NPORT-P false 0002043390 XXXXXXXX S000096084 C000264871 Tidal Trust IV 811-24061 0002043390 2549002AJTPTPGECMC44 234 WEST FLORIDA STREET SUITE 700 MILWAUKEE 53204 855-832-2534 Voya Multi-Sector Income ETF S000096084 254900YZ1T3CZTZMX633 2027-03-31 2026-06-30 N 329143003.18 18679896.18 310463107 0 0 0 0 0 0 0 0 0 0 1595603 0 0 5056542.57 EGP EUR MXN NOK SEK USD N S&P 500 SPX BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1478 NC USD -110639.7 -0.03563698794 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 304774935.84 USD -110639.7 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -15000000 NC -1052.97 -0.000339161071 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0 NC 0 0 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0 USD 0 USD N/A N/A 0.01 USD 65 EUR 2026-07-15 XXXX 25703.82 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1 NC USD 75582.82 0.0243451857 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 583086.26 USD 0 USD 30000000 USD -507503.44 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 368 NC USD 244295.05 0.078687304382 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 40195454.95 USD 244295.05 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1 NC USD -6856.25 -0.0022083944 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CMBX.NA.19.BBB- Y Default Event 2058-12-17 0 USD -7146.98 USD -100000 USD 290.73 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -2968000 NC -10717.88 -0.003452223391 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC 0 0 DIR CORP US US 2028-05-10 0 USD 0 USD 0 EUR 1 USD 3.177 EUR 2028-05-08 XXXX -10717.88 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -1597000 NC USD -6500.86 -0.002093923514 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Call Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0 NC USD 0 0 DIR CORP CA US 2046-05-30 0 USD 0 USD 0 USD 1 USD 4.7 USD 2036-05-28 XXXX -6500.86 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -7500000 NC USD 12877.2 0.004147739203 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0 NC USD 0 0 DIR CORP GB US 2029-04-12 0 USD 0 USD 0 USD 1 USD 3.44 USD 2028-04-10 XXXX 12877.2 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -3000000 NC USD 328.73 0.000105883756 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0 NC USD 0 0 DIR CORP US 2061-02-27 0 USD 0 USD 0 USD 1 USD 4.12 USD 2031-02-25 XXXX 328.73 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -1597000 NC USD 8454.37 0.002723148036 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Put Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0 NC USD 0 0 DIR CORP CA US 2046-05-30 0 USD 0 USD 0 USD 1 USD 4.7 USD 2036-05-28 XXXX 8454.37 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -20915000 NC -7.74 -0.00000249305 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC 0 0 DIR CORP US 2027-07-16 0 USD 0 USD 0 GBP 0.01 USD 4.5 GBP 2026-07-14 XXXX 25993.22 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -12 NC USD -1714.18 -0.000552136457 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -1392160.82 USD -1714.18 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD 0.1 0 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -37.19 USD 32.55 EUR 2026-08-14 0.1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 5914400 NC USD 47748.65 0.015379814517 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0 NC USD 0 0 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-05-27 0 USD 0 USD 0 USD 1 USD 0 USD 2027-05-25 XXXX 47748.64 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -1494000 NC USD 6260.96 0.002016651853 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0 NC USD 0 0 DIR CORP US 2046-06-16 0 USD 0 USD 0 USD 1 USD 4.655 USD 2036-06-12 XXXX 6260.96 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 740000 NC USD 8024.78 0.002584777328 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0 NC USD 0 0 DIR CORP GB US THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2057-06-02 0 USD 0 USD 0 USD 1 USD 0 USD 2027-05-28 XXXX 8024.77 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -1494000 NC USD -4057.52 -0.001306925013 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0 NC USD 0 0 DIR CORP US 2046-06-16 0 USD 0 USD 0 USD 1 USD 4.655 USD 2036-06-12 XXXX -4057.52 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD 60316.22 0.0194278221 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -558748.55 USD 30451795.98 EGP 2026-07-14 60316.22 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 3116400 NC -23346.35 -0.007519846795 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC 0 0 DIR CORP US US 2041-05-08 0 USD 0 USD 0 EUR 1 USD 3.411 EUR 2031-05-06 XXXX -23346.35 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -133 NC USD -192396.87 -0.061970928481 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -14765946.88 USD -192396.87 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -2968000 NC 27528.37 0.00886687319 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC 0 0 DIR CORP US US 2041-05-08 0 USD 0 USD 0 EUR 1 USD 3.177 EUR 2028-05-08 XXXX 27528.37 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 496 NC USD 85273.2 0.027466451916 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 53009976.8 USD 85273.2 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD 6686.46 0.0021537052 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -16657054.81 NOK 1688914.61 USD 2026-08-14 6686.46 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD 15275.39 0.0049201949 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -1660568.35 USD 16177398.31 SEK 2026-08-14 15275.39 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -6204000 NC USD -18388.13 -0.005922806796 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC USD 0 0 DCR CORP US IHS MARKIT LTD CDX.NA.HY.46.V2 Default Event 2031-06-20 0 USD 0 USD N/A N/A 0.01 USD 106 USD 2026-08-19 XXXX 24605.59 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD 277.35 0.0000893343 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -32975.32 USD 29028.74 EUR 2026-08-14 277.35 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -939000 NC USD -4001.38 -0.001288842349 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0 NC USD 0 0 DIR CORP US 2046-05-29 0 USD 0 USD 0 USD 1 USD 4.722 USD 2036-05-27 XXXX -4001.38 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 3116400 NC 13465.64 0.004337275411 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC 0 0 DIR CORP US US 2041-05-08 0 USD 0 USD 0 EUR 1 USD 3.411 EUR 2031-05-06 XXXX 13465.64 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1 NC USD 305.27 0.0000983273 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CMBX.NA.19.AAA Y Default Event 2058-12-17 96.9 USD 0 USD -100000 USD 208.37 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -747000 NC USD 5267.27 0.001696584838 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC USD 0 0 DIR CORP US 2061-04-16 0 USD 0 USD 0 USD 1 USD 4.24 USD 2031-04-14 XXXX 5267.27 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -747000 NC USD -1618.22 -0.000521227793 N/A DIR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Call Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC USD 0 0 DIR CORP US 2061-04-16 0 USD 0 USD 0 USD 1 USD 4.24 USD 2031-04-14 XXXX -1618.22 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -7500000 NC USD -13398.97 -0.00431580104 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0 NC USD 0 0 DIR CORP GB US 2029-04-12 0 USD 0 USD 0 USD 1 USD 3.44 USD 2028-04-10 XXXX -13398.97 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 1023000 NC USD 4280.61 0.001378782182 N/A DFE CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0 NC USD 0 0 DFE CORP US N/A USD N/A EUR 2026-09-21 0.01 USD 1.125 USD 2026-09-21 XXXX -4941.74 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -939000 NC USD 5910.8 0.001903865505 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0 NC USD 0 0 DIR CORP US 2046-05-29 0 USD 0 USD 0 USD 1 USD 4.722 USD 2036-05-27 XXXX 5910.8 N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 000000000 1 NC USD -16502.38 -0.0053154077 N/A DFE CORP US N 2 Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 -2018428.55 USD 35177352.4 MXN 2026-09-04 -16502.38 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 -29879000 NC USD -5027.1 -0.00161922621 N/A DIR CORP CA N 2 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Put Written BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 0 NC USD 0 0 DIR CORP CA US 2028-06-21 0 USD 0 USD 0 USD 1 USD 4.5 USD 2027-06-16 XXXX -5027.1 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -3000000 NC USD -11154.9 -0.003592987298 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0 NC USD 0 0 DCR CORP US IHS MARKIT LTD CDX.NA.HY.46.V2 Default Event 2031-06-20 0 USD 0 USD N/A N/A 0.01 USD 106.5 USD 2026-08-19 XXXX 7870.03 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1 NC USD 1065778.62 0.343286721 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 744932.61 USD 0 USD -48000000 USD 320846.01 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1 NC USD 2733332.2 0.8804048334 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.46.V1 Y Default Event 2031-06-20 1243527.91 USD 0 USD -33334937.46 USD 1489804.29 N N N NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 -3000000 NC USD 23396.19 0.007535900232 N/A DIR CORP US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 000000000 0 NC USD 0 0 DIR CORP US 2061-02-27 0 USD 0 USD 0 USD 1 USD 4.12 USD 2031-02-25 XXXX 23396.19 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1 NC USD 29807.73 0.0096010538 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -464000.69 USD 24290436.12 EGP 2026-07-21 29807.73 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -35 NC USD -97839.66 -0.031514101932 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -3874660.34 USD -97839.66 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 15151.77 0.004880377 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-04-01 0 CAD 0 CAD 6700000 CAD 15151.77 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 4465.7 0.0014383996 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-19 0 NZD 0 NZD 4600000 NZD 4465.7 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1 NC -42124.73 -0.0135683529 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-01-02 0 BRL 0 BRL 21199670.76 BRL -42124.73 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 9087.27 0.0029270048 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-20 0 CAD 0 CAD 2900000 CAD 9087.27 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 109573.63 0.0352936074 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-02-24 0 USD 0 USD 4430000 USD 109573.63 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 20631.56 0.0066454144 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-26 0 EUR 0 EUR 3900000 EUR 20631.56 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 144864.65 0.046660826 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-02-04 0 USD 0 USD 11600000 USD 144864.65 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 862.1 0.0002776819 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-17 0 CAD 0 CAD 2500000 CAD 862.1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC USD 2937.49 0.000946164 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-05-29 0 USD 0 USD 695000 USD 2937.49 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 33831.43 0.0108970854 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2036-02-25 0 USD 0 USD 1100000 USD 33831.43 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 361018.86 0.1162839809 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-04-17 0 USD 0 USD 35800000 USD 361018.86 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 187962.01 0.0605424625 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-02-23 0 USD 0 USD 8050000 USD 187962.01 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1 NC USD -1985.41 -0.0006394995 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y Performance Leg 2027-05-28 0 EUR 0 EUR -20000 EUR -1985.41 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD -21579.49 -0.0069507421 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2046-04-17 0 USD 0 USD 3300000 USD -21579.49 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 57154.92 0.018409569 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-04-09 0 ZAR 0 ZAR 73564000 ZAR 57154.92 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 26198.14 0.0084384068 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-04-08 0 AUD 0 AUD 5450000 AUD 26198.14 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 20036.22 0.0064536557 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-04-02 0 EUR 0 EUR 4200000 EUR 20036.22 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 131774.73 0.0424445698 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-02-24 0 USD 0 USD 10450000 USD 131774.73 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1 NC USD 47508.36 0.0153024172 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-02-25 0 USD 0 USD 12300000 USD 47508.36 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1 NC USD -1698.65 -0.0005471343 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2027-06-09 0 USD 0 USD 3967000 USD -1698.65 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1 NC -8399.7 -0.0027055389 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-01-02 0 BRL 0 BRL 11282236.39 BRL -8399.7 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1 NC 9635.58 0.0031036151 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-19 0 AUD 0 AUD 2600000 AUD 9635.58 N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBY6 150000 PA USD 145694.81 0.046928220041 Long DBT CORP BM N 2 2031-01-15 Fixed 5.875 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797RF6 1150000 PA USD 1149074.89 0.370116404845 Long DBT UST US N 2 2026-07-09 None 0 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 254948AQ5 698000 PA USD 626783.06 0.201886486951 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N WATLOW ELECTRIC MANUFACT N/A 000000000 1345 PA USD 1346.4 0.000433674717 Long LON CORP US N 2 2033-06-10 Floating 0.01 N N N N N N ACUSHNET COMPANY 549300H805O14KEFES79 005095AB0 285000 PA USD 284155.4 0.091526301706 Long DBT CORP US N 2 2033-12-01 Fixed 5.625 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES3 254900B9BZ62VF1C0U09 36275GBA3 1000000 PA USD 1002429.9 0.322882132337 Long ABS-O CORP US N 2 2056-11-25 Fixed 5.34285 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 35564UFB8 1000000 PA USD 1001898.6 0.322711000892 Long ABS-O USGSE US N 2 2046-05-25 Floating 5.14285 N N N N N N RLI CORP 529900AMTJE5ECN9PS55 749607AD9 32000 PA USD 31125.79 0.01002560024 Long DBT CORP US N 2 2036-06-01 Fixed 5.375 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CW0 452000 PA USD 449531.15 0.14479374195 Long DBT CORP US N 2 2028-09-11 Fixed 4.55 N N N N N N SOMNIGROUP INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAJ0 358000 PA USD 329308.52 0.106070097405 Long DBT CORP US N 2 2031-10-15 Fixed 3.875 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 234000 PA USD 241576.22 0.0778115707 Long DBT CORP US N 2 2032-08-01 Fixed 7 N N N N N N TRAFIGURA SECURITISATION FINANCE PLC 549300CH6S10UEZXWN56 892725BD3 350000 PA USD 350267.37 0.112820931732 Long ABS-O CORP IE N 2 2029-12-15 Fixed 6.19 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AD8 180000 PA USD 190945.8 0.061503539614 Long DBT CORP US N 2 2036-01-15 Fixed 6.75 N N N N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC 2549003BGLQITAJ6ZT28 37960XAB3 244000 PA USD 255928.43 0.082434409832 Long DBT CORP US N 2 2032-04-15 Fixed 7.5 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CH5 199000 PA USD 200052.51 0.064436806013 Long DBT CORP US N 2 2032-10-15 Fixed 5.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AL5C9 5927327.5 PA USD 544204.24 0.175287893386 Long ABS-O USGSE US N 2 2042-01-15 Floating 2.84251 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629TCC9 350000 PA USD 349199.8 0.112477068008 Long DBT CORP US N 2 2031-04-01 Fixed 4.7 N N N N N N HILLENBRAND TERM 01/22/33 254900H70V4IL22BHL88 54913EAB8 122903.23 PA USD 120829.24 0.038919033301 Long LON CORP US N 2 2033-01-22 Floating 7.15217 N N N N N N BAIN CAPITAL CREDIT CLO 2021-2 LTD 254900REGRH89UW3BK51 05684RBC5 1000000 PA USD 991751 0.319442464383 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.27952 N N N N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAA6 200000 PA USD 207407 0.066805683292 Long DBT CORP US N 2 2029-02-01 Fixed 9.25 N N N N N N WATLOW ELECTRIC MANUFACT N/A 000000000 12816 PA USD 12821.34 0.004129746727 Long LON CORP US N 2 2033-06-10 Floating 0.01 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20753UAB6 500000 PA USD 503660.7 0.16222884093 Long ABS-O USGSE US N 2 2044-01-25 Floating 5.42776 N N N N N N IMC FINANCING LLC N/A 000000000 135000 PA USD 135225.05 0.043555915969 Long LON CORP US N 2 2032-06-21 Floating 2.5 N N N N N N LOANPAL SOLAR LOAN 2021-1 LTD N/A 53948PAA6 47326.25 PA USD 39783.96 0.012814392146 Long ABS-O CORP KY N 2 2048-01-20 Fixed 2.29 N N N N N N WEEKLEY HOMES LLC 5493009MTTQO8ZN53F13 948565AD8 231000 PA USD 227993.78 0.073436674072 Long DBT CORP US N 2 2028-09-15 Fixed 4.875 N N N N N N V2X 12/06/30 N/A 000000000 134662.5 PA USD 134662.5 0.043374718916 Long LON CORP US N 2 2030-12-06 Floating 5.6203092 N N N N N N JP MORGAN MORTGAGE TRUST 2020-3 N/A 46592ABH6 121902.2 PA USD 109314.8 0.035210238362 Long ABS-O CORP US N 2 2050-08-25 Variable 3.5 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA5 5493000ISU5NYXNHD479 35564KHE2 35817.08 PA USD 35863.7 0.011551678506 Long ABS-O USGSE US N 2 2034-01-25 Floating 5.27776 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 100000 PA USD 102038.9 0.03286667488 Long DBT CORP US N 2 2030-01-15 Fixed 7 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 N/A 61776QAM8 572743.72 PA USD 575723.02 0.185440075493 Long ABS-O CORP US N 2 2054-07-25 Variable 6 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AXBX0 2578413.65 PA USD 286848.39 0.092393712339 Long ABS-O USGSE US N 2 2042-12-15 Floating 2.99251 N N N N N N CIMPRES 06/03/33 N/A 000000000 69218.18 PA USD 69391.23 0.02235087791 Long LON CORP US N 2 2033-06-03 Floating 6.1193088 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 N/A 95001MAK6 437000 PA USD 416774.59 0.134242871569 Long ABS-O CORP US N 2 2050-07-15 Variable 3.917 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397HE46 212980.3 PA USD 17060.33 0.005495123129 Long ABS-O USGSE US N 2 2037-05-15 Floating 2.70251 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 431000 PA USD 455943.26 0.146859079137 Long DBT CORP US N 2 2032-07-01 Fixed 9.25 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 400000 PA USD 397698.68 0.128098531205 Long DBT CORP US N 2 2029-10-01 Fixed 5.25 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAC9 100000 PA USD 100982.4 0.032526376797 Long ABS-O USGSE US N 2 2040-01-25 Floating 6.74224 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 350000 PA USD 352279.55 0.113469053829 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N athenahealth 254900AA3KZN4Q7A5Z33 04686RAF0 50000 PA USD 49531.25 0.015953989019 Long LON CORP US N 2 2032-02-01 Floating 6.89 N N N N N N CIMPRES 06/03/33 N/A 000000000 65444.32 PA USD 65607.93 0.021132279012 Long LON CORP US N 2 2033-06-03 Floating 6.1193088 N N N N N N Allspring Global Investments (fka Wells Fargo Asset Management) N/A 98922AAE6 90978.26 PA USD 91340.72 0.029420796848 Long LON CORP US N 2 2030-11-01 Floating 6.75 N N N N N N Azuria Water Solutions (fka Aegion Corporation) 549300AG3DVJURRIT691 05503BAB2 45294.12 PA USD 45294.12 0.014589211722 Long LON CORP US N 2 2033-01-18 Floating 6.42 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CJ1 350000 PA USD 322596.86 0.103908275324 Long DBT CORP US N 2 2033-04-01 Fixed 4.4 N N N N N N SUNNOVA SOL II ISSUER LLC N/A 86745PAA1 166548.28 PA USD 146186.79 0.047086686535 Long ABS-O CORP US N 2 2055-11-01 Fixed 2.73 N N N N N N RENAISSANCE MORTGAGE ACCEPTANCE CORP N/A 75970NBE6 11541.58 PA USD 11534.9 0.003715385094 Long ABS-O CORP US N 2 2035-11-25 Variable 5.64 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 290000 PA USD 287423.79 0.09257904837 Long DBT CORP US N 2 2034-06-01 Fixed 5.75 N N N N N N AADVANTAGE LOYALTY IP LTD / AMERICAN AIRLINES INC N/A 00253XAB7 425000 PA USD 426094.27 0.137244735491 Long DBT CORP KY N 2 2029-04-20 Fixed 5.75 N N N N N N ALIXPARTNER 07/30/32 5493005G2MHUFTGARL57 01642PBE5 49750 PA USD 49488.02 0.01594006466 Long LON CORP US N 2 2032-07-30 Floating 5.65217 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765KAA7 90000 PA USD 91839.6 0.029581485829 Long DBT CORP US N 2 2028-09-15 Fixed 7 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2026-3 N/A 161938BS3 761899.39 PA USD 744202.3 0.239707161083 Long ABS-O CORP US N 2 2057-01-25 Variable 5 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBF6 1123000 PA USD 1110165.79 0.357583804635 Long DBT CORP US N 2 2056-12-03 Fixed 5.75 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31398RNN1 258323.37 PA USD 15035.88 0.004843048872 Long ABS-O USGSE US N 2 2040-06-25 Floating 2.02776 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BR4 280000 PA USD 287750.68 0.092684339463 Long DBT CORP US N 2 2034-03-15 Fixed 6.125 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAY5 209000 PA USD 217860.56 0.070172769353 Long DBT CORP US N 2 2032-02-15 Fixed 8.375 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136A9XV5 306032.27 PA USD 4056.86 0.001306712427 Long ABS-O USGSE US N 2 2027-11-25 Fixed 3 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAP7 417000 PA USD 436484.58 0.140591448761 Long DBT CORP US N 2 2031-10-15 Fixed 7.75 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 439000 PA USD 442692.57 0.142591039005 Long DBT CORP US N 2 2030-06-01 Fixed 9.25 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1VUV7VQFKUOQSJ21A208 000000000 50000 PA USD 49865.11 0.016061525146 Long DBT CORP FR N 2 2026-11-27 Fixed 4.28 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAG8 861000 PA USD 859790.21 0.276937964806 Long DBT CORP US N 2 2031-10-01 Fixed 6.5 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 460000 PA USD 471868.06 0.151988448663 Long DBT CORP US N 2 2033-02-01 Fixed 7 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AG6 427000 PA USD 406093.91 0.130802630278 Long DBT CORP US N 2 2029-03-15 Fixed 3.5 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 5010000 PA USD 5005716.4 1.612338563628 Long DBT CORP US N 2 2036-03-15 Fixed 5.55 N N N N N N AMERITEX HOLDCO INTERMEDIATE LLC N/A 030727AB7 521000 PA USD 544790.42 0.175476701649 Long DBT CORP US N 2 2033-08-15 Fixed 7.625 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 752000 PA USD 739059.36 0.238050622872 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAE0 200000 PA USD 169676.06 0.054652567785 Long DBT CORP GB N 2 2033-01-15 Fixed 6.75 N N N N N N Watlow Electric 06/17/33 N/A 000000000 122183.54 PA USD 122234.49 0.039371663571 Long LON CORP US N 2 2033-06-17 Floating 6.4174716 N N N N N N ACUREN HO 07/30/31 N/A 000000000 135000 PA USD 135281.21 0.043574005075 Long LON CORP US N 2 2031-07-30 Floating 6.1199784 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 820000 PA USD 854625.32 0.275274356512 Long DBT CORP US N 2 2028-11-15 Fixed 7.35 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 215000 PA USD 216128.11 0.069614748138 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 375000 PA USD 380309.63 0.12249752754 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F6LD7 1863489.53 PA USD 338485.92 0.109026133015 Long ABS-O USGSE US N 2 2050-11-25 Fixed 3 N N N N N N Prestige Brands 549300JBVP4J6D42I235 000000000 11250 PA USD 11278.13 0.003632679615 Long LON CORP US N 2 2033-05-12 Floating 5.64 N N N N N N JP MORGAN MORTGAGE TRUST 2026-1 N/A 46594NAH7 274010.94 PA USD 273103.42 0.087966464885 Long ABS-O CORP US N 2 2056-07-25 Variable 5.5 N N N N N N ALLY BANK AUTO CREDIT LINKED 24-A 549300C04BJ0G297NC13 02009EAB2 324523.19 PA USD 324146.35 0.10440736522 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.709 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 N/A 12667FTE5 23077.33 PA USD 23146.71 0.007455542858 Long ABS-O CORP US N 2 2034-10-25 Floating 4.78282 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5LH7 893032.03 PA USD 26254.34 0.008456508812 Long ABS-O USGSE US N 2 2041-04-25 Floating 2.85776 N N N N N N NAVESINK CLO 2 LTD 254900HNRWNLGN0X1N35 63942YAW4 250000 PA USD 247972.75 0.079871889577 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 5.7231 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325YR83 2662455.54 PA USD 237119.09 0.076375931521 Long ABS-MBS USGSE US N 2 2037-10-15 Fixed 3.5 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37960BAD7 659000 PA USD 683317.1 0.220096070867 Long DBT CORP US N 2 2032-10-01 Fixed 7.375 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46650TAQ5 18656.94 PA USD 17457.33 0.005622996616 Long ABS-O CORP US N 2 2049-08-25 Variable 3.9929221 N N N N N N GIP Pilot Acquisition Partners 254900NQOAOPPA12X060 31773HAF9 40365 PA USD 40339.77 0.012993418249 Long LON CORP US N 2 2033-05-10 Floating 5.65 N N N N N N Genesee & Wyoming G617XSG94Z7G0RMW3L02 37156QAZ9 49873.1 PA USD 49723.48 0.016015906199 Long LON CORP US N 2 2031-04-01 Floating 6.15 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AL9 198000 PA USD 203857.43 0.065662368701 Long DBT CORP US N 2 2033-06-15 Fixed 6.5 N N N N N N BALLYROCK CLO 20 LTD 254900WX8CA21F2QI356 05876CBJ1 250000 PA USD 250179.75 0.080582763091 Long ABS-CBDO CORP KY N 2 2036-10-15 Variable 4.7231 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 631000 PA USD 626485.01 0.201790485206 Long DBT CORP US N 2 2033-03-01 Fixed 6.375 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 519000 PA USD 533555.87 0.171858059128 Long DBT CORP US N 2 2033-06-30 Fixed 6.875 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC N/A 86614JAA3 520000 PA USD 542167.54 0.17463187341 Long DBT CORP US N 2 2029-10-31 Fixed 8.625 N N N N N N CHEMOURS COMPANY (THE) 549300M1BOLNXL8DOV14 163851AF5 525000 PA USD 526462.31 0.169573227263 Long DBT CORP US N 2 2028-11-15 Fixed 5.75 N N N N N N LOANPAL SOLAR LOAN 2021-2 LTD N/A 53948QAA4 82118.9 PA USD 67175.67 0.021637247224 Long ABS-O CORP KY N 2 2048-03-20 Fixed 2.22 N N N N N N API GRO 05/16/33 549300XP4G7B4QYA0G83 00186XAQ6 134662.5 PA USD 134593.69 0.043352555252 Long LON CORP US N 2 2033-05-16 Floating 5.3785188 N N N N N N ARAGORN PARENT C 12/16/30 N/A 000000000 135000 PA USD 135590.63 0.043673669091 Long LON CORP US N 2 2030-12-16 Floating 0.01 N N N N N N CHEMOURS COMPANY (THE) 549300M1BOLNXL8DOV14 000000000 38000 PA USD 38105.84 0.012273870596 Long DBT CORP US N 2 2028-11-15 Fixed 5.75 N N N N N N BANK 2021-BNK35 N/A 06540CCL9 655000 PA USD 567557.3 0.182809901468 Long ABS-O CORP US N 2 2064-06-17 Variable 2.457 N N N N N N CLOUD SOFTWARE GROUP HOLDINGS INC N/A 88632QAE3 1373000 PA USD 1334709.64 0.429909258107 Long DBT CORP US N 2 2029-03-31 Fixed 6.5 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 493000 PA USD 476899.98 0.153609227392 Long DBT CORP US N 2 2030-01-30 Fixed 4.75 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDP7 360000 PA USD 355490.64 0.114503344193 Long DBT CORP US N 2 2032-01-30 Fixed 4.722 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAE6 717000 PA USD 730378.5 0.235254522529 Long DBT CORP US N 2 2028-02-01 Fixed 8.375 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31395NUU9 6987081 PA USD 585561.41 0.188609015628 Long ABS-O USGSE US N 2 2036-07-25 Floating 2.82776 N N N N N N RIVERBANK PARK CLO LTD 391200XRMVMR7GI9DR39 76857JAJ1 750000 PA USD 751317.75 0.241999043706 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.46659 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 329000 PA USD 318564.02 0.102609299726 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N DISCOVERY ENERGY 05/01/31 254900T31FAYMRQSAA12 25472PAD2 50000 PA USD 50140.6 0.016150260327 Long LON CORP US N 2 2031-05-01 Floating 6.66 N N N N N N CLI FUNDING VI LLC 549300NQLBWJD5AREU05 12563LAN7 42276.09 PA USD 39652.43 0.012772026404 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 N/A 17307G6K9 39173.34 PA USD 28415.66 0.009152668823 Long ABS-O CORP US N 2 2036-03-25 Variable 5.3184095 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER INC N/A 01883LAE3 425000 PA USD 428582.97 0.138046344424 Long DBT CORP US N 2 2028-04-15 Fixed 6.75 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 3220000 PA USD 3216339.99 1.035981383128 Long DBT CORP US N 2 2031-09-15 Fixed 4.9 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 20646.1493 PA USD 21186.62 0.006824198922 Long DBT CORP KY N 2 2028-09-30 Fixed 8 N N N N N N Third Coast Midstream N/A 88412KAE2 49687.5 PA USD 49734.11 0.016019330116 Long LON CORP US N 2 2030-09-01 Floating 6.93 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBS8 227000 PA USD 234075.22 0.075395502629 Long DBT CORP US N 2 2033-02-14 Fixed 6.7 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 380000 PA USD 392444.62 0.126406201301 Long DBT CORP US N 2 N/A Fixed 7.125 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAD0 335000 PA USD 335174.54 0.107959539296 Long DBT CORP US N 2 2032-11-01 Fixed 6.125 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 N/A 12667F6H3 53712.19 PA USD 42877.88 0.013810942116 Long ABS-O CORP US N 2 2035-04-25 Floating 4.16282 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 455000 PA USD 467764.57 0.150666716738 Long DBT CORP US N 2 2029-05-01 Fixed 7 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 570000 PA USD 552210.36 0.177866660337 Long DBT CORP US N 2 2029-03-31 Fixed 4.375 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2026-5 N/A 16160KBS5 992792.38 PA USD 969103.06 0.312147575074 Long ABS-O CORP US N 2 2057-03-25 Variable 5 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 495000 PA USD 521912.66 0.168107787442 Long DBT CORP US N 2 2030-08-15 Fixed 9.875 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 425000 PA USD 415755.91 0.133914755288 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AKNQ2 3731371.7922 PA USD 341406.15 0.109966737529 Long ABS-O USGSE US N 2 2044-07-25 Floating 2.35776 N N N N N N Watlow Electric 06/17/33 N/A 000000000 12816.46 PA USD 12829.81 0.004132474909 Long LON CORP US N 2 2033-06-17 Floating 0.01 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 423000 PA USD 411270.64 0.132470052231 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N BIRCH GROVE CLO 8 LTD 254900WH1INTG23INE62 09077TAU9 1000000 PA USD 1007580 0.32454097678 Long ABS-CBDO CORP JE N 2 2039-04-20 Floating 5.5252296 N N N N N N ELEVATION CLO 2026-19 LTD N/A 28624QAJ8 250000 PA USD 250435.25 0.080665059504 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 6.16896 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAD8 63000 PA USD 59640.42 0.019210147246 Long DBT CORP US N 2 2029-10-01 Fixed 5 N N N N N N GC TREASURY CENTER COMPANY LTD 549300LUFQBC2EQNAR40 36830DAD3 100000 PA USD 95299.5 0.03069591776 Long DBT CORP TH N 2 2032-03-30 Fixed 4.4 N N N N N N PIONEER OPCO LLC N/A 72382NAA4 275000 PA USD 280154.33 0.090237559209 Long DBT CORP US N 2 2033-05-15 Fixed 7 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAC3 215000 PA USD 213445.59 0.068750709887 Long DBT CORP US N 2 2028-06-15 Fixed 4.75 N N N N N N CUSHMAN & WAKEFI 06/30/33 N/A 000000000 135000 PA USD 134704.62 0.043388285746 Long LON CORP US N 2 2033-06-30 Floating 5.8712796 N N N N N N THL Credit Wind River 2013-2 CLO LLC N/A 97317AAN1 1350000 PA USD 1351394.55 0.435283458656 Long ABS-CBDO CORP KY N 2 2037-04-20 Variable 5.5509588 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 95000 PA USD 97536.79 0.031416547667 Long DBT CORP US N 2 2037-02-15 Fixed 7.5 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA46 701000 PA USD 727434.54 0.234306274594 Long DBT CORP US N 2 2029-10-24 Fixed 6.484 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 201000 PA USD 207523.05 0.066843062934 Long DBT CORP US N 2 2033-07-15 Fixed 6.75 N N N N N N WINDSOR HLDGS II 08/01/30 254900IXUJZ9H146T437 97360BAH8 49747.48 PA USD 49809.66 0.016043664731 Long LON CORP US N 2 2030-08-01 Floating 6.40217 N N N N N N PERRIGO FINANCE PUC 549300E86RB6YCTMRM83 71429MAD7 473000 PA USD 452034.09 0.14559993758 Long DBT CORP IE N 2 2032-09-30 Fixed 6.125 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 92926UAA9 78904.78 PA USD 73233.32 0.023588413035 Long ABS-O CORP US N 2 2036-12-25 Variable 4.0146 N N N N N N BNY CASH RESERVE N/A 000000000 1397723.56 NS USD 1397723.56 0.450206007891 Long STIV CORP US N 1 N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAG4 340000 PA USD 327581.47 0.105513815527 Long DBT CORP US N 2 2033-09-15 Fixed 6 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AB1 305000 PA USD 303478.05 0.097750116892 Long DBT CORP US N 2 2033-10-01 Fixed 6.25 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 500000 PA USD 509962.72 0.164258718186 Long DBT CORP US N 2 2035-08-15 Fixed 5.55 N N N N N N Hillenbrand 254900H70V4IL22BHL88 54913EAB8 12096.77 PA USD 11892.64 0.003830612956 Long LON CORP US N 2 2033-02-10 Floating 7.15217 N N N N N N JUPITER BORROWER INC N/A 000000000 135000 PA USD 135168.75 0.043537781769 Long LON CORP US N 2 2033-03-25 Floating 0.01 N N N N N N TKO Group Holdings (UFC) 549300JEOTH7UMZ3C491 90266UAM5 50000 PA USD 49908.85 0.016075613777 Long LON CORP US N 2 2031-11-01 Floating 5.39 N N N N N N FLYNN RESTAURAN 01/31/32 5493008VE8TQONGO3817 34410JAG6 134533.47 PA USD 133322.67 0.042943160393 Long LON CORP US N 2 2032-01-31 Floating 8.04 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AH0 294000 PA USD 293197.79 0.094438850668 Long DBT CORP US N 2 2033-12-01 Fixed 5.875 N N N N N N SOUND POINT CLO 38 LTD N/A 10548JAG1 500000 PA USD 501001.5 0.161372314038 Long ABS-CBDO CORP JE N 2 2039-01-20 Floating 5.4798912 N N N N N N PROVIDENT FUNDING MORTGAGE TRUST 2021-J1 N/A 74387MAK5 400000 PA USD 249693.72 0.080426213089 Long ABS-O CORP US N 2 2051-10-25 Variable 2 N N N N N N STWD 2025-FL4 LLC N/A 863922AC4 800000 PA USD 801999.6 0.258323640367 Long ABS-CBDO CORP US N 2 2042-11-19 Floating 5.3606 N N N N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAC2 183000 PA USD 186295.1 0.060005551642 Long DBT CORP US N 2 2032-04-01 Fixed 8.375 N N N N N N SEQUOIA MORTGAGE TRUST 2026-6 N/A 81750VAB9 992357.08 PA USD 974144.75 0.313771500715 Long ABS-O CORP US N 2 2056-05-25 Variable 5 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 17888HAB9 44000 PA USD 45979.91 0.014810104313 Long DBT CORP US N 2 2031-07-01 Fixed 8.75 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 245000 PA USD 253629.1 0.081693796874 Long DBT CORP US N 2 2031-01-30 Fixed 7.25 N N N N N N AGATE BAY MORTGAGE TRUST 2015-1 N/A 00841WBN1 780871.61 PA USD 636874.43 0.205136911807 Long ABS-O CORP US N 2 2045-01-25 Variable 3.60749 N N N N N N FLAGSTAR MORTGAGE TRUST 2018-1 N/A 33850TBA5 70843.2656 PA USD 64948.53 0.020919886626 Long ABS-O CORP US N 2 2048-03-25 Variable 4.0688 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AA3 290000 PA USD 300751.75 0.096871977127 Long DBT CORP US N 2 2031-09-01 Fixed 7.5 N N N N N N AMMC CLO 30 LTD N/A 03165UAS7 500000 PA USD 500977.5 0.161364583651 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 5.3431704 N N N N N N Cengage Learning 549300BYGM0FWUSVXJ88 15131YAR6 67500 PA USD 66890.48 0.021545387678 Long LON CORP US N 2 2031-03-24 Floating 6.6525 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 409000 PA USD 426378.41 0.137336256833 Long DBT CORP US N 2 2034-01-15 Fixed 6.5 N N N N N N ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 N/A 00083BAB1 333277.1 PA USD 284461.9 0.091625025192 Long ABS-O CORP US N 2 2038-02-25 Variable 6.336 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAD7 682000 PA USD 703923.11 0.22673325562 Long DBT CORP JE N 2 2033-02-15 Fixed 7.5 N N N N N N UNLOCK HEA TRUST 2026-1 N/A 91530VAA7 1500000 PA USD 1475285.7 0.475188731523 Long ABS-O CORP US N 2 2042-06-25 Fixed 5.75 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAA6 100000 PA USD 97615.34 0.03144184858 Long DBT CORP US N 2 2029-11-15 Fixed 4.5 N N N N N N MCKESSON MEDICAL 06/09/32 N/A 000000000 135000 PA USD 135274.19 0.043571743937 Long LON CORP US N 2 2032-06-09 Floating 5.8619592 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BB1 500000 PA USD 508011.71 0.163630298913 Long DBT CORP US N 2 2035-03-15 Fixed 5.4 N N N N N N GSJP TRUST 2025-BEDS N/A 362946AA3 500000 PA USD 498231.7 0.160480162946 Long ABS-O CORP US N 2 2042-12-15 Fixed 5.25012 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 5011000 PA USD 5072481.51 1.633843569697 Long DBT CORP US N 2 N/A Fixed 6.125 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 193000 PA USD 187213.74 0.060301445092 Long DBT CORP US N 2 2030-02-01 Fixed 5 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 415000 PA USD 415227.34 0.133744503175 Long DBT CORP US N 2 2030-03-15 Fixed 7 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 597000 PA USD 590535.5 0.190211167345 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAR5 600000 PA USD 599991.29 0.193256872225 Long DBT CORP US N 2 2029-03-15 Fixed 4.65 N N N N N N JP MORGAN MORTGAGE TRUST 2024-CCM1 N/A 46658NAC1 451736.74 PA USD 450240.59 0.145022252193 Long ABS-O CORP US N 2 2055-04-25 Variable 5.5 N N N N N N JP MORGAN MORTGAGE TRUST 2024-4 N/A 46657WBG2 969681.43 PA USD 987064.28 0.317932874388 Long ABS-O CORP US N 2 2054-10-25 Variable 7.023067 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A 019579AA9 580000 PA USD 572881.6 0.184524855638 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N GALAXY XXII CLO LTD 54930022KENWLYJ8SJ86 36320TBM4 300000 PA USD 300191.7 0.096691585323 Long ABS-CBDO CORP KY N 2 2034-04-17 Variable 4.69952 N N N N N N Bella Hol 06/10/33 N/A 000000000 135000 PA USD 134043.8 0.043175435979 Long LON CORP US N 2 2033-06-10 Floating 6.8831208 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 133000 PA USD 132594.8 0.042708713857 Long DBT CORP US N 2 2056-09-15 Fixed 6.85 N N N N N N ALTERNATIVE LOAN TRUST 2006-HY12 N/A 02147QAM4 67707.8 PA USD 27806.78 0.008956548902 Long ABS-O CORP US N 2 2036-08-25 Floating 4.16282 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 587000 PA USD 602898.31 0.194193221805 Long DBT CORP US N 2 2033-03-15 Fixed 8 N N N N N N PRIMO BR 03/18/31 254900J0WS4AXV2LAX55 89678QAF3 99750 PA USD 100305.91 0.032308479732 Long LON CORP US N 2 2031-03-18 Floating 6.44 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 90278MBA4 60000 PA USD 56603.69 0.018232018144 Long ABS-O CORP US N 2 2052-10-18 Variable 2.921 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F84J9 824018.02 PA USD 25467.31 0.008203006871 Long ABS-O USGSE US N 2 2029-12-25 Variable 1.456663 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BG0 145000 PA USD 146148.95 0.047074498291 Long DBT CORP US N 2 2034-07-01 Fixed 7.875 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 1406000 PA USD 1353234.51 0.435876108784 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N Nord Anglia Education Limited 254900Y4DWBRGAFENC88 000000000 19456.22 PA USD 19433.92 0.006259655193 Long LON CORP US N 2 2032-01-01 Floating 5.92114 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FNUJ7 4287674.11 PA USD 879556.74 0.283304753502 Long ABS-O USGSE US N 2 2049-08-25 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382KWP4 6451003.92 PA USD 963698.38 0.310406730549 Long ABS-O USGA US N 2 2050-10-20 Fixed 2.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137ALQR3 1307501.97 PA USD 132307.1 0.042616045841 Long ABS-O USGSE US N 2 2042-02-15 Floating 2.74251 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 101000 PA USD 104642.87 0.033705412218 Long DBT CORP US N 2 2031-10-01 Fixed 7.375 N N N N N N SUNNOVA HELIOS IX ISSUER LLC N/A 86744VAA9 328355.79 PA USD 282806.6 0.091091853951 Long ABS-O CORP US N 2 2049-08-20 Fixed 5 N N N N N N OWENS BROCKWAY GLASS CONTAINER INC V2UQUCDZJ9WY98W8QU33 69073TAU7 385000 PA USD 380965.43 0.122708760368 Long DBT CORP US N 2 2031-05-15 Fixed 7.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31423XRE3 3115506.75 PA USD 408117.99 0.131454585359 Long ABS-MBS USGSE US N 2 2052-08-01 Variable 2.667334 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CD4 350000 PA USD 326233.34 0.105079583578 Long DBT CORP US N 2 2029-01-15 Fixed 2.25 N N N N N N AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV N/A 05454NAA7 350000 PA USD 349478.61 0.112566872559 Long DBT CORP US N 2 2027-06-15 Fixed 4.75 N N N N N N 720 EAST CLO IV LTD N/A 81785BAL0 800000 PA USD 800335.2 0.257787538021 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 4.9321 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAT2 354000 PA USD 366133.7 0.117931468102 Long DBT CORP US N 2 2055-03-31 Fixed 6.375 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 265000 PA USD 268928.1 0.086621596556 Long DBT CORP US N 2 2033-06-15 Fixed 6.375 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600WAE9 426000 PA USD 441180.94 0.142104143794 Long DBT CORP US N 2 2031-06-01 Fixed 7.375 N N N N N N EMG Utica Midstream 254900H5HLPM7ZD1LU54 26869HAB3 135000 PA USD 135843.75 0.043755198907 Long LON CORP US N 2 2030-04-01 Floating 7.14 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E58 683000 PA USD 689387.1 0.222051214607 Long DBT CORP US N 2 2029-03-08 Fixed 5.8 N N N N N N CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1 N/A 12668BZK2 13919.29 PA USD 6412.48 0.002065456364 Long ABS-O CORP US N 2 2036-05-25 Fixed 6 N N N N N N AGL CLO 16 LTD 2549009GL17CEZFCKZ48 00120LAJ7 1000000 PA USD 998904 0.321746441841 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 5.37523 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAD0 270000 PA USD 257436.44 0.082920139042 Long DBT CORP US N 2 2034-03-31 Fixed 5.75 N N N N N N NEUBERGER BERMAN CLO XVII LTD 549300XVEYZNG956Y145 64129UCJ2 620000 PA USD 620031 0.199711652051 Long ABS-CBDO CORP KY N 2 2038-07-22 Variable 5.8192 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 145000 PA USD 147212.17 0.047416960882 Long DBT CORP US N 2 2031-07-01 Fixed 7.5 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BK2 738000 PA USD 746716.82 0.240517086624 Long DBT CORP US N 2 2029-03-01 Fixed 5.1 N N N N N N GALAXY 32 CLO LTD 391200J1K1EF617W8568 362943AQ5 500000 PA USD 500873.5 0.161331085307 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.42523 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765LAT4 450000 PA USD 441065.16 0.142066851119 Long DBT CORP US N 2 2029-05-15 Fixed 4.5 N N N N N N BSPRT 2025-FL12 ISSUER LLC N/A 05619BAA5 500000 PA USD 501414.75 0.161505421641 Long ABS-CBDO CORP US N 2 2043-01-17 Floating 5.02239 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAJ2 205000 PA USD 217407.63 0.070026880843 Long DBT CORP US N 2 2030-10-15 Fixed 9.75 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 425000 PA USD 434044.85 0.139805613039 Long DBT CORP US N 2 2029-06-15 Fixed 6.625 N N N N N N Construction Partners 549300MHLFL4E8JLZU44 21043XAJ1 135000 PA USD 135084.38 0.043510606238 Long LON CORP US N 2 2031-11-01 Floating 5.66 N N N N N N PARK BLUE CLO 2023-IV LTD 213800XCIR4Y5GCOQX50 699917AY6 350000 PA USD 350612.5 0.112932097919 Long ABS-CBDO CORP JE N 2 2039-01-25 Variable 5.46194 N N N N N N GIP Pilot Acquisition Partners 254900NQOAOPPA12X060 31773HAF9 100000 PA USD 99937.5 0.032189815069 Long LON CORP US N 2 2033-05-10 Floating 5.65 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD N/A 03881XAC9 500000 PA USD 502186.1 0.161753873062 Long ABS-CBDO CORP KY N 2 2043-09-22 Variable 5.41101 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQQ7 625000 PA USD 622802.74 0.200604428017 Long DBT UST US N 2 2036-05-15 Fixed 4.375 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBG4 1926000 PA USD 1900287.38 0.612081544362 Long DBT CORP US N 2 2036-03-10 Fixed 5.15 N N N N N N Action Nederland B.V. 7245002S0K5Q59JCVQ03 000000000 37085.6 PA USD 37213.1 0.011986319521 Long LON CORP US N 2 2031-07-01 Floating 6.19961 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 155000 PA USD 158700.63 0.051117387677 Long DBT CORP US N 2 2031-01-15 Fixed 7.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382FB37 2502113.65 PA USD 488748.99 0.157425787148 Long ABS-O USGA US N 2 2050-06-20 Fixed 3.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137A5PT5 3655068.08 PA USD 745794.35 0.240219959533 Long ABS-O USGSE US N 2 2041-01-15 Fixed 6 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46 N/A 17328RAZ2 850000 PA USD 782485.52 0.252038165681 Long ABS-O CORP US N 2 2053-02-18 Fixed 2.717 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 130000 PA USD 134716.23 0.04339202532 Long DBT CORP US N 2 2032-07-15 Fixed 7.375 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BSCH4 1462429.49 PA USD 44062.27 0.014192433499 Long ABS-O USGSE US N 2 2039-06-15 Floating 0.54318 N N N N N N AQUA FINANCE TRUST 2020-A N/A 038413AA8 6608.4002 PA USD 6210.21 0.002000305305 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.9 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 160000 PA USD 157486.16 0.050726207543 Long DBT CORP US N 2 2029-04-15 Fixed 4.375 N N N N N N CIM TRUST 2019-J2 N/A 12558TAN7 85069.28 PA USD 76696.62 0.024703940105 Long ABS-O CORP US N 2 2049-10-25 Variable 3.5 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAH6 603000 PA USD 598329.11 0.19272148494 Long DBT CORP US N 2 2028-08-25 Fixed 4.35 N N N N N N BX TRUST 2018-BILT N/A 12433LAA3 500000 PA USD 501782 0.161623712669 Long ABS-O CORP US N 2 2043-02-17 Floating 5.02539 N N N N N N JP MORGAN MORTGAGE TRUST 2024-8 N/A 46658GAT9 387120.45 PA USD 391808.94 0.126201449115 Long ABS-O CORP US N 2 2055-01-25 Variable 6 N N N N N N BOND US BIDCO 1 INC/BOND US BIDCO 2 INC/BOND US BIDCO 3 INC/BOND GERMAN BIDCO 1 GMBH/BOND GERMAN BIDCO 2 GMBH N/A 097947AA3 200000 PA USD 202155.4 0.065114145753 Long DBT CORP US N 2 2033-06-15 Fixed 7.125 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAX8 710000 PA USD 723372.85 0.232998006427 Long DBT CORP US N 2 2029-08-01 Fixed 6.75 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAA8 745000 PA USD 742490.1 0.239155662383 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 177000 PA USD 179533.93 0.057827782417 Long DBT CORP US N 2 2032-10-15 Fixed 6.25 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAH5 350000 PA USD 344130.43 0.110844226654 Long DBT CORP US N 2 2029-05-01 Fixed 4.375 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 340000 PA USD 335333.74 0.10801081753 Long DBT CORP US N 2 2033-04-01 Fixed 6.25 N N N N N N HERO FUNDING TRUST 2015-2 N/A 42770UAA1 7465.2312 PA USD 7231.18 0.002329159194 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.99 N N N N N N MACY'S RETAIL HOLDINGS LLC 549300JMONK27O4SQQ19 55617LAQ5 200000 PA USD 200191.4 0.064481542408 Long DBT CORP US N 2 2030-03-15 Fixed 5.875 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 28000 PA USD 28865.82 0.009297665117 Long DBT CORP US N 2 2032-03-01 Fixed 7.25 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 37231EAE2 131538.46 PA USD 131556.74 0.042374355289 Long LON CORP US N 2 2032-12-01 Floating 5.65 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 66000 PA USD 67200.54 0.021645257837 Long DBT CORP US N 2 2033-04-15 Fixed 6.75 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAF2 513000 PA USD 514147.47 0.165606623914 Long DBT CORP SG N 2 2032-01-15 Fixed 5.25 N N N N N N EXAMWORKS BIDCO 02/06/33 N/A 28542CAG4 50000 PA USD 50104.15 0.016138519802 Long LON CORP US N 2 2033-02-06 Floating 6.15217 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 362000 PA USD 316470.61 0.101935013489 Long DBT CORP US N 2 2031-03-01 Fixed 2.5 N N N N N N Citadel Enterprise 549300NV5RXBUS3X7L47 17288YAP7 135000 PA USD 134868.78 0.043441161593 Long LON CORP US N 2 2033-05-30 Floating 5.65 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 537000 PA USD 534591.1 0.172191506155 Long DBT CORP US N 2 2027-11-15 Fixed 4.625 N N N N N N SEQUOIA MORTGAGE TRUST 2024-3 N/A 81749JAU8 136287.99 PA USD 137474.1 0.044280333766 Long ABS-O CORP US N 2 2054-04-25 Variable 5.9970017 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2015-2 N/A 59980AAC1 200000 PA USD 196105.08 0.063165340931 Long ABS-O CORP US N 2 2059-07-25 Variable 3.25 N N N N N N MILL CITY SOLAR LOAN 2019-2 LTD N/A 59982VAA7 204631.76 PA USD 184844.83 0.059538420454 Long ABS-O CORP KY N 2 2043-07-20 Fixed 3.69 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31394EJN9 418547.48 PA USD 30600.49 0.009856401392 Long ABS-O USGSE US N 2 2035-07-25 Floating 2.88776 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 365000 PA USD 333032.28 0.1072695185 Long DBT CORP US N 2 2032-03-01 Fixed 3.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137ASUG7 4740864.09 PA USD 403974.01 0.130119811627 Long ABS-O USGSE US N 2 2042-08-15 Floating 2.34251 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAB6 60000 PA USD 61688.76 0.01986991646 Long DBT CORP US N 2 2034-07-15 Fixed 6.875 N N N N N N GFL Environmental Services business N/A 36257SAB8 84786.43 PA USD 84759.98 0.027301144029 Long LON CORP US N 2 2032-01-26 Floating 6.81 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AU3 1000000 PA USD 996493.6 0.320970053295 Long DBT CORP JP N 2 2030-06-30 Fixed 4.45 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 223000 PA USD 215285.25 0.069343263385 Long DBT CORP US N 2 2032-07-15 Fixed 9.625 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587DJ3 1420000 PA USD 1417969.4 0.45672718208 Long DBT CORP US N 2 2051-09-15 Fixed 3.75 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFRONT MEDIA CAPITAL CORP N/A 69007TAH7 475000 PA USD 474366.9 0.152793323685 Long DBT CORP US N 2 2034-06-15 Fixed 6 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAF5 598000 PA USD 600248.84 0.193339828941 Long DBT CORP US N 2 2028-03-17 Fixed 4.8 N N N N N N MELCO RESORTS FINANCE LTD 5493000FQDBWKDBZEF60 58547DAH2 350000 PA USD 359635.5 0.115838401372 Long DBT CORP KY N 2 2032-04-17 Fixed 7.625 N N N N N N CHASE FUNDING TRUST SERIES 2003-3 N/A 161546GR1 8945.47 PA USD 8955.89 0.002884687358 Long ABS-O CORP US N 2 2033-07-25 Floating 4.36282 N N N N N N OBX 2019-INV2 TRUST N/A 67112VBB0 72306.07 PA USD 67199.72 0.021644993716 Long ABS-O CORP US N 2 2049-05-25 Variable 4 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2 N/A 36257LAA5 23446.201 PA USD 21943.89 0.007068115182 Long ABS-O CORP US N 2 2049-11-25 Variable 4 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 318000 PA USD 306003.55 0.098563579086 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBF1 135000 PA USD 134441.56 0.043303554261 Long DBT CORP US N 2 2028-10-15 Fixed 5.25 N N N N N N Graham Packaging 549300YS0ZFT826HIK72 38469EAH6 100000 PA USD 100164.8 0.032263028277 Long LON CORP US N 2 2033-01-06 Floating 5.92 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 185000 PA USD 157409.17 0.050701409105 Long DBT CORP US N 2 2030-02-15 Fixed 7.375 N N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284VAF8 425000 PA USD 417278.35 0.134405132395 Long DBT CORP US N 2 2029-09-15 Fixed 4.875 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAN6 217000 PA USD 214194.28 0.068991862534 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 92922F2N7 21718.25 PA USD 20727.88 0.006676439014 Long ABS-O CORP US N 2 2045-08-25 Variable 3.93347 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAA8 75000 PA USD 76487.12 0.024636460267 Long DBT CORP US N 2 2031-07-15 Fixed 6.5 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 425000 PA USD 411865.5 0.132661656317 Long DBT CORP US N 2 2028-09-15 Fixed 3.875 N N N N N N SEQUOIA MORTGAGE TRUST 2026-7 N/A 81750UBD6 1000000 PA USD 992714.3 0.319752742795 Long ABS-O CORP US N 2 2056-06-25 Variable 5.17 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAE6 99748.74 PA USD 99903.35 0.032178815372 Long LON CORP US N 2 2032-09-08 Floating 7.32 N N N N N N PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1 549300NX9W3U2DO53T22 72703PAE3 478750 PA USD 448661.62 0.144513666804 Long ABS-O CORP US N 2 2051-12-05 Fixed 4.01 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CH2 640000 PA USD 635821.12 0.204797641222 Long DBT CORP US N 2 2028-10-15 Fixed 4.75 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 18589GAA3 175000 PA USD 174780.47 0.056296695504 Long DBT CORP US N 2 2034-01-15 Fixed 7.625 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 194000 PA USD 202400.59 0.06519312132 Long DBT CORP US N 2 2033-06-15 Fixed 7.25 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFRONT MEDIA CAPITAL CORP N/A 69007TAE4 425000 PA USD 414064.5 0.133369953036 Long DBT CORP US N 2 2029-01-15 Fixed 4.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D67 1400000 PA USD 1492103.75 0.480605816394 Long DBT CORP US N 2 2033-11-07 Fixed 7.122 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 213000 PA USD 175377.38 0.056488959894 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75 N N N N N N NTI BUYER LLC N/A 000000000 135000 PA USD 134325 0.043266010348 Long LON CORP US N 2 2033-06-12 Floating 4.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136ACTN1 186249.91 PA USD 1000.65 0.000322308828 Long ABS-O USGSE US N 2 2041-05-25 Floating 2.45776 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 586000 PA USD 596531.09 0.192142343663 Long DBT CORP US N 2 2029-03-01 Fixed 5.4 N N N N N N BRIGHTSTAR LOTTERY PLC 549300UQ6KHRCZDRGZ76 460599AE3 345000 PA USD 344025.72 0.110810499619 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 158000 PA USD 164952.63 0.053131153519 Long DBT CORP US N 2 2032-08-15 Fixed 6.875 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 61000 PA USD 62409.71 0.020102134068 Long DBT CORP US N 2 2030-07-01 Fixed 6.5 N N N N N N SCIENTIFIC GAMES HOLDINGS LP / SCIENTIFIC GAMES US FINCO INC N/A 80874DAA4 284000 PA USD 243036.81 0.078282025954 Long DBT CORP US N 2 2030-03-01 Fixed 6.625 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 405000 PA USD 392515.83 0.126429138004 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N LIBERTY UTILITIES COMPANY 549300UN1FEYPC5BKW09 531542AB4 516000 PA USD 529779.06 0.170641550656 Long DBT CORP US N 2 2034-01-31 Fixed 5.869 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 575000 PA USD 574523.3 0.185053646326 Long DBT CORP US N 2 2028-05-01 Fixed 6.5 N N N N N N JW COMMERCIAL MORTGAGE TRUST 2024-MRCO N/A 481948AA5 1000000 PA USD 1004038.4 0.323400229323 Long ABS-O CORP US N 2 2039-06-15 Floating 5.12539 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 551000 PA USD 556194.28 0.179149878829 Long DBT CORP US N 2 2031-03-01 Fixed 7.875 N N N N N N BOWLING GREEN PARK CLO LLC N/A 102875AE1 750000 PA USD 749190.75 0.241313938149 Long ABS-CBDO CORP US N 2 2035-04-18 Floating 5.42523 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 575000 PA USD 535875.48 0.172605204263 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284VAE1 470000 PA USD 469679.84 0.151283624176 Long DBT CORP US N 2 2028-03-15 Fixed 5.25 N N N N N N Garda World Security 549300ZF1NDXLMCHNO20 000000000 44791.06 PA USD 44791.06 0.014427176367 Long LON CORP US N 2 2029-02-01 Floating 6.41895 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBX0 480000 PA USD 474234.48 0.152750671274 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N ExamWorks N/A 28542CAG4 50000 PA USD 50104.15 0.016138519802 Long LON CORP US N 2 2033-02-07 Floating 6.15217 N N N N N N WULF COMPUTE LLC N/A 982911AA7 414000 PA USD 435096.2 0.140144252309 Long DBT CORP US N 2 2030-10-15 Fixed 7.75 N N N N N N SALLY HOLDINGS LLC / SALLY CAPITAL INC N/A 79546VAQ9 283000 PA USD 289301 0.093183696702 Long DBT CORP US N 2 2032-03-01 Fixed 6.75 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 85000 PA USD 79178.43 0.025503329772 Long DBT CORP US N 2 2050-12-01 Fixed 3.75 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 305000 PA USD 309137.63 0.09957306457 Long DBT CORP US N 2 2031-11-01 Fixed 6.25 N N N N N N FIRST EAGLE HOLDINGS INC 549300ZKYR56QRODD510 32010YAA4 275000 PA USD 277193.4 0.089283845246 Long DBT CORP US N 2 2032-08-15 Fixed 7.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20754EAB1 1000000 PA USD 1023281.4 0.329598389286 Long ABS-O USGSE US N 2 2043-07-27 Floating 6.32776 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAC7 40000 PA USD 40178.04 0.012941325102 Long DBT CORP US N 2 2029-04-01 Fixed 6.25 N N N N N N WhiteWater Matterhorn 2138009J7G187M6C4Q91 96618PAC0 135000 PA USD 134198.37 0.043225222893 Long LON CORP US N 2 2032-06-01 Floating 5.42 N N N N N N ALTERNATIVE LOAN TRUST 2007-23CB N/A 02151EAC6 21213.5793 PA USD 7017.07 0.002260194478 Long ABS-O CORP US N 2 2037-09-25 Floating 4.26282 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AS2 197000 PA USD 195932.12 0.063109630607 Long DBT CORP US N 2 2033-11-15 Fixed 5.75 N N N N N N BELDEN INC N/A 000000000 135000 PA USD 135337.5 0.043592136054 Long LON CORP US N 2 2033-06-11 Floating 2.25 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAF1 310000 PA USD 310695.33 0.100074798904 Long DBT CORP US N 2 2031-04-01 Fixed 5.875 N N N N N N Asplundh Tree Expert 549300R0YQTCFHYAL481 04538FAF6 135000 PA USD 135000 0.043483427485 Long LON CORP US N 2 2033-05-09 Floating 5.39 N N N N N N GATES CORP 984500F43C791F4C7894 367398AA2 355000 PA USD 363561.89 0.117103089482 Long DBT CORP US N 2 2029-07-01 Fixed 6.875 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 418000 PA USD 419077.6 0.134984669853 Long DBT CORP BM N 2 2033-10-15 Fixed 5.875 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 200000 PA USD 221948.49 0.07148948941 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N LIBERTY UTILITIES COMPANY 549300UN1FEYPC5BKW09 531542AA6 586000 PA USD 597318.27 0.192395893919 Long DBT CORP US N 2 2029-01-31 Fixed 5.577 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 425000 PA USD 424219.11 0.136640747462 Long DBT CORP US N 2 2029-06-15 Fixed 5.25 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAE8 350000 PA USD 349365.49 0.112530436668 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 107000 PA USD 103678.76 0.033394872905 Long DBT CORP US N 2 2029-03-01 Fixed 4.625 N N N N N N VICTORY CAPITAL 09/23/32 549300BN5LH2CIPPHS71 92645DAM1 15000 PA USD 14955.59 0.004817187506 Long LON CORP US N 2 2032-09-23 Floating 0.01 N N N N N N MACY'S RETAIL HOLDINGS LLC 549300JMONK27O4SQQ19 55617LAR3 55000 PA USD 55317.02 0.017817582429 Long DBT CORP US N 2 2032-03-15 Fixed 6.125 N N N N N N STORM KING PARK CLO LTD N/A 86217RAQ1 1250000 PA USD 1252102.5 0.403301542685 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 5.6731 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2022-B N/A 83206NAA5 1275022.18 PA USD 1229184.24 0.39591958345 Long ABS-O CORP US N 2 2055-02-16 Fixed 3.94 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 93363NAH8 10615.34 PA USD 9900.36 0.003188900638 Long ABS-O CORP US N 2 2036-10-25 Variable 3.64776 N N N N N N FUG 01/09/32 N/A 000000000 80080.85 PA USD 79989.08 0.025764439702 Long LON CORP US N 2 2032-01-09 Floating 5.92114 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 215000 PA USD 225936.46 0.072774012405 Long DBT CORP US N 2 2030-07-30 Fixed 7.875 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AJ4 200000 PA USD 204463.69 0.065857644722 Long DBT CORP US N 2 2028-07-15 Fixed 7.25 N N N N N N AMA WATE 05/01/31 N/A 50180PAB7 49746.84 PA USD 49777.93 0.016033444515 Long LON CORP US N 2 2031-05-01 Floating 8.83 N N N N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAB9 425000 PA USD 415124.57 0.133711401014 Long DBT CORP US N 2 2029-04-30 Fixed 4.375 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAD2 200000 PA USD 180755.24 0.058221165712 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75 N N N N N N Gs Mortgage-backed Securities Trust 2026-PJ1 254900B9BZ62VF1C0U09 362979CQ7 997741.97 PA USD 968329.14 0.311898295858 Long ABS-O CORP US N 2 2056-09-25 Variable 5.89419 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 19416MAB5 390000 PA USD 390151.71 0.125667656222 Long DBT CORP US N 2 2029-07-01 Fixed 5.875 N N N N N N MSD INVESTMENT CORP 549300K4HV7AOWFSAO65 55354LAB5 350000 PA USD 346717.99 0.11167767834 Long DBT CORP US N 2 2030-05-31 Fixed 6.25 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CJ8 59000 PA USD 59079 0.019029314166 Long DBT CORP US N 2 2032-04-15 Fixed 6.5 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591KBE2 11729.62 PA USD 10578.73 0.003407403251 Long ABS-O CORP US N 2 2050-03-25 Variable 3.5 N N N N N N ULTIMATE KRONOS GROUP INC 529900FKHWSTQ1GXK240 90279XAA0 605000 PA USD 588100.35 0.189426806838 Long DBT CORP US N 2 2031-02-01 Fixed 6.875 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 397000 PA USD 398076.66 0.12822027836 Long DBT CORP US N 2 2036-07-01 Fixed 6.75 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1 N/A 36259WAB7 85673.59 PA USD 83381.12 0.026857013964 Long ABS-O CORP US N 2 2060-09-25 Variable 1.791 N N N N N N Prestige Brands 549300JBVP4J6D42I235 000000000 123750 PA USD 124059.38 0.03995945966 Long LON CORP US N 2 2033-05-12 Floating 5.64 N N N N N N BELLEMEADE RE 2024-1 LTD N/A 078915AC9 1000000 PA USD 1010749.5 0.325561871028 Long ABS-O CORP BM N 2 2034-08-25 Floating 7.57776 N N N N N N FREDDIE MAC STACR REMIC TRUST 2024-HQA2 5299002OYNAPMJKK2A73 35564NEC3 1100000 PA USD 1106122.71 0.356281530739 Long ABS-O USGSE US N 2 2044-08-25 Floating 5.42776 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 425000 PA USD 424315.71 0.136671862271 Long DBT CORP US N 2 2028-07-15 Fixed 5.25 N N N N N N BRINK'S COMPANY (THE) XFP140TFNOQMIVFTVQ13 109696AD6 245000 PA USD 250227.08 0.080598008059 Long DBT CORP US N 2 2032-06-15 Fixed 6.75 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CA8 343000 PA USD 346647.95 0.111655118494 Long DBT CORP BM N 2 2032-08-01 Fixed 5.75 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 456000 PA USD 474447.94 0.152819426625 Long DBT CORP US N 2 2031-06-01 Fixed 8.375 N N N N N N Edelman Financial Center/Financial Engines 549300Z31KZXNP05U733 27943UAN6 135000 PA USD 135556.88 0.043662798234 Long LON CORP US N 2 2031-11-01 Floating 7.68 N N N N N N BAIN CAPITAL CREDIT CLO 2018-2 LTD N/A 05684DBC6 800000 PA USD 800664 0.257893444325 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.47523 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 33 LTD 549300RVE5T2OYI2H743 64132TAY9 750000 PA USD 753173.25 0.242596699259 Long ABS-CBDO CORP KY N 2 2039-04-16 Floating 5.67952 N N N N N N AMERICAN AIRLINES INC N/A 023771T32 230000 PA USD 232990.46 0.075046102016 Long DBT CORP US N 2 2028-02-15 Fixed 7.25 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC N/A 18060TAE5 318000 PA USD 324512.64 0.104525347033 Long DBT CORP CA N 2 2032-09-15 Fixed 6.75 N N N N N N ROCKET COMPANIES INC N/A 77311WAB7 325000 PA USD 331058.76 0.106633848768 Long DBT CORP US N 2 2033-08-01 Fixed 6.375 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 229000 PA USD 236911.95 0.076309211838 Long DBT CORP US N 2 2030-06-15 Fixed 7 N N N N N N CASCADES INC / CASCADES USA INC N/A 14739LAB8 663000 PA USD 663643.11 0.213759089256 Long DBT CORP CA N 2 2028-01-15 Fixed 5.375 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAH4 174000 PA USD 174194.24 0.056107871136 Long DBT CORP US N 2 2033-04-15 Fixed 5.875 N N N N N N CIM TRUST 2019-INV2 N/A 12554TAC5 101295.92 PA USD 95455.23 0.030746078309 Long ABS-O CORP US N 2 2049-05-25 Variable 4 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765LAZ0 83000 PA USD 80679.74 0.025986900917 Long DBT CORP US N 2 2030-04-30 Fixed 4.5 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBR1 958000 PA USD 956370.63 0.30804646621 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75 N N N N N N RCKT MORTGAGE TRUST 2021-1 N/A 749350BL7 421907.81 PA USD 358696.19 0.115535850126 Long ABS-O CORP US N 2 2051-03-25 Variable 2.7226631 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAR6 351000 PA USD 363373.1 0.117042280325 Long DBT CORP US N 2 2054-11-30 Fixed 6.95 N N N N N N LOANCORE 2025-CRE9 ISSUER LLC N/A 538912AA4 1000000 PA USD 1003692.05 0.323288670174 Long ABS-CBDO CORP US N 2 2042-08-18 Floating 5.08718 N N N N N N VICTORIA'S SECRET & COMPANY 5493006T3O70U3UWVF17 926400AA0 439000 PA USD 427875.56 0.137818488043 Long DBT CORP US N 2 2029-07-15 Fixed 4.625 N N N N N N TECTA America 54930083ULRH07WCC129 87876GAP7 135000 PA USD 135309.42 0.043583091501 Long LON CORP US N 2 2032-02-01 Floating 6.16 N N N N N N MOSAIC SOLAR LOANS 2017-1 LLC 549300ZLA8SW2SVJMN33 61946GAA1 519096.88 PA USD 488952.41 0.157491308621 Long ABS-O CORP US N 2 2043-06-22 Fixed 3.82 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AA5T8 658580.7 PA USD 26033.37 0.008385334493 Long ABS-O USGSE US N 2 2042-03-25 Floating 2.45776 N N N N N N GREAT WOLF TRUST 2015-WOLF N/A 362414AA2 1500000 PA USD 1505426.7 0.484897131433 Long ABS-O CORP US N 2 2041-05-15 Floating 5.31663 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGG5 95000 PA USD 94998.19 0.030598865971 Long DBT CORP US N 2 2032-05-15 Fixed 6.495 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJV6 3385090.73 PA USD 540109.67 0.173969034588 Long ABS-O USGSE US N 2 2039-05-15 Fixed 5.5 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336YAN3 584000 PA USD 572362.87 0.184357772983 Long DBT CORP US N 2 2028-11-01 Fixed 4.75 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 500000 PA USD 504067.71 0.162359938632 Long DBT CORP US N 2 2035-01-15 Fixed 5.35 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 425000 PA USD 458028.03 0.147530582434 Long DBT CORP US N 2 2029-02-01 Fixed 9.5 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 515000 PA USD 401249.74 0.129242325723 Long DBT CORP US N 2 2030-02-15 Fixed 5 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 5493000IRODEKU3J3Q16 35564KTJ8 1000000 PA USD 1029118 0.331478355011 Long ABS-O USGSE US N 2 2042-03-25 Floating 8.87776 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 612000 PA USD 645555.35 0.207933031476 Long DBT CORP US N 2 2031-11-15 Fixed 8.875 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAH3 295000 PA USD 289749.3 0.093328093892 Long DBT CORP US N 2 2034-03-01 Fixed 5.625 N N N N N N Sazerac Company 9QU0CG1O4LSOB6IFK895 80583EAP1 135000 PA USD 134962.47 0.043471339092 Long LON CORP US N 2 2032-07-09 Floating 5.66 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893814AA1 375000 PA USD 391534.5 0.126113052138 Long DBT CORP BM N 2 2032-10-15 Fixed 7.875 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAB3 275000 PA USD 275865.94 0.088856271093 Long DBT CORP US N 2 2032-08-15 Fixed 6.75 N N N N N N ROCKET COMPANIES INC N/A 77311WAA9 370000 PA USD 376566.02 0.12129171277 Long DBT CORP US N 2 2030-08-01 Fixed 6.125 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723AV5 217000 PA USD 216592.84 0.069764437422 Long DBT CORP US N 2 2035-12-15 Fixed 6 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAD4 214000 PA USD 222463.7 0.071655438274 Long DBT CORP US N 2 2029-03-15 Fixed 8.625 N N N N N N BSPDF 2026-FL3 ISSUER LLC N/A 05594VAA0 500000 PA USD 502232.78 0.161768908665 Long ABS-CBDO CORP US N 2 2043-09-18 Floating 5.08903 N N N N N N PRIME SECURITY SERVICES BORROWER LLC 549300O6QPZVWXV2DC15 03765VAQ3 25757.58 PA USD 25409.44 0.008184366975 Long LON CORP US N 2 2032-03-08 Floating 5.40684 N N N N N N JACOBS SOLUTIONS INC 254900E3KHXCC2C8K272 46982LAB4 634000 PA USD 624787.3 0.201243653727 Long DBT CORP US N 2 2036-03-03 Fixed 5.375 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3 L N/A 69690EAL3 325000 PA USD 324812.48 0.104621925336 Long ABS-CBDO CORP KY N 2 2032-08-08 Floating 4.79957 N N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284VAR2 140000 PA USD 140776.18 0.04534393196 Long DBT CORP US N 2 2035-01-15 Fixed 6.25 N N N N N N MOSAIC SOLAR LOAN TRUST 2020-2 N/A 61946PAA1 32739.61 PA USD 27571.15 0.008880652605 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 200000 PA USD 199126.5 0.06413853869 Long DBT CORP US N 2 2029-07-15 Fixed 5.125 N N N N N N MAGNETITE XXXI LTD 549300J3BCFSIZAJJW77 55952FAL2 250000 PA USD 250034.25 0.08053589762 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 4.6731 N N N N N N BOFAS RE-REMIC TRUST 2026-FRR8 N/A 05620FBQ7 275000 PA USD 237179.36 0.076395344456 Long ABS-O CORP US N 2 2054-04-27 Fixed 1.4152 N N N N N N GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 382550BT7 240000 PA USD 242062.7 0.077968265646 Long DBT CORP US N 2 2032-07-15 Fixed 8.875 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 255000 PA USD 251013 0.080851152469 Long DBT CORP US N 2 2029-09-15 Fixed 4.75 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AF2 260000 PA USD 248173.22 0.079936460856 Long DBT CORP US N 2 2029-10-01 Fixed 3.75 N N N N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 21987BBK3 200000 PA USD 212398.2 0.068413346131 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCN1 495000 PA USD 438865.66 0.14135839335 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N MILLICOM INTERNATIONAL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 200000 PA USD 186500 0.060071549822 Long DBT CORP LU N 2 2031-04-27 Fixed 4.5 N N N N N N BX TRUST 2018-BILT N/A 05619TAE8 500000 PA USD 499628.5 0.160930071475 Long ABS-O CORP US N 2 2042-12-15 Variable 5.701211 N N N N N N TK Elevator Midc 04/30/30 254900K869UN2ZWVB351 000000000 100000 PA USD 100535.7 0.032382494967 Long LON CORP US N 2 2030-04-30 Floating 6.47999 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 350000 PA USD 346077.2 0.111471280225 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAA0 200000 PA USD 200135 0.064463375998 Long DBT CORP MX N 2 2033-07-30 Fixed 6.125 N N N N N N EMPOWER CLO 2024-1 LTD N/A 29244RAN5 1000000 PA USD 1002962 0.323053521461 Long ABS-CBDO CORP KY N 2 2037-04-27 Variable 4.9340808 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46653JBM2 111437.3 PA USD 96056.59 0.030939776042 Long ABS-O CORP US N 2 2050-12-25 Variable 3 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31325XWS5 1499776.25 PA USD 297430.23 0.095802117319 Long ABS-MBS USGSE US N 2 2049-05-15 Fixed 3.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BLSR0 1538259.5488 PA USD 7671.45 0.002470969924 Long ABS-O USGSE US N 2 2043-04-15 Floating 0.01 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381RPA1 1999503.5561 PA USD 29250.94 0.009421712062 Long ABS-O USGA US N 2 2042-03-20 Floating 0.6 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAP6 49747.48 PA USD 49959.95 0.016092073059 Long LON CORP US N 2 2032-01-23 Floating 6.90217 N N N N N N SEQUOIA MORTGAGE TRUST 2019-4 N/A 81748JAU9 62966.02 PA USD 56827.02 0.018303952617 Long ABS-O CORP US N 2 2049-11-25 Variable 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JJF9 1490655.16 PA USD 61366.1 0.019765987847 Long ABS-O USGA US N 2 2030-02-20 Fixed 3.5 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAA3 670000 PA USD 669660.71 0.215697354984 Long DBT CORP US N 2 2029-04-15 Fixed 6.625 N N N N N N CPI CG INC 254900H3R50WH1B1LB48 12598FAC3 400000 PA USD 421006 0.135605806457 Long DBT CORP US N 2 2029-07-15 Fixed 10 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAE2 140000 PA USD 142715.3 0.045968521471 Long DBT CORP US N 2 2033-06-30 Fixed 7.375 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CK1 397000 PA USD 392020.15 0.126269479742 Long DBT CORP US N 2 2029-11-15 Fixed 10 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 40000 PA USD 40586.08 0.013072754567 Long DBT CORP US N 2 2031-02-01 Fixed 6.375 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 589000 PA USD 578898 0.186462734846 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N SUNNOVA HELIOS XI ISSUER LLC N/A 86746AAA3 336073.04 PA USD 317768.49 0.10235305994 Long ABS-O CORP US N 2 2050-05-20 Fixed 5.3 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAL0 230000 PA USD 238541.05 0.076833944073 Long DBT CORP US N 2 2033-08-01 Fixed 7.375 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20754NAK1 500000 PA USD 512317 0.16501703051 Long ABS-O USGSE US N 2 2042-05-27 Floating 7.47776 N N N N N N GARDA WORLD 02/01/29 549300ZF1NDXLMCHNO20 000000000 5082.67 PA USD 5082.67 0.001637125277 Long LON CORP US N 2 2029-02-01 Floating 6.41895 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAK2 153000 PA USD 157004.47 0.050571055452 Long DBT CORP US N 2 2030-08-01 Fixed 7 N N N N N N INVESCO U.S CLO 2026-1 LTD N/A 46091DAG9 400000 PA USD 402250.4 0.129564637772 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 5.65632 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 465000 PA USD 448730.49 0.144535849794 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 409000 PA USD 423276.15 0.136337020553 Long DBT CORP US N 2 2032-01-30 Fixed 7.625 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAD2 19000 PA USD 17212.08 0.005544001723 Long DBT CORP US N 2 2032-10-15 Fixed 6 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34417VAA5 738000 PA USD 742127.39 0.239038833687 Long DBT CORP US N 2 2031-09-15 Fixed 6.75 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 125000 PA USD 122360.53 0.039412260987 Long DBT CORP US N 2 2028-06-15 Fixed 4 N N N N N N SYMPHONY CLO XVI LTD 5493004PWOYFPAFQVT02 87165VAX7 8205.02 PA USD 8207.73 0.002643705424 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.61149 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46650HAC2 32293.35 PA USD 29947.74 0.009646150968 Long ABS-O CORP US N 2 2049-05-25 Variable 4 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591FAC8 24001.85 PA USD 22469.14 0.007237297925 Long ABS-O CORP US N 2 2049-11-25 Variable 4 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UV8 525000 PA USD 531029.3 0.171044252289 Long DBT UST US N 2 2046-05-15 Fixed 5 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 N/A 17325HBS2 990000 PA USD 946618.2 0.304905213746 Long ABS-O CORP US N 2 2050-04-15 Variable 4.137 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAB3 425000 PA USD 406239.1 0.130849395899 Long DBT CORP US N 2 2029-02-15 Fixed 4.25 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AVDU8 947078.98 PA USD 42392.58 0.013654627247 Long ABS-O USGSE US N 2 2032-10-15 Floating 2.49251 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AK3 210000 PA USD 212472.33 0.068437223364 Long DBT CORP US N 2 2033-03-15 Fixed 6.375 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H2NR1 1039629.73 PA USD 102287.3 0.032946684387 Long ABS-O USGSE US N 2 2045-09-25 Variable 1.7395071 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAD3 232000 PA USD 231569.99 0.074588569392 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N BX TRUST 2026-ORBT N/A 12434JAC3 750000 PA USD 750937.5 0.241876565385 Long ABS-O CORP US N 2 2043-07-31 None 0 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC N/A 03881KAA1 400000 PA USD 400925.46 0.12913787531 Long ABS-CBDO CORP US N 2 2043-01-21 Floating 4.99303 N N N N N N OSMOSIS BUYE 07/03/28 5493005QMH1D47U26R45 00132UAQ7 50000 PA USD 50024.2 0.01611276795 Long LON CORP US N 2 2028-07-03 Floating 6.16067 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05595AAA5 750000 PA USD 751947.38 0.242201847191 Long ABS-O CORP US N 2 2041-04-15 Floating 4.92539 N N N N N N MOSAIC SOLAR LOANS 2017-1 LLC 549300ZLA8SW2SVJMN33 61946FAA3 20166.36 PA USD 18962.22 0.006107720876 Long ABS-O CORP US N 2 2043-06-22 Fixed 4.01 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379LAN6 60898.26 PA USD 1221.94 0.000393586218 Long ABS-O USGA US N 2 2039-08-20 Fixed 5.5 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 285000 PA USD 288297.74 0.092860547195 Long DBT CORP US N 2 2030-06-15 Fixed 5.95 N N N N N N OSMOSIS BUYE 07/03/28 5493005QMH1D47U26R45 00132UAQ7 49750 PA USD 49774.08 0.016032204432 Long LON CORP US N 2 2028-07-03 Floating 6.16067 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AJ0 593000 PA USD 593107.48 0.191039600721 Long DBT CORP US N 2 2028-06-23 Fixed 4.7 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 55000 PA USD 54217.32 0.017463369649 Long DBT CORP US N 2 2033-05-15 Fixed 6 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAC4 120000 PA USD 117269.53 0.037772452622 Long DBT CORP US N 2 2032-02-15 Fixed 6.5 N N N N N N ALTERNATIVE LOAN TRUST 2005-65CB N/A 12668AZ40 28117.1 PA USD 18335.39 0.00590581927 Long ABS-O CORP US N 2 2035-12-25 Fixed 5.5 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 562000 PA USD 559410.36 0.18018577647 Long DBT CORP US N 2 2034-02-01 Fixed 6.25 N N N N N N Madison Air 549300IXDNBXNHUPBU73 55759VAG3 135000 PA USD 134779.55 0.043412420658 Long LON CORP US N 2 2032-05-01 Floating 5.39 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AG3 65000 PA USD 65246.55 0.021015878708 Long DBT CORP US N 2 2034-06-01 Fixed 5.875 N N N N N N CHILE, REPUBLIC OF - MINISTRY OF FINANCE 549300FLZTJM5YJF8D34 168863DZ8 251125 PA USD 248864.88 0.080159244171 Long DBT NUSS CL N 2 2036-01-05 Fixed 4.95 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AR7 103000 PA USD 106881.14 0.034426357783 Long DBT CORP US N 2 2031-07-15 Fixed 7 N N N N N N Action Nederland B.V. 7245002S0K5Q59JCVQ03 000000000 15000 PA USD 15031.25 0.004841557551 Long LON CORP US N 2 2032-09-29 Floating 5.94961 N N N N N N RD MICHIGAN PROPERTY OWNER I LLC N/A 74941YAA0 1630000 PA USD 1626645.39 0.523941606369 Long DBT CORP US N 2 2045-03-30 Fixed 7.5 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAB6 270000 PA USD 273576.35 0.088118795384 Long DBT CORP CA N 2 2032-07-15 Fixed 6.75 N N N N N N COX ASSET MEXICO SA DE CV 4469000001ERQUPOUR24 22389AAA0 275000 PA USD 279345 0.08997687445 Long DBT CORP MX N 2 2032-01-08 Fixed 7.125 N N N N N N SEQUOIA MORTGAGE TRUST 2026-6 N/A 81750VAW3 992357.08 PA USD 985379.62 0.317390246307 Long ABS-O CORP US N 2 2056-05-25 Variable 5.5 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBF6 135000 PA USD 127996.88 0.041227726295 Long LON CORP US N 2 2033-02-09 Floating 7.38 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAD5 44000 PA USD 44420.55 0.014307835295 Long DBT CORP US N 2 2032-04-01 Fixed 7.625 N N N N N N SUNRUN XANADU ISSUER 2019-1 LLC N/A 86773PAA6 194894.24 PA USD 188662.3 0.06076802549 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BU5 589000 PA USD 599287.72 0.193030252706 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N DB MASTER FINANCE LLC 549300F17UZJL70BPB08 233046AY7 400000 PA USD 401051.84 0.12917858224 Long ABS-O CORP US N 2 2056-05-20 Fixed 5.2 N N N N N N GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 382550BS9 337000 PA USD 325776.08 0.104932300378 Long DBT CORP US N 2 2030-07-15 Fixed 6.625 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAS3 582000 PA USD 588002.46 0.189395276522 Long DBT CORP US N 2 2029-04-20 Fixed 5.1 N N N N N N GAP INC (THE) T2ZG1WRWZ4BUCMQL9224 364760AQ1 380000 PA USD 346519.3 0.111613680398 Long DBT CORP US N 2 2031-10-01 Fixed 3.875 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 414000 PA USD 379529.08 0.122246112805 Long DBT CORP US N 2 2030-02-15 Fixed 4.125 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAB6 400000 PA USD 402636 0.129688839325 Long DBT CORP US N 2 2030-02-15 Fixed 7 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAD9 135000 PA USD 140488.11 0.045251144768 Long DBT CORP US N 2 2029-12-15 Fixed 7.875 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDW2 455000 PA USD 448779.09 0.144551503828 Long DBT CORP US N 2 2029-02-04 Fixed 4.55 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 467000 PA USD 488714.57 0.157414700485 Long DBT CORP US N 2 2031-06-15 Fixed 7.5 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AS5 350000 PA USD 353891.3 0.113988197638 Long DBT CORP US N 2 2030-08-01 Fixed 5.5 N N N N N N ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC N/A 01330AAA4 305000 PA USD 316006.84 0.101785633421 Long DBT CORP US N 2 2030-05-21 Fixed 7 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAD0 318000 PA USD 332699.09 0.10716219818 Long DBT CORP GB N 2 2031-03-26 Fixed 6.5 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 306000 PA USD 299898.76 0.096597229506 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424VDZ4 2447044.25 PA USD 227654.03 0.073327240779 Long ABS-MBS USGSE US N 2 2039-04-25 Fixed 3 N N N N N N COTY INC / HFC PRESTIGE PRODUCTS INC / HFC PRESTIGE INTERNATIONAL US LLC N/A 22207AAA0 1400000 PA USD 1401475.6 0.45141453796 Long DBT CORP US N 2 2030-07-15 Fixed 6.625 N N N N N N PMT LOAN TRUST 2025-J2 N/A 69392TAC1 758666.57 PA USD 756153.87 0.24355675536 Long ABS-O CORP US N 2 2056-08-25 Variable 5.5 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAB0 3101000 PA USD 2697596.89 0.86889450926 Long DBT CORP US N 2 2031-09-01 Fixed 2.15 N N N N N N CAPITAL POWER (US HOLDINGS) INC N/A 14041TAA6 589000 PA USD 592912.59 0.190976826757 Long DBT CORP US N 2 2028-06-01 Fixed 5.257 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136FCD86 1876873.04 PA USD 322592.06 0.103906729246 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BX1 350000 PA USD 297813.84 0.095925677894 Long DBT CORP US N 2 2032-02-01 Fixed 2.3 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 419000 PA USD 390754.83 0.12586192085 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 337000 PA USD 349552.91 0.112590804549 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75 N N N N N N Beacon Container Finance II LLC N/A 07359BAA5 1146666.79 PA USD 1064846.15 0.342986372935 Long ABS-O CORP US N 2 2046-10-22 Fixed 2.25 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 353000 PA USD 342894.35 0.11044608595 Long DBT CORP US N 2 2032-04-15 Fixed 6.75 N N N N N N AREIT 2025-CRE11 LTD N/A 04002DAA9 500000 PA USD 502467.45 0.161844495746 Long ABS-CBDO CORP KY N 2 2043-07-25 Floating 5.18903 N N N N N N Creative Planning N/A 1261MAAE0 49811.5 PA USD 49673.62 0.01599984632 Long LON CORP US N 2 2031-05-01 Floating 6.3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AHC57 2844680.37 PA USD 228234.82 0.073514312926 Long ABS-O USGSE US N 2 2044-01-25 Floating 2.30776 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AQ9 936000 PA USD 826647.44 0.266262696392 Long DBT CORP US N 2 2030-08-15 Fixed 1.6 N N N N N N WILLIAMS SCOTSMAN INTERNATIONAL INC 549300V3TCHCBOBTGH07 96950GAE2 325000 PA USD 322156.41 0.103766406615 Long DBT CORP US N 2 2028-08-15 Fixed 4.625 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 21867FAC8 225000 PA USD 226009.8 0.072797635179 Long DBT CORP US N 2 2034-07-01 Fixed 6 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 1190000 PA USD 1201294.29 0.386936245536 Long DBT CORP US N 2 2033-11-15 Fixed 6 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FWFN5 988991.61 PA USD 116778.2 0.037614195493 Long ABS-O USGSE US N 2 2050-09-25 Fixed 2 N N N N N N BSPDF 2026-FL4 Issuer LLC N/A 05620LAA0 1000000 PA USD 1002365.15 0.322861276396 Long ABS-CBDO CORP US N 2 2043-11-18 Floating 5.08718 N N N N N N GENMAB A/S / GENMAB FINANCE LLC N/A 37230JAB8 370000 PA USD 386920.1 0.124626756377 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 746000 PA USD 750903.26 0.2418655367 Long DBT CORP US N 2 2028-03-30 Fixed 5.05 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AD1 320000 PA USD 321386.56 0.103518438344 Long DBT CORP US N 2 2033-03-15 Fixed 6.25 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 20 N/A 78449CAA6 1134380.38 PA USD 1119903.64 0.36072036089 Long ABS-O CORP US N 2 2050-05-16 Fixed 4.48 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3137H2JD7 17323629.84 PA USD 3684807.09 1.186874384401 Long ABS-O USGSE US N 2 2050-02-25 Fixed 3.5 N N N N N N OAKTREE CLO 2022-3 LTD N/A 67401RAU8 350000 PA USD 350532.7 0.112906394382 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.7731 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTRIC PROPERTY LLC / PK FINANCE CO-ISSUER INC N/A 70052LAD5 562000 PA USD 575803.28 0.185465927196 Long DBT CORP US N 2 2030-02-01 Fixed 7 N N N N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318AY0 160000 PA USD 157524.42 0.050738531068 Long DBT CORP US N 2 2030-04-15 Fixed 6 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74162FAD7 4797 PA USD 4294.75 0.001383336668 Long ABS-O CORP US N 2 2037-03-25 Fixed 5.5 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564UDR5 1000000 PA USD 1004227 0.323460977281 Long ABS-O USGSE US N 2 2046-03-26 Floating 5.22776 N N N N N N GENERADORA DE GATUN SA 549300BC48TWBTNIBO28 36875RAB2 200000 PA USD 207170 0.066729345719 Long DBT CORP PA N 2 2044-09-30 Fixed 6.874 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 750000 PA USD 744367.5 0.239760371914 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N BXMT 2026-FL6 LTD / BXMT 2026-FL6 LLC N/A 05620AAA4 1500000 PA USD 1502313.53 0.483894381048 Long ABS-CBDO CORP US N 2 2043-08-19 Floating 5.12697 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 1400000 PA USD 1343880.72 0.432863258049 Long DBT CORP US N 2 2031-04-15 Fixed 4.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 444000 PA USD 455758.9 0.14679969688 Long DBT CORP US N 2 2034-01-31 Fixed 6.75 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136ABHQ9 2072414.97 PA USD 186987.47 0.060228563647 Long ABS-O USGSE US N 2 2043-01-25 Floating 2.35776 N N N N N N BroadStreet Partners N/A 11132VAY5 125210.4 PA USD 121084.09 0.039001120349 Long LON CORP US N 2 2031-06-01 Floating 7.49 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136ARQ27 4231017.2138 PA USD 398064.47 0.128216351967 Long ABS-O USGSE US N 2 2046-05-25 Floating 2.30776 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAA8 233000 PA USD 224037.77 0.072162445376 Long DBT CORP US N 2 2029-10-15 Fixed 4.625 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325DS1 250000 PA USD 222375 0.071626868052 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQV6 569400 PA USD 569110.85 0.183310299088 Long DBT UST US N 2 2029-06-15 Fixed 4.125 N N N N N N BroadStreet Partners N/A 11132VAY5 9485.75 PA USD 9173.15 0.002954666688 Long LON CORP US N 2 2031-06-01 Floating 7.49 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 233000 PA USD 229511.48 0.073925524426 Long DBT CORP US N 2 2033-03-15 Fixed 6.5 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAR2 617000 PA USD 599224.23 0.193009802611 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT N/A 93935FAC5 109573.52 PA USD 63694.84 0.02051607375 Long ABS-O CORP US N 2 2046-08-25 Floating 3.42224 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBD9 2076000 PA USD 2078507.81 0.669486249134 Long DBT CORP US N 2 2056-08-15 Fixed 6.35 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136FG5J2 2433244.58 PA USD 473494.55 0.152512340218 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N COEUR MINING INC 5493003AVK173D48DR70 192120AA1 310000 PA USD 317971.65 0.102418497667 Long DBT CORP US N 2 2032-04-01 Fixed 6.875 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 320000 PA USD 333072.42 0.107282447573 Long DBT CORP US N 2 2030-11-15 Fixed 7.125 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 1300000 PA USD 1319567.07 0.425031844444 Long DBT CORP US N 2 2042-11-15 Fixed 6.192 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 388000 PA USD 418941.45 0.134940816011 Long DBT CORP US N 2 2030-10-01 Fixed 12.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AFGB4 1383013.37 PA USD 168874.99 0.054394543568 Long ABS-O USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N ALLSPRING 11/01/30 N/A 000000000 44021.74 PA USD 44197.12 0.014235868612 Long LON CORP US N 2 2030-11-01 Floating 6.75 N N N N N N Ensemble Health Partners 254900PDXJVVI20WAQ37 29359BAH4 135000 PA USD 135126.63 0.04352421494 Long LON CORP US N 2 2033-01-18 Floating 6.66339 N N N N N N DEEP BLUE OPERAT 10/01/32 N/A 24369TAD3 134662.5 PA USD 134999.16 0.043483156921 Long LON CORP US N 2 2032-10-01 Floating 5.8952304 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38384YBB6 61998674.76 PA USD 3693338.55 1.189622363085 Long ABS-O USGA US N 2 2054-10-20 Floating 1.89128 N N N N N N Azuria Water Solutions Inc. 549300AG3DVJURRIT691 05503BAC0 4705.88 PA USD 4705.88 0.00151576142 Long LON CORP US N 2 2033-01-26 Floating 0.01 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTRIC PROPERTY LLC / PK FINANCE CO-ISSUER INC N/A 70052LAC7 425000 PA USD 415830.16 0.133938671174 Long DBT CORP US N 2 2029-05-15 Fixed 4.875 N N N N N N COMMONBOND STUDENT LOAN TRUST 2020-A-GS N/A 20267WAA3 18330.72 PA USD 16504.95 0.005316235529 Long ABS-O CORP US N 2 2050-08-25 Fixed 1.98 N N N N N N LOANPAL SOLAR LOAN 2020-2 LLC N/A 53948KAA7 48344.74 PA USD 41281.97 0.013296900362 Long ABS-O CORP US N 2 2047-07-22 Fixed 2.75 N N N N N N STANDARD INDUSTRIES LTD N/A 853496AD9 425000 PA USD 422210.81 0.135993875111 Long DBT CORP IN N 2 2028-01-15 Fixed 4.75 N N N N N N COORSTEK INC 10/28/32 N/A 000000000 135000 PA USD 135309.42 0.043583091501 Long LON CORP US N 2 2032-10-28 Floating 0.01 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 365000 PA USD 388588.8 0.12516424375 Long DBT CORP US N 2 2033-04-15 Fixed 6.4 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAF4 312000 PA USD 304457.93 0.098065735714 Long DBT CORP US N 2 2033-02-15 Fixed 6.875 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFE1 437000 PA USD 439894.75 0.141689862686 Long DBT CORP US N 2 2028-04-04 Fixed 5.05 N N N N N N COMMONBOND STUDENT LOAN TRUST 2018-B-GS 549300EJIXF1G1X7PN20 20268MAC0 18999.14 PA USD 16387.68 0.005278462925 Long ABS-O CORP US N 2 2045-09-25 Variable 3.99 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UR7 675000 PA USD 658916.02 0.212236496106 Long DBT UST US N 2 2056-02-15 Fixed 4.75 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325YRK6 17027269.4 PA USD 977189.88 0.314752335452 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 2.5 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BM0 780000 PA USD 773845.96 0.249255368046 Long DBT CORP US N 2 2052-04-01 Fixed 4.125 N N N N N N FORTRESS INTERMEDIATE 3 INC 254900NLAZ3JQJW5JP75 34966MAA0 223000 PA USD 227156.27 0.07316691255 Long DBT CORP US N 2 2031-06-01 Fixed 7.5 N N N N N N SPLITERO TRUST 2026-1 N/A 84863CAA1 1000000 PA USD 989639.6 0.318762383577 Long ABS-O CORP US N 2 2056-06-25 Fixed 5.75 N N N N N N MADISON PARK FUNDING XXII LTD 254900YXXBTCF4NGD347 55819XBN1 500000 PA USD 500896 0.161338332545 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.6231 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAK1 200000 PA USD 199540 0.064271726817 Long DBT CORP MA N 2 N/A Fixed 6.7405 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQY0 1477200 PA USD 1476882.64 0.475703105039 Long DBT UST US N 2 2028-06-30 Fixed 4.125 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BV7 456000 PA USD 450194.44 0.145007387303 Long DBT CORP US N 2 2029-03-02 Fixed 4.2 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 1166000 PA USD 1177035.35 0.379122453993 Long DBT CORP US N 2 2029-11-01 Fixed 6.875 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AS0 435000 PA USD 436845.24 0.140707617153 Long DBT CORP US N 2 2033-09-15 Fixed 5.75 N N N N N N JP MORGAN MORTGAGE TRUST 2016-4 N/A 46647JAN0 302834.97 PA USD 274561.39 0.088436076239 Long ABS-O CORP US N 2 2046-10-25 Variable 3.5 N N N N N N MOO SECURITIZATION TRUST 2026-RM2 N/A 614916AC8 1000000 PA USD 952428.1 0.306776579415 Long ABS-O CORP US N 2 2066-06-25 Variable 4.75 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 392000 PA USD 388788.66 0.125228618549 Long DBT CORP US N 2 2034-04-15 Fixed 5.5 N N N N N N SOUND POINT CLO XXVIII LTD N/A 83615CAL0 148760.59 PA USD 148945.8 0.047975362174 Long ABS-CBDO CORP KY N 2 2032-01-26 Floating 4.94659 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 584000 PA USD 594028.81 0.191336360619 Long DBT CORP US N 2 2030-01-24 Fixed 5.435 N N N N N N SCHLUMBERGER HOLDINGS CORP 529900IKZG65COT1D505 806851AR2 1000000 PA USD 930848.38 0.299825763194 Long DBT CORP US N 2 2030-06-26 Fixed 2.65 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 294000 PA USD 277489.4 0.089379186687 Long DBT CORP US N 2 2030-05-15 Fixed 5.25 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 250000 PA USD 224466.25 0.072300458553 Long DBT CORP US N 2 2029-03-15 Fixed 4.25 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQX2 4820500 PA USD 4807507.26 1.548495506102 Long DBT UST US N 2 2031-06-30 Fixed 4.125 N N N N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAL5 493000 PA USD 500441.84 0.161192047853 Long DBT CORP US N 2 2033-04-01 Fixed 6.5 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST N/A 92922F4V7 10643.86 PA USD 10329.25 0.003327045877 Long ABS-O CORP US N 2 2045-10-25 Floating 4.74282 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AR0 1172000 PA USD 1112025.41 0.358182787239 Long DBT CORP US N 2 2029-10-15 Fixed 3.05 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 450000 PA USD 438537.83 0.141252799483 Long DBT CORP US N 2 2028-07-15 Fixed 4 N N N N N N PCI GAMING AUTH 07/18/31 549300KPXAJ1LRW5LP59 70455DAG9 49746.2 PA USD 49821.71 0.016047546029 Long LON CORP US N 2 2031-07-18 Floating 5.65217 N N N N N N CWALT INC 549300NHEJTDVQUV3M53 02149HAR1 91253.84 PA USD 34629.13 0.011154024172 Long ABS-O CORP US N 2 2037-03-25 Floating 4.36282 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 404000 PA USD 410362.6 0.132177573034 Long DBT CORP US N 2 2032-06-15 Fixed 6.375 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAT4 504000 PA USD 506236.08 0.163058369444 Long DBT CORP US N 2 2030-03-27 Fixed 5 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFC5 405000 PA USD 417097.3 0.134346816287 Long DBT CORP US N 2 2035-01-07 Fixed 5.9 N N N N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318AZ7 111000 PA USD 107523.39 0.034633226163 Long DBT CORP US N 2 2032-04-15 Fixed 6.25 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 000000000 300000 PA USD 315369.84 0.101580456064 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 585000 PA USD 598449.84 0.192760372008 Long DBT CORP ES N 2 2030-03-15 Fixed 5.673 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBJ3 425000 PA USD 426529.58 0.137384948608 Long DBT CORP US N 2 2029-08-15 Fixed 5.875 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 448000 PA USD 447486.51 0.144135164504 Long DBT CORP US N 2 2028-08-03 Fixed 4.8 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 000000000 30487.8 PA USD 30606.89 0.009858462829 Long LON CORP CA N 2 2031-01-15 Floating 7.40217 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46651ABC5 364459.15 PA USD 350999.56 0.113056769737 Long ABS-O CORP US N 2 2049-12-25 Variable 4.637174 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAJ5 535000 PA USD 533638.43 0.17188465166 Long DBT CORP US N 2 2029-02-15 Fixed 5.625 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HVR9 14362.46 PA USD 11013.24 0.003547358688 Long ABS-O CORP US N 2 2035-09-25 Variable 5.3918 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BQNR4 1720177.37 PA USD 303371.26 0.097715719891 Long ABS-O USGSE US N 2 2046-06-15 Fixed 3.5 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2022-L8 N/A 61774LBN8 1500000 PA USD 1375453.35 0.443032785213 Long ABS-O CORP US N 2 2055-04-16 Variable 3.918293 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FYR32 5445955.36 PA USD 626480.92 0.201789167819 Long ABS-O USGSE US N 2 2041-04-25 Fixed 3.5 N N N N N N LAMAR MEDIA CORP (DELAWARE) N/A 513075BT7 275000 PA USD 263136.01 0.084755967478 Long DBT CORP US N 2 2030-02-15 Fixed 4 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BR4 350000 PA USD 348885.45 0.112375816042 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAA1 455000 PA USD 454434.32 0.146373050373 Long DBT CORP US N 2 2026-10-01 Fixed 4 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES N/A 94986KAA4 7259.53 PA USD 6586.72 0.002121578974 Long ABS-O CORP US N 2 2037-12-25 Variable 5.93851 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136B8VB2 2571288.38 PA USD 446813.17 0.143918282052 Long ABS-O USGSE US N 2 2050-03-25 Fixed 3.5 N N N N N N BCP VI SUMM 01/30/32 N/A 000000000 135000 PA USD 135449.96 0.043628359359 Long LON CORP US N 2 2032-01-30 Floating 6.3704484 N N N N N N Gs Mortgage-backed Securities Trust 2026-PJ1 254900B9BZ62VF1C0U09 362982AU4 991636.51 PA USD 987112.66 0.31794845756 Long ABS-O CORP US N 2 2056-10-25 Variable 5.5 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 254945AA6 905000 PA USD 922223.96 0.297047842145 Long DBT CORP US N 2 2030-02-01 Fixed 8.875 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 450000 PA USD 437441.63 0.140899714052 Long DBT CORP US N 2 2032-12-01 Fixed 6.25 N N N N N N TENNECO LLC 549300U0EXXFAQFAD785 000000000 50000 PA USD 50341.1 0.016214841269 Long DBT CORP US N 2 2028-11-17 Fixed 8 N N N N N N RATE MORTGAGE TRUST 2021-HB1 N/A 75409XBG0 385616.92 PA USD 317009.27 0.102108515586 Long ABS-O CORP US N 2 2051-12-25 Variable 2.5 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST N/A 94983PAF5 4895.385 PA USD 4891.27 0.00157547544 Long ABS-O CORP US N 2 2036-04-25 Variable 5.69754 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 400000 PA USD 403592.69 0.12999698866 Long DBT CORP FR N 2 2031-05-27 Fixed 5.222 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAH5 405000 PA USD 409560.3 0.131919152635 Long DBT CORP IE N 2 2032-09-15 Fixed 7.375 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 325000 PA USD 329671.88 0.106187135465 Long DBT CORP LU N 2 2041-06-30 Fixed 5.9573 N N N N N N FLAGSTAR MORTGAGE TRUST 2018-3INV N/A 33851JAC3 265791.1 PA USD 247091.85 0.07958815216 Long ABS-O CORP US N 2 2048-05-25 Variable 4 N N N N N N BREAN ASSET BACKED SECURITIES TRUST 2026-RM15 N/A 10639CAB7 1000000 PA USD 936275 0.301573674582 Long ABS-O CORP US N 2 2066-04-25 Variable 4.25 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 775000 PA USD 783010.4 0.252207229247 Long DBT CORP US N 2 2027-09-15 Fixed 6.375 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137ACP94 220249.94 PA USD 7193.78 0.002317112674 Long ABS-O USGSE US N 2 2041-01-15 Floating 2.89251 N N N N N N CIM TRUST 2019-J1 N/A 12556MCQ5 348997.9 PA USD 329061.85 0.10599064513 Long ABS-O CORP US N 2 2049-08-25 Variable 3.93599 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 425000 PA USD 432007.83 0.139149489991 Long DBT CORP US N 2 2029-03-01 Fixed 6.375 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AH0 459000 PA USD 413435.39 0.133167317043 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BE6 51000 PA USD 51240.98 0.016504692134 Long DBT CORP US N 2 2027-07-15 Fixed 5.75 N N N N N N ARES XLIV CLO LTD N/A 04018FAL2 250000 PA USD 249955.25 0.080510451762 Long ABS-CBDO CORP KY N 2 2034-07-18 Variable 4.7872034 N N N N N N GREAT WOLF TRUST 2015-WOLF N/A 39152MAA3 500000 PA USD 501556.9 0.16155120808 Long ABS-O CORP US N 2 2039-03-15 Floating 5.16739 N N N N N N SEQUOIA MORTGAGE TRUST 2025-2 N/A 816935AU4 378010.89 PA USD 380960.51 0.122707175639 Long ABS-O CORP US N 2 2055-03-25 Variable 6 N N N N N N PSEG POWER LLC N/A 69362BBE1 448000 PA USD 458173.35 0.147577389928 Long DBT CORP US N 2 2035-05-15 Fixed 5.75 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31397LJK6 389773.95 PA USD 25485.97 0.008209017247 Long ABS-O USGSE US N 2 2036-07-25 Floating 3.45776 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 91000 PA USD 89819.28 0.028930741842 Long DBT CORP US N 2 2034-03-15 Fixed 5.875 N N N N N N JP MORGAN MORTGAGE TRUST 2024-8 N/A 46658GAB8 774240.77 PA USD 772179.74 0.248718679479 Long ABS-O CORP US N 2 2055-01-25 Variable 5.5 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAK0 458000 PA USD 479890.55 0.154572488383 Long DBT CORP US N 2 2032-01-15 Fixed 8.25 N N N N N N EG Group 549300BY1CRYVPEG9R57 28228QAB5 100000 PA USD 100484.4 0.032365971265 Long LON CORP US N 2 2031-01-25 Floating 6.90217 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 310000 PA USD 310951.39 0.100157275692 Long DBT CORP US N 2 2031-04-30 Fixed 6.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 473000 PA USD 485779.51 0.156469319235 Long DBT CORP US N 2 2032-03-01 Fixed 6.625 N N N N N N HOMEBANC MORTGAGE TRUST 2005-1 N/A 43739EAB3 7180.7 PA USD 7092.77 0.002284577407 Long ABS-O CORP US N 2 2029-08-25 Floating 4.62282 N N N N N N CHEMOURS COMPANY (THE) 549300M1BOLNXL8DOV14 163851AL2 435000 PA USD 437509.95 0.140921719887 Long DBT CORP US N 2 2034-03-15 Fixed 7.875 N N N N N N Mister Car Wash 03/27/31 N/A 000000000 50000 PA USD 50205.35 0.016171116267 Long LON CORP US N 2 2031-03-27 Floating 6.6410604 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA4 5493000ISE4NWBTOSK36 35564KPN3 600000 PA USD 607412.76 0.195647323725 Long ABS-O USGSE US N 2 2041-12-26 Floating 7.37776 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 N/A 17313QAL2 18418.58 PA USD 17733.22 0.005711860637 Long ABS-O CORP US N 2 2037-09-25 Variable 4.4438018 N N N N N N CIFC Funding 2023-II Ltd. N/A 125488AL0 500000 PA USD 500440 0.16119145519 Long ABS-CBDO CORP KY N 2 2037-01-21 Floating 4.80214 N N N N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBD1 817000 PA USD 807339.16 0.260043509775 Long DBT CORP US N 2 2033-10-15 Fixed 7.75 N N N N N N SYMPHONY CLO XX LTD N/A 87166VAW8 65188.76 PA USD 65285.17 0.021028318189 Long ABS-CBDO CORP KY N 2 2032-01-16 Variable 4.77952 N N N N N N KASPI.KZ JSC 2549003YU6FARG8OAZ13 48581RAA4 200000 PA USD 199985.29 0.064415154487 Long DBT CORP KZ N 2 2031-04-28 Fixed 5.9 N N N N N N Sunrun Bacchus Issuer 2025-1 LLC N/A 86771PAB6 294903.57 PA USD 295628.47 0.095221771391 Long ABS-O CORP US N 2 2060-04-30 Fixed 6.41 N N N N N N Ecovyst (fka PQ Corp) 254900NH3N3I82Z6Q744 27922JAC0 135000 PA USD 134943.71 0.043465296506 Long LON CORP US N 2 2031-06-12 Floating 7.59 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-BCAT N/A 05619RAA0 750000 PA USD 752550.38 0.242396073167 Long ABS-O CORP US N 2 2042-12-15 Fixed 5.35012 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31325XWG1 1664867.06 PA USD 327154.7 0.105376353139 Long ABS-MBS USGSE US N 2 2048-11-15 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136A5WG7 4428421.47 PA USD 341671.09 0.110052074561 Long ABS-O USGSE US N 2 2042-04-25 Floating 2.20776 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 510000 PA USD 510784.89 0.164523538702 Long DBT CORP US N 2 2029-07-15 Fixed 5.75 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BC0 54000 PA USD 54190.06 0.017454589218 Long DBT CORP US N 2 2027-07-15 Fixed 5.75 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AE4R5 411773.99 PA USD 7134.73 0.002298092701 Long ABS-O USGSE US N 2 2028-07-25 Fixed 3 N N N N N N FLAGSTAR MORTGAGE TRUST 2017-1 N/A 33850BAY3 3103.81 PA USD 2866.01 0.000923140282 Long ABS-O CORP US N 2 2047-03-25 Variable 3.62138 N N N N N N SIMMONS FOODS INC 5493002Z1TVWRIL6NM97 82873MAA1 632000 PA USD 610917.93 0.1967763371 Long DBT CORP US N 2 2029-03-01 Fixed 4.625 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46650MAN7 87604.69 PA USD 80387.53 0.025892780233 Long ABS-O CORP US N 2 2049-01-25 Variable 4 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CQ5 350000 PA USD 358749.89 0.115553146867 Long DBT CORP US N 2 2029-06-01 Fixed 6.1 N N N N N N PRIME SEC SERVIC 02/07/32 549300O6QPZVWXV2DC15 03765VAQ3 22613.09 PA USD 22307.45 0.007185217663 Long LON CORP US N 2 2032-03-01 Floating 6.05 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 355000 PA USD 370831.54 0.119444639843 Long DBT CORP US N 2 2030-02-15 Fixed 6.3 N N N N N N PRIME SEC SERVIC 02/07/32 549300O6QPZVWXV2DC15 03765VAQ3 86353.48 PA USD 85186.33 0.027438471135 Long LON CORP US N 2 2032-03-01 Floating 6.05 N N N N N N HO 04/07/33 549300DYP6F5ZJL0LB74 43644ABL2 135000 PA USD 132224 0.042589279376 Long LON CORP US N 2 2033-04-07 Floating 5.92387 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 N/A 29429EAK7 725000 PA USD 682409.88 0.219803855793 Long ABS-O CORP US N 2 2049-07-12 Variable 3.837777 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCE1 561000 PA USD 520338.48 0.167600744909 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N WORTHINGTON STEEL INC 2549009ZUUWL3QLK6G24 982104AA9 275000 PA USD 282643.17 0.091039213236 Long DBT CORP US N 2 2033-06-01 Fixed 7.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AVAF4 1190969.65 PA USD 53926.39 0.017369661253 Long ABS-O USGSE US N 2 2032-10-15 Floating 2.49251 N N N N N N MF1 2026-FL21 LLC N/A 59319GAA4 1000000 PA USD 1002093.85 0.322773890812 Long ABS-CBDO CORP US N 2 2043-11-18 Floating 5.03718 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5 N/A 17325DAG8 200000 PA USD 183497.96 0.05910459435 Long ABS-O CORP US N 2 2049-10-13 Variable 3.698 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 264000 PA USD 260389.71 0.083871385723 Long DBT CORP US N 2 2031-03-01 Fixed 5.875 N N N N N N PALMER SQUARE CLO 2021-1 LTD 549300O6Q3S8TEDA9I81 69701WAQ9 250000 PA USD 251135.5 0.080890609653 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.47523 N N N N N N MAGNETITE XXXI LTD 549300J3BCFSIZAJJW77 55952FAS7 250000 PA USD 250271.25 0.080612235192 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 6.0230988 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AK2 925000 PA USD 918253.69 0.295769020311 Long DBT CORP US N 2 2028-09-15 Fixed 4.25 N N N N N N PELICAN PIP 03/23/33 N/A 000000000 50000 PA USD 50125 0.016145235575 Long LON CORP US N 2 2033-03-23 Floating 6.46601 N N N N N N SEAWORLD PARKS & ENTERTAINMENT INC 549300UZV72O3371JJ53 81282UAG7 690000 PA USD 674328.58 0.217200873404 Long DBT CORP US N 2 2029-08-15 Fixed 5.25 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 200447AP5 370000 PA USD 371013.8 0.119503345691 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 245000 PA USD 252043.75 0.08118315649 Long DBT CORP CA N 2 2028-10-01 Fixed 8.375 N N N N N N MOSAIC SOLAR LOAN TRUST 2021-1 N/A 61947DAB5 40125.66 PA USD 30949.26 0.009968740022 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.05 N N N N N N AAR CORP MP76T5YQX3YK5VVAQ802 00253PAA6 190000 PA USD 194278.23 0.062576913527 Long DBT CORP US N 2 2029-03-15 Fixed 6.75 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 000000000 69338.42 PA USD 69609.26 0.022421105256 Long LON CORP US N 2 2031-01-15 Floating 7.40217 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD 549300YJLHTYDSFV8K03 64131JBA3 1000000 PA USD 1001831 0.322689226968 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 5.77523 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 N/A 17326DAF9 500000 PA USD 477046.65 0.15365646972 Long ABS-O CORP US N 2 2050-09-16 Variable 3.789 N N N N N N Hudson River Trading 549300SMOBUC8O5UOE10 44413EAK4 134661.65 PA USD 133914.68 0.043133846496 Long LON CORP US N 2 2030-03-01 Floating 6.17 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BH9 366000 PA USD 369890.58 0.119141557132 Long DBT CORP US N 2 2031-02-15 Fixed 8 N N N N N N ADI ESCROW ISSUER LLC N/A 00092YAA2 275000 PA USD 280718.22 0.090419187875 Long DBT CORP US N 2 2034-07-15 Fixed 7.125 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAC3 337000 PA USD 321267.16 0.103479979668 Long DBT CORP US N 2 2030-04-15 Fixed 6.875 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 22819CAA6 175000 PA USD 176191.41 0.05675115852 Long DBT CORP US N 2 2033-06-01 Fixed 5.875 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 594000 PA USD 620921.86 0.199998597579 Long DBT CORP US N 2 2028-06-01 Fixed 8.5 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-B-GS 549300KDXV3I7WKXA522 20268KAA8 12832.12 PA USD 12062.35 0.003885276456 Long ABS-O CORP US N 2 2042-09-25 Fixed 2.68 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAP4 405000 PA USD 398996.36 0.128516513236 Long DBT CORP US N 2 2029-04-15 Fixed 5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379LRE8 4461094.76 PA USD 822059.54 0.264784936266 Long ABS-O USGA US N 2 2045-04-20 Fixed 4 N N N N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 21987BBG2 214000 PA USD 221192.54 0.071245998321 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 4000 PA USD 3926.17 0.001264617248 Long DBT CORP US N 2 2028-03-15 Fixed 4.875 N N N N N N AI AQUA MERGER SUB INC N/A 000000000 100000 PA USD 100083.3 0.03223677717 Long LON CORP US N 2 2033-06-25 Floating 0.01 N N N N N N BALLYROCK CLO 24 LTD 254900B0CDDYIJW8YL36 05875AAN8 940000 PA USD 943039.96 0.303752664564 Long ABS-CBDO CORP JE N 2 2038-07-15 Floating 5.6231 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 445000 PA USD 446156.19 0.143706669147 Long DBT CORP LR N 2 2027-07-15 Fixed 5.375 N N N N N N SISECAM UK PLC 789000T82YRLMLUOC889 829688AC4 500000 PA USD 508250 0.163707051994 Long DBT CORP GB N 2 2033-01-23 Fixed 8.375 N N N N N N Pro Mach Grou 10/15/32 N/A 000000000 99500.62 PA USD 99675.54 0.032105437893 Long LON CORP US N 2 2032-10-15 Floating 6.1212312 N N N N N N APIDOS CLO XXXVI 549300NWD6NYUKJT1J26 03769LAY4 500000 PA USD 501484.5 0.161527888079 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.47523 N N N N N N FIFTH THIRD BANK NA (OHIO) QFROUN1UWUYU0DVIWD51 31677QBU2 250000 PA USD 250663.83 0.080738684999 Long DBT CORP US N 2 2028-01-28 Fixed 4.967 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CD4 100000 PA USD 99567.78 0.032070728455 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FYMM5 15088395.06 PA USD 3441225.35 1.108416836787 Long ABS-O USGSE US N 2 2051-03-25 Fixed 4.5 N N N N N N WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA N/A 94985FAG3 7585.47 PA USD 6777.11 0.002182903491 Long ABS-O CORP US N 2 2037-06-25 Floating 4.19282 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBG2 604000 PA USD 598314.51 0.192716782287 Long DBT CORP US N 2 2028-08-21 Fixed 4.25 N N N N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 932000 PA USD 928335.98 0.299016520504 Long DBT CORP US N 2 2031-06-01 Fixed 7.125 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137AXRD7 219820.32 PA USD 2384.94 0.000768187893 Long ABS-O USGSE US N 2 2028-01-15 Fixed 2.5 N N N N N N SOLARIS ENERGY INFRASTRUCTURE LLC N/A 83419YAA4 275000 PA USD 278467.2 0.089694135542 Long DBT CORP US N 2 2031-05-15 Fixed 6.375 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2H2 606000 PA USD 599467.49 0.193088156526 Long DBT CORP US N 2 2028-09-08 Fixed 4.375 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 345000 PA USD 348549.71 0.112267674368 Long DBT CORP US N 2 2033-05-31 Fixed 6.375 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 1454000 PA USD 1487238.91 0.479038854043 Long DBT CORP US N 2 2029-06-01 Fixed 5.6 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 265000 PA USD 273123.05 0.087972787697 Long DBT CORP US N 2 2032-08-01 Fixed 7.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 583000 PA USD 592911.35 0.190976427354 Long DBT CORP US N 2 2029-07-25 Fixed 5.574 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAD9 250000 PA USD 245308.55 0.079013752188 Long ABS-O CORP US N 2 2051-05-12 Variable 4.228 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAC5 1072664.55 PA USD 990030.01 0.318888134428 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.59 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BU7 350000 PA USD 312067.51 0.100516777344 Long DBT CORP US N 2 2031-04-01 Fixed 2.8 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 29103CAA6 413000 PA USD 422772.82 0.13617489823 Long DBT CORP US N 2 2030-12-15 Fixed 6.625 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FXQX9 1252371.175 PA USD 69227.2 0.022298043935 Long ABS-O USGSE US N 2 2035-10-25 Variable 0.943866 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAA0 98000 PA USD 97935.52 0.031544978386 Long DBT CORP US N 2 2027-08-15 Fixed 5.875 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 85236FAA1 425000 PA USD 426103.73 0.137247782552 Long DBT CORP US N 2 2028-11-01 Fixed 6 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 286000 PA USD 268823.89 0.086588030571 Long DBT CORP US N 2 2036-04-30 Fixed 6.875 N N N N N N Ohio Valley Midstream N/A 12673CAB0 49746.96 PA USD 49824.66 0.016048496223 Long LON CORP US N 2 2031-08-01 Floating 8.35 N N N N N N Corpay (fka FleetCor Technologies) 549300FKKKZCXLK48427 33903RBA6 134662.24 PA USD 134506.03 0.043324320013 Long LON CORP US N 2 2032-09-27 Floating 5.69 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAH9 170000 PA USD 169546.78 0.054610926766 Long DBT CORP US N 2 2029-06-15 Fixed 5.375 N N N N N N ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP N/A 03958CAA7 240000 PA USD 238669.85 0.076875430484 Long DBT CORP US N 2 2034-02-01 Fixed 6 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAN4 85000 PA USD 83712.94 0.026963893008 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAN9 464000 PA USD 462131.38 0.148852269265 Long DBT CORP US N 2 2028-07-01 Fixed 5.5 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 479000 PA USD 493556.81 0.158974383388 Long DBT CORP US N 2 2031-06-15 Fixed 8.75 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 334000 PA USD 318604.07 0.102622199809 Long DBT CORP US N 2 2028-10-15 Fixed 4.75 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 500000 PA USD 539562.5 0.173792791425 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 224000 PA USD 226903.81 0.07308559532 Long DBT CORP US N 2 2034-11-01 Fixed 6.25 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 311000 PA USD 306192.38 0.098624401127 Long DBT CORP US N 2 2034-10-15 Fixed 6.25 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 747000 PA USD 752802.7 0.242477345303 Long DBT CORP US N 2 2030-03-01 Fixed 5.375 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BF3 31000 PA USD 30406.59 0.009793946306 Long DBT CORP US N 2 2029-03-01 Fixed 5.375 N N N N N N PCY TRUST 2026-FCMT N/A 704929AA6 750000 PA USD 754207.5 0.242929830629 Long ABS-O CORP US N 2 2041-04-05 Variable 5.325035 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 861932AA9 325000 PA USD 336793.93 0.108481143945 Long DBT CORP US N 2 2032-03-15 Fixed 7.25 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 421000 PA USD 447069.84 0.144000955321 Long DBT CORP US N 2 2034-07-01 Fixed 8.75 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2026-JINV1 N/A 16159JBR3 784393.8 PA USD 779795.68 0.251171769662 Long ABS-O CORP US N 2 2057-03-25 Variable 5.5000008 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 350000 PA USD 327495.37 0.105486082763 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BD9 591000 PA USD 597117.9 0.192331354849 Long DBT CORP US N 2 2028-03-02 Fixed 5.45 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31282YNU9 112096.17 PA USD 14003.54 0.004510532712 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 3.94267 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBA5 49000 PA USD 48961.06 0.015770331127 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 425000 PA USD 433004.88 0.13947063926 Long DBT CORP US N 2 2032-10-15 Fixed 6.75 N N N N N N KKR CLO 27 LTD 5493007WGG1LNIZXEI24 48253YBS6 775000 PA USD 775582.8 0.249814803277 Long ABS-CBDO CORP KY N 2 2035-01-16 Floating 5.5731 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 500000 PA USD 451677.04 0.145484931966 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 538000 PA USD 521299.87 0.167910408112 Long DBT CORP US N 2 2034-03-15 Fixed 6.875 N N N N N N EG Group N/A 28228QAB5 50000 PA USD 50242.2 0.016182985632 Long LON CORP US N 2 2031-01-25 Floating 6.91 N N N N N N CONCENTRA HEALTH SERVICES INC 984500GB84105F75DE32 20600DAA1 606000 PA USD 628427.45 0.202416144086 Long DBT CORP US N 2 2032-07-15 Fixed 6.875 N N N N N N SUNNOVA SOL III ISSUER LLC N/A 86745QAA9 72220.89 PA USD 62853.48 0.020245072146 Long ABS-O CORP US N 2 2056-04-28 Fixed 2.58 N N N N N N TENNECO LLC 549300U0EXXFAQFAD785 880349AU9 791000 PA USD 796396.23 0.2565187979 Long DBT CORP US N 2 2028-11-17 Fixed 8 N N N N N N HIGHTOWER HOLDIN 02/23/32 254900MKOSB7RTMA9K12 000000000 101250 PA USD 100617.19 0.032408742853 Long LON CORP US N 2 2032-02-03 Floating 0.01 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A N/A 63941BAB1 739.07 PA USD 738.83 0.000237976746 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.42 N N N N N N American Air 05/29/33 N/A 000000000 135000 PA USD 133493.27 0.042998110561 Long LON CORP US N 2 2033-05-29 Floating 6.6657816 N N N N N N BEACON POINT DC LLC 2549003M920HKF2V5011 07367AAA7 755000 PA USD 763233.03 0.245836948994 Long DBT CORP US N 2 2042-11-30 Fixed 6.129 N N N N N N ELDRIDGE CLO 2025-2 LTD N/A 28473AAG1 900000 PA USD 905526 0.291669438198 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.504588 N N N N N N GAIA PURCHASER INC N/A 36276MAA0 170000 PA USD 172243.65 0.055479587145 Long DBT CORP US N 2 2033-07-15 Fixed 7.625 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAA7 350000 PA USD 338132.1 0.108912167783 Long DBT CORP US N 2 2030-01-15 Fixed 5.625 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAG7 350000 PA USD 348534.9 0.112262904075 Long DBT CORP US N 2 2034-06-01 Fixed 6.875 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 647000 PA USD 642442.73 0.206930458246 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82966BAA3 295000 PA USD 291719.81 0.093962794104 Long DBT CORP US N 2 2032-04-15 Fixed 5.875 N N N N N N GFL ENVIRONMENTAL HOLDINGS (US) INC N/A 36273TAA8 63000 PA USD 61696.64 0.019872454604 Long DBT CORP US N 2 2034-02-01 Fixed 5.5 N N N N N N JP MORGAN MORTGAGE TRUST 2017-5 N/A 46590YAD6 557078.16 PA USD 559791.46 0.180308528575 Long ABS-O CORP US N 2 2048-10-25 Variable 3.18814 N N N N N N RAISING C 06/06/33 N/A 000000000 135000 PA USD 134472.69 0.043313581217 Long LON CORP US N 2 2033-06-06 Floating 5.6126412 N N N N N N DBWF 2015-LCM MORTGAGE TRUST N/A 23306NAL6 1130000 PA USD 1022650 0.329395015685 Long ABS-O CORP US N 2 2034-06-12 Variable 3.4212 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136B4GR3 953659.79 PA USD 189210.68 0.060944658394 Long ABS-O USGSE US N 2 2039-09-25 Fixed 6 N N N N N N Ginnie Mae (Ze) 549300M8ZYFG0OCMTT87 38381WSU3 1949855.75 PA USD 431930.88 0.139124704437 Long ABS-O USGA US N 2 2049-06-20 Fixed 4.5 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BG1 510000 PA USD 501889.32 0.161658280383 Long DBT CORP US N 2 2028-04-01 Fixed 4.75 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 255000 PA USD 266424.74 0.085815265644 Long DBT CORP US N 2 2033-07-01 Fixed 7.25 N N N N N N MOSAIC SOLAR LOAN TRUST 2018-1 N/A 61946LAB8 15305.38 PA USD 13614.67 0.004385277894 Long ABS-O CORP US N 2 2044-02-22 Fixed 4.74 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAL7 653000 PA USD 619247.93 0.199459425625 Long DBT CORP US N 2 2030-11-06 Fixed 7.5 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 813000 PA USD 809905.56 0.260870145837 Long DBT CORP US N 2 N/A Fixed 3.55 N N N N N N ARES TRUST 2024-IND2 N/A 04021EAA4 1500000 PA USD 1506199.2 0.485145953268 Long ABS-O CORP US N 2 2034-10-16 Floating 5.06839 N N N N N N Victory Capital 549300BN5LH2CIPPHS71 92645DAM1 119698.49 PA USD 119344.06 0.038440657621 Long LON CORP US N 2 2032-08-31 Floating 6.06 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAP9 233000 PA USD 226729.2 0.073029353533 Long DBT CORP CA N 2 2029-08-15 Fixed 4.375 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 456142AA6 375000 PA USD 382358.76 0.123157551213 Long DBT CORP US N 2 2033-02-11 Fixed 7.75 N N N N N N SEQUOIA MORTGAGE TRUST 2019-5 N/A 81743AAG4 273972.67 PA USD 246626.14 0.079438147219 Long ABS-O CORP US N 2 2049-12-25 Variable 3.5 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST N/A 83401AAB4 3852.97 PA USD 3839.76 0.001236784633 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.6 N N N N N N Hightower Holding LLC 254900MKOSB7RTMA9K12 43117LAQ6 33750 PA USD 33539.06 0.010802913211 Long LON CORP US N 2 2032-02-03 Floating 6.39169452588 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-3BP N/A 67123LAC8 500000 PA USD 495953.55 0.159746372054 Long ABS-O CORP US N 2 2036-01-10 Variable 5.150113 N N N N N N BBCMS MORTGAGE TRUST 2022-C15 N/A 05552YAE6 490000 PA USD 476981.44 0.153635465614 Long ABS-O CORP US N 2 2055-06-17 Variable 4.6 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 581000 PA USD 593590.27 0.191195107121 Long DBT CORP US N 2 2032-03-01 Fixed 6.375 N N N N N N 2026-08-31 Tidal Trust IV /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial Officer XXXX