NPORT-P false 0001222922 XXXXXXXX Eaton Vance Ltd Duration Income Fund 811-21323 0001222922 NZ7KR43H6Z5W1GY0QX46 One Post Office Square Boston 02109 617-482-8260 Eaton Vance Ltd Duration Income Fund NZ7KR43H6Z5W1GY0QX46 2026-03-31 2025-06-30 N 2200024872.59 974753741.03 1225271131.56 0.00000000 0.00000000 573000000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 171452147.68000000 0.00000000 216000000.00000000 21276412.55000000 EUR USD N 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA B US HY/ 33.34% ICE BofA US MBS MLMBHYSNP Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBH2 166325.82000000 PA USD 164537.82000000 0.013428686578 Long LON CORP US N 2 2028-06-30 Floating 8.67700000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 000000000 1985769.81000000 PA USD 1993216.45000000 0.162675541654 Long LON CORP US N 2 2030-04-30 Floating 7.23700000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 1400000.00000000 PA USD 1401653.05000000 0.114395337807 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N AZURIA WATER SOLUTIONS INC 549300AG3DVJURRIT691 00771PAN1 64935.06000000 PA USD 65259.74000000 0.005326146868 Long LON CORP US N 2 2028-05-17 None 0.00000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 925000.00000000 PA USD 884135.26000000 0.072158335998 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 545000.00000000 PA USD 489562.60000000 0.039955450462 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1251400.00000000 PA USD 157767.01000000 0.012876089702 Long DBT CORP VE Y 2 2027-04-12 None 0.00000000 Y N N N N N Palmer Square CLO Ltd N/A 69688JAA0 2500000.00000000 PA USD 2496562.50000000 0.203755922725 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 10.66800000 N N N N N N Genuine Financial Holdings, LLC N/A 37190DAN3 393025.00000000 PA USD 374552.83000000 0.030568975335 Long LON CORP US N 2 2030-09-27 Floating 7.57700000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 392000.00000000 PA USD 374646.16000000 0.030576592425 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8293.45000000 -0.00067686651 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 197434.00000000 EUR 224719.77000000 USD 2025-07-31 -8293.45000000 N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 960000.00000000 PA USD 983216.64000000 0.080244822119 Long DBT CORP US N 2 2032-09-15 Fixed 6.12500000 N N N N N N Armor Holding II LLC 254900X6HLK0YPTHHF09 04225VAH5 199497.49000000 PA USD 200794.22000000 0.016387737769 Long LON CORP US N 2 2028-12-11 Floating 7.91600000 N N N N N N Cardenas Markets Inc 254900WQ0CLAIQ6DHO57 14141NAB6 391959.77000000 PA USD 361631.88000000 0.029514437309 Long LON CORP US N 2 2029-08-01 Floating 11.14600000 N N N N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 100000.00000000 PA 112647.27000000 0.009193660659 Long DBT CORP DE Y 2 2030-02-21 Fixed 3.25000000 N N N N N Delivery Hero SE EUR XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABVH3 172976.51000000 PA USD 3003.70000000 0.000245145741 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 1.23000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 332000.00000000 PA USD 320874.72000000 0.026188058441 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 1325000.00000000 PA USD 1245025.36000000 0.101612233238 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N N RITCHIE BROS HLDGS INC 254900LH3N0EGB1LQ203 76774LAC1 422000.00000000 PA USD 444158.97000000 0.036249851853 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N Carlyle Global Market Strategies N/A 14317NAG3 2000000.00000000 PA USD 2033168.00000000 0.165936170993 Long ABS-CBDO CORP KY N 2 2036-10-25 Floating 12.18200000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284NAV1 858472.06000000 PA USD 858828.33000000 0.070092921303 Long LON US N 2 2031-01-31 Floating 6.32700000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 422000.00000000 PA USD 420205.67000000 0.034294913115 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N RECIPHARM AB 5493001Q7PMOE0LQ5N14 000000000 1000000.00000000 PA 1175341.49000000 0.095925012817 Long LON CORP SE N 2 2028-02-17 Floating 6.09300000 N N N N N N Madison Safety & Flow LLC 5493007D2J7BBIFYBY65 55822DAM3 521062.50000000 PA USD 522690.82000000 0.042659196526 Long LON CORP US N 2 2031-09-26 Floating 7.07700000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AQ5 1349000.00000000 PA USD 1429569.03000000 0.116673689045 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 73177.52000000 PA USD 61349.38000000 0.005007004443 Long DBT NUSS GH Y 2 2030-01-03 None 0.00000000 N N N N N N Invenergy Thermal Operating I LLC 549300JF5R5BXJAMZL67 46123UAP3 960937.50000000 PA USD 969465.82000000 0.079122554594 Long LON CORP US N 2 2032-05-14 None 0.00000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 1630000.00000000 PA USD 1704298.66000000 0.139095634925 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N Nobel Bidco BV 549300NZZFLYK83VVT71 000000000 1000000.00000000 PA 1177950.65000000 0.096137958339 Long LON CORP NL N 2 2028-09-01 Floating 5.38900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797PN1 167000.00000000 PA USD 166122.58000000 0.013558026115 Long STIV UST US N 2 2025-08-14 None 0.00000000 N N N N N N COHNREZNICK LLP 2549009CGTGAQPUXNH39 19250AAD6 136278.20000000 PA USD 135937.50000000 0.011094483212 Long LON CORP US N 2 2032-03-31 None 0.00000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DT9 630000.00000000 PA USD 360164.70000000 0.029394694016 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N MONITRONICS INTERNATIONAL INC SCAKOG18M6QWWML8YF46 937BQB903 26092.00000000 NS USD 378334.00000000 0.030877573971 Long EC CORP US N 2 N N N IVANTI SOFTWARE INC 254900GHAXAYKWDX9F60 46583DAH2 698377.51000000 PA USD 582492.24000000 0.047539864850 Long LON CORP US N 2 2029-06-01 Floating 9.05800000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989WBB2 2475000.00000000 PA USD 2148294.56000000 0.175332177888 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.85200000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 283000.00000000 PA USD 143218.82000000 0.011688745152 Long DBT NUSS UA Y 2 2035-02-01 Variable 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PHF5 2743.61000000 PA USD 2834.85000000 0.000231365118 Long ABS-MBS USGSE US N 2 2030-12-17 Fixed 8.00000000 N N N N N N PACHELBEL BIDCO SPA 8156005DA07CDD50CC46 000000000 100000.00000000 PA 127251.95000000 0.010385615617 Long DBT CORP IT Y 2 2031-05-17 Fixed 7.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D3W5 6000000.00000000 PA USD 6197031.60000000 0.505768187985 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 470000.00000000 PA USD 380527.82000000 0.031056621689 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 10950000.00000000 PA USD 10962588.67000000 0.894707170325 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 443100.00000000 PA USD 55845.53000000 0.004557809986 Long DBT CORP VE Y 2 2037-04-12 None 0.00000000 Y N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11132VAY5 1138499.94000000 PA USD 1141146.95000000 0.093134239484 Long LON CORP US N 2 2031-06-13 Floating 7.32700000 N N N N N N DYNAMO NEWCO II GMBH 391200FDSPYB8FKV7F97 000000000 235000.00000000 PA 284932.99000000 0.023254688914 Long DBT CORP DE N 2 2031-10-15 Fixed 6.25000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 610000.00000000 PA USD 583952.21000000 0.047659019702 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915KAE6 1400000.00000000 PA USD 1342614.00000000 0.109576889997 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 10.61100000 N N N N N N CROWN AMER/CAP CORP V N/A 22819KAB6 660000.00000000 PA USD 656714.32000000 0.053597469415 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 120000.00000000 PA 145195.79000000 0.011850094747 Long DBT CORP NL Y 2 2031-02-15 Fixed 6.75000000 N N N N N N Invenergy Thermal Operating I LLC 549300JF5R5BXJAMZL67 46123UAQ1 64062.50000000 PA USD 64631.05000000 0.005274836592 Long LON CORP US N 2 2032-05-14 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKN42 10201505.01000000 PA USD 10567722.72000000 0.862480348047 Long ABS-MBS USGSE US N 2 2055-03-25 Fixed 6.00000000 N Y N N N N IRCA SPA/GALLARATE 815600CDE52BA2426216 000000000 130000.00000000 PA 153881.95000000 0.012559012126 Long DBT CORP IT Y 2 2029-12-15 Floating 5.72500000 N N N N N N Synlab Bondco PLC 5493007KBBOGQWJ10272 000000000 500000.00000000 PA 587134.78000000 0.047918763845 Long LON CORP GB N 2 2027-07-01 Floating 5.06800000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 3028875.00000000 PA USD 3025088.91000000 0.246891388532 Long LON CORP NL N 2 2030-11-30 Floating 6.04600000 N N N N N N INEOS Quattro Holdings UK Ltd 213800HKSMBSJQ32CA45 000000000 416500.00000000 PA USD 383180.00000000 0.031273078270 Long LON CORP US N 2 2030-03-14 Floating 8.17700000 N N N N N N Cerba Healthcare SAS 9845000C1FYE89DC8677 000000000 450000.00000000 PA 396482.29000000 0.032358739203 Long LON CORP FR N 2 2028-06-30 Floating 5.62900000 N N N N N N NEW HOME CO INC/THE 549300PLCE8TB3TVRQ85 645370AG2 775000.00000000 PA USD 790279.39000000 0.064498327728 Long DBT CORP US N 2 2030-11-01 Fixed 8.50000000 N N N N N N RITCHIE BROS HLDGS INC 254900LH3N0EGB1LQ203 76774LAB3 1132000.00000000 PA USD 1162586.64000000 0.094884030975 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 955000.00000000 PA USD 934689.63000000 0.076284310135 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 680000.00000000 PA USD 672039.44000000 0.054848222788 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 356000.00000000 PA 415290.60000000 0.033893771696 Long DBT NUSS TN Y 2 2026-07-15 Fixed 6.37500000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 1346000.00000000 PA USD 1246448.51000000 0.101728383040 Long DBT NUSS RO Y 2 2035-03-24 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 15.00000000 NC USD 48632.82000000 0.003969147623 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 1665351.56000000 USD 48632.82000000 N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BF6 160000.00000000 PA USD 112550.40000000 0.009185754654 Long DBT CORP US N 2 2032-12-31 Fixed 4.37500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 2075000.00000000 PA USD 2140561.70000000 0.174701063696 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 50000.00000000 PA 36738.11000000 0.002998365753 Long DBT NUSS RO Y 2 2042-04-13 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJCE1 11877.48000000 PA USD 11944.15000000 0.000974816894 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAT7 1100000.00000000 PA USD 1040270.00000000 0.084901208655 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 1000000.00000000 PA USD 966719.50000000 0.078898414816 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AG2 1779000.00000000 PA USD 1685542.78000000 0.137564881484 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N Camelot US Acquisition LLC 549300U6VBJHQP2SFL81 000000000 2085635.30000000 PA USD 2066739.44000000 0.168676090276 Long LON CORP US N 2 2031-01-31 Floating 7.07700000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DS8 700000.00000000 PA USD 521150.00000000 0.042533443135 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAB4 3769854.41000000 PA USD 3634139.65000000 0.296598814449 Long LON CORP US N 2 2028-10-08 Floating 8.17700000 N N N N N N Del Monte Foods Inc 549300U9K7TD84Q24R17 24521WAF6 188451.57000000 PA USD 171255.36000000 0.013976935846 Long LON CORP US N 2 2028-08-02 Floating 12.40900000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 337951.31000000 PA USD 318096.67000000 0.025961329032 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779AL5 1883000.00000000 PA USD 1785791.88000000 0.145746670594 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HU7 500000.00000000 PA USD 357609.26000000 0.029186132831 Long DBT NUSS AR N 2 2038-01-09 Fixed 5.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 60000.00000000 PA USD 11272.92000000 0.000920034734 Long DBT NUSS LB Y 2 2037-03-23 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4UL0 802093.86000000 PA USD 0.01000000 0.000000000816 Long ABS-MBS USGSE US N 2 2048-06-25 Variable 1.76400000 N N N N N N AMBER FINCO PLC 9845004C0870D380O790 000000000 165000.00000000 PA 203720.38000000 0.016626555115 Long DBT CORP GB N 2 2029-07-15 Fixed 6.62500000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAD0 200000.00000000 PA USD 200301.00000000 0.016347483821 Long DBT CORP DE N 2 2029-05-15 Fixed 6.37500000 N N Y N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 355000.00000000 PA USD 383608.74000000 0.031308069709 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 68764JAJ0 1008000.89000000 PA USD 1008887.93000000 0.082339973905 Long LON CORP US N 2 2028-10-05 Floating 6.57200000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 1366000.00000000 PA USD 1454963.48000000 0.118746246648 Long DBT CORP US N 2 2031-12-01 Fixed 8.37500000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 517000.00000000 PA USD 517812.72000000 0.042261072399 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2041000.00000000 OU Notional Amount USD -42333.03000000 -0.00345499285 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES UNITED MEXICAN STATES Y sell protection 2031-12-20 0.00000000 USD -59029.40000000 USD 2041000.00000000 USD 16696.37000000 N N N ATOS SE 5493001EZOOA66PTBR68 000000000 251988.00000000 PA 253673.12000000 0.020703427467 Long SN CORP FR Y 2 2030-12-18 Variable 5.00000000 N N N N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAC0 387000.00000000 PA USD 392329.38000000 0.032019801160 Long DBT CORP US N 2 2027-10-15 Fixed 7.87500000 N N N N N N RAISING CANE'S RESTAURAN 254900V6ADXFWHYOED66 75103AAA3 1402000.00000000 PA USD 1481306.93000000 0.120896256497 Long DBT CORP US N 2 2029-05-01 Fixed 9.37500000 N N N N N N CANPACK SA/CANPACK US N/A 13806CAA0 2027000.00000000 PA USD 1900214.80000000 0.155085250199 Long DBT CORP XX N 2 2029-11-15 Fixed 3.87500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2013.92000000 -0.00016436525 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 183870.00000000 GBP 250407.51000000 USD 2025-07-31 -2013.92000000 N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 1382000.00000000 PA USD 1418017.68000000 0.115730930361 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 885000.00000000 PA USD 901393.40000000 0.073566852003 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 200000.00000000 PA USD 201479.17000000 0.016443639681 Long DBT NUSS NG Y 2 2031-01-21 Fixed 8.74700000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 658000.00000000 PA USD 664181.91000000 0.054206933705 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N RECESS HOLDINGS INC N/A 72811HAJ9 963344.07000000 PA USD 966961.43000000 0.078918159833 Long LON CORP US N 2 2030-02-20 Floating 8.02500000 N N N N N N Trivium Packaging BV 724500GMZWW3PVYET548 000000000 500000.00000000 PA 588533.59000000 0.048032927149 Long LON CORP NL N 2 2030-05-28 Floating 6.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5SP2 10283.96000000 PA USD 0.01000000 0.000000000816 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1158804.88000000 PA USD 1123616.61000000 0.091703507987 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N RENAISSANCE HOLDING CORP 549300UKKEC0Y6TXNF09 75972JAK0 933410.62000000 PA USD 850276.40000000 0.069394959050 Long LON CORP US N 2 2030-04-05 Floating 8.28000000 N N N N N N CALDERYS FINANCING LLC 254900ZIKDM74XNEFV84 128786AA8 2315000.00000000 PA USD 2457106.90000000 0.200535770141 Long DBT CORP US N 2 2028-06-01 Fixed 11.25000000 N N N N N N Roper Industrial Products Investment Company LLC 254900RXO1EICEHOLG29 77669LAJ2 988821.62000000 PA 1169878.99000000 0.095479193124 Long LON CORP US N 2 2029-11-22 Floating 5.48000000 N N N N N N Gloves Buyer Inc 54930015O0Y94T5H8Z18 37987UAG7 2125000.00000000 PA USD 2087812.50000000 0.170395959410 Long LON CORP US N 2 2032-01-17 Floating 8.32100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406C7A0 275472.92000000 PA USD 280833.71000000 0.022920127861 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 6.35300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKZ89 591366.30000000 PA USD 111863.09000000 0.009129660131 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.50000000 N N N N N N Madison Park Funding Ltd N/A 55819NAG9 3000000.00000000 PA USD 2917530.00000000 0.238113012283 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 9.85600000 N N N N N N MKS Instruments Inc 549300KEQATBHAGVF505 55314NBA1 1461989.50000000 PA 1725380.51000000 0.140816221451 Long LON CORP US N 2 2029-08-17 Floating 4.47600000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 200000.00000000 PA USD 189920.47000000 0.015500281130 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Vision Solutions Inc N/A 70477BAE2 411152.92000000 PA USD 391417.58000000 0.031945384977 Long LON CORP US N 2 2028-04-24 Floating 8.54100000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1251.07000000 -0.00010210556 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 58365.00000000 GBP 78873.89000000 USD 2025-07-31 -1251.07000000 N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 2588062.50000000 PA USD 2601818.05000000 0.212346311194 Long LON CORP US N 2 2028-10-27 Floating 6.57700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FBV3 2000000.00000000 PA USD 2109872.60000000 0.172196385408 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Student Transportation of America Holdings, Inc 549300O4G48RRYGSD439 86388BAC0 60000.00000000 PA USD 60196.80000000 0.004912937100 Long LON CORP US N 2 2032-06-24 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SCE9 153699.10000000 PA USD 156803.18000000 0.012797427113 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 6.00000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 643000.00000000 PA 757962.24000000 0.061860776809 Long DBT CORP ES Y 2 2027-09-18 Fixed 4.00000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 2098000.00000000 PA USD 2178264.34000000 0.177778149169 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 61980LAB5 1313000.00000000 PA USD 1203659.01000000 0.098236135578 Long DBT CORP LU N 2 2032-02-15 Fixed 8.37500000 N N N N N N CITY FOOTBALL GROUP LIMITED 213800K6VVWALRH9UJ69 17781XAD8 1333982.04000000 PA USD 1330647.08000000 0.108600214738 Long LON CORP GB N 2 2030-07-22 Floating 8.04100000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBM1 623437.50000000 PA USD 623047.85000000 0.050849794298 Long LON CORP US N 2 2032-02-13 Floating 6.57700000 N N N N N N Heritage-Crystal Clean Inc 254900KPFL42CYD2VY03 465966AB5 691250.00000000 PA USD 694851.41000000 0.056710012347 Long LON CORP US N 2 2030-10-17 Floating 8.06900000 N N N N N N PETROLEOS DE VENEZUELA SA TSA 549300YWR8TN1OFD4P06 000000000 150500.00000000 PA USD 155015.00000000 0.012651485537 Long DBT CORP US N 2 2027-10-20 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6N1 61151.07000000 PA USD 63781.47000000 0.005205498469 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 8.50000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 700000.00000000 PA USD 731831.38000000 0.059728117406 Long DBT NUSS HU Y 2 2032-09-22 Fixed 6.25000000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 1500000.00000000 PA 1773339.91000000 0.144730408178 Long LON CORP NL N 2 2031-11-26 Floating 5.23000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 2308000.00000000 PA USD 2329025.88000000 0.190082490316 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 2145000.00000000 PA USD 2144574.00000000 0.175028525912 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N MERMAID BIDCO INC 254900765HT42I3EW691 59012CAM7 1000000.00000000 PA 1184947.68000000 0.096709018067 Long LON CORP US N 2 2031-07-03 Floating 5.89200000 N N N N N N APFS Staffing Holdings Inc N/A 00117EAB5 243276.79000000 PA USD 227767.89000000 0.018589182763 Long LON CORP US N 2 2028-12-29 Floating 8.57700000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 910000.00000000 PA USD 900844.49000000 0.073522052939 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N FREEPORT LNG INVESTMENTS LLLP 549300LR5YVRZH4YPQ33 35670CAC2 621840.40000000 PA USD 623267.52000000 0.050867722575 Long LON CORP US N 2 2028-12-21 Floating 7.51900000 N N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 88642RAE9 153000.00000000 PA USD 157529.49000000 0.012856704605 Long DBT CORP US N 2 2030-07-15 Fixed 9.12500000 N N N N N N Voya CLO Ltd N/A 92920HAJ5 2000000.00000000 PA USD 2002114.00000000 0.163401711542 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.46900000 N N N N N N GFL ENVIRONMENTAL INC 254900PGDQWC19PRP053 36257SAB8 1500000.00000000 PA USD 1502812.50000000 0.122651424757 Long LON CORP US N 2 2032-03-03 Floating 6.82400000 N N N N N N SolarWinds Holdings Inc 254900ZM34IBOK68V949 85554UAB0 2050000.00000000 PA USD 2009430.50000000 0.163998844683 Long LON CORP US N 2 2032-04-16 Floating 8.26100000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 1067000.00000000 PA USD 1062497.26000000 0.086715277348 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 250000.00000000 PA 287189.15000000 0.023438824485 Long DBT CORP US Y 2 2028-01-15 Fixed 2.25000000 N N N N N N Phillips Feed Service Inc N/A 000000000 104091.55000000 PA USD 63756.07000000 0.005203425458 Long LON CORP US N 3 2026-11-13 Floating 11.42700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEXG7 966834.00000000 PA USD 82983.85000000 0.006772692823 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 1.83000000 N N N N N N SHIFT4 PAYMENTS LLC 254900GTEMR7L40VPI74 000000000 250000.00000000 PA USD 252305.00000000 0.020591768915 Long LON CORP US N 2 2032-05-07 None 0.00000000 N N N N N N MOSEL BIDCO SE 984500Y5D569472B6455 000000000 750000.00000000 PA 886652.29000000 0.072363762367 Long LON CORP DE N 2 2030-09-16 Floating 5.73000000 N N N N N N Kenan Advantage Group, Inc. 549300GVUXCXDWYPIY65 48853UBQ2 2155273.31000000 PA USD 2128332.39000000 0.173702973585 Long LON CORP US N 2 2029-01-25 Floating 7.57700000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 173000.00000000 OU Notional Amount USD -3590.72000000 -0.00029305513 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-06-20 0.00000000 USD -6435.96000000 USD 173000.00000000 USD 2845.24000000 N N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38179CAA6 2000000.00000000 PA USD 2010486.00000000 0.164084988882 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 11.37200000 N N N N N N ENVISION PARENT INC N/A 000000000 146518.00000000 NS USD 2403847.57000000 0.196189031805 Long EC CORP US N 2 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 538000.00000000 PA USD 538497.65000000 0.043949264463 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 630000.00000000 PA USD 626708.38000000 0.051148546950 Long DBT CORP FR N 2 2028-06-15 Fixed 5.62500000 N N N N N N HRT DNT / HRT DNT FIN N/A 42239PAB5 4006000.00000000 PA USD 4234906.85000000 0.345630182652 Long DBT CORP US N 2 2028-04-30 Fixed 10.50000000 N N N N N N EDGE FINCO PLC 648835NI8LJE5190NT73 000000000 550000.00000000 PA 787757.39000000 0.064292495734 Long DBT CORP GB Y 2 2031-08-15 Fixed 8.12500000 N N N N N N Regatta XIII Funding LLC N/A 75888GAA1 2000000.00000000 PA USD 1946720.00000000 0.158880752990 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 10.46800000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 2600000.00000000 PA USD 109200.00000000 0.008912313135 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N Golub Capital Partners CLO, LTD N/A 381941AG8 2000000.00000000 PA USD 2016390.00000000 0.164566841416 Long ABS-CBDO CORP JE N 2 2037-04-25 Floating 8.28200000 N N N N N N CD&R Hydra Buyer Inc 549300HW5C2VGPZCHL57 12508KAJ6 839375.00000000 PA USD 827938.52000000 0.067571862151 Long LON CORP US N 2 2031-03-25 Floating 8.42700000 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 000000000 877000.00000000 PA USD 819775.75000000 0.066905661031 Long DBT NUSS CM Y 2 2031-07-31 Fixed 9.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJG92 4207858.38000000 PA USD 4761151.99000000 0.388579463546 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 8.08400000 N N N N N N COUGAR JV SUBSIDIARY LLC N/A 22208WAA1 2337000.00000000 PA USD 2493385.03000000 0.203496594816 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 442000.00000000 PA USD 405373.59000000 0.033084399000 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKGH2 2199818.57000000 PA USD 2175594.50000000 0.177560251275 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9E61 7692869.78000000 PA USD 1569581.61000000 0.128100758238 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.50000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 000000000 875000.00000000 PA USD 867221.25000000 0.070777906021 Long LON CORP US N 2 2032-05-09 None 0.00000000 N N N N N N Neuberger Berman CLO Ltd 549300FC7JRIZ6YLHK36 64135HAA4 2000000.00000000 PA USD 2012792.00000000 0.164273192125 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 10.78200000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAG1 2860642.97000000 PA USD 2871370.38000000 0.234345713862 Long LON CORP US N 2 2031-01-31 Floating 6.29600000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07332VAA3 2200000.00000000 PA USD 1512027.00000000 0.123403462389 Long ABS-MBS CORP US N 2 2050-02-15 Variable 3.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617L7YU7 210682.15000000 PA USD 197114.84000000 0.016087446682 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.00000000 N N N N N N Galaxy CLO Ltd 3912004FNLYTWOWSZU31 36321EAL9 2000000.00000000 PA USD 2010224.00000000 0.164063605860 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.81900000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAG4 970227.94000000 PA USD 971819.11000000 0.079314617391 Long LON CORP US N 2 2030-06-12 Floating 7.54600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383ABA1 9620630.46000000 PA USD 5693296.69000000 0.464656070265 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N Y N N N N NOVELIS SHEET INGOT GMBH 9845005E95899E77AY49 000000000 600000.00000000 PA 687525.54000000 0.056112114477 Long DBT CORP DE Y 2 2029-04-15 Fixed 3.37500000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 310000.00000000 PA USD 262888.05000000 0.021455500193 Long DBT CORP MY Y 2 2050-04-21 Fixed 4.55000000 N N N N N N NUVEI TECHNOLOGIES CORP 254900L3D6CI0XH2P605 69425BAB3 523687.50000000 PA USD 525159.06000000 0.042860640920 Long LON CORP US N 2 2031-11-17 Floating 7.32700000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 159000.00000000 PA USD 147472.50000000 0.012035907498 Long DBT CORP VE Y 2 2020-10-27 None 0.00000000 Y N N N N N QUIMPER AB 549300EI2YNCQDXVO313 000000000 1875000.00000000 PA 2207674.62000000 0.180178457088 Long LON CORP SE N 2 2030-03-29 Floating 6.07800000 N N N N N N AAP BUYER INC 254900BOO8W9IR1VYO11 00036FAB0 472625.00000000 PA USD 472920.39000000 0.038597203330 Long LON CORP US N 2 2031-09-09 Floating 7.07700000 N N N N N N PG Investment Company 59 Sa rl 254900XMCCB3IEZ2A005 91728NAB5 1390325.94000000 PA USD 1395887.24000000 0.113924763592 Long LON CORP LU N 2 2031-03-26 Floating 7.04600000 N N N N N N Teneo Holdings LLC 254900JYFK02V3OP5U96 88033CAM1 1235367.47000000 PA USD 1249005.93000000 0.101937105823 Long LON CORP US N 2 2031-03-13 Floating 9.07700000 N N N N N N Befesa S.A. 222100VXGA8L6J4ZWG61 000000000 1000000.00000000 PA 1184052.43000000 0.096635952606 Long LON CORP LU N 2 2029-07-09 Floating 4.43600000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 994000.00000000 PA USD 1022401.07000000 0.083442843274 Long DBT CORP XX N 2 2028-06-01 Fixed 9.50000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AL9 167000.00000000 PA USD 167602.87000000 0.013678839375 Long DBT CORP CA N 2 2026-01-15 Fixed 7.12500000 N N N N N N Creation Technologies Inc N/A 22526YAB0 945750.00000000 PA USD 936292.50000000 0.076415127712 Long LON CORP CA N 2 2028-10-05 Floating 10.04600000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 3155000.00000000 PA USD 3284518.02000000 0.268064588759 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N AKELIUS RESIDENTIAL AB 213800REBFN6T3PU8L97 000000000 200000.00000000 PA 230436.60000000 0.018806988434 Long DBT CORP SE Y 2 2081-05-17 Fixed 2.24900000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 31209DAA3 300000.00000000 PA USD 307750.80000000 0.025116955102 Long DBT CORP FR N 2 2030-06-15 Fixed 8.00000000 N N N N N N WireCo WorldGroup Inc 5493008NQ1Q5T2GZOJ37 000000000 430390.29000000 PA USD 409946.75000000 0.033457635574 Long LON CORP US N 2 2028-11-13 Floating 8.02200000 N N N N N N Biogroup-LCD 9695008EGX5O9K1MS743 000000000 750000.00000000 PA 874858.06000000 0.071401181131 Long LON CORP FR N 2 2028-02-09 Floating 5.38800000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 000000000 250000.00000000 PA 291585.49000000 0.023797629968 Long DBT CORP SE Y 2 2026-01-15 Fixed 3.37500000 N N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 200000.00000000 PA USD 162746.98000000 0.013282527908 Long DBT NUSS KE Y 2 2048-02-28 Fixed 8.25000000 N N N N N N GSAT Trust 2025-BMF N/A 36271XAQ6 16500000.00000000 PA USD 16500000.00000000 1.346640720980 Long ABS-MBS CORP US N 2 2030-07-15 Floating 10.16000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 1755000.00000000 PA USD 1740029.99000000 0.142011832743 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N MAVIS TIRE EXPRESS SERVI 254900NVDM4GTLBL9E56 59155LAA0 2923000.00000000 PA USD 2873512.73000000 0.234520560877 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 1176000.00000000 PA USD 1210026.63000000 0.098755826268 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 267475AD3 1389000.00000000 PA USD 1352987.26000000 0.110423499350 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEZD5 3637006.56000000 PA USD 466974.55000000 0.038111936041 Long ABS-MBS USGSE US N 2 2048-06-15 Floating 1.78200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 7706.78000000 0.000628985683 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 149941.28000000 USD 133576.48000000 EUR 2025-07-31 7706.78000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1287000.00000000 PA USD 1172327.53000000 0.095679029710 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401CYF4 209467.70000000 PA USD 215509.18000000 0.017588693183 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N MCAFEE LLC 2549009UKR8UEZYVCR93 57906HAF4 2737262.29000000 PA USD 2663985.78000000 0.217420104936 Long LON CORP US N 2 2029-03-01 Floating 7.31600000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 350000.00000000 PA 480134.99000000 0.039186019945 Long DBT CORP GB Y 2 2078-10-03 Fixed 4.87500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 1174000.00000000 PA USD 1214114.41000000 0.099089448753 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N Vue Entertainment International Limited 9845009F4EIBBC5BB612 000000000 507660.35000000 PA 355809.31000000 0.029039230651 Long LON CORP GB N 2 2027-12-31 Floating 8.40000000 N N Y N N N American Consolidated Natural Resources Inc N/A 02522YAD2 416289.15000000 PA USD 408743.91000000 0.033359466282 Long LON CORP US N 2 2029-12-11 Fixed 13.00000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 752000.00000000 PA USD 693468.68000000 0.056597161406 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N SPRINT INTERMEDIATECO B.V. N/A 000000000 6079.00000000 NS 0.00000000 0.000000 Long EC CORP NL N 3 N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 1421437.50000000 PA USD 1430854.52000000 0.116778603783 Long LON CORP NL N 2 2031-07-01 Floating 6.79600000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCB8 1309796.81000000 PA USD 1315992.15000000 0.107404158647 Long LON CORP US N 2 2030-03-22 Floating 7.04600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797PE1 169000.00000000 PA USD 168689.42000000 0.013767517707 Long STIV UST US N 2 2025-07-17 None 0.00000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 907000.00000000 PA USD 974675.77000000 0.079547762523 Long DBT CORP US N 2 2031-09-01 Fixed 8.87500000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAC4 2998000.00000000 PA USD 3364304.63000000 0.274576340153 Long DBT CORP US N 2 2031-10-01 Fixed 11.50000000 N N N N N N National Mentor Holdings Inc 5493004QULJVJP3CNZ62 63689EAR6 1994163.84000000 PA USD 1931846.22000000 0.157666835546 Long LON CORP US N 2 2028-03-02 Floating 8.17700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DB31 11415059.80000000 PA USD 1569399.50000000 0.128085895405 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KH92 118801.54000000 PA USD 121847.33000000 0.009944519777 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 8.00000000 N N N N N N NUFARM AUSTRALIA/AMERICA N/A 67052NAB1 483000.00000000 PA USD 446053.88000000 0.036404504155 Long DBT CORP AU N 2 2030-01-27 Fixed 5.00000000 N N N N N N AKORN HOLDING COMPANY LLC N/A 000000000 42374.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DFS1 3159860.85000000 PA USD 3529996.68000000 0.288099228740 Long ABS-MBS USGA US N 2 2053-10-20 Floating 8.54400000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 551000.00000000 PA USD 548688.11000000 0.044780954669 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N CONCORDE MIDCO LTD 254900DAXSLQJEJR6438 000000000 1000000.00000000 PA 1175011.66000000 0.095898093877 Long LON CORP LU N 2 2030-03-01 Floating 5.80900000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 300000.00000000 PA 353526.55000000 0.028852924131 Long DBT CORP IT N 2 2031-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMF3 2559999.87000000 PA USD 2582825.47000000 0.210796239580 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 1015000.00000000 PA USD 1054493.65000000 0.086062066006 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N VISTA MANAGEMENT HOLDING INC 5299005VABKD28UWHI65 92842EAB4 600000.00000000 PA USD 602250.00000000 0.049152386315 Long LON CORP US N 2 2031-04-01 Floating 8.04800000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -22407.84000000 -0.00182880665 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1208508.78000000 EUR 1408396.49000000 USD 2025-09-17 -22407.84000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PH57 566.86000000 PA USD 574.54000000 0.000046890846 Long ABS-MBS USGSE US N 2 2027-06-17 Fixed 8.00000000 N N N N N N Benefit Street Partners CLO Ltd 2549003NV71H6I4TDQ63 08181GAA6 2000000.00000000 PA USD 2030012.00000000 0.165678595350 Long ABS-CBDO CORP JE N 2 2036-10-25 Floating 11.63200000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 200000.00000000 PA 265521.92000000 0.021670462411 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.25000000 N N N N N N Nomad Foods Europe Midco Limited 213800FGWQXPVI86SE26 000000000 3000000.00000000 PA 3545849.37000000 0.289393039521 Long LON CORP GB N 2 2028-06-24 Floating 5.15500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 2198000.00000000 PA USD 2335588.32000000 0.190618081161 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N KORN/FERRY INTERNATIONAL 549300FOD20OM0GT5G40 50067PAA7 1912000.00000000 PA USD 1904541.86000000 0.155438401423 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NBC3 3000000.00000000 PA USD 3012888.00000000 0.245895616275 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 7.23000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 410000.00000000 PA USD 423186.27000000 0.034538173560 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N TALBOT PARTICIPATION SAS 213800YELAANTUZKN615 000000000 1000000.00000000 PA 1181637.63000000 0.096438869696 Long LON CORP FR N 2 2032-06-25 None 0.00000000 N N N N N N Winterfell Financing Sarl 549300SBK6ZRURB5KH49 000000000 500000.00000000 PA 587049.37000000 0.047911793143 Long LON CORP LU N 2 2028-05-04 Floating 7.12400000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 514000.00000000 PA USD 510382.16000000 0.041654630298 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 910000.00000000 PA USD 721369.38000000 0.058874265574 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N APPLEGREEN IRELAND 635400OPREBBJDTRR459 000000000 500000.00000000 PA 595159.57000000 0.048573703784 Long LON CORP IE N 2 2032-01-30 Floating 7.18600000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 200000.00000000 PA 237569.09000000 0.019389103675 Long DBT CORP US Y 2 2032-07-15 Fixed 5.25000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 896000.00000000 PA USD 780810.24000000 0.063725506941 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 1068000.00000000 PA USD 1096559.13000000 0.089495222873 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GBVQ4 1967109.48000000 PA USD 2022500.82000000 0.165065573480 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359WJ44 9284.89000000 PA USD 9533.60000000 0.000778080847 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 6.50000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 159406.74000000 0.013009915592 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N Rad CLO Ltd N/A 48661MAA8 4550000.00000000 PA USD 4562262.25000000 0.372347159129 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 11.23700000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 400000.00000000 PA 470066.27000000 0.038364265499 Long DBT CORP GB Y 2 2080-08-27 Fixed 2.62500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 225000.00000000 PA USD 201455.58000000 0.016441714393 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 1497000.00000000 PA USD 1482770.57000000 0.121015710874 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N ROCKET COS INC N/A 77311WAA9 1260000.00000000 PA USD 1284765.30000000 0.104855592114 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N COMMONWEALTH OF THE BAHAMAS 549300W13SXC7EKNJC20 000000000 577500.00000000 PA 681422.95000000 0.055614054101 Long LON CORP BS N 2 2028-11-24 Floating 8.88700000 N N N N N N AAL Delaware Holdco Inc N/A 00036YAD5 694758.74000000 PA USD 696387.95000000 0.056835416428 Long LON CORP US N 2 2031-07-30 Floating 7.07700000 N N N N N N QUATRIM 9695009HF8DZ2EWJAN45 000000000 14089.28000000 PA 16206.46000000 0.001322683574 Long DBT CORP FR Y 2 2027-01-15 Fixed 8.50000000 N N Y N N N Apex Tool Group LLC 549300LWC59TPOM4ZR02 03759DAP3 1997100.03000000 PA USD 1577709.02000000 0.128764073466 Long LON CORP US N 2 2030-02-08 Floating 7.50000000 N N Y N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 412000.00000000 PA USD 57721.20000000 0.004710892023 Long DBT NUSS VE Y 2 2020-12-09 None 0.00000000 Y N N N N N MOHEGAN TRIBAL / MS DIG N/A 60832QAA8 1687000.00000000 PA USD 1742574.84000000 0.142219529630 Long DBT CORP US N 2 2030-04-15 Fixed 8.25000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 1879000.00000000 PA USD 1914460.49000000 0.156247906335 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRWB3 9905538.04000000 PA USD 1399696.11000000 0.114235622952 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 1.63000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 157000.00000000 PA USD 96382.06000000 0.007866182228 Long DBT NUSS UA Y 2 2029-02-01 Variable 1.75000000 N N N N N N IMPRIVATA INC N/A 45323KAG5 516586.41000000 PA USD 519564.53000000 0.042404045653 Long LON CORP US N 2 2027-12-01 Floating 7.32100000 N N N N N N WEPA HYGIENEPRODUKTE GMB 529900KQ44OJDIDU6J81 000000000 660000.00000000 PA 812649.28000000 0.066324037110 Long DBT CORP DE Y 2 2031-01-15 Fixed 5.62500000 N N N N N N Morgan Stanley BAML Trust N/A 61690QAS8 2670000.00000000 PA USD 2539978.21000000 0.207299278059 Long ABS-MBS CORP US N 2 2050-07-15 Variable 4.31100000 N N N N N N MINIMAX VIKING GMBH 549300Z5C6IXF1KV0Z78 55404TAG7 1500000.00000000 PA 1770786.71000000 0.144522029809 Long LON CORP DE N 2 2032-03-17 Floating 4.42900000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 814000.00000000 PA USD 613132.31000000 0.050040541575 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 1213000.00000000 PA USD 968192.34000000 0.079018620047 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N DOLCETTO HOLDCO SPA 81560029E819F2CE4A42 000000000 100000.00000000 PA 118771.59000000 0.009693494520 Long DBT CORP IT Y 2 2032-07-14 Fixed 5.62500000 N N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 150000.00000000 PA 169172.91000000 0.013806977545 Long DBT CORP SE Y 2 2026-08-04 Fixed 2.37500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12237.54000000 -0.00099876179 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 660000.00000000 EUR 769164.20000000 USD 2025-09-17 -12237.54000000 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 532716AK3 1027000.00000000 PA USD 1058651.11000000 0.086401375396 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N N RWE AG 529900GB7KCA94ACC940 000000000 266000.00000000 PA USD 268332.29000000 0.021899829604 Long DBT CORP DE Y 2 2075-07-30 Fixed 6.62500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 995000.00000000 PA USD 1029120.43000000 0.083991241080 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 300000.00000000 PA 338947.21000000 0.027663037287 Long DBT CORP US Y 2 2029-03-15 Fixed 2.25000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 1333000.00000000 PA USD 1336017.91000000 0.109038552822 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N ESC GCB144A ENVIVA PAR N/A 294ESCAA6 1391000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -3163.05000000 -0.00025815102 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 170591.22000000 EUR 198807.06000000 USD 2025-09-17 -3163.05000000 N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AJ5 815000.00000000 PA USD 738335.64000000 0.060258959913 Long DBT CORP US N 2 2030-10-15 Fixed 9.75000000 N N N N N N Pacific Dental Services LLC 549300SDH1NQDOZ2M105 69417WAC5 1187611.78000000 PA USD 1190052.32000000 0.097125631164 Long LON CORP US N 2 2031-03-15 Floating 7.06800000 N N N N N N AIT WORLDWIDE LOGISTICS INC N/A 00145AAE3 646750.00000000 PA USD 649256.16000000 0.052988774751 Long LON CORP US N 2 2030-04-08 Floating 8.26000000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAN4 628923.75000000 PA USD 629543.24000000 0.051379912884 Long LON CORP US N 2 2028-12-11 Floating 7.32700000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 3202000.00000000 PA USD 3328178.01000000 0.271627880905 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N Kronos Acquisition Holdings Inc. N/A 50106JAH9 1836125.00000000 PA USD 1650676.38000000 0.134719274573 Long LON CORP US N 2 2031-07-08 Floating 8.29600000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CC2 800000.00000000 PA USD 755260.71000000 0.061640292548 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAR5 854000.00000000 PA USD 888518.68000000 0.072516087020 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D7E1 30000000.00000000 PA USD 31567014.00000000 2.576328878311 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 1764000.00000000 PA USD 1734472.40000000 0.141558252318 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -411448.78000000 -0.03358022313 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11844105.74000000 EUR 13567061.88000000 USD 2025-07-31 -411448.78000000 N N N EVERGREEN ACQCO/TVI INC N/A 30015DAA9 1897000.00000000 PA USD 1985987.36000000 0.162085542444 Long DBT CORP US N 2 2028-04-26 Fixed 9.75000000 N N N N N N LHS Borrower LLC 2549000R2CJY3YBDDU14 50204EAB4 1110207.98000000 PA USD 1023245.39000000 0.083511752104 Long LON CORP US N 2 2029-02-16 Floating 9.17700000 N N N N N N SPRINT HOLDCO BV N/A 000000000 48749.57000000 PA 5455.34000000 0.000445235332 Long LON CORP NL N 2 2031-06-30 Floating 9.46800000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAB9 433125.00000000 PA USD 425967.61000000 0.034765171481 Long LON CORP US N 2 2028-06-01 Floating 8.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAWG6 1271952.79000000 PA USD 924877.77000000 0.075483519212 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.00000000 N Y N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAC0 2631175.43000000 PA USD 2638647.97000000 0.215352169983 Long LON CORP US N 2 2028-11-03 Floating 7.67700000 N N N N N N BOOST NEWCO BORROWER LLC 894500GLVOTVRGS68C28 000000000 200000.00000000 PA 295186.41000000 0.024091517574 Long DBT CORP XX Y 2 2031-01-15 Fixed 8.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61766EAL9 3577365.00000000 PA USD 2713795.17000000 0.221485277837 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.00000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 000000000 1009596.78000000 PA USD 1015139.47000000 0.082850190774 Long LON CORP LU N 2 2028-05-05 Floating 6.57700000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 68000.00000000 PA USD 12745.41000000 0.001040211400 Long DBT NUSS LB Y 2 2022-05-27 None 0.00000000 Y N N N N N CURRENTA GROUP HOLDINGS 222100SF79KCJKYUPE47 000000000 200000.00000000 PA 237163.84000000 0.019356029362 Long DBT CORP LU N 2 2032-05-15 Floating 6.14300000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 572125.00000000 PA USD 573664.02000000 0.046819353302 Long LON CORP US N 2 2031-12-15 Floating 6.54800000 N N N N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 000000000 300000.00000000 PA 311137.26000000 0.025393339644 Long DBT CORP DE Y 2 2029-03-10 Fixed 2.12500000 N N N N N Delivery Hero SE EUR XXXX N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAG8 1000000.00000000 PA 1178792.88000000 0.096206696594 Long LON CORP US N 2 2028-10-23 Floating 4.67900000 N N N N N N PMHC II Inc 549300GYZ1T3S8OPH343 69346EAG2 979899.52000000 PA USD 858293.99000000 0.070049311364 Long LON CORP US N 2 2029-04-23 Floating 8.64200000 N N N N N N OSD CLO 2023-27, Ltd. N/A 67570KAG9 2000000.00000000 PA USD 2007686.00000000 0.163856468032 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 7.61100000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MAC5 1500000.00000000 PA USD 1119381.45000000 0.091357857144 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.94200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2007.57000000 0.000163847000 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 47618.54000000 USD 42048.61000000 EUR 2025-07-31 2007.57000000 N N N SYNLAB BONDCO PLC 213800E4EG6VFUFVEH64 000000000 125000.00000000 PA 147628.14000000 0.012048609993 Long LON CORP LU N 2 2030-12-20 Floating 5.62100000 N N N N N N Financiere CEP SAS 894500A6RAFIQQXBIM15 000000000 1750000.00000000 PA 2068979.02000000 0.168858872677 Long LON CORP FR N 2 2027-06-18 Floating 5.92900000 N N N N N N SPEEDSTER BIDCO GMBH 254900LE837QB2YYV824 000000000 1000000.00000000 PA 1182768.47000000 0.096531162738 Long LON CORP DE N 2 2031-12-10 Floating 5.87900000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 1426000.00000000 PA USD 1388183.48000000 0.113296024385 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384B2C4 2500000.00000000 PA USD 2587650.00000000 0.211189991614 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 2027000.00000000 PA USD 2085671.35000000 0.170221210332 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Fertitta Entertainment LLC 984500A0805D8V551D35 31556PAB3 4075711.16000000 PA USD 4075874.19000000 0.332650797445 Long LON CORP US N 2 2029-01-27 Floating 7.82700000 N N N N N N ALPHA HOLDING SA 549300R872G37EN6NT94 02074AAB0 721189.00000000 PA USD 5408.92000000 0.000441446783 Long DBT CORP MX N 2 2025-02-10 None 0.00000000 Y N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 1115000.00000000 PA USD 1117809.80000000 0.091229587575 Long DBT CORP GB N 2 2032-02-15 Fixed 6.37500000 N N N N N N Elmwood CLO 14 Ltd N/A 29003XAA1 1000000.00000000 PA USD 998845.00000000 0.081520324299 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 10.62200000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 350000.00000000 PA USD 366066.75000000 0.029876387402 Long DBT NUSS CR Y 2 2034-04-03 Fixed 6.55000000 N N N N N N LHMC FINCO 2 SARL 254900VNJ7A4DAOPXL60 000000000 100000.00000000 PA 122767.78000000 0.010019641925 Long DBT CORP LU N 2 2030-05-15 Fixed 8.62500000 N N Y N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 000000000 100000.00000000 PA 120445.45000000 0.009830105916 Long DBT CORP FR N 2 2032-03-31 Fixed 5.50000000 N N N N N N PLATEA BC BIDCO AB 254900AWWXX5NUVV4A03 000000000 83333.33000000 PA 98700.97000000 0.008055439115 Long LON CORP SE N 2 2031-04-03 Floating 5.48000000 N N N N N N BELFOR HOLDINGS INC 894500EVD0KMNJVDKH09 07768YAR3 1000000.00000000 PA 1180895.53000000 0.096378303510 Long LON CORP DE N 2 2030-11-01 Floating 5.42900000 N N N N N N Project Boost Purchaser LLC 254900SVSL94NTLSDY26 74339NAG1 845750.00000000 PA USD 848177.30000000 0.069223641866 Long LON CORP US N 2 2031-07-16 Floating 7.29600000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325W4J8 3430986.30000000 PA USD 750699.46000000 0.061268028003 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LPD4 896660.24000000 PA USD 706944.46000000 0.057696981654 Long ABS-MBS USGSE US N 2 2039-12-15 None 0.00000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208UAX9 822937.50000000 PA USD 822295.61000000 0.067111318370 Long LON CORP US N 2 2032-03-05 Floating 6.07700000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 1513000.00000000 PA USD 1467002.68000000 0.119728821010 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABV42 765733.80000000 PA USD 690058.40000000 0.056318832805 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1.50000000 N N N N N N FILTRATION GROUP CORPORATION 549300ZA0D9WN5ECE978 31732FAV8 723750.00000000 PA USD 727361.51000000 0.059363310802 Long LON CORP US N 2 2028-10-21 Floating 7.32700000 N N N N N N Fiserv Investment Solutions Inc N/A 33774UAC2 498749.99000000 PA USD 494385.93000000 0.040349104558 Long LON CORP US N 2 2027-02-18 Floating 8.32200000 N N N N N N ALLTECH INC 549300HV8FN6KMLFMN67 02003DBB9 981939.39000000 PA USD 984855.75000000 0.080378597408 Long LON CORP US N 2 2030-08-13 Floating 8.69100000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 400000.00000000 PA 473201.81000000 0.038620171308 Long DBT CORP NL N 2 2031-06-01 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380U5G4 5581182.54000000 PA USD 4363010.20000000 0.356085284931 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N Y N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 200000.00000000 PA 266917.13000000 0.021784331902 Long DBT CORP NL Y 2 2032-09-06 Fixed 7.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 388.72000000 0.000031725223 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUU5 Comdty 2025-09-08 -214830.00000000 EUR 388.72000000 N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAV3 210000.00000000 PA USD 197301.22000000 0.016102658009 Long DBT CORP US N 2 2030-02-15 Fixed 3.95000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBD1 3026529.50000000 PA USD 2955360.66000000 0.241200546056 Long LON CORP US N 2 2030-09-19 Floating 8.57700000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAF6 672257.64000000 PA USD 674674.41000000 0.055063274782 Long LON CORP US N 2 2032-11-08 Floating 6.78000000 N N N N N N PHM GROUP HOLDING OY 7437002P82P6OBDFWT48 000000000 500000.00000000 PA 587014.04000000 0.047908909700 Long LON CORP FI N 2 2032-04-22 Floating 5.72400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACRV5 776534.21000000 PA USD 92733.02000000 0.007568367327 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 1.73000000 N N N N N N Iraq International Bonds N/A 000000000 93750.00000000 PA USD 92941.94000000 0.007585418247 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N LOIRE FINCO LUXEMBOURG SARL N/A 000000000 334580.24000000 PA USD 336253.14000000 0.027443161871 Long LON CORP LU N 2 2030-01-21 Floating 8.32700000 N N N N N N Kuwait International Government Bonds 549300FSC1YD0D9XX589 000000000 247000.00000000 PA USD 243676.03000000 0.019887519074 Long DBT NUSS KW Y 2 2027-03-20 Fixed 3.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1947.23000000 -0.00015892237 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 60492.59000000 GBP 81098.54000000 USD 2025-07-31 -1947.23000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 855000.00000000 PA USD 817030.79000000 0.066681632248 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N APLEONA HOLDING GMBH 254900SF1BAAOJQ1X773 000000000 1000000.00000000 PA 1180654.05000000 0.096358595219 Long LON CORP DE N 2 2028-04-28 Floating 5.63600000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 329840.00000000 PA USD 269222.00000000 0.021972442920 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 250000.00000000 PA USD 95624.32000000 0.007804339589 Long DBT NUSS UA Y 2 2034-02-01 Variable 3.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 694000.00000000 PA USD 637729.02000000 0.052047991956 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 4674000.00000000 PA USD 4718356.12000000 0.385086696198 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34416DBD9 4270547.01000000 PA USD 4266297.82000000 0.348192143772 Long LON CORP US N 2 2031-09-15 Floating 7.07700000 N N N N N N PRESS GANEY HOLDINGS INC 549300HC42NZULO53062 05477JAD3 645125.00000000 PA USD 647073.28000000 0.052810619897 Long LON CORP US N 2 2031-04-30 Floating 7.57700000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 232000.00000000 PA USD 232293.83000000 0.018958565497 Long DBT CORP US N 2 2026-01-15 Fixed 5.37500000 N N N N N N Navoi Mining and Metallurgical Company N/A 000000000 91416.41000000 PA USD 90959.33000000 0.007423608347 Long LON CORP XX N 2 2027-04-23 Floating 9.03200000 N N N N N N Morocco Government International Bonds 529900F3MBW9XY5K1X07 000000000 365000.00000000 PA USD 309437.93000000 0.025254649524 Long DBT NUSS MA Y 2 2032-12-15 Fixed 3.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 458900.00000000 PA USD 83342.06000000 0.006801927985 Long DBT NUSS VE Y 2 2022-08-23 None 0.00000000 Y N N N N N CHG PPC PARENT LLC 54930019XJQNJAGXQ664 12546FAJ1 2000000.00000000 PA 2361791.05000000 0.192756606204 Long LON CORP US N 2 2028-12-08 Floating 5.42900000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 1213000.00000000 PA USD 1250421.05000000 0.102052600260 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N GALAXY BIDCO LIMITED 2138006O8YW3QCHKDY76 000000000 1000000.00000000 PA 1186573.25000000 0.096841688295 Long LON CORP GB N 2 2029-12-19 Floating 6.04200000 N N N N N N TRINIDAD & TOBAGO N/A 000000000 300000.00000000 PA USD 300804.00000000 0.024549994874 Long DBT NUSS TT Y 2 2031-01-14 Fixed 5.95000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 1403000.00000000 PA USD 1271521.31000000 0.103774689311 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 535000.00000000 PA USD 498549.27000000 0.040688893842 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 233900.00000000 PA USD 43440.32000000 0.003545363869 Long DBT NUSS VE Y 2 2031-08-05 None 0.00000000 Y N N N N N Dexko Global Inc 549300SMZ4OV1KBH1M19 25213YAW5 405091.65000000 PA 458260.25000000 0.037400722027 Long LON CORP US N 2 2028-10-04 Floating 5.92900000 N N N N N N PARTS EUROPE SA 969500DL3O9K7T2M4M15 000000000 1500000.00000000 PA 1774338.23000000 0.144811885655 Long LON CORP FR N 2 2031-02-03 Floating 5.48600000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00185PAA9 2510000.00000000 PA USD 2473526.19000000 0.201875823749 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N Boxer Parent Company Inc 5493006T045HLTF7YX04 05988HAP2 478666.39000000 PA 564316.20000000 0.046056434813 Long LON CORP US N 2 2031-07-30 Floating 5.51100000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 81753HAJ0 3611411.60000000 PA USD 3314607.74000000 0.270520348894 Long LON CORP US N 2 2028-06-29 Floating 11.91000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 217000.00000000 PA USD 206604.29000000 0.016861924245 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N RAMUDDEN GLOBAL GROUP GMBH 391200FFKUBV74UKZW85 000000000 1000000.00000000 PA 1156782.88000000 0.094410359487 Long LON CORP DE N 2 2029-12-10 Floating 5.37600000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -3355.94000000 -0.00027389366 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 74379.41000000 EUR 84427.25000000 USD 2025-07-31 -3355.94000000 N N N CTEC II GMBH 98450044C9BACG3DA974 000000000 250000.00000000 PA 251991.94000000 0.020566218652 Long DBT CORP DE Y 2 2030-02-15 Fixed 5.25000000 N N N N N N PAPREC HOLDING SA 969500ASAFSVN9KVC873 000000000 100000.00000000 PA 123607.57000000 0.010088181041 Long DBT CORP FR Y 2 2029-11-17 Fixed 7.25000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1511000.00000000 PA USD 1510251.45000000 0.123258551605 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N Student Transportation of America Holdings, Inc 549300O4G48RRYGSD439 86388BAD8 840000.00000000 PA USD 842755.20000000 0.068781119402 Long LON CORP US N 2 2032-06-24 None 0.00000000 N N N N N N UMBS, TBA N/A 01F052672 25350000.00000000 PA USD 25344046.55000000 2.068443946584 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJNE9 8047.25000000 PA USD 8178.09000000 0.000667451455 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ameriforge Group Inc. N/A 000000000 29751.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 423000.00000000 PA USD 425840.02000000 0.034754758276 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 822000.00000000 PA USD 824899.19000000 0.067323808482 Long DBT CORP KY N 2 2032-10-15 Fixed 7.12500000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 45173JAS3 750842.08000000 PA USD 752876.86000000 0.061445735609 Long LON CORP US N 2 2029-07-02 Floating 6.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUSA9 18573507.40000000 PA USD 15078853.69000000 1.230654448766 Long ABS-MBS USGSE US N 2 2053-12-25 Fixed 0.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3C24 5226201.11000000 PA USD 437988.58000000 0.035746258009 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 1.58000000 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 200000.00000000 PA 268704.60000000 0.021930215531 Long DBT CORP JE Y 2 2027-08-28 Fixed 4.50000000 N N N N N N CoreLogic Inc 54930086CD8K2UIL0516 21870FBA6 2015496.56000000 PA USD 1997548.56000000 0.163029105032 Long LON CORP US N 2 2028-06-02 Floating 7.94100000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAD4 894000.00000000 PA USD 1007538.00000000 0.082229799923 Long DBT NUSS SR N 2 2050-12-31 Variable 9.00000000 N N N N N N GATEGROUP FIN LUXEMBOURG SA 529900Q1OR7LI4GOGW68 000000000 600000.00000000 PA USD 602064.00000000 0.049137206002 Long LON CORP US N 2 2032-05-28 None 0.00000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 1247665.44000000 PA USD 1249356.03000000 0.101965679090 Long LON CORP US N 2 2029-01-03 Floating 6.07700000 N N N N N N Pretium PKG Holdings Inc 254900S6SXME9YWLU075 74142KAH2 350000.00000000 PA USD 60725.00000000 0.004956045926 Long LON CORP US N 2 2029-10-01 Floating 11.31200000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 2001000.00000000 PA USD 2048051.51000000 0.167150882547 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 127920.04000000 0.010440141508 Long DBT CORP GB Y 2 2029-01-31 Fixed 4.00000000 N N N N N N CERBA HEALTHCARE SASU 9845000C1FYE89DC8677 000000000 516000.00000000 PA 442506.96000000 0.036115023736 Long DBT CORP FR Y 2 2028-05-31 Fixed 3.50000000 N N N N N N TRONOX FINANCE LLC 549300LMZ1DX1PWSP524 89705DAQ5 472627.97000000 PA USD 465909.56000000 0.038025017320 Long LON CORP US N 2 2029-04-04 Floating 6.54600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJH59 9346088.30000000 PA USD 10514832.53000000 0.858163736920 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 8.08400000 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 000000000 200000.00000000 PA 231537.15000000 0.018896809370 Long DBT CORP NL Y 2 2027-02-15 Fixed 2.00000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 1535.17000000 0.000125292268 N/A DFE XX N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 121822.90000000 USD 104660.62000000 EUR 2025-07-11 1535.17000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 411000.00000000 PA USD 413143.37000000 0.033718526402 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Romanian Government International Bonds 315700IASY927EDWBK92 000000000 57000.00000000 PA 67832.12000000 0.005536090604 Long DBT NUSS RO Y 2 2032-07-11 Fixed 5.87500000 N N N N N N Air Comm Corporation LLC 254900S9ONE06XB1T251 82670NAB2 1404173.08000000 PA USD 1412949.16000000 0.115317265183 Long LON CORP US N 2 2031-12-11 Floating 7.30000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466330AJ6 1900000.00000000 PA USD 1902496.41000000 0.155271462862 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.97600000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 1051000.00000000 PA USD 1000321.62000000 0.081640838034 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N BAUSCH HEALTH COMPANIES INC N/A 000000000 850000.00000000 PA USD 821644.00000000 0.067058137487 Long LON CORP CA N 2 2030-10-08 Floating 10.56100000 N N N N N N TWITTER INC N/A 90184NAG3 2190108.83000000 PA USD 2142375.41000000 0.174849088892 Long LON CORP US N 2 2029-10-26 Floating 10.92700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PJK2 20421.39000000 PA USD 20556.32000000 0.001677695611 Long ABS-MBS USGSE US N 2 2026-06-17 Fixed 7.50000000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VBC2 1000000.00000000 PA USD 1005739.00000000 0.082082975277 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 8.61900000 N N N N N N Vaco Holdings LLC 54930076HTNXBP03T379 91865FAJ8 265375.00000000 PA USD 243945.97000000 0.019909550116 Long LON CORP US N 2 2029-01-21 Floating 9.44600000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 800000.00000000 PA USD 805432.00000000 0.065735001768 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 808000.00000000 PA USD 822163.43000000 0.067100530553 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N American Trailer World Corp 254900WNYWX3HF6TKT69 03028BAB3 612126.48000000 PA USD 502644.60000000 0.041023132517 Long LON CORP US N 2 2028-03-03 Floating 8.17700000 N N N N N N Casino Guichard Perrachon SA 969500VHL8F83GBL6L29 000000000 32288.00000000 NS 0.00000000 0.000000 Long EC CORP FR N 2 N N N C&W SENIOR FINANCE LTD 213800CG16G1YMJRCG10 12665MAA0 1280000.00000000 PA USD 1310447.85000000 0.106951662880 Long DBT CORP KY N 2 2033-01-15 Fixed 9.00000000 N N N N N N LG PARENT HOLDCO(LIBBEYGLASS) N/A 000000000 166175.00000000 NS USD 366997.49000000 0.029952349365 Long EC CORP US N 2 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 13216.50000000 0.001078659217 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 418108.54000000 USD 365465.21000000 EUR 2025-07-31 13216.50000000 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 986977.77000000 PA USD 974709.64000000 0.079550526809 Long LON CORP US N 2 2028-08-19 Floating 8.42700000 N N N N N N MASTERBRAND INC 549300E0Y4BR5Z9RDZ64 57638PAA2 1620000.00000000 PA USD 1656566.45000000 0.135199990216 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325TWD7 911349.55000000 PA USD 100685.17000000 0.008217378783 Long ABS-MBS USGSE US N 2 2042-10-15 Floating 1.68200000 N N N N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 1147000.00000000 PA USD 1157004.13000000 0.094428416715 Long DBT CORP US N 2 2029-01-31 Fixed 6.62500000 N N N N N N SECTOR ALARM HOLDING AS 549300YUOBFVB7TE8510 000000000 500000.00000000 PA 591110.36000000 0.048243229173 Long LON CORP NO N 2 2029-06-14 Floating 5.51100000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204AX6 310000.00000000 PA 319925.34000000 0.026110575182 Long DBT CORP US N 2 2028-02-25 Fixed 0.25000000 N N N N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 525000.00000000 PA 659012.56000000 0.053785039329 Long DBT CORP GB Y 2 2030-04-30 Fixed 7.25000000 N N N N N N Telenet International Finance Sarl 213800UQWC6KB34WEQ10 000000000 1750000.00000000 PA 2046509.61000000 0.167025041012 Long LON CORP LU N 2 2029-04-30 Floating 4.14200000 N N N N N N Cleanova US Holdings LLC N/A 000000000 550000.00000000 PA USD 540375.00000000 0.044102483612 Long LON CORP US N 2 2032-06-14 Floating 9.07400000 N N N N N N MINIMAX VIKING GMBH 549300RKTIVJWNROR778 55404TAF9 600000.00000000 PA USD 603375.00000000 0.049244202728 Long LON CORP US N 2 2032-03-17 Floating 6.57700000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AQ2 455000.00000000 PA USD 468075.79000000 0.038201813292 Long DBT CORP US N 2 2030-01-15 Fixed 6.37500000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 86000.00000000 PA USD 79891.93000000 0.006520347043 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N Medical Solutions Holdings Inc 549300JH2XHZ7TIKYR39 58462QAH4 1428341.48000000 PA USD 769668.95000000 0.062816215135 Long LON CORP US N 2 2028-11-01 Floating 7.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 50000.00000000 OU Notional Amount USD 1246.12000000 0.000101701571 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S43 2I65BZFH0 Y buy protection 2030-06-20 1736.60000000 USD 0.00000000 USD 50000.00000000 USD -490.48000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -434.00000000 NC USD -1311423.62000000 -0.10703129994 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 -48802013.88000000 USD -1311423.62000000 N N N KLEOPATRA FINCO SARL 222100M6T1N8VIC8M726 000000000 140000.00000000 PA 155037.44000000 0.012653316968 Long DBT CORP LU Y 2 2026-03-01 Fixed 4.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 400000.00000000 PA USD 290220.00000000 0.023686186063 Long DBT NUSS EC Y 2 2030-07-31 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -576.60000000 -0.00004705897 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 35020.00000000 GBP 47499.75000000 USD 2025-07-31 -576.60000000 N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 2791000.00000000 PA USD 2878944.41000000 0.234963865208 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N SOMNIGROUP INTL INC 549300HFEKVR3US71V91 88023UAJ0 1932000.00000000 PA USD 1758552.57000000 0.143523545499 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45070BAJ4 786050.00000000 PA USD 789095.94000000 0.064401740943 Long LON CORP US N 2 2030-10-11 Floating 7.05200000 N N N N N N NOVARIA HOLDINGS LLC 549300LFE5UTEWEMQJ77 66989BAK7 198502.50000000 PA USD 198750.63000000 0.016220951010 Long LON CORP US N 2 2031-06-06 Floating 7.57700000 N N N N N N RANGE RED OPERATING INC N/A 000000000 187932.75000000 PA USD 187049.47000000 0.015265965644 Long LON CORP US N 2 2029-10-01 Floating 12.42400000 N N N N N N Carlyle C17 CLO N/A 14308FAA4 1750000.00000000 PA USD 1740061.75000000 0.142014424822 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 10.54100000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AK7 150000.00000000 PA USD 157612.50000000 0.012863479432 Long DBT NUSS HN N 2 2034-11-27 Fixed 8.62500000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 2115000.00000000 PA USD 2134179.45000000 0.174180178984 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 12511VAA6 1751000.00000000 PA USD 1757844.47000000 0.143465754209 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N Zekelman Industries Inc 549300S5LMRAKDWWI425 98931YAD5 1083418.84000000 PA USD 1086029.88000000 0.088635882461 Long LON CORP US N 2 2031-01-24 Floating 6.56300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W1W71 12770157.90000000 PA USD 12631634.25000000 1.030925639610 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 795000.00000000 PA USD 753328.06000000 0.061482560112 Long DBT US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N CITCO FUNDING LLC N/A 000000000 761485.95000000 PA USD 766054.87000000 0.062521253481 Long LON CORP US N 2 2028-04-27 Floating 6.93400000 N N N N N N POP BIDCO SAS 254900R1W5DBBQ780814 000000000 500000.00000000 PA 592509.18000000 0.048357393293 Long LON CORP FR N 2 2031-11-26 Floating 6.68600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -9411.83000000 -0.00076814263 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 507602.80000000 EUR 591560.46000000 USD 2025-09-17 -9411.83000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 3362000.00000000 PA USD 3399207.25000000 0.277424903145 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PJN6 2573.43000000 PA USD 2606.25000000 0.000212708022 Long ABS-MBS USGSE US N 2 2027-10-17 Fixed 7.00000000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A 86828LAC6 1532000.00000000 PA USD 1474540.35000000 0.120344004850 Long DBT CORP CA N 2 2029-03-15 Fixed 4.50000000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630RAG4 2000000.00000000 PA USD 1970668.00000000 0.160835259171 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 10.95600000 N N N N N N Aretec Group Inc 549300NV2T8A33L0PQ58 04009DAH7 1681481.23000000 PA USD 1686424.78000000 0.137636865552 Long LON CORP US N 2 2030-08-09 Floating 7.82700000 N N N N N N Azuria Water Solutions Inc 549300AG3DVJURRIT691 00771PAM3 891629.29000000 PA USD 896087.44000000 0.073133808258 Long LON CORP US N 2 2028-05-17 Floating 7.32700000 N N N N N N Patagonia Bidco Limited 25490031HIDV5RXSA288 000000000 1000000.00000000 PA 1219516.88000000 0.099530369123 Long LON CORP GB N 2 2028-11-01 Floating 9.70900000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186WAE8 2000000.00000000 PA USD 2013060.00000000 0.164295064834 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 11.19900000 N N N N N N Siaci Saint Honore N/A 000000000 1000000.00000000 PA 1181172.34000000 0.096400895244 Long LON CORP FR N 2 2028-11-16 Floating 5.48000000 N N N N N N Walker & Dunlop, Inc. N/A 93148QAK6 723187.50000000 PA USD 726803.44000000 0.059317764148 Long LON CORP US N 2 2032-03-14 Floating 6.31200000 N N N N N N Air Comm Corporation LLC 254900S9ONE06XB1T251 82670NAC0 117307.69000000 PA USD 118040.86000000 0.009633856291 Long LON CORP US N 2 2031-12-11 Fixed 1.00000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 574000.00000000 PA USD 576194.40000000 0.047025869226 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 500000.00000000 PA 492415.12000000 0.040188257710 Long DBT NUSS BJ Y 2 2052-01-19 Fixed 6.87500000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 180000.00000000 PA 221369.76000000 0.018067002012 Long DBT CORP SE Y 2 2027-10-15 Fixed 9.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 1753000.00000000 PA USD 1947708.73000000 0.158961447783 Long DBT CORP US N 2 2028-03-15 Fixed 10.25000000 N N N N N N MARCEL LUX IV SARL 2138005L24MEKHQKLX11 000000000 1500000.00000000 PA 1777695.39000000 0.145085878889 Long LON CORP DE N 2 2030-11-12 Floating 5.92600000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 400000.00000000 PA USD 429092.00000000 0.035020167287 Long DBT NUSS BS Y 2 2032-10-15 Fixed 8.95000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 531500.00000000 PA USD 79040.74000000 0.006450877521 Long DBT CORP VE Y 2 2022-02-17 None 0.00000000 Y N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 3290000.00000000 PA USD 3211087.18000000 0.262071560921 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N PUNCH FINANCE PLC 2138006IJRIU1Q5DN388 000000000 110000.00000000 PA 153923.82000000 0.012562429329 Long DBT CORP GB Y 2 2030-12-30 Fixed 7.87500000 N N N N N N EPIC CRUDE SERVICES LP 549300FRS682IQ7J9S42 29428XAG5 623437.50000000 PA USD 626295.96000000 0.051114887461 Long LON CORP US N 2 2031-10-15 Floating 7.25600000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 400000.00000000 PA USD 186534.11000000 0.015223904750 Long DBT NUSS UA Y 2 2035-02-01 Variable 3.00000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 000000000 100000.00000000 PA 116910.25000000 0.009541582021 Long DBT CORP LU N 2 2030-02-15 Floating 6.39300000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 1316000.00000000 PA USD 1288932.60000000 0.105195704591 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAY5 556000.00000000 PA USD 541911.52000000 0.044227886060 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N INGLES MARKETS INC 549300XH5RYBMYP8TF26 457030AK0 1502000.00000000 PA USD 1403606.23000000 0.114554745790 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N VIKING BAKED GOODS ACQUI 254900DBFD2H1FJK0893 92676AAA5 1425000.00000000 PA USD 1399732.90000000 0.114238625553 Long DBT CORP US N 2 2031-11-01 Fixed 8.62500000 N N N N N N OID-OL Intermediate I LLC N/A 67089SAB7 219477.40000000 PA USD 226519.33000000 0.018487282052 Long LON CORP US N 2 2029-02-01 Floating 10.31800000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 685000.00000000 PA USD 683131.87000000 0.055753526905 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Pretzel Parent, Inc. 254900X2H81QPLWW7G13 000000000 997500.00000000 PA USD 991764.38000000 0.080942442407 Long LON CORP US N 2 2031-10-01 Floating 8.82700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PAB1 223967.74000000 PA USD 233612.06000000 0.019066152297 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Verifone Systems Inc 254900LTTVM8MM9RKV75 000000000 1109946.98000000 PA USD 1041685.24000000 0.085016712886 Long LON CORP US N 2 2028-08-18 Floating 10.21100000 N N N N N N SPRINT INTERMEDIATECO B.V. N/A 000000000 16949.00000000 NS 0.00000000 0.000000 Long EC CORP NL N 3 N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 1248000.00000000 PA USD 1215694.27000000 0.099218388378 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Conair Holdings LLC 549300804G00T34FLV17 20600RAB8 1491875.00000000 PA USD 1103987.50000000 0.090101486239 Long LON CORP US N 2 2028-05-17 Floating 8.19100000 N N N N N N ROSSINI SARL 549300EC5JCCW6F83R11 000000000 310000.00000000 PA 386307.74000000 0.031528347485 Long DBT CORP LU Y 2 2029-12-31 Fixed 6.75000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 1600000.00000000 PA USD 1634302.40000000 0.133382918923 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N KNIFE RIVER HOLDCO N/A 49889LAD8 249375.00000000 PA USD 250467.26000000 0.020441782520 Long LON CORP US N 2 2032-03-08 Floating 6.31000000 N N N N N N IAP Worldwide Services LLC N/A 000000000 30.61000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N DEL MONTE FOODS INC N/A 24521WAB5 212017.54000000 PA USD 192670.94000000 0.015724759609 Long LON CORP US N 2 2028-08-02 Floating 12.47400000 N N Y N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 1887000.00000000 PA USD 1783901.38000000 0.145592378213 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 529000.00000000 PA USD 505290.23000000 0.041239054523 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3340.94000000 -0.00027266944 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 78220.52000000 EUR 88975.56000000 USD 2025-07-31 -3340.94000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 205500.00000000 PA USD 41531.55000000 0.003389580390 Long DBT NUSS VE Y 2 2026-10-21 None 0.00000000 Y N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 000000000 400000.00000000 PA 369929.51000000 0.030191644973 Long DBT NUSS CM Y 2 2032-07-07 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D4J1 1.17000000 PA USD 1.17000000 0.000000095489 Long ABS-MBS USGSE US N 2 2026-11-15 Fixed 8.00000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 380000.00000000 PA USD 389421.34000000 0.031782462670 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N Madison Park Funding Ltd N/A 55817FAG8 3500000.00000000 PA USD 3510118.50000000 0.286476879246 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 10.85600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E8K4 2063147.15000000 PA USD 2397635.60000000 0.195682044426 Long ABS-MBS USGA US N 2 2053-10-20 Floating 10.79300000 N N N N N N BW NHHC Holdco Inc 549300Y5ZHAEE7MHCH51 05606CAR1 3823756.07000000 PA USD 3661246.44000000 0.298811123978 Long LON CORP US N 2 2026-01-15 Floating 10.04600000 N N Y N N N ADLER FINANCING SARL 213800BAQB59IVKP7S93 000000000 396150.92000000 PA 489978.55000000 0.039989398050 Long DBT CORP LU N 2 2028-12-31 Fixed 8.25000000 N N Y N N N SPRINT MIDCO BV N/A 000000000 56926.14000000 PA 3688.09000000 0.000301001950 Long LON CORP NL N 2 2031-06-30 Floating 9.46800000 N N N N N N Jordan Government International Bonds 5493000JZ4MYPVMBVN50 000000000 468000.00000000 PA USD 451352.18000000 0.036836922732 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GFMP7 407557.86000000 PA USD 418037.95000000 0.034117995538 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVNB1 343711.00000000 PA USD 337371.41000000 0.027534429018 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G7AE3 149575.73000000 PA USD 152796.76000000 0.012470444790 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297PLR0 331.01000000 PA USD 331.41000000 0.000027047890 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 9.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMT3 2778048.51000000 PA USD 2858879.30000000 0.233326259499 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAD6 108333.33000000 PA USD 108373.95000000 0.008844895403 Long LON CORP US N 2 2031-11-19 Fixed 3.25000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AP5 322000.00000000 PA USD 327474.00000000 0.026726655967 Long DBT NUSS BS N 2 2036-06-24 Fixed 8.25000000 N N N N N N Marcel LUX IV SARL 254900A6AL2000BPNS82 000000000 1215835.45000000 PA USD 1224200.40000000 0.099912612683 Long LON CORP US N 2 2030-11-12 Floating 7.76000000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 000000000 100000.00000000 PA 117799.99000000 0.009614197785 Long DBT CORP FR Y 2 2026-04-15 Fixed 2.87500000 N N N N N N Stepstone Group Midco 2 GMBH/ The 894500DB5T5ENCFFQU61 000000000 825000.00000000 PA USD 802312.50000000 0.065480405057 Long LON CORP DE N 2 2031-12-19 Floating 8.65100000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -1582.75000000 -0.00012917549 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 90593.75000000 GBP 122786.66000000 USD 2025-07-31 -1582.75000000 N N N PREGIS TOPCO CORPORATION 549300LJXHJYHS1GM034 74045BAG2 614335.31000000 PA USD 616869.44000000 0.050345545904 Long LON CORP US N 2 2029-02-01 Floating 8.32700000 N N N N N N Monitronics International Inc SCAKOG18M6QWWML8YF46 60945HAG9 1412589.13000000 PA USD 1394931.77000000 0.113846783301 Long LON CORP US N 2 2028-06-30 Floating 12.05700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFKD6 5233951.48000000 PA USD 4901774.04000000 0.400056274382 Long ABS-MBS USGSE US N 2 2054-09-25 Fixed 5.50000000 N Y N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAZ9 4525340.36000000 PA USD 4543984.76000000 0.370855449292 Long LON CORP US N 2 2030-06-20 Floating 6.76900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASS96 267695.60000000 PA USD 10088.00000000 0.000823327975 Long ABS-MBS USGSE US N 2 2032-07-15 Floating 1.68200000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 478000.00000000 PA USD 388651.25000000 0.031719612091 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 560700.00000000 PA USD 561985.69000000 0.045866231197 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GBWP5 9231034.14000000 PA USD 9316225.05000000 0.760339879887 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 5.50000000 N N N N N N Bluemountain CLO Ltd N/A 09629XAE9 1000000.00000000 PA USD 985202.00000000 0.080406856460 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 11.37100000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 1045000.00000000 PA USD 1083292.46000000 0.088412469052 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 400000.00000000 PA USD 396700.00000000 0.032376507515 Long DBT NUSS DO Y 2 2045-01-27 Fixed 6.85000000 N N N N N N FEDERAL REP OF ETHIOPIA N/A 000000000 1374000.00000000 PA USD 1265797.50000000 0.103307542909 Long DBT NUSS ET Y 2 2024-12-11 Fixed 6.62500000 N Y N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAH5 885000.00000000 PA USD 845840.87000000 0.069032955091 Long DBT CORP IE N 2 2032-09-15 Fixed 7.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 517000.00000000 PA USD 519514.00000000 0.042399921667 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FAX3 415962.00000000 PA USD 479263.78000000 0.039114916499 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 6.52100000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 525000.00000000 PA 650987.98000000 0.053130116529 Long DBT CORP US Y 2 2028-11-15 Fixed 9.62500000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 1762000.00000000 PA USD 1818654.80000000 0.148428764308 Long DBT CORP US N 2 2030-08-01 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1B20 188610.21000000 PA USD 1534.25000000 0.000125217183 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.50000000 N N N N N N NEW CINEWORLD LIMITED N/A 000000000 12854.00000000 NS USD 304363.44000000 0.024840497107 Long EC CORP US N 2 N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 386357.72000000 0.031532426582 Long DBT NUSS HU Y 2 2036-03-26 Fixed 5.50000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 720000.00000000 PA USD 770778.00000000 0.062906729796 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N Bryant Park Funding Ltd N/A 117650AJ0 3000000.00000000 PA USD 3016467.00000000 0.246187714890 Long ABS-CBDO CORP KY N 2 2036-10-18 Floating 9.71900000 N N N N N N ATHENA BIDCO GMBH 3912007R7X33FTYO8Z65 000000000 1000000.00000000 PA 1183310.32000000 0.096575385604 Long LON CORP DE N 2 2032-05-31 None 0.00000000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 1260307.00000000 PA USD 983665.32000000 0.080281440953 Long DBT NUSS GH Y 2 2035-07-03 Variable 5.00000000 N N N N N N HUBBARD RADIO LLC N/A 44344HAK1 537933.37000000 PA USD 314691.02000000 0.025683378306 Long LON CORP US N 2 2027-09-30 Floating 8.82700000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756BW9 800000.00000000 PA USD 610097.66000000 0.049792869862 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N Virgin Media SFA Finance Limited 213800HHBSIDEKJOHR77 000000000 600000.00000000 PA 700342.31000000 0.057158149895 Long LON CORP GB N 2 2029-01-31 Floating 4.39200000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 1979000.00000000 PA USD 1783479.95000000 0.145557983377 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N NEXANS SA 96950015FU78G84UIV14 000000000 100000.00000000 PA 120918.40000000 0.009868705536 Long DBT CORP FR Y 2 2029-05-29 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABAD5 1395696.00000000 PA USD 164649.35000000 0.013437789054 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 1.73000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BN0 1433000.00000000 PA USD 1401952.77000000 0.114419799331 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Allied Universal Holdco LLC 549300ONXPZT3KQZDR65 01957TAK3 962500.00000000 PA 1137088.13000000 0.092802980557 Long LON CORP LU N 2 2028-05-12 Floating 5.67900000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 346000.00000000 PA USD 308095.15000000 0.025145059086 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UJH3 172378.65000000 PA USD 167910.03000000 0.013703908112 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 6.00000000 N N N N N N ESC GCB144A ENDO DESIG N/A 292ESCB17 649000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP IE N 3 2024-10-15 None 0.00000000 N N N N N N GRANT THORNTON ADVISORS LLC 254900XS1SHU0YY3WF58 38821UAF7 1475000.00000000 PA USD 1479240.63000000 0.120727616271 Long LON CORP US N 2 2031-06-02 Floating 7.32700000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 3009087.78000000 PA USD 2906026.52000000 0.237174160489 Long LON CORP US N 2 2027-10-01 Floating 8.39600000 N N N N N N MALLINCKRODT INT FINANCE S.A. 549300MQQ92LN1A0B514 000000000 31584.00000000 NS USD 2684640.00000000 0.219105790616 Long EC CORP US N 3 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAG5 1984000.00000000 PA USD 2119348.48000000 0.172969755461 Long DBT CORP US N 2 2031-01-01 Fixed 9.50000000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBB6 1009708.75000000 PA USD 842071.85000000 0.068725348072 Long LON CORP US N 2 2028-06-30 Floating 8.04100000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 1328000.00000000 PA USD 1282890.63000000 0.104702591692 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Champs Trust N/A 158926AA3 11282244.43000000 PA USD 11807573.94000000 0.963670295974 Long ABS-MBS CORP US N 2 2060-04-25 Variable 8.02800000 N N N N N N NEW FLYER HOLDINGS N/A 64438WAA5 1248000.00000000 PA USD 1317678.00000000 0.107541748602 Long DBT CORP US N 2 2030-07-01 Fixed 9.25000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -333.35000000 -0.00002720622 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 310000.00000000 GBP 425242.56000000 USD 2025-07-31 -333.35000000 N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 100000.00000000 PA 119510.55000000 0.009753804437 Long DBT CORP GB Y 2 2029-04-15 Fixed 6.37500000 N N N N N N REAL HERO MERGER SUB 2 N/A 75602BAA7 2173000.00000000 PA USD 1574105.55000000 0.128469977742 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N Icebox Holdco III Inc 254900DLB65AKI8CQ466 45114NAB3 823088.79000000 PA USD 827076.66000000 0.067501521801 Long LON CORP US N 2 2028-12-22 Floating 8.05700000 N N N N N N AMSPEC PARENT LLC 254900LUGRP5Z7OOV477 03218AAE9 1040000.00000000 PA USD 1046500.00000000 0.085409667545 Long LON CORP US N 2 2031-12-22 Floating 7.79600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LDCD4 175342.38000000 PA USD 179370.25000000 0.014639229259 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 5.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 1825000.00000000 PA USD 1875129.45000000 0.153037919665 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 1219000.00000000 PA USD 1198486.79000000 0.097814006967 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TMWV4 50197.76000000 PA USD 51249.13000000 0.004182676689 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BFCT6 1206549.18000000 PA USD 147140.66000000 0.012008824513 Long ABS-MBS USGSE US N 2 2044-04-15 Fixed 3.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 85000.00000000 PA 95618.58000000 0.007803871121 Long DBT NUSS RO Y 2 2036-02-22 Fixed 5.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 1073000.00000000 PA USD 1064972.51000000 0.086917293860 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAZ3 1350000.00000000 PA USD 1294737.75000000 0.105669489523 Long LON CORP US N 2 2028-01-31 Floating 9.69100000 N N N N N N CZECHOSLOVAK GROUP 315700SWFD7G70AVG768 000000000 150000.00000000 PA 179873.06000000 0.014680265891 Long DBT CORP CZ N 2 2031-01-10 Fixed 5.25000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 92770QAA5 1413000.00000000 PA USD 1384246.30000000 0.112974693057 Long DBT CORP IE N 2 2028-07-15 Fixed 5.00000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAJ0 1514000.00000000 PA USD 1565362.78000000 0.127756440160 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 000000000 270000.00000000 PA 319364.58000000 0.026064808985 Long DBT CORP DE Y 2 2028-07-15 Fixed 6.62500000 N N N N N N EAB Global Inc 254900WJRUVZKYEF1M36 26835CAC3 222187.50000000 PA USD 218576.95000000 0.017839067971 Long LON CORP US N 2 2030-08-16 Floating 7.32700000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 1696000.00000000 PA USD 1573333.75000000 0.128406987602 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N COHESITY GLOBAL INC N/A 000000000 10002.00000000 NS USD 230046.00000000 0.018775109775 Long EP CORP US N 2 N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 1874000.00000000 PA USD 1872879.91000000 0.152854324382 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N American Builders & Contractors Supply Co Inc 549300H5GQ4C1BEKG397 02474RAJ2 2316551.56000000 PA USD 2327798.42000000 0.189982311673 Long LON CORP US N 2 2031-01-31 Floating 6.07700000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 400000.00000000 PA 517146.85000000 0.042206727693 Long DBT CORP NL Y 2 2028-08-23 Fixed 7.12500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAH6 285000.00000000 PA USD 294138.24000000 0.024005971610 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEL3 36452978.46000000 PA USD 35982849.86000000 2.936725507781 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAY1 4000000.00000000 PA USD 4031692.00000000 0.329044886160 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.06900000 N N N N N N GIP Pilot Acquisition Partners LP 254900NQOAOPPA12X060 31773HAE2 470674.43000000 PA USD 472830.12000000 0.038589835981 Long LON CORP US N 2 2030-10-04 Floating 6.27700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B66P1 2262968.55000000 PA USD 1962671.61000000 0.160182637087 Long ABS-MBS USGSE US N 2 2043-11-15 Fixed 4.00000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 152000.00000000 PA 163471.28000000 0.013341641355 Long DBT NUSS BJ Y 2 2032-01-19 Fixed 4.87500000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 1772000.00000000 PA USD 1826845.17000000 0.149097217990 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N ATHENA HOLDCO SAS 2549000RJO0263KQGB75 000000000 1000000.00000000 PA 1180565.70000000 0.096351384570 Long LON CORP FR N 2 2031-04-14 Floating 5.23000000 N N N N N N DOLCETTO HOLDCO SPA 81560029E819F2CE4A42 000000000 100000.00000000 PA 118095.44000000 0.009638310816 Long DBT CORP IT Y 2 2032-07-14 Floating 5.56500000 N N N N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 68404YAB0 410125.00000000 PA USD 413330.13000000 0.033733768743 Long LON CORP US N 2 2028-10-27 Floating 6.57700000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 44000.00000000 PA USD 8248.35000000 0.000673185696 Long DBT NUSS LB Y 2 2025-06-12 None 0.00000000 Y N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 3213000.00000000 PA USD 3387401.64000000 0.276461393135 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 1083000.00000000 PA USD 1110195.21000000 0.090608125940 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 2744150.26000000 PA USD 2678016.24000000 0.218565195165 Long LON CORP US N 2 2028-06-02 Floating 8.29100000 N N N N N N Minerals Technologies Inc 549300D3I1QU67GP6403 60315GAH1 522375.00000000 PA USD 523680.94000000 0.042740004763 Long LON CORP US N 2 2031-11-26 Floating 6.32700000 N N N N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 29276MAP2 3714035.47000000 PA USD 3741890.74000000 0.305392875390 Long LON CORP US N 2 2030-09-20 Floating 7.57700000 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 1899000.00000000 PA USD 1865675.21000000 0.152266315752 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAG0 1043387.87000000 PA USD 1031900.17000000 0.084218108418 Long LON CORP US N 2 2030-04-15 Floating 6.79100000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 1187000.00000000 PA USD 1142021.02000000 0.093205576348 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N CASTELLO BC BIDCO SPA 894500HFFY9ABW4ZUZ66 000000000 220000.00000000 PA 261155.62000000 0.021314108630 Long DBT CORP IT Y 2 2031-11-14 Floating 6.48000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 1789000.00000000 PA USD 1734520.21000000 0.141562154312 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N APRO LLC 549300HALLMPVGYAKP14 03834XAP8 595500.00000000 PA USD 594755.63000000 0.048540736387 Long LON CORP US N 2 2031-07-09 Floating 8.06100000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 627000.00000000 PA USD 599179.51000000 0.048901789535 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N ACNR HOLDINGS, INC.(MURRAY) N/A 000000000 7669.00000000 NS USD 565588.75000000 0.046160293459 Long EC CORP US N 3 N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 000000000 200000.00000000 PA 251793.14000000 0.020549993671 Long DBT CORP FR Y 2 2031-04-15 Fixed 6.87500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 1837000.00000000 PA USD 1806517.19000000 0.147438158254 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N INEOS Quattro Holdings UK Ltd N/A 000000000 1171188.73000000 PA USD 1093597.48000000 0.089253509026 Long LON CORP US N 2 2029-04-02 Floating 8.67700000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 2195000.00000000 PA USD 2266750.16000000 0.184999883014 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 000000000 1825618.24000000 PA 2160907.30000000 0.176361561481 Long LON CORP DE N 2 2029-07-15 Floating 5.63800000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 2498000.00000000 PA USD 2316057.67000000 0.189024095185 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N WR Grace & Co-Conn 549300WNOVFRGYOAEB12 92943HAB5 1085625.00000000 PA USD 1088567.04000000 0.088842951732 Long LON CORP US N 2 2028-09-22 Floating 7.54600000 N N N N N N MARKET BIDCO FINCO PLC 549300UGYX6EBVHRVG53 000000000 125000.00000000 PA 146906.87000000 0.011989743838 Long DBT CORP GB Y 2 2027-11-04 Fixed 4.75000000 N N N N N N EMPLOYBRIDGE HOLDING COMPANY 549300GS4274Y66CQH05 29216HAC5 405391.19000000 PA USD 316711.87000000 0.025848309149 Long LON CORP US N 2 2030-01-19 Fixed 3.25000000 N N N N N N Endo Inc N/A 29290D117 1090.00000000 NS USD 22875.83000000 0.001867001466 Long EC CORP US N 2 N N N GALAXY BIDCO LTD 2138006O8YW3QCHKDY76 000000000 400000.00000000 PA 560745.28000000 0.045764995645 Long DBT CORP GB Y 2 2029-12-19 Fixed 8.12500000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BA9 400000.00000000 PA USD 370388.00000000 0.030229064446 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N WAGA BONDCO LTD 254900PFB2C9WELUW795 000000000 200000.00000000 PA 269811.45000000 0.022020550639 Long DBT CORP JE Y 2 2030-06-15 Fixed 8.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 47000.00000000 PA 42491.39000000 0.003467917337 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 314000.00000000 PA USD 317807.18000000 0.025937702424 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D4A0 361.65000000 PA USD 361.94000000 0.000029539584 Long ABS-MBS USGSE US N 2 2026-01-15 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 822613.00000000 PA USD 748577.83000000 0.061094872042 Long DBT CORP US N 2 2030-04-01 Fixed 4.50000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 1800000.00000000 PA USD 1865172.60000000 0.152225295443 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N CCRR Parent Inc N/A 12510MAB5 503048.40000000 PA USD 220712.49000000 0.018013359191 Long LON CORP US N 2 2028-03-06 Floating 8.69700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381BDB2 3288.39000000 PA USD 3283.12000000 0.000267950489 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.50000000 N N N N N N Skillsoft Corp 213800IN3X8SP8HFLL39 83066P309 7153.00000000 NS USD 114233.41000000 0.009323112824 Long EC CORP US N 1 N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 1970000.00000000 PA USD 1852574.80000000 0.151197131172 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Whitewater Matterhorn Holdings LLC 2138009J7G187M6C4Q91 000000000 500000.00000000 PA USD 500417.50000000 0.040841368666 Long LON CORP US N 2 2032-06-16 Floating 6.56800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EDD4 5000000.00000000 PA USD 5175716.50000000 0.422413975705 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 2323000.00000000 PA USD 2326449.68000000 0.189872234812 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N IAP Worldwide Services Inc N/A 44920JAM5 216219.16000000 PA USD 173688.85000000 0.014175544132 Long LON CORP US N 3 2023-07-18 None 0.00000000 N N N N N N PROVINCIA DE NEUQUEN 549300X5HUL4FRDNBN35 000000000 151672.05000000 PA USD 153188.77000000 0.012502438525 Long LON CORP AR N 2 2027-05-28 Floating 11.74100000 N N N N N N Magnetite CLO Ltd 5493000081NBXWGGSW23 55954HBE1 1000000.00000000 PA USD 1002044.00000000 0.081781409370 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.40600000 N N N N N N KODIAK BUILDING PARTNERS INC 549300Y1Q6ZUH0EXO182 50011JAF7 548625.00000000 PA USD 529650.80000000 0.043227232435 Long LON CORP US N 2 2031-12-04 Floating 8.03500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 000000000 375000.00000000 PA USD 376875.00000000 0.030758498286 Long LON CORP US N 2 2032-06-02 Floating 6.32400000 N N N N N N FIBERCOP SPA 8156007022402E114A31 000000000 140000.00000000 PA 190301.46000000 0.015531375472 Long DBT CORP IT N 2 2033-01-24 Fixed 7.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 1906000.00000000 PA USD 1858318.74000000 0.151665920475 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 45672JAL4 604687.50000000 PA USD 587744.16000000 0.047968498143 Long LON CORP US N 2 2028-11-08 Floating 6.92700000 N N N N N N Vibrant CLO Ltd 5493008IYL3HLPE46G85 92558MAA2 575000.00000000 PA USD 575293.83000000 0.046952369576 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 11.30100000 N N N N N N AMSPEC PARENT LLC 254900LUGRP5Z7OOV477 03218AAF6 36666.67000000 PA USD 36895.84000000 0.003011238822 Long LON CORP US N 2 2031-12-22 None 0.00000000 N N N N N N Mallinckrodt International Finance SA 549300LMDE3RUP8Z3L60 000000000 1482189.43000000 PA USD 1533806.68000000 0.125181002024 Long LON CORP IE N 2 2028-11-14 Floating 14.00000000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 2193000.00000000 PA USD 2313847.46000000 0.188843709804 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 662000.00000000 PA 609484.54000000 0.049742830325 Long DBT NUSS CI Y 2 2048-03-22 Fixed 6.62500000 N N N N N N Jamaica Government International Bonds 529900Y93KNSXZI8KK56 470160AV4 400000.00000000 PA USD 471676.00000000 0.038495642952 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 2252000.00000000 PA USD 2262224.08000000 0.184630488855 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N AlixPartners LLP 5493005G2MHUFTGARL57 01642PBB1 1903177.26000000 PA USD 1912464.77000000 0.156085026467 Long LON CORP US N 2 2028-02-04 Floating 6.94100000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAG7 275806.45000000 PA USD 276265.67000000 0.022547309153 Long LON CORP US N 2 2031-05-06 Floating 7.04600000 N N N N N N RUBIX GROUP MIDCO 3 LIMITED 213800ENCGCXQFBAPG24 000000000 1000000.00000000 PA 1182968.72000000 0.096547506060 Long LON CORP GB N 2 2028-09-30 Floating 6.13800000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 611000.00000000 PA USD 446760.45000000 0.036462170575 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N Boluda Towage SL N/A 000000000 1000000.00000000 PA 1184912.34000000 0.096706133808 Long LON CORP ES N 2 2030-01-31 Floating 5.53900000 N N N N N N WRANGLER HOLDCO CORP N/A 37441QAA9 690000.00000000 PA USD 718877.20000000 0.058670867327 Long DBT CORP US N 2 2032-04-01 Fixed 6.62500000 N N N N N N OHL OPERACIONES SA 959800P4NZ87GY0BVB62 000000000 278242.60000000 PA 307602.35000000 0.025104839416 Long DBT CORP ES Y 2 2029-12-31 Fixed 9.75000000 N N Y N N N Lippert Colipper 549300E1B98YNJ1WIQ04 53631HAE8 349125.00000000 PA USD 350434.22000000 0.028600544889 Long LON CORP US N 2 2032-03-25 Floating 6.82700000 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAP6 2340834.22000000 PA USD 2341208.75000000 0.191076790246 Long LON CORP US N 2 2032-01-23 Floating 7.57700000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 2198000.00000000 PA USD 2129066.30000000 0.173762871348 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N IVC ACQUISITION LTD 5493000Y4FS5LU4IPV32 000000000 1000000.00000000 PA 1379897.27000000 0.112619748760 Long LON CORP GB N 2 2028-12-12 Floating 9.33200000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 375259.00000000 PA USD 258334.54000000 0.021083867345 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N CARS.COM INC 5493002G6J07LNGX4M98 14575EAA3 1770000.00000000 PA USD 1775904.72000000 0.144939734092 Long DBT CORP US N 2 2028-11-01 Fixed 6.37500000 N N N N N N DRAKE SOFTWARE LLC 25490030X7DBAF7KCR65 23344UAF7 2034550.73000000 PA USD 2029464.35000000 0.165633899120 Long LON CORP US N 2 2031-06-26 Floating 8.54600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -9095.96000000 -0.00074236303 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 271526.09000000 EUR 311361.36000000 USD 2025-07-31 -9095.96000000 N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 1535000.00000000 PA USD 1279462.56000000 0.104422811167 Long DBT CORP US N 2 2031-02-15 Fixed 8.50000000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AB6 665000.00000000 PA USD 593725.30000000 0.048456646427 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 939000.00000000 PA USD 915805.10000000 0.074743056978 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 879000.00000000 PA USD 166103.53000000 0.013556471357 Long DBT NUSS LB Y 2 2023-05-26 None 0.00000000 Y N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 000000000 100000.00000000 PA 124749.61000000 0.010181388166 Long DBT CORP DE Y 2 2031-11-15 Fixed 7.00000000 N N Y N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 389000.00000000 PA 480495.36000000 0.039215431395 Long DBT CORP ES Y 2 2030-05-01 Fixed 7.50000000 N N N N N N Babson CLO Ltd 549300NRFNRCBGSJ3239 06763HAU0 2000000.00000000 PA USD 2009002.00000000 0.163963872832 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 7.51900000 N N N N N N Allegheny Ludlum LLC KCBRRAMO64UL0JAYG446 016900AC6 465000.00000000 PA USD 470255.90000000 0.038379742074 Long DBT CORP US N 2 2025-12-15 Fixed 6.95000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 20630.76000000 0.001683771001 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 701527.78000000 USD 611890.80000000 EUR 2025-07-31 20630.76000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 32000.00000000 PA USD 6044.00000000 0.000493278576 Long DBT NUSS LB Y 2 2024-11-04 None 0.00000000 Y N N N N N OT MIDCO LTD N/A 68877AAA2 1000000.00000000 PA USD 774251.10000000 0.063190185425 Long DBT CORP US N 2 2030-02-15 Fixed 10.00000000 N N N N N N National Mentor Holdings Inc 5493004QULJVJP3CNZ62 63689EAT2 58309.04000000 PA USD 56486.88000000 0.004610153503 Long LON CORP US N 2 2028-03-02 Floating 8.14600000 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 000000000 1034631.72000000 PA USD 1039810.05000000 0.084863670025 Long LON CORP US N 2 2029-10-22 Floating 6.57700000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAM1 3112820.24000000 PA USD 3110874.73000000 0.253892762987 Long LON CORP US N 2 2031-04-14 Floating 6.57700000 N N N N N N ARSENAL AIC PARENT LLC N/A 04287KAG6 736959.13000000 PA USD 737327.61000000 0.060176689959 Long LON CORP US N 2 2030-08-19 Floating 7.07700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AL5Y3 783244.77000000 PA USD 150067.74000000 0.012247716944 Long ABS-MBS USGSE US N 2 2045-01-25 Fixed 3.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 10000.00000000 PA USD 1881.32000000 0.000153543158 Long DBT NUSS LB Y 2 2026-11-27 None 0.00000000 Y N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1316000.00000000 PA USD 1327688.36000000 0.108358740021 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GYJ2 4984038.93000000 PA USD 5058356.43000000 0.412835681810 Long ABS-MBS USGA US N 2 2055-05-20 Floating 4.30000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 1647000.00000000 PA USD 1605692.75000000 0.131047954092 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N SERTA SSB EQUIPMENT COMPANY N/A 948EFX908 246099.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAM6 1103355.40000000 PA USD 1099703.29000000 0.089751832200 Long LON CORP US N 2 2031-01-30 Floating 6.82700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D5A9 2686.78000000 PA USD 2703.48000000 0.000220643409 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 8.00000000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360BAH8 1130311.85000000 PA USD 1131911.24000000 0.092380470807 Long LON CORP US N 2 2030-08-01 Floating 7.07200000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 000000000 100000.00000000 PA 121374.30000000 0.009905913627 Long DBT CORP GB Y 2 2032-02-15 Fixed 5.62500000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 800000.00000000 PA USD 570840.00000000 0.046588872070 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Venezuela Government International Bonds 529900XM8PJTJK5OJI77 000000000 174000.00000000 PA USD 30727.47000000 0.002507809839 Long DBT NUSS VE Y 2 2038-03-31 None 0.00000000 Y N N N N N AMSPEC PARENT LLC 254900LUGRP5Z7OOV477 03218AAC3 123333.33000000 PA USD 124104.16000000 0.010128710030 Long LON CORP US N 2 2031-12-22 Fixed 1.00000000 N N N N N N Carlyle Global Market Strategies N/A 14314TAA6 1250000.00000000 PA USD 1242375.00000000 0.101395925195 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 10.16800000 N N N N N N LES SCHWAB TIRE CENTERS 549300GJM1TKHPYFPF83 50220KAD6 1587757.68000000 PA USD 1588257.82000000 0.129625009444 Long LON CORP US N 2 2031-04-23 Floating 6.83300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CPL0 1037997.77000000 PA USD 1048898.77000000 0.085605442173 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 1272000.00000000 PA USD 1283659.15000000 0.104765314136 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAD8 645026.53000000 PA USD 646529.44000000 0.052766234619 Long LON CORP US N 2 2031-07-01 Floating 6.83300000 N N N N N N LA DORIA SPA 815600857F45E3102897 000000000 200000.00000000 PA 236645.16000000 0.019313697507 Long DBT CORP IT Y 2 2029-11-12 Floating 6.68600000 N N N N N N LUNA 2.5 SARL 894500N8J2QVEYP0UI86 000000000 1000000.00000000 PA 1179635.12000000 0.096275435666 Long LON CORP LU N 2 2032-06-28 None 0.00000000 N N N N N N Carlyle Global Market Strategies N/A 14317GAS2 5400000.00000000 PA USD 5414904.00000000 0.441935165248 Long ABS-CBDO CORP KY N 2 2036-10-25 Floating 9.03200000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 3078000.00000000 PA USD 3072415.89000000 0.250753960561 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N ALTIUM PACKAGING LLC 549300FG8OPBIML5F686 20902CAX8 495000.00000000 PA USD 494175.83000000 0.040331957333 Long LON CORP US N 2 2031-06-11 Floating 6.82700000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46641BAP8 2531591.90000000 PA USD 2395771.24000000 0.195529885450 Long ABS-MBS CORP US N 2 2046-12-15 Variable 5.04600000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 245000.00000000 PA 292620.25000000 0.023882081480 Long DBT CORP NL N 2 2031-10-31 Fixed 6.50000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 535000.00000000 PA USD 551510.10000000 0.045011270223 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 000000000 1194464.18000000 PA 1378992.02000000 0.112545867153 Long LON CORP GB N 2 2031-06-23 Floating 5.42900000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAS8 702000.00000000 PA USD 718056.68000000 0.058603900924 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N ABENGOA ABENEWCO TWO 9598003HU5TEDMWEKB27 000000000 377752.00000000 PA USD 0.00000000 0.000000 Long DBT CORP ES N 3 2024-10-26 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D5J0 2678.00000000 PA USD 2695.76000000 0.000220013344 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 8.00300000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 512861.00000000 PA USD 56671.14000000 0.004625191807 Long DBT CORP VE Y 2 2049-10-28 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359KK48 12966.73000000 PA USD 12955.55000000 0.001057361890 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 7.00000000 N N N N N N ELSAN SAS 969500KPGB0PD8HGDD09 000000000 1500000.00000000 PA 1764107.73000000 0.143976927600 Long LON CORP FR N 2 2031-06-16 Floating 5.47500000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 1150000.00000000 PA USD 1141444.00000000 0.093158483098 Long LON CORP US N 2 2029-01-31 Floating 7.67600000 N N N N N N CPM Holdings Inc 549300FBUISJCXV8IB65 12620BAR1 297829.26000000 PA USD 292128.81000000 0.023841972807 Long LON CORP US N 2 2028-09-28 Floating 8.82400000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92913DAJ3 3000000.00000000 PA USD 2838717.00000000 0.231680721668 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 10.73100000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 1607000.00000000 PA USD 1605473.69000000 0.131030075600 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HX1 90000.00000000 PA USD 75555.00000000 0.006166390283 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817AAB3 1699586.00000000 PA USD 1846175.29000000 0.150674837792 Long DBT CORP US N 2 2028-06-30 Fixed 13.50000000 N N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CGC4 384375.98000000 PA USD 407715.37000000 0.033275522412 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 7.50000000 N N N N N N Artisan Newco B.V. 7245009YIYR683H17R35 000000000 494933.19000000 PA 586531.15000000 0.047869498831 Long LON CORP NL N 2 2032-04-01 Floating 6.32400000 N N N N N N Herschend Entertainment Company, LLC 54930087KQ7RPDXK0716 42778EAG6 400000.00000000 PA USD 403292.00000000 0.032914510887 Long LON CORP US N 2 2032-05-27 Floating 7.57200000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 2126000.00000000 PA USD 2258205.31000000 0.184302498592 Long DBT CORP US N 2 2033-11-15 Fixed 7.20000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 683000.00000000 PA USD 661436.80000000 0.053982892680 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 200000.00000000 PA 229197.50000000 0.018705859796 Long DBT NUSS AL Y 2 2031-11-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WS49 1508041.50000000 PA USD 1516863.77000000 0.123798213385 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 5.00000000 N N N N N N Champs Trust N/A 15878AAA2 8220370.89000000 PA USD 8524088.11000000 0.695689948978 Long ABS-MBS CORP US N 2 2059-07-25 Variable 9.10100000 N N N N N N OCP CLO Ltd 254900KJTZSIMELS6Y52 67118YAY9 1500000.00000000 PA USD 1463602.50000000 0.119451316716 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 8.66900000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 1286000.00000000 PA USD 1265937.24000000 0.103318947732 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186QAE1 4500000.00000000 PA USD 4481725.50000000 0.365774185366 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.26800000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 000000000 454102.00000000 PA 540966.97000000 0.044150797000 Long DBT CORP NL Y 2 2029-02-15 Fixed 10.00000000 N N Y N N N NAB HOLDINGS LLC N/A 66345FAB7 1085982.82000000 PA USD 1074780.91000000 0.087717802396 Long LON CORP US N 2 2028-11-23 Floating 6.79600000 N N N N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 600000.00000000 PA USD 575107.07000000 0.046937127235 Long DBT NUSS AE Y 2 2030-04-16 Fixed 3.12500000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 200000.00000000 PA 236655.00000000 0.019314500595 Long DBT CORP DE Y 2 2075-08-12 Fixed 4.38200000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 000000000 650000.00000000 PA USD 651017.25000000 0.053132505388 Long LON CORP US N 2 2032-07-30 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CNT6 6149.07000000 PA USD 6164.50000000 0.000503113134 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 7.00000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 1854000.00000000 PA USD 1706804.64000000 0.139300159453 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 1991000.00000000 PA USD 1917755.29000000 0.156516810084 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N Zephyr German BidCo GmbH 529900TJ6NYOFABGF758 000000000 1500000.00000000 PA 1764938.18000000 0.144044704436 Long LON CORP DE N 2 2028-03-10 Floating 5.44300000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 493000.00000000 PA USD 80161.80000000 0.006542372372 Long DBT NUSS VE Y 2 2025-04-21 None 0.00000000 Y N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 2273000.00000000 PA USD 2309488.47000000 0.188487952626 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC 549300870CMN3WI5IF97 23340DAU6 1167702.27000000 PA USD 1175485.01000000 0.095936726143 Long LON CORP US N 2 2030-01-31 Floating 7.57700000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 271000.00000000 OU Notional Amount USD -8338.68000000 -0.00068055794 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Ivory Coast Government International Bonds Ivory Coast Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -13852.46000000 USD 271000.00000000 USD 5513.78000000 N N N ESC GCB144A UNIFIN FIN 5493007GRMPGDJG93Z17 904ESCAK6 620000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP MX N 3 2026-02-12 None 0.00000000 Y N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBL3 246057.30000000 PA USD 246229.54000000 0.020095922743 Long LON CORP US N 2 2028-12-21 Floating 6.57700000 N N N N N N Staatsolie Maatschappij Suriname NV N/A 000000000 1300000.00000000 PA USD 1300000.00000000 0.106098965895 Long LON CORP XX N 2 2032-04-25 Fixed 1.93000000 N N N N N N ATOS SE 5493001EZOOA66PTBR68 000000000 286745.00000000 PA 378121.66000000 0.030860243929 Long SN CORP FR Y 2 2029-12-18 Variable 9.00000000 N N N N N N RANGE RED OPERATING INC N/A 000000000 788350.36000000 PA USD 784645.11000000 0.064038488281 Long LON CORP US N 2 2029-10-01 Floating 12.42400000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 100000.00000000 PA USD 101110.00000000 0.008252051108 Long DBT NUSS DO Y 2 2027-01-25 Fixed 5.95000000 N N N N N N Froneri Lux Finco Sarl N/A 000000000 2101233.75000000 PA USD 2082858.46000000 0.169991637471 Long LON CORP US N 2 2031-09-30 Floating 6.23700000 N N N N N N TMF Group Holding B.V. 213800H27OKZZZ2CB779 000000000 1000000.00000000 PA 1182856.81000000 0.096538372571 Long LON CORP NL N 2 2028-05-03 Floating 5.59900000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AJ7 200000.00000000 PA 232401.42000000 0.018967346411 Long DBT CORP US N 2 2026-11-20 Fixed 2.12500000 N N N N N N Groupe Solmax Inc 549300UUEKZ3HF9FNI46 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP CA N 2 2028-05-29 Floating 9.30700000 N N N N N N UMBS, TBA N/A 01F060675 60700000.00000000 PA USD 61688763.55000000 5.034703092323 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 1562000.00000000 PA USD 1449524.44000000 0.118302341633 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 2214000.00000000 PA USD 2328749.41000000 0.190059926331 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAB3 2021288.16000000 PA USD 1968795.31000000 0.160682420346 Long LON CORP US N 2 2027-04-09 Floating 8.04600000 N N N N N N Champs Trust N/A 15878BAA0 9078863.02000000 PA USD 9478511.85000000 0.773584850394 Long ABS-MBS CORP US N 2 2059-11-25 Variable 9.25900000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 000000000 468000.00000000 PA 539721.92000000 0.044049182756 Long DBT CORP XX Y 2 2028-06-01 Fixed 3.62500000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 1536000.00000000 PA USD 1462477.52000000 0.119359501936 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 19000.00000000 PA USD 3583.16000000 0.000292438131 Long DBT NUSS LB Y 2 2049-06-19 None 0.00000000 Y N N N N N WOLSELEY GROUP FINCO PLC 213800Q996QYBUUWRZ96 000000000 180000.00000000 PA 250582.35000000 0.020451175543 Long DBT CORP GB Y 2 2031-01-31 Fixed 9.75000000 N N N N N N BELFOR HOLDINGS INC N/A 07768YAQ5 555597.50000000 PA USD 556986.49000000 0.045458223543 Long LON CORP US N 2 2030-11-01 Floating 7.32700000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 603000.00000000 PA USD 557266.49000000 0.045481075628 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 1028000.00000000 PA USD 1011624.52000000 0.082563319574 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 250000.00000000 PA USD 121983.90000000 0.009955665881 Long DBT NUSS UA Y 2 2036-02-01 Variable 1.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -3789.56000000 -0.00030928338 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 102250.00000000 EUR 116886.73000000 USD 2025-07-31 -3789.56000000 N N N GSAT Trust 2025-BMF N/A 36271XAN3 8900000.00000000 PA USD 8900000.00000000 0.726369843437 Long ABS-MBS CORP US N 2 2030-07-15 Floating 9.62000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 375000.00000000 PA USD 71683.84000000 0.005850447150 Long DBT NUSS LB Y 2 2029-05-25 None 0.00000000 Y N N N N N Scientific Games Holdings LP 549300W5GPFXXB6TQ330 80875CAC1 1000000.00000000 PA 1180053.29000000 0.096309564438 Long LON CORP US N 2 2029-04-04 Floating 6.09900000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAC6 467666.67000000 PA USD 467269.15000000 0.038135979699 Long LON CORP US N 2 2029-04-13 Floating 7.50200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJ6V0 528855.28000000 PA USD 392104.15000000 0.032001419106 Long ABS-MBS USGSE US N 2 2045-05-15 None 0.00000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 100000.00000000 PA 117895.23000000 0.009621970759 Long DBT CORP NL Y 2 2031-02-15 Floating 6.39300000 N N N N N N PROJECT JUBILEE II VUE ENT N/A 000000000 644824.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 000000000 100000.00000000 PA 118754.94000000 0.009692135637 Long DBT CORP CA Y 2 2031-01-15 Floating 5.87200000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 1743000.00000000 PA USD 1622315.03000000 0.132404574645 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 450000.00000000 PA USD 449088.03000000 0.036652135060 Long DBT CORP US N 2 2029-01-15 Fixed 5.62500000 N N N N N N Kazakhstan Government International Bonds 5493007OEK8EF02UO833 000000000 500000.00000000 PA USD 487284.62000000 0.039769534060 Long DBT NUSS KZ Y 2 2035-04-09 Fixed 4.71400000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 690000.00000000 PA USD 679408.78000000 0.055449668444 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N HIGHTOWER HOLDINGS LLC 254900MKOSB7RTMA9K12 43117LAN3 1006445.50000000 PA USD 1005610.15000000 0.082072459237 Long LON CORP US N 2 2032-02-03 Floating 7.26000000 N N N N N N EIG MANAGEMENT COMPANY LLC 5493007EDFEL0IR8BD89 26858HAD2 402320.62000000 PA USD 400309.02000000 0.032671056200 Long LON CORP US N 2 2029-05-17 Floating 9.32200000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 177915.53000000 0.014520502884 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N DexKo Global Inc 549300SMZ4OV1KBH1M19 25213YAZ8 594908.35000000 PA 672990.55000000 0.054925847240 Long LON CORP US N 2 2028-10-04 Floating 5.92900000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 200000.00000000 PA 234422.27000000 0.019132277253 Long DBT CORP SE Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286DC8 600000.00000000 PA USD 588409.25000000 0.048022779190 Long DBT NUSS PH N 2 2035-03-05 Fixed 4.75000000 N N N N N N US Anesthesia Partners Inc 549300J001GMNRO7SQ51 90350HAL3 1466606.32000000 PA USD 1451272.95000000 0.118445045559 Long LON CORP US N 2 2028-10-01 Floating 8.68900000 N N N N N N INNIO Group Holding GmbH 549300KQQI7KQCL6ZI60 000000000 578209.96000000 PA 683752.29000000 0.055804162228 Long LON CORP AT N 2 2028-11-02 Floating 5.50200000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 430000.00000000 PA USD 313143.28000000 0.025557060142 Long DBT NUSS EC Y 2 2035-07-31 Variable 5.50000000 N N N N N N Harvest US CLO Ltd N/A 41756YAJ4 3000000.00000000 PA USD 3006198.00000000 0.245349614674 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 7.50600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQX45 1626401.30000000 PA USD 96257.75000000 0.007856036718 Long ABS-MBS USGSE US N 2 2032-06-15 Floating 1.68200000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 150000.00000000 PA USD 129690.00000000 0.010584596066 Long DBT NUSS DO Y 2 2041-01-21 Fixed 5.30000000 N N N N N N AlixPartners LLP 5493005G2MHUFTGARL57 01642PBC9 957500.00000000 PA 1132117.33000000 0.092397290757 Long LON CORP US N 2 2028-02-04 Floating 4.98000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 000000000 419264.36000000 PA USD 342922.61000000 0.027987487925 Long LON CORP US N 2 2029-05-01 Floating 10.21600000 N N N N N N Rohm Holding GmbH 529900TDB6090VCVJG31 000000000 906266.41000000 PA USD 875679.92000000 0.071468256897 Long LON CORP DE N 2 2029-01-31 Floating 9.73700000 N N N N N N GATWICK AIRPORT FINANCE 213800BDRHDHRGTQ1D63 000000000 400000.00000000 PA 546082.05000000 0.044568262153 Long DBT CORP GB Y 2 2026-04-07 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359UNJ0 32473.88000000 PA USD 33201.91000000 0.002709760243 Long ABS-MBS USGSE US N 2 2028-07-20 Fixed 6.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 4529932.52000000 PA USD 4543091.97000000 0.370782584603 Long LON CORP US N 2 2031-02-28 Floating 6.79600000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 2591450.14000000 PA USD 2587407.48000000 0.211170198444 Long LON CORP US N 2 2030-05-06 Floating 6.82700000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 701000.00000000 PA USD 495174.20000000 0.040413438890 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 000000000 100000.00000000 PA 121981.80000000 0.009955494490 Long DBT CORP NL Y 2 2030-07-15 Fixed 6.62500000 N N N N N N CHOBANI HOLDCO II LLC N/A 169918AA7 2573637.00000000 PA USD 2762467.32000000 0.225457635362 Long DBT CORP US N 2 2029-10-01 Fixed 8.75000000 N N Y N N N ETRAVELI HOLDING AB 213800H8F3GYVAGH3P04 000000000 937337.31000000 PA 1109039.46000000 0.090513799879 Long LON CORP SE N 2 2028-11-02 Floating 5.98000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 300000.00000000 PA 332415.32000000 0.027129939769 Long DBT CORP LU Y 2 2030-06-15 Fixed 7.37500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 712.11000000 0.000058118565 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 44758.14000000 USD 38405.81000000 EUR 2025-09-17 712.11000000 N N N PHILLIPS PET HOLDING CORP N/A 000000000 581.90000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N GATES GLOBAL LLC 984500F43C791F4C7894 36740UAY8 3573000.00000000 PA USD 3576769.52000000 0.291916574860 Long LON CORP US N 2 2031-06-04 Floating 6.07700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHTC5 7817525.20000000 PA USD 8110571.00000000 0.661940919939 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 6.03900000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 000000000 700000.00000000 PA 868339.20000000 0.070869147051 Long DBT CORP US Y 2 2030-12-15 Fixed 6.37500000 N N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 150000.00000000 PA 178114.81000000 0.014536767039 Long DBT CORP IT Y 2 2029-04-15 Floating 6.02900000 N N N N N N Discovery Purchaser Corporation 2549001LSO1ZBIPA5D65 25471NAC0 696753.75000000 PA USD 696534.27000000 0.056847358275 Long LON CORP US N 2 2029-10-04 Floating 8.02200000 N N N N N N AMBER FINCO PLC 9845004C0870D380O790 000000000 1100000.00000000 PA 1298745.36000000 0.105996568967 Long LON CORP GB N 2 2029-06-11 Floating 5.23000000 N N N N N N MEHILAINEN YHTIOT OY 2138006X78HGYRHS5865 000000000 100000.00000000 PA 118449.71000000 0.009667224416 Long DBT CORP FI N 2 2032-06-30 Fixed 5.12500000 N N N N N N Bayou Intermediate II LLC 254900VZ9IQX23DFBM47 07301HAC7 726247.82000000 PA USD 727457.02000000 0.059371105811 Long LON CORP US N 2 2028-08-02 Floating 9.04100000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 1342000.00000000 PA USD 1248079.45000000 0.101861491538 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N Tidal Waste & Recycling Holdings LLC 254900IQT82RE5KFAZ50 88636PAK7 648375.00000000 PA USD 652965.50000000 0.053291511011 Long LON CORP US N 2 2031-10-24 Floating 7.29600000 N N N N N N NORMEC 1 BV 724500QBPCBJWX2FJR30 000000000 1000000.00000000 PA 1181879.11000000 0.096458577987 Long LON CORP NL N 2 2031-04-16 Floating 5.37600000 N N N N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 364318.75000000 PA USD 365608.44000000 0.029838982620 Long LON CORP US N 2 2028-09-22 Floating 6.07100000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 110000.00000000 PA 127209.84000000 0.010382178827 Long DBT CORP US Y 2 2028-10-01 Fixed 3.87500000 N N N N N N ROHM HOLDING GMBH 529900TDB6090VCVJG31 000000000 1001681.07000000 PA 1139494.64000000 0.092999386882 Long LON CORP DE N 2 2029-01-31 Floating 7.59800000 N N Y N N N WATCO COS LLC/FINANCE CO N/A 941130AD8 2255000.00000000 PA USD 2358856.28000000 0.192517086156 Long DBT CORP US N 2 2032-08-01 Fixed 7.12500000 N N N N N N SCUR-Alpha 1503 GmbH 254900GAG6U7Z5TROP43 000000000 904394.42000000 PA USD 856407.25000000 0.069895325854 Long LON CORP DE N 2 2030-03-29 Floating 9.78000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797PG6 164000.00000000 PA USD 163433.24000000 0.013338536736 Long STIV UST US N 2 2025-07-31 None 0.00000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAC1 2264000.00000000 PA USD 2226941.94000000 0.181750951494 Long DBT CORP US N 2 2029-10-15 Fixed 7.75000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 481000.00000000 PA USD 369910.48000000 0.030190091847 Long DBT NUSS EG Y 2 2048-02-21 Fixed 7.90300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJC21 7479090.32000000 PA USD 8220820.13000000 0.670938857388 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 8.08400000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 000000000 385000.00000000 PA 467072.86000000 0.038119959572 Long DBT CORP GB N 2 2032-02-15 Fixed 5.62500000 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 100000.00000000 PA 136665.63000000 0.011153909243 Long DBT CORP JE Y 2 2026-08-28 Fixed 6.50000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 400000.00000000 PA USD 81500.00000000 0.006651589015 Long DBT NUSS VE N 2 2027-09-15 None 0.00000000 Y N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 330000.00000000 PA USD 323046.90000000 0.026365340019 Long DBT NUSS GT Y 2 2032-04-24 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCQQ8 36000000.00000000 PA USD 36586785.60000000 2.986015475074 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N N N N N N Realtruck Group Inc 54930007KT5CX7XNSD31 89778PAH0 666562.50000000 PA USD 609571.41000000 0.049749920184 Long LON CORP US N 2 2028-01-31 Floating 9.44100000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 400000.00000000 PA USD 411988.00000000 0.033624231354 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HDMS6 4246711.24000000 PA USD 4300980.39000000 0.351022747473 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 6.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DUP2 78974.07000000 PA USD 80404.17000000 0.006562153300 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 7.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 1600000.00000000 PA USD 1513024.96000000 0.123484910484 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 100000.00000000 PA 87406.85000000 0.007133674151 Long DBT CORP LU Y 2 2028-01-15 Fixed 3.00000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 1070000.00000000 PA USD 1055477.56000000 0.086142367416 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Planet US Buyer LLC 254900ZE51SEX2EFFH74 72706RAB2 1188000.46000000 PA USD 1194385.96000000 0.097479319412 Long LON CORP US N 2 2031-02-07 Floating 7.33000000 N N N N N N Benefit Street Partners CLO Ltd 2549003NV71H6I4TDQ63 08181FAJ9 3000000.00000000 PA USD 3019569.00000000 0.246440883346 Long ABS-CBDO CORP JE N 2 2036-10-25 Floating 8.53200000 N N N N N N LHMC FINCO 2 SARL 254900VNJ7A4DAOPXL60 000000000 100000.00000000 PA 122767.78000000 0.010019641925 Long DBT CORP LU Y 2 2030-05-15 Fixed 8.62500000 N N N N N N Engineered Machinery Holdings Inc 5493008AR0NPSLW8EW07 26658NAL3 962500.07000000 PA 1138737.86000000 0.092937622593 Long LON CORP US N 2 2028-05-21 Floating 5.73000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320XAM6 1100000.00000000 PA USD 1103828.00000000 0.090088468712 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 9.78100000 N N N N N N NOVELIS CORPORATION 549300ZJQN1PEAT42X90 67000LAB8 947625.00000000 PA USD 949994.06000000 0.077533374902 Long LON CORP US N 2 2032-03-11 Floating 6.29600000 N N N N N N REXEL SA 969500N6AVPA51648T62 000000000 150000.00000000 PA 185238.99000000 0.015118204063 Long DBT CORP FR Y 2 2030-09-15 Fixed 5.25000000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LAY8 5836351.58000000 PA USD 5601757.68000000 0.457185151572 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.61300000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 1207000.00000000 PA USD 906090.36000000 0.073950192464 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N EMPLOYBRIDGE HOLDING COMPANY 549300GS4274Y66CQH05 29216HAE1 2159668.18000000 PA USD 574115.39000000 0.046856191679 Long LON CORP US N 2 2030-01-19 Floating 9.30700000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 2620000.00000000 PA USD 2718133.15000000 0.221839320293 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 400000.00000000 PA USD 380780.00000000 0.031077203256 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.50000000 N N N N N N DYNAMO NEWCO II GMBH 391200FDSPYB8FKV7F97 000000000 500000.00000000 PA 591846.58000000 0.048303315466 Long LON CORP DE N 2 2031-10-01 None 0.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 1171000.00000000 PA USD 1114270.50000000 0.090940729059 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAD8 2048000.00000000 PA USD 2175434.75000000 0.177547213344 Long DBT CORP US N 2 2030-09-01 Fixed 7.75000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 300000.00000000 PA USD 295301.31000000 0.024100895091 Long DBT NUSS UZ Y 2 2029-02-20 Fixed 5.37500000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FENW8 880358.69000000 PA USD 718334.57000000 0.058626580803 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461WAN0 5000000.00000000 PA USD 5019205.00000000 0.409640353936 Long ABS-MBS CORP US N 2 2039-12-15 Floating 9.96200000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 1097000.00000000 PA USD 1047399.47000000 0.085483077420 Long DBT CORP US N 2 2030-04-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PKS3 6066.65000000 PA USD 6476.81000000 0.000528602187 Long ABS-MBS USGSE US N 2 2031-01-17 Fixed 9.00000000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 000000000 829000.00000000 PA 968470.75000000 0.079041342365 Long DBT NUSS ME Y 2 2032-04-01 Fixed 4.87500000 N N N N N N Concentra Health Services Inc 984500GB84105F75DE32 20602RAD2 373127.34000000 PA USD 374992.98000000 0.030604897996 Long LON CORP US N 2 2031-07-26 Floating 6.32700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HD2F6 16289573.76000000 PA USD 16557659.42000000 1.351346570853 Long ABS-MBS USGSE US N 2 2054-06-25 Fixed 6.00000000 N Y N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 2472000.00000000 PA USD 2474926.85000000 0.201990138039 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N IMA Financial Group Inc 549300ACX5KO3W14VI97 44966KAB1 974434.67000000 PA USD 975452.95000000 0.079611191749 Long LON CORP US N 2 2028-11-01 Floating 7.32700000 N N N N N N CALDERYS FINANCING II 254900CB1N9CREDQAK86 12878AAA9 1360000.00000000 PA USD 1413418.08000000 0.115355535896 Long DBT CORP US N 2 2028-06-01 Fixed 11.75000000 N N Y N N N PHOENIX SERVICES INTERNATIONAL 5493009O25GX6RO6AZ98 937BQD909 17026.00000000 NS USD 68104.00000000 0.005558279979 Long EC CORP US N 3 N N N Benefit Street Partners CLO Ltd N/A 08179MAY5 1000000.00000000 PA USD 1003606.00000000 0.081908891358 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 8.75600000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 177000.00000000 PA USD 33298.13000000 0.002717613199 Long DBT NUSS LB Y 2 2024-04-22 None 0.00000000 Y N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAL2 1501000.00000000 PA USD 1438492.85000000 0.117402002948 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 100000.00000000 PA 118900.05000000 0.009703978730 Long DBT CORP FR Y 2 2037-03-24 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X2T0 11384595.48000000 PA USD 11785662.26000000 0.961881983214 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.00000000 N Y N N N N DXP ENTERPRISES INC N/A 23338DAR7 663238.11000000 PA USD 668524.12000000 0.054561321390 Long LON CORP US N 2 2030-10-11 Floating 8.07700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY62 4325523.00000000 PA USD 4478061.70000000 0.365475165835 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -582381.29000000 -0.04753080971 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12596476.83000000 EUR 14312652.32000000 USD 2025-08-29 -582381.29000000 N N N Foundational Education Group Inc 2549005UVCGEKD6KRA02 35051BAE9 532125.00000000 PA USD 486452.71000000 0.039701638067 Long LON CORP US N 2 2028-08-31 Floating 8.29100000 N N N N N N Pakistan Government International Bonds 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 189298.71000000 0.015449536443 Long DBT NUSS PK Y 2 2027-12-05 Fixed 6.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 795000.00000000 PA USD 810481.05000000 0.066147077909 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 650000.00000000 PA USD 738082.52000000 0.060238301628 Long DBT NUSS OM Y 2 2032-10-28 Fixed 7.37500000 N N N N N N MaxLinear Inc 549300EMOI0SM2IY4F64 57776UAH8 285714.27000000 PA USD 265714.27000000 0.021686160977 Long LON CORP US N 2 2028-06-23 Floating 6.68600000 N N N N N N SPRINT MIDCO BV N/A 000000000 81696.52000000 PA 3368.21000000 0.000274895075 Long LON CORP NL N 2 2031-06-30 Floating 9.46800000 N N N N N N ROCKET COS INC N/A 77311WAB7 1890000.00000000 PA USD 1936211.48000000 0.158023104448 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N Lebanon Government International Bonds 529900QPC4K9S1KHL354 000000000 24000.00000000 PA USD 4523.70000000 0.000369199916 Long DBT NUSS LB Y 2 2027-03-23 None 0.00000000 Y N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAB2 216740.12000000 PA USD 217207.19000000 0.017727275572 Long LON CORP US N 2 2031-07-01 Floating 6.82700000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2995093.94000000 OU Notional Amount USD 9164.99000000 0.000747996893 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2028-03-18 0.00000000 USD -4537.78000000 USD 2995093.94000000 USD 13702.77000000 N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 838184.35000000 PA USD 838972.24000000 0.068472374676 Long LON CORP CA N 2 2030-01-31 Floating 6.07700000 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 2052293.48000000 PA USD 2056459.64000000 0.167837108622 Long LON CORP PA N 2 2028-10-18 Floating 6.31200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TU46 2575955.25000000 PA USD 2509597.87000000 0.204819799092 Long ABS-MBS USGA US N 2 2047-08-20 Floating 4.93200000 N N N N N N QUARTZ ACQUIRECO LLC N/A 74773KAE5 736875.00000000 PA USD 740559.38000000 0.060440449540 Long LON CORP US N 2 2030-06-28 Floating 6.54600000 N N N N N N SAZERAC COMPANY INC 9QU0CG1O4LSOB6IFK895 000000000 975000.00000000 PA USD 976218.75000000 0.079673692202 Long LON CORP US N 2 2032-06-25 None 0.00000000 N N N N N N team.blue Finco Sarl 549300DR8PIYMOZ4YU85 000000000 1000000.00000000 PA 1180406.68000000 0.096338406218 Long LON CORP LU N 2 2029-09-30 Floating 5.43000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 820000.00000000 PA USD 553679.18000000 0.045188298796 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DUX4 17518899.30000000 PA USD 2536111.19000000 0.206983672811 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N ARES CLO Ltd 549300VDFIIXSFET0S73 04015HAL1 2000000.00000000 PA USD 2005114.00000000 0.163646555309 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 11.39100000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531WAL6 3500000.00000000 PA USD 3275452.95000000 0.267324746795 Long ABS-MBS CORP US N 2 2048-01-10 Variable 3.05200000 N N N N N N HDI Aerospace Intermediate Holding III Corporation 254900LKRYAGKIYOHW04 40415WAB0 650000.00000000 PA USD 651625.00000000 0.053182106655 Long LON CORP US N 2 2032-02-11 Floating 8.73000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAA3 1539000.00000000 PA USD 1641540.35000000 0.133973641238 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N PRESTIGEBIDCO GMBH 529900CSF1DNOCHMI763 000000000 100000.00000000 PA 118636.57000000 0.009682474918 Long DBT CORP DE Y 2 2029-07-01 Floating 6.02900000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 976000.00000000 PA USD 903435.68000000 0.073733531846 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 512000.00000000 PA USD 494721.33000000 0.040376478091 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N CEVA SANTE ANIMALE 969500FG3VYTO80D0A13 000000000 1500000.00000000 PA 1763021.07000000 0.143888240291 Long LON CORP FR N 2 2030-11-08 Floating 4.98000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325W4S8 3721990.46000000 PA USD 729496.73000000 0.059537575905 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.50000000 N N N N N N AAG US GSI BIDCO INC 25490004WTN5CN5TXD48 00033RAB7 498750.00000000 PA USD 497503.13000000 0.040603513555 Long LON CORP US N 2 2031-10-31 Floating 9.29600000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GAV2 878000.00000000 PA USD 944490.94000000 0.077084240024 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N MEHILAINEN YHTIOT OY 2138006X78HGYRHS5865 000000000 100000.00000000 PA 118317.27000000 0.009656415380 Long DBT CORP FI N 2 2032-06-30 Floating 5.40600000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAZ0 1692000.00000000 PA USD 1628222.43000000 0.132886704669 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 4191981.12000000 PA USD 4212542.79000000 0.343804949083 Long LON CORP US N 2 2031-02-10 Floating 7.31100000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1623000.00000000 PA USD 1769074.87000000 0.144382318691 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 430000.00000000 PA 433736.46000000 0.035399222982 Long DBT NUSS BJ Y 2 2035-01-22 Fixed 4.95000000 N N N N N N ALEXANDRITE MONNET UK 254900UEO4639PJFQ079 000000000 700000.00000000 PA 909971.76000000 0.074266971330 Long DBT GB Y 2 2029-05-15 Fixed 10.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFEL4 946509.66000000 PA USD 897909.94000000 0.073282550847 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 5.00000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAG6 2413203.10000000 PA USD 2417522.73000000 0.197305124370 Long LON CORP US N 2 2028-08-31 Floating 7.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TSC4 41124.74000000 PA USD 41889.45000000 0.003418790251 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Rackspace Finance, LLC 549300QTYCKLMFSE8I97 75008UAD9 2310757.29000000 PA USD 1068089.79000000 0.087171709386 Long LON CORP US N 2 2028-05-15 Floating 7.17900000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAB1 905000.00000000 PA USD 920592.25000000 0.075133758258 Long DBT CORP US N 2 2032-07-31 Fixed 6.12500000 N N N N N N SOMNIGROUP INTL INC 549300HFEKVR3US71V91 88023UAH4 968000.00000000 PA USD 926497.93000000 0.075615747905 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -10196.80000000 -0.00083220764 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 549937.88000000 EUR 640897.77000000 USD 2025-09-17 -10196.80000000 N N N McAfee LLC 2549009UKR8UEZYVCR93 000000000 972674.99000000 PA 1133984.69000000 0.092549694577 Long LON CORP US N 2 2029-03-01 Floating 5.68600000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAB1 506000.00000000 PA USD 431744.50000000 0.035236649985 Long DBT CORP GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 400000.00000000 PA USD 348500.00000000 0.028442684318 Long DBT NUSS EC Y 2 2030-07-31 Fixed 6.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D5C5 1242.37000000 PA USD 1252.20000000 0.000102197788 Long ABS-MBS USGSE US N 2 2028-09-20 Fixed 8.27200000 N N N N N N Murphy Oil USA Inc N32S6DTR2ZZ5222WHV58 626738AD0 560000.00000000 PA USD 560655.20000000 0.045757643802 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N PACHELBEL BIDCO SPA 8156005DA07CDD50CC46 000000000 120000.00000000 PA 152702.34000000 0.012462738741 Long DBT CORP IT N 2 2031-05-17 Fixed 7.12500000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 1987000.00000000 PA USD 1902681.06000000 0.155286532995 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMG1 2728200.80000000 PA USD 2781204.97000000 0.226986900969 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1365000.00000000 PA USD 971375.10000000 0.079278379697 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N EPHIOS SUBCO SARL 213800E4EG6VFUFVEH64 000000000 160000.00000000 PA 203569.47000000 0.016614238657 Long DBT CORP LU Y 2 2031-01-31 Fixed 7.87500000 N N N N N N Valeo F1 Company Limited (Ireland) 259400O9OX5WFOBC8C47 000000000 500000.00000000 PA 589620.25000000 0.048121614458 Long LON CORP IE N 2 2028-09-29 Floating 6.12900000 N N N N N N RANGE RED ACQ LLC (ROBERTSHAW N/A 000000000 516.00000000 NS USD 1152759.48000000 0.094081991349 Long EC CORP US N 3 N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 165000.00000000 PA 204119.40000000 0.016659120968 Long DBT CORP LU Y 2 2029-10-15 Fixed 6.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PLC7 3545.54000000 PA USD 3601.31000000 0.000293919436 Long ABS-MBS USGSE US N 2 2028-06-17 Fixed 6.50000000 N N N N N N ALPHA HOLDING SA 549300R872G37EN6NT94 02074AAA2 188331.00000000 PA USD 2354.14000000 0.000192132168 Long DBT CORP MX N 2 2022-12-19 None 0.00000000 Y N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 3621000.00000000 PA USD 2608085.00000000 0.212857785744 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 2806000.00000000 PA USD 2633444.70000000 0.214927507240 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 479000.00000000 PA USD 494179.03000000 0.040332218500 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N JOHN BEAN TECHNOLOGIES CORP 5493007CT6ATBZ2L6826 000000000 723187.50000000 PA USD 726532.24000000 0.059295630272 Long LON CORP US N 2 2032-01-02 Floating 6.42700000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 825000.00000000 PA USD 851133.92000000 0.069464945192 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 000000000 550000.00000000 PA 690049.38000000 0.056318096642 Long DBT CORP GB Y 2 2029-07-15 Fixed 6.75000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 2297000.00000000 PA USD 2230355.53000000 0.182029550240 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N LERNEN BIDCO LIMITED N/A 000000000 547253.44000000 PA USD 551584.95000000 0.045017379075 Long LON CORP US N 2 2031-10-27 Floating 8.29000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMN6 1823398.28000000 PA USD 1876452.33000000 0.153145885973 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N EMPLOYBRIDGE HOLDING COMPANY 549300GS4274Y66CQH05 29216HAD3 965704.55000000 PA USD 754456.68000000 0.061574671969 Long LON CORP US N 2 2030-01-19 Floating 9.79600000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -314538.20000000 -0.02567090596 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 11750018.91000000 EUR 13579579.10000000 USD 2025-08-29 -314538.20000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -68.00000000 NC USD -95116.57000000 -0.00776289978 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 -7316883.43000000 USD -95116.57000000 N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 220000.00000000 PA 286359.80000000 0.023371137426 Long DBT CORP GB Y 2 2028-11-30 Fixed 11.00000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAC4 733000.00000000 PA USD 707215.77000000 0.057719124509 Long DBT CORP US N 2 2029-04-15 Fixed 4.12500000 N N N N N N Credit Suisse Mortgage Trust N/A 12594PBB6 2770000.00000000 PA USD 2499841.62000000 0.204023546757 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.55700000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 2888000.00000000 PA USD 2694215.20000000 0.219887266630 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAB8 1207000.00000000 PA USD 1177336.77000000 0.096087856775 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 000000000 300000.00000000 PA USD 311283.75000000 0.025405295365 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HDSQ4 3185033.45000000 PA USD 3243689.03000000 0.264732347514 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 6.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382J3U8 10306928.19000000 PA USD 1326417.14000000 0.108254989923 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAA3 704000.00000000 PA USD 710587.32000000 0.057994292177 Long DBT CORP US N 2 2031-01-31 Fixed 5.87500000 N N N N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 337000.00000000 PA USD 328908.93000000 0.026843767189 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N VIRGIN MEDIA O2 V DAC 635400ASSEVCXAPVGC36 000000000 120000.00000000 PA 168799.18000000 0.013776475724 Long DBT CORP IE N 2 2032-03-15 Fixed 7.87500000 N N N N N N INEOS Enterprises Holdings II Limited 213800M8Z1KMM5H1JM42 000000000 150000.00000000 PA 176986.79000000 0.014444704150 Long LON CORP GB N 2 2030-07-07 Floating 6.01100000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBE1 1081000.00000000 PA USD 1028140.51000000 0.083911265312 Long DBT CORP US N 2 2031-11-15 Fixed 4.87500000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 400000.00000000 PA USD 348791.44000000 0.028466470074 Long DBT CORP MY Y 2 2032-01-28 Fixed 2.48000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 1582000.00000000 PA USD 1464931.21000000 0.119559758837 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N TMF GROUP HOLDING BV 213800H27OKZZZ2CB779 000000000 369407.73000000 PA USD 371142.10000000 0.030290610007 Long LON CORP NL N 2 2028-05-03 Floating 7.03500000 N N N N N N FILTRATION GROUP CORPORATION 549300ZA0D9WN5ECE978 31732FAW6 1183802.58000000 PA 1397947.17000000 0.114092883933 Long LON CORP US N 2 2028-10-21 Floating 5.42900000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBC2 1086000.00000000 PA USD 1069551.21000000 0.087290982579 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 1732000.00000000 PA USD 1778580.17000000 0.145158089845 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 1214000.00000000 PA USD 1259290.70000000 0.102776493101 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HS2 545600.00000000 PA USD 436480.00000000 0.035623135872 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 63001PAF8 554666.65000000 PA USD 559450.65000000 0.045659334949 Long LON CORP US N 2 2029-04-16 Floating 8.03000000 N N N N N N EIRCOM FINCO SARL 6354009LHESIJBCL1Y98 000000000 1785614.05000000 PA 2102050.62000000 0.171557997724 Long LON CORP LU N 2 2029-05-15 Floating 4.71200000 N N N N N N Octagon 68 Ltd N/A 675950AA7 2000000.00000000 PA USD 2026996.00000000 0.165432445749 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 11.50900000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAF9 600000.00000000 PA USD 527764.00000000 0.043073242028 Long DBT NUSS IN Y 2 2031-01-13 Fixed 2.25000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AH6 995000.00000000 PA USD 998434.74000000 0.081486841098 Long DBT CORP US N 2 2032-11-01 Fixed 6.37500000 N N N N N N PHOENIX SERVICES INTERNATIONAL 5493009O25GX6RO6AZ98 937BQC901 1554.00000000 NS USD 6216.00000000 0.000507316286 Long EC CORP US N 3 N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 1234000.00000000 PA USD 1108679.65000000 0.090484434134 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAQ7 1848000.00000000 PA USD 1903591.54000000 0.155360841447 Long DBT CORP US N 2 2029-03-15 Fixed 6.37500000 N N N N N N Bluemountain CLO Ltd N/A 09629UAA3 1000000.00000000 PA USD 909317.00000000 0.074213533362 Long ABS-CBDO CORP KY N 2 2030-07-30 Floating 10.49100000 N N N N N N DEL MONTE FOODS INC N/A 24521WAC3 438749.97000000 PA USD 246796.86000000 0.020142224332 Long LON CORP US N 2 2028-08-02 Floating 8.72400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HL6W7 3898585.44000000 PA USD 3986091.14000000 0.325323190706 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 8.35500000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 1840000.00000000 PA USD 1914680.08000000 0.156265828083 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N Elmwood CLO 32 Ltd N/A 29003TAJ1 3000000.00000000 PA USD 3009537.00000000 0.245622125787 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 7.12200000 N N N N N N COHESITY GLOBAL INC N/A 000000000 6910.00000000 NS USD 158930.00000000 0.012971006653 Long EP CORP US N 2 N N N TUI AG 529900SL2WSPV293B552 000000000 600000.00000000 PA 735041.20000000 0.059990085546 Long DBT CORP DE Y 2 2029-03-15 Fixed 5.87500000 N N N N N N NEWLY WEDS FOODS INC 549300W1NZ5SVUKC3665 75701MAE5 1200000.00000000 PA USD 1200000.00000000 0.097937506980 Long LON CORP US N 2 2032-03-15 Floating 6.56200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F6XF8 967765.42000000 PA USD 997435.90000000 0.081405321182 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N ALMAVIVA THE ITALIAN INN 815600A862DA4DD9E211 000000000 320000.00000000 PA 378026.04000000 0.030852439942 Long DBT CORP IT Y 2 2030-10-30 Fixed 5.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 825000.00000000 PA USD 893439.53000000 0.072917700171 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 1317000.00000000 PA USD 1386138.55000000 0.113129128263 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N Rain Carbon GmbH 529900OO18PWCCZRYG63 000000000 900608.89000000 PA 1051855.40000000 0.085846746316 Long LON CORP DE N 2 2028-10-31 Floating 7.02300000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAL1 291787.37000000 PA USD 292092.29000000 0.023838992242 Long LON CORP US N 2 2027-12-15 Floating 6.82700000 N N N N N N CELSIUS HOLDINGS INC N/A 15118XAB0 550000.00000000 PA USD 553918.75000000 0.045207851203 Long LON CORP US N 2 2032-04-01 Floating 7.49200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -235108.94000000 -0.01918831954 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5061084.00000000 EUR 5749502.26000000 USD 2025-08-29 -235108.94000000 N N N Bright Bidco BV 549300IL6Q1JWU688H15 000000000 353753.42000000 PA USD 138738.55000000 0.011323089757 Long LON CORP NL N 2 2027-10-31 None 0.00000000 N N N N N N SYNECHRON INC 549300MUU3E8J6UT8E60 87168HAE7 872812.50000000 PA USD 850992.19000000 0.069453377956 Long LON CORP US N 2 2031-10-03 Floating 8.03000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 524000.00000000 PA USD 529866.70000000 0.043244853024 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBA5 4227951.76000000 PA USD 4234166.85000000 0.345569787856 Long LON CORP US N 2 2032-01-30 Floating 6.57700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLC63 7010.83000000 PA USD 7135.22000000 0.000582338048 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KD57 7235.57000000 PA USD 7343.35000000 0.000599324493 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380FYW0 2028375.90000000 PA USD 266427.78000000 0.021744393802 Long ABS-MBS USGA US N 2 2047-07-20 Floating 1.76800000 N N N N N N KOHLER ENERGY CO LLC 254900T31FAYMRQSAA12 25472PAB6 2083783.10000000 PA USD 2089325.96000000 0.170519479826 Long LON CORP US N 2 2031-05-01 Floating 8.04600000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98310CAF9 761495.62000000 PA USD 765436.36000000 0.062470774042 Long LON CORP US N 2 2030-05-24 Floating 6.07700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAU79 2228186.79000000 PA USD 2349960.54000000 0.191791063991 Long ABS-MBS USGSE US N 2 2053-11-25 Fixed 6.50000000 N Y N N N N SPRINT HOLDCO BV N/A 000000000 84745.77000000 PA 43674.02000000 0.003564437198 Long LON CORP NL N 2 2030-05-31 Floating 9.46800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ELZ6 2769185.96000000 PA USD 3109498.98000000 0.253780481715 Long ABS-MBS USGA US N 2 2053-09-20 Floating 8.69400000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DZ5 600000.00000000 PA USD 476072.64000000 0.038854472919 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N PHOENIX AVIATION CAPITAL 8945008YQAKXZQ3VYJ15 71910DAA9 1212000.00000000 PA USD 1256247.03000000 0.102528085224 Long DBT CORP IE N 2 2030-07-15 Fixed 9.25000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 1101000.00000000 PA USD 1068946.92000000 0.087241663699 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N PUBLIC POWER CORP 213800T9Y5XCOVRZ4Y57 000000000 300000.00000000 PA 362201.10000000 0.029560893966 Long DBT CORP GR Y 2 2031-10-31 Fixed 4.62500000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAB1 1194000.00000000 PA USD 1221966.32000000 0.099730279162 Long DBT CORP KY N 2 2031-01-15 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K4DG7 1985263.84000000 PA USD 1998001.79000000 0.163066095212 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.50000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 1487000.00000000 PA USD 1464875.22000000 0.119555189236 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 2300015.00000000 PA USD 2594587.12000000 0.211756161813 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAG0 230000.00000000 PA USD 238399.04000000 0.019456839703 Long DBT NUSS IN N 2 2033-01-18 Fixed 5.50000000 N N N N N N Sixth Street CLO LTD. N/A 83011PAQ0 2000000.00000000 PA USD 2006656.00000000 0.163772405005 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 7.26900000 N N N N N N SeaWorld Parks & Entertainment Inc 549300UZV72O3371JJ53 78488CAL4 866603.24000000 PA USD 867144.87000000 0.070771672298 Long LON CORP US N 2 2031-12-04 Floating 6.32700000 N N N N N N City Brewing Company LLC N/A 10756PAE9 1058958.74000000 PA USD 4632.94000000 0.000378115494 Long LON CORP US N 2 2028-04-05 None 0.00000000 Y N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 28000.00000000 PA USD 26921.83000000 0.002197214094 Long DBT NUSS RO Y 2 2034-05-25 Fixed 6.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAP9 2000000.00000000 PA USD 1943705.20000000 0.158634701327 Long DBT CORP CA N 2 2029-08-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F5VL9 2137724.88000000 PA USD 2199256.62000000 0.179491425477 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 825000.00000000 PA USD 877750.37000000 0.071637235824 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LCP3 3510545.53000000 PA USD 3870259.02000000 0.315869599822 Long ABS-MBS USGA US N 2 2052-11-20 Floating 6.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797QA8 2262000.00000000 PA USD 2258351.58000000 0.184314436358 Long STIV UST US N 2 2025-07-15 None 0.00000000 N N N N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAH1 1170924.67000000 PA USD 1174244.24000000 0.095835461209 Long LON CORP US N 2 2031-10-23 Floating 7.82700000 N N N N N N Foundever Group 549300BCU0GW2NDZ8U96 82981MAD4 500000.00000000 PA 333171.56000000 0.027191659985 Long LON CORP LU N 2 2028-08-28 Floating 5.68000000 N N N N N N ALLIED UNIVERSAL HOLDCO N/A 049362AA4 1316000.00000000 PA USD 1276998.63000000 0.104221718532 Long DBT CORP XX N 2 2028-06-01 Fixed 4.62500000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 000000000 200000.00000000 PA 246851.18000000 0.020146657636 Long DBT CORP DE Y 2 2028-05-15 Fixed 8.75000000 N N Y N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 29000.00000000 PA USD 5445.66000000 0.000444445303 Long DBT NUSS LB Y 2 2028-11-03 None 0.00000000 Y N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 2429000.00000000 PA USD 2344565.29000000 0.191350732879 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N Garrett LX I SARL 549300LKYJ4RR1ELO069 36649XAG3 627302.81000000 PA USD 631223.45000000 0.051517042533 Long LON CORP LU N 2 2032-01-30 Floating 6.53000000 N N N N N N MRP BUYER LLC 254900P4JAIDEHZ3O147 55351DAC4 242741.94000000 PA USD 239405.45000000 0.019538977442 Long LON CORP US N 2 2032-06-04 None 0.00000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 418000.00000000 PA USD 400782.62000000 0.032709708869 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12454.89000000 -0.00101650073 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 671722.24000000 EUR 782825.30000000 USD 2025-09-17 -12454.89000000 N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 88018.00000000 PA USD 40491.32000000 0.003304682445 Long DBT NUSS GH Y 2 2037-01-03 Fixed 1.50000000 N N N N N N ASTRA ACQUISITION CORP N/A 04629UAS5 1269135.54000000 PA USD 34901.23000000 0.002848449547 Long LON CORP US N 2 2029-10-25 None 0.00000000 Y N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 1227000.00000000 PA USD 1267679.96000000 0.103461179109 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 1405000.00000000 PA USD 1469815.46000000 0.119958384894 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 57000.00000000 PA 57775.05000000 0.004715286968 Long DBT NUSS RO Y 2 2030-07-13 Fixed 1.75000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 156000.00000000 PA USD 151841.10000000 0.012392448992 Long DBT CORP US N 2 2027-10-01 Fixed 4.62500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 1260000.00000000 PA USD 1187659.53000000 0.096930344591 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 190000.00000000 PA USD 35732.35000000 0.002916281064 Long DBT NUSS LB Y 2 2023-01-27 None 0.00000000 Y N N N N N MRP BUYER LLC 254900P4JAIDEHZ3O147 55351DAB6 1907258.06000000 PA USD 1881042.80000000 0.153520535296 Long LON CORP US N 2 2032-06-04 Floating 7.56800000 N N N N N N VIET NAM DEBT AND ASSET N/A 000000000 2600000.00000000 PA USD 2548792.45000000 0.208018648636 Long DBT NUSS VN Y 2 2025-10-10 Fixed 1.00000000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAH9 1492509.37000000 PA 1761768.02000000 0.143785973130 Long LON CORP US N 2 2031-01-31 Floating 4.48000000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 100000.00000000 PA 118152.34000000 0.009642954686 Long DBT CORP IT Y 2 2031-07-31 Floating 5.77900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TM7F7 83601.57000000 PA USD 86210.89000000 0.007036066367 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BCJT5 839747.34000000 PA USD 875952.33000000 0.071490489528 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N Orion Engineered Carbons GmbH N/A 000000000 360937.50000000 PA USD 339281.25000000 0.027690299825 Long LON CORP US N 2 2028-09-24 Floating 6.54600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY39 5716398.15000000 PA USD 6123779.26000000 0.499789728352 Long ABS-MBS USGA US N 2 2053-07-20 Floating 6.51500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AW6P7 1217250.80000000 PA USD 1081029.36000000 0.088227767075 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 2.75000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DU3 800000.00000000 PA USD 675880.00000000 0.055161668514 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJAH1 360929.60000000 PA USD 369055.15000000 0.030120284441 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 6.20900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060671 5300000.00000000 PA USD 5375040.85000000 0.438681750638 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N Kestra Advisor Services Holdings A, Inc. 254900WH55RU999OY504 000000000 645133.12000000 PA USD 645604.07000000 0.052690710926 Long LON CORP US N 2 2031-03-22 Floating 7.32700000 N N N N N N Emrld Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 707148.18000000 PA USD 707441.65000000 0.057737559612 Long LON CORP US N 2 2030-05-31 Floating 6.83300000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1576000.00000000 PA USD 1441552.39000000 0.117651706048 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N HORIZON US FINCO LP N/A 44057XAB3 1044827.05000000 PA USD 1028282.21000000 0.083922830099 Long LON CORP US N 2 2031-10-31 Floating 9.03000000 N N N N N N CITRIN COOPERMAN ADVISORS LLC N/A 17737EAD5 81818.18000000 PA USD 81886.09000000 0.006683099592 Long LON CORP US N 2 2032-04-01 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFSJ7 2046566.85000000 PA USD 1156767.06000000 0.094409068344 Long ABS-MBS USGSE US N 2 2051-03-25 Floating 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 312073.00000000 OU Notional Amount USD -9602.50000000 -0.00078370409 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Ivory Coast Government International Bonds Ivory Coast Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -15970.94000000 USD 312073.00000000 USD 6368.44000000 N N N CPI HOLDCO B LLC N/A 1261MAAB6 1215812.50000000 PA USD 1213684.83000000 0.099054388758 Long LON CORP US N 2 2031-05-19 Floating 6.32700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384B3M1 10000000.00000000 PA USD 10351760.00000000 0.844854639382 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 2040000.00000000 PA USD 2060749.25000000 0.168187203380 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N SPX FLOW INC 5493003YXEKRBINIEM78 78470DAV0 941625.00000000 PA USD 946031.81000000 0.077209997496 Long LON CORP US N 2 2029-04-05 Floating 7.32700000 N N N N N N American Money Management Corporation 549300D0GYBG49KJD582 00175NAE8 500000.00000000 PA USD 501775.00000000 0.040952160470 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 11.42800000 N N N N N N Fleet Midco I Limited N/A 33902UAD5 657800.04000000 PA USD 660266.79000000 0.053887402795 Long LON CORP US N 2 2031-02-21 Floating 7.05500000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 000000000 205000.00000000 PA 250403.78000000 0.020436601626 Long DBT CORP US Y 2 2033-05-15 Fixed 5.50000000 N N N N N N ELLUCIAN HOLDINGS INC 549300RP8NIJ7FY7OS79 289178AA3 1363000.00000000 PA USD 1397339.42000000 0.114043282666 Long DBT CORP US N 2 2029-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUJD2 80631.90000000 PA USD 9257.19000000 0.000755521758 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 1.73200000 N N N N N N Palmer Square CLO Ltd N/A 696926AJ3 3500000.00000000 PA USD 3550480.50000000 0.289771007293 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 8.96900000 N N N N N N Engineered Machinery Holdings Inc 5493008AR0NPSLW8EW07 26658NAP4 2578628.51000000 PA USD 2597284.89000000 0.211976339203 Long LON CORP US N 2 2028-05-19 Floating 8.05700000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 1085000.00000000 PA USD 1065944.58000000 0.086996628953 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12594PAG6 3000000.00000000 PA USD 2398665.60000000 0.195766107452 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.55700000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAC8 1512875.00000000 PA USD 1513442.33000000 0.123518973965 Long LON CORP US N 2 2031-11-19 Floating 7.57700000 N N N N N N TOUCAN FINCO LTD/CAN/US N/A 000000000 430000.00000000 PA 507785.08000000 0.041442670680 Long DBT CORP XX N 2 2030-05-15 Fixed 8.25000000 N N N N N N Bluemountain CLO Ltd N/A 09630HAE1 2500000.00000000 PA USD 2501585.00000000 0.204165831999 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.66100000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 1511000.00000000 PA USD 1372630.18000000 0.112026648196 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N MILLER HOMES GROUP FIN 98450057058CDE2E9650 000000000 200000.00000000 PA 276945.48000000 0.022602791567 Long DBT CORP GB Y 2 2029-05-15 Fixed 7.00000000 N N N N N N FIBER MIDCO SPA 8156000AFE5C06C4D309 000000000 300000.00000000 PA 323114.88000000 0.026370888179 Long DBT CORP IT Y 2 2029-06-15 Fixed 10.75000000 N N Y N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 230000.00000000 PA USD 233542.00000000 0.019060434379 Long DBT NUSS SV Y 2 2032-04-10 Fixed 8.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2893.34000000 0.000236138755 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 164793.73000000 USD 142082.62000000 EUR 2025-07-31 2893.34000000 N N N Boxer Parent Company Inc 5493006T045HLTF7YX04 05988HAQ0 2959221.48000000 PA USD 2944233.03000000 0.240292369106 Long LON CORP US N 2 2031-07-30 Floating 7.33300000 N N N N N N Foundever Worldwide Corporation 5493007DS8CM3ZGION43 82981MAC6 1828750.00000000 PA USD 1012194.84000000 0.082609866006 Long LON CORP US N 2 2028-08-28 Floating 8.19100000 N N N N N N HUDBAY MINERALS INC 894500LX3TMESP27BE29 443628AH5 489000.00000000 PA USD 496981.46000000 0.040560937673 Long DBT CORP CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N Veritas US Inc 549300RFUWCPWS8FQ104 000000000 780219.55000000 PA USD 785681.09000000 0.064123039363 Long LON CORP US N 2 2029-12-09 Floating 16.79600000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 559000.00000000 PA USD 532791.68000000 0.043483574065 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 200000.00000000 PA 173994.68000000 0.014200504322 Long DBT CORP LU Y 2 2029-08-15 Fixed 4.25000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638EC2 200000.00000000 PA USD 193376.00000000 0.015782302791 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.87500000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 2120377.91000000 PA USD 2089547.62000000 0.170537570516 Long LON CORP US N 2 2028-03-13 Floating 7.19100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTYC1 9911457.20000000 PA USD 10665622.46000000 0.870470395105 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 6.14900000 N N N N N N Palmer Square CLO Ltd 549300Y43K78UTRMTN21 69700WAG2 2000000.00000000 PA USD 1995302.00000000 0.162845752960 Long ABS-CBDO CORP KY N 2 2034-11-14 Floating 11.06900000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BH2 1337000.00000000 PA USD 1351822.52000000 0.110328439573 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 200000.00000000 PA USD 200170.40000000 0.016336824956 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N City Brewing Company LLC N/A 10756PAD1 545592.79000000 PA USD 150038.02000000 0.012245291359 Long LON CORP US N 2 2028-04-05 Floating 8.01800000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 122764.26000000 0.010019354642 Long DBT CORP LU Y 2 2028-07-31 Fixed 7.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 1814000.00000000 PA USD 1730564.34000000 0.141239297607 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 000000000 500000.00000000 PA 593444.17000000 0.048433702118 Long DBT CORP DE Y 2 2082-03-25 Fixed 5.37500000 N N N N N N CeramTec AcquiCo GmbH 9845001D9F4A861EIB39 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP DE N 2 2029-03-16 Floating 5.76100000 N N N N N N Aruba Investments Holdings LLC 254900GMIYFF4FZ0A357 04317JAC2 957500.00000000 PA 1088975.62000000 0.088876297820 Long LON CORP US N 2 2027-11-24 Floating 5.92900000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 137000.00000000 OU Notional Amount USD -21873.13000000 -0.00178516651 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Egypt Government International Bonds Egypt Government International Bonds Y sell protection 2030-06-20 0.00000000 USD -34140.30000000 USD 137000.00000000 USD 12267.17000000 N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 2950000.00000000 PA USD 3155010.25000000 0.257494865318 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N APLEONA HOLDING GMBH 254900O4RJ7PDAMUHY66 000000000 75000.00000000 PA 88877.71000000 0.007253717786 Long LON CORP DE N 2 2032-04-10 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 145647.01000000 0.011886920882 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6797287.55000000 USD 5871521.78000000 EUR 2025-08-29 145647.01000000 N N N KEN GARFF AUTOMOTIVE LLC N/A 48850PAA2 957000.00000000 PA USD 945686.54000000 0.077181818427 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N LOIRE FINCO LUXEMBOURG SARL N/A 000000000 1000000.00000000 PA 1184022.98000000 0.096633549057 Long LON CORP LU N 2 2030-01-21 Floating 5.92900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B66T3 502881.90000000 PA USD 428464.23000000 0.034968932097 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.19500000 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 000000000 300000.00000000 PA 394777.34000000 0.032219590409 Long DBT CORP IT Y 2 2031-04-16 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D3J2 696.65000000 PA USD 698.10000000 0.000056975144 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.50000000 N N N N N N FIBER MIDCO SPA 8156000AFE5C06C4D309 000000000 155000.00000000 PA 166942.69000000 0.013624959055 Long DBT CORP IT N 2 2029-06-15 Fixed 10.75000000 N N Y N N N Spring Education Group Inc N/A 84840EAC1 1339699.50000000 PA USD 1346920.48000000 0.109928361593 Long LON CORP US N 2 2030-10-04 Floating 8.29600000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 1054847.48000000 PA USD 958444.97000000 0.078223092449 Long LON CORP FR N 2 2028-08-15 Floating 9.75600000 N N N N N N Zambia Government International Bonds 213800DMLAZ6LGMMD849 000000000 100402.52000000 PA USD 92433.88000000 0.007543953139 Long DBT NUSS ZM Y 2 2033-06-30 Variable 5.75000000 N N N N N N TEREX CORPORATION YAWJZJYEQ7M1SYMOS462 88078FBM9 2369062.50000000 PA USD 2385598.56000000 0.194699646351 Long LON CORP US N 2 2031-10-08 Floating 6.32700000 N N N N N N Dryden Senior Loan Fund 549300GTVIVSKVBYOB52 26245AAC1 1000000.00000000 PA USD 1013575.00000000 0.082722507198 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 10.75600000 N N N N N N ALSTOM SA 96950032TUYMW11FB530 000000000 200000.00000000 PA 248402.70000000 0.020273284304 Long DBT CORP FR Y 2 2029-05-29 Fixed 5.86800000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -9966.93000000 -0.00081344689 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 286911.67000000 EUR 328648.57000000 USD 2025-07-31 -9966.93000000 N N N P&L DEV LLC/PLD FIN CORP N/A 69306RAB2 908973.00000000 PA USD 922734.85000000 0.075308625677 Long DBT CORP US N 2 2029-05-15 Fixed 12.00000000 N N Y N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -36465.01000000 -0.00297607680 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1069377.20000000 EUR 1225622.73000000 USD 2025-07-31 -36465.01000000 N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAF1 237000.00000000 PA USD 238007.25000000 0.019424863923 Long DBT NUSS AR N 2 2032-07-02 Fixed 9.75000000 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAK8 1574139.73000000 PA USD 1581113.17000000 0.129041901769 Long LON CORP US N 2 2031-02-21 Floating 6.82700000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAC2 574000.00000000 PA USD 580351.88000000 0.047365180248 Long DBT CORP US N 2 2029-02-15 Fixed 8.12500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -13.00000000 NC 8345.50000000 0.000681114553 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU5 Comdty 2025-09-08 -1699034.76000000 EUR 8345.50000000 N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DT2 1200000.00000000 PA USD 1012500.00000000 0.082634771514 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -8809.90000000 -0.00071901636 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 255727.00000000 EUR 293001.20000000 USD 2025-07-31 -8809.90000000 N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88025BAP6 1585526.25000000 PA USD 1590813.98000000 0.129833629392 Long LON CORP US N 2 2031-10-24 Floating 6.54600000 N N N N N N Project Ruby Ultimate Parent Corp. 549300UGGIEE7YT1C741 74339UAZ3 1008183.74000000 PA USD 1010492.48000000 0.082470928594 Long LON CORP US N 2 2028-03-10 Floating 7.44100000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360BAJ4 500000.00000000 PA 584558.01000000 0.047708461820 Long LON CORP US N 2 2030-08-01 Floating 4.72600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KMJ4 886.67000000 PA USD 885.50000000 0.000072269718 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.50000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAC6 2278000.00000000 PA USD 2376664.74000000 0.193970516303 Long DBT CORP US N 2 2029-07-01 Fixed 7.62500000 N N N N N N CROWN EQUIPMENT CORPORATION V22E9B3P7BX1W5NNT053 22834HAK4 1047375.00000000 PA USD 1047594.95000000 0.085499031440 Long LON CORP US N 2 2031-10-10 Floating 6.57400000 N N N N N N PROJECT JUBILEE II VUE ENT N/A 000000000 807.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Sandy BidCo BV 2549003HW5A2AVSVPG96 000000000 1000000.00000000 PA 1165747.08000000 0.095141968987 Long LON CORP NL N 2 2029-08-17 Floating 6.26100000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 3505000.00000000 PA USD 2459822.32000000 0.200757388029 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 000000000 1042128.26000000 PA USD 996795.68000000 0.081353069889 Long LON CORP US N 2 2031-02-07 Floating 7.32700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 680000.00000000 PA USD 699383.40000000 0.057079888849 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 400000.00000000 PA 437600.30000000 0.035714568696 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.37500000 N N N N N N AEA International Holdings (Lux) S.a.r.l. N/A 46033XAE1 1037750.18000000 PA USD 1040344.56000000 0.084907293839 Long LON CORP LU N 2 2028-09-07 Floating 7.04600000 N N N N N N ASTRA ACQUISITION CORP N/A 04629UAR7 853335.96000000 PA USD 19200.06000000 0.001567005008 Long LON CORP US N 2 2028-10-25 None 0.00000000 Y N N N N N COMM Mortgage Trust N/A 12592XAG1 4100000.00000000 PA USD 3165784.25000000 0.258374180902 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.97500000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 628000.00000000 PA USD 587260.76000000 0.047929045651 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 200000.00000000 PA USD 202240.00000000 0.016505734509 Long DBT NUSS GT Y 2 2037-02-06 Fixed 6.55000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 320000.00000000 PA USD 321759.04000000 0.026260231854 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Ensemble RCM LLC 254900PDXJVVI20WAQ37 29359BAE1 2290296.16000000 PA USD 2301816.35000000 0.187861795704 Long LON CORP US N 2 2029-08-01 Floating 7.28000000 N N N N N N ORION ADVISOR SOLUTIONS INC 549300R3BS3HTGTSN386 68627BAJ4 620312.50000000 PA USD 624313.52000000 0.050953091435 Long LON CORP US N 2 2030-09-24 Floating 8.03000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531WBH4 1300000.00000000 PA USD 1265890.73000000 0.103315151838 Long ABS-MBS CORP US N 2 2048-01-10 Variable 4.91700000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 1698000.00000000 PA USD 1697042.57000000 0.138503432121 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632NBF6 1094862.15000000 PA USD 1097287.27000000 0.089554649720 Long LON CORP US N 2 2029-03-29 Floating 7.79600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D7J0 12000000.00000000 PA USD 12379003.20000000 1.010307260258 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAH9 2246562.50000000 PA USD 2247977.83000000 0.183467787014 Long LON CORP US N 2 2031-02-06 Floating 6.57700000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337JAC1 6085000.00000000 PA USD 6322406.28000000 0.516000590983 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000000 N N N N N N MERMAID BIDCO INC 254900765HT42I3EW691 59012CAL9 871061.56000000 PA USD 873239.21000000 0.071269059354 Long LON CORP US N 2 2031-07-03 Floating 7.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PJ48 133.68000000 PA USD 135.09000000 0.000011025314 Long ABS-MBS USGSE US N 2 2026-11-17 Fixed 7.50000000 N N N N N N Pakistan Government International Bonds 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 178171.82000000 0.014541419887 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 2500000.00000000 PA USD 2587579.75000000 0.211184258189 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HV5 400000.00000000 PA USD 248279.68000000 0.020263244077 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N DUOMO BIDCO SPA 8156008BEDB552B30829 000000000 150000.00000000 PA 178017.79000000 0.014528848792 Long DBT CORP IT Y 2 2031-07-15 Floating 6.40400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133THV79 70996.52000000 PA USD 71568.05000000 0.005840996997 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ammeraal Beltech Holding BV 724500HW03Y0R2FX0U51 000000000 942156.49000000 PA 1079121.94000000 0.088072093776 Long LON CORP NL N 2 2028-12-30 Floating 6.98000000 N N N N N N Spin Holdco Inc 549300QAS44U2GUXGK45 84850XAK8 3744000.03000000 PA USD 3299400.03000000 0.269279177890 Long LON CORP US N 2 2028-03-04 Floating 8.57700000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 250000.00000000 PA USD 221112.17000000 0.018045978910 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 610500.00000000 PA USD 100433.17000000 0.008196811906 Long DBT NUSS VE Y 2 2024-10-13 None 0.00000000 Y N N N N N DELACHAUX GROUP SA 969500XJHVZW0HF1ZQ71 000000000 922077.92000000 PA 1088649.60000000 0.088849689832 Long LON CORP FR N 2 2029-04-16 Floating 5.43600000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 5431000.00000000 PA USD 5392628.90000000 0.440117192113 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N AEGLETES B.V. N/A 000000000 11215.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 000000000 230000.00000000 PA 276847.63000000 0.022594805579 Long DBT CORP GB N 2 2029-10-15 Fixed 4.62500000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 317600.00000000 PA USD 51186.07000000 0.004177530073 Long DBT NUSS VE Y 2 2023-05-07 None 0.00000000 Y N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 976000.00000000 PA USD 988155.10000000 0.080647872503 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N ESC 144A HERTZ CORP N/A 428ESCAD9 364000.00000000 PA USD 85540.00000000 0.006981311955 Long DBT CORP US N 2 2028-01-15 None 0.00000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 300000.00000000 PA USD 260427.36000000 0.021254671989 Long DBT NUSS NG Y 2 2038-02-23 Fixed 7.69600000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 670000.00000000 PA USD 686940.28000000 0.056064348722 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Altar Bidco Inc N/A 02090CAE0 1236749.99000000 PA USD 1234604.23000000 0.100761716994 Long LON CORP US N 2 2029-02-01 Floating 7.24700000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAC5 947500.00000000 PA 1045419.53000000 0.085321485430 Long LON CORP US N 2 2027-03-09 Floating 5.17900000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 123643.96000000 0.010091150996 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 6353340.46000000 USD 5477475.67000000 EUR 2025-08-29 123643.96000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AW5 730000.00000000 PA USD 749666.20000000 0.061183698912 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 1235000.00000000 PA USD 1289218.06000000 0.105219002292 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAB8 441000.00000000 PA USD 416978.82000000 0.034031555078 Long DBT CORP US N 2 2029-04-01 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384C7X1 1642178.84000000 PA USD 1917880.71000000 0.156527046185 Long ABS-MBS USGA US N 2 2053-10-20 Floating 10.96500000 N N N N N N MI Windows and Doors LLC 254900X3SPV5RVFJEY72 55336CAK8 1262250.00000000 PA USD 1266554.27000000 0.103369306382 Long LON CORP US N 2 2031-03-28 Floating 7.32700000 N N N N N N Brookhaven Park CLO Ltd N/A 113520AJ9 3000000.00000000 PA USD 3026334.00000000 0.246993006041 Long ABS-CBDO CORP KY N 2 2037-04-19 Floating 7.86900000 N N N N N N Advisor Group Inc 549300XL60BDV6UW5C86 00775KAK4 1122571.64000000 PA USD 1126455.74000000 0.091935222416 Long LON CORP US N 2 2028-08-17 Floating 7.82700000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWC62 1430428.05000000 PA USD 1179380.78000000 0.096254677811 Long ABS-MBS USGSE US N 2 2036-11-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1DK5 108878.78000000 PA USD 1891.80000000 0.000154398479 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 3.50000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 235000.00000000 PA USD 230202.04000000 0.018787844916 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AT1 41000.00000000 PA USD 7794.10000000 0.000636112269 Long DBT NUSS VE N 2 2018-08-15 None 0.00000000 Y N N N N N HARBOR FREIGHT TOOLS USA INC 549300Y48HLCFTTB4249 41151PAR6 2332375.00000000 PA USD 2286940.34000000 0.186647696260 Long LON CORP US N 2 2031-06-11 Floating 6.57700000 N N N N N N Saphilux Sarl 222100CX5OA6ONWOBW66 000000000 500000.00000000 PA 592777.16000000 0.048379264371 Long LON CORP LU N 2 2028-07-18 Floating 6.04200000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 850000.00000000 PA USD 849694.60000000 0.069347475682 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N WEC US Holdings Ltd 5493002M6GRSU1IWMG57 92943LAC4 3027125.00000000 PA USD 3031287.30000000 0.247397267586 Long LON CORP US N 2 2031-01-27 Floating 6.57400000 N N N N N N TRUCORDIA INSURANCE HLDNGS LLC 254900KYYP47CV7DMK95 89783WAB1 875000.00000000 PA USD 877734.38000000 0.071635930806 Long LON CORP US N 2 2032-06-14 Floating 7.56400000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAC6 1301890.00000000 PA USD 1291474.88000000 0.105403191729 Long DBT NUSS SR N 2 2033-07-15 Fixed 7.95000000 N N Y N N N Greystar Real Estate Partners, LLC 254900HGC806SXAS4M46 39806LAD9 589552.43000000 PA USD 591763.26000000 0.048296515339 Long LON CORP US N 2 2030-08-21 Floating 7.04600000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646BL7 81000.00000000 PA USD 18430.27000000 0.001504178913 Long DBT NUSS VE N 2 2034-01-13 None 0.00000000 Y N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AH0 2339000.00000000 PA USD 2099278.23000000 0.171331730253 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -15029.79000000 -0.00122665013 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 810592.80000000 EUR 944665.09000000 USD 2025-09-17 -15029.79000000 N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 330000.00000000 PA 391934.57000000 0.031987578904 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQWC8 177238.13000000 PA USD 4055.21000000 0.000330964298 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 3.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -363685.52000000 -0.02968204429 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10556788.00000000 EUR 12095522.19000000 USD 2025-07-31 -363685.52000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CB7 220482.00000000 PA USD 206977.48000000 0.016892381993 Long DBT CORP US N 2 2029-06-15 Fixed 4.87500000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 1110000.00000000 PA USD 1146849.79000000 0.093599674427 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N TMS INTERNATIONAL CORP 549300L4K0F1YF8WKF23 87261QAC7 1365000.00000000 PA USD 1298978.23000000 0.106015574556 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N New Generation Gas Gathering LLC N/A 000000000 2067027.03000000 PA USD 2072583.20000000 0.169153026347 Long LON CORP US N 2 2029-09-30 Floating 10.03000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 1466000.00000000 PA USD 1347260.45000000 0.109956108105 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N Aragorn Parent Corporation N/A 37610GAG3 939455.03000000 PA USD 946012.43000000 0.077208415805 Long LON CORP US N 2 2028-12-15 Floating 8.57700000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300MZIB10PDVAE312 95000FAC0 1850000.00000000 PA USD 1710227.14000000 0.139579485384 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.14200000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -10898.97000000 -0.00088951495 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 318169.96000000 EUR 364111.54000000 USD 2025-07-11 -10898.97000000 N N N Vue International Bidco plc 9845009F4EIBBC5BB612 000000000 121128.80000000 PA 141732.05000000 0.011567403030 Long LON CORP JE N 2 2027-06-30 Floating 10.25900000 N N N N N N SPEEDWAY MOT/SPEEDWAY FD N/A 84779MAA2 1515000.00000000 PA USD 1505011.45000000 0.122830891158 Long DBT CORP US N 2 2027-11-01 Fixed 4.87500000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAH8 370326.56000000 PA USD 371561.60000000 0.030324847328 Long LON CORP US N 2 2031-02-09 Floating 6.27000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 978000.00000000 PA USD 886484.04000000 0.072350030712 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AS0 1610000.00000000 PA USD 1554133.00000000 0.126839926279 Long DBT CORP US N 2 2031-09-15 Fixed 7.50000000 N N N N N N GSAT Trust 2025-BMF N/A 36271XAS2 330000000.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 2 2030-07-15 None 0.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 257000.00000000 PA 226887.48000000 0.018517328463 Long DBT NUSS RO Y 2 2049-04-03 Fixed 4.62500000 N N N N N N Cornerstone OnDemand Inc 549300Z402F16H5EGH48 86803YAB9 1306125.00000000 PA USD 1228985.26000000 0.100303127066 Long LON CORP US N 2 2028-10-16 Floating 8.07700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KUB7 9278676.55000000 PA USD 1428172.97000000 0.116559750182 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875CG5 252000.00000000 PA USD 260190.00000000 0.021235299951 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 200000.00000000 PA 298811.05000000 0.024387341079 Long DBT CORP GB Y 2 2086-08-30 Fixed 8.00000000 N N N N N N LSF12 Crown US Commercial Bidco LLC 254900FI2OCFTJ9PAJ18 50221UAC5 2050000.00000000 PA USD 2063458.25000000 0.168408297302 Long LON CORP US N 2 2031-12-02 Floating 8.57400000 N N N N N N LONZA GROUP AG 2221002FZ55AMAUX4G64 000000000 1000000.00000000 PA 1127675.71000000 0.092034789766 Long LON CORP LU N 2 2028-07-03 Floating 5.90500000 N N N N N N Canyon Capital CLO Ltd N/A 13876WAG8 3350000.00000000 PA USD 3314319.15000000 0.270496795740 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 10.51800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AU6K0 1453243.94000000 PA USD 104008.67000000 0.008488624870 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 1.23200000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6208.12000000 0.000506673163 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 152028.95000000 USD 134075.56000000 EUR 2025-07-31 6208.12000000 N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 1911000.00000000 PA USD 1818328.73000000 0.148402152239 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 000000000 1481407.74000000 PA USD 1469141.68000000 0.119903394616 Long LON CORP CA N 2 2030-08-01 Floating 8.54600000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 1576000.00000000 PA USD 1679288.08000000 0.137054406714 Long DBT CORP US N 2 2030-01-31 Fixed 9.12500000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 1202656.50000000 PA USD 1208339.05000000 0.098618095120 Long LON CORP US N 2 2031-07-31 Floating 7.32700000 N N N N N N OceanKey (US) II Corp 254900Q3ECXZMSZNNZ82 67526KAC3 1574674.62000000 PA USD 1579792.31000000 0.128934100323 Long LON CORP US N 2 2028-12-15 Floating 7.92700000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AH7 148000.00000000 PA USD 147192.58000000 0.012013061942 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N AERNNOVA AEROSPACE SAU 95980020140005473208 000000000 999999.97000000 PA 1179841.22000000 0.096292256432 Long LON CORP ES N 2 2030-02-27 Floating 6.32300000 N N N N N N Morgan Stanley Capital I Trust N/A 61691EAJ4 4488667.00000000 PA USD 2726432.94000000 0.222516704243 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.31200000 N N N N N N Government of The Republic of Kenya Acting through The National Treasury N/A 000000000 312000.00000000 PA USD 312000.00000000 0.025463751814 Long LON NUSS KE N 2 2026-06-29 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2EJ5 1747106.89000000 PA USD 135510.85000000 0.011059662348 Long ABS-MBS USGSE US N 2 2043-05-15 Floating 1.83200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J8W95 4464190.01000000 PA USD 4492833.37000000 0.366680749613 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N Magnetite CLO Ltd 5493000081NBXWGGSW23 55954HBC5 3000000.00000000 PA USD 3005184.00000000 0.245266857481 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.15600000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 892000.00000000 PA USD 892065.03000000 0.072805520918 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N Olympus Water US Holding Corporation 549300YU2GGVCBN3MY89 68163YAJ4 2036003.83000000 PA USD 2016112.07000000 0.164544158274 Long LON CORP US N 2 2031-06-20 Floating 7.29600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D5B7 2321.95000000 PA USD 2326.92000000 0.000189910619 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 7.00000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 262000.00000000 PA USD 278772.72000000 0.022751921009 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N Paraguay Government International Bonds 529900UXKJTJPCU0HK83 000000000 577000.00000000 PA USD 574461.20000000 0.046884414820 Long DBT NUSS PY Y 2 2031-04-28 Fixed 4.95000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AK2 409000.00000000 PA USD 350020.44000000 0.028566774404 Long DBT CORP US N 2 2032-04-15 Fixed 7.87500000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8255.18000000 -0.00067374312 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 244313.00000000 EUR 280085.02000000 USD 2025-07-31 -8255.18000000 N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 11641330.42000000 NS USD 11641330.42000000 0.950102399391 Long STIV RF US N 1 N N N WestJet Loyalty LP N/A 000000000 493750.00000000 PA USD 494428.91000000 0.040352612353 Long LON CORP CA N 2 2031-02-14 Floating 7.54600000 N N N N N N Sound Inpatient Physicians 54930047QBMPL027P218 83607JAE1 412655.43000000 PA USD 386245.48000000 0.031523266161 Long LON CORP US N 2 2028-06-28 Floating 8.05700000 N N Y N N N Palmer Square CLO Ltd 549300A8L0VCZ9626397 69703PAS8 3000000.00000000 PA USD 3028878.00000000 0.247200633556 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 8.16900000 N N N N N N iSolved Inc N/A 46488HAE6 493771.85000000 PA USD 496317.24000000 0.040506727630 Long LON CORP US N 2 2030-10-15 Floating 7.32700000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 644300.00000000 PA USD 83282.94000000 0.006797102931 Long DBT CORP VE Y 2 2021-11-17 None 0.00000000 Y N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 81753HAL5 392067.48000000 PA USD 391087.31000000 0.031918430127 Long LON CORP US N 2 2028-06-29 Floating 11.88400000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 333354.88000000 0.027206621572 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFPA6 902304.63000000 PA USD 22259.31000000 0.001816684440 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 1.83000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAL2 1240000.00000000 PA USD 1359601.72000000 0.110963335785 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12298.13000000 -0.00100370682 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 663267.76000000 EUR 772972.45000000 USD 2025-09-17 -12298.13000000 N N N ORION US FINCO INC. N/A 68631KAB5 725000.00000000 PA USD 728081.25000000 0.059422052086 Long LON CORP US N 2 2032-05-20 None 0.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 3095000.00000000 PA USD 3056156.20000000 0.249426932642 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 1593000.00000000 PA USD 1596227.27000000 0.130275432831 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 1062825.00000000 PA USD 1063117.28000000 0.086765880025 Long LON CORP US N 2 2027-07-31 Floating 7.69100000 N N N N N N C63162 F N/A 000000000 5000000.00000000 PA USD 5165060.00000000 0.421544249836 Long ABS-MBS CORP US N 2 2055-05-01 Variable 0.00000000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 170000.00000000 PA 200858.97000000 0.016393022313 Long DBT CORP IT N 2 2031-07-31 Floating 5.77900000 N N N N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAJ7 151084.00000000 PA USD 151512.32000000 0.012365615748 Long LON CORP US N 2 2031-10-23 Floating 7.82700000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 932000.00000000 PA USD 921448.08000000 0.075203606472 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N City Brewing Company LLC N/A 10756PAB5 176866.91000000 PA USD 48638.40000000 0.003969603032 Long LON CORP US N 2 2028-04-05 Floating 10.50600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CN62 8499999.92000000 PA USD 8800278.57000000 0.718231119898 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -160.00000000 NC USD -608492.95000000 -0.04966190211 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 -18451507.05000000 USD -608492.95000000 N N N ACUSHNET CO 549300H805O14KEFES79 005095AA2 1142000.00000000 PA USD 1191764.93000000 0.097265405125 Long DBT CORP US N 2 2028-10-15 Fixed 7.37500000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 2637550.85000000 PA USD 2653099.21000000 0.216531601999 Long LON CORP US N 2 2028-05-12 Floating 8.17700000 N N N N N N Froneri Lux Finco Sarl 9845005YBZ75E5AA3B94 000000000 1275000.00000000 PA 1483113.49000000 0.121043698149 Long LON CORP LU N 2 2031-09-30 Floating 5.09800000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 680000.00000000 PA USD 629578.00000000 0.051382749808 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 1965000.00000000 PA USD 2017565.66000000 0.164662792424 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 56000.00000000 PA USD 56699.14000000 0.004627477016 Long DBT NUSS RO Y 2 2053-01-17 Fixed 7.62500000 N N N N N N PLANO HOLDCO INC 254900C53JLEP3CCOQ10 72712EAB3 598500.00000000 PA USD 570071.25000000 0.046526130855 Long LON CORP US N 2 2031-10-02 Floating 7.79600000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 704000.00000000 PA USD 715892.67000000 0.058427286137 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 2146000.00000000 PA USD 2254751.51000000 0.184020618124 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 28000.00000000 PA 19945.38000000 0.001627833994 Long DBT NUSS RO Y 2 2050-01-28 Fixed 3.37500000 N N N N N N NIDDA HEALTHCARE HOLDING AG 549300Q89C4WAO6L0L19 000000000 750000.00000000 PA 886223.81000000 0.072328792148 Long LON CORP DE N 2 2030-02-21 Floating 6.04600000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 648000.00000000 PA USD 674178.82000000 0.055022827408 Long DBT NUSS RO Y 2 2037-02-10 Fixed 7.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 1812000.00000000 PA USD 1852570.68000000 0.151196794920 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2780.02000000 -0.00022689019 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 62988.00000000 GBP 83691.51000000 USD 2025-07-31 -2780.02000000 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 123324.86000000 0.010065107780 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.50000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 4165000.00000000 PA USD 4023920.62000000 0.328410628174 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 565600.00000000 PA USD 582092.33000000 0.047507226360 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N ECI MACOLA MAX HOLDING LLC 549300MZ2LKM75L5EI42 26825UAM3 1391251.03000000 PA USD 1399807.22000000 0.114244691149 Long LON CORP US N 2 2030-05-09 Floating 7.54600000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAP5 942886.88000000 PA USD 944419.07000000 0.077078374383 Long LON CORP US N 2 2030-10-13 Floating 6.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382T5V2 8046001.35000000 PA USD 1065893.22000000 0.086992437228 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Lonza Group AG 549300Y0CIXN5D40L888 000000000 1683700.66000000 PA USD 1546521.15000000 0.126218688269 Long LON CORP US N 2 2028-07-03 Floating 8.32100000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 1080000.00000000 PA USD 749259.76000000 0.061150527479 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Serbia International Bonds 254900W94OCY91V32O78 000000000 450000.00000000 PA USD 380736.51000000 0.031073653838 Long DBT NUSS RS Y 2 2030-12-01 Fixed 2.12500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 643000.00000000 PA USD 659240.89000000 0.053803674388 Long DBT CORP US N 2 2031-02-01 Fixed 6.37500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 808000.00000000 PA USD 836413.32000000 0.068263529471 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1TS3 3208073.15000000 PA USD 540876.32000000 0.044143398637 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.00000000 N N N N N N COHNREZNICK LLP 2549009CGTGAQPUXNH39 19250AAC8 588721.80000000 PA USD 587250.00000000 0.047928167478 Long LON CORP US N 2 2032-03-31 Floating 8.29600000 N N N N N N Anticimex International AB 54930005SBU6WYFBEB41 000000000 1000000.00000000 PA 1183104.18000000 0.096558561572 Long LON CORP SE N 2 2028-11-16 Floating 5.66100000 N N N N N N American Residential Services, LLC 549300UXCBZIG9PCNR39 02927HAH1 552000.00000000 PA USD 554070.00000000 0.045220195410 Long LON CORP US N 2 2032-02-02 Floating 7.53000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8812.00000000 -0.00071918775 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 255728.00000000 EUR 293000.28000000 USD 2025-07-31 -8812.00000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 51000.00000000 PA 50148.14000000 0.004092819842 Long DBT NUSS RO Y 2 2035-10-29 Fixed 3.87500000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 200000.00000000 PA USD 192486.57000000 0.015709712327 Long DBT NUSS BJ Y 2 2041-01-23 Fixed 8.37500000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 655000.00000000 PA USD 627352.91000000 0.051201150001 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 200000.00000000 PA 230466.04000000 0.018809391167 Long DBT CORP NL Y 2 2028-02-24 Fixed 2.88000000 N N N N N N Stepstone Group Midco 2 GMBH/ The 894500DB5T5ENCFFQU61 000000000 500000.00000000 PA 578668.26000000 0.047227772294 Long LON CORP DE N 2 2032-04-26 Floating 6.67300000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 2589000.00000000 PA USD 2420206.18000000 0.197524133039 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 58000.00000000 PA 69088.70000000 0.005638645865 Long DBT NUSS RO Y 2 2034-09-10 Fixed 6.25000000 N N N N N N Corporation Service Company 549300NOPSIMGJNT8J31 22006VAL3 258192.49000000 PA USD 258321.59000000 0.021082810436 Long LON CORP US N 2 2029-11-02 Floating 6.32700000 N N N N N N PLT VII FINANCE SARL 894500SKZV4JDP64R249 000000000 100000.00000000 PA 118089.55000000 0.009637830106 Long DBT CORP LU Y 2 2031-06-15 Floating 5.47500000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 29103CAA6 1782000.00000000 PA USD 1823738.00000000 0.148843627587 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 1660000.00000000 PA USD 1514728.25000000 0.123623923798 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Constant Contact Inc 2549000JW50H0AI5B946 21031HAC5 1696877.54000000 PA USD 1630419.33000000 0.133066003760 Long LON CORP US N 2 2028-02-10 Floating 8.51800000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 1139000.00000000 PA USD 1040837.56000000 0.084947529831 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N EG GROUP LIMITED 2138003OUK4UQHRJLT65 000000000 435546.39000000 PA 516025.29000000 0.042115192034 Long LON CORP GB N 2 2028-02-07 Floating 6.45400000 N N N N N N CASTELLO BC BIDCO SPA 894500HFFY9ABW4ZUZ66 000000000 125000.00000000 PA 148383.88000000 0.012110289402 Long DBT CORP IT N 2 2031-11-14 Floating 6.48000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 1510000.00000000 PA USD 1468383.65000000 0.119841528309 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 1010000.00000000 PA USD 1058935.78000000 0.086424608621 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 683000.00000000 PA USD 530387.32000000 0.043287343212 Long DBT NUSS AO Y 2 2049-11-26 Fixed 9.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D4W2 31.71000000 PA USD 31.75000000 0.000002591263 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 8.00000000 N N N N N N FOUR SEASONS HOTELS LIMITED 5493009FUVX8LHYY2202 000000000 995797.44000000 PA USD 1002892.50000000 0.081850659349 Long LON CORP CA N 2 2029-11-30 Floating 6.07700000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 765000.00000000 PA USD 820498.46000000 0.066964644711 Long DBT CORP US N 2 2033-03-15 Fixed 8.62500000 N N N N N N GEE ACQUISITION HOLDINGS CORP N/A 000000000 37259.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 02007VAA8 1985000.00000000 PA USD 2072516.17000000 0.169147555721 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 1009000.00000000 PA USD 979447.18000000 0.079937179190 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N BEAUPARC 9845005DD58BDDC8D847 000000000 750000.00000000 PA 882199.63000000 0.072000360351 Long LON CORP IE N 2 2028-08-24 Floating 5.09400000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 300000.00000000 PA USD 53189.24000000 0.004341017969 Long DBT NUSS VE Y 2 2028-05-07 None 0.00000000 Y N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 1865000.00000000 PA USD 1814922.51000000 0.148124154993 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 2419000.00000000 PA USD 2513268.43000000 0.205119370338 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D4C6 217.49000000 PA USD 217.99000000 0.000017791164 Long ABS-MBS USGSE US N 2 2026-03-20 Fixed 7.50000000 N N N N N N PERRIGO FINANCE UNLIMITD 549300E86RB6YCTMRM83 714295AA0 588000.00000000 PA USD 460277.58000000 0.037565365586 Long DBT CORP IE N 2 2044-12-15 Fixed 4.90000000 N N N N N N HUDBAY MINERALS INC 894500LX3TMESP27BE29 443628AJ1 1085000.00000000 PA USD 1078933.55000000 0.088056718403 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 673000.00000000 PA USD 669760.38000000 0.054662218242 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 330.44000000 0.000026968724 N/A DFE GB N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 425192.87000000 USD 310000.00000000 GBP 2025-07-03 330.44000000 N N N HT TROPLAST AG 529900Y2N2GAY3FXGP86 000000000 125000.00000000 PA 155702.01000000 0.012707555576 Long DBT CORP DE Y 2 2028-07-15 Fixed 9.37500000 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 000000000 250000.00000000 PA 307456.90000000 0.025092968574 Long DBT CORP DE Y 2 2029-04-15 Fixed 6.25000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 824000.00000000 PA USD 780099.05000000 0.063667463462 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N PHRG INTERMEDIATE LLC N/A 40445XAC0 950000.00000000 PA USD 947625.00000000 0.077340025043 Long LON CORP US N 2 2032-02-20 Floating 8.33300000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5960.11000000 -0.00048643192 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 127782.29000000 GBP 169462.68000000 USD 2025-07-31 -5960.11000000 N N N Adient US LLC 213800SOTRCDGZUHL712 00687MAH4 548679.70000000 PA USD 550611.05000000 0.044937894627 Long LON CORP US N 2 2031-01-31 Floating 6.57700000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1210.40000000 -0.00009878629 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 30002.26000000 EUR 34198.51000000 USD 2025-07-31 -1210.40000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 635100.00000000 PA USD 93994.80000000 0.007671346984 Long DBT CORP VE Y 2 2035-05-17 None 0.00000000 Y N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 400000.00000000 PA USD 325725.82000000 0.026583978974 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 651000.00000000 PA USD 621369.54000000 0.050712819717 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 73937UAL2 419687.50000000 PA USD 353347.50000000 0.028838311039 Long LON CORP US N 2 2031-02-15 Floating 8.79600000 N N N N N N CHROME HOLDCO 9845000E49865VT3N679 000000000 200000.00000000 PA 55795.95000000 0.004553763535 Long DBT CORP FR Y 2 2029-05-31 Fixed 5.00000000 N N N N N N Midwest Physician Administrative Services LLC 5493001F7B0DCPKBGK48 59835XAC8 1304812.50000000 PA USD 1219999.69000000 0.099569773462 Long LON CORP US N 2 2028-03-12 Floating 7.80700000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 1481000.00000000 PA USD 1475049.05000000 0.120385522192 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 600000.00000000 PA USD 467922.02000000 0.038189263416 Long DBT NUSS AE Y 2 2050-04-16 Fixed 3.87500000 N N N N N N Carlyle Global Market Strategies 5493007AYUHLOG0AMH17 14311QAN7 1000000.00000000 PA USD 988277.00000000 0.080657821321 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 11.23100000 N N N N N N Rainbow Finco Sa rl N/A 000000000 1000000.00000000 PA 1176554.78000000 0.096024034982 Long LON CORP GB N 2 2029-02-23 Floating 5.71000000 N N N N N N MATADOR BIDCO SARL 549300CNVJU6794GIZ49 000000000 1528725.56000000 PA USD 1538280.09000000 0.125546097543 Long LON CORP LU N 2 2029-07-30 Floating 8.67700000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 915000.00000000 PA USD 926987.31000000 0.075655688453 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 137000.00000000 PA USD 19408.46000000 0.001584013488 Long DBT NUSS VE Y 2 2018-12-01 None 0.00000000 Y N N N N N VIRGIN MEDIA VENDOR FIN 635400SSKC2QCGEPIQ43 000000000 725000.00000000 PA 950388.32000000 0.077565552270 Long DBT CORP IE Y 2 2028-07-15 Fixed 4.87500000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 32000.00000000 PA USD 29257.60000000 0.002387847003 Long DBT NUSS BS Y 2 2033-05-15 Fixed 6.62500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 375000.00000000 PA USD 387343.13000000 0.031612850415 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N N Poseidon Bidco SASU 254900LGX7YG7Y9YM766 000000000 750000.00000000 PA 605172.15000000 0.049390876387 Long LON CORP FR N 2 2030-03-13 Floating 6.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSTQ6 1014585.20000000 PA USD 185513.76000000 0.015140629304 Long ABS-MBS USGSE US N 2 2046-11-15 Fixed 3.50000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 1152000.00000000 PA USD 1161360.00000000 0.094783919255 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N White Cap Buyer LLC 254900L2N0T6GULCL366 96350TAH3 3409955.17000000 PA USD 3396537.00000000 0.277206971788 Long LON CORP US N 2 2029-10-19 Floating 7.57700000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAA3 442000.00000000 PA USD 408930.89000000 0.033374726578 Long DBT CORP GB N 2 2029-01-15 Fixed 8.37500000 N N N N N N SERTA SIMMONS BEDDING INC N/A 937BQA905 246099.00000000 NS USD 2362550.40000000 0.192818580242 Long EC CORP US N 2 N N N United Petfood Finance BV 984500FD3FH360C3C633 000000000 750000.00000000 PA 883303.96000000 0.072090489790 Long LON CORP BE N 2 2032-02-26 Floating 5.17100000 N N N N N N CPG INTERNATIONAL INC 549300SVLALB4NVWP891 05478EAC5 721375.00000000 PA USD 722727.58000000 0.058985114509 Long LON CORP US N 2 2031-09-26 Floating 6.32700000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 3003439.13000000 PA USD 3001802.26000000 0.244990858160 Long LON CORP US N 2 2029-11-21 Floating 6.54600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -90.00000000 NC USD -214994.12000000 -0.01754665677 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 -9876255.88000000 USD -214994.12000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAE96 223076.16000000 PA USD 235099.12000000 0.019187518088 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 7.50000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 385000.00000000 PA USD 348858.55000000 0.028471947229 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 000000000 1000000.00000000 PA 1180053.29000000 0.096309564438 Long LON CORP SE N 2 2028-03-27 Floating 4.98000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46640JAC1 292092.86000000 PA USD 281075.50000000 0.022939861452 Long ABS-MBS CORP US N 2 2046-01-15 Variable 4.11500000 N N N N N N Monogram Food Solutions LLC 549300RKG7DLLYNXX093 60976EAH6 530750.00000000 PA USD 535394.06000000 0.043695966240 Long LON CORP US N 2 2028-08-28 Floating 8.44100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 1974000.00000000 PA USD 2014972.86000000 0.164451182117 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N ITALMATCH CHEMICALS SPA 815600E7294ACCE76074 000000000 400000.00000000 PA 496381.64000000 0.040511983610 Long DBT CORP IT Y 2 2028-02-06 Fixed 10.00000000 N N N N N N Ellucian Holdings, Inc. 549300RP8NIJ7FY7OS79 28917XAB6 311654.66000000 PA USD 312775.06000000 0.025527008018 Long LON CORP US N 2 2029-10-09 Floating 7.32700000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 650000.00000000 PA USD 667674.48000000 0.054491978371 Long DBT CORP US N 2 2029-03-01 Fixed 6.37500000 N N N N N N JPM Lending Facility N/A 000000000 8250000.00000000 PA USD 8310274.50000000 0.678239639043 Long ABS-MBS CORP US N 2 2029-07-15 Variable 11.32200000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAC9 2255000.00000000 PA USD 2218748.39000000 0.181082238277 Long DBT CORP IE N 2 2030-06-15 Fixed 4.90000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -123136.25000000 -0.01004971445 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2891834.78000000 EUR 3296389.45000000 USD 2025-08-29 -123136.25000000 N N N Safic-Alcan SAS 969500O0FCNLBB65QM29 000000000 1000000.00000000 PA 1183722.61000000 0.096609034483 Long LON CORP FR N 2 2029-06-22 Floating 5.48000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 000000000 100000.00000000 PA 125742.11000000 0.010262390646 Long DBT CORP PA Y 2 2030-01-15 Fixed 5.75000000 N N N N N N Octagon 68 Ltd N/A 675949AL5 5000000.00000000 PA USD 5029280.00000000 0.410462620921 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 8.46900000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -10334.93000000 -0.00084348106 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 557387.46000000 EUR 649579.51000000 USD 2025-09-17 -10334.93000000 N N N ACC CLAIMS HLDGS LLC N/A 00084K104 2257600.00000000 NS USD 0.00000000 0.000000 Long EC RF US N 3 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -682126.85000000 -0.05567150261 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 14808863.76000000 EUR 16829001.58000000 USD 2025-08-29 -682126.85000000 N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CW5 400000.00000000 PA USD 404138.77000000 0.032983619673 Long DBT NUSS PH N 2 2033-07-17 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HADD5 5000000.00000000 PA USD 5151479.00000000 0.420435842101 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N Flame Newco LLC 254900MNVAHG9TQCPA24 33848XAB0 215361.54000000 PA USD 214555.01000000 0.017510818991 Long LON CORP US N 2 2028-06-30 Floating 6.42700000 N N Y N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2601.78000000 -0.00021234320 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 76300.00000000 EUR 87448.11000000 USD 2025-07-31 -2601.78000000 N N N CITRIN COOPERMAN ADVISORS LLC N/A 17737EAC7 1268181.82000000 PA USD 1269234.41000000 0.103588044907 Long LON CORP US N 2 2032-04-01 Floating 7.31600000 N N N N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 700000.00000000 PA USD 729829.53000000 0.059564737240 Long DBT NUSS AE Y 2 2034-04-30 Fixed 5.00000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC 549300870CMN3WI5IF97 23340DAV4 2974535.71000000 PA USD 2992501.91000000 0.244231813916 Long LON CORP US N 2 2030-01-31 Floating 7.07700000 N N N N N N TEMPO ACQUISITION LLC 549300VV0B2RPMHQGA61 88023HAJ9 667358.69000000 PA USD 665379.97000000 0.054304712880 Long LON CORP US N 2 2028-08-31 Floating 6.07700000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 800000.00000000 PA USD 809430.38000000 0.066061327909 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 000000000 200000.00000000 PA 239216.45000000 0.019523552284 Long DBT CORP NL N 2 2031-06-15 Fixed 5.50000000 N N N N N N Tronox Finance LLC 549300LMZ1DX1PWSP524 89705DAP7 1734591.15000000 PA USD 1702067.57000000 0.138913545431 Long LON CORP US N 2 2031-09-30 Floating 6.82700000 N N N N N N AMERIFORGE GROUP INC 549300T5I2LOKUMVKN83 000000000 130113.09000000 PA USD 17305.04000000 0.001412343729 Long LON CORP US N 3 2025-12-31 Floating 11.00000000 N N Y N N N PLATEA BC BIDCO AB 254900AWWXX5NUVV4A03 000000000 416666.67000000 PA 493504.89000000 0.040277198841 Long LON CORP SE N 2 2031-04-03 Floating 5.48000000 N N N N N N IQN Holding Corp. 254900SVSL94NTLSDY26 74339NAK2 375000.00000000 PA USD 378905.63000000 0.030924227319 Long LON CORP US N 2 2032-07-16 Floating 9.54600000 N N N N N N Neptune Bidco US Inc 549300VG15T3VCYZ4531 64069JAC6 1862000.00000000 PA USD 1765902.18000000 0.144123380900 Long LON CORP US N 2 2029-04-11 Floating 9.33000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -296734.74000000 -0.02421788389 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 36881758.03000000 EUR 43406030.38000000 USD 2025-09-30 -296734.74000000 N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 28000.00000000 PA USD 21535.84000000 0.001757638733 Long DBT NUSS RO Y 2 2048-06-15 Fixed 5.12500000 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 000000000 1284145.80000000 PA USD 1291773.63000000 0.105427574087 Long LON CORP NL N 2 2028-04-03 Floating 7.51000000 N N N N N N Dexko Global Inc 549300SMZ4OV1KBH1M19 25213YAU9 798187.50000000 PA USD 765773.11000000 0.062498257755 Long LON CORP US N 2 2028-10-04 Floating 8.19100000 N N N N N N FIRST ADVANTAGE HOLDINGS LLC 549300MRQE5MQEH3BI02 78477MAG6 2210245.17000000 PA USD 2214046.79000000 0.180698519125 Long LON CORP US N 2 2031-10-31 Floating 7.57700000 N N N N N N ANUVU HOLDINGS 2 LLC N/A 03735KAB7 349277.54000000 PA USD 279422.03000000 0.022804914177 Long LON CORP US N 3 2027-09-27 Floating 8.41300000 N N Y N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 1014000.00000000 PA USD 995332.67000000 0.081233666929 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 84000.00000000 PA USD 15960.00000000 0.001302568842 Long DBT NUSS LB Y 2 2028-03-20 None 0.00000000 Y N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAH5 448875.00000000 PA USD 450152.05000000 0.036738974615 Long LON CORP US N 2 2028-04-24 Floating 8.04600000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 1042000.00000000 PA USD 1073112.04000000 0.087581598256 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N Clover Holdings SPV III LLC 549300RFUWCPWS8FQ104 000000000 274790.46000000 PA USD 274446.97000000 0.022398876700 Long LON CORP US N 2 2027-12-09 Fixed 15.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 49000.00000000 PA USD 9286.11000000 0.000757882052 Long DBT NUSS LB Y 2 2025-02-26 None 0.00000000 Y N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAL3 1745625.00000000 PA USD 1745406.80000000 0.142450658882 Long LON CORP US N 2 2032-02-10 Floating 6.57700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMV8 3160465.24000000 PA USD 3313515.98000000 0.270431245350 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46642NAJ5 1376000.00000000 PA USD 939147.52000000 0.076648138996 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.65800000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAA3 760000.00000000 PA USD 812351.84000000 0.066299761667 Long DBT CORP US N 2 2031-01-15 Fixed 8.37500000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 230000.00000000 PA USD 237973.52000000 0.019422111063 Long DBT NUSS OM Y 2 2048-01-17 Fixed 6.75000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 1236062.18000000 PA USD 1238707.35000000 0.101096591447 Long LON CORP US N 2 2031-06-24 Floating 6.07700000 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 454000.00000000 PA 544969.71000000 0.044477478981 Long DBT CORP LU Y 2 2031-11-15 Fixed 5.50000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 549000.00000000 PA USD 533242.16000000 0.043520339806 Long DBT CORP XX N 2 2028-06-01 Fixed 4.62500000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAF2 1043387.87000000 PA USD 1032307.09000000 0.084251319027 Long LON CORP US N 2 2029-04-16 Floating 6.79100000 N N N N N N IVC ACQUISITION LTD 254900WZMD2JOGND1Z32 000000000 1009657.04000000 PA USD 1016128.94000000 0.082930945961 Long LON CORP CA N 2 2028-12-12 Floating 8.04600000 N N N N N N LEEWARD RENEWABL 254900EVJU1A57NUX379 524590AA4 838000.00000000 PA USD 782981.81000000 0.063902738735 Long DBT CORP US N 2 2029-07-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCR87 10661137.89000000 PA USD 10495800.70000000 0.856610461933 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.50000000 N Y N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 1500000.00000000 PA 1765318.07000000 0.144075709002 Long LON CORP DE N 2 2030-04-30 Floating 5.84800000 N N N N N N Benefit Street Partners CLO Ltd N/A 081917AG1 2000000.00000000 PA USD 2009442.00000000 0.163999783251 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 7.30600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D4L6 18.35000000 PA USD 18.36000000 0.000001498443 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7.00000000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360AAA5 2847000.00000000 PA USD 3054481.87000000 0.249290282887 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 1475000.00000000 PA USD 1562724.15000000 0.127541089457 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 3110000.00000000 PA USD 3084059.99000000 0.251704288998 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PEB7 49.38000000 PA USD 49.62000000 0.000004049715 Long ABS-MBS USGSE US N 2 2026-04-17 Fixed 7.50000000 N N N N N N ALBION FINANCING 3 SARL 213800VFJ5CIN2NUQ821 00847NAE6 1789470.18000000 PA USD 1794507.54000000 0.146457995604 Long LON CORP US N 2 2029-08-16 Floating 7.32100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 158000.00000000 OU Notional Amount USD -16663.53000000 -0.00135998715 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Egypt Government International Bonds Egypt Government International Bonds Y sell protection 2028-12-20 0.00000000 USD -33360.13000000 USD 158000.00000000 USD 16696.60000000 N N N GLOBAL PART/GLP FINANCE N/A 37954FAL8 700000.00000000 PA USD 710320.70000000 0.057972532095 Long DBT CORP US N 2 2033-07-01 Fixed 7.12500000 N N N N N N Bluemountain CLO Ltd N/A 09631KAA1 1000000.00000000 PA USD 1002897.00000000 0.081851026615 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 11.81900000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 185493.85000000 0.015139004357 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAE8 775000.00000000 PA USD 705738.25000000 0.057598537321 Long LON CORP US N 2 2029-10-08 Floating 10.42700000 N N N N N N OCP CLO Ltd N/A 67570CAJ1 4000000.00000000 PA USD 4045828.00000000 0.330198589992 Long ABS-CBDO CORP JE N 2 2037-04-23 Floating 8.02900000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 1544000.00000000 PA USD 1494930.14000000 0.122008109184 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 2705000.00000000 PA USD 2523544.81000000 0.205958072870 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9EX1 3051137.40000000 PA USD 434813.93000000 0.035487160253 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 1.63000000 N N N N N N NORTHSTAR GROUP SERVICES INC 549300XH4ERCEE5LSB06 66707RAF4 1710181.36000000 PA USD 1722657.13000000 0.140593953911 Long LON CORP US N 2 2030-05-31 Floating 8.88100000 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GAS4 3764280.17000000 PA USD 3260412.45000000 0.266097222567 Long ABS-MBS CORP US N 2 2046-04-10 Variable 4.06000000 N N N N N N INEOS QUATTRO HOLDINGS UK LTD 213800HKSMBSJQ32CA45 000000000 1000000.00000000 PA 1123305.52000000 0.091678118505 Long LON CORP GB N 2 2029-04-02 Floating 6.42900000 N N N N N N EDGE FINCO PLC 648835NI8LJE5190NT73 000000000 500000.00000000 PA 591048.52000000 0.048238182127 Long LON CORP GB N 2 2031-08-22 Floating 5.54000000 N N N N N N Digicel International Finance Limited 5493007V023VOEW4FK27 000000000 5073414.24000000 PA USD 5072501.03000000 0.413990087527 Long LON CORP LC N 2 2027-05-25 Floating 9.53000000 N N Y N N N RENAULT SA 969500F7JLTX36OUI695 000000000 100000.00000000 PA 117280.08000000 0.009571765544 Long DBT CORP FR Y 2 2026-05-25 Fixed 2.37500000 N N N N N N Bluemountain CLO Ltd 549300EYIDIF4X8MHI21 09628XAE0 2000000.00000000 PA USD 1945682.00000000 0.158796037047 Long ABS-CBDO CORP KY N 2 2030-11-15 Floating 10.53800000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 000000000 400000.00000000 PA 471710.34000000 0.038498445597 Long DBT CORP IE Y 2 2026-10-01 Fixed 3.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 600000.00000000 PA USD 434949.54000000 0.035498228008 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N QUESTEL UNITE SAS 89450009UUSWTJL6DQ65 000000000 500000.00000000 PA 590595.01000000 0.048201169095 Long LON CORP FR N 2 2032-03-05 Floating 5.98000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 5358.66000000 0.000437344834 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 166493.65000000 USD 145611.86000000 EUR 2025-07-31 5358.66000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 1626000.00000000 PA USD 1658360.65000000 0.135346423112 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 1089000.00000000 PA USD 1096998.71000000 0.089531099015 Long LON CORP NL N 2 2030-10-28 Floating 6.79600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJG27 7504224.72000000 PA USD 8309464.05000000 0.678173494499 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 8.08400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W1W63 1906999.68000000 PA USD 1837698.83000000 0.149983034992 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.50000000 N N N N N N SUMMER BC HOLDCO A SARL 984500EFA0BRE0008996 000000000 126147.37000000 PA 148974.30000000 0.012158476288 Long DBT CORP LU Y 2 2027-10-31 Fixed 9.25000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 000000000 325000.00000000 PA 393266.19000000 0.032096258523 Long DBT CORP GB Y 2 2032-04-15 Fixed 5.62500000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 000000000 250000.00000000 PA 302589.17000000 0.024695690790 Long DBT CORP IE N 2 2032-09-30 Fixed 5.37500000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAB2 817000.00000000 PA USD 810379.01000000 0.066138749957 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 1190000.00000000 PA USD 1202603.29000000 0.098149973424 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 370000.00000000 PA USD 377344.13000000 0.030796786138 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N GLOBAL BLUE ACQUISITION B V 549300L10EVYURBFIH66 000000000 1000000.00000000 PA 1182002.80000000 0.096468672896 Long LON CORP NL N 2 2030-12-05 Floating 5.22200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1A62 60069.40000000 PA USD 485.50000000 0.000039623883 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWX82 1875298.52000000 PA USD 1772286.87000000 0.144644464751 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 1000000.00000000 PA USD 1050950.00000000 0.085772852467 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N BETCLIC EVEREST GROUP 96950037FKVH5JOEKU82 000000000 500000.00000000 PA 591019.07000000 0.048235778578 Long LON CORP FR N 2 2031-12-10 Floating 5.38800000 N N N N N N Roper Industrial Products Investment Company LLC 254900RXO1EICEHOLG29 77669LAK9 987087.20000000 PA USD 986346.88000000 0.080500295370 Long LON CORP US N 2 2029-11-22 Floating 7.04600000 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 389376AZ7 911513.63000000 PA USD 884892.87000000 0.072220168027 Long LON CORP US N 2 2028-12-01 Floating 7.43900000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAD6 1475000.00000000 PA USD 1548276.53000000 0.126361952887 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AM6 437000.00000000 PA USD 444856.82000000 0.036306806595 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GWN0 1343809.88000000 PA USD 1308658.03000000 0.106805587456 Long ABS-MBS USGA US N 2 2047-09-20 Floating 4.93200000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 2221000.00000000 PA USD 2293073.67000000 0.187148265468 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 334000.00000000 PA 393771.26000000 0.032137479604 Long DBT NUSS AL Y 2 2035-02-14 Fixed 4.75000000 N N N N N N Nvent Electric Public Limited Company 254900LK60A9DK5W5N81 05614GAC5 1125000.00000000 PA USD 1133510.63000000 0.092511004364 Long LON CORP US N 2 2032-01-30 Floating 7.82700000 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 130000.00000000 PA 186146.51000000 0.015192270935 Long DBT CORP JE Y 2 2029-08-28 Fixed 7.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 400000.00000000 PA 435436.52000000 0.035537972680 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N ALLIED UNIVERSAL N/A 019576AF4 745000.00000000 PA USD 755805.48000000 0.061684753727 Long DBT CORP US N 2 2030-06-15 Fixed 6.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2NT5 276978.29000000 PA USD 285787.43000000 0.023324423683 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 1647000.00000000 PA USD 1652826.99000000 0.134894795725 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Oaktree CLO Ltd N/A 67402CBN5 2000000.00000000 PA USD 2009028.00000000 0.163965994811 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 8.96900000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CX3 500000.00000000 PA USD 486833.21000000 0.039732692418 Long DBT NUSS PH N 2 2048-01-17 Fixed 5.50000000 N N N N N N Franklin Square Holdings LP N/A 30259HAG2 1014750.00000000 PA USD 1016018.44000000 0.082921927549 Long LON CORP US N 2 2031-04-25 Floating 6.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381D2S3 243.32000000 PA USD 245.86000000 0.000020065762 Long ABS-MBS USGSE US N 2 2029-10-15 Fixed 8.46800000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 358833.00000000 PA USD 320706.99000000 0.026174369226 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBC4 198220.06000000 PA USD 165310.57000000 0.013491754252 Long LON CORP US N 2 2028-06-30 Floating 8.04100000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 319000.00000000 PA USD 302193.61000000 0.024663407323 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ACL5 3251622.40000000 PA USD 3515405.71000000 0.286908392718 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.77700000 N N N N N N ENVIVA LLC N/A 000000000 44272.00000000 NS USD 868838.00000000 0.070909856408 Long STIV CORP US N 2 N N N Mariner Wealth Advisors LLC 549300XJJOOU336E5R24 56846TAD8 972868.09000000 PA USD 976516.35000000 0.079697980703 Long LON CORP US N 2 2028-08-18 None 0.00000000 N N N N N N Madison Park Funding Ltd N/A 55819FAY7 3000000.00000000 PA USD 3012249.00000000 0.245843464553 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 7.41900000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1045044.00000000 PA USD 133424.36000000 0.010889374324 Long DBT CORP VE Y 2 2024-05-16 None 0.00000000 Y N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643AAG8 3488000.00000000 PA USD 3001751.17000000 0.244986688471 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.20000000 N N N N N N SPEEDSTER BIDCO GMBH 254900LE837QB2YYV824 000000000 847875.00000000 PA USD 853971.22000000 0.069696510266 Long LON CORP DE N 2 2031-12-10 Floating 7.54600000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 814000.00000000 PA USD 825452.17000000 0.067368939717 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 3484000.00000000 PA USD 3505792.42000000 0.286123808004 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAD8 1134375.00000000 PA USD 1113712.36000000 0.090895176693 Long LON CORP US N 2 2031-01-29 Floating 8.28000000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 2444000.00000000 PA USD 2547574.28000000 0.207919228192 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 41587CAR9 384000.00000000 PA USD 381072.00000000 0.031101034716 Long LON CORP US N 2 2028-06-09 Floating 6.69100000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 466000.00000000 PA USD 87535.77000000 0.007144195904 Long DBT NUSS LB Y 2 2022-10-04 None 0.00000000 Y N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 000000000 100000.00000000 PA 128321.43000000 0.010472900788 Long DBT CORP LU Y 2 2031-07-15 Fixed 8.50000000 N N N N N N Tanzania N/A 000000000 2336470.60000000 PA USD 2337874.82000000 0.190804692919 Long LON CORP TZ N 2 2031-04-28 Floating 10.86200000 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 000000000 100000.00000000 PA 126557.98000000 0.010328977541 Long DBT CORP GB Y 2 2029-09-01 Fixed 4.12500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 710000.00000000 PA USD 740270.85000000 0.060416901282 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 1134000.00000000 PA USD 1098787.60000000 0.089677098537 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 187000.00000000 PA USD 181162.84000000 0.014785530755 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N RADNET MANAGEMENT INC 549300T3TJ6A0P5TXM13 75049EAR5 717750.00000000 PA USD 719659.22000000 0.058734691568 Long LON CORP US N 2 2031-04-18 Floating 6.58000000 N N N N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAH1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-04-26 Floating 7.82700000 N N N N N N MILLER HOMES GROUP FIN 98450057058CDE2E9650 000000000 200000.00000000 PA 239772.03000000 0.019568895718 Long DBT CORP GB Y 2 2030-10-15 Floating 6.52900000 N N N N N N KOHLER ENERGY CO LLC 254900T31FAYMRQSAA12 25472PAC4 1500000.00000000 PA 1771343.29000000 0.144567454857 Long LON CORP US N 2 2031-05-01 Floating 6.73000000 N N N N N N Hertz Corporation (The) 549300PD0C69OJ0NLB27 42804VBD2 714125.00000000 PA USD 593170.08000000 0.048411332375 Long LON CORP US N 2 2028-06-30 Floating 8.03300000 N N N N N N LIBBEY GLASS INC A7JTTZYG0P336HI4K290 52989XAC7 9287630.16000000 PA USD 8985782.18000000 0.733370920814 Long LON CORP US N 2 2027-11-22 Floating 10.93300000 N N N N N N ANUVU HOLDINGS 2 LLC N/A 03735KAC5 896961.48000000 PA USD 328826.08000000 0.026837005421 Long LON CORP US N 3 2026-03-23 Floating 12.66300000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AD5 1187000.00000000 PA USD 1153694.80000000 0.094158327106 Long DBT CORP US N 2 2029-05-01 Fixed 4.75000000 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 000000000 750000.00000000 PA 887239.79000000 0.072411710938 Long LON CORP NL N 2 2028-04-03 Floating 5.73600000 N N N N N N ALERA GROUP INC 2549003D76KZAKICNX26 01451PAB2 1875000.00000000 PA USD 1882734.38000000 0.153658592902 Long LON CORP US N 2 2032-05-31 Floating 7.57700000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 130000.00000000 PA 154001.85000000 0.012568797716 Long DBT CORP XX Y 2 2031-06-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A93D8 2431365.00000000 PA USD 467932.73000000 0.038190137508 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 1169000.00000000 PA USD 1051340.41000000 0.085804715619 Long DBT CORP US N 2 2031-08-15 Fixed 3.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -16.00000000 NC 7727.36000000 0.000630665311 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU5 Comdty 2025-09-08 -1889440.00000000 EUR 7727.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -171596.60000000 -0.01400478600 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5459135.90000000 GBP 7322844.50000000 USD 2025-07-31 -171596.60000000 N N N ENDURE DIGITAL INC N/A 000000000 2694999.99000000 PA USD 1954723.92000000 0.159533989633 Long LON CORP US N 2 2028-02-10 Floating 7.92700000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAM7 1220954.18000000 PA USD 1222614.68000000 0.099783194797 Long LON CORP US N 2 2031-09-19 Floating 7.07200000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAS0 252000.00000000 PA USD 250576.70000000 0.020450714421 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RH59 1175503.00000000 PA USD 1189728.88000000 0.097099233741 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 100000.00000000 PA 116434.53000000 0.009502756328 Long DBT CORP US Y 2 2028-06-15 Fixed 2.87500000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 1046000.00000000 PA USD 1086996.92000000 0.088714807033 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 12546FAF9 459422.88000000 PA USD 461719.99000000 0.037683087286 Long LON CORP US N 2 2028-12-08 Floating 7.44100000 N N N N N N BOELS TOPHOLDING BV 724500V913SEHSEW2O75 000000000 862068.97000000 PA 1017952.46000000 0.083079771797 Long LON CORP NL N 2 2031-05-23 Floating 4.66400000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 190000.00000000 PA USD 191216.19000000 0.015606030785 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 1900000.00000000 PA USD 1885803.58000000 0.153909084399 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 2648000.00000000 PA USD 2518273.69000000 0.205527872577 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N PEARLS (Netherlands) Bidco BV 2549005MTFX0VLL0UQ17 000000000 1000000.00000000 PA 1176484.10000000 0.096018266463 Long LON CORP NL N 2 2029-02-26 Floating 5.68600000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAC2 962500.00000000 PA 1087009.18000000 0.088715807628 Long LON CORP US N 2 2028-06-02 Floating 5.67900000 N N N N N N HOLDING SOCOTEC 969500TSHWNDZONA3M83 000000000 1000000.00000000 PA 1181855.55000000 0.096456655148 Long LON CORP FR N 2 2028-06-02 Floating 5.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G7AA1 563067.27000000 PA USD 581179.71000000 0.047432743254 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 8.00000000 N N N N N N ENDO FINANCE HOLDINGS N/A 29281RAA7 1400000.00000000 PA USD 1483731.20000000 0.121094112297 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAG3 376000.00000000 PA USD 361725.16000000 0.029522050318 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AUBH2 326687.84000000 PA USD 316146.36000000 0.025802155282 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 473000.00000000 PA USD 88947.65000000 0.007259425910 Long DBT NUSS LB Y 2 2020-04-14 None 0.00000000 Y N N N N N DRAGON BUYER INC 2549006V6EIUFGF2Y127 26143FAB5 1421437.50000000 PA USD 1425879.49000000 0.116372568754 Long LON CORP US N 2 2031-09-30 Floating 7.29600000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 935000.00000000 PA USD 933830.78000000 0.076214215445 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GBVS0 1790712.38000000 PA USD 1874073.00000000 0.152951697932 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 2060000.00000000 PA USD 2054049.69000000 0.167640421543 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 935000.00000000 PA USD 944279.88000000 0.077067014449 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N FORTRESS INTERMEDIATE 254900NLAZ3JQJW5JP75 34966MAA0 3000000.00000000 PA USD 3146601.00000000 0.256808547834 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 200000.00000000 PA 236395.38000000 0.019293311815 Long DBT CORP LU Y 2 2027-03-15 Fixed 4.50000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756BZ2 500000.00000000 PA USD 501274.99000000 0.040911352360 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 332000.00000000 PA USD 328830.50000000 0.026837366157 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N AMERIFORGE GROUP INC N/A 000000000 1126714.32000000 PA USD 149853.00000000 0.012230191027 Long LON CORP US N 3 2025-12-31 Floating 11.00000000 N N Y N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 200000.00000000 PA USD 194807.25000000 0.015899113672 Long DBT NUSS AM Y 2 2035-03-12 Fixed 6.75000000 N N N N N N Zambia Government International Bonds 213800DMLAZ6LGMMD849 000000000 167000.00000000 PA USD 115048.42000000 0.009389629530 Long DBT NUSS ZM Y 2 2053-12-31 Fixed 0.50000000 N N N N N N NOBIAN FINANCE BV 254900ZGJ6MMZN9IQQ31 000000000 500000.00000000 PA 587688.41000000 0.047963948130 Long LON CORP NL N 2 2029-07-02 None 0.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 558300.00000000 PA USD 83122.32000000 0.006783993996 Long DBT NUSS VE Y 2 2019-10-13 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKBJ1 296394.00000000 PA USD 55515.49000000 0.004530873907 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 4.00000000 N N N N N N APLEONA HOLDING GMBH 254900O4RJ7PDAMUHY66 000000000 925000.00000000 PA 1096158.33000000 0.089462511746 Long LON CORP DE N 2 2032-04-10 None 0.00000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 14000.00000000 PA USD 2660.00000000 0.000217094807 Long DBT NUSS LB Y 2 2032-03-23 None 0.00000000 Y N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 300000.00000000 PA USD 314250.00000000 0.025647384640 Long DBT NUSS DO Y 2 2044-04-30 Fixed 7.45000000 N N N N N N ATLANTICA SUSTAIN INFRA 549300ITBBGKJ651R879 04916WAA2 660000.00000000 PA USD 631444.37000000 0.051535072828 Long DBT CORP GB N 2 2028-06-15 Fixed 4.12500000 N N N N N N CONSTRUCTION PARTNERS INC 549300MHLFL4E8JLZU44 21043XAH5 522375.00000000 PA USD 524660.39000000 0.042819942173 Long LON CORP US N 2 2031-11-03 Floating 6.82700000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 120000.00000000 PA 144376.23000000 0.011783206694 Long DBT CORP DE N 2 2030-02-21 Fixed 5.62500000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 483000.00000000 PA USD 513611.00000000 0.041918150748 Long DBT NUSS OM Y 2 2031-01-25 Fixed 6.25000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 620000.00000000 PA USD 78921.55000000 0.006441149878 Long DBT CORP VE Y 2 2026-11-15 None 0.00000000 Y N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 300000.00000000 PA USD 142271.58000000 0.011611436549 Long DBT NUSS UA Y 2 2036-02-01 Variable 3.00000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 5543.45000000 0.000452426394 N/A DFE XX N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 119879.34000000 USD 106271.75000000 EUR 2025-07-31 5543.45000000 N N N ESC CB NATIONAL CINEME N/A 635ESCAA4 1186000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2026-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6P6 30025.07000000 PA USD 30866.21000000 0.002519133047 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 9.00000000 N N N N N N REPUBLIC OF GABON N/A 000000000 200000.00000000 PA USD 159685.34000000 0.013032653417 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 000000000 125000.00000000 PA 145912.35000000 0.011908576497 Long DBT CORP US Y 2 2026-11-21 Fixed 2.25000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAD8 589154.84000000 PA USD 213568.63000000 0.017430315992 Long LON CORP US N 2 2028-04-28 Floating 9.16200000 N N N N N N Republic of Azerbaijan International Bonds 549300P74FF45UQVU281 000000000 240000.00000000 PA USD 215116.65000000 0.017556657009 Long DBT NUSS AZ Y 2 2032-09-01 Fixed 3.50000000 N N N N N N Autokiniton US Holdings Inc 254900EHNKMJ1OSEZL85 05278HAC0 504196.86000000 PA USD 487969.28000000 0.039825412305 Long LON CORP US N 2 2028-04-06 Floating 8.44100000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 2346000.00000000 PA USD 1680932.46000000 0.137188612112 Long DBT NUSS UA Y 2 2041-08-01 Variable 7.75000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQBQ4 1557648.02000000 PA USD 1591791.12000000 0.129913378271 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 6.82400000 N N N N N N B&M EUROPEAN VALUE RET 213800UK7ZRLY2K1X530 000000000 200000.00000000 PA 293335.24000000 0.023940435095 Long DBT CORP LU Y 2 2030-11-15 Fixed 8.12500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 45000.00000000 PA 33146.11000000 0.002705206149 Long DBT NUSS RO Y 2 2041-04-14 Fixed 2.75000000 N N N N N N ASK CHEM DE HOLD GMBH 529900793W6Y4S5VIK84 000000000 200000.00000000 PA 235522.59000000 0.019222079418 Long DBT CORP DE Y 2 2029-11-15 Fixed 10.00000000 N N N N N N Apex Tool Group LLC 549300LWC59TPOM4ZR02 03759DAN8 843872.07000000 PA USD 733464.07000000 0.059861368729 Long LON CORP US N 2 2029-02-08 Floating 9.67700000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAD2 1090000.00000000 PA USD 1069657.22000000 0.087299634541 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N LUNA 2 5SARL 894500N8J2QVEYP0UI86 000000000 100000.00000000 PA 120234.60000000 0.009812897480 Long DBT CORP LU Y 2 2032-07-01 Fixed 5.50000000 N N N N N N SURGERY CENTER HOLDINGS INC 54930054EVI5HWPPW113 86880NBB8 930757.81000000 PA USD 935220.79000000 0.076327660540 Long LON CORP US N 2 2030-12-19 Floating 7.07700000 N N N N N N ESC GCB144A ENDO LUXEM N/A 292ESCB09 1550000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP LU N 3 2029-04-01 None 0.00000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410346AY6 647237.70000000 PA USD 649732.80000000 0.053027675529 Long LON CORP US N 2 2032-03-07 Floating 7.07700000 N N N N N N TTF Holdings LLC N/A 83421EAB2 1399344.48000000 PA USD 1391473.17000000 0.113564511083 Long LON CORP US N 2 2031-07-18 Floating 8.00200000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAC7 1596375.00000000 PA USD 1578415.78000000 0.128821755393 Long LON CORP US N 2 2029-06-01 Floating 9.94600000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 948000.00000000 PA USD 925532.12000000 0.075536923719 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N ESC GCB144A UNIFIN FIN 5493007GRMPGDJG93Z17 904ESCAJ9 620000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP MX N 3 2026-02-12 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APHR6 678445.60000000 PA USD 130966.80000000 0.010688801574 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VX39 1387827.45000000 PA USD 1151789.50000000 0.094002826830 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AY2 474000.00000000 PA USD 485360.83000000 0.039612524730 Long DBT CORP US N 2 2028-03-15 Fixed 6.87500000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 920000.00000000 PA USD 969935.32000000 0.079160872644 Long DBT NUSS NG Y 2 2034-12-09 Fixed 10.37500000 N N N N N N ACCELL GROUP NV 724500PZHSQTJODTGY09 000000000 92743.43000000 PA 90675.17000000 0.007400416745 Long LON CORP NL N 2 2030-05-31 Floating 9.46800000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXBB0 935023.01000000 PA USD 754004.99000000 0.061537807476 Long ABS-MBS USGSE US N 2 2039-04-15 None 0.00000000 N N N N N N HILCORP ENERGY I LP 549300ITPIHLG0LHEC09 431319AH5 847875.00000000 PA USD 850524.61000000 0.069415216607 Long LON CORP US N 2 2030-02-11 Floating 6.31400000 N N N N N N FUGUE FINANCE BV 254900LPOM3DXTS8SI47 000000000 1000000.00000000 PA 1178468.95000000 0.096180259180 Long LON CORP NL N 2 2032-01-09 Floating 5.26100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCT20 779188.20000000 PA USD 162156.47000000 0.013234333677 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BH4 700000.00000000 PA USD 716919.00000000 0.058511049639 Long DBT NUSS UY N 2 2037-02-14 Fixed 5.44200000 N N N N N N Victory Capital Holdings Inc 549300BN5LH2CIPPHS71 92645DAH2 873094.80000000 PA USD 875639.87000000 0.071464988233 Long LON CORP US N 2 2026-07-01 Floating 6.60900000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 1425000.00000000 PA USD 1456711.22000000 0.118888887730 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 525000.00000000 PA 619159.10000000 0.050532415565 Long DBT CORP DE Y 2 2027-07-15 Fixed 4.37500000 N N N N N N PointClickCare Technologies, Inc. 5493001Z0LHHBZLVDX36 000000000 646750.00000000 PA USD 650391.20000000 0.053081410574 Long LON CORP CA N 2 2031-11-03 Floating 7.41600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASUX0 445162.38000000 PA USD 49137.71000000 0.004010354013 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.58200000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 1652000.00000000 PA USD 1607851.44000000 0.131224134690 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 1727000.00000000 PA USD 1546356.32000000 0.126205235736 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N Rackspace Finance, LLC 549300QTYCKLMFSE8I97 75008UAC1 1448671.29000000 PA USD 1456689.69000000 0.118887130568 Long LON CORP US N 2 2028-05-15 Floating 10.67900000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 1674000.00000000 PA USD 1629693.91000000 0.133006798905 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Central Parent Inc N/A 15477BAE7 2241002.98000000 PA USD 1876952.05000000 0.153186670415 Long LON CORP US N 2 2029-07-06 Floating 7.54600000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 893000.00000000 PA USD 901905.89000000 0.073608678664 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 4789000.00000000 PA USD 4718197.03000000 0.385073712133 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N KKR APPLE BIDCO LLC 2549001SCJD3WEYJFM53 48254EAG6 168901.24000000 PA USD 168795.68000000 0.013776190073 Long LON CORP US N 2 2031-09-23 Floating 6.82700000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAL7 1108160.14000000 PA USD 1113839.46000000 0.090905549907 Long LON CORP US N 2 2028-09-15 Floating 8.32400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GBJ8 6000000.00000000 PA USD 6190966.20000000 0.505273162856 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Momentive Performance Materials Inc H2OFQI2FJX0T8IHKL414 60877JAG7 732117.65000000 PA USD 735778.24000000 0.060050238763 Long LON CORP US N 2 2028-03-29 Floating 8.32700000 N N N N N N GVC Holdings (Gibraltar) Limited 213800GNI3K45LQR8L28 36270BAD4 1850000.00000000 PA 2192305.74000000 0.178924132261 Long LON CORP IM N 2 2028-06-30 Floating 5.28700000 N N N N N N PREMIER FOODS FINANCE 2138003G41QDLK9DB177 000000000 125000.00000000 PA 170368.94000000 0.013904591042 Long DBT CORP GB Y 2 2026-10-15 Fixed 3.50000000 N N N N N N Grant Thornton Advisors LLC 254900XS1SHU0YY3WF58 38821UAD2 1986393.12000000 PA USD 1987138.02000000 0.162179453087 Long LON CORP US N 2 2031-06-02 Floating 7.07700000 N N N N N N PUNCH FINANCE PL 2138006IJRIU1Q5DN388 000000000 125000.00000000 PA 171774.25000000 0.014019284840 Long DBT CORP GB Y 2 2026-06-30 Fixed 6.12500000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 1328000.00000000 PA USD 1410634.80000000 0.115128379643 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N BlackRock Corporate High Yield Fund Inc 97ZR60BLU36N5VJMH054 09255P107 2188579.00000000 NS USD 21338645.25000000 1.741544765102 Long EC RF US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -4.00000000 NC 10177.49000000 0.000830631664 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU5 Comdty 2025-09-08 -483600.00000000 EUR 10177.49000000 N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 000000000 430000.00000000 PA 519986.61000000 0.042438493538 Long DBT CORP IT Y 2 2031-01-31 Fixed 4.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1107000.00000000 PA USD 1019552.09000000 0.083210324942 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N Oscar Acquisitionco LLC 254900RDCZK0Q19MEL65 68778DAB4 875250.06000000 PA USD 809330.60000000 0.066053184405 Long LON CORP US N 2 2029-04-29 Floating 8.54600000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 208786.00000000 PA USD 196243.50000000 0.016016332625 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAC7 1712000.00000000 PA USD 1725354.52000000 0.140814100288 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 000000000 100000.00000000 PA 121268.84000000 0.009897306553 Long DBT CORP FR Y 2 2030-04-15 Fixed 5.37500000 N N N N N N NATIONAL BANK OF UZBEKIS 253400TZJ7T1YULTGN68 000000000 490000.00000000 PA USD 515895.17000000 0.042104572344 Long DBT NUSS UZ Y 2 2029-07-05 Fixed 8.50000000 N N N N N N GNR25114B GT 549300M8ZYFG0OCMTT87 000000000 5000000.00000000 PA USD 5189473.50000000 0.423536747608 Long ABS-MBS CORP US N 2 2055-05-01 Variable 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1796.00000000 NC USD 1752524.23000000 0.143031545007 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 194011475.77000000 USD 1752524.23000000 N N N Cegid Group SAS 2221001BVBGKKRMMGO11 000000000 1000000.00000000 PA 1179623.34000000 0.096274474246 Long LON CORP LU N 2 2028-07-10 Floating 5.43600000 N N N N N N SkyMiles IP Ltd 2549008L7P4I8VB90936 24736CBS2 597919.34000000 PA USD 602517.34000000 0.049174205160 Long LON CORP KY N 2 2027-10-20 Floating 8.02200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 14623.32000000 0.001193476253 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 282559.00000000 USD 251805.00000000 EUR 2025-07-31 14623.32000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 227000.00000000 PA 269107.04000000 0.021963060507 Long DBT NUSS RO Y 2 2039-07-11 Fixed 6.75000000 N N N N N N PAINT INTERMEDIATE III LLC 549300C2JJM7BNZTR054 69575EAL3 523687.50000000 PA USD 520414.45000000 0.042473411524 Long LON CORP US N 2 2031-10-09 Floating 7.29900000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -54130.41000000 -0.00441783117 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2085974.08000000 GBP 2810184.65000000 USD 2025-08-29 -54130.41000000 N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 1355000.00000000 PA USD 1397529.67000000 0.114058809842 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LJK8 10855555.50000000 PA USD 1698469.98000000 0.138619929601 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N NATGASOLINE LLC 549300OHXDYMQYZOWC24 63232EAD9 521718.75000000 PA USD 519762.30000000 0.042420186570 Long LON CORP US N 2 2030-03-29 Floating 9.82700000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 000000000 230000.00000000 PA 270420.93000000 0.022070293099 Long DBT CORP US N 2 2031-04-15 Fixed 5.00000000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 202163.39000000 0.016499482016 Long DBT NUSS OM Y 2 2027-03-08 Fixed 5.37500000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AG9 915000.00000000 PA USD 938635.37000000 0.076606340084 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N STONEPEAK NILE PARENT 254900TJV3VAFZD0GU41 861932AA9 697000.00000000 PA USD 739312.08000000 0.060338651663 Long DBT CORP US N 2 2032-03-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QZJ3 264447.75000000 PA USD 257437.98000000 0.021010694969 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.50900000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 135000.00000000 PA 165203.47000000 0.013483013330 Long DBT CORP IE Y 2 2029-04-29 Fixed 5.00000000 N N N N N N TOUCAN FINCO LTD/CAN/US N/A 89157UAA5 2020000.00000000 PA USD 2066617.01000000 0.168666098202 Long DBT CORP XX N 2 2030-05-15 Fixed 9.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAL4 700000.00000000 PA USD 544600.00000000 0.044447305251 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253651AK9 1892000.00000000 PA USD 2011943.42000000 0.164203935616 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CPT5 123660.82000000 PA USD 127732.84000000 0.010424863257 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 77000.00000000 PA 83556.95000000 0.006819466144 Long DBT NUSS RO Y 2 2044-09-24 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVGL3 1498076.33000000 PA USD 1551027.71000000 0.126586489312 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 16825.00000000 PA USD 8049.09000000 0.000656923173 Long DBT NUSS UA Y 2 2030-02-01 Variable 3.00000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 1046000.00000000 PA USD 1086213.47000000 0.088650866083 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N Mehilainen Yhtiot Oy 2138006X78HGYRHS5865 000000000 1000000.00000000 PA 1182733.13000000 0.096528278479 Long LON CORP FI N 2 2031-08-05 None 0.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAT8 1125000.00000000 PA USD 1149863.63000000 0.093845647741 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXRJ4 879054.90000000 PA USD 55483.13000000 0.004528232859 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 1.83200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -816.00000000 NC USD -593000.49000000 -0.04839749135 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 -169154124.92000000 USD -593000.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A3QY8 328098.13000000 PA USD 281503.00000000 0.022974751689 Long ABS-MBS USGSE US N 2 2040-11-15 Floating 1.14600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKF25 9450140.70000000 PA USD 9771199.78000000 0.797472455550 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 8.23400000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAK5 2104856.25000000 PA USD 2106782.19000000 0.171944162866 Long LON CORP US N 2 2029-03-19 Floating 6.57700000 N N N N N N TARKETT PARTICIPATION 9695009BVDNB65W81L34 000000000 1000000.00000000 PA 1179917.83000000 0.096298508926 Long LON CORP FR N 2 2028-04-21 Floating 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B46Y9 3430602.27000000 PA USD 387190.47000000 0.031600391131 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 1.63000000 N N N N N N Applied Systems Inc 549300NSKGF0SY5SWQ62 03827FBD2 5053557.95000000 PA USD 5081579.93000000 0.414731058221 Long LON CORP US N 2 2031-02-24 Floating 6.79600000 N N N N N N SPORT GROUP HOLDING GMBH N/A 000000000 1000000.00000000 PA 1182739.02000000 0.096528759189 Long LON CORP DE N 2 2031-07-08 Floating 6.32300000 N N N N N N ASTRA ACQUISITION CORP N/A 04629UAN6 608999.88000000 PA USD 173376.18000000 0.014150025699 Long LON CORP US N 2 2028-02-25 Floating 11.04600000 N N N N N N Homeserve USA Holding Corp 254900UCR2BMZVFOR729 43761EAD0 888750.00000000 PA USD 890696.36000000 0.072693817479 Long LON CORP US N 2 2030-10-21 Floating 6.31800000 N N N N N N UMBS, TBA N/A 01F050676 9737000.00000000 PA USD 9543018.03000000 0.778849495772 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 2055000.00000000 PA USD 1903745.94000000 0.155373442739 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 877000.00000000 PA USD 911510.55000000 0.074392559044 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 1068000.00000000 PA USD 1024021.58000000 0.083575100532 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -396.90000000 -0.00003239283 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 206366.51000000 USD 150000.00000000 GBP 2025-08-29 -396.90000000 N N N HOYA MIDCO LLC 549300LK73TSUP0YKH27 44325HAF5 870807.93000000 PA USD 765087.49000000 0.062442301160 Long LON CORP US N 2 2029-02-03 Floating 6.53000000 N N N N N N Marble Point CLO XIX Ltd N/A 56607KAQ7 3000000.00000000 PA USD 3005130.00000000 0.245262450293 Long ABS-CBDO CORP KY N 2 2034-01-19 Floating 8.26900000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 2505034.02000000 PA USD 2431841.43000000 0.198473739188 Long ABS-O CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N ODIDO GROUP HOLDING BV 724500FOAL1MNGOJKP07 000000000 245000.00000000 PA 289003.75000000 0.023586922319 Long DBT CORP NL Y 2 2030-01-15 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 433000.00000000 PA USD 460672.16000000 0.037597569071 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 1737000.00000000 PA USD 1735685.26000000 0.141657239389 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 1325000.00000000 PA 1403268.27000000 0.114527163323 Long DBT CORP XX Y 2 2029-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGKT5 2285703.79000000 PA USD 321009.27000000 0.026199039684 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BUPX0 1065676.68000000 PA USD 135458.16000000 0.011055362075 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.50000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAD2 645000.00000000 PA USD 671056.07000000 0.054767965449 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACM73 2338808.25000000 PA USD 148137.54000000 0.012090184464 Long ABS-MBS USGSE US N 2 2033-03-25 Floating 1.78000000 N N N N N N UGI ENERGY SERVICES LLC 5493001O7RUKEUP5XR11 90276DAE9 1450190.62000000 PA USD 1457985.39000000 0.118992878591 Long LON CORP US N 2 2030-02-22 Floating 6.82700000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 20194.17000000 0.001648138887 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 439616.48000000 USD 389601.30000000 EUR 2025-07-31 20194.17000000 N N N BX Trust N/A 05609VAJ4 1937656.25000000 PA USD 1929476.05000000 0.157473395096 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.52600000 N N N N N N Dryden Senior Loan Fund 5493000CMI5L15ZSNM78 26244LAC8 2000000.00000000 PA USD 1901932.00000000 0.155225398771 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 9.81800000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAC0 2088000.00000000 PA USD 1974778.20000000 0.161170711455 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 490000.00000000 PA USD 494396.77000000 0.040349989260 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N SHERWOOD FINANCING PLC 259400SSZWSSPNYW7K08 000000000 390000.00000000 PA 466435.33000000 0.038067927823 Long DBT CORP GB Y 2 2029-12-15 Fixed 7.62500000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 400000.00000000 PA USD 419935.38000000 0.034272853508 Long DBT NUSS OM Y 2 2029-08-01 Fixed 6.00000000 N N N N N N RYAN SPECIALTY GROUP LLC 549300K52N7QBO3PYY45 78350UAJ4 1243750.00000000 PA USD 1245304.69000000 0.101635030641 Long LON CORP US N 2 2031-09-15 Floating 6.57700000 N N N N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAH0 1045000.00000000 PA USD 1098614.77000000 0.089662993088 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 300000.00000000 PA USD 154345.31000000 0.012596829062 Long DBT NUSS UA Y 2 2034-02-01 Variable 1.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 545000.00000000 PA USD 570559.96000000 0.046566016721 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AGE7 4700099.28000000 PA USD 5149448.51000000 0.420270124494 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.77700000 N N N N N N Rad CLO Ltd N/A 74923VAJ9 3000000.00000000 PA USD 3032385.00000000 0.247486855920 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 9.26900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359QZ72 22331.50000000 PA USD 22822.49000000 0.001862648144 Long ABS-MBS USGSE US N 2 2027-11-18 Fixed 7.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 595000.00000000 PA USD 593237.91000000 0.048416868293 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 200000.00000000 PA 247096.83000000 0.020166706260 Long DBT CORP LU Y 2 2029-03-15 Fixed 6.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CF8 254000.00000000 PA USD 221615.00000000 0.018087017174 Long DBT CORP US N 2 2030-10-15 Fixed 3.87500000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 1268000.00000000 PA USD 1280626.74000000 0.104517825239 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N CEVA SANTE ANIMALE 969500FG3VYTO80D0A13 000000000 396007.50000000 PA USD 396997.52000000 0.032400789488 Long LON CORP FR N 2 2030-11-08 Floating 7.05000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAS8 1000000.00000000 PA 1180895.53000000 0.096378303510 Long LON CORP US N 2 2028-05-19 Floating 5.98000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 913043.48000000 PA 1075149.10000000 0.087747852071 Long LON CORP US N 2 2031-07-16 Floating 4.92900000 N N N N N N OID-OL Intermediate I LLC N/A 67089SAD3 901460.96000000 PA USD 756474.49000000 0.061739354704 Long LON CORP US N 2 2029-02-01 Floating 8.73300000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -363771.03000000 -0.02968902315 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 10556788.00000000 EUR 12095436.68000000 USD 2025-07-31 -363771.03000000 N N N BERLIN PACKAGING LLC 549300L1HNHO6QOXHH42 08511LBC1 1209624.60000000 PA USD 1215334.03000000 0.099188987538 Long LON CORP US N 2 2031-06-07 Floating 7.82400000 N N N N N N ARQIVA BROADC FINANCE PL 5493007PMKIGKNYH2S25 000000000 310000.00000000 PA 431465.40000000 0.035213871353 Long DBT CORP GB Y 2 2030-07-01 Fixed 8.62500000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 1912000.00000000 PA USD 1920821.97000000 0.156767095912 Long DBT CORP US N 2 2025-07-30 Variable 8.69800000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 04349HAM6 1645695.36000000 PA USD 1651866.72000000 0.134816423683 Long LON CORP US N 2 2029-12-10 Floating 10.17700000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBK5 929005.80000000 PA USD 929005.80000000 0.075820426685 Long LON CORP US N 2 2029-11-15 Floating 10.42700000 N N N N N N ESSENDI SA 2221000MD2YP7WLTNC52 000000000 130000.00000000 PA 154698.76000000 0.012625675739 Long DBT CORP LU N 2 2032-05-15 Fixed 5.62500000 N N N N N N OPEN TEXT INC N/A 683720AA4 883000.00000000 PA USD 835353.32000000 0.068177018007 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N RealPage Inc 5493001RSFZX4122A604 75605VAD4 2767187.50000000 PA USD 2751290.01000000 0.224545403799 Long LON CORP US N 2 2028-04-24 Floating 7.55700000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1711787.05000000 -0.13970679679 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 42161465.26000000 EUR 47952338.30000000 USD 2025-07-02 -1711787.05000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BFVY4 181359.98000000 PA USD 128199.91000000 0.010462982983 Long ABS-MBS USGSE US N 2 2043-12-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2NS7 173582.80000000 PA USD 176707.92000000 0.014421944290 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 8.00000000 N N N N N N Electron BidCo Inc N/A 28542CAC3 1077300.00000000 PA USD 1081264.46000000 0.088246954665 Long LON CORP US N 2 2028-11-01 Floating 7.07700000 N N N N N N Go Daddy Operating Company LLC 5493005GJOH8HLL11157 38017BAX4 144957.88000000 PA USD 145233.30000000 0.011853156110 Long LON CORP US N 2 2029-11-09 Floating 6.07700000 N N N N N N ABENGOA ABENEWCO TWO 9598003HU5TEDMWEKB27 000000000 377752.00000000 PA USD 0.00000000 0.000000 Long DBT CORP ES N 3 2024-10-26 None 0.00000000 Y N N N N N CMG MEDIA CORPORATION N/A 125773AA9 1247000.00000000 PA USD 1178618.67000000 0.096192478516 Long DBT CORP US N 2 2029-06-18 Fixed 8.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCN91 1753917.04000000 PA USD 364485.53000000 0.029747336782 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 4.00000000 N N N N N N PEGASUS BIDCO BV 254900U303DPAFR7MA71 000000000 939939.94000000 PA 1112478.68000000 0.090794490406 Long LON CORP NL N 2 2029-07-12 Floating 5.64300000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 1180000.00000000 PA USD 1233079.16000000 0.100637249033 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N CD&R FIREFLY BIDCO LTD 213800OAU5VX61DYZ558 000000000 450000.00000000 PA 637312.75000000 0.052014018251 Long DBT CORP GB Y 2 2029-04-30 Fixed 8.62500000 N N N N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 29426NAZ7 2308365.80000000 PA USD 2316837.50000000 0.189087740690 Long LON CORP US N 2 2031-05-30 Floating 7.07700000 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 26872NAD1 1042125.00000000 PA USD 1041755.05000000 0.085022410401 Long LON CORP US N 2 2031-08-04 Floating 6.82700000 N N N N N N SELECT MEDICAL CORPORATION 549300X05KS0JKR8CB50 816194AY0 970125.00000000 PA USD 974374.15000000 0.079523145930 Long LON CORP US N 2 2031-12-03 Floating 6.32700000 N N N N N N CUBE INDUSTRIALS BUYER INC 25490058FG1NWDNJ5K52 22971EAB4 425000.00000000 PA USD 427788.00000000 0.034913741863 Long LON CORP US N 2 2031-10-17 Floating 7.52200000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 000000000 223000.00000000 PA 259593.58000000 0.021186623377 Long DBT CORP FR Y 2 2031-06-15 Fixed 5.50000000 N N N N N N MJH HEALTHCARE HOLDINGS LLC 254900YSRB2CUEJCMV73 000000000 488874.38000000 PA USD 490910.54000000 0.040065462031 Long LON CORP US N 2 2029-01-29 Floating 7.57700000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAC4 1600000.00000000 PA USD 1273036.32000000 0.103898336230 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.39600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GQP8 3000000.00000000 PA USD 3098412.30000000 0.252875646882 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 1125000.00000000 PA USD 1219307.63000000 0.099513291270 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 1355856.18000000 PA USD 1378701.81000000 0.112522181783 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.67000000 N N N N N N Carlyle Global Market Strategies N/A 14312GAC2 2000000.00000000 PA USD 2002524.00000000 0.163435173523 Long ABS-CBDO CORP KY N 2 2032-01-14 Floating 11.00300000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 196000.00000000 PA USD 36824.48000000 0.003005414805 Long DBT NUSS LB Y 2 2031-04-22 None 0.00000000 Y N N N N N IGT Holding IV AB 549300S0NZ6VQU5JU607 000000000 1000000.00000000 PA 1178686.87000000 0.096198044631 Long LON CORP SE N 2 2028-03-31 Floating 5.13000000 N N N N N N FINCO I LLC 5493001RSEZ0X6VJMC68 31774BAG9 1203639.06000000 PA USD 1210036.40000000 0.098756623642 Long LON CORP US N 2 2029-06-27 Floating 6.57700000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 100000.00000000 PA 123992.17000000 0.010119570012 Long DBT CORP FR Y 2 2034-10-09 Fixed 5.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 639000.00000000 PA USD 631390.99000000 0.051530716242 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 000000000 280000.00000000 PA 243101.00000000 0.019840588237 Long DBT CORP LU Y 2 2029-05-15 Fixed 5.25000000 N N N N N N Wellfleet CLO Ltd 2549001JCRYETQY84B65 94949HAC3 2000000.00000000 PA USD 1974072.00000000 0.161113075233 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 11.75800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1094000.00000000 PA USD 915312.32000000 0.074702838941 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAB8 1375000.00000000 PA USD 1350868.89000000 0.110250609453 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 400000.00000000 PA 519435.28000000 0.042393496967 Long DBT CORP FR Y 2 2028-09-06 Fixed 7.50000000 N N N N N N Oxbow Carbon LLC IH5EFCAY91O8SVS0VX92 69138EBE8 485895.79000000 PA USD 482251.57000000 0.039358763752 Long LON CORP US N 2 2030-05-10 Floating 7.82700000 N N N N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 1398000.00000000 PA USD 1409891.39000000 0.115067706541 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N Bulgaria Government International Bonds 529900PG0XCL4LICL838 000000000 120000.00000000 PA USD 117433.75000000 0.009584307258 Long DBT NUSS BG Y 2 2037-03-05 Fixed 5.00000000 N N N N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 000000000 1766275.29000000 PA USD 1697364.06000000 0.138529670395 Long LON CORP US N 2 2030-02-18 Floating 7.57700000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1112000.00000000 PA USD 1078068.77000000 0.087986139739 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 57000.00000000 PA 41915.90000000 0.003420948957 Long DBT NUSS RO Y 2 2040-12-02 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9Z50 832931.47000000 PA USD 37751.20000000 0.003081048677 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 1.52000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAC0 937989.89000000 PA USD 819399.83000000 0.066874980475 Long LON CORP US N 2 2028-04-28 Floating 9.16200000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 000000000 450000.00000000 PA USD 472837.50000000 0.038590438297 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 806000.00000000 PA USD 822331.23000000 0.067114225481 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N TVL FINANCE PLC 549300DUQXE7VXG8YA50 000000000 220000.00000000 PA 302526.50000000 0.024690576004 Long DBT CORP JE Y 2 2028-04-28 Fixed 10.25000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20600DAA1 480000.00000000 PA USD 497574.56000000 0.040609343286 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N EMERALD X INC 549300YQCBSQUCZ74696 29088UAG2 225000.00000000 PA USD 226617.75000000 0.018495314560 Long LON CORP US N 2 2032-01-30 Floating 8.07700000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAW3 1453012.53000000 PA USD 1459689.12000000 0.119131927815 Long LON CORP US N 2 2028-09-29 Floating 7.33300000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4524.70000000 -0.00036928153 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 106625.00000000 EUR 121315.00000000 USD 2025-07-31 -4524.70000000 N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 858000.00000000 PA USD 161346.90000000 0.013168260954 Long DBT NUSS LB Y 2 2020-03-09 None 0.00000000 Y N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 000000000 220000.00000000 PA 300893.47000000 0.024557296932 Long DBT CORP GB Y 2 2031-03-01 Fixed 6.62500000 N N N N N N 2025-07-25 Eaton Vance Ltd Duration Income Fund James Kirchner James Kirchner Treasurer XXXX