0.00000000 EUR 0.00000000 EUR 4000.00000000 EUR 571.51 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -539.21000000 -0.00068390278 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-08-25 0.00000000 USD 0.00000000 USD 4000.00000000 USD -539.21 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 19073.28000000 0.024191445483 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-06-19 0.00000000 JPY 0.00000000 JPY 80000000.00000000 JPY 19073.28000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 32036.20000000 0.040632863661 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-10-25 0.00000000 PLN 0.00000000 PLN 3327000.00000000 PLN 32036.20000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -10676.77000000 -0.01354179770 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-04-09 0.00000000 ZAR -8.91000000 ZAR 10795000.00000000 ZAR -10667.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 865729.93000000 1.098041784392 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-01-24 0.00000000 USD 0.00000000 USD 12000000.00000000 USD 865729.93000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 24503.79000000 0.031079190361 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-26 0.00000000 USD 0.00000000 USD 7000000.00000000 USD 24503.79000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -14250.31000000 -0.01807426921 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-02-01 0.00000000 USD 0.00000000 USD 10000000.00000000 USD -14250.31000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 31000.00000000 NC 0.00000000 0.000000 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP GB US N/A EUR N/A GBP 2026-08-06 0.01000000 USD 0.92500000 EUR 2026-08-06 XXXX -3357.14000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 105770.62000000 0.134153338467 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-06-26 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 105770.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -2630.39000000 -0.00333623457 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-28 0.00000000 USD 0.00000000 USD 8382000.00000000 USD -2630.39000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -604076.23000000 -0.76617536082 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-04-15 0.00000000 GBP 0.00000000 GBP 900000.00000000 GBP -604076.23000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -88785.94000000 -0.11261095245 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-08-09 5723.00000000 USD 0.00000000 USD 1600000.00000000 USD -94508.94000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -957.52000000 -0.00121446300 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 3097135.59000000 BRL -957.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 218.19000000 0.000276739579 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-10-23 0.00000000 USD 0.00000000 USD 5000.00000000 USD 218.19 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 254.38000000 0.000322640883 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2026-10-23 0.00000000 EUR 0.00000000 EUR 5000.00000000 EUR 254.38 N N N NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 000000000 1.00000000 NC -49299.71000000 -0.06252890152 N/A DIR CORP GB N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE JGB 1.9 06/20/44 189 Y Performance Leg 2026-09-18 0.00000000 JPY 0.00000000 JPY 500000000.00000000 JPY -49299.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1086.45000000 -0.00137799035 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2027-05-28 0.00000000 EUR 0.00000000 EUR 4000.00000000 EUR -1086.45 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1400.58000000 0.001776414686 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2056-08-04 0.00000000 USD 0.00000000 USD 103000.00000000 USD 1400.58000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 2390.99000000 0.003032593462 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -162496.00000000 USD 1068222.08000000 DKK 2026-08-14 2390.99000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2054.25000000 0.002605491917 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-11-03 25.00000000 USD 0.00000000 USD 4000000.00000000 USD 2029.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -15444.78000000 -0.01958926589 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2036-03-27 0.00000000 USD 0.00000000 USD 1169000.00000000 USD -15444.78000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -11248.62000000 -0.01426709918 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-05-08 0.00000000 GBP 0.00000000 GBP 700000.00000000 GBP -11248.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1705.82000000 -0.00216356345 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 1918758.41000000 BRL -1705.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -35375.74000000 -0.04486854309 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-08-08 18.00000000 USD 0.00000000 USD 1200000.00000000 USD -35393.74000000 N N N OBX 2020-INV1 TRUST N/A 67113CAX4 119288.00000000 PA USD 104762.68000000 0.132874925653 Long ABS-O CORP US N 2 2049-12-25 Variable 3.50000000 N N N N N N COLT 2021-2 MORTGAGE LOAN TRUST N/A 19685WAA9 505713.72000000 PA USD 430412.34000000 0.545910124463 Long ABS-O CORP US N 2 2066-08-25 Variable 0.92400000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CS7 4000.00000000 PA USD 4040.30000000 0.005124482899 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N CITADEL SECURITIES LLC 12UUJYTN7D3SW8KCSG25 000000000 593000.00000000 PA USD 593000.00000000 0.752126911154 Long RA CORP US N 2 Repurchase Y 3.70000000 2026-08-03 67060.47240000 USD 66829.12369365 USD 1000895.30317711 USD 538217.38646643 USD UST N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CND9 291100.00000000 PA USD 288530.13000000 0.365954933308 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 12.00000000 NC -25922.03000000 -0.03287800397 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2026-09-28 1424719.84000000 USD -25922.03000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -5416.23000000 -0.00686963295 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2036-06-20 0.00000000 USD -3847.94000000 USD 800000.00000000 USD -1568.29000000 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAK8 25000.00000000 PA USD 24149.80000000 0.030630209913 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 5000.00000000 PA USD 4643.23000000 0.005889204448 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAJ0 20000.00000000 PA USD 18241.99000000 0.023137085315 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 25000.00000000 PA USD 25649.65000000 0.032532532928 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE 4BFD7AQU0A75QLAHK410 135087H72 350000.00000000 PA 169618.36000000 0.215134120036 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAP7 80000.00000000 PA USD 76544.11000000 0.097084123138 Long DBT CORP NO N 2 2035-11-14 Fixed 4.75000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAW4 24000.00000000 PA USD 22948.27000000 0.029106258737 Long DBT CORP US N 2 2056-03-15 Fixed 6.55000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F030686 990000.00000000 PA USD 844168.07000000 1.070693967932 Long ABS-MBS USGSE US N 2 2056-08-15 Fixed 3.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DK9 19000.00000000 PA USD 17582.30000000 0.022300372664 Long DBT CORP US N 2 2076-03-13 Fixed 6.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 8000.00000000 PA USD 7828.63000000 0.009929381619 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 34886.80000000 0.044248399871 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 33205.31000000 USD 0.00000000 USD -1600000.00000000 USD 1681.49000000 N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200LG4 101000.00000000 PA USD 100590.54000000 0.127583224522 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13648TAC1 5000.00000000 PA USD 4719.93000000 0.005986486293 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BKGL8 23456910.10000000 PA USD 255688.53000000 0.324300546857 Long ABS-O USGSE US N 2 2030-04-25 Variable 0.34202700 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 20000.00000000 PA USD 21260.05000000 0.026965018107 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAC7 25000.00000000 PA USD 23963.50000000 0.030393917766 Long DBT CORP US N 2 2033-07-15 Fixed 5.65000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PCW4 44000.00000000 PA USD 43619.68000000 0.055324679905 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAB4 25000.00000000 PA USD 25659.65000000 0.032545216350 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329QM65 602466.45000000 PA USD 559901.07000000 0.710146142210 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397FHA3 333478.97000000 PA USD 19444.11000000 0.024661784813 Long ABS-O USGSE US N 2 2037-02-15 Floating 2.31013000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA87 6000.00000000 PA USD 6108.93000000 0.007748213577 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -453000.00000000 NC USD -2996.71000000 -0.00380085368 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Put Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2046-05-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.70000000 USD 2036-05-28 XXXX -2996.71000000 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 6000.00000000 PA USD 6043.24000000 0.007664896179 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 12433NAC5 452095.71000000 PA USD 453863.00000000 0.575653585627 Long ABS-O CORP US N 2 2043-03-15 Floating 5.12637000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBQ0 26000.00000000 PA USD 26036.24000000 0.033022861330 Long DBT CORP US N 2 2026-11-15 Fixed 4.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396QW54 147528.15000000 PA USD 120149.77000000 0.152391020887 Long ABS-O USGSE US N 2 2039-09-25 Floating 3.34466690 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CZ3 4000.00000000 PA USD 4001.41000000 0.005075157071 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 200000.00000000 PA USD 211130.20000000 0.267785337567 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y LLOYDS BANKING GROUP PLC USD XXXX N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 5000.00000000 PA USD 4400.92000000 0.005581872455 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 20000.00000000 PA USD 18711.53000000 0.023732622701 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CW0 19000.00000000 PA USD 19122.17000000 0.024253454732 Long DBT CORP US N 2 2030-08-10 Fixed 4.97700000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 15000.00000000 PA USD 14634.15000000 0.018561109674 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 816000.00000000 NC USD -12464.35000000 -0.01580906081 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2037-05-03 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.01000000 USD 2027-04-29 XXXX -12464.35000000 N N N AMERITEX HOLDCO INTERMEDIATE LLC N/A 030727AB7 20000.00000000 PA USD 20608.90000000 0.026139137098 Long DBT CORP US N 2 2033-08-15 Fixed 7.62500000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AZ7 22000.00000000 PA USD 21081.08000000 0.026738022907 Long DBT CORP US N 2 2040-11-19 Fixed 5.11700000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEX0 9000.00000000 PA USD 9045.55000000 0.011472852582 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 9000.00000000 PA USD 9073.36000000 0.011508125178 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N CHPE LLC 2549001XI2F7Q85COR50 12602LAD2 35000.00000000 PA USD 33755.94000000 0.042814082437 Long DBT CORP US N 2 2046-06-29 Fixed 5.87500000 N N N N N N GSMS TRUST 2024-FAIR N/A 36270JAA3 300000.00000000 PA USD 298220.28000000 0.378245359257 Long ABS-O CORP US N 2 2029-07-15 Variable 5.87621000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 21000.00000000 PA USD 20995.44000000 0.026629402083 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 000000000 19700000.00000000 PA 1056758.64000000 1.340331554365 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396WGC4 27064.90000000 PA USD 23447.54000000 0.029739503936 Long ABS-O USGSE US N 2 2037-06-25 Floating 5.67360000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAG4 3000.00000000 PA USD 2935.18000000 0.003722812592 Long DBT CORP US N 2 2034-04-04 Fixed 4.95000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 10260.78000000 0.013014180046 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-12-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.34300000 USD 2027-12-16 XXXX 10260.78000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 4000.00000000 PA USD 3434.39000000 0.004355981690 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HBG3 14000.00000000 PA USD 14373.03000000 0.018229920164 Long DBT CORP CA N 2 2065-06-01 Fixed 7.00000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAV6 18000.00000000 PA USD 17340.13000000 0.021993218239 Long DBT CORP US N 2 2046-03-15 Fixed 6.40000000 N N N N N N BANCO DE CREDITO DEL PERU SA 549300EQYQ8SCQZ4BY14 05971U2J5 80000.00000000 PA USD 81520.00000000 0.103395254295 Long DBT CORP PE N 2 2035-07-30 Fixed 6.45000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 50000.00000000 PA USD 49277.61000000 0.062500871160 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N NUVEEN LLC N/A 67080LAC9 9000.00000000 PA USD 9084.83000000 0.011522673062 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N DAIWA CAPITAL MARKETS AMERICA INC. M67H5PRC0NQKM73ZAS82 000000000 39161.00000000 PA USD 39161.00000000 0.049669548006 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 39487.78549133 USD 39944.22052998 USD UST N N JP MORGAN MORTGAGE TRUST 2019-INV3 N/A 46591LBH3 35415.96000000 PA USD 31252.40000000 0.039638737062 Long ABS-O CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEU6 23000.00000000 PA USD 23376.52000000 0.029649426275 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QCA6 10000.00000000 PA USD 10000.07000000 0.012683510557 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 17721.87000000 0.022477395182 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -749406.24000000 USD 7300779.47000000 SEK 2026-08-14 17721.87000000 N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAA1 33000.00000000 PA USD 32131.49000000 0.040753723987 Long DBT CORP US N 2 2031-07-15 Fixed 5.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 5000.00000000 PA USD 4844.81000000 0.006144876864 Long DBT CORP US N 2 2031-10-22 Fixed 4.35600000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 4000.00000000 PA USD 3718.73000000 0.004716622105 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 35000.00000000 PA USD 35388.50000000 0.044884727142 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCK6 5954629.83000000 PA USD 445299.43000000 0.564792048608 Long ABS-O USGSE US N 2 2042-08-15 Floating 2.26013000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 200000.00000000 PA USD 200254.49000000 0.253991215865 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 22000.00000000 PA USD 21685.55000000 0.027504697703 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMY2 9000.00000000 PA USD 8902.83000000 0.011291834786 Long DBT CORP US N 2 2030-04-23 Fixed 4.47700000 N N N N N N AMCOR GROUP FINANCE PLC 2549008XHB8M1L64J275 02344BAA4 5000.00000000 PA USD 5079.83000000 0.006442962642 Long DBT CORP GB N 2 2029-05-23 Fixed 5.45000000 N N N N N N JP MORGAN MORTGAGE TRUST 2022-6 N/A 46655KAD8 589791.20000000 PA USD 496213.39000000 0.629368371490 Long ABS-O CORP US N 2 2052-11-25 Variable 3.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -4080000.00000000 NC USD -21438.84000000 -0.02719178500 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2028-04-21 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.44400000 USD 2027-04-19 XXXX -21438.84000000 N N N FS COMMERCIAL MORTGAGE TRUST 2026-PALM N/A 302720AC1 500000.00000000 PA USD 501527.00000000 0.636107847167 Long ABS-O CORP US N 2 2031-07-15 Floating 5.35000000 N N N N N N INTOWN 2025-STAY MORTGAGE TRUST N/A 46117WAG7 500000.00000000 PA USD 500804.50000000 0.635191469944 Long ABS-O CORP US N 2 2042-03-17 Floating 6.52637000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAH5 20000.00000000 PA USD 19728.64000000 0.025022666213 Long DBT CORP US N 2 2033-05-15 Fixed 5.05000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 7000.00000000 PA USD 7067.94000000 0.008964566408 Long DBT CORP US N 2 2029-04-01 Fixed 5.10000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BU6 355000.00000000 PA USD 348899.61000000 0.442524091015 Long DBT CORP NL N 2 2032-03-23 Fixed 4.80300000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 47000.00000000 PA USD 45518.75000000 0.057733350484 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAT1 33000.00000000 PA USD 32604.68000000 0.041353890822 Long DBT CORP US N 2 2033-03-15 Fixed 5.20000000 N N N N N N CSMC TRUST 2015-3 N/A 12649XBB4 66245.88000000 PA USD 63777.55000000 0.080891756631 Long ABS-O CORP US N 2 2045-03-25 Variable 3.79093000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 4000.00000000 PA USD 3965.16000000 0.005029179667 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N CANADIAN NATIONAL RAILWAY COMPANY 3SU7BEP7TH9YEQOZCS77 136375DW9 17000.00000000 PA USD 16399.08000000 0.020799644833 Long DBT CORP CA N 2 2035-11-12 Fixed 4.75000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -244000.00000000 NC USD -1358.50000000 -0.00172304284 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-05-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.72200000 USD 2036-05-27 XXXX -1358.50000000 N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 15000.00000000 PA USD 14427.00000000 0.018298372592 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396LMM9 42591.08000000 PA USD 50685.20000000 0.064286176926 Long ABS-O USGSE US N 2 2036-11-25 Floating 14.79720000 N N N N N N NAVESINK CLO 6 LTD N/A 63944AAG9 250000.00000000 PA USD 249574.75000000 0.316546181820 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.55698160 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AX9 2000.00000000 PA USD 2042.87000000 0.002591058183 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMS1 13000.00000000 PA USD 12998.64000000 0.016486723359 Long DBT CORP US N 2 2027-10-08 Fixed 4.35000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 9000.00000000 PA USD 9039.39000000 0.011465039594 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 93363NAA3 28391.04000000 PA USD 26788.94000000 0.033977542487 Long ABS-O CORP US N 2 2036-10-25 Variable 4.36652000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31335BM60 332039.09000000 PA USD 300149.93000000 0.380692815740 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AVMM8 2733374.94000000 PA USD 332030.84000000 0.421128718545 Long ABS-O USGSE US N 2 2047-03-25 Fixed 4.50000000 N N N N N N STWD 2025-FL4 LLC N/A 863922AC4 275000.00000000 PA USD 275601.70000000 0.349557260252 Long ABS-CBDO CORP US N 2 2042-11-19 Floating 5.33792000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -1870000.00000000 NC USD -14823.37000000 -0.01880110538 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-02-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.60500000 USD 2036-02-12 XXXX -14823.37000000 N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CZ1 27000.00000000 PA USD 26487.39000000 0.033595073904 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591KAJ2 226643.74000000 PA USD 202097.36000000 0.256328605614 Long ABS-O CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AW0 9000.00000000 PA USD 8933.91000000 0.011331254861 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAJ1 19000.00000000 PA USD 18565.25000000 0.023547089607 Long DBT CORP US N 2 2036-05-15 Fixed 5.40000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 4000.00000000 PA USD 4055.00000000 0.005143127529 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N MALAYSIA, FEDERATION OF 254900GSIL471JOBYY43 000000000 2442000.00000000 PA 601748.48000000 0.763222977325 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 8000.00000000 PA USD 8002.46000000 0.010149857540 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 25000.00000000 PA USD 25808.53000000 0.032734047133 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N KAYNE CLO 10 LTD N/A 48662LAE1 250000.00000000 PA USD 250310.25000000 0.317479047492 Long ABS-CBDO CORP KY N 2 2034-04-24 Floating 5.76378000 N N N N N N CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE 300300CHN201808MOF68 000000000 4570000.00000000 PA 722979.68000000 0.916985621493 Long DBT NUSS CN N 2 2033-08-25 Fixed 2.52000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -234000.00000000 NC USD 6759.16000000 0.008572927711 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-25 XXXX 6759.16000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CNA5 42200.00000000 PA USD 41182.09000000 0.052232981697 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 000000000 3583000.00000000 PA 912398.27000000 1.157233208360 Long DBT NUSS PL N 2 2035-10-25 Fixed 5.00000000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 11000.00000000 PA USD 10005.57000000 0.012690486439 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N CANADIAN NATIONAL RAILWAY COMPANY 3SU7BEP7TH9YEQOZCS77 136375DV1 29000.00000000 PA USD 28178.95000000 0.035740550797 Long DBT CORP CA N 2 2031-03-12 Fixed 4.20000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 5000.00000000 PA USD 4942.38000000 0.006268629010 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 13000.00000000 PA USD 12999.44000000 0.016487738033 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31394CSK9 1611073.48440000 PA USD 33285.74000000 0.042217707945 Long ABS-O USGSE US N 2 2035-03-25 Floating 0.91944000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 13000.00000000 PA USD 12850.87000000 0.016299300436 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N ELEMENT FLEET MANAGEMENT CORP 5493000PGBS1C22ELQ16 286181AM4 20000.00000000 PA USD 20112.26000000 0.025509227639 Long DBT CORP CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DD5 27000.00000000 PA USD 26198.71000000 0.033228928884 Long DBT CORP US N 2 2031-03-13 Fixed 4.25000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD -15589.49000000 -0.01977280769 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -3798810.51000000 NOK 385174.13000000 USD 2026-08-14 -15589.49000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 2193000.00000000 NC USD -1588.98000000 -0.00201537035 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2027-07-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.02300000 USD 2027-07-15 XXXX -1588.98000000 N N N OLD REPUBLIC INTERNATIONAL CORP 549300IV6O2YY2A1KH37 680223AN4 29000.00000000 PA USD 28520.41000000 0.036173638917 Long DBT CORP US N 2 2036-06-01 Fixed 5.70000000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST 2016-1 N/A 02376UAA3 7342.54000000 PA USD 7238.80000000 0.009181275353 Long ABS-O CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137ATEB4 2612340.92000000 PA USD 508996.60000000 0.645581855895 Long ABS-O USGSE US N 2 2041-10-15 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DP1 29000.00000000 PA USD 28794.30000000 0.036521025156 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625HRY8 58000.00000000 PA USD 57770.71000000 0.073273028107 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N OWENS BROCKWAY GLASS CONTAINER INC V2UQUCDZJ9WY98W8QU33 69073TAU7 25000.00000000 PA USD 23699.34000000 0.030058872496 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375JRN7 93262.05000000 PA USD 102002.08000000 0.129373540238 Long ABS-O USGA US N 2 2037-03-20 Floating 9.77886000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEP7 2000.00000000 PA USD 2057.90000000 0.002610121366 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE4G1 6220.33000000 PA USD 6010.94000000 0.007623928727 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CR2 41000.00000000 PA USD 42800.11000000 0.054285184707 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -211000.00000000 NC USD 4507.01000000 0.005716430876 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-04-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.24000000 USD 2031-04-14 XXXX 4507.01000000 N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 20000.00000000 PA USD 20173.07000000 0.025586355527 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600WAE9 25000.00000000 PA USD 25922.70000000 0.032878853760 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1 N/A 12668BZK2 95103.29000000 PA USD 42956.02000000 0.054482931936 Long ABS-O CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAD0 30000.00000000 PA USD 27929.76000000 0.035424492610 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BY8 30000.00000000 PA USD 29512.69000000 0.037432189493 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N DRYDEN 49 SENIOR LOAN FUND 549300VCB8LYR1RGV869 26244QAS2 1000000.00000000 PA USD 1003754.00000000 1.273103533859 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.04082000 N N N N N N CBAM 2017-1 LTD 254900JWJFDB3KD6V066 14987LAC5 550000.00000000 PA USD 551580.15000000 0.699592368420 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 5.06523000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 8000.00000000 PA USD 8102.81000000 0.010277135677 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAR0 8000.00000000 PA USD 8238.96000000 0.010449820465 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 35000.00000000 PA USD 35620.38000000 0.045178830326 Long DBT CORP US N 2 2029-06-15 Fixed 6.62500000 N N N N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD 1247.11000000 0.001581762212 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -141590.91000000 USD 651309.57000000 RON 2026-09-04 1247.11000000 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBG4 80000.00000000 PA USD 77328.03000000 0.098078401938 Long DBT CORP US N 2 2036-03-10 Fixed 5.15000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 3000.00000000 PA USD 2976.91000000 0.003775740511 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 30000.00000000 PA USD 31029.45000000 0.039355960174 Long DBT CORP US N 2 2032-07-15 Fixed 7.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F022683 1361000.00000000 PA USD 1109838.01000000 1.407654358082 Long ABS-MBS USGSE US N 2 2056-08-15 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNC9 150000.00000000 PA USD 146189.78000000 0.185418663868 Long DBT CORP US N 2 2037-04-23 Fixed 5.48900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGB5 5000.00000000 PA USD 4887.64000000 0.006199199959 Long DBT CORP US N 2 2032-03-12 Fixed 4.70800000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 25000.00000000 PA USD 25111.23000000 0.031849632133 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 30000.00000000 PA USD 29395.28000000 0.037283273438 Long DBT CORP US N 2 2033-04-01 Fixed 6.62500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128BAT8 35000.00000000 PA USD 34659.40000000 0.043959978860 Long DBT CORP US N 2 2041-07-23 Fixed 5.80300000 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2015-2 N/A 59980AAC1 300000.00000000 PA USD 294201.39000000 0.373148031564 Long ABS-O CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 831600.00000000 NC 4572.34000000 0.005799291671 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2041-05-08 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.41100000 EUR 2031-05-06 XXXX 4572.34000000 N N N SOCIEDAD QUIMICA Y MINERA DE CHILE SA TJ88LXZZW5PWIN93ZC81 833636AQ6 200000.00000000 PA USD 194000.00000000 0.246058382401 Long DBT CORP CL N 2 2056-04-22 Fixed 5.62500000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAB6 20000.00000000 PA USD 20045.08000000 0.025424020411 Long DBT CORP US N 2 2034-07-15 Fixed 6.87500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AZ3 63000.00000000 PA USD 61990.46000000 0.078625115009 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DE3 39000.00000000 PA USD 37690.48000000 0.047804425467 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAS0 17000.00000000 PA USD 16573.10000000 0.021020361739 Long DBT CORP US N 2 2036-07-30 Fixed 5.40000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BM8 5000.00000000 PA USD 5020.15000000 0.006367267981 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2 N/A 36257LAA5 6590.65000000 PA USD 6031.42000000 0.007649904375 Long ABS-O CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEQ5 12000.00000000 PA USD 11881.35000000 0.015069617328 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 18000.00000000 PA USD 18067.08000000 0.022915239585 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 17186PAA2 25000.00000000 PA USD 24567.17000000 0.031159577888 Long DBT CORP AU N 2 2036-04-22 Fixed 6.00000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -2320000.00000000 NC USD -67405.33000000 -0.08549302301 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.12000000 USD 2031-02-25 XXXX -67405.33000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 3000.00000000 PA USD 2929.03000000 0.003715012287 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADZ5 5000.00000000 PA USD 4740.97000000 0.006013172212 Long DBT CORP US N 2 2036-02-15 Fixed 5.00000000 N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AC7 4000.00000000 PA USD 4007.64000000 0.005083058843 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N BENCHMARK 2019-B9 MORTGAGE TRUST N/A 08160JAY3 280000.00000000 PA USD 194527.37000000 0.246727268015 Long ABS-O CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 20000.00000000 PA USD 18403.37000000 0.023341770375 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CR2 14000.00000000 PA USD 13772.20000000 0.017467862134 Long DBT CORP US N 2 2032-10-22 Fixed 4.67500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UJ5 14600.00000000 PA USD 13726.28000000 0.017409619861 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379F5N5 402791.28000000 PA USD 25634.58000000 0.032513419012 Long ABS-O USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJYD6 52388.77000000 PA USD 49074.99000000 0.062243879668 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 25000.00000000 PA USD 25798.70000000 0.032721579330 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -9350000.00000000 NC USD 10140.71000000 0.012861890201 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2028-02-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 2.50000000 USD 2027-02-22 XXXX 10140.71000000 N N N SCIENTIFIC GAMES HOLDINGS LP / SCIENTIFIC GAMES US FINCO INC N/A 80874DAA4 25000.00000000 PA USD 20266.25000000 0.025704539651 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2 N/A 007034AA9 168996.33000000 PA USD 145481.91000000 0.184520842490 Long ABS-O CORP US N 2 2036-05-25 Variable 4.40605000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 6000.00000000 PA USD 5808.40000000 0.007367038702 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N LIBERTY UTILITIES COMPANY 549300UN1FEYPC5BKW09 531542AB4 7000.00000000 PA USD 7063.94000000 0.008959493040 Long DBT CORP US N 2 2034-01-31 Fixed 5.86900000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F020687 2352000.00000000 PA USD 1832722.50000000 2.324519246084 Long ABS-MBS USGSE US N 2 2056-08-15 Fixed 2.00000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BN6 12000.00000000 PA USD 12080.28000000 0.015321928637 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N HUNT OIL CO OF PERU LLC PERU BRANCH 549300SVO0550J3IKN50 445640AD7 200000.00000000 PA USD 214645.00000000 0.272243306652 Long DBT CORP PE N 2 2038-11-05 Fixed 7.75000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BS2 8000.00000000 PA USD 6978.79000000 0.008851493703 Long DBT CORP US N 2 2031-11-10 Fixed 2.12500000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 20000.00000000 PA USD 20023.18000000 0.025396243718 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAB6 25000.00000000 PA USD 25462.43000000 0.032295073906 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -8444000.00000000 NC USD -6687.43000000 -0.00848194952 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Put Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-06-21 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.50000000 USD 2027-06-16 XXXX -6687.43000000 N N N FIRST EAGLE HOLDINGS INC 549300ZKYR56QRODD510 32010YAA4 20000.00000000 PA USD 20258.50000000 0.025694709999 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBW9 1000.00000000 PA USD 984.41000000 0.001248568722 Long DBT CORP US N 2 2034-04-10 Fixed 4.98900000 N N N N N N ALTERNATIVE LOAN TRUST 2007-23CB N/A 02151EAC6 137226.20000000 PA USD 44906.45000000 0.056956744568 Long ABS-O CORP US N 2 2037-09-25 Floating 4.33888000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31397LF61 258591.00000000 PA USD 15735.25000000 0.019957681245 Long ABS-O USGSE US N 2 2038-07-25 Floating 2.36944000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DG8 26000.00000000 PA USD 24333.76000000 0.030863534140 Long DBT CORP US N 2 2046-03-13 Fixed 5.65000000 N N N N N N SCHLUMBERGER HOLDINGS CORP 529900IKZG65COT1D505 806851AM3 7000.00000000 PA USD 7051.01000000 0.008943093375 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAG6 30000.00000000 PA USD 30656.52000000 0.038882957326 Long DBT CORP US N 2 2032-06-15 Fixed 7.00000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAM1 25000.00000000 PA USD 23507.66000000 0.029815756668 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 3000.00000000 PA USD 3004.50000000 0.003810734071 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 7000.00000000 PA USD 7038.45000000 0.008927162998 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -570000.00000000 NC USD -7590.52000000 -0.00962737666 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2061-02-26 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.60000000 USD 2031-02-24 XXXX -7590.52000000 N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BQ6 5000.00000000 PA USD 4363.38000000 0.005534258889 Long DBT CORP US N 2 2031-02-02 Fixed 1.70000000 N N N N N N LIBERTY UTILITIES COMPANY 549300UN1FEYPC5BKW09 531542AA6 15000.00000000 PA USD 15213.50000000 0.019295923714 Long DBT CORP US N 2 2029-01-31 Fixed 5.57700000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBF6 200000.00000000 PA USD 199842.00000000 0.253468037401 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 65000.00000000 PA USD 58462.68000000 0.074150682843 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200LJ8 100000.00000000 PA USD 97504.63000000 0.123669234713 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAM4 53000.00000000 PA USD 52591.04000000 0.066703434181 Long DBT CORP NO N 2 2030-09-03 Fixed 4.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDF4 8000.00000000 PA USD 8056.64000000 0.010218576319 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CV4 6000.00000000 PA USD 6081.66000000 0.007713625886 Long DBT CORP US N 2 2031-06-01 Fixed 4.90000000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 21038QJE5 1000000.00000000 PA USD 994293.80000000 1.261104763193 Long STIV CORP US N 2 2026-09-14 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AEA9 14000.00000000 PA USD 12694.70000000 0.016101223438 Long DBT CORP US N 2 2056-02-15 Fixed 5.85000000 N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 40721.26000000 0.051648491571 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.44.V1 Y Default Event 2030-12-20 42630.92000000 USD 0.00000000 USD -1600000.00000000 EUR -1909.66000000 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAJ8 14000.00000000 PA USD 14075.63000000 0.017852715201 Long DBT CORP US N 2 2030-01-17 Fixed 4.95000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMK8 9000.00000000 PA USD 8963.98000000 0.011369393910 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FLV35 967130.88000000 PA USD 896935.36000000 1.137620947423 Long ABS-O USGSE US N 2 2049-05-15 Fixed 4.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBV1 1000.00000000 PA USD 981.53000000 0.001244915897 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CJ8 40000.00000000 PA USD 39631.76000000 0.050266632769 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBV1 10000.00000000 PA USD 9957.63000000 0.012629682115 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200LH2 225000.00000000 PA USD 223379.62000000 0.283321793601 Long DBT CORP US N 2 2032-02-10 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 4000.00000000 PA USD 4036.09000000 0.005119143178 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 13000.00000000 PA USD 12876.90000000 0.016332315383 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N BRINK'S COMPANY (THE) XFP140TFNOQMIVFTVQ13 109696AD6 30000.00000000 PA USD 30651.19000000 0.038876197062 Long DBT CORP US N 2 2032-06-15 Fixed 6.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 9248.14000000 0.011729806023 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -1174990.33000000 USD 9248.14000000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 55000.00000000 PA USD 56886.95000000 0.072152118024 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CLF6 6000.00000000 PA USD 5698.83000000 0.007228066450 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE 300300CHN201808MOF68 000000000 1140000.00000000 PA 184202.36000000 0.233631622350 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BK3 12000.00000000 PA USD 12052.97000000 0.015287290213 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136A3ZG9 118446.50000000 PA USD 11116.56000000 0.014099601914 Long ABS-O USGSE US N 2 2042-02-25 Floating 2.71944000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BP4 14000.00000000 PA USD 13927.48000000 0.017664810307 Long DBT CORP US N 2 2030-07-01 Fixed 5.20000000 N N N N N N CASCADES INC / CASCADES USA INC N/A 14739LAB8 30000.00000000 PA USD 29922.41000000 0.037951854650 Long DBT CORP CA N 2 2028-01-15 Fixed 5.37500000 N N N N N N VICTORIA'S SECRET & COMPANY 5493006T3O70U3UWVF17 926400AA0 20000.00000000 PA USD 19436.94000000 0.024652690800 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N BECTON DICKINSON & COMPANY ICE2EP6D98PQUILVRZ91 075887CQ0 14000.00000000 PA USD 14012.95000000 0.017773215513 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136APVH2 4524607.17000000 PA USD 285358.83000000 0.361932639761 Long ABS-O USGSE US N 2 2045-08-25 Floating 1.91944000 N N N N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 23.00000000 NC -17216.08000000 -0.02183588039 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT Canadian Government Bond 2026-09-18 1966026.58000000 USD -17216.08000000 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC USD -107.52000000 -0.00013637215 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 -69941.40000000 USD 547036.76000000 HKD 2026-09-04 -107.52000000 N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318BC7 20000.00000000 PA USD 20994.31000000 0.026627968856 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N KEYCORP CAPITAL I N/A 49326MAA3 35000.00000000 PA USD 34366.13000000 0.043588012150 Long DBT CORP US N 2 2028-07-01 Floating 4.72704000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 8000.00000000 PA USD 7991.35000000 0.010135766258 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 20000.00000000 PA USD 15456.51000000 0.019604143547 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2E1 271000.00000000 PA USD 239297.50000000 0.303511112178 Long DBT CORP AU N 2 2032-01-08 Fixed 2.50000000 N N N N N N AES CORP (THE) 2NUNNB7D43COUIRE5295 00130HCM5 12000.00000000 PA USD 12067.53000000 0.015305757275 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAH3 20000.00000000 PA USD 19412.34000000 0.024621489582 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 9000.00000000 PA USD 8954.62000000 0.011357522227 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 200000.00000000 PA USD 199900.00000000 0.253541601247 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N BX TRUST 2026-ORBT N/A 12434JAE9 400000.00000000 PA USD 401486.88000000 0.509222743547 Long ABS-O CORP US N 2 2043-07-15 Floating 5.45516000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 9468.39000000 0.012009158388 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -6134920.22000000 USD 41397901.78000000 CNY 2026-09-04 9468.39000000 N N N CBAM 2017-1 LTD 254900JWJFDB3KD6V066 14987LAJ0 400000.00000000 PA USD 401458.00000000 0.509186113824 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 5.77523000 N N N N N N SCHLUMBERGER HOLDINGS CORP 529900IKZG65COT1D505 806851AP6 2000.00000000 PA USD 1965.22000000 0.002492571413 Long DBT CORP US N 2 2033-05-15 Fixed 4.85000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AU0 8000.00000000 PA USD 7025.52000000 0.008910763333 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 34000.00000000 PA USD 34777.83000000 0.044110188624 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEJ1 7000.00000000 PA USD 7013.38000000 0.008895365659 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCN1 65000.00000000 PA USD 56098.03000000 0.071151497513 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AK8 9000.00000000 PA USD 8590.64000000 0.010895871042 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BW9 20000.00000000 PA USD 18652.15000000 0.023657308542 Long DBT CORP US N 2 2056-03-15 Fixed 5.50000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 17000.00000000 PA USD 17184.75000000 0.021796143231 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAR0 3000.00000000 PA USD 2968.08000000 0.003764541049 Long DBT CORP US N 2 2034-04-01 Fixed 5.15000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 505.79000000 0.000641514789 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -441722.99000000 USD 357118.15000000 CHF 2026-08-14 505.79000000 N N N JP MORGAN MORTGAGE TRUST N/A 46653JBM2 53946.54000000 PA USD 45364.72000000 0.057537987738 Long ABS-O CORP US N 2 2050-12-25 Variable 3.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 8000.00000000 PA USD 6885.82000000 0.008733575931 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UBB7 9000.00000000 PA USD 8949.23000000 0.011350685863 Long DBT CORP US N 2 2037-07-17 Fixed 5.60500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133TSSK0 47111.64000000 PA USD 3207.94000000 0.004068765604 Long ABS-O USGSE US N 2 2031-04-15 Floating 4.96013000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AM6 2000.00000000 PA USD 2041.48000000 0.002589295188 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325YYT9 5734174.67000000 PA USD 535723.58000000 0.679480811902 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 2.00000000 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAW7 4000.00000000 PA USD 4044.95000000 0.005130380690 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N N LEHMAN XS TRUST SERIES 2005-5N N/A 86359BHM6 574.12570000 PA USD 565.39000000 0.000717107983 Long ABS-O CORP US N 2 2034-02-25 Fixed 4.55000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDK3 8000.00000000 PA USD 8047.86000000 0.010207440275 Long DBT CORP US N 2 2032-03-15 Fixed 5.30000000 N N N N N N KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 491674BN6 3000.00000000 PA USD 3028.39000000 0.003841034766 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7448000.00000000 NC USD -45967.10000000 -0.05830201169 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-11-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.16100000 USD 2027-11-22 XXXX -45967.10000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 24000.00000000 PA USD 23930.72000000 0.030352341509 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BM5 4000.00000000 PA USD 3634.15000000 0.004609345723 Long DBT CORP US N 2 2030-04-23 Fixed 2.12500000 N N N N N N LOUISVILLE GAS AND ELECTRIC COMPANY KO3GRIB3RPH1XDX50U72 546676AZ0 3000.00000000 PA USD 3033.07000000 0.003846970607 Long DBT CORP US N 2 2033-04-15 Fixed 5.45000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 25000.00000000 PA USD 24432.61000000 0.030988909765 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNB4 12000.00000000 PA USD 11535.95000000 0.014631531940 Long DBT CORP US N 2 2032-11-01 Fixed 4.55000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 45000.00000000 PA USD 39732.49000000 0.050394392877 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284VAQ4 20000.00000000 PA USD 20091.95000000 0.025483467609 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 06418GBF3 15000.00000000 PA USD 14809.40000000 0.018783386640 Long DBT CORP CA N 2 2032-06-05 Fixed 4.90400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 4000.00000000 PA USD 4003.12000000 0.005077325936 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 20000.00000000 PA USD 19466.49000000 0.024690170311 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -4080000.00000000 NC USD 9314.99000000 0.011814594698 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2028-04-21 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.44400000 USD 2027-04-19 XXXX 9314.99000000 N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34417VAA5 25000.00000000 PA USD 24860.00000000 0.031530986528 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AQ7G7 531076.80000000 PA USD 26086.09000000 0.033086088188 Long ABS-O USGSE US N 2 2032-05-15 Floating 2.89013000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413BB7 53000.00000000 PA USD 51481.82000000 0.065296563671 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UV8 657400.00000000 PA USD 635983.14000000 0.806644240530 Long DBT UST US N 2 2046-05-15 Fixed 5.00000000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEV9 8000.00000000 PA USD 8163.85000000 0.010354555284 Long DBT CORP US N 2 2028-11-15 Fixed 5.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UBA9 10000.00000000 PA USD 9964.81000000 0.012638788812 Long DBT CORP US N 2 2032-07-14 Fixed 5.17000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31398GUK3 2084119.30000000 PA USD 118730.71000000 0.150591167236 Long ABS-O USGSE US N 2 2040-01-25 Floating 2.51944000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KS9 6000.00000000 PA USD 6010.34000000 0.007623167722 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 85000.00000000 PA USD 84374.96000000 0.107016320478 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEH5 3000.00000000 PA USD 3065.91000000 0.003888622964 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 7382300.00000000 NC USD 94011.35000000 0.119238560352 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-05-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 0.00000000 USD 2027-05-25 XXXX 94011.34000000 N N N MADISON PARK FUNDING XXXI LTD N/A 55819DBE5 500000.00000000 PA USD 501141.00000000 0.635618267087 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 6.20217000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 205000.00000000 PA USD 207016.23000000 0.262567415900 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 16000.00000000 PA USD 16256.00000000 0.020618170434 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 12000.00000000 PA USD 11838.75000000 0.015015585951 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNC2 25000.00000000 PA USD 23567.26000000 0.029891349862 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEUR8 11183.71000000 PA USD 10824.39000000 0.013729030380 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 66807TAA0 22000.00000000 PA USD 22052.52000000 0.027970141232 Long DBT CORP US N 2 2030-03-21 Fixed 5.07300000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CW2 4000.00000000 PA USD 4045.28000000 0.005130799243 Long DBT CORP US N 2 2034-06-01 Fixed 4.95000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 7000.00000000 PA USD 7109.34000000 0.009017075774 Long DBT CORP US N 2 2029-03-15 Fixed 5.40000000 N N N N N N JP MORGAN MORTGAGE TRUST 2025-3 N/A 46593RAH9 300000.00000000 PA USD 300331.80000000 0.380923489132 Long ABS-O CORP US N 2 2055-09-25 Variable 6.78300000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC USD 20.53000000 0.000026039064 N/A DFE CORP US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 -5131.76000000 USD 7323.75000000 AUD 2026-08-14 20.53000000 N N N COX ASSET MEXICO SA DE CV 4469000001ERQUPOUR24 22389AAA0 200000.00000000 PA USD 199278.00000000 0.252752692413 Long DBT CORP MX N 2 2032-01-08 Fixed 7.12500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DL0 20000.00000000 PA USD 19404.99000000 0.024612167267 Long DBT CORP US N 2 2036-05-15 Fixed 5.30000000 N N N N N N CEMEX-CEMENTOS MEXICANOS SAB DE CV 549300RIG2CXWN6IV731 151290CC5 200000.00000000 PA USD 206400.00000000 0.261785825400 Long DBT CORP MX N 2 N/A Fixed 7.20000000 N N N N N N BAY 2025-LIVN MORTGAGE TRUST N/A 072925AA8 500000.00000000 PA USD 500569.15000000 0.634892965613 Long ABS-O CORP US N 2 2035-05-15 Floating 5.47637000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 5000.00000000 PA USD 4876.29000000 0.006184804275 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAS3 15000.00000000 PA USD 15084.55000000 0.019132370990 Long DBT CORP US N 2 2029-04-20 Fixed 5.10000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 12000.00000000 PA USD 11908.88000000 0.015104534788 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAF5 1000.00000000 PA USD 1012.42000000 0.001284094987 Long DBT CORP CA N 2 2036-12-01 Fixed 5.87500000 N N N N N N SOPAIPILLA INVESTOR LLC N/A 83577VAA8 83000.00000000 PA USD 86085.50000000 0.109185870506 Long DBT CORP US N 2 2048-11-30 Fixed 7.53400000 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 20000.00000000 PA USD 20753.70000000 0.026322793045 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 2193000.00000000 NC USD -1315.38000000 -0.00166835193 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.05250000 USD 2027-07-16 XXXX -1315.38000000 N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAB0 4000.00000000 PA USD 3458.20000000 0.004386180917 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 12000.00000000 PA USD 11714.19000000 0.014857601250 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 12000.00000000 PA USD 11499.42000000 0.014585199400 Long DBT CORP US N 2 2029-03-01 Fixed 2.95000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MEK2 25000.00000000 PA USD 23880.56000000 0.030288721466 Long DBT CORP JP N 2 2041-03-03 Fixed 5.33400000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP N/A 161175BX1 10000.00000000 PA USD 8319.48000000 0.010551947377 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 200000.00000000 PA USD 201701.61000000 0.255826659197 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 13000.00000000 PA USD 13442.86000000 0.017050146321 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAR5 16000.00000000 PA USD 16211.39000000 0.020561589690 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378WYV9 381202.04000000 PA USD 33099.07000000 0.041980946511 Long ABS-O USGA US N 2 2043-01-16 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBFD5 54589.79000000 PA USD 52627.23000000 0.066749335484 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -26812800.00000000 NC USD -123887.35000000 -0.15713155124 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.60000000 USD 2027-08-30 XXXX -123887.35000000 N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AD1 40000.00000000 PA USD 39677.35000000 0.050324456489 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 12000.00000000 PA USD 10582.61000000 0.013422370609 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N OAKTREE CLO 2022-3 LTD N/A 67401RAU8 300000.00000000 PA USD 300545.40000000 0.381194407021 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.85292000 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTRIC PROPERTY LLC / PK FINANCE CO-ISSUER INC N/A 70052LAD5 30000.00000000 PA USD 30505.77000000 0.038691754742 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 25000.00000000 PA USD 24968.25000000 0.031668284569 Long DBT CORP US N 2 2027-04-15 Fixed 5.62500000 N N N N N N GENERADORA DE GATUN SA 549300BC48TWBTNIBO28 36875RAB2 200000.00000000 PA USD 200600.00000000 0.254429440771 Long DBT CORP PA N 2 2044-09-30 Fixed 6.87400000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXN4 14000.00000000 PA USD 14064.04000000 0.017838015115 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 N/A 12668AKU8 48377.35000000 PA USD 23211.84000000 0.029440555685 Long ABS-O CORP US N 2 2035-11-25 Floating 4.33888000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 25000.00000000 PA USD 24363.08000000 0.030900721933 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEG7 10000.00000000 PA USD 10168.40000000 0.012897010595 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 20925.55000000 0.026540757648 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -45001249.07000000 THB 1371960.02000000 USD 2026-09-04 20925.55000000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBG1 6000.00000000 PA USD 6094.06000000 0.007729353329 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N BANCO DEL ESTADO DE CHILE SA 5493004R4EJC0W0XVQ72 05957AAC3 200000.00000000 PA USD 210252.00000000 0.266671479467 Long DBT NUSS CL N 2 N/A Fixed 7.95000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 17000.00000000 PA USD 17185.08000000 0.021796561784 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AN3C9 2863233.95000000 PA USD 616507.38000000 0.781942312686 Long ABS-O USGSE US N 2 2045-06-25 Fixed 6.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBE0 19000.00000000 PA USD 18878.66000000 0.023944600729 Long DBT CORP US N 2 2036-08-01 Fixed 5.55000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 20000.00000000 PA USD 19496.78000000 0.024728588396 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N AMERICAN AIRLINES PASS THROUGH TRUST 2021-1A N/A 02379KAA2 31420.30000000 PA USD 27859.12000000 0.035334896919 Long ABS-O CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WL91 58366.47000000 PA USD 3582.86000000 0.004544292453 Long ABS-MBS USGSE US N 2 2031-01-15 Variable 4.42643900 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UR7 230300.00000000 PA USD 212865.57000000 0.269986380531 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136A4DR7 9308.64000000 PA USD 22.10000000 0.000028030362 Long ABS-O USGSE US N 2 2040-09-25 Floating 2.81944000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2921000.00000000 NC USD -2972.77000000 -0.00377048957 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-01-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.07100000 USD 2027-01-15 XXXX -2972.77000000 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -422000.00000000 NC USD -3301.64000000 -0.00418760926 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-06-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.65500000 USD 2036-06-12 XXXX -3301.64000000 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EG9 5000.00000000 PA USD 5054.25000000 0.006410518449 Long DBT CORP US N 2 2031-02-22 Fixed 5.10000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAM6 7000.00000000 PA USD 7065.97000000 0.008962067774 Long DBT CORP US N 2 2032-03-17 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 5000.00000000 PA USD 4310.24000000 0.005466859186 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BC6 16000.00000000 PA USD 15926.07000000 0.020199706300 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N CZECH, REPUBLIC - MINISTRY OF FINANCE 3157007EFDLQABN47912 000000000 9220000.00000000 PA 422094.06000000 0.535359699096 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAL7 17000.00000000 PA USD 15697.13000000 0.019909332041 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 200000.00000000 PA USD 203446.07000000 0.258039231392 Long DBT CORP GB N 2 2029-03-06 Fixed 5.87100000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VBB5 8000.00000000 PA USD 8239.57000000 0.010450594154 Long DBT CORP US N 2 2035-04-15 Fixed 6.25000000 N N N N N N ELM TRUST 2024-ELM N/A 26860XAJ0 750000.00000000 PA USD 750004.05000000 0.951261769780 Long ABS-O CORP US N 2 2039-06-10 Variable 6.18941000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 23000.00000000 PA USD 21502.62000000 0.027272679869 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 816000.00000000 NC USD 11632.76000000 0.014754320146 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2037-05-03 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.01000000 USD 2027-04-29 XXXX 11632.76000000 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 19000.00000000 PA USD 22113.79000000 0.028047852557 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AD4 7000.00000000 PA USD 6960.24000000 0.008827965956 Long DBT CORP SG N 2 2030-05-19 Fixed 4.65000000 N N N N N N SCHLUMBERGER HOLDINGS CORP 529900IKZG65COT1D505 806851AR2 13000.00000000 PA USD 12032.80000000 0.015261707751 Long DBT CORP US N 2 2030-06-26 Fixed 2.65000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 20000.00000000 PA USD 18189.50000000 0.023070510034 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 25000.00000000 PA USD 23102.17000000 0.029301456598 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAT9 9000.00000000 PA USD 8536.80000000 0.010827583499 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEE2 11000.00000000 PA USD 11076.71000000 0.014049058479 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N Tidal Trust IV 2549002AJTPTPGECMC44 88636N304 100.00000000 NS USD 4911.24000000 0.006229132834 Long EC RF US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 9000.00000000 PA USD 8862.79000000 0.011241050365 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAT4 17000.00000000 PA USD 16936.86000000 0.021481733889 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -6515000.00000000 NC USD -18544.56000000 -0.02352084760 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2030-02-07 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.69700000 USD 2029-02-05 XXXX -18544.56000000 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFC5 10000.00000000 PA USD 10104.00000000 0.012815329359 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396PVA6 220186.58000000 PA USD 13765.10000000 0.017458856905 Long ABS-O USGSE US N 2 2037-03-25 Floating 2.34944000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BX7 10000.00000000 PA USD 9299.23000000 0.011794605625 Long DBT CORP US N 2 2066-03-15 Fixed 5.60000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AE2 8000.00000000 PA USD 7811.66000000 0.009907857852 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BW5 25000.00000000 PA USD 24171.10000000 0.030657225602 Long DBT CORP US N 2 2033-06-02 Fixed 5.00000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2X2 253000.00000000 PA USD 258282.87000000 0.327591057701 Long DBT CORP CA N 2 2028-12-18 Fixed 5.60000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 8000.00000000 PA USD 8032.48000000 0.010187933172 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15300000 N N N N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 89115A3G5 9000.00000000 PA USD 9104.10000000 0.011547114016 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AM2 8000.00000000 PA USD 7320.46000000 0.009284848175 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DP1 12000.00000000 PA USD 12041.60000000 0.015272869162 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 869000.00000000 NC USD 1225.96000000 0.001554936775 N/A DFE CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A EUR 2026-09-21 0.01000000 USD 1.12500000 USD 2026-09-21 XXXX -6608.08000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132QSYY8 36209.11000000 PA USD 33817.50000000 0.042892161581 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 92922F2Q0 4146692.26950000 PA USD 5375.98000000 0.006818582178 Long ABS-O CORP US N 2 2045-08-25 Variable 0.01969560 N N N N N N MEDTRONIC GLOBAL HOLDINGS SCA 549300JXMTTP8GKYIX14 58507LBC2 3000.00000000 PA USD 2897.76000000 0.003675351227 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901CD2 37000.00000000 PA USD 35040.13000000 0.044442874777 Long DBT CORP CA N 2 2056-06-08 Fixed 6.20000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 20000.00000000 PA USD 19225.94000000 0.024385070600 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N BARINGS CLO 2019-IV LTD 549300QO1I8V07FLPQ13 06761VAU1 750000.00000000 PA USD 751465.50000000 0.953115388455 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.95292000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 200000.00000000 PA USD 196243.00000000 0.248903273904 Long DBT CORP LU N 2 2041-06-30 Fixed 5.95730000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAD8 4000.00000000 PA USD 4054.43000000 0.005142404574 Long DBT CORP US N 2 2029-06-15 Fixed 5.17600000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31397UGJ2 1573525.52000000 PA USD 127584.05000000 0.161820231769 Long ABS-O USGSE US N 2 2041-06-25 Floating 2.82944000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AS4 11000.00000000 PA USD 10249.56000000 0.012999949247 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 942.56000000 0.001195488602 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2031-06-20 973.88000000 USD 0.00000000 USD -237000.00000000 USD -31.32000000 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AR3 4000.00000000 PA USD 4034.53000000 0.005117164564 Long DBT CORP US N 2 2029-06-30 Fixed 5.25000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CX1 3000.00000000 PA USD 2802.87000000 0.003554998238 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N SEQUOIA MORTGAGE TRUST 2020-4 N/A 81748RAH0 300000.00000000 PA USD 212209.32000000 0.269154030977 Long ABS-O CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 30000.00000000 PA USD 29381.74000000 0.037266100085 Long DBT CORP US N 2 2034-03-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 21000.00000000 PA USD 20388.15000000 0.025859150562 Long DBT CORP US N 2 2037-04-10 Fixed 5.29600000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FV94 56186.04000000 PA USD 54320.81000000 0.068897374429 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC44 5000.00000000 PA USD 4963.95000000 0.006295987151 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAA4 5000.00000000 PA USD 5070.71000000 0.006431395361 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBN0 14000.00000000 PA USD 11143.95000000 0.014134341807 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMZ2 12000.00000000 PA USD 10867.37000000 0.013783543727 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 72942.93000000 0.092516594656 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -5449939.21000000 USD 878016271.00000000 JPY 2026-08-14 72942.93000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F82T9 6858404.26000000 PA USD 206615.26000000 0.262058848737 Long ABS-O USGSE US N 2 2030-11-25 Variable 0.86081100 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXT1 8000.00000000 PA USD 8062.75000000 0.010226325890 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 2000.00000000 PA USD 1837.51000000 0.002330591434 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AG2 40000.00000000 PA USD 37797.42000000 0.047940061980 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 11000.00000000 PA USD 10951.19000000 0.013889856168 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N BANK 2017-BNK5 N/A 06541WAY8 5337113.94150000 PA USD 24888.83000000 0.031567552833 Long ABS-O CORP US N 2 2060-06-17 Variable 0.92237600 N N N N N N SIMMONS FOODS INC 5493002Z1TVWRIL6NM97 82873MAA1 20000.00000000 PA USD 19345.59000000 0.024536827742 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AQ27 676253.66000000 PA USD 623080.00000000 0.790278643848 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 5000.00000000 PA USD 5002.88000000 0.006345363712 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 3000.00000000 PA USD 3006.97000000 0.003813866876 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -9563.08000000 -0.01212925770 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -2529320.31000000 MYR 610003.93000000 USD 2026-09-04 -9563.08000000 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAC3 60000.00000000 PA USD 59659.64000000 0.075668837696 Long DBT CORP US N 2 2027-04-05 Fixed 3.65000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1HT2 1000000.00000000 PA USD 997033.30000000 1.264579386588 Long STIV CORP US N 2 2026-08-27 None 0.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 11000.00000000 PA USD 10533.35000000 0.013359892073 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 20000.00000000 PA USD 18597.31000000 0.023587752657 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 4000.00000000 PA USD 3951.38000000 0.005011701912 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 7000.00000000 PA USD 6196.19000000 0.007858889115 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N BIDVEST GROUP (UK) PLC (THE) 984500A80C777F496830 088932AA6 200000.00000000 PA USD 201625.00000000 0.255729491503 Long DBT CORP GB N 2 2032-09-17 Fixed 6.20000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AY2 14000.00000000 PA USD 14130.91000000 0.017922829156 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 15000.00000000 PA USD 14173.83000000 0.017977266403 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 10000.00000000 PA USD 10443.20000000 0.013245551026 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD -9142.50000000 -0.01159581835 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -8321303.36000000 PEN 2436535.09000000 USD 2026-09-04 -9142.50000000 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 10000.00000000 PA USD 8772.12000000 0.011126049780 Long DBT CORP US N 2 2055-11-20 Fixed 5.45000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 30000.00000000 PA USD 29927.96000000 0.037958893949 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CV6 18000.00000000 PA USD 16966.71000000 0.021519593903 Long DBT CORP US N 2 2035-11-20 Fixed 4.65000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38377LJM1 379626.23000000 PA USD 21554.80000000 0.027338861963 Long ABS-O USGA US N 2 2040-09-16 Floating 2.83036000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBX3 10000.00000000 PA USD 8744.78000000 0.011091373305 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA N/A 94985FAG3 51152.04000000 PA USD 45528.47000000 0.057745678770 Long ABS-O CORP US N 2 2037-06-25 Floating 4.26888000 N N N N N N GLAXOSMITHKLINE CAPITAL INC 5493007Q8VD7Q3ZYZS59 377372AQ0 9000.00000000 PA USD 8743.51000000 0.011089762510 Long DBT CORP US N 2 2035-04-15 Fixed 4.87500000 N N N N N N BANK 2017-BNK4 N/A 06541FBF5 500000.00000000 PA USD 443461.40000000 0.562460797636 Long ABS-O CORP US N 2 2050-05-17 Variable 4.37200000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AU7 12000.00000000 PA USD 12240.07000000 0.015524597034 Long DBT CORP AU N 2 2032-05-19 Fixed 5.70000000 N N N N N N SOLARIS ENERGY INFRASTRUCTURE LLC N/A 83419YAA4 20000.00000000 PA USD 19657.12000000 0.024931954380 Long DBT CORP US N 2 2031-05-15 Fixed 6.37500000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD 274294.55000000 0.347899346775 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -18119234.89000000 USD 15944119.04000000 EUR 2026-08-14 274294.55000000 N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 25000.00000000 PA USD 25704.83000000 0.032602520049 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BKG87 3955464.18000000 PA USD 378687.04000000 0.480304744838 Long ABS-O USGSE US N 2 2045-06-15 Floating 2.44013000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEJ4 26000.00000000 PA USD 24191.47000000 0.030683061732 Long DBT CORP US N 2 2066-03-15 Fixed 5.65000000 N N N N N N THAILAND, KINGDOM OF - MINISTRY OF FINANCE 254900PHJ6MSKT6C7026 000000000 41793000.00000000 PA 1299566.12000000 1.648294522219 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP N/A 161175BU7 8000.00000000 PA USD 7006.48000000 0.008886614098 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BU5 4000.00000000 PA USD 3987.05000000 0.005056943678 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 29103CAA6 40000.00000000 PA USD 40705.88000000 0.051628984469 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FXQX9 5390186.10000000 PA USD 292145.12000000 0.370539977595 Long ABS-O USGSE US N 2 2035-10-25 Variable 0.85374900 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 31000.00000000 PA USD 29753.53000000 0.037737657023 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RBA9 9000.00000000 PA USD 8779.07000000 0.011134864758 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 -1.00000000 NC 218.45000000 0.000277069348 N/A DIR CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2026-09-11 -80077.66000000 USD 218.45000000 N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AT3 12000.00000000 PA USD 10573.37000000 0.013410651127 Long DBT CORP US N 2 2030-09-01 Fixed 1.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXX2 12000.00000000 PA USD 11768.89000000 0.014926979567 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 458652AC8 40000.00000000 PA USD 39840.00000000 0.050530752344 Long DBT CORP BS N 2 2033-07-16 Fixed 5.60000000 N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AS3 16000.00000000 PA USD 15801.00000000 0.020041074743 Long DBT CORP US N 2 2032-05-08 Fixed 3.37500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BJ1 12000.00000000 PA USD 11648.83000000 0.014774702405 Long DBT CORP US N 2 2032-09-15 Fixed 4.60000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CU8 14000.00000000 PA USD 13372.97000000 0.016961501887 Long DBT CORP US N 2 2033-03-20 Fixed 4.35000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAK0 7000.00000000 PA USD 6323.22000000 0.008020006622 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAG6 6000.00000000 PA USD 5935.94000000 0.007528803064 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BV8 4000.00000000 PA USD 3958.68000000 0.005020960810 Long DBT CORP US N 2 2035-03-23 Fixed 5.40000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 3000.00000000 PA USD 3185.77000000 0.004040646458 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1475.46000000 -0.00187138814 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -7306491.48000000 MXN 419250.69000000 USD 2026-09-04 -1475.46000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 5689.40000000 0.007216105983 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -444501.90000000 USD 5689.40000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 14000.00000000 PA USD 12925.33000000 0.016393741194 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31397LN70 215708.37000000 PA USD 13843.46000000 0.017558244198 Long ABS-O USGSE US N 2 2038-07-25 Floating 2.36944000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 10000.00000000 PA USD 10124.23000000 0.012840987921 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 10000.00000000 PA USD 10540.92000000 0.013369493423 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396QW96 93200.08000000 PA USD 71745.75000000 0.090998160768 Long ABS-O USGSE US N 2 2039-09-25 Floating 3.51136670 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 8000.00000000 PA USD 8057.64000000 0.010219844661 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CY0 26000.00000000 PA USD 22521.23000000 0.028564625894 Long DBT CORP US N 2 2065-11-20 Fixed 5.55000000 N N N N N N CHL MORTGAGE PASS-THROUGH TRUST 2007-7 N/A 12544TAG9 306196.88000000 PA USD 132980.63000000 0.168664941796 Long ABS-O CORP US N 2 2037-06-25 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDR2 6000.00000000 PA USD 5394.54000000 0.006842122609 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RBB7 5000.00000000 PA USD 4795.22000000 0.006081979775 Long DBT CORP US N 2 2034-10-01 Fixed 4.80000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 719000.00000000 NC 18173.10000000 0.023049709222 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2058-07-05 0.00000000 USD 0.00000000 USD 0.00000000 GBP 1.00000000 USD 4.89500000 GBP 2028-07-03 XXXX 18173.10000000 N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 25000.00000000 PA USD 25233.20000000 0.032004331828 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FWHG8 3500784.00000000 PA USD 291756.39000000 0.370046934941 Long ABS-O USGSE US N 2 2035-07-25 Variable 1.32160600 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 35000.00000000 PA USD 33927.53000000 0.043031717271 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 17000.00000000 PA USD 16835.02000000 0.021352565922 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS 5493000A332Y142SOW84 61747C707 1111000.00000000 NS USD 1111000.00000000 1.409128159009 Long STIV RF US N 1 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 N/A 17291CBX2 8581000.00000000 PA USD 241.13000000 0.000305835349 Long ABS-O CORP US N 2 2049-08-12 Variable 0.84926860 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 25000.00000000 PA USD 24765.59000000 0.031411242343 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BY4 9000.00000000 PA USD 9053.55000000 0.011482999319 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST 2022-4 N/A 46655GAW5 371130.30000000 PA USD 309698.51000000 0.392803682488 Long ABS-O CORP US N 2 2052-10-25 Variable 3.00000000 N N N N N N GAIA PURCHASER INC N/A 36276MAA0 10000.00000000 PA USD 10036.00000000 0.012729082091 Long DBT CORP US N 2 2033-07-15 Fixed 7.62500000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 47.00000000 NC -117178.01000000 -0.14862181233 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long FRANCE (GOVT OF) French Republic Government Bond OAT 2026-09-08 6465394.66000000 USD -117178.01000000 N N N MF1 2026-FL21 LLC N/A 55287NAA5 400000.00000000 PA USD 400624.32000000 0.508128722318 Long ABS-CBDO CORP US N 2 2041-02-19 Floating 5.01961000 N N N N N N GFL ENVIRONMENTAL HOLDINGS (US) INC N/A 36273TAA8 20000.00000000 PA USD 18526.14000000 0.023497484745 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEZ5 16000.00000000 PA USD 15987.97000000 0.020278216680 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEH8 4000.00000000 PA USD 3734.67000000 0.004736839479 Long DBT CORP US N 2 2056-03-15 Fixed 5.55000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131BA9 14000.00000000 PA USD 14040.12000000 0.017807676370 Long DBT CORP US N 2 2026-11-03 Fixed 5.85000000 N N N N N N VIPER ENERGY PARTNERS LLC 54930010ZZ02MRGRI973 92764MAB0 19000.00000000 PA USD 18895.69000000 0.023966200596 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 20000.00000000 PA USD 20739.26000000 0.026304478184 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AP5 4000.00000000 PA USD 3871.92000000 0.004910919443 Long DBT CORP US N 2 2034-02-01 Fixed 4.70000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAL7 25000.00000000 PA USD 24197.96000000 0.030691293273 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AAW33 1307983.71000000 PA USD 115614.58000000 0.146638848127 Long ABS-O USGSE US N 2 2041-05-15 Floating 2.81013000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -32329.23000000 -0.04100452596 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -7916414.56000000 BRL 1516510.94000000 USD 2026-09-04 -32329.23000000 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 5000.00000000 PA USD 5159.83000000 0.006544430016 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A 19828AAD9 7000.00000000 PA USD 6933.93000000 0.008794595873 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 19000.00000000 PA USD 16962.24000000 0.021513924413 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 27000.00000000 PA USD 25094.59000000 0.031828526919 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 10000.00000000 PA USD 9685.57000000 0.012284616942 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N PENSKE TRUCK LEASING CO LP / PENSKE TRUCK LEASING FINANCE CORP N/A 709599CA0 14000.00000000 PA USD 14103.15000000 0.017887619978 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BL4 11000.00000000 PA USD 11003.01000000 0.013955581660 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 14000.00000000 PA USD 11982.64000000 0.015198087707 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAS9 14000.00000000 PA USD 13292.56000000 0.016859514492 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 6000.00000000 PA USD 5023.23000000 0.006371174475 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2921000.00000000 NC USD 1795.77000000 0.002277650831 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-01-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.07100000 USD 2027-01-15 XXXX 1795.77000000 N N N COLT 2021-3 MORTGAGE LOAN TRUST N/A 19688FAA3 192459.92000000 PA USD 159698.10000000 0.202551835868 Long ABS-O CORP US N 2 2066-09-27 Variable 0.95600000 N N N N N N FIRST INDUSTRIAL LP 86MKNB3IKYZZT3E3OV11 32055RAS6 24000.00000000 PA USD 24017.81000000 0.030462801430 Long DBT CORP US N 2 2031-01-15 Fixed 5.25000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BW2 13000.00000000 PA USD 12714.56000000 0.016126412714 Long DBT CORP US N 2 2031-10-15 Fixed 4.50000000 N N N N N N RLI CORP 529900AMTJE5ECN9PS55 749607AD9 15000.00000000 PA USD 14354.64000000 0.018206595352 Long DBT CORP US N 2 2036-06-01 Fixed 5.37500000 N N N N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EW3 25000.00000000 PA USD 24149.34000000 0.030629626476 Long DBT CORP US N 2 2032-10-15 Fixed 4.50000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CG5 215000.00000000 PA USD 220482.99000000 0.279647875599 Long DBT CORP US N 2 2030-11-13 Fixed 5.48900000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136ADGU7 94804.30000000 PA USD 1964.69000000 0.002491899192 Long ABS-O USGSE US N 2 2043-02-25 Fixed 4.50000000 N N N N N N NATIONAL HEALTH INVESTORS INC 549300ZPKZIG6DKDEC02 63633DAG9 33000.00000000 PA USD 32354.91000000 0.041037096996 Long DBT CORP US N 2 2033-02-01 Fixed 5.35000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 12000.00000000 PA USD 11756.14000000 0.014910808204 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 7000.00000000 PA USD 7035.19000000 0.008923028202 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 2193000.00000000 NC USD 1984.74000000 0.002517329453 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2028-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.05250000 USD 2027-07-16 XXXX 1984.74000000 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 14000.00000000 PA USD 13550.15000000 0.017186226754 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAH7 20000.00000000 PA USD 20565.33000000 0.026083875429 Long DBT CORP US N 2 2029-03-01 Fixed 6.95000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 18000.00000000 PA USD 18026.64000000 0.022863947827 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEWE5 15151.19000000 PA USD 14652.82000000 0.018584789622 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DY2 7000.00000000 PA USD 7034.37000000 0.008921988161 Long DBT CORP US N 2 2031-01-30 Fixed 5.08500000 N N N N N N VENTURE XXVII CLO LTD 549300JZGSLL2771YV05 92331LBG4 600000.00000000 PA USD 601968.00000000 0.763501403800 Long ABS-CBDO CORP KY N 2 2030-07-22 Floating 6.29082000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BV6 8000.00000000 PA USD 7887.98000000 0.010004657727 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2 N/A 61772LBL4 247577.48000000 PA USD 198419.21000000 0.251663452834 Long ABS-O CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A1T92 61210.84060000 PA USD 59497.34000000 0.075462985760 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31393APM3 64154.26000000 PA USD 65132.48000000 0.082610271497 Long ABS-O USGSE US N 2 2033-04-25 Fixed 6.00000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -2.92000000 -0.00000370355 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -443.33000000 GBP 594.57000000 USD 2026-08-14 -2.92000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAW8 12000.00000000 PA USD 12311.55000000 0.015615258133 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137A0PK5 909839.01000000 PA USD 78735.74000000 0.099863859904 Long ABS-O USGSE US N 2 2040-07-15 Floating 2.76013000 N N N N N N SONY GROUP CORP 529900R5WX9N2OI2N910 835699AC3 18000.00000000 PA USD 17576.16000000 0.022292585043 Long DBT CORP JP N 2 2036-06-30 Fixed 5.08900000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AM8 15000.00000000 PA USD 14495.27000000 0.018384962312 Long DBT CORP US N 2 2035-08-15 Fixed 4.90000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 12000.00000000 PA USD 12016.80000000 0.015241414276 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 80000.00000000 PA USD 83965.52000000 0.106497010457 Long DBT CORP CA N 2 2031-12-01 Fixed 7.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBF6 10000.00000000 PA USD 9812.01000000 0.012444986127 Long DBT CORP US N 2 2056-12-03 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 21000.00000000 PA USD 18841.58000000 0.023897570601 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BSLA9 6357914.04000000 PA USD 552876.89000000 0.701237078455 Long ABS-O USGSE US N 2 2046-10-15 Floating 2.26013000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAY5 25000.00000000 PA USD 25188.08000000 0.031947104229 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -478000.00000000 NC USD 2042.72000000 0.002590867932 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2060-01-09 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.00000000 USD 2030-01-07 XXXX 2042.72000000 N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWZ8 20000.00000000 PA USD 20002.73000000 0.025370306120 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 29000.00000000 PA USD 28449.35000000 0.036083510522 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBR6 18000.00000000 PA USD 17653.24000000 0.022390348858 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAF9 20000.00000000 PA USD 19523.22000000 0.024762123363 Long DBT CORP US N 2 2031-05-15 Fixed 4.55000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAJ4 22000.00000000 PA USD 20968.69000000 0.026595473930 Long DBT CORP US N 2 2056-03-16 Fixed 5.73200000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAG8 25000.00000000 PA USD 25010.14000000 0.031721415422 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 25000.00000000 PA USD 25400.75000000 0.032216842560 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BJ3 11000.00000000 PA USD 10403.58000000 0.013195299309 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 30000.00000000 PA USD 29217.92000000 0.037058320269 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 19000.00000000 PA USD 18084.11000000 0.022936839452 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -7448000.00000000 NC USD -48439.03000000 -0.06143726477 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX -48439.02000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZZ6 5000.00000000 PA USD 5012.97000000 0.006358161284 Long DBT CORP CA N 2 2030-08-02 Fixed 4.96900000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 20000.00000000 PA USD 20120.10000000 0.025519171442 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 8000.00000000 PA USD 8004.45000000 0.010152381541 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N CSMC TRUST 2015-2 N/A 12649RAX0 104307.63000000 PA USD 99586.29000000 0.126309491890 Long ABS-O CORP US N 2 2045-02-25 Variable 3.86254000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBQ9 18000.00000000 PA USD 16338.50000000 0.020722808664 Long DBT CORP US N 2 2066-02-15 Fixed 5.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBQ5 12000.00000000 PA USD 12373.75000000 0.015694149016 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FQFH1 6765662.03000000 PA USD 538312.61000000 0.682764587849 Long ABS-O USGSE US N 2 2049-12-25 Floating 2.26944000 N N N N N N JP MORGAN MORTGAGE TRUST 2019-INV3 N/A 46591LAC5 59026.44000000 PA USD 52382.73000000 0.066439225822 Long ABS-O CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLE7 12000.00000000 PA USD 12036.44000000 0.015266324516 Long DBT CORP US N 2 2030-03-15 Fixed 5.00000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 9000.00000000 PA USD 9212.37000000 0.011684437424 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -792000.00000000 NC -5384.82000000 -0.00682979432 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2041-05-08 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.17700000 EUR 2028-05-08 XXXX -5384.82000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 20000.00000000 PA USD 20258.29000000 0.025694443647 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHG2 16000.00000000 PA USD 15182.54000000 0.019256655840 Long DBT CORP US N 2 2036-01-15 Fixed 5.00000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 220000.00000000 PA USD 224518.82000000 0.284766689009 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC N/A 86614JAA3 25000.00000000 PA USD 25976.53000000 0.032947128619 Long DBT CORP US N 2 2029-10-31 Fixed 8.62500000 N N N N N N FORTUNE BRANDS INNOVATIONS INC 54930032LHW54PQUJD44 34964CAF3 4000.00000000 PA USD 3755.15000000 0.004762815127 Long DBT CORP US N 2 2032-03-25 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BS1 5000.00000000 PA USD 4950.10000000 0.006278420611 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 16000.00000000 PA USD 14366.28000000 0.018221358855 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 35000.00000000 PA USD 33654.25000000 0.042685104721 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE 300300CHN201808MOF68 000000000 2420000.00000000 PA 426739.40000000 0.541251579746 Long DBT NUSS CN N 2 2052-10-25 Fixed 3.12000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WRW4 1322247.59000000 PA USD 71019.64000000 0.090077204830 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 719000.00000000 NC -15862.75000000 -0.02011939487 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2058-07-05 0.00000000 USD 0.00000000 USD 0.00000000 GBP 1.00000000 USD 4.89500000 GBP 2028-07-03 XXXX -15862.75000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -28000.00000000 NC -2239.16000000 -0.00284002106 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP GB US N/A EUR N/A ZAR 2027-01-11 0.01000000 USD 21.50000000 EUR 2027-01-08 XXXX 6163.02000000 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BV4 8000.00000000 PA USD 7912.52000000 0.010035782844 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396VQY7 544478.04000000 PA USD 40871.11000000 0.051838552647 Long ABS-O USGSE US N 2 2037-04-25 Floating 3.03944000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NQ4 37000.00000000 PA USD 36408.97000000 0.046179032283 Long DBT CORP US N 2 2028-11-01 Fixed 3.90000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAG8 220000.00000000 PA USD 223067.89000000 0.282926413294 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 30000.00000000 PA USD 28912.23000000 0.036670600749 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGF2 16000.00000000 PA USD 15882.70000000 0.020144698299 Long DBT CORP US N 2 2032-07-09 Fixed 5.15000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAK1 15000.00000000 PA USD 14272.21000000 0.018102045906 Long DBT CORP US N 2 2066-03-16 Fixed 5.85200000 N N N N N N PIONEER OPCO LLC 254900MLGLU5YE2NRP61 72382NAA4 20000.00000000 PA USD 20218.24000000 0.025643646543 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 17000.00000000 PA USD 16623.69000000 0.021084527169 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 15000.00000000 PA USD 14911.89000000 0.018913379030 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -5517.61000000 -0.00699821748 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.44.V1 Y Default Event 2035-12-20 0.00000000 USD -6347.35000000 USD 800000.00000000 EUR 829.74000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31394FFH3 52571.42000000 PA USD 53947.79000000 0.068424257430 Long ABS-O USGSE US N 2 2035-07-25 Floating 9.07790000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GAY8 3000.00000000 PA USD 2320.63000000 0.002943352906 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AV1 30000.00000000 PA USD 28975.01000000 0.036750227271 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N PERRIGO FINANCE PUC 549300E86RB6YCTMRM83 71429MAD7 25000.00000000 PA USD 23769.08000000 0.030147326680 Long DBT CORP IE N 2 2032-09-30 Fixed 6.12500000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 92926UAA9 221905.81000000 PA USD 206018.86000000 0.261302409462 Long ABS-O CORP US N 2 2036-12-25 Variable 3.99254000 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AB1 25000.00000000 PA USD 24574.88000000 0.031169356806 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 12000.00000000 PA USD 11976.53000000 0.015190338137 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAV0 10000.00000000 PA USD 9803.35000000 0.012434002284 Long DBT CORP CA N 2 2032-05-03 Fixed 4.61200000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 7000.00000000 PA USD 6936.29000000 0.008797589161 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 9000.00000000 PA USD 9098.64000000 0.011540188868 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -2337500.00000000 NC USD -11157.02000000 -0.01415091903 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2029-02-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.41500000 USD 2028-02-11 XXXX -11157.02000000 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 30000.00000000 PA USD 31318.43000000 0.039722485696 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 3000.00000000 PA USD 3013.62000000 0.003822301352 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 16000.00000000 PA USD 15734.50000000 0.019956729989 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BA3 7000.00000000 PA USD 6982.27000000 0.008855907534 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N N FORTUNE BRANDS INNOVATIONS INC 54930032LHW54PQUJD44 34964CAE6 11000.00000000 PA USD 10476.27000000 0.013287495102 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 30000.00000000 PA USD 30948.87000000 0.039253757161 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 9000.00000000 PA USD 9259.40000000 0.011744087556 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38376JGA6 1648303.43120000 PA USD 15400.10000000 0.019532596365 Long ABS-O USGA US N 2 2034-01-16 Floating 2.78036000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 19000.00000000 PA USD 17832.29000000 0.022617445525 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WED9 14000.00000000 PA USD 14025.93000000 0.017789678595 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -211000.00000000 NC USD -4380.18000000 -0.00555556703 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-04-16 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.24000000 USD 2031-04-14 XXXX -4380.18000000 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AL0 13000.00000000 PA USD 11231.66000000 0.014245588099 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BB1 3000.00000000 PA USD 2984.13000000 0.003784897941 Long DBT CORP US N 2 2035-03-15 Fixed 5.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 14000.00000000 PA USD 13480.05000000 0.017097315967 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 4000.00000000 PA USD 4153.72000000 0.005268338268 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N SEQUOIA MORTGAGE TRUST 2018-CH1 549300ZUG1L9OO3W6B29 81747DAU3 12570.59000000 PA USD 11432.61000000 0.014500461459 Long ABS-O CORP US N 2 2048-03-25 Variable 4.00000000 N N N N N N PENSKE TRUCK LEASING CO LP / PENSKE TRUCK LEASING FINANCE CORP N/A 709599BZ6 34000.00000000 PA USD 34311.05000000 0.043518151863 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 4000.00000000 PA USD 3944.57000000 0.005003064502 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CR7 5000.00000000 PA USD 5043.62000000 0.006397035972 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136A0J73 572757.31000000 PA USD 29427.70000000 0.037324393091 Long ABS-O USGSE US N 2 2041-09-25 Floating 2.21944000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 11000.00000000 PA USD 10891.17000000 0.013813730271 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 26.00000000 NC -62690.03000000 -0.07951240914 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO BTPS 3.65 08/01/35 10Y 2026-09-08 3547185.93000000 USD -62690.03000000 N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AF9 14000.00000000 PA USD 13762.45000000 0.017455495798 Long DBT CORP JP N 2 2035-07-08 Fixed 5.33700000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAU9 15000.00000000 PA USD 14092.02000000 0.017873503329 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 200000.00000000 PA USD 200674.42000000 0.254523830796 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BG0 45000.00000000 PA USD 42655.46000000 0.054101719011 Long DBT CORP US N 2 2034-07-01 Fixed 7.87500000 N N N N N N GSAT TRUST 2025-BMF N/A 36271XAC7 500000.00000000 PA USD 499744.30000000 0.633846773568 Long ABS-O CORP US N 2 2040-07-16 Floating 5.62637000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 3000.00000000 PA USD 2604.75000000 0.003303714286 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137B8UZ8 338520.50000000 PA USD 22365.66000000 0.028367309901 Long ABS-O USGSE US N 2 2039-04-15 Fixed 5.00000000 N N N N N N CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE 300300CHN201808MOF68 000000000 4570000.00000000 PA 908696.81000000 1.152538490524 Long DBT NUSS CN N 2 2048-10-22 Fixed 4.08000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 50000.00000000 PA USD 39763.83000000 0.050434142721 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N TORONTO DOMINION BANK (THE) PT3QB789TSUIDF371261 89115A2U5 11000.00000000 PA USD 11180.48000000 0.014180674346 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -234000.00000000 NC USD -6592.66000000 -0.00836174873 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2061-02-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-25 XXXX -6592.66000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQR5 11000.00000000 PA USD 10871.09000000 0.013788261960 Long DBT UST US N 2 2029-05-15 Fixed 3.87500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 8000.00000000 PA USD 7976.68000000 0.010117159679 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N BBCMS MORTGAGE TRUST 2022-C17 N/A 054976AG0 8611756.31000000 PA USD 488857.97000000 0.620039182072 Long ABS-O CORP US N 2 2055-09-17 Variable 1.14873800 N N N N N N ELI LILLY & COMPANY FRDRIPF3EKNDJ2CQJL29 532457CL0 3000.00000000 PA USD 2936.29000000 0.003724220451 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 20000.00000000 PA USD 19069.66000000 0.024186854085 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAD1 20000.00000000 PA USD 19127.54000000 0.024260265730 Long DBT CORP US N 2 2034-07-01 Fixed 7.12500000 N N N N N N TRANSCONTINENTAL GAS PIPELINE COMPANY LLC N/A 893574AP8 3000.00000000 PA USD 2829.27000000 0.003588482472 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AX7 4000.00000000 PA USD 4073.32000000 0.005166363557 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AP8 6000.00000000 PA USD 6083.09000000 0.007715439615 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202E3G2 7149.09000000 PA USD 7346.88000000 0.009318357775 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 32.00000000 NC -2963.67000000 -0.00375894766 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT Canadian Government Bond 2026-09-18 2400595.37000000 USD -2963.67000000 N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AP1 25000.00000000 PA USD 24752.02000000 0.031394030940 Long DBT CORP US N 2 2033-08-15 Fixed 7.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAG2 14000.00000000 PA USD 13912.64000000 0.017645988109 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 16000.00000000 PA USD 13139.40000000 0.016665255204 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AXNG4 193769.68000000 PA USD 8776.20000000 0.011131224616 Long ABS-O USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQQ7 47000.00000000 PA USD 45769.92000000 0.058051919988 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AU0 16000.00000000 PA USD 15729.79000000 0.019950756097 Long DBT CORP US N 2 2031-02-15 Fixed 4.60000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413AT3 11000.00000000 PA USD 10686.96000000 0.013554722115 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 27000.00000000 PA USD 23635.36000000 0.029977723964 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CT3 4000.00000000 PA USD 4091.02000000 0.005188813214 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 4000.00000000 PA USD 3743.29000000 0.004747772588 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD -23394.97000000 -0.02967282718 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25400000 USD 2027-06-30 XXXX -23394.97000000 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLE3 6000.00000000 PA USD 6166.01000000 0.007820610548 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EH5 40000.00000000 PA USD 38368.89000000 0.048664881484 Long DBT CORP US N 2 2066-07-09 Fixed 6.25000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAT3 9000.00000000 PA USD 8996.92000000 0.011411173102 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FP3 43000.00000000 PA USD 42614.87000000 0.054050237002 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAH5 30000.00000000 PA USD 29288.75000000 0.037148156946 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8L3 14000.00000000 PA USD 13902.65000000 0.017633317371 Long DBT CORP CA N 2 2030-09-10 Fixed 4.64000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 20000.00000000 PA USD 20582.04000000 0.026105069427 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 3000.00000000 PA USD 2844.41000000 0.003607685172 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAF2 11000.00000000 PA USD 10824.44000000 0.013729093797 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 8000.00000000 PA USD 6990.67000000 0.008866561608 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -3724000.00000000 NC USD 10454.44000000 0.013259807192 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-02 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.25400000 USD 2027-06-30 XXXX 10454.44000000 N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903BB5 6000.00000000 PA USD 5906.94000000 0.007492021140 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AU3 25000.00000000 PA USD 24711.63000000 0.031342802599 Long DBT CORP JP N 2 2030-06-30 Fixed 4.45000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EG7 15000.00000000 PA USD 14415.98000000 0.018284395461 Long DBT CORP US N 2 2056-07-09 Fixed 6.10000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQT1 20500.00000000 PA USD 20138.05000000 0.025541938184 Long DBT UST US N 2 2033-05-31 Fixed 4.25000000 N N N N N N CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST N/A 12596GBE8 500000.00000000 PA USD 470048.75000000 0.596182655024 Long ABS-O CORP US N 2 2051-11-17 Variable 5.03968200 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WESG5 35537.66000000 PA USD 33359.18000000 0.042310854995 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFRONT MEDIA CAPITAL CORP N/A 69007TAH7 20000.00000000 PA USD 19761.44000000 0.025064267836 Long DBT CORP US N 2 2034-06-15 Fixed 6.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 8000.00000000 PA USD 7913.50000000 0.010037025820 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KEG1 44000.00000000 PA USD 43017.60000000 0.054561036447 Long DBT CORP US N 2 2056-10-01 Fixed 6.20000000 N N N N N N RUSSIAN, FEDERATION - MINISTRY OF FINANCE 5493004EHVGF71PDBU58 000000000 47938000.00000000 PA 0.00000000 0.000000 Long DBT NUSS RU N 3 2029-05-23 Fixed 6.90000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -792000.00000000 NC 7653.19000000 0.009706863668 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2028-05-10 0.00000000 USD 0.00000000 USD 0.00000000 EUR 1.00000000 USD 3.17700000 EUR 2028-05-08 XXXX 7653.19000000 N N N OBX 2019-INV2 TRUST N/A 67112VBB0 35570.12000000 PA USD 32377.57000000 0.041065837630 Long ABS-O CORP US N 2 2049-05-25 Variable 4.00000000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387AN8 12000.00000000 PA USD 11826.85000000 0.015000492679 Long DBT CORP US N 2 2029-09-10 Fixed 4.30000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380BA88 2174458.90000000 PA USD 323899.90000000 0.410815904401 Long ABS-O USGA US N 2 2046-11-20 Fixed 5.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 13000.00000000 PA USD 13184.90000000 0.016722964773 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BS5 3000.00000000 PA USD 3002.25000000 0.003807880301 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZS2 9000.00000000 PA USD 9116.37000000 0.011562676575 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 3000.00000000 PA USD 3095.41000000 0.003926039059 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 18589GAA3 35000.00000000 PA USD 35443.63000000 0.044954650846 Long DBT CORP US N 2 2034-01-15 Fixed 7.62500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 20000.00000000 PA USD 20653.52000000 0.026195730526 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N BANK 2019-BNK16 N/A 065405AJ1 852809.71720000 PA USD 14195.19000000 0.018004358192 Long ABS-O CORP US N 2 2052-02-16 Variable 0.92845700 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC USD 56990.14000000 0.072282998253 N/A DFE CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 -893243.97000000 USD 1370941909.00000000 KRW 2026-09-04 56990.14000000 N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 -15.00000000 NC 6461.42000000 0.008195291511 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Short CANADIAN GOVERNMENT Canadian Government Bond 2026-09-18 -1204021.79000000 USD 6461.42000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 12000.00000000 PA USD 11437.48000000 0.014506638286 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 20000.00000000 PA USD 20343.78000000 0.025802874220 Long DBT CORP US N 2 2030-07-01 Fixed 6.50000000 N N N N N N GABX LEASING LLC 25490085PXP0WGRIRI44 36274FAB5 20000.00000000 PA USD 19345.34000000 0.024536510656 Long DBT CORP US N 2 2036-04-15 Fixed 5.30000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 40000.00000000 PA USD 38579.94000000 0.048932565100 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 25000.00000000 PA USD 21647.08000000 0.027455904579 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFP6 38000.00000000 PA USD 36861.08000000 0.046752462465 Long DBT CORP US N 2 2037-04-23 Fixed 5.14800000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORP EDBQKYOPJUCJKLOJDE72 14913UAU4 9000.00000000 PA USD 9032.24000000 0.011455970947 Long DBT CORP US N 2 2029-11-15 Fixed 4.70000000 N N N N N N WINWATER MORTGAGE LOAN TRUST 2015-5 N/A 97654DCC8 203019.91000000 PA USD 185165.12000000 0.234852731465 Long ABS-O CORP US N 2 2045-08-20 Variable 3.75368000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3V3 3000.00000000 PA USD 3019.45000000 0.003829695787 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 25000.00000000 PA USD 25996.55000000 0.032972520829 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 14.00000000 NC -55736.13000000 -0.07069248447 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 1764104.53000000 USD -55736.13000000 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 169000.00000000 PA USD 166910.69000000 0.211699867973 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N SALLY HOLDINGS LLC / SALLY CAPITAL INC N/A 79546VAQ9 30000.00000000 PA USD 30588.01000000 0.038796063203 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLB3 12000.00000000 PA USD 12216.98000000 0.015495311013 Long DBT CORP US N 2 2029-06-01 Fixed 5.50000000 N N N N N N VIRGINIA ELECTRIC & POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GX6 25000.00000000 PA USD 23792.35000000 0.030176841002 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AM1 8000.00000000 PA USD 8103.72000000 0.010278289869 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N PMT LOAN TRUST 2025-INV8 N/A 73015EAB5 159630.96000000 PA USD 157254.61000000 0.199452654441 Long ABS-O CORP US N 2 2056-07-25 Variable 5.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 8000.00000000 PA USD 8113.24000000 0.010290364486 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 20000.00000000 PA USD 18782.44000000 0.023822560845 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DR5 11000.00000000 PA USD 10402.72000000 0.013194208534 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 21000.00000000 PA USD 16517.52000000 0.020949867280 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 45.00000000 NC -44521.68000000 -0.05646872454 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long Germany (Federal Republic Of) Germany (Federal Republic Of) 2026-09-08 5951877.62000000 USD -44521.68000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AFGS5 59189.77000000 PA USD 430.35000000 0.000545831056 Long ABS-O USGSE US N 2 2040-07-15 Floating 2.31013000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 4000.00000000 PA USD 3981.85000000 0.005050348298 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNJ0 23000.00000000 PA USD 23005.91000000 0.029179365980 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 7000.00000000 PA USD 6174.37000000 0.007831213889 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 11000.00000000 PA USD 9622.68000000 0.012204850902 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 7000.00000000 PA USD 5279.54000000 0.006696263258 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 14000.00000000 PA USD 11556.28000000 0.014657317336 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDY2 9000.00000000 PA USD 9027.35000000 0.011449768754 Long DBT CORP US N 2 2028-03-15 Fixed 4.65000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 11000.00000000 PA USD 10272.15000000 0.013028601096 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QCQ7 3000.00000000 PA USD 2993.99000000 0.003797403795 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -234000.00000000 NC USD 6884.96000000 0.008732485157 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2061-02-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.13000000 USD 2031-02-18 XXXX 6884.96000000 N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLC1 6000.00000000 PA USD 6016.29000000 0.007630714358 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCF6 7000.00000000 PA USD 6985.11000000 0.008859509626 Long DBT CORP US N 2 2030-04-15 Fixed 5.05000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AD9 20000.00000000 PA USD 20780.24000000 0.026356454846 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KEH9 30000.00000000 PA USD 29233.25000000 0.037077763955 Long DBT CORP US N 2 2066-10-01 Fixed 6.62500000 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAB9 20000.00000000 PA USD 19389.42000000 0.024592419179 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 9000.00000000 PA USD 6910.73000000 0.008765170335 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AY5 48000.00000000 PA USD 46838.20000000 0.059406864570 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 40000.00000000 PA USD 39589.38000000 0.050212880428 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 38000.00000000 PA USD 34906.66000000 0.044273589147 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 000000000 3321000.00000000 PA 854880.22000000 1.084280639587 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -2040000.00000000 NC USD -8235.25000000 -0.01044511491 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2029-04-12 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.43600000 USD 2028-04-10 XXXX -8235.25000000 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAQ1 32000.00000000 PA USD 31291.45000000 0.039688265824 Long DBT CORP US N 2 2036-02-15 Fixed 5.55000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 6000.00000000 PA USD 5662.60000000 0.007182114413 Long DBT CORP US N 2 2034-10-15 Fixed 4.80000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBL0 40000.00000000 PA USD 38381.60000000 0.048681002113 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QCN4 3000.00000000 PA USD 3012.35000000 0.003820690557 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBT0 17000.00000000 PA USD 16119.09000000 0.020444521707 Long DBT CORP US N 2 2056-06-15 Fixed 5.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDA1 155667.93000000 PA USD 130743.24000000 0.165827165692 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 2.50000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AD5 4000.00000000 PA USD 4065.10000000 0.005155937785 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAM5 14000.00000000 PA USD 14055.31000000 0.017826942488 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAB7 25000.00000000 PA USD 25179.81000000 0.031936615040 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNP3 15000.00000000 PA USD 13896.68000000 0.017625745368 Long DBT CORP US N 2 2056-10-30 Fixed 6.20000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD 5253.22000000 0.006662880492 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -123170.97000000 USD 217948.64000000 NZD 2026-08-14 5253.22000000 N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAZ7 63000.00000000 PA USD 62477.96000000 0.079243431821 Long DBT CORP US N 2 2035-07-30 Fixed 5.40000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AP9 8000.00000000 PA USD 8164.47000000 0.010355341656 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHJ6 25000.00000000 PA USD 22853.34000000 0.028985855014 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 000000000 4000000.00000000 PA 1243636.90000000 1.577357133549 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BX2 12000.00000000 PA USD 11974.35000000 0.015187573151 Long DBT CORP US N 2 2032-05-30 Fixed 4.95000000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBR1 25000.00000000 PA USD 24523.71000000 0.031104455737 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAL6 20000.00000000 PA USD 18339.80000000 0.023261141863 Long DBT CORP US N 2 2066-05-15 Fixed 6.45000000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AE2 26000.00000000 PA USD 25659.09000000 0.032544506078 Long DBT CORP JP N 2 2030-07-08 Fixed 4.68800000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBM8 15000.00000000 PA USD 14398.33000000 0.018262009222 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N MACY'S RETAIL HOLDINGS LLC 549300JMONK27O4SQQ19 55616XAM9 45000.00000000 PA USD 40469.46000000 0.051329123011 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -2921000.00000000 NC USD -2640.75000000 -0.00334937460 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2027-01-19 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.09600000 USD 2027-01-19 XXXX -2640.75000000 N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBS2 20000.00000000 PA USD 19545.80000000 0.024790762529 Long DBT CORP US N 2 2036-06-15 Fixed 5.15000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 4000.00000000 PA USD 4000.65000000 0.005074193131 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AA2 10000.00000000 PA USD 10028.58000000 0.012719670992 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 5000.00000000 PA USD 4919.98000000 0.006240218145 Long DBT CORP US N 2 2035-01-15 Fixed 5.35000000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 06BTX5UWZD0GQ5N5Y745 960386AM2 15000.00000000 PA USD 14983.57000000 0.019004293797 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 20000.00000000 PA USD 20956.28000000 0.026579733803 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNQ1 25000.00000000 PA USD 23042.85000000 0.029226218540 Long DBT CORP US N 2 2066-10-30 Fixed 6.30000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJC35 138250.01000000 PA USD 137410.12000000 0.174283050787 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFK7 13000.00000000 PA USD 13305.98000000 0.016876535644 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26244JHS1 1000000.00000000 PA USD 997200.40000000 1.264791326566 Long STIV CORP US N 2 2026-08-26 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 16.00000000 NC USD -10878.70000000 -0.01379791404 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 3300628.70000000 USD -10878.70000000 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHK3 21000.00000000 PA USD 19082.05000000 0.024202568844 Long DBT CORP US N 2 2065-11-30 Fixed 6.00000000 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AV5 25000.00000000 PA USD 24588.40000000 0.031186504792 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBD7 5000.00000000 PA USD 4844.46000000 0.006144432944 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAD4 20000.00000000 PA USD 20764.20000000 0.026336110638 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N JACOBS SOLUTIONS INC 254900E3KHXCC2C8K272 46982LAB4 15000.00000000 PA USD 14455.72000000 0.018334799379 Long DBT CORP US N 2 2036-03-03 Fixed 5.37500000 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAL7 238000.00000000 PA USD 240725.79000000 0.305322672627 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25000000 N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DG1 12000.00000000 PA USD 12055.55000000 0.015290562535 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N TENNESSEE VALLEY AUTHORITY (TN) 549300HE1ISW43LNKM54 880591FC1 36000.00000000 PA USD 33886.69000000 0.042979918176 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N TPG OPERATING GROUP II LP 2549001H9RJQNZT7MU11 87268QAA4 20000.00000000 PA USD 19553.93000000 0.024801074151 Long DBT CORP US N 2 2031-05-15 Fixed 4.87500000 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 N/A 54910TBA9 2540641.55500000 PA USD 4620.41000000 0.005860260879 Long ABS-O CORP US N 2 2050-03-11 Variable 0.79721700 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 26875.17000000 0.034086911633 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 151453.57000000 USD 0.00000000 USD 7863000.00000000 USD -124578.40000000 N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 4000.00000000 PA USD 3576.68000000 0.004536454098 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 3000.00000000 PA USD 2793.56000000 0.003543189972 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GP6 5000.00000000 PA USD 4990.40000000 0.006329534801 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CG5 215000.00000000 PA USD 216114.97000000 0.274107731602 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 7000.00000000 PA USD 6300.11000000 0.007990695234 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAA0 200000.00000000 PA USD 196680.00000000 0.249457539436 Long DBT CORP MX N 2 2033-07-30 Fixed 6.12500000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAK2 40000.00000000 PA USD 40736.68000000 0.051668049408 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GQ1 5000.00000000 PA USD 4865.90000000 0.006171626200 Long DBT CORP US N 2 2032-02-06 Fixed 4.45600000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 4000.00000000 PA USD 3806.45000000 0.004827881080 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAW7 150000.00000000 PA USD 149511.83000000 0.189632159998 Long DBT CORP US N 2 2029-08-01 Fixed 4.80000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC USD 71512.68000000 0.090702548257 N/A DFE CORP US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 -3593821.40000000 USD 2719629.02000000 GBP 2026-08-14 71512.68000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSYA0 35145.09000000 PA USD 32971.45000000 0.041819080682 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQZ7 595900.00000000 PA USD 592571.34000000 0.751583223596 Long DBT UST US N 2 2029-07-15 Fixed 4.12500000 N N N N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 693475BJ3 7000.00000000 PA USD 7263.76000000 0.009212933173 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBE5 4000.00000000 PA USD 3742.80000000 0.004747151101 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CK1 10000.00000000 PA USD 10028.95000000 0.012720140279 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBD1 3000.00000000 PA USD 3202.17000000 0.004061447269 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 9000.00000000 PA USD 9002.79000000 0.011418618270 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFM3 15000.00000000 PA USD 14678.25000000 0.018617043564 Long DBT CORP US N 2 2032-04-23 Fixed 4.62200000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 29000.00000000 PA USD 28966.26000000 0.036739129277 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAL0 30000.00000000 PA USD 30988.20000000 0.039303641059 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 28032.87000000 0.035555271372 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -2033910.61000000 USD 2889264.19000000 CAD 2026-08-14 28032.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -9350000.00000000 NC USD -48863.19000000 -0.06197524479 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CH US 2028-02-12 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.70000000 USD 2027-02-10 XXXX -48863.19000000 N N N INVESCO U.S CLO 2026-1 LTD N/A 46091DAG9 350000.00000000 PA USD 351461.25000000 0.445773127070 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 5.65632000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AJ2 200000.00000000 PA USD 204771.76000000 0.259720659933 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587DD6 12000.00000000 PA USD 12054.76000000 0.015289560545 Long DBT CORP US N 2 2027-08-01 Fixed 5.11300000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 20000.00000000 PA USD 20549.08000000 0.026063264869 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 41000.00000000 PA USD 40499.65000000 0.051367414261 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 30000.00000000 PA USD 28207.13000000 0.035776292680 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 3000.00000000 PA USD 2717.70000000 0.003446973535 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BG7 20000.00000000 PA USD 18213.32000000 0.023100721945 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAW0 2000.00000000 PA USD 1991.64000000 0.002526081014 Long DBT CORP US N 2 2037-07-21 Fixed 5.65500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADR5 14000.00000000 PA USD 14062.29000000 0.017835795516 Long DBT CORP US N 2 2032-03-29 Fixed 5.40000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -7448000.00000000 NC USD 24852.03000000 0.031520877841 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-10-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.12250000 USD 2027-10-25 XXXX 24852.04000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CMU2 11000.00000000 PA USD 10861.43000000 0.013776009775 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556DH2 20000.00000000 PA USD 19365.06000000 0.024561522364 Long DBT CORP US N 2 2033-06-15 Fixed 4.55000000 N N N N N N PROLOGIS TARGETED U.S. LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAA2 22000.00000000 PA USD 22210.55000000 0.028170577346 Long DBT CORP US N 2 2029-04-01 Fixed 5.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 4000.00000000 PA USD 3967.82000000 0.005032553458 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 20000.00000000 PA USD 19108.90000000 0.024236623832 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 16000.00000000 PA USD 16056.22000000 0.020364781034 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAB6 25000.00000000 PA USD 25219.20000000 0.031986575038 Long DBT CORP CA N 2 2032-07-15 Fixed 6.75000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CW7 175000.00000000 PA USD 177956.06000000 0.225709176608 Long DBT CORP US N 2 2029-05-10 Fixed 5.41400000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBA4 19000.00000000 PA USD 16898.46000000 0.021433029549 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAE1 20000.00000000 PA USD 20102.14000000 0.025496392016 Long DBT CORP US N 2 2031-08-01 Fixed 6.12500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -453000.00000000 NC USD -2839.34000000 -0.00360125467 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Put Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2046-07-17 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 4.74000000 USD 2036-07-15 XXXX -2839.34000000 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBT8 4000.00000000 PA USD 3964.65000000 0.005028532813 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 40000.00000000 PA USD 38178.66000000 0.048423604751 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAD5 20000.00000000 PA USD 20226.26000000 0.025653818647 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F5YQ6 893878.83000000 PA USD 825977.56000000 1.047622176872 Long ABS-O USGSE US N 2 2048-06-15 Fixed 4.00000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NZ4 4000.00000000 PA USD 3807.01000000 0.004828591352 Long DBT CORP US N 2 2032-12-15 Fixed 4.15000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31398WRX4 142185.36000000 PA USD 13675.78000000 0.017345568581 Long ABS-O USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N PROLOGIS TARGETED U.S. LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAB0 4000.00000000 PA USD 4007.75000000 0.005083198361 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CF7 205000.00000000 PA USD 205885.00000000 0.261132629178 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 6000.00000000 PA USD 5904.45000000 0.007488862968 Long DBT CORP US N 2 2035-04-15 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AK7 17000.00000000 PA USD 16850.46000000 0.021372149125 Long DBT CORP US N 2 2030-06-23 Fixed 4.90000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -955000.00000000 NC USD 4081.18000000 0.005176332727 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2060-01-09 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.00000000 USD 2030-01-07 XXXX 4081.18000000 N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 25000.00000000 PA USD 24700.89000000 0.031329180604 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 837000.00000000 PA 452129.36000000 0.573454736895 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE COMPANY 549300TMJ1FKCKECR148 42218SAK4 16000.00000000 PA USD 16096.59000000 0.020415984008 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKY4 4000.00000000 PA USD 4291.85000000 0.005443534373 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150BL7 31000.00000000 PA USD 29729.19000000 0.037706785574 Long DBT CORP US N 2 2041-01-28 Fixed 5.60500000 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 50222CAB6 200000.00000000 PA USD 198297.16000000 0.251508651671 Long DBT CORP US N 2 2034-03-28 Fixed 5.29700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJZ4 34000.00000000 PA USD 33232.07000000 0.042149636020 Long DBT CORP US N 2 2041-05-20 Fixed 5.72300000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 8000.00000000 PA USD 5748.00000000 0.007290430835 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBY7 17000.00000000 PA USD 17006.96000000 0.021570644676 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BE0 25000.00000000 PA USD 24873.44000000 0.031548033047 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N N ASX 24 549300SDXT36XYPVWI79 000000000 4.00000000 NC 78.46000000 0.000099514127 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Long Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 293187.13000000 USD 78.46000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBB2 12000.00000000 PA USD 10639.54000000 0.013494577329 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 30000.00000000 PA USD 30111.87000000 0.038192154759 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 21000.00000000 PA USD 20232.92000000 0.025662265806 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BE7 3000.00000000 PA USD 3010.57000000 0.003818432908 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 4000.00000000 PA USD 4025.02000000 0.005105102630 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 5000.00000000 PA USD 4442.50000000 0.005634610122 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CC4 200000.00000000 PA USD 209015.69000000 0.265103415349 Long DBT CORP US N 2 2030-11-16 Fixed 6.45000000 N N N N N N CLEVELAND ELECTRIC ILLUMINATING COMPANY N/A 186108CK0 42000.00000000 PA USD 41128.75000000 0.052165328325 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNB7 7000.00000000 PA USD 7016.91000000 0.008899842907 Long DBT CORP US N 2 2035-01-09 Fixed 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 17000.00000000 PA USD 15599.98000000 0.019786112599 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N ASX 24 549300SDXT36XYPVWI79 000000000 4.00000000 NC -802.54000000 -0.00101789533 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Long Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 305122.11000000 USD -802.54000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BAF33 4168945.02000000 PA USD 501735.45000000 0.636372233094 Long ABS-O USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HBH0 30000.00000000 PA USD 29289.03000000 0.037148512081 Long DBT CORP US N 2 2033-03-18 Fixed 4.60000000 N N N N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 835495AR3 8000.00000000 PA USD 7911.93000000 0.010035034523 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 25000.00000000 PA USD 25422.83000000 0.032244847555 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WSH6 2322281.51000000 PA USD 424632.66000000 0.538579512548 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.96196900 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAH5 4000.00000000 PA USD 3993.49000000 0.005065111801 Long DBT CORP US N 2 2034-01-15 Fixed 5.37500000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CCE7 15000.00000000 PA USD 14871.12000000 0.018861668720 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N BXMT 2026-FL6 LTD N/A 05620AAC0 425000.00000000 PA USD 426220.73000000 0.540593728709 Long ABS-CBDO CORP KY N 2 2043-08-19 Floating 5.41961000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 5000.00000000 PA USD 4947.38000000 0.006274970721 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST N/A 17309KAG2 174440.16000000 PA USD 153261.94000000 0.194388582680 Long ABS-O CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1870000.00000000 NC USD -6460.81000000 -0.00819451782 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2046-02-14 0.00000000 USD 0.00000000 USD 0.00000000 USD 1.00000000 USD 3.60500000 USD 2036-02-12 XXXX -6460.81000000 N N N CONSTELLATION SOFTWARE INC 549300B6PYHMCTDWQV29 21037XAC4 11000.00000000 PA USD 10994.70000000 0.013945041737 Long DBT CORP CA N 2 2029-02-16 Fixed 5.15800000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 88339WAB2 4000.00000000 PA USD 4009.89000000 0.005085912613 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 5000.00000000 PA USD 4410.40000000 0.005593896338 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31325WSG8 415765.13000000 PA USD 21076.63000000 0.026732378784 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 3.49523000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 2000.00000000 PA USD 2028.71000000 0.002573098458 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 15000.00000000 PA USD 14850.27000000 0.018835223785 Long DBT CORP US N 2 2034-07-31 Fixed 6.12500000 N N N N N N FORTRESS INTERMEDIATE 3 INC 254900NLAZ3JQJW5JP75 34966MAA0 20000.00000000 PA USD 20374.64000000 0.025842015259 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135ED4 40000.00000000 PA USD 39639.77000000 0.050276792190 Long DBT CORP US N 2 2033-07-09 Fixed 5.10000000 N N N N N N GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4 N/A 39538WHF8 130422.55000000 PA USD 109005.56000000 0.138256349311 Long ABS-O CORP US N 2 2036-04-25 Floating 4.25888000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAK1 200000.00000000 PA USD 196700.00000000 0.249482906280 Long DBT CORP MA N 2 N/A Fixed 6.74050000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -3268.65000000 -0.00414576665 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -31859156.00000000 JPY 197131.24000000 USD 2026-08-14 -3268.65000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQY0 748900.00000000 PA USD 746998.50000000 0.947449703949 Long DBT UST US N 2 2028-06-30 Fixed 4.12500000 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AF7 10000.00000000 PA USD 9848.24000000 0.012490938164 Long DBT CORP US N 2 2055-05-29 Fixed 6.17000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKW8 9000.00000000 PA USD 9088.63000000 0.011527492763 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAK7 20000.00000000 PA USD 19118.74000000 0.024249104319 Long DBT CORP CA N 2 2036-07-15 Fixed 4.80000000 N N N N N N SIXTH STREET CLO 32 LTD N/A 83012YAG2 300000.00000000 PA USD 301704.90000000 0.382665049775 Long ABS-CBDO CORP KY N 2 2039-04-21 Variable 5.61345840 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31397LLL1 353253.03000000 PA USD 28423.66000000 0.036050926811 Long ABS-O USGSE US N 2 2036-11-25 Floating 3.06944000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 40000.00000000 PA USD 37871.31000000 0.048033779783 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 30000.00000000 PA USD 31284.63000000 0.039679615731 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAV2 5000.00000000 PA USD 4991.25000000 0.006330612892 Long DBT CORP US N 2 2032-07-21 Fixed 5.24000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31325WSF0 615174.71000000 PA USD 24483.03000000 0.031052859577 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 2.78224400 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -4745.54000000 -0.00601896853 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -152226.19000000 USD 450329.67000000 ILS 2026-09-04 -4745.54000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQX2 358700.00000000 PA USD 353992.06000000 0.448983060136 Long DBT UST US N 2 2031-06-30 Fixed 4.12500000 N N N N N N ELEVATION CLO 2021-13 LTD 549300YZ3RIOTSOP0V95 28622EAY4 1000000.00000000 PA USD 990195.00000000 1.255906082277 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 5.67310000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31398N2X1 1304574.53000000 PA USD 67208.22000000 0.085243020089 Long ABS-O USGSE US N 2 2040-11-25 Floating 2.33944000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BD9 8000.00000000 PA USD 8113.84000000 0.010291125492 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAD8 4000.00000000 PA USD 3941.41000000 0.004999056541 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBK4 8000.00000000 PA USD 7927.15000000 0.010054338690 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAK2 29000.00000000 PA USD 26593.03000000 0.033729061571 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MBG7 8000.00000000 PA USD 7872.80000000 0.009985404293 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N GALTON FUNDING MORTGAGE TRUST 2018-2 N/A 36418GBA1 76018.93000000 PA USD 72323.19000000 0.091730552275 Long ABS-O CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HBK3 18000.00000000 PA USD 17440.63000000 0.022120686628 Long DBT CORP US N 2 2046-03-18 Fixed 5.60000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1.00000000 NC USD 15725.95000000 0.019945885663 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -729674.43000000 USD 1059554.25000000 AUD 2026-08-14 15725.95000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31325WQA3 353663.52000000 PA USD 51967.95000000 0.065913142854 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.23726500 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325WSE3 488115.65000000 PA USD 14938.73000000 0.018947421334 Long ABS-MBS USGSE US N 2 2031-02-15 Variable 2.13453200 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 6000.00000000 PA USD 6052.80000000 0.007677021530 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3 N/A 36257QAA4 4145.16000000 PA USD 3820.77000000 0.004846043740 Long ABS-O CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 29000.00000000 PA USD 26800.12000000 0.033991722553 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 31000.00000000 PA USD 30922.02000000 0.039219702174 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N MOUNTAIN VIEW CLO XVIII LTD N/A 623908AJ9 450000.00000000 PA USD 450868.50000000 0.571855534977 Long ABS-CBDO CORP KY N 2 2037-10-16 Floating 5.99286000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 9000.00000000 PA USD 9040.69000000 0.011466688439 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CE6 3000.00000000 PA USD 2804.13000000 0.003556596349 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DD2 9000.00000000 PA USD 8645.30000000 0.010965198625 Long DBT CORP US N 2 2055-10-15 Fixed 6.25000000 N N N N N N 2026-09-25 Voya Mutual Funds Dorothy Roman Dorothy Roman Vice President, Fund Administration XXXX