NPORT-P false 0000277751 XXXXXXXX S000044285 C000137958 C000137959 C000137960 C000137961 C000137962 C000137963 C000137964 JANUS INVESTMENT FUND 811-01879 0000277751 W6UYDZFUOFJ4HQQ32382 151 Detroit Street Denver 80206 303-333-3863 Janus Henderson Multi-Sector Income Fund S000044285 549300WARVMK66TM8315 2026-06-30 2026-03-31 N 8644784243.460000000000 1684385259.390000000000 6960398984.070000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 152523829.350000000000 0.000000000000 0.000000000000 62969363.970000000000 USD EUR N 55%Bloomberg US Corp High Yld Bond/25%Bloomberg US Corp/20%Bloomberg Securitized INTRNL-1465165005 ACCELERATED 2024-1 LLC N/A 00440MAD1 6000338.17152 PA USD 6013223.88 0.0863919424 Long ABS-O CORP US Y 2 2044-08-22 Fixed 7.85 N N N N N N ACHM TR 2024-HE1 N/A 00449TAB1 4286745.64581 PA USD 4407142.47 0.0633173828 Long ABS-O CORP US Y 2 2039-05-25 Fixed 7.26 N N N N N N AFFIRM MASTER TRUST N/A 00833BAS7 8000000 PA USD 7917884.34 0.1137561849 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.8 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAA6 7366000 PA USD 7291657.4 0.1047591872 Long ABS-O CORP US Y 2 2046-08-15 Fixed 1.937 N N N N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581AR9 19337000 PA USD 19187082.17 0.2756606656 Long DBT CORP US Y 2 2031-05-15 Fixed 6.75 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G2A0 2067428.44231 PA USD 2144611.75 0.0308116209 Long ABS-O CORP US Y 2 2032-05-17 Fixed 12.748 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G4F7 1020468.5158 PA USD 1026449.03 0.0147469855 Long ABS-O CORP US Y 2 2032-09-15 Fixed 6.678 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G4H3 3699198.369775 PA USD 3784214.09 0.0543677754 Long ABS-O CORP US Y 2 2032-09-15 Fixed 11.395 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G5H2 6664410.655545 PA USD 6639532.95 0.0953901201 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.066 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G5J8 2215316.562 PA USD 2215751.21 0.0318336810 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.942 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G6T5 2905922.3683 PA USD 2904413.61 0.0417276886 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.942 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G6U2 5189147.086875 PA USD 5220699.18 0.0750057460 Long ABS-O CORP US Y 2 2033-09-15 Fixed 9.935 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007GZ89 1138685.530675 PA USD 1160298.02 0.0166699930 Long ABS-O CORP US Y 2 2032-05-17 Fixed 7.917 N N N N N N Amur Equipment Finance Receivables VI LLC 254900O8ABFLU3FOSN14 03237CAF9 2875000 PA USD 2930596.75 0.0421038615 Long ABS-O CORP US Y 2 2032-04-20 Fixed 9.66 N N N N N N Amur Equipment Finance Receivables VI LLC 254900UXD59DZRJ7U848 03237FAF2 1500000 PA USD 1509817.65 0.0216915389 Long ABS-O CORP US Y 2 2034-01-20 Fixed 8.35 N N N N N N Amur Equipment Finance Receivables VI LLC 254900VBZK8DVZNJFJ70 03238BAF0 1400000 PA USD 1423835.28 0.0204562308 Long ABS-O CORP US Y 2 2032-10-20 Fixed 8.88 N N N N N N Applied Digital Corp 2549004NE2B6RYXINZ02 038169207 273297 NS USD 6488070.78 0.0932140642 Long EC CORP US N 1 N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AH5 5589000 PA USD 5412784.87 0.0777654396 Long DBT CORP US Y 2 2033-01-15 Fixed 5.25 N N N N N N AVOLDALE HILLS PREFERRED USD (PRIVATE DEAL) N/A N/A 4576349.29 NS USD 4622112.78 0.0664058596 Long EC CORP US N 3 N N N Essential Home N/A 51944RAB8 10612372.58 PA USD 10439921.53 0.1499902743 Long LON CORP US N 2 2032-12-30 Floating 6.94961 N N N N N N AZURIA WATER SOLUTN INC N/A N/A 2393923 PA USD 2366991.37 0.0340065473 Long LON CORP US N 2 2033-01-27 Variable 6.4254 N N N N N N AZURIA WATER SOLUTN INC N/A N/A 17954421 PA USD 17752433.76 0.2550490827 Long LON CORP US N 2 2033-01-27 Variable 6.4254 N N N N N N Avianca Midco 2 PLC 213800AMPX5VKH9AMX10 05369YAA7 211000 PA USD 197285 0.0028343921 Long DBT CORP GB Y 2 2030-02-14 Fixed 9.625 N N N N N N Arini European CLO II Designated Activity Co. 635400I3AJDMBZIMZK57 BCC3QF9B9 9310000 PA 10768872.95 0.1547163169 Long ABS-O CORP IE Y 2 2038-10-15 Variable 5.166 N N N N N N Connecticut Avenue Securities Trust 2024-R04 B1V7KEBTPIMZEU4LTD58 20753GAG6 4590000 PA USD 4663223.71 0.0669965001 Long ABS-MBS USGSE US Y 2 2044-05-25 Variable 5.8619 N N N N N N Fannie Mae Connecticut Avenue B1V7KEBTPIMZEU4LTD58 20753YAL6 1257000 PA USD 1349637.84 0.0193902367 Long ABS-MBS USGSE US Y 2 2042-03-25 Variable 13.1619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754AAF0 3442000 PA USD 3483530.06 0.0500478502 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 6.4119 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754EAJ4 14170667 PA USD 15255138.22 0.2191704564 Long ABS-MBS USGSE US Y 2 2043-07-27 Variable 9.5619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754KAJ0 3095000 PA USD 3165985.44 0.0454856891 Long ABS-MBS USGSE US Y 2 2041-11-25 Variable 9.8619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754LAF6 13477000 PA USD 13645828.78 0.1960495197 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 6.8119 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754LAJ8 5369302 PA USD 5508769.74 0.0791444535 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 9.6619 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754MAL1 14014297 PA USD 15716252.21 0.2257952776 Long ABS-MBS USGSE US Y 2 2042-06-25 Variable 15.6619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754NAK1 10570000 PA USD 10856302.08 0.1559724106 Long ABS-MBS USGSE US Y 2 2042-05-26 Variable 7.5119 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754RAF3 27737621 PA USD 27999931.19 0.4022748014 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 6.7619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022642 29792606 PA USD 25057547.96 0.3600016036 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030645 213459381 PA USD 187666016.7 2.6961962544 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032641 216140409 PA USD 198065235.02 2.8456017460 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.5 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754RAJ5 4176000 PA USD 4260998.39 0.0612177319 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 9.6619 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20755JAC7 7908000 PA USD 7873402.5 0.1131171147 Long ABS-MBS USGSE US Y 2 2045-01-25 Variable 5.1619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20753UAF7 14438655 PA USD 14678255.36 0.2108823847 Long ABS-MBS USGSE US Y 2 2044-01-25 Variable 6.3619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20755RAC9 3486468.6769285 PA USD 3484289.63 0.0500587630 Long ABS-MBS USGSE US Y 2 2044-09-26 Variable 5.2619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 207941AF2 8290000 PA USD 8511729.27 0.1222879506 Long ABS-MBS USGSE US Y 2 2044-03-25 Variable 6.4619 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040644 97660947 PA USD 92114195.85 1.3234039609 Long ABS-MBS USGSE US N 2 2055-05-25 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042640 208586473 PA USD 201131592.45 2.8896560802 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050643 172403554 PA USD 169969215.82 2.4419464489 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052649 320557652 PA USD 321990544.7 4.6260357407 Long ABS-MBS USGSE US N 2 2055-04-25 Fixed 5.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060642 150568000 PA USD 153418252.24 2.2041588793 Long ABS-MBS USGSE US N 2 2055-03-25 Fixed 6 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062648 9400000 PA USD 9723642 0.1396994917 Long ABS-MBS USGSE US N 2 2055-02-25 Fixed 6.5 N N N N N N Connecticut Avenue Securities Trust 2023-R05 B1V7KEBTPIMZEU4LTD58 207942AC7 2378000 PA USD 2516857.41 0.0361596715 Long ABS-MBS USGSE US Y 2 2043-06-25 Variable 8.4119 N N N N N N FS COMMERCIAL MORTGAGE TRUST 2023-4 N/A 30334RAG9 5193000 PA USD 5279516.63 0.0758507758 Long ABS-O CORP US Y 2 2039-11-10 Variable 9.08008 N N N N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653AA8 195000 PA USD 188124.34 0.0027027810 Long DBT CORP US Y 2 2029-04-15 Fixed 4.375 N N N N N N Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 635400FSFRHBFVPTP424 03969YAB4 282000 PA USD 258227.79 0.0037099567 Long DBT CORP N/A Y 2 2029-09-01 Fixed 4 N N N N N N Carriage Services, Inc. N/A 143905AP2 201000 PA USD 190946.69 0.0027433297 Long DBT CORP US Y 2 2029-05-15 Fixed 4.25 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 146869AM4 8691142 PA USD 9397766.61 0.1350176424 Long DBT CORP US Y 2 2031-06-01 Variable 9 N N N N N N United States of America B1V7KEBTPIMZEU4LTD58 20753XAJ3 1832000 PA USD 1962979.01 0.0282021047 Long ABS-MBS USGSE US Y 2 2042-03-25 Variable 13.5119 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 105000 PA USD 106281.42 0.0015269444 Long DBT CORP US Y 2 2029-08-01 Fixed 9.5 N N N N N N FHF ISSUER TRUST 2025-1 N/A 30340RAE6 6100000 PA USD 5961038.95 0.0856422019 Long ABS-O CORP US Y 2 2031-08-15 Fixed 5.69 N N N N N N FHF ISSUER TRUST 2025-1 N/A 30340RAF3 4340000 PA USD 4207638.74 0.0604511142 Long ABS-O CORP US Y 2 2032-06-15 Fixed 5.95 N N N N N N Fhf Issuer Trust 2024-1 N/A 30343DAB0 24039000 PA USD 24143845.59 0.3468744485 Long ABS-O CORP US Y 2 2030-05-15 Fixed 5.75 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRH4 2415.34665762 PA USD 2395.56 0.0000344170 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1N26 10864.347725 PA USD 9747.53 0.0001400427 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2SN3 5224844.5822017 PA USD 558066.69 0.0080177399 Long ABS-MBS USGSE US N 2 2048-08-25 Variable 2.27362 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENS83 3720.2191275 PA USD 3754.01 0.0000539338 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPHU1 3950.48662695 PA USD 3918.12 0.0000562916 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETLU8 1465020.3776065 PA USD 1338080.85 0.0192241975 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W7HB3 1252517.6243929 PA USD 1143990.81 0.0164357074 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3136BDDN5 11848827.8125 PA USD 1569993.38 0.0225560831 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NTM6 588203.328 PA USD 772013.22 0.0110915081 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 13.38656 N N N N N N Connect Finco SARL/Connect US Finco LLC 2594001KNYIQ456J2792 20752TAB0 446000 PA USD 468540.84 0.0067315227 Long DBT CORP N/A Y 2 2029-09-15 Fixed 9 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBT4 250000 PA USD 241331.79 0.0034672120 Long DBT CORP US N 2 2035-11-01 Fixed 4.95 N N N N N N CoreWeave Inc. 984500511DP2B6186053 21873SAB4 11760000 PA USD 11426714.54 0.1641675221 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25 N N N N N CoreWeave Inc. 984500511DP2B6186053 21873SAC2 2052000 PA USD 1952516.78 0.0280517939 Long DBT CORP US Y 2 2031-02-01 Fixed 9 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJP93 281483.81863944 PA USD 253043.31 0.0036354713 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N First Student Bidco Inc / First Transit Parent Inc. 254900JEIMV6G5O1PB08 337120AA7 192000 PA USD 183775.1 0.0026402955 Long DBT CORP US Y 2 2029-07-31 Fixed 4 N N N N N N Flagship Credit Auto Trst N/A 33843XAG4 5000000 PA USD 3790775.5 0.0544620432 Long ABS-O CORP US Y 2 2030-01-15 Fixed 12.66 N N N N N N FRONERI LUX FINCO SARL N/A N/A 16320000 PA 18539367.6 0.2663549553 Long LON CORP LU N 2 2032-09-30 Variable 4.899 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032654 98660539 PA USD 90008404.37 1.2931500705 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 7343765 PA USD 7268256.41 0.1044229853 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5 N N N N N N N/A N/A N/A 1 NC USD -7111.72 -0.0001021740 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3184440.24 EUR 3682012.21 USD 2026-05-22 -7111.72 N N N N/A N/A N/A 1 NC USD -64.27 -0.0000009234 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 14896.13 USD 20583.33 CAD 2026-05-22 -64.27 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADHW1 1743.03394086 PA USD 1730.49 0.0000248619 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0G73 348706.52773 PA USD 310808.87 0.0044653887 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35563WBE3 3658000 PA USD 4168001.34 0.0598816440 Long ABS-MBS USGSE US Y 2 2048-09-25 Variable 11.52638 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35565TBE8 8167203 PA USD 9963757.86 0.1431492344 Long ABS-MBS USGSE US Y 2 2050-11-25 Variable 11.0619 N N N N N N N/A N/A N/A 1 NC USD 8299.46 0.0001192383 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2726078.57 USD 2360306.58 EUR 2026-05-22 8299.46 N N N N/A N/A N/A 1 NC USD 8066.15 0.0001158863 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2649434.22 USD 2293946 EUR 2026-05-22 8066.15 N N N Roller Bearing Company of America Inc. 254900U9XW6S76H2P167 775631AD6 455000 PA USD 442071.45 0.0063512372 Long DBT CORP US Y 2 2029-10-15 Fixed 4.375 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 78017TAB9 21536000 PA USD 21157983.98 0.3039765972 Long DBT CORP LR N 2 2036-01-15 Fixed 5.375 N N N N N N TransDigm 88Q84GB3X55CF5OC7582 89364MCD4 6727550 PA USD 6725397.18 0.0966237308 Long LON CORP US N 2 2032-01-19 Floating 6.16774 N N N N N N Trimas Corporation 75G1WUQ8QK4P5MZOYD78 896215AH3 198000 PA USD 188407.65 0.0027068513 Long DBT CORP US Y 2 2029-04-15 Fixed 4.125 N N N N N N Trinet Group Inc 5299003FJVBETSFKE990 896288AA5 305000 PA USD 276477.28 0.0039721470 Long DBT CORP US Y 2 2029-03-01 Fixed 3.5 N N N N N N Upstart Securitization Trust 2018-2 549300MM4LHW6AKJUZ51 91684FAD0 6427000 PA USD 6329920.35 0.0909419182 Long ABS-O CORP US Y 2 2035-09-20 Fixed 5.43 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G62Q7 95023.4469789 PA USD 91431.74 0.0013135991 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G62T1 205347.1668989 PA USD 197768.06 0.0028413322 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3 N N N N N N Upstart Securitization Trust 2018-2 549300MM4LHW6AKJUZ51 91684MAB9 14500000 PA USD 14782489.42 0.2123799146 Long ABS-O CORP US Y 2 2033-10-20 Fixed 8.25 N N N N N N Vb-S1 Issuer Llc 2016-1 549300DKEDU9WZPGTC09 91823ABG5 11000000 PA USD 11316677.9 0.1625866265 Long ABS-O CORP US Y 2 2054-05-15 Fixed 8.871 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YPV9 201935.33732196 PA USD 179988.87 0.0025858987 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NY52 20040942.359996 PA USD 19993910.45 0.2872523615 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAK9 26357000 PA USD 26012358.5 0.3737193595 Long DBT CORP US Y 2 2032-07-15 Fixed 10.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTMT0 25648238.010572 PA USD 25887356.83 0.3719234614 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35564CGD3 3634943.5161 PA USD 3617825.84 0.0519772767 Long ABS-MBS USGSE US Y 2 2060-09-25 Variable 4.75 N N N N N N Vb-S1 Issuer Llc 2016-1 549300DKEDU9WZPGTC09 91825HAC8 6328000 PA USD 6269488.15 0.0900736892 Long ABS-O CORP US Y 2 2056-03-15 Fixed 5.193 N N N N N N Vb-S1 Issuer Llc 2016-1 549300DKEDU9WZPGTC09 91825HAE4 5537000 PA USD 5570585.78 0.0800325641 Long ABS-O CORP US Y 2 2056-03-15 Fixed 6.843 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 13471000 PA USD 13397317.67 0.1924791625 Long DBT CORP N/A Y 2 2029-04-20 Fixed 5.75 N N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 12055000 PA USD 11810056.87 0.1696749985 Long DBT CORP US N 2 2062-02-15 Variable 3.875 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAL4 233000 PA USD 255020.62 0.0036638793 Long DBT CORP US N 2 2037-06-15 Fixed 6.625 N N N N N N Veritiv Corp 2549004HFEKMUGBG3Z35 92338TAB2 11009818.13 PA USD 10679523.59 0.1534326353 Long LON CORP US N 2 2030-11-30 Floating 7.69961 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676AR8 111000 PA USD 105263.74 0.0015123234 Long DBT CORP US N 2 2055-12-01 Variable 7 N N N N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCD3 170000 PA USD 161308.61 0.0023175196 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75 N N N N N N Verde Purchaser LLC 2549004HFEKMUGBG3Z35 92339LAA0 21734000 PA USD 22587016.03 0.3245074899 Long DBT CORP US Y 2 2030-11-30 Fixed 10.5 N N N N N N Versant Media Group Inc. 254900D2Q5F5F229PU30 925283AA1 191000 PA USD 195469.59 0.0028083101 Long DBT CORP US Y 2 2031-01-30 Fixed 7.25 N N N N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCT8 115000 PA USD 117066.98 0.0016819004 Long DBT CORP US Y 2 2031-03-01 Fixed 7.375 N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAL9 22748422.741427 PA USD 22419585.19 0.3221020123 Long ABS-O CORP US Y 2 2062-08-15 Fixed 5.97 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KDY2 6154000 PA USD 7645209.68 0.1098386701 Long ABS-MBS USGSE US Y 2 2033-08-25 Variable 9.6619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KFH7 11258280 PA USD 14164718.16 0.2035043996 Long ABS-MBS USGSE US Y 2 2033-10-25 Variable 9.9119 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KJP5 18410063 PA USD 18472086 0.2653883210 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 5.7619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KKK4 4734000 PA USD 4770904.18 0.0685435446 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 7.0119 N N N N N N Travel Plus Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAN8 200000 PA USD 200971.4 0.0028873546 Long DBT CORP US N 2 2027-04-01 Fixed 6 N N N N N Travel Plus Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAQ1 201000 PA USD 191771.93 0.0027551859 Long DBT CORP US Y 2 2030-03-01 Fixed 4.625 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KKL2 40999357 PA USD 41748594.76 0.5998017478 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 9.9119 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KLU1 14440000 PA USD 14598324.57 0.2097340196 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 7.0619 N N N N N N Versant Media Group 254900D2Q5F5F229PU30 92528PAB0 10052000 PA USD 10033202.76 0.1441469488 Long LON CORP US N 2 2031-01-30 Floating 7.19961 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109BS9 202000 PA USD 199531.03 0.0028666608 Long DBT CORP CA Y 2 2082-03-15 Variable 5.25 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAM7 21289502.321216 PA USD 20696466.2 0.2973459747 Long ABS-O CORP US Y 2 2062-08-15 Fixed 6.11 N N N N N N CP Atlas Buyer Inc. 2549006ZZ07G0NDDCR36 12597YAC3 245000 PA USD 229755.63 0.0033008974 Long DBT CORP US Y 2 2030-07-15 Fixed 9.75 N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DG3 244000 PA USD 244961.12 0.0035193546 Long DBT CORP CA N 2 2055-04-15 Variable 7 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DH1 50000 PA USD 51164.4 0.0007350786 Long DBT CORP CA N 2 2055-04-15 Variable 7.125 N N N N N N CPC ASSET SECURITIZATION III LLC N/A 126203AD0 8437000 PA USD 8559336.5 0.1229719233 Long ABS-O CORP US Y 2 2030-08-15 Fixed 13.45 N N N N N N Cpts 2019-Cpt Mtg Trust N/A 12654YAN9 11135000 PA USD 9479571.12 0.1361929272 Long ABS-O CORP US Y 2 2039-11-13 Variable 2.9968 N N N N N N Valaris Ltd. 5299008BQ9IREYWBTS30 91889FAC5 139000 PA USD 144030.55 0.0020692858 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.375 N N N N N N American Bath 2549006ZZ07G0NDDCR36 12658HAL6 12948930 PA USD 11869895.66 0.1705347019 Long LON CORP US N 2 2030-07-08 Floating 8.91774 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 146869AN2 21119941 PA USD 21970081.99 0.3156440032 Long DBT CORP US Y 2 2030-06-01 Variable 9 N N N N N N BAMLL RE-REMIC TRUST 2024-FRR2 N/A 05493UAJ5 10755758 PA USD 9502126 0.1365169730 Long DBT CORP US N 2 2050-07-27 Variable 1.273104 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 05494BAJ6 24861668 PA USD 23410691.33 0.3363412268 Long ABS-O CORP US Y 2 2052-09-27 Variable 0.84306 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 05494BAW7 18449665 PA USD 14424044.04 0.2072301325 Long ABS-O CORP US Y 2 2051-02-27 Variable 0.009926 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 05494BBJ5 19564243 PA USD 15362043.16 0.2207063589 Long ABS-O CORP US Y 2 2051-11-27 Fixed 0 N N N N N N Banc Of America Alternative Loan Trust N/A 054988AJ9 3776872 PA USD 3513732.8 0.0504817728 Long ABS-O CORP US Y 2 2050-01-27 Variable 0.47317 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KLV9 10049698 PA USD 10335708.5 0.1484930465 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 11.1619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KND7 38921208 PA USD 39529275.39 0.5679168031 Long ABS-MBS USGSE US Y 2 2041-11-25 Variable 7.3119 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAP9 47000 PA USD 49056.44 0.0007047935 Long DBT CORP US N 2 2032-07-15 Fixed 7.379 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAY0 88000 PA USD 93872.77 0.0013486694 Long DBT CORP US N 2 2033-11-15 Fixed 7.2 N N N N N N Centerpoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TBS5 17369000 PA USD 17214554.85 0.2473213804 Long DBT CORP US N 2 2056-04-01 Variable 5.95 N N N N N N Century Communities Inc 5299002QMB2O7ZL1CA26 156504AN2 259000 PA USD 253728.26 0.0036453120 Long DBT CORP US Y 2 2033-09-15 Fixed 6.625 N N N N N N CHARIOT BUYER LLC N/A 15963CAE6 3107475.49 PA USD 3075282.04 0.0441825540 Long LON CORP US N 2 2032-09-08 Variable 6.41774 N N N N N N Cinemark USA Inc. 54930008H2137JSCPQ09 172441BF3 125000 PA USD 123931.34 0.0017805206 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25 N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KNE5 20591000 PA USD 21450101.53 0.3081734478 Long ABS-MBS USGSE US Y 2 2041-11-25 Variable 11.4619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KPN3 27058500 PA USD 27471815.43 0.3946873662 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 7.4119 N N N N N N BX Trust 2025-Roic N/A 05593VAN3 22367350.834386 PA USD 22282970.61 0.3201392716 Long ABS-O CORP US Y 2 2030-03-15 Variable 6.6138 N N N N N N BXHPP LTD N/A 05609JAA0 4619000 PA USD 4379405.05 0.0629188795 Long ABS-O CORP US Y 2 2036-08-15 Variable 4.43748 N N N N N N BXHPP LTD N/A 05609JAJ1 14243000 PA USD 13229094.33 0.1900622990 Long ABS-O CORP US Y 2 2036-08-15 Variable 4.68748 N N N N N N BX Trust 2018-Bilt N/A 05612JAC1 7663000 PA USD 7643860.41 0.1098192852 Long ABS-O CORP US Y 2 2034-03-15 Variable 5.56331 N N N N N N Cipher Digital Inc. 254900QABG5HCQZ28A17 17253JAB2 7799000 PA USD 8693416.62 0.1248982514 Long DBT CORP US Y 2 2031-10-01 None 0 N N N N N N Cipher Compute LLC N/A 17253NAA5 12770000 PA USD 13230090.33 0.1900766085 Long DBT CORP US Y 2 2030-11-15 Fixed 7.125 N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KPP8 26334154 PA USD 27167621.4 0.3903170129 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 10.6619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KQZ5 23559000 PA USD 24651487.93 0.3541677422 Long ABS-MBS USGSE US Y 2 2042-01-27 Variable 10.7619 N N N N N N BX TRUST 2024-VLT4 N/A 05612TAJ4 10345000 PA USD 10131003.83 0.1455520560 Long ABS-O CORP US Y 2 2041-06-15 Variable 6.561914 N N N N N N BX TRUST 2024-VLT4 N/A 05612TAL9 8250000 PA USD 8214336.17 0.1180153061 Long ABS-O CORP US Y 2 2041-06-15 Variable 7.610387 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBZ4 258000 PA USD 261519.7 0.0037572516 Long DBT CORP US N 2 2035-02-24 Fixed 5.1 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PN5 17665000 PA USD 17929813.01 0.2575974890 Long DBT CORP US N 2 2034-11-19 Variable 5.592 N N N N N N Bayview Opportunity Master Fund IVB LP 549300PYZPV2K342TZ72 07336QAE2 576694.741 PA USD 581980.96 0.0083613161 Long ABS-O CORP US Y 2 2031-12-26 Variable 7.2619 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1, LLC 2549001VJ64UFK8PZA41 07337GAC7 4866430.957575 PA USD 4871947.06 0.0699952269 Long ABS-O CORP US Y 2 2048-07-27 Variable 5.4619 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967QK0 15306000 PA USD 15268869.17 0.2193677288 Long DBT CORP US N 2 2099-12-31 Variable 6.5 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAU7 200000 PA USD 195371.56 0.0028069017 Long DBT CORP US N 2 2039-09-19 Variable 5.411 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KSQ3 13643002 PA USD 14350732.73 0.2061768695 Long ABS-MBS USGSE US Y 2 2042-02-25 Variable 12.1619 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564NAA1 7490866 PA USD 7799201.1 0.1120510637 Long ABS-MBS USGSE US Y 2 2043-11-25 Variable 7.0119 N N N N N N Huntsworth/UDG Healthcare 984500803A2B056E7D30 12509YAE6 4286000 PA USD 3814540 0.0548034676 Long LON CORP GB N 2 2028-08-19 Floating 8.04961 N N N N N N Castlelake Aircraft Securitization Trust 2018-1 N/A 12563AAA9 1000000 NS USD 50000 0.0007183496 Long EP CORP US Y 2 N N N BX Trust 2018-Bilt N/A 123910AE1 6877560.945115 PA USD 6877561.23 0.0988098706 Long ABS-O CORP US Y 2 2039-12-15 Variable 5.56449 N N N N N N BX Trust 2018-Bilt N/A 123913AJ4 16641000 PA USD 16403887.88 0.2356745341 Long ABS-O CORP US Y 2 2044-07-15 Variable 7.42251 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-CSMO N/A 12433LAE5 1750000 PA USD 1748089.71 0.0251147918 Long ABS-O CORP US Y 2 2043-02-15 Variable 5.67251 N N N N N N BX Trust N/A 12433LAG0 2620000 PA USD 2617325.44 0.0376030950 Long ABS-O CORP US Y 2 2043-02-15 Variable 6.12251 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HZ9 75000 PA USD 75278.25 0.0010815221 Long DBT CORP US N 2 2035-06-15 Fixed 5.05 N N N N N N CVR Energy Inc. 529900SOYZIXZBTXB558 12662PAH1 378000 PA USD 380822.53 0.0054712744 Long DBT CORP US Y 2 2031-02-15 Fixed 7.5 N N N N N N Reworld Holding Corp. 40XIFLS8XDQGGHGPGC04 22303XAA3 484000 PA USD 453731.08 0.0065187510 Long DBT CORP US Y 2 2029-12-01 Fixed 4.875 N N N N N N CP EF ASSET SECURITIZATION II LLC N/A 224092AB2 6524000 PA USD 6604938.57 0.0948931029 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.77 N N N N N N BX Trust N/A 12433NAG6 13056000 PA USD 12990720 0.1866375768 Long ABS-O CORP US Y 2 2043-03-15 Variable 5.77251 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAJ0 4539000 PA USD 4505162.15 0.0647256308 Long ABS-O CORP US Y 2 2043-03-15 Variable 6.67251 N N N N N N LENDBUZZ SECURITIZATION TRUST 2026-1 N/A 525952AC1 1261332.3360522 PA USD 1245248.9 0.0178904816 Long ABS-O CORP US Y 2 2030-12-16 Fixed 5.16 N N N N N N LENDBUZZ SECURITIZATION TRUST 2026-1 N/A 525952AD9 1621453.1657084 PA USD 1617910.45 0.0232445073 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.74 N N N N N N Efmt 2025-RTL1 254900NFBGFOBK1G2B84 26846FAB5 8223000 PA USD 8222624.21 0.1181343804 Long ABS-O CORP US Y 2 2040-11-25 Variable 5.565 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AQ5 200000 PA USD 209250 0.0030062932 Long DBT CORP US Y 2 2029-04-01 Fixed 9.25 N N N N N N BWX Technologies Inc. 549300NP85N265KWMS58 05605HAB6 202000 PA USD 196408.92 0.0028218055 Long DBT CORP US Y 2 2028-06-30 Fixed 4.125 N N N N N N BWX Technologies Inc. 549300NP85N265KWMS58 05605HAC4 200000 PA USD 192242.04 0.0027619399 Long DBT CORP US Y 2 2029-04-15 Fixed 4.125 N N N N N N CP EF ASSET SECURITIZATION II LLC N/A 224092AC0 5750000 PA USD 5780778.03 0.0830523946 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.56 N N N N N N Credit Acceptance Corporation of Michigan N/A 225310AS0 197000 PA USD 192400.05 0.0027642101 Long DBT CORP US Y 2 2030-03-15 Fixed 6.625 N N N N N BX Trust 2018-Bilt N/A 05609RAS3 12367786.112856 PA USD 12336837.93 0.1772432580 Long ABS-O CORP US Y 2 2026-10-15 Variable 7.136993 N N N N N N BX Trust 2018-Bilt N/A 05613QAG5 16987080.31482 PA USD 16982153.62 0.2439824737 Long ABS-O CORP US Y 2 2041-10-15 Variable 6.46345 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AR3 445000 PA USD 470504.73 0.0067597379 Long DBT CORP US Y 2 2030-05-15 Fixed 8.5 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 208000 PA USD 205499.6 0.0029524112 Long DBT CORP US N 2 2056-02-15 Variable 6.5 N N N N N N CVR Partners, LP and CVR Nitrogen Finance Corporation 529900LE0OS06MYQRP11 12663QAC9 183000 PA USD 182329.87 0.0026195319 Long DBT CORP US Y 2 2028-06-15 Fixed 6.125 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EA4 247000 PA USD 234313.37 0.0033663784 Long DBT CORP US N 2 2063-06-01 Fixed 6 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAB6 2800000 PA USD 2854744.76 0.0410140966 Long ABS-O CORP US Y 2 2030-11-15 Fixed 9.48 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAC4 2800000 PA USD 2782073 0.0399700219 Long ABS-O CORP US Y 2 2030-11-15 Fixed 9.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XC5X1 110271.01301008 PA USD 107151.12 0.0015394393 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XDFC4 65261.19681422 PA USD 63352.34 0.0009101826 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUSX6 1746.050445 PA USD 1635.73 0.0000235005 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y06M9 1075.91957 PA USD 1033.93 0.0000148545 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAC6 198000 PA USD 196427.62 0.0028220741 Long DBT CORP US Y 2 2027-12-15 Fixed 4.375 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAK9 431000 PA USD 440949.2 0.0063351138 Long DBT CORP US Y 2 2029-08-01 Fixed 9.125 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EG1 11744000 PA USD 11891304.99 0.1708422896 Long DBT CORP US N 2 2054-12-10 Variable 6.75 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EH9 7363000 PA USD 7588219.44 0.1090198918 Long DBT CORP US N 2 2055-03-10 Variable 7 N N N N N N LIFE FINANCIAL SERVICES TRUST N/A 53218CAJ9 12600000 PA USD 12204290.55 0.1753389508 Long ABS-O CORP US Y 2 2038-03-15 Variable 5.53748 N N N N N N LUXURY LEASE PT AUTO 2021-ARC2 N/A 55068XAA8 782883.65675 PA USD 788544.53 0.0113290133 Long ABS-O CORP US Y 2 2030-07-15 Fixed 7.292 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAD2 1743000 PA USD 1599765.14 0.0229838138 Long ABS-O CORP US Y 2 2030-11-15 Fixed 15 N N N N N N BREAN ASSET BACKED SECS TR 24-RM8 N/A 10637YAB1 12014881 PA USD 11520939.63 0.1655212533 Long ABS-O CORP US Y 2 2064-05-25 Fixed 4.5 N N N N N N Carvana Auto Receivables Trust 2019-3 N/A 14687GAF2 5635988.894964 PA USD 5499698.04 0.0790141205 Long ABS-O CORP US Y 2 2028-06-12 Fixed 3.16 N N N N N N Castlelake Aircraft Structured Trust 2018-1 N/A 14856CAC3 3837431.601 PA USD 3146835.51 0.0452105622 Long ABS-O CORP US Y 2 2043-06-15 Fixed 6.625 N Y Y N N N LUXURY LEASE PT AUTO 2021-ARC2 N/A 55068XAB6 5100000 PA USD 5117878.56 0.0735285229 Long ABS-O CORP US Y 2 2030-07-15 Fixed 10.491 N N N N N N LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A N/A 55069BAA5 22313462.469178 PA USD 22245296.31 0.3195980052 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.51 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0KU5 1958.16078 PA USD 1826.38 0.0000262396 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6VU0 2573.2494963 PA USD 2350.29 0.0000337666 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAN4 9971000 PA USD 9653112.55 0.1386861956 Long DBT CORP US N 2 2099-12-31 Variable 3.5 N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAT1 248000 PA USD 259974.26 0.0037350482 Long DBT CORP US N 2 2032-03-13 Variable 6.082 N N N N N N Ensemble Health Partners 254900PDXJVVI20WAQ37 29359BAH4 16663064.04 PA USD 16451276.5 0.2363553661 Long LON CORP US N 2 2033-02-09 Floating 6.65989 N N N N N N Equinix Europe 2 Financing Corp LLC 254900FSZR46BPMCKI50 29390XAA2 259000 PA USD 262909.74 0.0037772223 Long DBT CORP US N 2 2034-06-15 Fixed 5.5 N N N N N N ESAB CORP N/A 29605JAB2 14704000 PA USD 14807075.04 0.2127331360 Long DBT CORP US Y 2 2031-04-01 Fixed 5.625 N N N N N N Exeter Automobile Receivables Trust 2024-3 N/A 30165AAG0 6670000 PA USD 6853984.49 0.0984711438 Long ABS-O CORP US Y 2 2031-10-15 Fixed 7.84 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YAV98 394520.34489855 PA USD 388282.44 0.0055784509 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YBA57 851387.06314104 PA USD 832400.13 0.0119590864 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.5 N N N N N N Bridgebio Pharma Inc 54930028YG89VTY2J114 10806XAK8 13423000 PA USD 13298166.1 0.1910546526 Long DBT CORP US Y 2 2033-02-01 Fixed 0.75 N N N N N N Brinks Company XFP140TFNOQMIVFTVQ13 109696AC8 185000 PA USD 187863.99 0.0026990405 Long DBT CORP US Y 2 2029-06-15 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4C89 8376.65279282 PA USD 8813.34 0.0001266212 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6 N N N N N N GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED N/A N/A 9750 NS USD 9750000 0.1400781769 Long EP CORP US Y 3 N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564NEC3 8748096 PA USD 8763301.6 0.1259022884 Long ABS-MBS USGSE US Y 2 2044-08-25 Variable 5.4619 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564NFA6 5334812.9484656 PA USD 5333746.03 0.0766298892 Long ABS-MBS USGSE US Y 2 2044-10-25 Variable 5.1119 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAV6 265000 PA USD 262818.31 0.0037759087 Long DBT CORP US N 2 2036-01-16 Variable 5.385 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 216000 PA USD 211822.47 0.0030432518 Long DBT CORP US Y 2 2029-06-30 Fixed 5.875 N N N N N N GGAM FINANCE LTD N/A 36170JAA4 167000 PA USD 173322.12 0.0024901176 Long DBT CORP KY Y 2 2028-06-15 Fixed 8 N N N N N N GLP Capital L.P. and GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AX7 9821000 PA USD 9551886.92 0.1372318877 Long DBT CORP US N 2 2036-03-01 Fixed 5.625 N N N N N N Crocs Inc 549300B0J6YCXD63OG72 227046AA7 177000 PA USD 169887.38 0.0024407707 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25 N N N N N N CSAIL 2017-Cx10 Commercial Mortgage Trust N/A 22945EAW1 57804204.95979 PA USD 2059362.05 0.0295868391 Long ABS-O CORP US N 2 2054-03-15 Variable 0.987168 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XCA2 21721000 PA USD 21148002.19 0.3038331889 Long DBT CORP US N 2 2099-12-31 Variable 5.75 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFC5 255000 PA USD 259560.87 0.0037291091 Long DBT CORP US N 2 2035-01-07 Fixed 5.9 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFK7 249000 PA USD 257489.32 0.0036993471 Long DBT CORP US N 2 2035-07-15 Fixed 6.15 N N N N N N Genesis Energy LP & Genesis Energy Finance Corp. 549300VJ5D6MDK138782 37185LAR3 236000 PA USD 243856.91 0.0035034904 Long DBT CORP US N 2 2033-05-15 Fixed 8 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 16688 NS USD 5165102.88 0.0742069943 Long EC CORP US N 1 N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAC3 4723000 PA USD 4168850.41 0.0598938426 Long DBT CORP US Y 2 2030-04-15 Fixed 6.875 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BU6 251000 PA USD 249901.39 0.0035903314 Long DBT CORP US N 2 2037-04-15 Fixed 5.5 N N N N N N Matador Resources Company 549300CI3Q2UUK5R4G79 576485AG1 152000 PA USD 153655.28 0.0022075643 Long DBT CORP US Y 2 2032-04-15 Fixed 6.5 N N N N N N Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l. 254900V7LN9S9W17X250 23292NAB4 19861000 PA USD 19277921.16 0.2769657487 Long DBT CORP N/A Y 2 2034-04-15 Fixed 6.375 N N N N N N DT Midstream Inc N/A 23345MAA5 2935000 PA USD 2873248.83 0.0412799444 Long DBT CORP US Y 2 2029-06-15 Fixed 4.125 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAE9 3917000 PA USD 3535092.5 0.0507886474 Long DBT CORP US Y 2 2031-07-01 Fixed 9.25 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAG4 27733000 PA USD 23087722.5 0.3317011360 Long DBT CORP US Y 2 2033-07-15 Fixed 7.5 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 372460AF2 100000 PA USD 99651.39 0.0014316908 Long DBT CORP US N 2 2029-08-15 Fixed 4.95 N N N N N N Protective Industrial Products N/A 37987UAG7 12249300 PA USD 12194178.15 0.1751936660 Long LON CORP US N 2 2032-05-21 Floating 7.66774 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAJ8 5488000 PA USD 4712655.36 0.0677066842 Long DBT CORP US Y 2 2034-01-15 Fixed 8.5 N N N N N N Business Jet Securities LLC N/A 12326TAB4 2730386.90785 PA USD 2707055.21 0.0388922419 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.754 N N N N N N Matador Resources Company 549300CI3Q2UUK5R4G79 576485AJ5 5149000 PA USD 5116443.75 0.0735079090 Long DBT CORP US Y 2 2034-04-15 Fixed 6 N N N N N N N/A N/A N/A 9571.00 NC USD -2945856.82 -0.0423231028 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-07-06 1988404937.98 USD -2945856.82 N N N DT Midstream Inc N/A 23345MAD9 14931000 PA USD 15329624.85 0.2202406052 Long DBT CORP US Y 2 2034-12-15 Fixed 5.8 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAC4 4000000 PA USD 3928049.6 0.0564342591 Long ABS-O CORP US Y 2 2049-04-15 Fixed 2.355 N N N N N N Business Jet Securities LLC N/A 12326TAC2 2157645.559875 PA USD 2147160.7 0.0308482417 Long ABS-O CORP US Y 2 2039-09-15 Fixed 7.974 N N N N N N Business Jet Securities LLC N/A 12327AAC2 1091438.255 PA USD 1083839.66 0.0155715163 Long ABS-O CORP US Y 2 2037-06-15 Fixed 6.413 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 65000 PA USD 64983.7 0.0009336203 Long DBT CORP US Y 2 2033-01-15 Fixed 7.375 N N N N N N Caturus Energy LLC 254900LM244SIFQ1QY31 49446BAA2 181000 PA USD 187808.32 0.0026982407 Long DBT CORP US Y 2 2030-02-15 Fixed 8.5 N N N N N N MKT 2020-525M Mortgage Trust N/A 55316PAA5 2755000 PA USD 2484839.4 0.0356996690 Long ABS-O CORP US Y 2 2040-02-12 Fixed 2.694 N N N N N N MKT 2020-525M MORTGAGE TRUST N/A 55316PAN7 11900000 PA USD 9337231.41 0.1341479336 Long ABS-O CORP US Y 2 2040-02-12 Variable 2.9406 N N N N N N Business Jet Securities LLC N/A 12327CAB0 790716.80114 PA USD 808959.59 0.0116223164 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.924 N N N N N N Business Jet Securities LLC N/A 12327CAC8 3117541.6874 PA USD 3187208.14 0.0457905954 Long ABS-O CORP US Y 2 2039-05-15 Fixed 9.132 N N N N N N Marex Group Plc 549300DWX0SVICJAL507 566539AA0 3001000 PA USD 3090642.78 0.0444032416 Long DBT CORP GB N 2 2029-11-04 Fixed 6.404 N N N N N N Caesars Entertainment Inc. 549300FA4CTCW903Y781 12769G100 235982 NS USD 6237004.26 0.0896069934 Long EC CORP US N 1 N N N N/A N/A N/A 960000 PA 1267642.63 0.0182122122 Long LON CORP GB N 2 2032-08-30 Variable 8.2274 N N N N N N Brightstar Lottery PLC / Brightstar Global Solutions Corp. 549300UQ6KHRCZDRGZ76 108922AA3 12461000 PA USD 12113050.25 0.1740281021 Long DBT CORP GB Y 2 2033-01-15 Fixed 5.75 N N N N N N Brookfield Residential Properties Inc. 549300C2SXDXVIUV3Q14 11283YAD2 500000 PA USD 459066 0.0065953978 Long DBT CORP CA Y 2 2030-02-15 Fixed 4.875 N N N N N MIWD Holdco II LLC & MIWD Finance Corp. 254900X3SPV5RVFJEY72 55337PAA0 197000 PA USD 170154.26 0.0024446050 Long DBT CORP US Y 2 2030-02-01 Fixed 5.5 N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BT0 257000 PA USD 202839.78 0.0029141976 Long DBT CORP US N 2 2046-08-08 Fixed 3.7 N N N N N N Midcontinent Communications/Midcontinent Communications Finance Corp 549300ZI9GDQBS28C408 59565XAD2 14315000 PA USD 13332270.96 0.1915446369 Long DBT CORP US Y 2 2032-08-15 Fixed 8 N N N N N Midwest Gaming Borrower LLC 5493005826VXDUREHL94 59833DAB6 454000 PA USD 440297.87 0.0063257562 Long DBT CORP US Y 2 2029-05-01 Fixed 4.875 N N N N N N Blackrock European Clo XVI Designated Activity Co. 6354009JWTSUFPGGS872 BCC3QQJ99 10180000 PA 11670886.22 0.1676755348 Long ABS-O CORP IE Y 2 2039-01-17 Variable 5.11 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 N/A 30166VAN8 3800000 PA USD 3809320.77 0.0547284829 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15 N N N N N N Exeter Automobile Receivables Trust 2016-3 N/A 30167PAG5 10250000 PA USD 10504285.22 0.1509149870 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.89 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAE0 3420000 PA USD 3348046.96 0.0481013656 Long ABS-O CORP US Y 2 2049-04-15 Fixed 3.475 N N N N N N Diamond Issuer Llc N/A 25267TAS0 5000000 PA USD 4843116.5 0.0695810184 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.787 N N N N N N Millrose Properties Inc. N/A 601137AA0 12822000 PA USD 12818011.08 0.1841562690 Long DBT CORP US Y 2 2030-08-01 Fixed 6.375 N N N N N N Millrose Properties Inc. N/A 601137AB8 11767000 PA USD 11550578.98 0.1659470816 Long DBT CORP US Y 2 2032-09-15 Fixed 6.25 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 254709AT5 2030000 PA USD 2328101.81 0.0334478212 Long DBT CORP US N 2 2034-11-02 Variable 7.964 N N N N N N Drive Auto Receivables Trust 2017-3 549300RZ091I85JWZO63 262102AF3 2673000 PA USD 2680539.65 0.0385112930 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41 N N N N N N Exeter Automobile Receivables Trust 2016-3 N/A 30168BAG5 3000000 PA USD 3272957.11 0.0470225503 Long ABS-O CORP US Y 2 2030-09-16 Fixed 12.07 N N N N N N Exeter Automobile Receivables Trust 2026-1 N/A 30168HAH0 7500000 PA USD 7489035 0.1075949097 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.45 N N N N N N Athenahealth Group Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 254000 PA USD 238410.42 0.0034252407 Long DBT CORP US Y 2 2030-02-15 Fixed 6.5 N N N N N N EUC (End User Computing) N/A 60753DAC8 15846412.5 PA USD 14178102.19 0.2036966878 Long LON CORP US N 2 2031-07-01 Floating 7.91684 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLE N/A 30185EAF0 5970000 PA USD 5950287.14 0.0854877307 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.34 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GAW2 67000 PA USD 55227.3 0.0007934502 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N DROP MTGE TST N/A 26210YAL0 15000000 PA USD 13794466.36 0.1981849947 Long ABS-O CORP US Y 2 2043-10-15 Variable 6.53748 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 194000 PA USD 188177.25 0.0027035411 Long DBT CORP US Y 2 2029-04-15 Fixed 4.5 N N N N N N Mohegan Escrow Issuer LLC N/A 60832QAA8 15366000 PA USD 15730635.18 0.2260019176 Long DBT CORP US Y 2 2030-04-15 Fixed 8.25 N N N N N N Mohegan Escrow Issuer LLC N/A 60832QAB6 14740000 PA USD 15355645.58 0.2206144449 Long DBT CORP US Y 2 2031-04-15 Fixed 11.875 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 248000 PA USD 267902.19 0.0038489488 Long DBT CORP US N 2 2029-11-30 Fixed 10.75 N N N N N N EF HOLD/EF KY/ELL KY/TRS 5493001B24G0P4YVJ571 31574BAA4 17348000 PA USD 16705726.73 0.2400110506 Long DBT CORP N/A Y 2 2030-09-30 Fixed 7.375 N N N N N N Dawson Forest Holdings LLC N/A N/A 4516140.39 NS USD 4561301.79 0.0655321886 Long EC CORP US N 3 N N N GS MORTGAGE SECURITIES CORPORATION N/A 36273XAA9 22910000 PA USD 22898464.51 0.3289820679 Long ABS-O CORP US Y 2 2041-11-25 Variable 6.32956 N N N N N N GALAXY SENIOR PARTICIPATION INTERES N/A 362922AA4 15405333 PA USD 15487691.07 0.2225115414 Long DBT CORP US N 3 2026-07-31 Variable 6.630237 N N N N N N Granite Ridge Resources Inc 254900CAHJQKOQ1YZC67 387432AA5 33355000 PA USD 31937412.5 0.4588445659 Long DBT CORP US Y 2 2029-11-05 Fixed 8.875 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 302960AH2 18042206.886933 PA USD 16846676.13 0.2420360696 Long ABS-MBS USGSE US Y 2 2028-10-25 Variable 8.78337 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 30296TAG1 297760.0192875 PA USD 312348.09 0.0044875027 Long ABS-MBS USGSE US Y 2 2029-07-25 Variable 5.74372 Y N N N N N Gray Media Inc. 529900TM5726KDN7UU35 389375AM8 152000 PA USD 161522.87 0.0023205979 Long DBT CORP US Y 2 2029-07-15 Fixed 10.5 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAY5 125000 PA USD 124798.44 0.0017929783 Long DBT CORP US N 2 2045-10-15 Fixed 6.35 N N N N N N NW 2021-FRR1 BK88 N/A 62955LAC2 20000000 PA USD 17365086 0.2494840603 Long ABS-O CORP US Y 2 2051-12-18 Variable 2.59868 N N N N N N Swch Commercial Mortgage Trust 2025-Data N/A 78489CAE9 21830000 PA USD 21415271.85 0.3076730501 Long ABS-O CORP US Y 2 2042-02-15 Variable 7.01273 N N N N N N Swch Commercial Mortgage Trust 2025-Data N/A 78489CAF6 24830000 PA USD 24632060.73 0.3538886318 Long ABS-O CORP US Y 2 2042-02-15 Variable 7.91143 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAH2 70000 PA USD 68423.53 0.0009830403 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.875 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAR0 186000 PA USD 189006.69 0.0027154577 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.125 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A 43283BAD5 597843.6807 PA USD 597985.89 0.0085912588 Long ABS-O CORP US Y 2 2034-06-20 Fixed 6.79 N N N N N N Hilton Grand Vacations Inc 549300O9K6MFD8D07574 43283CAC5 2383252.0691415 PA USD 2402197.69 0.0345123562 Long ABS-O CORP US Y 2 2042-05-27 Fixed 5.52 N N N N N N Osaic Holdings Inc. 549300XL60BDV6UW5C86 00791GAB3 21835000 PA USD 21837727.19 0.3137424628 Long DBT CORP US Y 2 2032-08-01 Fixed 6.75 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 161000 PA USD 163870.48 0.0023543260 Long DBT CORP US N 2 2029-07-20 Variable 5.449 N N N N N N Moss Creek Resources Holdings Inc 54930037SLMSPWKYIX36 61965RAC9 72000 PA USD 71955.32 0.0010337815 Long DBT CORP US Y 2 2031-09-01 Fixed 8.25 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 302979AG4 19201386.123808 PA USD 18947029.2 0.2722118264 Long ABS-MBS USGSE US Y 2 2030-03-25 Variable 11.65337 N N N N N N FREMF 2019-K98 MTG TR S6XOOCT0IEG5ABCC6L87 30298UAJ0 15683151.175451 PA USD 15561380.92 0.2235702430 Long ABS-MBS USGSE US Y 2 2029-09-25 Variable 9.78337 N N N N N N Bayview Commercial Asset Trust 2006-SP2 N/A 07336PAC8 2411407.161475 PA USD 2423318.55 0.0348157994 Long ABS-O CORP US Y 2 2047-06-25 Variable 5.4619 N N N N N N Bayview Commercial Asset Trust 2006-SP2 N/A 07336PAD6 964562.86498 PA USD 977278.5 0.0140405529 Long ABS-O CORP US Y 2 2047-06-25 Variable 6.4119 N N N N N N FREMF 2020-KJ32 MTG TR S6XOOCT0IEG5ABCC6L87 30317BAC4 10799136.015844 PA USD 9700701.9 0.1393699114 Long ABS-MBS USGSE US Y 2 2033-11-25 Variable 7 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 30318HAA4 3322413.5035714 PA USD 3394109.86 0.0487631509 Long ABS-MBS USGSE US Y 2 2030-12-25 Variable 12.16889 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BN8 200000 PA USD 200284.15 0.0028774809 Long DBT CORP US N 2 2029-05-23 Fixed 4.6 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BU2 112000 PA USD 101781.68 0.0014622966 Long DBT CORP US N 2 2031-05-24 Fixed 2.75 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN3S2 372.54486524 PA USD 355.35 0.0000051053 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN4U6 1418.13416232 PA USD 1352.66 0.0000194337 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 4 N N N N N N FREMF 2023-K511 MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30334FAG5 19094019 PA USD 17939394.12 0.2577351408 Long ABS-MBS USGSE US Y 2 2028-11-25 Variable 5.634368 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45074JAA2 29672000 PA USD 28851219.07 0.4145052480 Long DBT CORP US Y 2 2029-08-01 Fixed 6.5 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BZ1 50000 PA USD 50599.65 0.0007269648 Long DBT CORP US N 2 2034-04-15 Fixed 5.4 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 437000 PA USD 442798.99 0.0063616898 Long DBT CORP US Y 2 2030-10-01 Fixed 6 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1 N/A 76089TAB6 7601000 PA USD 7608115.02 0.1093057314 Long ABS-O CORP US Y 2 2034-07-25 Fixed 6.211 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 16973000 PA USD 16777684.22 0.2410448634 Long DBT CORP US Y 2 2031-03-01 Fixed 5.875 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A 43285JAC8 5384945.8073202 PA USD 5374181.06 0.0772108190 Long ABS-O CORP US Y 2 2044-05-25 Fixed 5.12 N N N N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148JAC3 3000000 PA USD 2974506.28 0.0427347094 Long ABS-O CORP US Y 2 2051-11-20 Fixed 4.459 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CK4 258000 PA USD 239325.13 0.0034383823 Long DBT CORP US N 2 2063-02-10 Fixed 5.9 N N N N N N JH North America Holdings Inc. 254900A6FXA0D81TL967 46593WAA3 14410000 PA USD 14290267.31 0.2053081633 Long DBT CORP US Y 2 2031-01-31 Fixed 5.875 N N N N N N N/A N/A N/A 15526.00 NC USD -14927819.68 -0.2144678734 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-07-06 1694525655.57 USD -14927819.68 N N N Howard Midstream Energy Partners Llc N/A 442722AD6 14933000 PA USD 14989775.27 0.2153579889 Long DBT CORP US Y 2 2034-01-15 Fixed 6.625 N N N N N N HUB INTERNATIONAL LTD N/A 44332PAJ0 43000 PA USD 43858.41 0.0006301134 Long DBT CORP US Y 2 2032-01-31 Fixed 7.375 N N N N N N HudBay Minerals Inc 894500LX3TMESP27BE29 443628102 519005 NS USD 10847204.5 0.1558417057 Long EC CORP US N 1 N N N Hudson's Bay Simon JV Trust N/A 44422PBN1 3500000 PA USD 3363513.92 0.0483235793 Long ABS-O CORP US Y 2 2034-08-05 Fixed 4.1545 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CE3 240000 PA USD 252063.83 0.0036213992 Long DBT CORP US N 2 2034-05-19 Variable 5.853 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CH6 233000 PA USD 248002.23 0.0035630462 Long DBT CORP US N 2 2034-08-24 Variable 6.136 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2UF7 8138.24705696 PA USD 8025.68 0.0001153049 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.5 N N N N N N GAM RESECURITIZATION TRUST N/A 36459TBQ8 18068494 PA USD 15033247.19 0.2159825496 Long ABS-O CORP US Y 2 2051-09-27 None 0 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327AM1 145000 PA USD 129878.92 0.0018659695 Long DBT CORP US N 2 2031-03-23 Fixed 2.55 N N N N N N Infinity Natural Resources LLC 54930021094IFVB5ND43 45690BAA3 8367000 PA USD 8411177.76 0.1208433278 Long DBT CORP US Y 2 2031-04-01 Fixed 7.625 N N N N N N Jacobs Entertainment, Inc. 5493004U9JIWY3HSUO63 469815AK0 450000 PA USD 420750 0.0060449121 Long DBT CORP US Y 2 2029-02-15 Fixed 6.75 N N N N N N Jane Street Group LLC / JSG Finance Inc. 5493002N1IVX6KHGYO08 47077WAE8 28725000 PA USD 29143465.8 0.4187039546 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75 N N N N N N N/A N/A N/A -3469 NC USD 7155297.84 0.1028001104 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-06-30 -400941000.97 USD 7155297.84 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBX7 1178886.464 PA USD 1150754.58 0.0165328824 Long ABS-O CORP US N 2 2050-02-25 Variable 4.8619 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCA6 1908381.4075185 PA USD 1912942.63 0.0274832324 Long ABS-O CORP US N 2 2050-02-25 Variable 6.3119 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAF9 10585000 PA USD 10396304.27 0.1493636255 Long DBT CORP US Y 2 2032-04-15 Fixed 7.25 N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BN6 175000 PA USD 180826.16 0.0025979281 Long DBT CORP US N 2 2050-04-01 Fixed 6.6 N N N N N N Jefferies Finance LLC/JFIN Co-Issuer Corp 549300SKVB18YSSIDT75 47232MAF9 200000 PA USD 186372.34 0.0026776100 Long DBT CORP US Y 2 2028-08-15 Fixed 5 N N N N N N LGI Homes Inc 549300W02B4WNV8CV109 50187TAF3 6159000 PA USD 5485713.52 0.0788132050 Long DBT CORP US Y 2 2029-07-15 Fixed 4 N N N N N OASIS SECURITISATION 21-2A N/A 53161AAB7 13752000 PA USD 13732382.77 0.1972930403 Long ABS-O CORP US Y 2 2039-08-15 Fixed 8.055 N N N N N N OASIS SECURITISATION 21-2A N/A 53161AAC5 3000000 PA USD 2987960.4 0.0429280047 Long ABS-O CORP US Y 2 2039-08-15 Fixed 9.9 N N N N N N System Energy Resources, Inc. N/A 871911AV5 129000 PA USD 128661.81 0.0018484833 Long DBT CORP US N 2 2034-12-15 Fixed 5.3 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BBF6 11176000 PA USD 10909763.54 0.1567404910 Long DBT CORP US N 2 2056-12-03 Variable 5.75 N N N N N N OASIS SECURITISATION 24-1A N/A 53161XAA9 8000000 PA USD 7978768.8 0.1146309115 Long ABS-O CORP US Y 2 2038-09-30 Fixed 5.88 N N N N N N OASIS SECURITISATION 24-1A N/A 53161XAB7 3000000 PA USD 2997334.2 0.0430626780 Long ABS-O CORP US Y 2 2038-09-30 Fixed 7.91 N N N N N N LGI Homes Inc 549300W02B4WNV8CV109 50187TAK2 25098000 PA USD 23271550.78 0.3343421955 Long DBT CORP US Y 2 2032-11-15 Fixed 7 N N N N N LHOME MTG TR 2024-RTL3 N/A 50205GAB8 3600000 PA USD 3622138.2 0.0520392324 Long ABS-O CORP US Y 2 2029-05-25 Variable 8.373 N N N N N N OVG Business Services N/A 62955EAJ3 20051043.12 PA USD 20000915.51 0.2873530031 Long LON CORP US N 2 2031-06-25 Floating 6.66774 N N N N N N OAK STREET INVESTMENT N/A 67181DAG6 4499000 PA USD 2438925.9 0.0350400301 Long ABS-O CORP US Y 2 2050-11-20 Fixed 5.11 N N N N N N LHOME MORTGAGE TRUST 2024-RTL2 N/A 50205JAA4 5303729 PA USD 5316732.15 0.0763854509 Long ABS-O CORP US Y 2 2029-03-25 Variable 7.128 N N N N N N LHOME MORTGAGE TRUST 2024-RTL2 N/A 50205JAB2 2075000 PA USD 2082681.65 0.0299218716 Long ABS-O CORP US Y 2 2029-03-25 Variable 8.897 N N N N N N CSMC 2021-BHAR N/A 12659VAN0 2989500 PA USD 2950243.56 0.0423861271 Long ABS-O CORP US Y 2 2038-11-15 Variable 7.28748 N N N N N N Cetera Financial Group 549300NV2T8A33L0PQ58 04009DAJ3 4522665 PA USD 4461428.12 0.0640973043 Long LON CORP US N 2 2030-08-09 Floating 6.66774 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBK8 260000 PA USD 255363.5 0.0036688055 Long DBT CORP US N 2 2030-09-01 Fixed 5.5 N N N N N N Hudson's Bay Simon JV Trust N/A 44422PBW1 2610923 PA USD 2517295.03 0.0361659588 Long ABS-O CORP US Y 2 2034-08-05 Fixed 4.9056 N N N N N N Hudson's Bay Simon JV Trust N/A 44422PBY7 3864419 PA USD 3607210.82 0.0518247708 Long ABS-O CORP US Y 2 2034-08-05 Variable 5.447 N N N N N N OAK STREET INVESTMENT GRADE NE N/A 67190AAE6 6250000 PA USD 3719283.13 0.0534349128 Long ABS-O CORP US Y 2 2051-01-20 Fixed 4.23 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AE0 8473000 PA USD 8084099.47 0.1161441965 Long DBT CORP US Y 2 2033-02-15 Fixed 7.25 N N N N N N LHOME MORTGAGE TRUST N/A 50205WAB3 9488000 PA USD 9489447.87 0.1363348264 Long ABS-O CORP US Y 2 2039-09-25 Variable 5.751 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CQ4 16929000 PA USD 17663916.84 0.2537773608 Long DBT CORP US Y 2 2036-01-15 Fixed 8.5 N N N N N N Solenis 549300YU2GGVCBN3MY89 68163YAK1 2105401.27 PA USD 2024153.83 0.0290810029 Long LON CORP US N 2 2032-11-03 Floating 6.94961 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AM2 14765000 PA USD 14114247.09 0.2027792821 Long DBT CORP US N 2 2033-03-15 Fixed 6.5 N N N N N N N/A N/A N/A 11440000 PA 13129531.25 0.1886318770 Long LON CORP LU N 2 2031-10-30 Variable 5.531 N N N N N N GATEGROUP FINANCE INTERN N/A N/A 11350000 PA 13035159.14 0.1872760336 Long LON CORP LU N 2 2032-06-10 Variable 5.622 N N N N N N Aretec Escrow Issuer 2 Inc. N/A 04020JAA4 3568000 PA USD 3789803.65 0.0544480806 Long DBT CORP US Y 2 2030-08-15 Fixed 10 N N N N N N Ashton Woods (USA) LLC/Ashton Woods Finance Co. N/A 045086AP0 208000 PA USD 193051 0.0027735623 Long DBT CORP US Y 2 2030-04-01 Fixed 4.625 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AN0 1285000 PA USD 1232125.59 0.0177019391 Long DBT CORP US N 2 2033-09-15 Fixed 6.75 N N N N N N OneSky Flight LLC 549300PM6NEPXGG5B882 68278CAA3 110000 PA USD 113543.65 0.0016312808 Long DBT CORP US Y 2 2029-12-15 Fixed 8.875 N N N N N N SALAS O'BRIEN INC N/A BL5450335 8370839.06 PA USD 8349911.96 0.1199631225 Long LON CORP US N 2 2033-01-31 Variable 6.41774 N N N N N N SALAS O'BRIEN INC N/A BL5450350 1080107.94 PA USD 1077407.67 0.0154791079 Long LON CORP US N 2 2033-01-31 Variable 6.42434 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X204 344600 NS USD 15510446 0.2228384614 Long EP CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 237000 PA USD 223758.48 0.0032147364 Long DBT CORP US N 2 2052-11-09 Fixed 6.9 N N N N N N Asurion LLC / Asurion Co-Issuer Inc. 549300KNQVXGIOXWK278 045941AA9 9508000 PA USD 9864055.49 0.1417168112 Long DBT CORP US Y 2 2032-12-31 Fixed 8 N N N N N N Asurion LLC / Asurion Co-Issuer Inc. 549300KNQVXGIOXWK278 045941AB7 8893000 PA USD 8633879.5 0.1240428820 Long DBT CORP US Y 2 2034-02-01 Fixed 8.375 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQJB9 1440.35670639 PA USD 1315.55 0.0000189005 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 68404LAA0 204000 PA USD 196614.81 0.0028247635 Long DBT CORP US Y 2 2029-10-31 Fixed 4.375 N N N N N N Osaic 549300XL60BDV6UW5C86 68773JAJ9 4989000 PA USD 4891115.82 0.0702706243 Long LON CORP US N 2 2032-08-02 Floating 6.16364 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RAD4 47000 PA USD 49625.49 0.0007129690 Long DBT CORP US N 2 2039-02-15 Fixed 5.9 N N N N N N Citigroup Commercial Mortgage Trust 2018 C5 N/A 17291DAU7 31437243.989712 PA USD 381238.62 0.0054772524 Long ABS-O CORP US N 2 2051-06-10 Variable 0.655859 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp 5493005WC7J0FDMW0610 69007TAE4 474000 PA USD 456936.19 0.0065647988 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2026-RTL7 N/A 79584UAB7 9641000 PA USD 9539412.78 0.1370526719 Long ABS-O CORP US Y 2 2031-03-25 Variable 6.748 N N N N N N LifePoint Health, Inc 549300G8ZVHRTBBBSZ90 53219LAX7 6673000 PA USD 6814669.32 0.0979063030 Long DBT CORP US Y 2 2032-06-01 Fixed 10 N N N N N N Lions Gate Television Inc. N/A 535939AA0 22024000 PA USD 20207020 0.2903141048 Long DBT CORP US Y 2 2030-04-15 Fixed 6 N N N N N N Gibraltar Industries 549300AE5O3GN0YBLM57 37468UAL4 6168313.85 PA USD 6129761.89 0.0880662431 Long LON CORP US N 2 2033-02-02 Floating 5.91766 N N N N N N CPV Valley N/A 22412WAB1 11459000 PA USD 11516295 0.1654545239 Long LON CORP US N 2 2033-02-17 Floating 6.40253 N N N N N N Aag FH UK Ltd & Global Auto Holdings UK Ltd. 98450091563BF7M9DC47 00033GAA3 272000 PA USD 248480.16 0.0035699126 Long DBT CORP GB Y 2 2029-01-15 Fixed 8.375 N N N N N N Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC N/A 171935AA7 49782000 PA USD 49782000 0.7152176206 Long ABS-CBDO CORP KY Y 2 2038-10-19 Variable 4.94763 N N N N N N Caesars Entertainment Inc. 549300FA4CTCW903Y781 12769GAD2 25505000 PA USD 23464824.95 0.3371189641 Long DBT CORP US Y 2 2032-10-15 Fixed 6 N N N N N Cali Mortgage Trust 2019-101C N/A 129890AG4 8311000 PA USD 7917036.76 0.1137440078 Long ABS-O CORP US Y 2 2039-03-10 Fixed 4.158 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBE9 13731000 PA USD 13556478.99 0.1947658320 Long LON CORP US N 2 2030-09-19 Floating 7.91774 N N N N N N AUXILIOR TERM FUNDING 2023-1 LLC N/A 05335JAF0 2550000 PA USD 2730339.06 0.0392267608 Long ABS-O CORP US Y 2 2032-12-15 Fixed 10.97 N N N N N N GARDA WORLD SECURITY N/A 36485MAL3 271000 PA USD 257944.41 0.0037058854 Long DBT CORP CA Y 2 2029-06-01 Fixed 6 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 36485MAN9 252000 PA USD 249362.52 0.0035825895 Long DBT CORP CA Y 2 2032-08-01 Fixed 8.25 N N N N N N GARDA WORLD SECURITY N/A 36485MAQ2 9064000 PA USD 9189599.85 0.1320269121 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.5 N N N N N N Genmab AS And Genmab Finance LLC 529900MTJPDPE4MHJ122 37230JAA0 260000 PA USD 266560.32 0.0038296701 Long DBT CORP DK Y 2 2032-12-15 Fixed 6.25 N N N N N N LifePoint Health 549300G8ZVHRTBBBSZ90 75915TAL6 978856.9 PA USD 977280.94 0.0140405879 Long LON CORP US N 2 2031-05-17 Floating 7.15166 N N N N N N E.W. Scripps Co. 549300U1OW41QPKYW028 811054AH8 256000 PA USD 248517.86 0.0035704542 Long DBT CORP US Y 2 2030-08-15 Fixed 9.875 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPAS8 578595.54717167 PA USD 557605.69 0.0080111168 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF72 18330.09272046 PA USD 15861.27 0.0002278787 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 3 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 200340AW7 249000 PA USD 256932.51 0.0036913474 Long DBT CORP US N 2 2030-01-30 Variable 5.982 N N N N N N Compass Datacenters Issuer II LLC N/A 20469AAF6 5000000 PA USD 4904302.94 0.0704600836 Long ABS-O CORP US Y 2 2049-08-25 Fixed 5.999 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 13057QAK3 267000 PA USD 279342.88 0.0040133171 Long DBT CORP US Y 2 2029-06-15 Fixed 8.25 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCF0 16368000 PA USD 16131642.81 0.2317631913 Long DBT CORP US N 2 2099-12-31 Variable 3.95 N N N N N N Genmab AS And Genmab Finance LLC 529900MTJPDPE4MHJ122 37230JAB8 257000 PA USD 269009.87 0.0038648628 Long DBT CORP DK Y 2 2033-12-15 Fixed 7.25 N N N N N N Global Aircraft Leasing Co Ltd N/A 37960JAC2 194000 PA USD 196820.76 0.0028277224 Long DBT CORP KY Y 2 2027-09-01 Fixed 8.75 N N N N N N CROSS 2024-H5 MORTGAGE TRUST N/A 22689LAB1 1951515.15132 PA USD 1964423.06 0.0282228514 Long ABS-O CORP US Y 2 2031-01-20 Fixed 6.78 N N N N N N CROSS 2024-H5 MORTGAGE TRUST N/A 22689LAC9 836363.63628 PA USD 870606.12 0.0125079916 Long ABS-O CORP US Y 2 2031-01-20 Fixed 10.16 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDF9 980000 PA USD 1012750.16 0.0145501740 Long DBT CORP US N 2 2035-02-01 Variable 6.051 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDJ1 17529000 PA USD 17829699.48 0.2561591587 Long DBT CORP US N 2 2036-01-30 Variable 6.183 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BX9 20508000 PA USD 17774207.52 0.2553619061 Long DBT CORP US N 2 2053-03-15 Fixed 5.5 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859CE0 32281000 PA USD 31021543.87 0.4456862881 Long DBT CORP US N 2 2056-09-15 Variable 6.625 N N N N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741RAL6 197000 PA USD 194372.41 0.0027925470 Long DBT CORP US N 2 2029-10-01 Fixed 4.875 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REL4 4999999.9998 PA USD 4975066.34 0.0714767408 Long ABS-O CORP US Y 2 2027-08-20 Fixed 3.71 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508WAC9 260000 PA USD 256023.61 0.0036782893 Long DBT CORP US Y 2 2028-09-15 Fixed 8 N N N N N Janus Henderson Cash Liquidity Fund LLC N/A N/A 269007498.6006 NS USD 269007498.6 3.8648287148 Long EC PF US N 2 N N N N/A N/A N/A 15923000 PA USD 15445310 0.2219026529 Long LON CORP CA N 2 2033-02-02 Variable 6.66364 N N N N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 206000 PA USD 192632.47 0.0027675493 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 256000 PA USD 267622.4 0.0038449290 Long DBT CORP US Y 2 2034-01-15 Fixed 8.375 N N N N N DBGS 2021-W52 MORTGAGE TRUST N/A 23308LAG9 1634000 PA USD 1622278.02 0.0233072561 Long ABS-O CORP US Y 2 2039-10-15 Variable 5.68418 N N N N N N DBGS Mortgage Trust N/A 23308LAJ3 10044000 PA USD 9882785.83 0.1419859099 Long ABS-O CORP US Y 2 2039-10-15 Variable 6.23698 N N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AD5 183000 PA USD 188087.5 0.0027022517 Long DBT CORP AU Y 2 2030-05-01 Fixed 8.5 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 606822DL5 200000 PA USD 204675.56 0.0029405722 Long DBT CORP JP N 2 2036-04-24 Variable 5.615 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFH0 4147869.9844131 PA USD 3596834.38 0.0516756926 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3 N N N N N N LV Collective LLC N/A N/A 700532.03 PA USD 700532.03 0.0100645384 Long DBT CORP US N 3 2028-11-21 Fixed 9.39 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 3063000 PA USD 3035148.45 0.0436059550 Long DBT CORP US Y 2 2036-01-15 Fixed 6 N N N N N N New Residential Mtg LLC / Nrm Fnt1 Excess LLC N/A 62956YAA7 13006196.166626 PA USD 13090906.82 0.1880769601 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.398 N N N N N N New Residential Mortgage LLC/New Residential Mortgage FHT1 Excuss Owner LLC 549300FB4YR8GY21CA08 64832EAA7 39499948.117422 PA USD 39617582.91 0.5691855165 Long ABS-O CORP US Y 2 2032-03-25 Variable 6.545 N N N N N N Rockcliff Energy II LLC 5493007AZNVKZ5HEMT23 77289KAA3 200000 PA USD 195550.42 0.0028094714 Long DBT CORP US Y 2 2029-10-15 Fixed 5.5 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAU9 262000 PA USD 262569.82 0.0037723386 Long DBT CORP GB N 2 2030-09-11 Variable 4.858 N N N N N N Bain Capital Credit CLO 2024-1 Ltd/ LLC 254900QJNS3TYDIDQH27 05682CAL1 62250000 PA USD 62277502.05 0.8947404049 Long ABS-CBDO CORP KY Y 2 2038-10-25 Variable 4.97802 N N N N N N BARINGS LN PARTNERS CLO LTD 5 2549006Y8VRIV10TBW72 06764CAA4 25000000 PA USD 24991705 0.3590556383 Long ABS-CBDO CORP KY Y 2 2035-01-22 Variable 4.88763 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1 N/A 79582NAB5 3860000 PA USD 3854115.82 0.0553720531 Long ABS-O CORP US Y 2 2040-10-25 Variable 5.657 N N N N N N SALUDA GRADE ALTERNATIVE MTG TR 202 N/A 79584CAA9 54521.830124125 PA USD 54305.05 0.0007802002 Long ABS-O CORP US Y 2 2030-02-25 Variable 7.5 N N N N N N Benefit Street Partners Clo VIII Limited 549300D98ZLKNSI8CN63 08179KAN3 40000000 PA USD 40013468 0.5748731946 Long ABS-CBDO CORP JE Y 2 2037-10-20 Variable 5.01763 N N N N N N Benefit Street Partners CLO IV Ltd. 5493002BNZCV0YE1MG83 08179QAA8 29665000 PA USD 29644723.97 0.4259055269 Long ABS-CBDO CORP KY Y 2 2038-10-20 Variable 5.07157 N N N N N N Extended Stay America Trust 2026-ESH2 N/A 30227WAG8 1929842.972512 PA USD 1930714.27 0.0277385574 Long ABS-O CORP US Y 2 2043-02-15 Variable 5.92251 N N N N N N Extended Stay America Trust 2026-ESH2 N/A 30227WAJ2 2060612.61952 PA USD 2061599.16 0.0296189797 Long ABS-O CORP US Y 2 2043-02-16 Variable 6.57251 N N N N N N Extended Stay America Trust 2026-ESH2 N/A 30227WAL7 1674247.75336 PA USD 1677531.38 0.0241010808 Long ABS-O CORP US Y 2 2043-02-15 Variable 7.42251 N N N N N N Fedex Freight Holding Co. Inc. 984500Y1DA5A58ICE336 314352AA3 272000 PA USD 268738.4 0.0038609626 Long DBT CORP US Y 2 2029-03-15 Fixed 4.3 N N N N N N SALUDA GRADE ALTERNATIVE MTG TR 202 N/A 79585UAB6 16234000 PA USD 16362904.45 0.2350857255 Long ABS-O CORP US Y 2 2030-07-25 Variable 8.683 N N N N N N SALUDA GRADE ALTERNATIVE MTG TR 202 N/A 795935AA3 8052542 PA USD 8061402.21 0.1158181051 Long ABS-O CORP US Y 2 2030-04-25 Variable 7.762 N N N N N N BLP TRUST 2025-IND2 N/A 05556WAJ5 30139000 PA USD 30034030.75 0.4314986945 Long ABS-O CORP US Y 2 2042-12-15 Variable 7.42251 N N N N N N BKV Upstream Midstream LLC 254900LG75NBYHBBAU18 05619CAA3 195000 PA USD 197112.44 0.0028319129 Long DBT CORP US Y 2 2030-10-15 Fixed 7.5 N N N N N N Fedex Freight Holding Co. Inc. 984500Y1DA5A58ICE336 314352AC9 271000 PA USD 266356.42 0.0038267407 Long DBT CORP US Y 2 2031-03-15 Fixed 4.65 N N N N N N Ferguson Enterprises Inc 2138003JYQMRP3SLX189 31488VAA5 220000 PA USD 217401.13 0.0031234004 Long DBT CORP US N 2 2034-10-03 Fixed 5 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 168000 PA USD 171494.18 0.0024638556 Long DBT CORP US N 2 2035-01-23 Floating 5.3 N N N N N N Beacon Mobility Financial Corp. 254900EBTYFG24UQEM31 073644AA4 189000 PA USD 195230.57 0.0028048761 Long DBT CORP US Y 2 2030-08-01 Fixed 7.25 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCE2 1792850.143125 PA USD 1819228.03 0.0261368355 Long ABS-O CORP US Y 2 2033-12-15 Fixed 8.408 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCF9 4049732.09088 PA USD 4225071.72 0.0607015737 Long ABS-O CORP US Y 2 2033-12-15 Fixed 12.24 N N N N N N Ferrellgas, L.P. / Ferrellgas Finance Corp. 549300EW667UKOZLEW85 315292AU6 334000 PA USD 348007.96 0.0049998278 Long DBT CORP US Y 2 2031-01-15 Fixed 9.25 N N N N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. 984500A0805D8V551D35 31556TAA7 482000 PA USD 460660.51 0.0066183061 Long DBT CORP US Y 2 2029-01-15 Fixed 4.625 N N N N N BFLD Trust N/A 088921AD3 5000000 PA USD 5067186.92 0.0728002365 Long ABS-O CORP US Y 2 2042-10-10 Variable 6.37096 N N N N N N Biomarin Pharmaceutical Inc. NSLL8ITTRR0J5HEMR848 09061G101 175293 NS USD 9902301.57 0.1422662924 Long EC CORP US N 1 N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCG7 1898311.9158 PA USD 1998004.99 0.0287053227 Long ABS-O CORP US Y 2 2033-12-15 Fixed 17.128 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCM4 4502237.715931 PA USD 4561169.72 0.0655302912 Long ABS-O CORP US Y 2 2032-06-15 Fixed 7.762 N N N N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. 984500A0805D8V551D35 31556TAC3 269000 PA USD 251260.1 0.0036098520 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75 N N N N N Firstcash Inc 549300V2X3UU7K0DG350 31944TAA8 199000 PA USD 197895.23 0.0028431593 Long DBT CORP US Y 2 2030-01-01 Fixed 5.625 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCN2 5099334.9807978 PA USD 5301805.1 0.0761709941 Long ABS-O CORP US Y 2 2032-06-15 Fixed 10.171 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCP7 4942858.214 PA USD 5173071.84 0.0743214843 Long ABS-O CORP US Y 2 2032-06-15 Fixed 13.03 N N N N N N Advanced Drainage System Inc 6QQTOZ5MF5DHM7K92I60 00790RAB0 31000 PA USD 31269.33 0.0004492462 Long DBT CORP US Y 2 2030-06-15 Fixed 6.375 N N N N N N Ahold Finance USA LLC 549300XB4647UBM7K822 008685AB5 107000 PA USD 114245.69 0.0016413670 Long DBT CORP US N 2 2029-05-01 Fixed 6.875 N N N N N N Teva Pharmaceutical Finance Company LLC 5493006PITD7MU7WW480 88163VAD1 10878000 PA USD 11207755.69 0.1610217419 Long DBT CORP US N 2 2036-02-01 Fixed 6.15 N N N N N N Hudson River Trading 549300SMOBUC8O5UOE10 44413EAK4 14517781.58 PA USD 14443160.18 0.2075047740 Long LON CORP US N 2 2030-03-18 Floating 6.17504 N N N N N N Biomarin Pharmaceutical Inc. NSLL8ITTRR0J5HEMR848 09061GAL5 6671000 PA USD 6567976.41 0.0943620678 Long DBT CORP US Y 2 2034-02-15 Fixed 5.5 N N N N N N Black Pearl Compute LLC N/A 09216NAA8 16261000 PA USD 16550397.02 0.2377794299 Long DBT CORP US Y 2 2031-02-15 Fixed 6.125 N N N N N N ACHV 2023-1PL D MTGE 144A N/A 00091XAD9 666957.6584 PA USD 668047.21 0.0095978293 Long ABS-O CORP US Y 2 2030-03-18 Fixed 8.47 N N N N N N AAR Corp. MP76T5YQX3YK5VVAQ802 00253PAA6 233000 PA USD 237147.87 0.0034071017 Long DBT CORP US Y 2 2029-03-15 Fixed 6.75 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAC3 943442.05675 PA USD 951460.77 0.0136696297 Long ABS-O CORP US Y 2 2032-05-20 Variable 6.82294 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAD1 377376.8227 PA USD 381612.24 0.0054826202 Long ABS-O CORP US Y 2 2032-05-20 Variable 8.92294 N N N N N N Acrisure Llc / Acrisure Fin Inc 549300R0Z1Q47XRTGO22 00489LAK9 164000 PA USD 162129.02 0.0023293064 Long DBT CORP US Y 2 2029-02-01 Fixed 8.25 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AG2 205000 PA USD 194318.23 0.0027917686 Long DBT CORP US Y 2 2029-11-15 Fixed 3.875 N N N N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581AQ1 178000 PA USD 179970.64 0.0025856368 Long DBT CORP US Y 2 2035-06-15 Variable 8.375 N N N N N N/A N/A 01957TAY3 5320000 PA 6122168.55 0.0879571496 Long LON CORP US N 2 2032-08-20 Variable 5.676 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AE2 7298000 PA USD 7505570.74 0.1078324785 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AG7 9526000 PA USD 9344247.64 0.1342487358 Long DBT CORP US Y 2 2030-11-15 Fixed 4.95 N N N N N N N/A N/A N/A 14720000 PA 16844778.11 0.2420088008 Long LON CORP SE N 2 2033-02-21 Variable 5.232 N N N N N N CARLYLE US CLO LTD 2021-11 N/A 143122AU3 13500000 PA USD 13480307.55 0.1936714775 Long ABS-CBDO CORP KY Y 2 2037-07-27 Variable 5.27802 N N N N N N DC COMMERCIAL MORTGAGE TRUST 2023-D N/A 24023AAG5 10000000 PA USD 10070820.85 0.1446874076 Long ABS-O CORP US Y 2 2040-09-12 Variable 7.140486 N N N N N N Delek Logistics Partners LP/ Delek Logistics Finance Corp. 549300UVYITDIU51P724 24665FAD4 181000 PA USD 187293.16 0.0026908394 Long DBT CORP US Y 2 2029-03-15 Fixed 8.625 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCB9 253000 PA USD 258206.89 0.0037096565 Long DBT CORP CA N 2 2029-04-05 Fixed 5.3 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCM5 205000 PA USD 203561.44 0.0029245657 Long DBT CORP CA N 2 2028-11-20 Fixed 4.2 N N N N N N N/A N/A N/A 1 NC USD -68217.63 -0.0009800822 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3034581.1 USD 2560555.67 EUR 2026-05-22 -68217.63 N N N N/A N/A N/A 1 NC USD -311.89 -0.0000044809 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 15143.75 USD 20583.33 CAD 2026-05-22 -311.89 N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361A32 259000 PA USD 260704.28 0.0037455364 Long DBT CORP US N 2 2030-07-10 Fixed 5.25 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019AU5 190000 PA USD 191236.9 0.0027474991 Long DBT CORP US Y 2 2029-06-01 Fixed 8 N N N N N N BPR TRUST 2024-PMDW N/A 05592VAL8 17000000 PA USD 15686118.44 0.2253623460 Long ABS-O CORP US Y 2 2041-11-05 Variable 5.85 N N N N N N Booz Allen Hamilton Inc 549300D7XCH2480XU542 09951LAD5 17048000 PA USD 17187010.93 0.2469256571 Long DBT CORP US N 2 2035-04-15 Fixed 5.95 N N N N N Carlyle Us Clo 2018-2 LLC N/A 14315JBA6 32500000 PA USD 32518424.25 0.4671919573 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.15763 N N N N N N Dryden 37 Senior Loan Fund 254900I0IPNA482LDS44 26244YBC9 12250000 PA USD 12236607.08 0.1758032421 Long ABS-CBDO CORP KY Y 2 2037-07-15 Variable 5.32219 N N N N N N Diebold Nixdorf Incorporated 549300XZK6EWDBAZSY16 253651AK9 75000 PA USD 77987.85 0.0011204509 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75 N N N N N N DIRECTV N/A 25460HAD4 7983237.56 PA USD 7994493.92 0.1148568342 Long LON CORP US N 2 2029-08-02 Floating 9.17845 N N N N N N N/A N/A N/A 1 NC USD -77.57 -0.0000011144 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 6473.18 USD 5520.67 EUR 2026-05-22 -77.57 N N N N/A N/A N/A 1 NC USD -98.02 -0.0000014083 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 34645.13 USD 29820.96 EUR 2026-05-22 -98.02 N N N FMG Resources (August 2006) Pty Ltd. 549300EFD6S2NFE9D745 30251GBD8 193000 PA USD 195315.73 0.0028060996 Long DBT CORP AU Y 2 2030-04-15 Fixed 5.875 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAA3 240000 PA USD 247958.16 0.0035624130 Long DBT CORP FR Y 2 2030-06-15 Fixed 8 N N N N N Firstcash Inc 549300V2X3UU7K0DG350 33767DAB1 458000 PA USD 449945.11 0.0064643580 Long DBT CORP US Y 2 2028-09-01 Fixed 4.625 N N N N N N Five Point Operating Company LP Five Point Capital Corp N/A 33834YAC2 192000 PA USD 191548.19 0.0027519714 Long DBT CORP US Y 2 2030-10-01 Fixed 8 N N N N N N N/A N/A N/A 1 NC USD -37.58 -0.0000005399 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 7062.16 USD 5308.6 GBP 2026-05-22 -37.58 N N N N/A N/A N/A 1 NC USD -3996.31 -0.0000574150 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 477437.63 USD 408673.07 EUR 2026-05-22 -3996.31 N N N ALA TRUST 2025-OANA N/A 009920AG4 2670000 PA USD 2671203.5 0.0383771607 Long ABS-O CORP US Y 2 2040-06-15 Variable 6.76372 N N N N N N AGGREKO HOLDINGS INC N/A 01330EAD0 9273000 PA USD 9258534.12 0.1330172903 Long LON CORP US N 2 2031-05-21 Variable 6.66404 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019AW1 191000 PA USD 198274.04 0.0028486016 Long DBT CORP US Y 2 2029-09-15 Fixed 8.125 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAG5 6021000 PA USD 6029337.19 0.0866234422 Long ABS-O CORP US Y 2 2042-10-15 Variable 6.27251 N N N N N N DRYDEN 108 CLO LTD/ LLC 254900I0IPNA482LDS44 26253MAN0 26050000 PA USD 26063025 0.3744472847 Long ABS-CBDO CORP JE Y 2 2037-07-20 Variable 5.02763 N N N N N N Ecaf I Ltd 635400SSRNQERTYCWK57 26827EAE5 3163638.00509 PA USD 1548948.8 0.0222537358 Long ABS-O CORP KY Y 2 2040-06-15 Fixed 5.802 N N N N N N BLACKBIRD N/A N/A 7933685.52 NS USD 7993188.16 0.1148380743 Long EC CORP US N 3 N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 59562VAM9 236000 PA USD 251841.4 0.0036182035 Long DBT CORP US N 2 2036-04-01 Fixed 6.125 N N N N N N N/A N/A N/A 1938 NC USD -3512386.63 -0.0504624324 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-06-30 218721230.38 USD -3512386.63 N N N Allied Universal Holdco LLC / Allied Universal Finance Corporation 98450038B4549046D794 019576AD9 230000 PA USD 237179.45 0.0034075554 Long DBT CORP US Y 2 2031-02-15 Fixed 7.875 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBU3 234000 PA USD 244068.27 0.0035065270 Long DBT CORP US N 2 2030-01-03 Variable 6.848 N N N N N N LSB Industries Inc 5493001H215A0HG0MI71 502160AN4 197000 PA USD 195779.05 0.0028127561 Long DBT CORP US Y 2 2028-10-15 Fixed 6.25 N N N N N N Victra (fka A Wireless) 549300KWDYQKQSF0MQ18 50226BAN8 4568987.5 PA USD 4500452.69 0.0646579700 Long LON CORP US N 2 2029-03-29 Floating 7.44961 N N N N N N DROP MTGE TST N/A 26210YAA4 2650000 PA USD 2616127.92 0.0375858902 Long ABS-O CORP US Y 2 2043-10-15 Variable 4.93748 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSJ5 72233.26288 PA USD 71068.72 0.0010210438 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.5 N N N N N N N/A N/A N/A 1 NC USD -16.13 -0.0000002317 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4894.61 USD 4211.09 EUR 2026-05-22 -16.13 N N N N/A N/A N/A 1 NC USD -170.19 -0.0000024451 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 56619.51 USD 48726.88 EUR 2026-05-22 -170.19 N N N N/A N/A N/A 1 NC USD -53977.52 -0.0007754946 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 7351680.67 USD 6299354.59 EUR 2026-05-22 -53977.52 N N N N/A N/A N/A 1 NC USD -6814.1 -0.0000978981 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1624529.03 USD 1396406.48 EUR 2026-05-22 -6814.1 N N N N/A N/A N/A 1 NC USD -2065.43 -0.0000296740 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1471875 EUR 1703078.6 USD 2026-05-22 -2065.43 N N N N/A N/A N/A 1 NC USD -8.92 -0.0000001282 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3500 EUR 4045.77 USD 2026-05-22 -8.92 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 260000 PA USD 254560.84 0.0036572737 Long DBT CORP GB N 2 2030-05-22 Variable 3.973 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 236000 PA USD 245999.74 0.0035342764 Long DBT CORP GB N 2 2028-11-03 Variable 7.39 N N N N N N N/A N/A N/A 1 NC USD 2218.21 0.0000318690 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 691134.63 USD 598500 EUR 2026-05-22 2218.21 N N N N/A N/A N/A 1 NC USD -56118.47 -0.0008062536 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 14470000 EUR 16707148.82 USD 2026-05-22 -56118.47 N N N FLAGSHIP CREDIT AUTO TRUST 2023-1 N/A 337955AN8 8000000 PA USD 7063340 0.1014789528 Long ABS-O CORP US Y 2 2030-04-15 Fixed 11.44 N N N N N N Flagship Credit Auto Trust 2023-3 N/A 33846BAN4 4725000 PA USD 3671081.19 0.0527423959 Long ABS-O CORP US Y 2 2030-06-17 Fixed 9.74 N N N N N N Flash Compute LLC N/A 33853QAA9 18894000 PA USD 19022309.15 0.2732933729 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25 N N N N N N FORA FINANCIAL ASSET SECURITIZATION N/A 34512PAA2 4962000 PA USD 4972699.06 0.0714427301 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.33 N N N N N N JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. RB8RC03FUD8DSX57C193 47214BAC2 44000 PA USD 48393.36 0.0006952670 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75 N N N N N N JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. RB8RC03FUD8DSX57C193 47214BAD0 91000 PA USD 100116.74 0.0014383765 Long DBT CORP NL N 2 2053-11-15 Fixed 7.25 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 446438TA1 1821999.28092 PA USD 1830678.19 0.0263013398 Long ABS-O CORP US Y 2 2033-03-21 Variable 7.17294 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAE9 1139016.4233 PA USD 1173011.74 0.0168526509 Long ABS-O CORP US Y 2 2032-05-20 Variable 11.92294 N N N N N N LOANME TRUST SBL N/A 53947KAB6 4197918.72045 PA USD 965521.31 0.0138716374 Long ABS-O CORP US Y 2 2030-08-15 Variable 13 N N N N N N Long Ridge Energy LLC 984500764EC9AZ2FC764 54288CAA1 7343000 PA USD 7703636.76 0.1106780916 Long DBT CORP US Y 2 2032-02-15 Fixed 8.75 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AX7 200000 PA USD 204941.29 0.0029443900 Long DBT CORP GB N 2 2029-03-06 Variable 5.871 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439BA6 200000 PA USD 203489.74 0.0029235356 Long DBT CORP GB N 2 2035-11-26 Variable 5.59 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AS20 2432000 PA USD 2535916.93 0.0364334995 Long DBT CORP FR Y 2 2099-12-31 Variable 9.25 N N N N N N Cedar Funding IX CLO N/A 15033EAN8 29000000 PA USD 29012443.9 0.4168215639 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.08763 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 239000 PA USD 245867.61 0.0035323781 Long DBT CORP GB N 2 2029-03-09 Variable 6.161 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBA5 206000 PA USD 207699.49 0.0029840170 Long DBT CORP CA N 2 2028-03-27 Fixed 4.9 N N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 69121KAH7 260000 PA USD 256873.67 0.0036905021 Long DBT CORP US N 2 2029-03-15 Fixed 5.95 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04021MAA6 20000000 PA USD 19986884 0.2871514125 Long ABS-CBDO CORP KY Y 2 2038-01-25 Variable 4.91802 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBZ2 245000 PA USD 248820.96 0.0035748089 Long DBT CORP US N 2 2029-05-15 Variable 5.737 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 4232425 PA USD 4217992.43 0.0605998656 Long LON CORP US N 2 2031-09-30 Floating 5.41774 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAJ9 9353000 PA USD 9369829.43 0.1346162691 Long ABS-O CORP US Y 2 2042-10-15 Variable 7.02251 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAL4 2500000 PA USD 2503872.12 0.0359731120 Long ABS-O CORP US Y 2 2042-10-15 Variable 7.77251 N N N N N N Telus Corp. 894500TX134IMF6NW757 87971MCL5 244000 PA USD 244089.3 0.0035068291 Long DBT CORP CA N 2 2055-10-15 Variable 6.625 N N N N N N TEVA PHARM FNC NL II N/A BS1759429 13996000 PA 16166687.11 0.2322666725 Long DBT CORP NL N 2 2030-05-09 Fixed 4.375 N N N N N N Forgent Power Solutions Inc. N/A 34631F102 193132 NS USD 5652973.64 0.0812162299 Long EC CORP US N 1 N N N FOUNDATION FINANCE TRUST 2023-2 N/A 35042RAD8 2404103.5755 PA USD 2548357.65 0.0366122352 Long ABS-O CORP US Y 2 2049-06-15 Fixed 9.1 N N N N N N Capital Four Clo XI Designated Activity Co. 25490035KVDRNZGTO841 BCC3Q5JR5 9700000 PA 11165015.23 0.1604076901 Long ABS-O CORP IE Y 2 2039-01-25 Variable 5.224 N N N N N N Capital Four CLO N/A BCC3S7933 17880000 PA 20575175.26 0.2956033886 Long ABS-O CORP IE Y 2 2039-04-25 Variable 3.772 N N N N N N Great Wolf Trust 2015-Wolf Mz N/A 362414AJ3 3507000 PA USD 3493860.31 0.0501962649 Long ABS-O CORP US Y 2 2041-05-15 Variable 7.31094 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378P6S2 256547.8512 PA USD 20748.95 0.0002981000 Long ABS-MBS USGA US N 2 2044-01-20 Variable 1.76048 N N N N N N CEDAR FUNDING CLO LTD N/A 15034AAL9 37860000 PA USD 37882201.1 0.5442532991 Long ABS-CBDO CORP KY Y 2 2037-10-15 Variable 5.05219 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 210000 PA USD 248205.63 0.0035659684 Long DBT CORP FR N 2 2031-03-01 Fixed 9 N N N N N N Extenet Issuer Llc N/A 30227XAL5 5250000 PA USD 5411852.25 0.0777520407 Long ABS-O CORP US Y 2 2054-07-25 Fixed 9.05 N N N N N N Quiksilver Inc N/A N/A 59.91 NS USD 9327.99 0.0001340152 Long EC CORP US N 3 N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAR0 2781638.464 PA USD 2783836.24 0.0399953544 Long ABS-O CORP US N 2 2033-09-20 Variable 6.92294 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAY5 11800000 PA USD 11799832.44 0.1695281042 Long ABS-O CORP US Y 2 2034-02-20 Variable 8.172 N N N N N N PAWNEE EQUIPMENT RECEIVABLES N/A 70410DAG3 5379000 PA USD 5357878.28 0.0769765971 Long ABS-O CORP US Y 2 2029-09-17 Fixed 9.5 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 35000 PA USD 37002.36 0.0005316126 Long DBT CORP US N 2 2033-10-28 Variable 6.123 N N N N N N Angi Group Llc N/A 001846AA2 359000 PA USD 319545.96 0.0045909144 Long DBT CORP US Y 2 2028-08-15 Fixed 3.875 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAR2 200000 PA USD 207830.72 0.0029859024 Long DBT CORP ES N 2 2035-03-13 Variable 6.033 N N N N N N Bell Canada 5493000G3EFX9S7TDE29 0778FPAP4 232000 PA USD 234629.02 0.0033709134 Long DBT CORP CA N 2 2055-09-15 Variable 6.875 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378XM65 419293.809 PA USD 30420.14 0.0004370459 Long ABS-MBS USGA US N 2 2055-10-16 Variable 2.36301 N N N N N N Great Wolf Trust N/A 39152MAG0 3177000 PA USD 3173606.04 0.0455951742 Long ABS-O CORP US Y 2 2039-03-15 Variable 6.56251 N N N N N N N/A N/A N/A 1 NC USD -498.27 -0.0000071586 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 173855.94 USD 149641.8 EUR 2026-05-22 -498.27 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCB4 763446.8750578 PA USD 752866.65 0.0108164295 Long ABS-O CORP US N 2 2050-02-25 Variable 6.9119 N N N N N N LMDV Issuer Co LLC 254900A6HRP8XHJJGM20 538908AC8 13214000 PA USD 13304003.74 0.1911385220 Long ABS-O CORP US Y 2 2055-12-15 Fixed 5.9 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02073LAC5 30359000 PA USD 29822969.35 0.4284663770 Long DBT CORP US Y 2 2034-01-15 Fixed 6.25 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAF4 343000 PA USD 184015.01 0.0026437423 Long DBT CORP US N 2 2050-08-15 Fixed 2.05 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEH5 206000 PA USD 214566.54 0.0030826759 Long DBT CORP US N 2 2035-04-22 Variable 5.766 N N N N N N Janus Detroit Street Trust 5493003MM7OCK5UJW595 47103U738 4964230 NS USD 260426484.34 3.7415453473 Long EC RF US N 1 N N N JERSEY MIKE'S FUNDING LLC N/A 476681AE1 14870275 PA USD 15056084.07 0.2163106469 Long ABS-O CORP US Y 2 2055-08-16 Fixed 5.61 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAN1 16251000 PA USD 16176455.04 0.2324070082 Long DBT CORP US N 2 2099-12-31 Variable 3.65 N N N N N N New Home Company Inc 549300PLCE8TB3TVRQ85 645370AF4 6538000 PA USD 6604341.09 0.0948845189 Long DBT CORP US Y 2 2029-10-01 Fixed 9.25 N N N N N N POST ROAD EQUIPMENT FINANCE 2024-1 N/A 737473AE8 1100000 PA USD 1117172.49 0.0160504088 Long ABS-O CORP US Y 2 2030-10-15 Fixed 6.77 N N N N N N INEOS Finance PLC 2138002D68XDR4LZCG32 44984WAJ6 250000 PA USD 242527.1 0.0034843850 Long DBT CORP GB Y 2 2029-04-15 Fixed 7.5 N N N N N OCP Clo 2017-14 Ltd / LLC 25490025Q5WQX513IQ05 67097QAN5 20000000 PA USD 20009802 0.2874806753 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.03763 N N N N N N POST ROAD EQUIPMENT FINANCE 2024-1 N/A 737473AF5 3200000 PA USD 3287457.92 0.0472308833 Long ABS-O CORP US Y 2 2031-12-15 Fixed 8.5 N N N N N N POST ROAD EQUIPMENT 2025-1 LLC N/A 73747LAF5 3000000 PA USD 3029882.1 0.0435302934 Long ABS-O CORP US Y 2 2032-05-17 Fixed 7.08 N N N N N N Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 635400FSFRHBFVPTP424 G05210AA0 21585000 PA 22504942.13 0.3233283348 Long DBT CORP N/A Y 2 2029-09-01 Fixed 3 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138FAC6 486000 PA USD 464704.26 0.0066764026 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAL4 193000 PA USD 191696.27 0.0027540989 Long DBT CORP US Y 2 2027-04-15 Fixed 5.625 N N N N N N Api Escrow Corp. N/A 00185PAA9 175000 PA USD 169379.67 0.0024334764 Long DBT CORP US Y 2 2029-10-15 Fixed 4.75 N N N N N N APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2 N/A 00188QAA4 307000 PA USD 277610.89 0.0039884336 Long DBT CORP US Y 2 2029-11-01 Fixed 7.875 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST 202 N/A 74113GAN3 6000000 PA USD 6229665.07 0.0895015513 Long ABS-O CORP US Y 2 2030-05-15 Fixed 9.88 N N N N N N QTS ISSUER ABS II LLC N/A 74690FAS5 17206209 PA USD 17112218.46 0.2458511143 Long ABS-O CORP US Y 2 2056-01-05 Fixed 6.729 N N N N N N Apld Computeco LLC N/A 00202DAA5 16155000 PA USD 16644851.91 0.2391364626 Long DBT CORP US Y 2 2030-12-15 Fixed 9.25 N N N N N N Amsted Industries Incorporated N2VLGYMEEBIU3PFSUY86 032177AJ6 188000 PA USD 180352.44 0.0025911222 Long DBT CORP US Y 2 2030-05-15 Fixed 4.625 N N N N N N Qnity Electronics Inc. 254900RSUG4J9TFFZX53 74743LAB6 172000 PA USD 173915.56 0.0024986435 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25 N N N N N N RCKT MORTGAGE TRUST 2026-CES2 N/A 74940EAE7 4132000 PA USD 4098281.07 0.0588799734 Long ABS-O CORP US Y 2 2056-02-25 Variable 5.355 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAN7 89000 PA USD 82381.02 0.0011835675 Long DBT CORP US N 2 2065-05-15 Fixed 5.3 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAZ0 260000 PA USD 254225.56 0.0036524567 Long DBT CORP US N 2 2045-11-15 Fixed 5.35 N N N N N N HAH Group Holding Co. LLC 254900FFJQHW9R90FL74 40518JAA7 92000 PA USD 80597.92 0.0011579497 Long DBT CORP US Y 2 2031-10-01 Fixed 9.75 N N N N N Hawaiian Electric Company, Inc. 549300PQE8D806LWQV52 419866AV0 261000 PA USD 260668.87 0.0037450277 Long DBT CORP US Y 2 2033-10-01 Fixed 6 N N N N N N LMDV Issuer Co LLC 254900A6HRP8XHJJGM20 538908AE4 9410000 PA USD 9530664.43 0.1369269844 Long ABS-O CORP US Y 2 2055-12-15 Fixed 7.88 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751AL5 233000 PA USD 251678.68 0.0036158657 Long DBT CORP CA Y 2 2034-05-01 Fixed 7.45 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 36186CBY8 100000 PA USD 110882.69 0.0015930508 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N MTG PASS THRU CTF CL E 144A N/A 55316VAN4 8496000 PA USD 8490875.57 0.1219883456 Long ABS-O CORP US Y 2 2038-04-15 Variable 6.988442 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525935AC6 2500000 PA USD 2534719.68 0.0364162986 Long ABS-O CORP US Y 2 2029-09-15 Fixed 6.58 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525935AD4 4981000 PA USD 5060849.21 0.0727091826 Long ABS-O CORP US Y 2 2030-09-15 Fixed 7.58 N N N N N N Lendbuzz Securitization Tr 2023-2 N/A 52608MAC2 9826000 PA USD 10128085.86 0.1455101336 Long ABS-O CORP US Y 2 2029-06-15 Fixed 8.69 N N N N N N New Home Company Inc 549300PLCE8TB3TVRQ85 645370AG2 18419000 PA USD 18010490.52 0.2587565822 Long DBT CORP US Y 2 2030-11-01 Fixed 8.5 N N N N N N Oha Credit Partners Xv Limited N/A 67707GAS8 26000000 PA USD 26038711.4 0.3740979714 Long ABS-CBDO CORP KY Y 2 2038-01-20 Variable 5.14763 N N N N N N Open Text Corp 549300HP7ONDQODZJV16 683715AD8 272000 PA USD 243074 0.0034922423 Long DBT CORP CA Y 2 2029-12-01 Fixed 3.875 N N N N N N BX Trust 2018-Bilt N/A 05612HAG6 1782404.2275 PA USD 1778662.07 0.0255540246 Long ABS-O CORP US Y 2 2041-04-15 Variable 6.3626 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-B N/A 05613GAG7 7480000 PA USD 7175868.27 0.1030956456 Long ABS-O CORP US Y 2 2041-08-13 Variable 7.71271 N N N N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550AF2 125000 PA USD 117278.81 0.0016849438 Long DBT CORP US Y 2 2029-10-01 Fixed 3.75 N N N N N N Victra Holdings LLC / Victra Finance Corp. 549300KWDYQKQSF0MQ18 92648DAA4 16714000 PA USD 17346758.61 0.2492207508 Long DBT CORP US Y 2 2029-09-15 Fixed 8.75 N N N N N Rand Parent LLC N/A 753272AA1 20315000 PA USD 20853855.38 0.2996071838 Long DBT CORP US Y 2 2030-02-15 Fixed 8.5 N N N N N N Raven Acquisition Holding LLC N/A 75420NAA1 14053000 PA USD 13547894.43 0.1946424977 Long DBT CORP US Y 2 2031-11-15 Fixed 6.875 N N N N N N BX Trust 2018-Bilt N/A 05613NAA5 15000000 PA USD 15079590.11 0.2166483580 Long ABS-O CORP US Y 2 2041-10-15 Variable 6.55776 N N N N N N BX Trust 2018-Bilt N/A 05613NAL1 5000000 PA USD 4993863.57 0.0717468005 Long ABS-O CORP US Y 2 2041-10-15 Variable 9.64864 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AM5 259000 PA USD 265643.48 0.0038164979 Long DBT CORP US N 2 2028-04-15 Fixed 6.05 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AP8 240000 PA USD 253677.51 0.0036445829 Long DBT CORP US N 2 2033-04-15 Fixed 6.4 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBF4 215000 PA USD 270191.7 0.0038818421 Long DBT CORP US N 2 2039-01-15 Fixed 8.2 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAU0 16882000 PA USD 16601116.1 0.2385081105 Long DBT CORP US N 2 2036-02-01 Fixed 5.4 N N N N N N Copeland (Emerson Electrics climate control business) N/A 26872NAC3 9691063.18 PA USD 9674103.82 0.1389877770 Long LON CORP US N 2 2030-05-31 Floating 5.92274 N N N N N N Copeland (Emerson Electrics climate control business) N/A 26872NAD1 13335661.62 PA USD 13302322.47 0.1911143672 Long LON CORP US N 2 2031-08-04 Floating 5.94961 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAH6 3575000 PA USD 3530625.49 0.0507244699 Long DBT CORP US Y 2 2028-12-08 Fixed 5.2 N N N N N N Apld Computeco 2 LLC N/A 03772CAA1 17291000 PA USD 17165105.96 0.2466109486 Long DBT CORP US Y 2 2031-03-15 Fixed 6.75 N N N N N N Michaels Companies Inc. 549300H9LWMBP7HYLR98 59408QAB2 11545000 PA USD 11238988.23 0.1614704596 Long DBT CORP US Y 2 2033-03-15 Fixed 8.5 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CD4 461000 PA USD 257482.64 0.0036992512 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N Rithm Capital Corp. 549300WNTHGEO5LP2G31 64828TAB8 9813000 PA USD 9640591.48 0.1385063055 Long DBT CORP US Y 2 2029-04-01 Fixed 8 N N N N N N Rithm Capital Corp. 549300WNTHGEO5LP2G31 64828TAC6 14977000 PA USD 14455512.84 0.2076822446 Long DBT CORP US Y 2 2030-07-15 Fixed 8 N N N N N N THEOREM FUNDING TRUST 2021-1 N/A 882925AB6 2796305.0328 PA USD 2846735.78 0.0408990316 Long ABS-O CORP US Y 2 2029-04-15 Fixed 8.95 N N N N N N THUNDERBOLT III AIR LEASE 2019 N/A 88607BAA5 5000000 NS USD 3562500 0.0511824108 Long EP CORP KY Y 2 N N N Flutter Entertainment 635400EG4YIJLJMZJ782 N3313EAJ9 6582756.25 PA USD 6500471.8 0.0933922296 Long LON CORP NL N 2 2032-06-04 Floating 5.69961 N N N N N N Caesars Republic Alexander Valley N/A 76837PAC7 10866000 PA USD 10594350 0.1522089470 Long LON CORP US N 2 2031-06-25 Floating 12.66479 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AE9 299000 PA USD 274600.71 0.0039451863 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N Enact Holdings Inc 9845003CA5664B741N19 29249EAA7 244000 PA USD 251122.74 0.0036078785 Long DBT CORP US N 2 2029-05-28 Fixed 6.25 N N N N N N Long Ridge Energy 984500764EC9AZ2FC764 54288BAB1 21716094.51 PA USD 21444643.33 0.3080950299 Long LON CORP US N 2 2032-02-19 Floating 8.19961 N N N N N N N/A N/A N/A 2660000 PA 3068001.11 0.0440779489 Long LON CORP LU N 2 2030-01-21 Variable 5.761 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 260000 PA USD 249295.51 0.0035816267 Long DBT CORP US N 2 2028-02-16 Fixed 2.9 N N N N N N FORD MOTOR CREDIT CO LLC N/A 345397C35 248000 PA USD 255947.75 0.0036771994 Long DBT CORP US N 2 2027-11-04 Fixed 7.35 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658CA8 20706000 PA USD 20699266.41 0.2973862053 Long DBT CORP PA Y 2 2032-08-01 Fixed 5.75 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AX3 17945000 PA USD 18268673.97 0.2624659019 Long DBT CORP CA Y 2 2034-02-15 Fixed 7.25 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 U68195AC7 7762000 PA 8283908.92 0.1190148573 Long DBT CORP US Y 2 2029-10-01 Fixed 5.375 N N N N N N INEOS Finance PLC 2138002D68XDR4LZCG32 G47718AP9 1490000 PA 1565254.65 0.0224880018 Long DBT CORP GB Y 2 2031-03-31 Fixed 7.25 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAV2 252000 PA USD 252343.23 0.0036254133 Long DBT CORP US N 2 2035-09-06 Variable 5.502 N N N N N N SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC N/A 82650FAD9 3357330.63512 PA USD 3256936.77 0.0467923861 Long ABS-O CORP US Y 2 2044-08-22 Fixed 6.54 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 241000 PA USD 260049.25 0.0037361256 Long DBT CORP US N 2 2035-11-01 Fixed 6.05 N N N N N N WOODWARD CAPITAL MANAGEMENT N/A 749424AB3 5931126.846708 PA USD 5955153.75 0.0855576493 Long ABS-O CORP US Y 2 2044-02-25 Variable 6.325 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BX7 281000 PA USD 252539.51 0.0036282332 Long DBT CORP US N 2 2046-02-23 Fixed 4.65 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CH1 307000 PA USD 257099.5 0.0036937466 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAX1 243000 PA USD 249670.09 0.0035870083 Long DBT CORP GB N 2 2035-01-05 Variable 5.679 N N N N N N Palmer Square European CLO 2021-2 Designated Activity Company 5493008YA044FHERJ655 BCC3Q13Y6 10270000 PA 11822511.42 0.1698539329 Long ABS-O CORP IE Y 2 2038-03-15 Variable 5.136 N N N N N N Wells Fargo Commercial Mortgage Trust 2025-VTT N/A 94990GAG4 11187000 PA USD 11188406.68 0.1607437549 Long ABS-O CORP US Y 2 2038-03-15 Variable 5.764416 N N N N N N Wells Fargo Commercial Mortgage Trust 2025-VTT N/A 94990GAJ8 19484000 PA USD 19477959.64 0.2798397001 Long ABS-O CORP US Y 2 2038-03-15 Variable 6.446729 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AY1 8556000 PA USD 8231015.74 0.1182549414 Long DBT CORP CA Y 2 2036-02-15 Fixed 6.375 N N N N N N Phoenix Aviation Capital Ltd. 8945008YQAKXZQ3VYJ15 71910DAA9 191000 PA USD 192201.39 0.0027613559 Long DBT CORP IE Y 2 2030-07-15 Fixed 9.25 N N N N N N Kaiser Aluminium Corporation N/A 483007AL4 210000 PA USD 198394.71 0.0028503353 Long DBT CORP US Y 2 2031-06-01 Fixed 4.5 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAH6 130000 PA USD 133548.13 0.0019186850 Long DBT CORP US N 2 2030-07-30 Fixed 5.35 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 95003QBC2 74627836.02978 PA USD 3513495.34 0.0504783612 Long ABS-O CORP US N 2 2054-11-15 Variable 1.33804 N N N N N N Western Funding Auto Loan Trust 2025-1 N/A 958250AC6 8406000 PA USD 8309753.91 0.1193861721 Long ABS-O CORP US Y 2 2035-11-15 Fixed 5.34 N N N N N N Penta Clo 15 DAC 5493009DHFYZRQZRBR67 BCC3Q6XP1 6520000 PA 7497349.71 0.1077143671 Long ABS-O CORP IE Y 2 2038-10-15 Variable 5.04165 N N N N N N Penta CLO S.A. N/A BCC3S7BZ9 15650000 PA 18047033.86 0.2592816001 Long ABS-O CORP IE Y 2 2039-01-17 Variable 3.78967 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAE4 160000 PA USD 162545.92 0.0023352960 Long DBT CORP US Y 2 2035-10-01 Fixed 6.75 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 13291000 PA USD 13356821.82 0.1918973589 Long DBT CORP US Y 2 2031-04-01 Fixed 5.875 N N N N N N SIERRA TIMESHARE 2026-1 RECEIVABLES FUNDING LLC N/A 82652VAD2 7417000 PA USD 7393796.94 0.1062266252 Long ABS-O CORP US Y 2 2042-12-22 Fixed 7.1 N N N N N N Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc N/A 827304AC0 898315.047 PA USD 821006.05 0.0117953878 Long ABS-O CORP KY Y 2 2044-07-15 Variable 6.9 N Y Y N N N SILVER HLDGS LTD N/A 82774HAA2 1500000 NS USD 371250 0.0053337460 Long EP CORP KY Y 2 N N N Six Flags Entertainment Corp. 529900AS2CYWYFHRS781 83001AAD4 19929000 PA USD 19187944.12 0.2756730493 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25 N N N N N N/A N/A N/A -335.00 NC USD 1108651.60 0.0159279892 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-06-30 -39256776.60 USD 1108651.60 N N N SOTHEBY'S ARTFI MASTER TRUST 549300P5BAAMQQ7VL735 83589DAF3 1750000 PA USD 1758190.18 0.0252599051 Long ABS-O CORP US Y 2 2033-06-20 Fixed 7.27 N N N N N N Cologix Canadian Issuer Limited Partnership N/A 19521DAD3 5000000 PA 3570673.66 0.0512998417 Long DBT CORP CA Y 2 2052-01-25 Fixed 4.94 N N N N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255AY0 4813000 PA USD 5089372.09 0.0731189706 Long DBT CORP US Y 2 2030-06-01 Fixed 10 N N N N N N Kraken Oil & Gas Partners LLC 549300DR5HSL4YAU3X12 50076PAA6 150000 PA USD 153175.2 0.0022006669 Long DBT CORP US Y 2 2029-08-15 Fixed 7.625 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 102000 PA USD 110281.2 0.0015844092 Long DBT CORP US N 2 2039-01-26 Fixed 6.875 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 269000 PA USD 261765.61 0.0037607846 Long DBT CORP US Y 2 2029-05-01 Fixed 4.875 N N N N N N Flutter Treasury Designated Activity Co. 635400JE8VLL9UFVIC38 G35906AD1 11140000 PA 14256540.42 0.2048236093 Long DBT CORP IE Y 2 2031-06-04 Fixed 6.125 N N N N N N FABBRICA ITA SINTETICI N/A YI4040550 11910000 PA 13494953.45 0.1938818950 Long DBT CORP IT Y 2 2031-02-05 Variable 5.279 N N N N N N MTG PASS THRU CTF CL E 144A N/A 55316VAL8 4880000 PA USD 4877016.69 0.0700680622 Long ABS-O CORP US Y 2 2038-04-15 Variable 6.388442 N N N N N N Mvw 2019-2 LLC N/A 55389TAD3 599312.67797 PA USD 575147.08 0.0082631338 Long ABS-O CORP US Y 2 2041-01-22 Fixed 3.17 N N N N N N Westgate Resorts N/A 959921AC1 3497000 PA USD 3500624.99 0.0502934530 Long ABS-O CORP US Y 2 2039-10-20 Fixed 6.08 N N N N N N WESTGATE RESORTS 2026-1 LLC N/A 959921AD9 4932000 PA USD 4937214.6 0.0709329251 Long ABS-O CORP US Y 2 2039-10-20 Fixed 7.99 N N N N N N Applovin Corp. 549300LLVXMUAOL3SQ07 03831WAD0 22630000 PA USD 22442645.1 0.3224333138 Long DBT CORP US N 2 2034-12-01 Fixed 5.5 N N N N N N Arbor Realty Senior Incorporated 549300TW7RTL2CI3CN08 03881NAJ6 78000 PA USD 72128.84 0.0010362745 Long DBT CORP US Y 2 2030-07-15 Fixed 7.875 N N N N N N Danaos Corp. 734IM3DNDNT36T7YTD24 23585WAC8 252000 PA USD 256059.22 0.0036788009 Long DBT CORP MH Y 2 2032-10-15 Fixed 6.875 N N N N N Rakuten Group Inc. 529900IMXUCQKUL1H943 75102WAA6 13041000 PA USD 13009704.21 0.1869103228 Long DBT CORP JP Y 2 2099-12-31 Variable 5.125 N N N N N N Archrock Services LP / Archrock Partners Finance Corp. N/A 03958CAA7 268000 PA USD 265336.9 0.0038120933 Long DBT CORP US Y 2 2034-02-01 Fixed 6 N N N N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572QAF2 262000 PA USD 257805.72 0.0037038928 Long DBT CORP US N 2 2043-09-15 Fixed 5.3 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BY5 16512000 PA USD 16809793.92 0.2415061832 Long DBT CORP US N 2 2055-06-01 Variable 6.5 N N N N N N CNX Resources Corporation 549300JK3KH8PWM3B226 12653CAL2 257000 PA USD 264827.19 0.0038047703 Long DBT CORP US Y 2 2032-03-01 Fixed 7.25 N N N N N N Westgate Resorts 2022-1 Llc N/A 96034JAD8 564989.4455 PA USD 560970.42 0.0080594578 Long ABS-O CORP US Y 2 2036-08-20 Fixed 3.838 N N N N N N Westgate Resorts 2020-1 Llc N/A 96034KAC7 2270908.588 PA USD 2294656 0.0329673055 Long ABS-O CORP US Y 2 2038-01-20 Fixed 7.06 N N N N N N Rakuten Group Inc. 529900IMXUCQKUL1H943 75102WAM0 201000 PA USD 199335.46 0.0028638511 Long DBT CORP JP Y 2 2099-12-31 Variable 8.125 N N N N N N Providus CLO N/A BCC3S09Z7 14470000 PA 16416881.24 0.2358612096 Long ABS-O CORP IE Y 2 2040-04-18 Variable 3.874 N N N N N N Contego Clo XV DAC 635400Y8ONIEBKMIOA69 BCC3SHMZ5 21560000 PA 24647688.61 0.3541131574 Long ABS-O CORP IE Y 2 2040-04-16 Variable 0 N N N N N N Westgate Resorts 2020-1 Llc N/A 96034KAD5 1135454.296 PA USD 1149334.98 0.0165124870 Long ABS-O CORP US Y 2 2038-01-20 Fixed 9.26 N N N N N N Westlake Automboile Receivables Trust 2018-3 N/A 96041KAG9 4740000 PA USD 4735790.82 0.0680390712 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.08 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57108UAB0 2500000 PA USD 2581177.11 0.0370837522 Long ABS-O CORP US Y 2 2033-12-15 Fixed 8.15 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57109LAD5 9300000 PA USD 9457619.88 0.1358775539 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.92 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CBA0 169000 PA USD 169514.83 0.0024354183 Long DBT CORP US N 2 2036-03-27 Variable 5.333 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BF1 240000 PA USD 247159.58 0.0035509398 Long DBT CORP US N 2 2030-01-23 Variable 5.841 N N N N N N L3 Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AS8 133000 PA USD 135312.12 0.0019440282 Long DBT CORP US N 2 2029-06-01 Fixed 5.05 N N N N N N L3 Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AU3 225000 PA USD 228698.97 0.0032857164 Long DBT CORP US N 2 2034-06-01 Fixed 5.35 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BG9 238000 PA USD 255079.44 0.0036647244 Long DBT CORP US N 2 2035-04-25 Variable 6.645 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 125000 PA USD 130661.5 0.0018772128 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 N/A 96043BAG7 7919000 PA USD 7843762.76 0.1126912807 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.75 N N N N N N White Cap 254900L2N0T6GULCL366 96350TAK6 28496612.66 PA USD 27048129.84 0.3886002785 Long LON CORP US N 2 2033-02-10 Floating 7.16774 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57109RAD2 9571000 PA USD 9796976.69 0.1407530906 Long ABS-O CORP US Y 2 2033-09-15 Fixed 8.04 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57110PAD3 13914354.57269 PA USD 14145364.06 0.2032263394 Long ABS-O CORP US Y 2 2033-04-15 Fixed 8.15 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAD5 15743000 PA USD 17391622.7 0.2498653129 Long DBT CORP US Y 2 2033-06-15 Fixed 9.625 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453HAD8 267000 PA USD 268126.74 0.0038521749 Long DBT CORP US Y 2 2029-06-01 Fixed 7.5 N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AF4 57000 PA USD 54921.05 0.0007890503 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AM9 254000 PA USD 257307.54 0.0036967355 Long DBT CORP US N 2 2028-06-15 Fixed 5.625 N N N N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57665RAL0 125000 PA USD 115841.42 0.0016642928 Long DBT CORP US Y 2 2030-08-01 Fixed 4.125 N N N N N N McGraw-Hill Education Inc. 254900U6YJ9QZ4IQOR26 58064LAA2 128000 PA USD 130404.74 0.0018735239 Long DBT CORP US Y 2 2031-09-01 Fixed 7.375 N N N N N N WildFire Intermediate Holdings LLC 5493003RHEMQJZEXIR02 96812HAA6 194000 PA USD 196573.99 0.0028241770 Long DBT CORP US Y 2 2029-10-15 Fixed 7.5 N N N N N N Wilsonart LLC 549300SAZRUMYKDJBY14 97246JAA6 27758000 PA USD 20121271.78 0.2890821608 Long DBT CORP US Y 2 2032-08-15 Fixed 11 N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 26791000 PA USD 25844570.42 0.3713087494 Long DBT CORP US Y 2 2029-09-30 Fixed 9 N N N N N N Clydesdale Acquisition Holdings Inc. 254900QKSDYFR3K5YD98 18972EAB1 446000 PA USD 416150.96 0.0059788377 Long DBT CORP US Y 2 2030-04-15 Fixed 8.75 N N N N N LEIA FINCO US LLC N/A 52526CAB5 34541055.05 PA USD 32991197.91 0.4739842929 Long LON CORP GB N 2 2031-10-09 Variable 6.89814 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BT9 6822000 PA USD 6327405 0.0909057802 Long DBT CORP US Y 2 2029-07-15 Fixed 3.75 N N N N N N Medline Industries N/A 58503UAJ2 7319952.99 PA USD 7327931.74 0.1052803403 Long LON CORP US N 2 2030-10-23 Floating 5.41774 N N N N N N RAIN CITY MORTGAGE TRUST N/A 75079KAB9 4440000 PA USD 4448448.88 0.0639108317 Long ABS-O CORP US Y 2 2029-11-25 Variable 8.021 N N N N N N Uniti N/A 97381JAK9 18608362.5 PA USD 18596825.32 0.2671804499 Long LON CORP US N 2 2032-10-06 Floating 7.66774 N N N N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097AG8 216000 PA USD 199933.62 0.0028724448 Long DBT CORP US Y 2 2029-08-15 Fixed 4 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 4496346 PA USD 4578724.18 0.0657824960 Long DBT CORP US Y 2 2033-06-30 Fixed 6.875 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 4234245 PA USD 4334113.44 0.0622681753 Long DBT CORP US Y 2 2034-03-31 Fixed 7 N N N N N N Worldwide Plaza Tst N/A 98162JAQ9 4305008 PA USD 187803.16 0.0026981666 Long ABS-O CORP US Y 2 2036-11-10 Variable 3.595543 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BBB5 150000 PA USD 152481.26 0.0021906971 Long DBT CORP US N 2 2034-03-15 Fixed 5.5 N N N N N N Colonial Enterprises 2549009FT92RXWA46910 19682LAB4 17278030 PA USD 17205116.71 0.2471857827 Long LON CORP US N 2 2032-07-30 Floating 5.41 N N N N N N Commercial Mortgage Trust N/A 20047DAE4 3750000 PA USD 3744424.94 0.0537961250 Long ABS-O CORP US Y 2 2041-06-15 Variable 6.56151 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BU8 227000 PA USD 250782.79 0.0036029945 Long DBT CORP US N 2 2034-10-20 Variable 6.875 N N N N N N PRA Group Inc. 549300Q5HW3JSSB86K27 69354NAF3 188000 PA USD 189816.46 0.0027270917 Long DBT CORP US Y 2 2030-01-31 Fixed 8.875 N N N N N N Raptor Aircraft Fin I Ltd/LLC N/A 75383HAA9 5934902.085 PA USD 5638631.77 0.0810101803 Long ABS-O CORP KY Y 2 2044-08-23 Fixed 4.213 N N N N N N REACH ABS TR 2022-2 N/A 75525QAC4 10037000 PA USD 9904765.82 0.1423016962 Long ABS-O CORP US Y 2 2032-08-18 Fixed 5.69 N N N N N N PAGAYA AI DEBT SELECTION TRUST N/A 69546MAC1 1281417.640672 PA USD 1273912.51 0.0183022915 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.888 N N N N N N Pilgrims Pride Corporation 549300ZSLGV64ZL3HD75 72147KAK4 20016000 PA USD 20960354.88 0.3011372614 Long DBT CORP US N 2 2033-07-01 Fixed 6.25 N N N N N N N/A N/A N/A 14930000 PA 17045405.42 0.2448912118 Long LON CORP FR N 2 2032-07-26 Variable 5.519 N N N N N N N/A N/A N/A 18220000 PA 20877364.09 0.2999449333 Long LON CORP LU N 2 2033-01-20 Variable 5.282 N N N N N N Commercial Mortgage Trust N/A 20047DAG9 11250000 PA USD 11259175.44 0.1617604891 Long ABS-O CORP US Y 2 2041-06-15 Variable 6.96151 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AV5 266000 PA USD 262234.9 0.0037675268 Long DBT CORP US Y 2 2035-12-15 Fixed 6 N N N N N N AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) 549300TI38531ODB1G63 00774MAZ8 316000 PA USD 251784.09 0.0036173801 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85 N N N N N N Algonquin Power & Utilities Corporation 549300K5VIUTJXQL7X75 015857AH8 8480000 PA USD 8247491.97 0.1184916553 Long DBT CORP CA N 2 2082-01-18 Variable 4.75 N N N N N N Compass Minerals International Inc. 2549008X9G8XP7YJGC47 20451NAJ0 135000 PA USD 139700.16 0.0020070712 Long DBT CORP US Y 2 2030-07-01 Fixed 8 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AU8 206000 PA USD 203559.06 0.0029245315 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75 N N N N N N REACH ABS TRUST 2023-1 N/A 75526PAC5 11152000 PA USD 11359827.53 0.1632065569 Long ABS-O CORP US Y 2 2031-02-18 Fixed 6.9 N N N N N N REACH ABS TRUST 2026-1 N/A 75526XAD6 11091000 PA USD 10727564.46 0.1541228381 Long ABS-O CORP US Y 2 2033-02-15 Fixed 5.16 N N N N N N READYCAP LENDING N/A 75576AAA1 4992139.35324 PA USD 5103655.26 0.0733241768 Long ABS-O CORP US Y 2 2048-04-27 Variable 6.82 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1 N/A 76089TAA8 13862000 PA USD 13885978.33 0.1994997465 Long ABS-O CORP US Y 2 2034-07-25 Fixed 5.659 N N N N N N Pitney Bowes Inc. 549300N2O26NW4ST6W55 724479AQ3 104000 PA USD 103875.11 0.0014923729 Long DBT CORP US Y 2 2029-03-15 Fixed 7.25 N N N N N N Planet Financial Group LLC N/A 72702AAA5 233000 PA USD 223488.01 0.0032108506 Long DBT CORP US Y 2 2029-12-15 Fixed 10.5 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAE8 278937 PA USD 264300.75 0.0037972069 Long DBT CORP FR Y 2 2032-07-15 Fixed 6.875 N N N N N N Allwyn Entertainment Financing (UK) PLC 315700J7ZTIN8XGCX365 YI9620174 10570000 PA 11707687.01 0.1682042515 Long DBT CORP GB Y 2 2031-08-15 Fixed 4.625 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A8GL7 611437.40538117 PA USD 598794.84 0.0086028810 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACSX9 30144.49768 PA USD 28161.53 0.0004045965 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N Ahlstrom-Munksjo 743700UEY0YM039XN974 78475BAB3 11401556.35 PA USD 11270894.51 0.1619288569 Long LON CORP FI N 2 2030-05-23 Floating 8.18355 N N N N N N Southern Co. 549300FC3G3YU2FBZD92 842587DS3 251000 PA USD 258617.98 0.0037155626 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BM9 89000 PA USD 83535.81 0.0012001584 Long DBT CORP US N 2 2035-11-15 Fixed 5.25 N N N N N N Standard Building Solutions Inc. 54930064UHXCIUWVI755 853496AG2 150000 PA USD 141384.74 0.0020312735 Long DBT CORP US Y 2 2030-07-15 Fixed 4.375 N N N N N N PNW TRUST 2026-ARTE N/A 73020TAG4 6692000 PA USD 6675242.56 0.0959031598 Long ABS-O CORP US Y 2 2029-04-16 Variable 0 N N N N N N Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. LF6PBYTYG3BDVEF4FI12 75606DAL5 279000 PA USD 268883.73 0.0038630505 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AQ7 95000 PA USD 91200.45 0.0013102762 Long DBT CORP US Y 2 2030-04-15 Fixed 4.625 N N N N N N POST HOLDINGS INC N/A 737446AV6 254000 PA USD 250226.25 0.0035949987 Long DBT CORP US Y 2 2033-03-01 Fixed 6.375 N N N N N N Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. LF6PBYTYG3BDVEF4FI12 75606DAV3 430000 PA USD 456472.52 0.0065581373 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75 N N N N N N Tibco Software Inc N/A 88632QAE3 248000 PA USD 241941.43 0.0034759707 Long DBT CORP US Y 2 2029-03-31 Fixed 6.5 N N N N N N N/A N/A N/A 11060000 PA 12763711.4 0.1833761460 Long LON CORP NL N 2 2032-03-18 Variable 5.621 N N N N N N ams OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 152000 PA USD 161418.83 0.0023191031 Long DBT CORP AT Y 2 2029-03-30 Fixed 12.25 N N N N N N HLF Financing SaRL LLC and Herbalife International Inc. ST81INWBFR1E54KGC135 40390DAC9 12169000 PA USD 11387071.17 0.1635979661 Long DBT CORP US Y 2 2029-06-01 Fixed 4.875 N N N N N N AngloGold Ashanti Holdings PLC 213800745ZIXC4L6A131 03512TAF8 240000 PA USD 230694.4 0.0033143847 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBE3 243000 PA USD 250414.56 0.0035977041 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AY0 245000 PA USD 239933.62 0.0034471245 Long DBT CORP US Y 2 2036-03-15 Fixed 6.5 N N N N N N Prima Capital Cre Securitization 2019-VII Ltd. N/A 74166VAC0 10500000 PA USD 10088246.7 0.1449377647 Long ABS-O CORP US Y 2 2050-12-25 Fixed 4.25 N N N N N N Star Parent Inc. 254900GRGCJYRMDRWT73 855170AA4 4231000 PA USD 4383320.23 0.0629751289 Long DBT CORP US Y 2 2030-10-01 Fixed 9 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBD6 40000 PA USD 40850.76 0.0005869026 Long DBT CORP US Y 2 2030-07-01 Fixed 6.5 N N N N N N PRM7 TRUST 2025-PRM7 N/A 74290HAJ5 12016000 PA USD 11952755.2 0.1717251443 Long ABS-O CORP US Y 2 2042-11-10 Variable 6.61844 N N N N N N Progress Energy Inc. 549300FBMTW0JYWMNB26 743263AE5 237000 PA USD 267183.14 0.0038386182 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N Polus EU CLO XXI DAC 635400YAYBWGMUOQY276 BCC3TMN58 11730000 PA 13556305.47 0.1947633390 Long DBT CORP IE N 2 2039-04-25 Variable 0 N N N N N N Polus EU CLO XXI DAC 635400YAYBWGMUOQY276 BCC3TMN66 6040000 PA 6980399.41 0.1002873460 Long DBT CORP IE N 2 2039-04-25 Variable 0 N N N N N N Stellantis Finance Us Inc 549300QZ0AI8Q7LNON33 85855CAL4 15296000 PA USD 15067532.21 0.2164751223 Long DBT CORP US Y 2 2035-03-18 Fixed 6.45 N N N N N N Stonebriar ABF Issuer LLC N/A 86177CAA7 439000 PA USD 453768.84 0.0065192935 Long DBT CORP US Y 2 2030-12-15 Fixed 8.125 N N N N N N StoneX Group Inc 549300JUF07L8VF02M60 861896AA6 6838000 PA USD 7102131.43 0.1020362690 Long DBT CORP US Y 2 2031-03-01 Fixed 7.875 N N N N N N Summit Midstream Holdings, LLC / Summit Midstream Finance Corp. N/A 86614JAA3 441000 PA USD 453551.74 0.0065161744 Long DBT CORP US Y 2 2029-10-31 Fixed 8.625 N N N N N N HLF Financing SaRL LLC and Herbalife International Inc. 549300VKVJUV5OGV2R51 40390DAD7 4327000 PA USD 4614373.38 0.0662946677 Long DBT CORP US Y 2 2029-04-15 Fixed 12.25 N N N N N N HF Sinclair Corp. 2549009G116AM01XHN24 403949AS9 245000 PA USD 252969 0.0036344037 Long DBT CORP US N 2 2035-01-15 Fixed 6.25 N N N N N N PROJECT ALPHA INTERMEDIA N/A 74339DAN8 13020843.58 PA USD 9810033.76 0.1409406815 Long LON CORP US N 2 2030-10-28 Variable 6.92194 N N N N N N Provident Funding Associates LP / PFG Finance Corp 54930043BMDE130FJ617 74387UAK7 162000 PA USD 166308.73 0.0023893563 Long DBT CORP US Y 2 2029-09-15 Fixed 9.75 N N N N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 86722AAD5 250000 PA USD 225590.85 0.0032410620 Long DBT CORP US Y 2 2029-06-30 Fixed 4.875 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAE9 35276000 PA USD 36017713.18 0.5174662151 Long DBT CORP US Y 2 2099-12-31 Variable 7.875 N N N N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. 549300FGXN1K3HLB1R50 74841CAB7 30000 PA USD 27683.34 0.0003977263 Long DBT CORP US Y 2 2031-03-01 Fixed 3.875 N N N N N N RKTL 2026-1 N/A 74990JAD7 10290000 PA USD 10160596.31 0.1459772110 Long ABS-O CORP US Y 2 2035-02-26 Fixed 5.21 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 50000 PA USD 49308.77 0.0007084187 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HNI Corp 549300SKRADLC4O5HV93 404251AA8 150000 PA USD 143495.1 0.0020615930 Long DBT CORP US Y 2 2029-01-18 Fixed 5.125 N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 185000 PA USD 184151.46 0.0026457026 Long DBT CORP US Y 2 2031-03-15 Fixed 5.625 N N N N N N Syneos Health fka INC Research/inVentiv Health 254900GRGCJYRMDRWT73 87169DAB1 8077126.38 PA USD 7977616.18 0.1146143518 Long LON CORP US N 2 2030-09-27 Floating 7.69961 N N N N N N Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp. N/A 76884GAA3 15395000 PA USD 15356146.1 0.2206216358 Long DBT CORP US Y 2 2030-10-15 Fixed 6.25 N N N N N N Roblox Corporation 529900ANZDBDFU91SO19 771049AA1 22237000 PA USD 20897950.12 0.3002406926 Long DBT CORP US Y 2 2030-05-01 Fixed 3.875 N N N N N N Somnigroup International Inc. 549300HFEKVR3US71V91 88023UAH4 271000 PA USD 260607.88 0.0037441515 Long DBT CORP US Y 2 2029-04-15 Fixed 4 N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017BT5 293000 PA USD 260008.25 0.0037355366 Long DBT CORP US N 2 2042-06-01 Fixed 4.5 N N N N N N Hess Midstream Operations LP N/A 428102AE7 27998000 PA USD 26904322.53 0.3865342000 Long DBT CORP US Y 2 2030-02-15 Fixed 4.25 N N N N N N Hess Midstream Operations LP N/A 428104AA1 67000 PA USD 66803.12 0.0009597599 Long DBT CORP US Y 2 2028-06-15 Fixed 5.125 N N N N N N Rocket Companies Inc N/A 77311WAA9 443000 PA USD 447087.56 0.0064233036 Long DBT CORP US Y 2 2030-08-01 Fixed 6.125 N N N N N N Rocket Software 549300PVG26ISP5X1556 77313DAW1 10473618.09 PA USD 10025242.5 0.1440325838 Long LON CORP US N 2 2028-11-28 Floating 7.41774 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318AU8 191000 PA USD 188328.22 0.0027057101 Long DBT CORP US Y 2 2029-02-01 Fixed 5.75 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318AV6 80000 PA USD 77754.54 0.0011170989 Long DBT CORP US Y 2 2031-02-01 Fixed 6 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 100000 PA USD 97506.42 0.0014008740 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 203000 PA USD 194674.99 0.0027968941 Long DBT CORP US Y 2 2030-05-15 Fixed 4.8 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318AY0 201000 PA USD 195646.12 0.0028108463 Long DBT CORP US Y 2 2030-04-15 Fixed 6 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318BG8 272000 PA USD 271160.74 0.0038957643 Long DBT CORP US Y 2 2035-02-15 Fixed 7.25 N N N N N N PROJECT ALPHA INTERMEDIA N/A N/A 9996000 PA USD 5807676 0.0834388375 Long LON CORP US N 2 2033-05-09 Variable 8.69961 N N N N N N N/A N/A N/A 5760000 PA 6466087.28 0.0928982275 Long LON CORP GB N 2 2029-04-25 Variable 5.871 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AE7 258000 PA USD 269269.39 0.0038685913 Long DBT CORP US N 2 2033-04-01 Fixed 6.15 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AG2 220000 PA USD 217848.54 0.0031298283 Long DBT CORP US N 2 2034-11-15 Fixed 5.45 N N N N N N Cognita Schools 894500YKKF2CXAP6DR25 N/A 6633970.95 PA USD 6363105.92 0.0914186950 Long LON CORP US N 2 2031-10-27 Floating 7.41 N N N N N N N/A N/A N/A 4485600 PA 5149824.22 0.0739874859 Long LON CORP ES N 2 2029-09-16 Variable 5.885 N N N N N N Hilton Domestic Operating Co Inc. 5493003EG7H0N1E4XV50 432833AJ0 180000 PA USD 172304.17 0.0024754927 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75 N N N N N N Hilton Domestic Operating Co Inc. 5493003EG7H0N1E4XV50 432833AP6 183000 PA USD 184799.81 0.0026550175 Long DBT CORP US Y 2 2029-04-01 Fixed 5.875 N N N N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 960386AT7 252000 PA USD 257273.81 0.0036962509 Long DBT CORP US N 2 2035-05-29 Fixed 5.5 N N N N N N Ahlstrom-Munksjo 743700UEY0YM039XN974 BL3566777 2484401.22 PA USD 2455830.61 0.0352829000 Long LON CORP FI N 2 2028-02-04 Floating 7.96122 N N N N N N Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc N/A 43284MAA6 208000 PA USD 197504.3 0.0028375428 Long DBT CORP US Y 2 2029-06-01 Fixed 5 N N N N N N Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc N/A 43284MAB4 22724000 PA USD 20505112.75 0.2945968011 Long DBT CORP US Y 2 2031-07-01 Fixed 4.875 N N N N N N ProAmpac 549300ZI6LTXYFEY1578 74274NAM5 21625682.94 PA USD 20830939.09 0.2992779457 Long LON CORP US N 2 2033-03-07 Floating 7.78222 N N N N N N Foresea Holding SA 254900BAD50AKYGIMV79 262051AA3 198000 PA USD 194430.48 0.0027933812 Long DBT CORP LU Y 2 2030-06-15 Fixed 7.5 N N N N N N FMG Resources (August 2006) Pty Ltd. 549300EFD6S2NFE9D745 30251GBE6 228000 PA USD 232976.7 0.0033471745 Long DBT CORP AU Y 2 2032-04-15 Fixed 6.125 N N N N N N KKR CLO 24 LTD 549300LGO0WGOG6NE245 48254LAN5 20000000 PA USD 19970402 0.2869146158 Long ABS-CBDO CORP KY Y 2 2038-01-20 Variable 4.86763 N N N N N N Kedrion S.p.A. 81560047FA58E1BEDF67 49272YAB9 200000 PA USD 192937.28 0.0027719285 Long DBT CORP IT Y 2 2029-09-01 Fixed 6.5 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAB4 15242000 PA USD 15666106.36 0.2250748326 Long DBT CORP JP Y 2 2033-07-24 Fixed 6.625 N N N N N N N/A N/A N/A 1650000 PA 1849156.34 0.0265668153 Long LON CORP FI N 2 2030-05-27 Variable 5.774 N N N N N N Madison Park Funding XXXII Ltd. N/A 55817AAY0 20000000 PA USD 20007420 0.2874464531 Long ABS-CBDO CORP KY Y 2 2037-07-22 Variable 5.0292 N N N N N N LATAM Airlines Group SA 549300HX3UUDPEFTG707 51817RAE6 20394000 PA USD 20597940 0.2959304495 Long DBT CORP CL Y 2 2031-01-07 Fixed 7.625 N N N N N N Precision Drilling Corporation 549300WF2OE8T5BP4B84 740212AM7 194000 PA USD 195428.03 0.0028077130 Long DBT CORP CA Y 2 2029-01-15 Fixed 6.875 N N N N N N PRIMA CAP LTD N/A 74166KAE0 8432000 PA USD 7054771.93 0.1013558554 Long ABS-CBDO CORP KY Y 2 2033-10-01 Fixed 5.5 N N N N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 780641AH9 220000 PA USD 253205.35 0.0036377994 Long DBT CORP NL N 2 2030-10-01 Fixed 8.375 N N N N N N Madison Park Funding Lxvi Ltd. N/A 55822YAC9 27000000 PA USD 26930256.3 0.3869067903 Long ABS-CBDO CORP KY Y 2 2037-10-21 Variable 5.24969 N N N N N N Madison Park Funding Xxxiv Ltd. N/A 55823HAA9 57500000 PA USD 57508993 0.8262312711 Long ABS-CBDO CORP KY Y 2 2038-10-18 Variable 5.26303 N N N N N N Mhp Commercial Mortgage Trust 2022-Mhil N/A 55293DAN1 4104000 PA USD 4103802.26 0.0589592963 Long ABS-O CORP US Y 2 2027-01-15 Variable 7.63001 N N N N N N MARLETTE FUNDING TRUST 2025-1 N/A 570920AD0 13864000 PA USD 13891228.44 0.1995751748 Long ABS-O CORP US Y 2 2035-07-16 Fixed 6.02 N N N N N N MELLO WHSE SECURITIZATION TR 19-1 549300MG3C2ML9FTA089 58553FAF2 11458000 PA USD 11419493.1 0.1640637717 Long ABS-O CORP US Y 2 2057-10-25 Variable 8.92855 N N N N N N Metronet Infrastructure Issuer LLC. 5493000BIROCAEATAQ61 59170JBL1 10295000 PA USD 10216372.25 0.1467785435 Long ABS-O CORP US Y 2 2056-04-20 Fixed 7.1 N N N N N N NGL Energy Operating LLC/ NGL Energy Finance Corp N/A 62922LAC2 456000 PA USD 469747.49 0.0067488587 Long DBT CORP US Y 2 2029-02-15 Fixed 8.125 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 14308000 PA USD 14113760.32 0.2027722887 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAP0 435000 PA USD 456746.09 0.0065620676 Long DBT CORP US Y 2 2030-01-31 Fixed 9.125 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAQ8 130000 PA USD 135431.01 0.0019457363 Long DBT CORP US Y 2 2031-08-15 Fixed 8.875 N N N N N MAGNETITE LTD 2024-44 529900QN6D2QU338OD40 55955UAA0 35700000 PA USD 35710149.51 0.5130474502 Long ABS-CBDO CORP KY Y 2 2037-10-15 Variable 5.02219 N N N N N N Maxam Prill S.a r.l. 984500C4C5B820A6B691 57779MAA8 24174000 PA USD 24569559.16 0.3529906722 Long DBT CORP LU Y 2 2030-07-15 Fixed 7.75 N N N N N N Start II Ltd N/A 85572H101 1500000 NS USD 1177500 0.0169171337 Long EP CORP BM N 2 N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MEB2 255000 PA USD 247392.08 0.0035542802 Long DBT CORP JP N 2 2046-07-08 Variable 5.796 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EX7 206000 PA USD 184280.1 0.0026475508 Long DBT CORP AU N 2 2036-11-18 Variable 3.02 N N N N N N RRE Loan Management N/A BCC3S6D55 8000000 PA 9203187.87 0.1322221311 Long ABS-O CORP IE Y 2 2038-04-15 Variable 3.605 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAK4 7780000 PA USD 7604676.92 0.1092563363 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAM0 12884000 PA USD 11808858.54 0.1696577821 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229BE5 110000 PA USD 105268.24 0.0015123880 Long DBT CORP US N 2 2032-05-15 Fixed 6.625 N N N N N Nexstar Media Inc. 5493006PK6I4I2OOT688 65336YAN3 24000 PA USD 23598.25 0.0003390359 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75 N N N N N N Noble Finance II LLC. N/A 65505PAA5 185000 PA USD 190473.54 0.0027365319 Long DBT CORP US Y 2 2030-04-15 Fixed 8 N N N N N N Northern Oil And Gas, Inc. OKFF0PIZDDMNH4UCYE51 665530AB7 262000 PA USD 272439.39 0.0039141347 Long DBT CORP US Y 2 2031-06-15 Fixed 8.75 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 67108SAB4 6250000 PA USD 6267865.63 0.0900503785 Long ABS-O CORP US Y 2 2030-08-19 Fixed 8.25 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 67108SAK4 1750000 PA USD 1755933.2 0.0252274791 Long ABS-O CORP US Y 2 2032-11-17 Fixed 6.3 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 67118NAB3 6000000 PA USD 6052568.4 0.0869572048 Long ABS-O CORP US Y 2 2031-06-17 Fixed 7.15 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 68237DAC7 1287000 PA USD 1297364.08 0.0186392200 Long ABS-O CORP US Y 2 2032-04-19 Fixed 6.64 N N N N N N Rre 18 Loan Management DAC 2549006A5T132SLF8U37 BCC3S6D71 9000000 PA 10137854.91 0.1456504855 Long ABS-O CORP IE Y 2 2038-04-15 Variable 4.655 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 68237DAD5 2800000 PA USD 2837067.52 0.0407601278 Long ABS-O CORP US Y 2 2032-04-19 Fixed 8.77 N N N N N N PacifiCorp. SGY07Y7FNYBNLM6Z1M11 695114DD7 247000 PA USD 246076.55 0.0035353799 Long DBT CORP US N 2 2034-02-15 Fixed 5.45 N N N N N N Pagaya US Holding Co. LLC 254900M9VGE3HM0OYH17 69549FAC3 200000 PA USD 143169.02 0.0020569082 Long DBT CORP US Y 2 2030-08-01 Fixed 8.875 N N N N N PrimeSource 254900PGY077KWCROT75 70082HAE6 4685000 PA USD 4569655.3 0.0656522034 Long LON CORP US N 2 2031-03-15 Floating 8.16479 N N N N N N PENN Entertainment Inc N/A 707569AV1 6403000 PA USD 5988107.37 0.0860310937 Long DBT CORP US Y 2 2029-07-01 Fixed 4.125 N N N N N PENN Entertainment Inc N/A 707569AY5 22823000 PA USD 22166133.52 0.3184606740 Long DBT CORP US Y 2 2031-04-01 Fixed 6.75 N N N N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932M107 110218 NS USD 9633053.2 0.1383980031 Long EC CORP US N 1 N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932MAH0 16117000 PA USD 15082907.98 0.2166960258 Long DBT CORP US Y 2 2034-02-15 Fixed 6.75 N N N N N N Permian Resources Operating, LLC 5493004CTVUMQLRPOE23 71424VAA8 220000 PA USD 227808.9 0.0032729288 Long DBT CORP US Y 2 2032-01-15 Fixed 7 N N N N N N PHH Escrow Issuer LLC / PHH Corp N/A 716964AA9 254000 PA USD 245093.82 0.0035212611 Long DBT CORP US Y 2 2029-11-01 Fixed 9.875 N N N N N N Parexel 254900PHGVI5379Z9791 71911KAF1 6341107.5 PA USD 6314665.08 0.0907227458 Long LON CORP US N 2 2031-12-12 Floating 6.41774 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79582MAC5 2981868.856488 PA USD 2957855.27 0.0424954845 Long ABS-O CORP US Y 2 2054-04-25 Variable 6.851 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 225000 PA USD 226869.88 0.0032594379 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AT6 265000 PA USD 258207.59 0.0037096665 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N Stack Infrastructure Issuer Llc 254900AV7V87H3A2WM57 85236KAR3 16603000 PA USD 16058046.58 0.2307058348 Long ABS-O CORP US Y 2 2056-03-27 Fixed 5 N N N N N N SunocoCorp LLC 529900W6BS3KGM2OOQ61 86765Q106 230579 NS USD 14215195.35 0.2042296050 Long EC CORP US N 1 N N N SANTANDER BANK AUTO CREDIT LINKED N TR24TWEY5RVRQV65HD49 80280BAE8 4707029.5422 PA USD 4732121.34 0.0679863518 Long ABS-O CORP US Y 2 2033-01-18 Fixed 6.799 N N N N N N SANTANDER BANK AUTO CREDIT LINKED N TR24TWEY5RVRQV65HD49 80280BAF5 12708979.76556 PA USD 13056450.9 0.1875819322 Long ABS-O CORP US Y 2 2033-01-18 Fixed 8.881 N N N N N N SWITCH ABS ISSUER LLC 2024-1 N/A 871044AJ2 10000000 PA USD 10156372.46 0.1459165270 Long ABS-O CORP US Y 2 2054-06-25 Fixed 10.033 N N N N N N SWITCH ABS ISSUER LLC 2024-1 N/A 871044BA0 27712000 PA USD 27762314.62 0.3988609659 Long ABS-O CORP US Y 2 2056-03-27 Fixed 5.609 N N N N N N SANTANDER BANK AUTO CREDIT LINKED N TR24TWEY5RVRQV65HD49 80280BAG3 7855247.7980042 PA USD 8163962.18 0.1172915834 Long ABS-O CORP US Y 2 2033-01-18 Fixed 12.231 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCV4 5828000 PA USD 5927156.43 0.0851554120 Long ABS-O CORP US Y 2 2034-01-16 Fixed 7.343 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82650DAD4 1585200.08958 PA USD 1581385.62 0.0227197553 Long ABS-O CORP US Y 2 2041-06-20 Fixed 7.48 N N N N N N SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC N/A 82650FAC1 2289089.0688 PA USD 2257217.84 0.0324294318 Long ABS-O CORP US Y 2 2044-08-22 Fixed 4.98 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 13925000 PA USD 13769853.22 0.1978313779 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAN8 20252000 PA USD 20392361.14 0.2929768996 Long DBT CORP US Y 2 2036-02-01 Fixed 6.5 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82653BAD5 2798378.77215 PA USD 2748174.85 0.0394830075 Long ABS-O CORP US Y 2 2041-08-20 Fixed 6.93 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82653CAD3 5104233.88468 PA USD 4998723.72 0.0718166262 Long ABS-O CORP US Y 2 2042-01-21 Fixed 6.86 N N N N N N Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 549300IQ3DN0F3VERF65 87470LAM3 31069000 PA USD 31224562.48 0.4486030550 Long DBT CORP US Y 2 2034-03-15 Fixed 6.75 N N N N N N Talos Prodtn Inc 549300GZ2DZZE2Y8TX15 87485LAD6 415000 PA USD 431978.9 0.0062062376 Long DBT CORP US Y 2 2029-02-01 Fixed 9 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 826934AC5 441811.18125 PA USD 450021.47 0.0064654551 Long ABS-O CORP US Y 2 2039-07-20 Fixed 7.63 N N N N N N SIERRA TIMESHARE 2024-1 RECEIVABLES N/A 826935AD0 763909.94547 PA USD 767972.91 0.0110334610 Long ABS-O CORP US Y 2 2043-01-20 Fixed 8.02 N N N N N N Talos Prodtn Inc 549300GZ2DZZE2Y8TX15 87485LAE4 440000 PA USD 466293.08 0.0066992292 Long DBT CORP US Y 2 2031-02-01 Fixed 9.375 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AL1 276000 PA USD 276475.78 0.0039721255 Long DBT CORP US N 2 2035-03-11 Fixed 5.5 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 826943AC6 586887.73875 PA USD 597304.39 0.0085814677 Long ABS-O CORP US Y 2 2040-01-20 Fixed 7 N N N N N N SIERRA TIMESHARE 2023-3 RECEIVABLES N/A 826944AD2 843878.253672 PA USD 860589.28 0.0123640797 Long ABS-O CORP US Y 2 2040-09-20 Fixed 9.44 N N N N N N TKC Holdings Inc. N/A 87256YAE3 190000 PA USD 191583.65 0.0027524809 Long DBT CORP US Y 2 2030-08-15 Fixed 8.5 N N N N N N Tidewater Inc New 2549000JA5GRUPLMUH98 88642RAE9 425000 PA USD 452766.1 0.0065048872 Long DBT CORP US Y 2 2030-07-15 Fixed 9.125 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBQ4 261000 PA USD 263384.36 0.0037840411 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBU5 225000 PA USD 213233.65 0.0030635263 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADY69 4613.03128 PA USD 4452.58 0.0000639702 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AED78 3066471.0058194 PA USD 2813243.69 0.0404178510 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AD7 144000 PA USD 138066.18 0.0019835958 Long DBT CORP US N 2 2028-04-01 Fixed 2.25 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AE5 283000 PA USD 259050.28 0.0037217734 Long DBT CORP US N 2 2031-04-01 Fixed 2.75 N N N N N N N/A N/A N6872NAR7 10010000 PA 11520731.67 0.1655182655 Long LON CORP NL N 2 2032-09-29 Variable 4.877 N N N N N N PAI Partners SAS N/A N/A 15590000 PA 17663789.99 0.2537755383 Long LON CORP FR N 2 2029-12-31 Variable 5.635 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXA7 50000 PA USD 44778.94 0.0006433387 Long DBT CORP US N 2 2039-04-23 Variable 4.411 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 261000 PA USD 266652.48 0.0038309942 Long DBT CORP US Y 2 2032-04-15 Fixed 7.875 N N N N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 213000 PA USD 241175.06 0.0034649603 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N TGS ASA 549300NUPLAXPB0WYH90 87243KAA7 451000 PA USD 471122.34 0.0067686111 Long DBT CORP NO Y 2 2030-01-15 Fixed 8.5 N N N N N N LENDBUZZ SECURITIZATION TRUST 2026-1 N/A 525952AB3 7339735.5978387 PA USD 7338316.44 0.1054295373 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.68 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 52611JAD2 3329000 PA USD 3208953.11 0.0461030053 Long ABS-O CORP US Y 2 2031-04-15 Fixed 5.28 N N N N N N N/A N/A N/A 19940000 PA 22780472.91 0.3272868834 Long LON CORP US N 2 2033-01-14 Variable 4.784 N N N N N N Tailored Brands NKFP7BJ6WYEV4I24P532 58711MAK5 7402954 PA USD 7391405.39 0.1061922658 Long LON CORP US N 2 2031-01-28 Floating 9.4213 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076CC1 251000 PA USD 256620.22 0.0036868608 Long DBT CORP US N 2 2035-08-15 Fixed 5.55 N N N N N N Mueller Water Products, Inc. 549300F7ZU4P1F8V8L60 624758AF5 200000 PA USD 192679.34 0.0027682226 Long DBT CORP US Y 2 2029-06-15 Fixed 4 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89116C4H7 11405000 PA USD 11221190.18 0.1612147552 Long DBT CORP CA N 2 2085-10-31 Variable 6.35 N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 263000 PA USD 261816.48 0.0037615154 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25 N N N N N N Inspired Education Group N/A G4800AAJ3 3928365.38 PA USD 3916108.88 0.0562627069 Long LON CORP US N 2 2031-02-28 Floating 6.41815 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 243000 PA USD 256300.94 0.0036822737 Long DBT CORP NL N 2 2034-09-11 Variable 6.114 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BM4 200000 PA USD 203138.88 0.0029184948 Long DBT CORP NL N 2 2035-03-19 Variable 5.55 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 25683000 PA USD 24952725.21 0.3584956159 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.875 N N N N N N Yum! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 185000 PA USD 181913.68 0.0026135525 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75 N N N N N N Yum! Brands Inc. 549300JE8XHZZ7OHN517 988498AN1 208000 PA USD 192144.89 0.0027605442 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N Z Capital Credit Partners CLO 2015-1 Ltd./Z Capital Credit Partners CLO 2015-1 LLC N/A 98878CAG1 303685.6755 PA USD 302795.79 0.0043502648 Long ABS-CBDO CORP KY Y 2 2031-01-16 Variable 6.38274 N N N N N N MTN COML MTG TR 2022-LPFL N/A 62475WAL9 19300000 PA USD 19275875 0.2769363516 Long ABS-O CORP US Y 2 2039-03-15 Variable 8.965169 N N N N N N Murphy Oil USA Inc N32S6DTR2ZZ5222WHV58 626738AE8 197000 PA USD 194305.14 0.0027915805 Long DBT CORP US N 2 2029-09-15 Fixed 4.75 N N N N N N Octagon Investment Partners XXIV Ltd. N/A 67576PAY3 20000000 PA USD 20009896 0.2874820258 Long ABS-CBDO CORP KY Y 2 2037-07-15 Variable 5.03219 N N N N N N STORM KING PARK CLO LTD N/A 86217RAL2 23900000 PA USD 23908604 0.3434947343 Long ABS-CBDO CORP JE Y 2 2037-10-15 Variable 5.03219 N N N N N N N/A N/A N/A 1 NC USD 326314.26 0.0046881545 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 11393068.31 GBP 15402131.55 USD 2026-05-22 326314.26 N N N N/A N/A N/A 1 NC USD 54865.44 0.0007882514 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4421682.31 CAD 3241025.13 USD 2026-05-22 54865.44 N N N N/A N/A N/A 1 NC USD 8143545.65 0.1169982593 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 322762859.48 EUR 382059241.76 USD 2026-05-22 8143545.65 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 16054402 PA USD 15025346.94 0.2158690468 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 4 N N N N N N SB MULTIFAMILY REPACK TRUST N/A 78397JAH8 12632913.150191 PA USD 12329206.55 0.1771336180 Long ABS-O CORP US Y 2 2039-12-27 Variable 6.742806 N N N N N N SCG Commercial Mortgage Trust 2025-DLFN N/A 78398EAJ4 6475000 PA USD 6409963.51 0.0920918977 Long ABS-O CORP US Y 2 2035-03-15 Variable 6.62251 N N N N N N SCG TRUST 2025-SNIP 5493005BBCF84ICNQ550 78398JAJ3 7875000 PA USD 7875000.56 0.1131400740 Long ABS-O CORP US Y 2 2042-09-15 Variable 7.07251 N N N N N N Sesi, L.L.C. XDZ56K6RXS5J1ESBZS35 78412FAX2 200000 PA USD 203942.4 0.0029300389 Long DBT CORP US Y 2 2030-09-30 Fixed 7.875 N N N N N N N/A N/A N/A -323100000 OU Notional USD -5577006.48 -0.0801248103 N/A DCR US N 2 Citigroup Global Markets Inc G7D5LKZKIBRMES6BO437 CDX.NA.IG.46 2I65BYEJ0 CDX.NA.IG.46 Y CDX IG CDSI 2031-06-20 0.000000000000 USD 5657758.870000000000 USD -323100000 USD 80752.39 N N N N/A N/A N/A 328718976.8 OU Notional USD -2782463.78 -0.0399756363 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JANUS HENDERSON AAA CLO ETF JANUS HENDERSON AAA CLO ETF Y Total Return of JANUS HENDERSON AAA CLO ETF 2026-07-23 0.000000000000 USD 0.000000000000 USD 328718976.8 USD -2782463.78 N N N Taseko Mines Limited 549300XKUO1JSLU7KX54 876511AG1 12751000 PA USD 13293682.56 0.1909902376 Long DBT CORP CA Y 2 2030-05-01 Fixed 8.25 N N N N N N N/A N/A G4800AAK0 10346659.27 PA 11880937.01 0.1706933329 Long LON CORP US N 2 2031-02-28 Variable 4.892 N N N N N N SF ABS ISSUER LLC N/A 784193AA2 28618000 PA USD 27584351.09 0.3963041652 Long ABS-O CORP US Y 2 2055-11-25 Fixed 5.377 N N N N N N SCIH Salt Holdings Inc. N/A 78433BAB4 16411000 PA USD 16328945 0.2345978303 Long DBT CORP US Y 2 2029-05-01 Fixed 6.625 N N N N N N N/A N/A N/A 700000000 OU Notional USD 17750054 0.2550148927 N/A DCR US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CDX HY CDSI S45 5Y 2I65BRAD7 CDX HY CDSI S45 5Y CDX HY CDSI S45 5Y 2030-12-20 0 USD 0 USD 700000000 USD 700000000 USD 106.500000000000 USD 2026-06-17 XXXX 4416734 N N N N/A N/A N/A -700000000 OU Notional USD -4416132 -0.0634465353 N/A DCR US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CDX HY CDSI S45 5Y 2I65BRAD7 CDX HY CDSI S45 5Y CDX HY CDSI S45 5Y 2030-12-20 0 USD 0 USD -700000000 USD -700000000 USD 100.000000000000 USD 2026-06-17 XXXX -466032 N N N N/A N/A N/A 1 NC USD 35542.09 0.0005106329 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1349320.65 EUR 1598708.84 USD 2026-05-22 35542.09 N N N SEB FUNDING LLC N/A 78433DAD6 9900000 PA USD 9839073.44 0.1413578943 Long ABS-O CORP US Y 2 2056-01-30 Fixed 6.665 N N N N N N Sbna Auto Receivables Trust 2024-A N/A 78437PAH6 6000000 PA USD 6247632.97 0.0897596960 Long ABS-O CORP US Y 2 2032-04-15 Fixed 8 N N N N N N Connecticut Avenue Securities Trust 2019-R04 B1V7KEBTPIMZEU4LTD58 20753TAC7 3593721.8539375 PA USD 3623813.44 0.0520633005 Long ABS-MBS USGSE US Y 2 2039-06-27 Variable 9.02638 N N N N N N N/A N/A N/A -876.00 NC USD 3596308.41 0.0516681360 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-06-30 -105705058.41 USD 3596308.41 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754HAD0 5413031.4298184 PA USD 5480970.29 0.0787450590 Long ABS-MBS USGSE US Y 2 2039-07-25 Variable 7.87638 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616LAC6 1850000 PA USD 1385544.14 0.0199061023 Long ABS-O CORP US Y 3 2028-01-18 Fixed 6.99 Y N N N N N SCG COMMERICAL MORTGAGE TRUST 2025-FLWR N/A 78438AAJ4 6733000 PA USD 6640032.79 0.0953973013 Long ABS-O CORP US Y 2 2042-08-15 Variable 6.42251 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 373000 PA USD 378649.83 0.0054400593 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 13519000 PA USD 13804169.79 0.1983244038 Long DBT CORP US Y 2 2032-08-01 Fixed 7 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAZ3 2880000 PA USD 2871862.91 0.0412600329 Long DBT CORP US Y 2 2034-04-15 Fixed 6.625 N N N N N N N/A N/A N/A 1 NC USD 21450.09 0.0003081733 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2698136.82 USD 2347538.92 EUR 2026-05-22 21450.09 N N N N/A N/A N/A 1 NC USD 22025.17 0.0003164355 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2770474 USD 2410476.56 EUR 2026-05-22 22025.17 N N N SMRT MINI N/A 78457JAN2 7000000 PA USD 6967948.3 0.1001084610 Long ABS-O CORP US Y 2 2039-01-15 Variable 6.373 N N N N N N SMRT MINI N/A 78457JAQ5 20073000 PA USD 19670403.03 0.2826045328 Long ABS-O CORP US Y 2 2039-01-15 Variable 7.023 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79581UAC8 4655812.715519 PA USD 4790126.86 0.0688197167 Long ABS-O CORP US Y 2 2053-11-25 Variable 8.007 N N N N N N United Parks & Resorts Inc 529900G0H4NV3IIK3269 81282UAG7 115000 PA USD 109840.43 0.0015780766 Long DBT CORP US Y 2 2029-08-15 Fixed 5.25 N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616LAD4 3145000 PA USD 1867135.74 0.0268251252 Long ABS-O CORP US Y 3 2028-04-17 Fixed 8.61 Y N N N N N Truist Bank (North Carolina) JJKC32MCHWDI71265Z06 897926CC3 1446497.18655 PA USD 1443794.55 0.0207429855 Long ABS-O CORP US Y 2 2033-09-26 Fixed 6.807 N N N N N N Truist Bank (North Carolina) JJKC32MCHWDI71265Z06 897926CE9 1854483.57275 PA USD 1853965.06 0.0266359021 Long ABS-O CORP US Y 2 2033-09-26 Fixed 9.685 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 902973BC9 16493000 PA USD 16166888.86 0.2322695710 Long DBT CORP US N 2 2099-12-31 Variable 3.7 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 165000 PA USD 163932.09 0.0023552111 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N Six Flags Entertainment Corp/ Canadas Wonderland Company/ Millennium Operations LLC 529900AS2CYWYFHRS781 83003AAA8 3830000 PA USD 3836179.09 0.0551143562 Long DBT CORP US Y 2 2032-01-15 Fixed 8.625 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAQ8 8552349.7 PA USD 8520278.39 0.1224107757 Long LON CORP US N 2 2030-09-29 Floating 5.94961 N N N N N N U S Bank National Assn Minneapolis Minnesota 6BYL5QZYBDK8S7L73M02 90357PAW4 592421.868 PA USD 600651.85 0.0086295606 Long ABS-O CORP US Y 2 2032-08-25 Fixed 9.785 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31334XYL7 1718920.3092309 PA USD 1589800 0.0228406447 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6B57 2061.0189 PA USD 1925.98 0.0000276705 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6CC1 7900.76502 PA USD 7614.15 0.0001093924 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6QN2 2504013.7502395 PA USD 2326183.39 0.0334202593 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFFE4 2464.97161 PA USD 2372.46 0.0000340851 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73V5 5494.80691724 PA USD 5468.98 0.0000785728 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAPW2 693651.03643704 PA USD 636369.75 0.0091427194 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXJ58 296053.74591 PA USD 266918.56 0.0038348169 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N Sofi Consumer Ln Program 2016-5 Llc N/A 83390JAD4 10243000 PA USD 10229689.96 0.1469698789 Long ABS-O CORP US Y 2 2034-08-15 Fixed 5.35 N N N N N N tvc mortgage trust N/A 87306XAB1 2600000 PA USD 2589919.54 0.0372093546 Long ABS-O CORP US Y 2 2041-02-25 Variable 5.315 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311AD9 206000 PA USD 208101.31 0.0029897900 Long DBT CORP US Y 2 2030-07-15 Fixed 7.25 N N N N N N United Auto Credit Securitization Trust 2012-1 N/A 90945DAD2 4500000 PA USD 4533810.3 0.0651372186 Long ABS-O CORP US Y 2 2029-11-12 Fixed 8.3 N N N N N N TVC MORTGAGE TRUST 2026-RRTL1 N/A 87306XAC9 3550000 PA USD 3536632.12 0.0508107671 Long ABS-O CORP US Y 2 2041-02-25 Variable 6.34 N N N N N N VT Topco Inc. 5493007T812R37X02Y38 91838PAA9 235000 PA USD 238924.5 0.0034326265 Long DBT CORP US Y 2 2030-08-15 Fixed 8.5 N N N N N Vertical Bridge Llc 2016-1 549300DKEDU9WZPGTC09 92535VAU6 5923000 PA USD 6023387.15 0.0865379580 Long ABS-O CORP US Y 2 2055-08-16 Fixed 7.446 N N N N N N Vertical Bridge Llc 2016-1 549300DKEDU9WZPGTC09 92535VAW2 16900000 PA USD 17346443.92 0.2492162297 Long ABS-O CORP US Y 2 2055-08-16 Fixed 9.383 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFQ0 14762000 PA USD 15059208.37 0.2163555337 Long DBT CORP US N 2 2035-06-15 Fixed 5.3 N N N N N Uniti Service LLC/ Uniti Group Finance 2019 Inc/CSL Capital LLC N/A 91327BAA8 272000 PA USD 264176.88 0.0037954273 Long DBT CORP US Y 2 2029-02-15 Fixed 6.5 N N N N N N VONTIVE MORTGAGE TRUST N/A 928884AA3 16491000 PA USD 16650715.34 0.2392207024 Long ABS-O CORP US Y 2 2030-03-25 Variable 6.507 N N N N N N Voyager Parent LLC 2549002DYVI4ACSV4V71 92921EAA0 23090000 PA USD 23972361.26 0.3444107344 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXSM1 63971.9442784 PA USD 61630.76 0.0008854487 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W2G70 35955141.024953 PA USD 35870761.81 0.5153549659 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5 N N N N N N WBI Operations LLC 254900A83461EGRMOV11 92944BAA9 196000 PA USD 197168.16 0.0028327135 Long DBT CORP US Y 2 2030-10-15 Fixed 6.25 N N N N N N Wabash National Corporation 5299004ZAWHQZI5XO485 929566AL1 218000 PA USD 190991.33 0.0027439710 Long DBT CORP US Y 2 2028-10-15 Fixed 4.5 N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AZ5 4151000 PA USD 4171256.88 0.0599284163 Long DBT CORP US Y 2 2031-07-31 Fixed 8.5 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906BA9 10069000 PA USD 10377264.05 0.1490900748 Long DBT CORP US Y 2 2032-08-01 Fixed 9.375 N N N N N USA Compression Partners LP / USA Compression Finance Corp 5493000B1PEOKXRZEO65 91740PAH1 21364000 PA USD 21296810.22 0.3059711127 Long DBT CORP US Y 2 2033-10-01 Fixed 6.25 N N N N N N Viking Baked Goods Acquisition Corp 254900DBFD2H1FJK0893 92676AAA5 100000 PA USD 98951.42 0.0014216343 Long DBT CORP US Y 2 2031-11-01 Fixed 8.625 N N N N N N Viper Energy Partners LLC 54930010ZZ02MRGRI973 92764MAB0 21316000 PA USD 21482477.96 0.3086385997 Long DBT CORP US N 2 2035-08-01 Fixed 5.7 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 3265000 PA USD 3552672.62 0.0510412209 Long DBT CORP US Y 2 2033-10-15 Fixed 6.95 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL5Y0 3620948.3105617 PA USD 3552041.74 0.0510321570 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CE69 419.99180704 PA USD 440.33 0.0000063262 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CM3 250000 PA USD 278401.61 0.0039997938 Long DBT CORP US N 2 2038-04-15 Fixed 6.2 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LCE7 255000 PA USD 255629.81 0.0036726316 Long DBT CORP US N 2 2035-03-15 Fixed 4.95 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C6S9 750953.574349 PA USD 688940.28 0.0098979998 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FPB8 24982.70595016 PA USD 22818.03 0.0003278265 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N Federal Home Loan Banks B1V7KEBTPIMZEU4LTD58 31418APM4 916545.81102848 PA USD 840858.01 0.0120806007 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N Federal Home Loan Banks B1V7KEBTPIMZEU4LTD58 31418AQR2 390874.53027588 PA USD 358596.35 0.0051519511 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N Watco Companies, L.L.C. / Watco Finance Corp. 549300UK74AMHGBXZG45 941130AD8 11082000 PA USD 11381380.23 0.1635162044 Long DBT CORP US Y 2 2032-08-01 Fixed 7.125 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 447000 PA USD 456290.45 0.0065555215 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25 N N N N N N Federal Home Loan Banks B1V7KEBTPIMZEU4LTD58 31418ARE0 352216.3227264 PA USD 321697.86 0.0046218307 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N Federal Home Loan Banks B1V7KEBTPIMZEU4LTD58 31418ATD0 299263.0934909 PA USD 273332.86 0.0039269711 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAS1 13541000 PA USD 13919701.15 0.1999842420 Long DBT CORP US Y 2 2034-04-15 Fixed 6 N N N N N N Thunderbolt Aircraft Lease Limited / Thunderbolt Aircraft Lease US LLC N/A 88606X100 10 NS USD 1815572.53 0.0260843169 Long EP CORP KY Y 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CGC2 34229.57710519 PA USD 30771.1 0.0004420882 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FOUNDATION FINANCE TRUST 2025-3 N/A 35042TAD4 3725000 PA USD 3703241.17 0.0532044381 Long ABS-O CORP US Y 2 2052-08-15 Fixed 5.71 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AUZW3 2557.57376 PA USD 2439.5 0.0000350483 Long ABS-MBS USGA US N 2 2047-07-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA5W9 321.46701 PA USD 306.63 0.0000044054 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4 N N N N N N Weekley Homes LLC/Weekley Finance Corp. 5493009MTTQO8ZN53F13 948565AF3 6507000 PA USD 6232059.08 0.0895359461 Long DBT CORP US Y 2 2034-01-15 Fixed 6.75 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 55000 PA USD 59551.46 0.0008555754 Long DBT CORP US N 2 2034-10-23 Variable 6.491 N N N N N N Welltower Inc. 254900F33BIAR82QTA19 95040QAJ3 132000 PA USD 125583.76 0.0018042609 Long DBT CORP US N 2 2030-01-15 Fixed 3.1 N N N N N N Wesco Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 190000 PA USD 193402.71 0.0027786153 Long DBT CORP US Y 2 2029-03-15 Fixed 6.375 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 92769VAJ8 271000 PA USD 222057.59 0.0031902997 Long DBT CORP GB Y 2 2030-07-15 Fixed 5 N N N N N N House Of HR Group BV 724500AWBTX8I880X774 N93531AA4 13300000 PA 13170403.23 0.1892190844 Long DBT CORP NL Y 2 2029-11-03 Fixed 9 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H1CH8 420.9386456 PA USD 410.43 0.0000058966 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H1CJ4 1394.94943525 PA USD 1355.89 0.0000194801 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N SK NEPTURE HUSKY GROUP N/A N/A 232620.44 PA USD 27914.45 0.0004010467 Long LON CORP LU N 2 2024-04-30 Variable 13.5868 Y N N N N N N/A N/A N/A 6040000 PA 6967346.06 0.1000998086 Long LON CORP GB N 2 2031-05-16 Variable 5.353 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAY1 266000 PA USD 256866.59 0.0036904004 Long DBT CORP GB N 2 2036-09-22 Variable 5.136 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 178000 PA USD 186933.46 0.0026856716 Long DBT CORP SG Y 2 2029-12-15 Fixed 8.25 N N N N N N Seaspan Corporation 5493007Z8Q1H45KT7W98 81254UAK2 204000 PA USD 191132.64 0.0027460012 Long DBT CORP MH Y 2 2029-08-01 Fixed 5.5 N N N N N N VZ SECURED FINANCING BV N/A 91845AAB1 8539000 PA USD 8048894.7 0.1156384098 Long DBT CORP NL Y 2 2033-01-15 Fixed 7.5 N N N N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 92858RAE0 16966000 PA USD 15158192.96 0.2177776446 Long DBT CORP GB Y 2 2033-01-15 Fixed 6.75 N N N N N N Heubach Group N/A L6124KAC4 7944280.49 PA USD 158885.61 0.0022827084 Long LON CORP DE N 2 2029-01-03 Floating 10.75 Y N N N N N N/A N/A N/A 17914228 PA USD 17914228 0.2573735793 Long STIV CORP US N 2 2026-04-01 Fixed 3.65 N N N N N Janus Henderson Cash Collateral Fund LLC N/A N/A 76489992 NS USD 76489992 1.0989311414 Long EC PF US N 2 N N Euro Member Countries Cash Balance N/A N/A 3887293.74 OU Currency 3887293.74 0.0558487200 Long STIV XX N 1 N N N United Kingdom Pound Cash Balance N/A N/A 14375.48 OU Currency 14375.48 0.0002065324 Long STIV GB N 1 N N N 2026-05-15 JANUS INVESTMENT FUND JESPER NERGAARD JESPER NERGAARD VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER XXXX