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 2025-12-31 N 8061906508.070000000000 1504527754.810000000000 6557378753.260000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 132147314.570000000000 0.000000000000 0.000000000000 0.000000000000 EUR USD N 55%Bloomberg US Corp High Yld Bond/25%Bloomberg US Corp/20%Bloomberg Securitized INTRNL-1465165005 N/A N/A N/A 1 NC USD -98147.35 -0.0014967467 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 10010000 EUR 11698106.42 USD 2026-03-04 -98147.35 N N N N/A N/A N/A 1 NC USD 623.78 0.0000095126 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 68750.73 USD 58869.44 EUR 2026-03-04 623.78 N N N N/A N/A N/A 1 NC USD -142852.71 -0.0021785033 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 14204400 EUR 16596278.92 USD 2026-03-04 -142852.71 N N N N/A N/A N/A 1 NC USD 22814.08 0.0003479146 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 10180000 EUR 12019403.84 USD 2026-03-04 22814.08 N N N Quiksilver Inc N/A N/A 59.91 NS USD 9327.99 0.0001422518 Long EC CORP US N 3 N N N Ggam Finance Ltd. 254900X2QXEN0FVXRF65 36170JAA4 167000 PA USD 176847.82 0.0026969286 Long DBT CORP KY Y 2 2028-06-15 Fixed 8 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSJ5 74217.46643 PA USD 73653.78 0.0011232199 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.5 N N N N N N AFFIRM MASTER TRUST N/A 00833BAS7 8000000 PA USD 7959898.81 0.1213884253 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.8 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G2A0 2350174.554 PA USD 2442657.92 0.0372505236 Long ABS-O CORP US Y 2 2032-05-17 Fixed 12.748 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN3S2 375.32891028 PA USD 360.96 0.0000055046 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BN4U6 1428.36661475 PA USD 1373.7 0.0000209489 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 4 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G4F7 1162016.8926 PA USD 1167589.72 0.0178057386 Long ABS-O CORP US Y 2 2032-09-15 Fixed 6.678 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007GZ89 1304544.945825 PA USD 1325074.1 0.0202073748 Long ABS-O CORP US Y 2 2032-05-17 Fixed 7.917 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2UF7 8247.59130912 PA USD 8202.84 0.0001250933 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.5 N N N N N N Great Wolf Trust 2015-Wolf Mz N/A 362414AJ3 3507000 PA USD 3516401.3 0.0536251059 Long ABS-O CORP US Y 2 2041-05-15 Variable 7.38855 N N N N N N Aretec Escrow Issuer 2 Inc. N/A 04020JAA4 3568000 PA USD 3850382.22 0.0587183136 Long DBT CORP US Y 2 2030-08-15 Fixed 10 N N N N N N BLP TRUST 2025-IND2 N/A 05556WAJ5 30139000 PA USD 30171633.2 0.4601172867 Long ABS-O CORP US Y 2 2042-12-15 Variable 7.50012 N N N N N N GAM RESECURITIZATION TRUST N/A 36459TBQ8 18068494 PA USD 14697310.53 0.2241339273 Long ABS-O CORP US Y 2 2051-09-27 None 0 N N N N N N Genesis Energy LP & Genesis Energy Finance Corp. 549300VJ5D6MDK138782 37185LAQ5 225000 PA USD 234542.25 0.0035767684 Long DBT CORP US N 2 2032-05-15 Fixed 7.875 N N N N N N BKV Upstream Midstream LLC 254900LG75NBYHBBAU18 05619CAA3 195000 PA USD 197642.84 0.0030140525 Long DBT CORP US Y 2 2030-10-15 Fixed 7.5 N N N N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572AQ1 281000 PA USD 265294.19 0.0040457353 Long DBT CORP US N 2 2032-03-15 Fixed 3.7 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 372460AF2 100000 PA USD 101669.66 0.0015504619 Long DBT CORP US N 2 2029-08-15 Fixed 4.95 N N N N N N Protective Industrial Products N/A 37987UAG7 12280000 PA USD 12201039.6 0.1860658055 Long LON CORP US N 2 2032-05-21 Floating 7.7161 N N N N N N Castlelake Aircraft Securitization Trust 2018-1 N/A 12563AAA9 1000000 NS USD 47500 0.0007243748 Long EP CORP US N 2 N N N Carvana Auto Receivables Trust 2019-3 N/A 14687GAF2 6770547.457928 PA USD 6629858.01 0.1011053084 Long ABS-O CORP US Y 2 2028-06-12 Fixed 3.16 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378P6S2 264178.0506 PA USD 22509.05 0.0003432629 Long ABS-MBS USGA US N 2 2044-01-20 Variable 1.70162 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378XM65 430142.721 PA USD 31270.09 0.0004768687 Long ABS-MBS USGA US N 2 2055-10-16 Variable 2.30126 N N N N N N Castlelake Aircraft Structured Trust 2018-1 N/A 14856CAC3 3837431.601 PA USD 2878097.88 0.0438909813 Long ABS-O CORP US Y 2 2043-06-15 Fixed 6.625 N Y N N N N Copeland (Emerson Electrics climate control business) N/A 26872NAC3 9715412.59 PA USD 9734357.64 0.1484489154 Long LON CORP US N 2 2030-05-31 Floating 6.07237 N N N N N N Gracie Point International Funding 2020-B N/A 38410JAB8 7438000 PA USD 7481916.93 0.1140992035 Long ABS-O CORP US Y 2 2027-03-01 Variable 8.19671 N N N N N N Gracie Point International Funding 2020-B N/A 38410JAC6 5000000 PA USD 5015958 0.0764933396 Long ABS-O CORP US Y 2 2027-03-01 Variable 9.59671 N N N N N N Copeland (Emerson Electrics climate control business) N/A 26872NAD1 13369168.31 PA USD 13388820.99 0.2041794670 Long LON CORP US N 2 2031-08-04 Floating 6.12187 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AF6 16767000 PA USD 15466026.67 0.2358568454 Long DBT CORP US N 2 2051-02-15 Fixed 2.95 N N N N N Ellucian Holdings Inc. 549300RP8NIJ7FY7OS79 289178AA3 192000 PA USD 195773 0.0029855375 Long DBT CORP US Y 2 2029-12-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XC5X1 115871.62394756 PA USD 113296.89 0.0017277771 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 68998.39232738 PA USD 67429.22 0.0010282953 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 1881.059895 PA USD 1778.66 0.0000271246 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.5 N N N N N N Gracie Point International Funding 2020-B N/A 38410KAC3 4400000 PA USD 4403342.68 0.0671509584 Long ABS-O CORP US Y 2 2028-03-01 Variable 7.69021 N N N N N N Gracie Point International Funding 2020-B N/A 38410KAD1 2700000 PA USD 2704738.23 0.0412472473 Long ABS-O CORP US Y 2 2028-03-01 Variable 11.34021 N N N N N N Granite Ridge Resources Inc N/A N/A 33355000 PA USD 32020800 0.4883170731 Long DBT CORP US N 2 2029-11-05 Fixed 8.875 N N N N N N Great Wolf Trust 2015-Wolf Mz N/A 39152MAG0 3177000 PA USD 3182508.07 0.0485332355 Long ABS-O CORP US Y 2 2039-03-15 Variable 6.64012 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y06M9 1122.14762 PA USD 1088.59 0.0000166010 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0KU5 1974.51153 PA USD 1858.29 0.0000283389 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 50000 PA USD 49830.46 0.0007599143 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119DC0 151000 PA USD 153890 0.0023468219 Long DBT CORP US N 2 2055-03-01 Fixed 6.2 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6VU0 2620.940973 PA USD 2401.08 0.0000366165 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YAV98 397868.9963229 PA USD 395059.1 0.0060246497 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N HAH Group Holding Co. LLC 254900FFJQHW9R90FL74 40518JAA7 92000 PA USD 86512.56 0.0013193162 Long DBT CORP US Y 2 2031-10-01 Fixed 9.75 N N N N N N Mhp Commercial Mortgage Trust 2022-Mhil N/A 55293DAN1 4104000 PA USD 4084973.96 0.0622958367 Long ABS-O CORP US Y 2 2027-01-15 Variable 7.70762 N N N N N N MKT 2020-525M MORTGAGE TRUST N/A 55316PAA5 2755000 PA USD 2486681.31 0.0379218801 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 8625263.62 0.1315352360 Long ABS-O CORP US Y 2 2040-02-12 Variable 2.9406 N N N N N N MIWD Holdco II LLC & MIWD Finance Corp. 254900X3SPV5RVFJEY72 55337PAA0 197000 PA USD 190815.36 0.0029099335 Long DBT CORP US Y 2 2030-02-01 Fixed 5.5 N N N N N N Mvw 2019-2 LLC N/A 55389TAD3 658964.96177 PA USD 630369.48 0.0096131321 Long ABS-O CORP US Y 2 2041-01-22 Fixed 3.17 N N N N N N MARLETTE FUNDING TRUST 2025-1 N/A 570920AD0 13864000 PA USD 13959137.59 0.2128767929 Long ABS-O CORP US Y 2 2035-07-16 Fixed 6.02 N N N N N N Medline Industries N/A 58503UAJ2 7356829.33 PA USD 7380591.89 0.1125539971 Long LON CORP US N 2 2030-10-23 Floating 5.4661 N N N N N N MELLO WHSE SECURITIZATION TR 19-1 549300MG3C2ML9FTA089 58553FAF2 11458000 PA USD 11430957.97 0.1743220637 Long ABS-O CORP US Y 2 2057-10-25 Variable 8.98173 N N N N N N Datasite (fka Merrill Corp) 254900765HT42I3EW691 59012CAL9 13565659.08 PA USD 13599573.23 0.2073934379 Long LON CORP US N 2 2031-07-03 Floating 7.15059 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YBA57 856433.92483368 PA USD 849394 0.0129532551 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4C89 8692.64576648 PA USD 9241.57 0.0001409339 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6 N N N N N N Midcontinent Communications/Midcontinent Communications Finance Corp 549300ZI9GDQBS28C408 59565XAD2 20904000 PA USD 21397857 0.3263172344 Long DBT CORP US Y 2 2032-08-15 Fixed 8 N N N N N N Midwest Gaming Borrower LLC 5493005826VXDUREHL94 59833DAB6 454000 PA USD 446569.29 0.0068101799 Long DBT CORP US Y 2 2029-05-01 Fixed 4.875 N N N N N N ACHV 2023-1PL D MTGE 144A N/A 00091XAD9 1010429.24345 PA USD 1019131.15 0.0155417460 Long ABS-O CORP US Y 2 2030-03-18 Fixed 8.47 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAG8 183000 PA USD 191896 0.0029264132 Long DBT CORP US Y 2 2029-01-15 Fixed 10.25 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAK9 17411000 PA USD 19234638.76 0.2933281649 Long DBT CORP US Y 2 2032-07-15 Fixed 10.5 N N N N N Angi Group Llc N/A 001846AA2 359000 PA USD 331590.35 0.0050567515 Long DBT CORP US Y 2 2028-08-15 Fixed 3.875 N N N N N N AAR Corp. MP76T5YQX3YK5VVAQ802 00253PAA6 68000 PA USD 70369.12 0.0010731288 Long DBT CORP US Y 2 2029-03-15 Fixed 6.75 N N N N N N Adams Homes Inc N/A 00623PAB7 192000 PA USD 200815.3 0.0030624325 Long DBT CORP US Y 2 2028-10-15 Fixed 9.25 N N N N N N Advanced Drainage System Inc 6QQTOZ5MF5DHM7K92I60 00790RAB0 31000 PA USD 31699.7 0.0004834203 Long DBT CORP US Y 2 2030-06-15 Fixed 6.375 N N N N N N Aethon United Br Lp / Aethon United Finance Corporation 5493007HPG2M9K9X5V41 00810GAD6 242000 PA USD 253537.59 0.0038664472 Long DBT CORP US Y 2 2029-10-01 Fixed 7.5 N N N N N N Ahead DB Holdings 254900L07WFL833JX193 00866HAH8 6051629.61 PA USD 6039223.77 0.0920981386 Long LON CORP US N 2 2031-02-01 Floating 6.17194 N N N N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581AQ1 178000 PA USD 184023.35 0.0028063554 Long DBT CORP US Y 2 2035-06-15 Variable 8.375 N N N N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581AR9 205000 PA USD 212239.58 0.0032366528 Long DBT CORP US Y 2 2031-05-15 Fixed 6.75 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBZ2 245000 PA USD 251220.48 0.0038311113 Long DBT CORP US N 2 2029-05-15 Variable 5.737 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 4243140 PA USD 4254172.16 0.0648761086 Long LON CORP US N 2 2031-09-30 Floating 5.7161 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02073LAC5 33093000 PA USD 33390075.86 0.5091985245 Long DBT CORP US Y 2 2034-01-15 Fixed 6.25 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAN7 89000 PA USD 83703.01 0.0012764706 Long DBT CORP US N 2 2065-05-15 Fixed 5.3 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBA4 261000 PA USD 256032.29 0.0039044914 Long DBT CORP US N 2 2055-11-15 Fixed 5.45 N N N N N N Amer Sports Co. 549300NRKH9WF70VFC95 02352NAA7 244000 PA USD 255738.35 0.0039000088 Long DBT CORP US Y 2 2031-02-16 Fixed 6.75 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBD1 269000 PA USD 273997.65 0.0041784631 Long DBT CORP US Y 2 2033-10-15 Fixed 7.75 N N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 025537AU5 12055000 PA USD 11852673.7 0.1807532270 Long DBT CORP US N 2 2062-02-15 Variable 3.875 N N N N N N Antero Midstream Partners LP / Antero Midstream Finance Corp 529900HFO1BDEIT4QU11 03690AAN6 11564000 PA USD 11651433.79 0.1776843191 Long DBT CORP US Y 2 2034-07-01 Fixed 5.75 N N N N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653AA8 195000 PA USD 191680.22 0.0029231226 Long DBT CORP US Y 2 2029-04-15 Fixed 4.375 N N N N N N BPR TRUST 2024-PMDW N/A 05592VAL8 17000000 PA USD 15845186.63 0.2416390333 Long ABS-O CORP US Y 2 2041-11-05 Variable 5.85 N N N N N N Boyne USA Inc N/A 103557AC8 193000 PA USD 190360.77 0.0029030010 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75 N N N N N N Brinks Company XFP140TFNOQMIVFTVQ13 109696AC8 185000 PA USD 191548.08 0.0029211075 Long DBT CORP US Y 2 2029-06-15 Fixed 6.5 N N N N N N DROP MTGE TST N/A 26210YAA4 2650000 PA USD 2578620.94 0.0393239591 Long ABS-O CORP US Y 2 2043-10-15 Variable 5.01448 N N N N N N DROP MTGE TST N/A 26210YAL0 15000000 PA USD 12533100.95 0.1911297398 Long ABS-O CORP US Y 2 2043-10-15 Variable 6.61448 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 36186CBY8 224000 PA USD 254241.29 0.0038771787 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N NW 2021-FRR1 BK88 N/A 62955LAC2 20000000 PA USD 17322346 0.2641657079 Long ABS-O CORP US Y 2 2051-12-18 Variable 2.60606 N N N N N N Millrose Properties Inc. N/A 601137AA0 12775000 PA USD 13071686.6 0.1993431688 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 11872707.55 0.1810587431 Long DBT CORP US Y 2 2032-09-15 Fixed 6.25 N N N N N N Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. LF6PBYTYG3BDVEF4FI12 75606DAL5 279000 PA USD 270963.37 0.0041321903 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75 N N N N N N Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. LF6PBYTYG3BDVEF4FI12 75606DAS0 195000 PA USD 194160.29 0.0029609437 Long DBT CORP US Y 2 2030-04-15 Fixed 7 N N N N N N AASET 2019-2 TRUST N/A 00038RAC0 4723808.034 PA USD 4612798.55 0.0703451596 Long ABS-O CORP US Y 2 2039-10-16 Fixed 6.413 N Y N N N N Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. LF6PBYTYG3BDVEF4FI12 75606DAV3 430000 PA USD 466666.96 0.0071166693 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75 N N N N N N Swch Commercial Mortgage Trust 2025-Data N/A 78489CAE9 21830000 PA USD 21502967.96 0.3279201762 Long ABS-O CORP US Y 2 2042-02-17 Variable 7.09034 N N N N N N Swch Commercial Mortgage Trust 2025-Data N/A 78489CAF6 24830000 PA USD 24430809.03 0.3725697409 Long ABS-O CORP US Y 2 2042-02-17 Variable 7.98904 N N N N N N ARTFI 2024-1A C 9845002FA850DM72BA31 83589CAE8 4000000 PA USD 4009248.8 0.0611410283 Long ABS-O CORP US Y 2 2031-12-22 Fixed 7.91 N N N N N N 280 Park Avenue Trust N/A 90205FAG5 5400000 PA USD 5360826.67 0.0817525855 Long ABS-O CORP US Y 2 2034-09-15 Variable 5.158 N N N N N N N/A N/A N/A 14930000 PA 17718135.7 0.2702014992 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 21504134.71 0.3279379691 Long LON CORP LU N 2 2032-10-07 Variable 5.282 N N N N N N Adient Global Holdings Ltd 213800VA38VCKE6M8790 00687YAD7 249000 PA USD 256981.7 0.0039189699 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.5 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAE8 201000 PA USD 192746.82 0.0029393882 Long DBT CORP FR Y 2 2032-07-15 Fixed 6.875 N N N N N N AngloGold Ashanti Holdings PLC 213800745ZIXC4L6A131 03512TAF8 240000 PA USD 232832.96 0.0035507017 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 253004.7 0.0038583207 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55 N N N N N N Brightstar Lottery PLC / Brightstar Global Solutions Corp. 549300UQ6KHRCZDRGZ76 108922AA3 16972000 PA USD 16850394.09 0.2569684431 Long DBT CORP GB Y 2 2033-01-15 Fixed 5.75 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAH2 268000 PA USD 264181.48 0.0040287665 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 68245XAJ8 199000 PA USD 197745.29 0.0030156149 Long DBT CORP CA Y 2 2028-01-15 Fixed 4.375 N N N N N N Athenahealth Group Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 254000 PA USD 253235.58 0.0038618416 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 15886530 PA USD 15787239.19 0.2407553351 Long LON CORP US N 2 2031-07-01 Floating 8.09038 N N N N N N Mohegan Escrow Issuer LLC N/A 60832QAA8 27433000 PA USD 28596214.07 0.4360921512 Long DBT CORP US Y 2 2030-04-15 Fixed 8.25 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 214000 PA USD 212791.17 0.0032450645 Long DBT CORP US N 2 2029-01-24 Variable 3.772 N N N N N N MTN COML MTG TR 2022-LPFL N/A 62475WAL9 19300000 PA USD 19279952.9 0.2940192053 Long ABS-O CORP US Y 2 2039-03-15 Variable 9.045169 N N N N N N NGL Energy Operating LLC/ NGL Energy Finance Corp N/A 62922LAC2 456000 PA USD 473311.69 0.0072180014 Long DBT CORP US Y 2 2029-02-15 Fixed 8.125 N N N N N N ACCELERATED 2024-1 LLC N/A 00440MAD1 6653866.89632 PA USD 6705110.64 0.1022529107 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 4601224.63914 PA USD 4764299.86 0.0726555540 Long ABS-O CORP US Y 2 2039-05-25 Fixed 7.26 N N N N N N AFFIRM MASTER TRUST N/A 00833BAR9 2726000 PA USD 2681684.89 0.0408956839 Long ABS-O CORP US Y 2 2034-10-16 Fixed 5.09 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2 N/A 00834BAK3 4000000 PA USD 4017426.63 0.0612657402 Long ABS-O CORP US Y 2 2029-02-15 Fixed 9.17 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAR0 186000 PA USD 190944.17 0.0029118978 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.125 N N N N N N NGL Energy Operating LLC/ NGL Energy Finance Corp N/A 62922LAD0 267000 PA USD 276495.86 0.0042165608 Long DBT CORP US Y 2 2032-02-15 Fixed 8.375 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CQ3 272000 PA USD 260246.96 0.0039687651 Long DBT CORP US Y 2 2029-02-15 Fixed 3.375 N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 14308000 PA USD 14453512.36 0.2204160062 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAP0 186000 PA USD 194474.16 0.0029657302 Long DBT CORP US Y 2 2030-01-31 Fixed 9.125 N N N N N N BAMLL RE-REMIC TRUST 2024-FRR2 N/A 05493UAJ5 10755758 PA USD 9321714.3 0.1421561061 Long DBT CORP US Y 2 2050-07-27 Variable 1.273104 N N N N N N Banc Of America Alternative Loan Trust N/A 05493VAJ3 1000000 PA USD 994762.3 0.0151701211 Long DBT CORP US Y 2 2048-11-27 Variable 0.01141 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A8GL7 663374.86200075 PA USD 653059.44 0.0099591539 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 30923.38799 PA USD 29157.41 0.0004446504 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAM0 21805000 PA USD 21644866.26 0.3300841247 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N New Home Company Inc 549300PLCE8TB3TVRQ85 645370AF4 6538000 PA USD 6823486.28 0.1040581387 Long DBT CORP US Y 2 2029-10-01 Fixed 9.25 N N N N N N New Home Company Inc 549300PLCE8TB3TVRQ85 645370AG2 18419000 PA USD 18968862.41 0.2892750766 Long DBT CORP US Y 2 2030-11-01 Fixed 8.5 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229BE5 110000 PA USD 106717.75 0.0016274453 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 23825.88 0.0003633446 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 434000 PA USD 450888.54 0.0068760484 Long DBT CORP US Y 2 2030-04-15 Fixed 8 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AT7 100000 PA USD 95589.08 0.0014577331 Long DBT CORP US N 2 2030-04-01 Fixed 4.375 N N N N N N Northern Oil And Gas, Inc. OKFF0PIZDDMNH4UCYE51 665531AL3 270000 PA USD 262886.72 0.0040090214 Long DBT CORP US Y 2 2033-10-15 Fixed 7.875 N N N N N N Banc Of America Alternative Loan Trust N/A 05493VAL8 1778283.6185817 PA USD 1767691.98 0.0269572957 Long DBT CORP US Y 2 2048-11-27 Variable 0.01071 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 05494BAJ6 24861668 PA USD 22664458.42 0.3456329011 Long ABS-O CORP US Y 2 2052-09-27 Variable 0.94398 N N N N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741RAL6 197000 PA USD 196677.08 0.0029993247 Long DBT CORP US N 2 2029-10-01 Fixed 4.875 N N N N N N N/A N/A 01957TAY3 5630000 PA 6655121.92 0.1014905829 Long LON CORP US N 2 2032-08-20 Variable 5.651 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G4H3 4212311.23495 PA USD 4323869.24 0.0659389888 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 7493650.228875 PA USD 7480290.54 0.1140744011 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.066 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AE6 462000 PA USD 446292.19 0.0068059541 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AH9 283000 PA USD 257944.03 0.0039336454 Long DBT CORP US Y 2 2031-08-15 Fixed 3.875 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 05494BAW7 18449665 PA USD 14158498.01 0.2159170385 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 15130060.15 0.2307333573 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 3453660.89 0.0526683149 Long ABS-O CORP US Y 2 2050-01-27 Variable 0.4876 N N N N N N BX Trust 2025-Roic N/A 05593VAN3 22827967.455 PA USD 22692941.97 0.3460672751 Long ABS-O CORP US Y 2 2030-03-15 Variable 6.69141 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G5J8 2490964.0656 PA USD 2497186 0.0380820766 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 3254668.52725 PA USD 3260155.25 0.0497173546 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.942 N N N N N N BWX Technologies Inc. 549300NP85N265KWMS58 05605HAB6 202000 PA USD 198885.26 0.0030329994 Long DBT CORP US Y 2 2028-06-30 Fixed 4.125 N N N N N N BXP Trust 2017-CC N/A 056083AL2 6870000 PA USD 6658855.78 0.1015475243 Long ABS-O CORP US Y 2 2039-06-13 Variable 3.4248 N N N N N N BXHPP LTD N/A 05609JAA0 8670000 PA USD 8374007.59 0.1277035826 Long ABS-O CORP US Y 2 2036-08-15 Variable 4.51448 N N N N N N BXHPP LTD N/A 05609JAJ1 14243000 PA USD 13422947.4 0.2046998947 Long ABS-O CORP US Y 2 2036-08-15 Variable 4.76448 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADY69 4661.08192 PA USD 4522.61 0.0000689698 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 3225954.5012479 PA USD 2974892.32 0.0453670961 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31334XYL7 1733519.3339299 PA USD 1620607.59 0.0247142593 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0G73 352152.229 PA USD 315975.13 0.0048186195 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N BX Trust 2018-Bilt N/A 05609RAS3 12367786.114583 PA USD 12323355.03 0.1879311154 Long ABS-O CORP US Y 2 2026-10-15 Variable 7.213993 N N N N N N BX Trust 2018-Bilt N/A 05612JAC1 7663000 PA USD 7657199.06 0.1167722553 Long ABS-O CORP US Y 2 2034-03-15 Variable 5.64092 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 681639AE0 8473000 PA USD 8514869.84 0.1298517313 Long DBT CORP US Y 2 2033-02-15 Fixed 7.25 N N N N N N Solenis 549300YU2GGVCBN3MY89 68163YAK1 4667000 PA USD 4634937.71 0.0706827817 Long LON CORP US N 2 2032-11-03 Floating 6.92194 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AB6 205000 PA USD 202999.21 0.0030957371 Long DBT CORP US N 2 2027-01-15 Fixed 3.5 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AE0 236000 PA USD 249525.63 0.0038052649 Long DBT CORP US N 2 2030-03-15 Fixed 7.875 N N N N N N Ally Bank Sandy (Utah) 549300C04BJ0G297NC13 02007G6U2 5811908.084375 PA USD 5820714.87 0.0887658787 Long ABS-O CORP US Y 2 2033-09-15 Fixed 9.935 N N N N N N Amur Equipment Finance Receivables VI LLC 254900O8ABFLU3FOSN14 03237CAF9 2875000 PA USD 2952078.46 0.0450191848 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 1520128.05 0.0231819467 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 1434616.96 0.0218779030 Long ABS-O CORP US Y 2 2032-10-20 Fixed 8.88 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G62Q7 97921.309101 PA USD 95062.99 0.0014497102 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 217058.6655218 PA USD 210903.04 0.0032162705 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-B N/A 05613GAG7 7480000 PA USD 7313967.57 0.1115379765 Long ABS-O CORP US Y 2 2041-08-13 Variable 7.71271 N N N N N N BX Trust 2018-Bilt N/A 05613NAA5 25000000 PA USD 25114121.44 0.3829902524 Long ABS-O CORP US Y 2 2041-10-15 Variable 6.6139 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31418ATD0 305479.90361215 PA USD 279854.88 0.0042677858 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CGC2 34519.93052695 PA USD 31251.32 0.0004765825 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N BLACKBIRD N/A N/A 7806148.03 NS USD 7864694.14 0.1199365545 Long EC CORP US N 3 N N N LV Collective LLC N/A N/A 678005.1 PA USD 679700.11 0.0103654240 Long DBT CORP US N 3 2028-11-21 Fixed 9.39 N N N N N N BX Trust 2018-Bilt N/A 05613QAG5 16987080.31482 PA USD 17018459.94 0.2595314466 Long ABS-O CORP US Y 2 2041-10-15 Variable 6.54145 N N N N N N BX TRUST 2025-ARIA N/A 05619TAE8 19000000 PA USD 19107887.51 0.2913952088 Long ABS-O CORP US Y 2 2042-12-13 Variable 5.517301 N N N N N N Bayview Opportunity Master Fund IVB LP 549300PYZPV2K342TZ72 07336QAE2 688555.5446 PA USD 694966.89 0.0105982423 Long ABS-O CORP US Y 2 2031-12-26 Variable 7.47419 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII 2549001VJ64UFK8PZA41 07337GAC7 5395079.6300175 PA USD 5395056.97 0.0822745974 Long ABS-O CORP US Y 2 2048-07-27 Variable 5.67419 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AF7 243000 PA USD 255672.32 0.0038990019 Long DBT CORP US N 2 2031-05-15 Fixed 7.5 N N N N N Qnity Electronics Inc. 254900RSUG4J9TFFZX53 74743LAB6 172000 PA USD 178286.86 0.0027188739 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25 N N N N N N Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 635400FSFRHBFVPTP424 03969YAB4 282000 PA USD 265470.77 0.0040484282 Long DBT CORP N/A Y 2 2029-09-01 Fixed 4 N N N N N N Cetera Financial Group 549300NV2T8A33L0PQ58 04009DAJ3 4534000 PA USD 4548191.42 0.0693599011 Long LON CORP US N 2 2030-08-09 Floating 6.7161 N N N N N N Ashton Woods (USA) LLC/Ashton Woods Finance Co. N/A 045086AM7 207000 PA USD 197352.2 0.0030096203 Long DBT CORP US Y 2 2029-08-01 Fixed 4.625 N N N N N N Asurion LLC / Asurion Co-Issuer Inc. 549300KNQVXGIOXWK278 045941AA9 13407000 PA USD 13911256.31 0.2121466036 Long DBT CORP US Y 2 2032-12-31 Fixed 8 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBE9 13765500 PA USD 13754762.91 0.2097600799 Long LON CORP US N 2 2030-09-19 Floating 7.9661 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AE2 11805000 PA USD 12428549.07 0.1895353241 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAC4 2800000 PA USD 2740658.2 0.0417950267 Long ABS-O CORP US Y 2 2030-11-15 Fixed 9.5 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAD2 1743000 PA USD 1746620.04 0.0266359487 Long ABS-O CORP US Y 2 2030-11-15 Fixed 15 N N N N N N Railworks Holdings LP / Railworks Rally Inc. N/A 75079MAA7 194000 PA USD 195094.16 0.0029751852 Long DBT CORP US Y 2 2028-11-15 Fixed 8.25 N N N N N N Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc N/A 827304AC0 898315.047 PA USD 729018.59 0.0111175306 Long ABS-O CORP KY Y 2 2044-07-15 Variable 6.9 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AUZW3 2624.50176 PA USD 2524.05 0.0000384918 Long ABS-MBS USGA US N 2 2047-07-15 Fixed 4 N N N N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255AY0 175000 PA USD 192720.85 0.0029389922 Long DBT CORP US Y 2 2030-06-01 Fixed 10 N N N N N N Atlas Warehouse Lending Co. LP 25490068J12A1HV7YM70 049463AG7 9526000 PA USD 9557658.33 0.1457542517 Long DBT CORP US Y 2 2030-11-15 Fixed 4.95 N N N N N N AUXILIOR TERM FUNDING 2023-1 LLC N/A 05335JAF0 2550000 PA USD 2606292.53 0.0397459508 Long ABS-O CORP US Y 2 2032-12-15 Fixed 10.97 N N N N N N LGI Homes Inc 549300W02B4WNV8CV109 50187TAF3 6159000 PA USD 5612831.58 0.0855956594 Long DBT CORP US Y 2 2029-07-15 Fixed 4 N N N N N N LGI Homes Inc 549300W02B4WNV8CV109 50187TAK2 25098000 PA USD 23990478.47 0.3658547016 Long DBT CORP US Y 2 2032-11-15 Fixed 7 N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REL4 6000000 PA USD 5952225.88 0.0907714211 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 255806.17 0.0039010431 Long DBT CORP US Y 2 2028-09-15 Fixed 8 N N N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 06406RBU0 230000 PA USD 257302.1 0.0039238560 Long DBT CORP US N 2 2034-10-25 Variable 6.474 N N N N N N Bayview Commercial Asset Trust 2006-SP2 N/A 07336PAC8 2433279.389775 PA USD 2431964.45 0.0370874482 Long ABS-O CORP US Y 2 2047-06-25 Variable 5.67419 N N N N N N BREAN ASSET BACKED SECS TR 24-RM8 N/A 10637YAB1 12014881 PA USD 11579387.22 0.1765856092 Long ABS-O CORP US Y 2 2064-05-25 Fixed 4.5 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 16688 NS USD 5775716.8 0.0880796583 Long EC CORP US N 1 N N N Bayview Commercial Asset Trust 2006-SP2 N/A 07336PAD6 973311.75604 PA USD 994420.94 0.0151649154 Long ABS-O CORP US Y 2 2047-06-25 Variable 6.62419 N N N N N N Beazer Homes USA Inc. 549300DUPYT2T0F60I45 07556QBT1 187000 PA USD 191117.55 0.0029145419 Long DBT CORP US N 2 2029-10-15 Fixed 7.25 N N N N N SILVER HLDGS LTD N/A 82774HAA2 1500000 NS USD 371250 0.0056615610 Long EP CORP KY Y 2 N N N N/A N/A N/A 6040000 PA 7152835.17 0.1090807080 Long LON CORP GB N 2 2031-05-16 Variable 5.353 N N N N N N Genmab AS And Genmab Finance LLC 529900MTJPDPE4MHJ122 37230JAA0 260000 PA USD 266460.1 0.0040635155 Long DBT CORP DK Y 2 2032-12-15 Fixed 6.25 N N N N N N Global Aircraft Leasing Co Ltd N/A 37960JAC2 194000 PA USD 201187.51 0.0030681087 Long DBT CORP KY Y 2 2027-09-01 Fixed 8.75 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 50190EAA2 269000 PA USD 265021.87 0.0040415825 Long DBT CORP US Y 2 2029-05-01 Fixed 4.875 N N N N N N LHOME MTG TR 2024-RTL1 N/A 50205DAA7 6076000 PA USD 6091543.62 0.0928960161 Long ABS-O CORP US Y 2 2029-01-25 Variable 7.017 N N N N N N LHOME MTG TR 2024-RTL3 N/A 50205GAB8 3600000 PA USD 3648134.52 0.0556340370 Long ABS-O CORP US Y 2 2029-05-25 Variable 8.373 N N N N N N LHOME MORTGAGE TRUST 2024-RTL2 N/A 50205JAA4 5303729 PA USD 5334126.79 0.0813454124 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 2093733.31 0.0319294247 Long ABS-O CORP US Y 2 2029-03-25 Variable 8.897 N N N N N N LHOME MORTGAGE TRUST N/A 50205WAB3 9488000 PA USD 9556003.34 0.1457290131 Long ABS-O CORP US Y 2 2039-09-25 Variable 5.751 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AM9 254000 PA USD 260424.97 0.0039714798 Long DBT CORP US N 2 2028-06-15 Fixed 5.625 N N N N N N Darktrace N/A 52526CAB5 16296000 PA USD 16345539.84 0.2492694178 Long LON CORP GB N 2 2031-10-09 Floating 7.18532 N N N N N N Lendbuzz Securitization Tr 2023-2 N/A 52608MAC2 9826000 PA USD 10160008 0.1549400817 Long ABS-O CORP US Y 2 2029-06-15 Fixed 8.69 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BT9 6822000 PA USD 6211499.22 0.0947253385 Long DBT CORP US Y 2 2029-07-15 Fixed 3.75 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 4496346 PA USD 4601011.94 0.0701654139 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 4363694.17 0.0665463188 Long DBT CORP US Y 2 2034-03-31 Fixed 7 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAA7 4962000 PA USD 4935106.01 0.0752603471 Long DBT CORP US Y 2 2028-04-15 Fixed 6.25 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAC3 9384000 PA USD 9150830.31 0.1395501260 Long DBT CORP US Y 2 2030-04-15 Fixed 6.875 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAG4 10032000 PA USD 9573148.46 0.1459904761 Long DBT CORP US Y 2 2033-07-15 Fixed 7.5 N N N N N N Business Jet Securities LLC N/A 12326TAB4 2851160.7215 PA USD 2846505.06 0.0434091909 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.754 N N N N N N Business Jet Securities LLC N/A 12326TAC2 2322948.29195 PA USD 2339247.72 0.0356735185 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 1333228.4295 PA USD 1333328.95 0.0203332612 Long ABS-O CORP US Y 2 2037-06-15 Fixed 6.413 N N N N N N Business Jet Securities LLC N/A 12327CAB0 918553.76704 PA USD 949085.39 0.0144735484 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 3751716.3306 PA USD 3884335.75 0.0592361048 Long ABS-O CORP US Y 2 2039-05-15 Fixed 9.132 N N N N N N BX Trust 2018-Bilt N/A 123913AJ4 16641000 PA USD 16594837.45 0.2530712053 Long ABS-O CORP US Y 2 2044-07-15 Variable 7.50012 N N N N N N BX COML MTG TR 2024-AIRC N/A 12433CAA3 9361952.131 PA USD 9371083.43 0.1429089852 Long ABS-O CORP US Y 2 2041-08-15 Variable 5.44136 N N N N N N Caesars Entertainment Inc. 549300FA4CTCW903Y781 12769GAD2 32544000 PA USD 31647377 0.4826223738 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 7863309.28 0.1199154354 Long ABS-O CORP US Y 2 2039-03-10 Fixed 4.158 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 13057QAK3 435000 PA USD 455001.63 0.0069387731 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 16171246.82 0.2466114499 Long DBT CORP US N 2 2099-12-31 Variable 3.95 N N N N N N GoEasy Limited 5493009DJVZG2P8YV435 380355AJ6 241000 PA USD 238305.56 0.0036341588 Long DBT CORP CA Y 2 2029-07-01 Fixed 7.625 N N N N N N Madison Park Funding XXXII Ltd. N/A 55817AAY0 20000000 PA USD 20072220 0.3061012755 Long ABS-CBDO CORP KY Y 2 2037-07-22 Variable 5.21735 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCY9 243000 PA USD 254330.68 0.0038785419 Long DBT CORP US N 2 2034-02-01 Variable 5.817 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AQ5 200000 PA USD 210750 0.0032139367 Long DBT CORP US Y 2 2029-04-01 Fixed 9.25 N N N N N N Madison Park Funding Lxvi Ltd. N/A 55822YAC9 27000000 PA USD 27060255.9 0.4126687952 Long ABS-CBDO CORP KY Y 2 2037-10-21 Variable 5.44996 N N N N N N Madison Park Funding Xxxiv Ltd. N/A 55823HAA9 57500000 PA USD 57660149 0.8793170437 Long ABS-CBDO CORP KY Y 2 2038-10-18 Variable 5.26303 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AR3 200000 PA USD 214989.2 0.0032785844 Long DBT CORP US Y 2 2030-05-15 Fixed 8.5 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAC6 198000 PA USD 196517.69 0.0029968940 Long DBT CORP US Y 2 2027-12-15 Fixed 4.375 N N N N N N MAGNETITE LTD 2024-44 529900QN6D2QU338OD40 55955UAA0 35700000 PA USD 35824846.47 0.5463287667 Long ABS-CBDO CORP KY Y 2 2037-10-15 Variable 5.25454 N N N N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 603051AD5 183000 PA USD 190308.69 0.0029022068 Long DBT CORP AU Y 2 2030-05-01 Fixed 8.5 N N N N N N Exeter Automobile Receivables Trust 2024-3 N/A 30165AAG0 6670000 PA USD 6861764.93 0.1046418880 Long ABS-O CORP US Y 2 2031-10-15 Fixed 7.84 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 N/A 30166VAN8 3800000 PA USD 3760795.5 0.0573521165 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 10547647.95 0.1608515894 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.89 N N N N N N Exeter Automobile Receivables Trust 2016-3 N/A 30168BAG5 3000000 PA USD 3277608.95 0.0499835235 Long ABS-O CORP US Y 2 2030-09-16 Fixed 12.07 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLE N/A 30185EAF0 5970000 PA USD 5976191.17 0.0911368917 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.34 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAG5 6021000 PA USD 6053251.05 0.0923120545 Long ABS-O CORP US Y 2 2042-10-15 Variable 6.35012 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAJ9 9353000 PA USD 9407807.25 0.1434690233 Long ABS-O CORP US Y 2 2042-10-15 Variable 7.10012 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH 549300IESZBC3BJUJW64 30227TAL4 2500000 PA USD 2517778.33 0.0383961096 Long ABS-O CORP US Y 2 2042-10-15 Variable 7.85012 N N N N N N Extenet Issuer Llc N/A 30227XAL5 5250000 PA USD 5412273.63 0.0825371514 Long ABS-O CORP US Y 2 2054-07-25 Fixed 9.05 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 302960AH2 18042206.886933 PA USD 16734592.53 0.2552024698 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 9.12306 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 30296TAG1 297760.0192875 PA USD 308097.98 0.0046984930 Long ABS-MBS USGSE US Y 2 2029-07-25 Variable 6.41516 Y N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 302979AG4 19265435.367742 PA USD 18987140.37 0.2895538154 Long ABS-MBS USGSE US Y 2 2030-03-25 Variable 11.99306 N N N N N N FREMF 2019-K98 MTG TR S6XOOCT0IEG5ABCC6L87 30298UAJ0 13914000.02802 PA USD 13770528.6 0.2100005066 Long ABS-MBS USGSE US Y 2 2029-09-25 Variable 10.12306 N N N N N N Fremf 2012 Kf01 Mortgage Trust S6XOOCT0IEG5ABCC6L87 30314JAA4 2679586.9298 PA USD 2667078.35 0.0406729343 Long ABS-MBS USGSE US Y 2 2026-11-25 Variable 6.22306 N N N N N N FREMF 2020-KJ32 MTG TR S6XOOCT0IEG5ABCC6L87 30317BAC4 11052623.922908 PA USD 9971514.83 0.1520655616 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 3329339.7737364 PA USD 3403147.57 0.0518979870 Long ABS-MBS USGSE US Y 2 2030-12-25 Variable 12.50858 N N N N N N Fair Isaac Corporation RI6HET5SJUEY30V1PS26 303250AF1 198000 PA USD 195277.7 0.0029779842 Long DBT CORP US Y 2 2028-06-15 Fixed 4 N N N N N N FREMF 2023-K511 MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30334FAG5 19094019 PA USD 17972485.97 0.2740803398 Long ABS-MBS USGSE US Y 2 2028-11-25 Variable 5.634469 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADHW1 1801.4577885 PA USD 1798.28 0.0000274238 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 31346YPV9 204029.30043492 PA USD 183069.08 0.0027918027 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETLU8 1501060.6854979 PA USD 1375144.97 0.0209709553 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W7HB3 1305532.7678234 PA USD 1196018.81 0.0182392821 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJP93 283991.30272136 PA USD 257100.86 0.0039207871 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQJB9 1478.31026768 PA USD 1354.3 0.0000206531 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FPAS8 601636.21671657 PA USD 584713.59 0.0089168799 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NY52 20662844.396945 PA USD 20881539.91 0.3184434009 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTMT0 26881273.574521 PA USD 27383641.16 0.4176004192 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.5 N N N N N N Ferguson Enterprises Inc 2138003JYQMRP3SLX189 31488VAA5 220000 PA USD 221899 0.0033839589 Long DBT CORP US N 2 2034-10-03 Fixed 5 N N N N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. N/A 31556TAA7 467000 PA USD 453565.86 0.0069168776 Long DBT CORP US Y 2 2029-01-15 Fixed 4.625 N N N N N N Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. N/A 31556TAC3 269000 PA USD 255758.45 0.0039003153 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75 N N N N N Firstcash Inc 549300V2X3UU7K0DG350 31944TAA8 199000 PA USD 199739.68 0.0030460293 Long DBT CORP US Y 2 2030-01-01 Fixed 5.625 N N N N N N Firstcash Inc 549300V2X3UU7K0DG350 33767DAB1 458000 PA USD 455062.62 0.0069397032 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 200597.76 0.0030591150 Long DBT CORP US Y 2 2030-10-01 Fixed 8 N N N N N N Flash Compute LLC N/A 33853QAA9 18894000 PA USD 18719473.1 0.2854718906 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25 N N N N N N GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED N/A N/A 9750 NS USD 9750000 0.1486874614 Long EP CORP US Y 3 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397C35 248000 PA USD 258832.04 0.0039471876 Long DBT CORP US N 2 2027-11-04 Fixed 7.35 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YT4 268000 PA USD 263863.39 0.0040239157 Long DBT CORP US N 2 2027-11-02 Fixed 3.815 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAH8 250000 PA USD 253198.61 0.0038612778 Long DBT CORP US N 2 2029-01-25 Fixed 4.709 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAN5 232000 PA USD 255753.48 0.0039002396 Long DBT CORP US N 2 2033-10-13 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35564CGD3 4312808.0892 PA USD 4290620.85 0.0654319510 Long ABS-MBS USGSE US Y 2 2060-09-25 Variable 4.75 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KDY2 12308000 PA USD 15159237.74 0.2311783155 Long ABS-MBS USGSE US Y 2 2033-08-25 Variable 9.87419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KFH7 20836000 PA USD 26082586.1 0.3977593347 Long ABS-MBS USGSE US Y 2 2033-10-25 Variable 10.12419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KJP5 29152135 PA USD 29392454.19 0.4482348099 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 5.97419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KKK4 4734000 PA USD 4811612.92 0.0733770780 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 7.22419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KKL2 50800000 PA USD 52277260.82 0.7972280203 Long ABS-MBS USGSE US Y 2 2041-09-25 Variable 10.12419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KLU1 14440000 PA USD 14677161.98 0.2238266620 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 7.27419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KND7 38921208 PA USD 39842523.47 0.6075983250 Long ABS-MBS USGSE US Y 2 2041-11-25 Variable 7.52419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KNE5 15600000 PA USD 16463675.11 0.2510709802 Long ABS-MBS USGSE US Y 2 2041-11-25 Variable 11.67419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KPN3 27058500 PA USD 27631941.13 0.4213869927 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 7.62419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564NAA1 7490866 PA USD 7825298.26 0.1193357675 Long ABS-MBS USGSE US Y 2 2043-11-25 Variable 7.22419 N N N N N N Freddie Mac Stacr Remic Trust S6XOOCT0IEG5ABCC6L87 35564NEC3 8748096 PA USD 8786403.75 0.1339926224 Long ABS-MBS USGSE US Y 2 2044-08-25 Variable 5.67419 N N N N N N Freddie Mac Stacr Remic Trust S6XOOCT0IEG5ABCC6L87 35564NFA6 10310573 PA USD 10304059.2 0.1571368620 Long ABS-MBS USGSE US Y 2 2044-10-25 Variable 5.32419 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAB4 243000 PA USD 260995.85 0.0039801857 Long DBT CORP US Y 2 2031-05-15 Fixed 9.125 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAE8 10627000 PA USD 10633387.04 0.1621591102 Long DBT CORP US Y 2 2031-05-01 Fixed 6.875 N N N N N N Frontier Communications Holdings Llc N/A 35908MAE0 10336000 PA USD 10875363.49 0.1658492501 Long DBT CORP US Y 2 2031-03-15 Fixed 8.625 N N N N N N GCAT N/A 36168YBC0 14095510.3217 PA USD 12238659.41 0.1866395075 Long ABS-O CORP US Y 2 2051-12-25 Variable 3 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAK6 238000 PA USD 259018.71 0.0039500343 Long DBT CORP US N 2 2036-04-01 Fixed 6.6 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XCA2 21721000 PA USD 21450643.27 0.3271222249 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 265479.49 0.0040485612 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 262393.66 0.0040015023 Long DBT CORP US N 2 2035-07-15 Fixed 6.15 N N N N N N ENVA 2018 LLC N/A 64113EAA7 28535.8696812 PA USD 28562.39 0.0004355763 Long DBT CORP US Y 2 2030-10-21 Fixed 7.43 N N N N N N Froneri International Ltd. 213800NRSZ1N2Y6LEX44 G3679YAL6 16320000 PA 19215251.88 0.2930325150 Long LON CORP LU N 2 2032-09-30 Variable 4.873 N N N N N N N/A N/A N/A 960000 PA 1303504.04 0.0198784314 Long LON CORP GB N 2 2032-08-30 Variable 8.4764 N N N N N N N/A N/A N/A 11350000 PA 13414097.11 0.2045649278 Long LON CORP LU N 2 2032-06-10 Variable 5.548 N N N N N N Bain Capital Credit CLO 2024-1 Ltd/ LLC 254900QJNS3TYDIDQH27 05682CAL1 62250000 PA USD 62407760.18 0.9517180954 Long ABS-CBDO CORP KY Y 2 2038-10-25 Variable 5.17541 N N N N N N BARINGS LN PARTNERS CLO LTD 5 2549006Y8VRIV10TBW72 06764CAA4 25000000 PA USD 25008607.5 0.3813811653 Long ABS-CBDO CORP KY Y 2 2035-01-22 Variable 5.10444 N N N N N N Barings Clo 2021-I Ltd. 5493001QIXQNVJN0QT95 067932AY9 5000000 PA USD 5003124.5 0.0762976288 Long ABS-CBDO CORP KY Y 2 2038-10-15 Variable 7.82 N N N N N N Brookfield Residential Properties Inc. 549300C2SXDXVIUV3Q14 11283YAD2 500000 PA USD 465727 0.0071023349 Long DBT CORP CA Y 2 2030-02-15 Fixed 4.875 N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PH98 259000 PA USD 263281.61 0.0040150435 Long DBT CORP CA N 2 2029-03-30 Variable 4.857 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCB9 254000 PA USD 261836.07 0.0039929990 Long DBT CORP CA N 2 2029-04-05 Fixed 5.3 N N N N N N FMG Resources (August 2006) Pty Ltd. 549300EFD6S2NFE9D745 30251GBA4 200000 PA USD 199502 0.0030424047 Long DBT CORP AU Y 2 2027-09-15 Fixed 4.5 N N N N N N FMG Resources (August 2006) Pty Ltd. 549300EFD6S2NFE9D745 30251GBE6 228000 PA USD 237914.27 0.0036281917 Long DBT CORP AU Y 2 2032-04-15 Fixed 6.125 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAA3 440000 PA USD 471197.32 0.0071857573 Long DBT CORP FR Y 2 2030-06-15 Fixed 8 N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AX3 17945000 PA USD 18865664.46 0.2877013082 Long DBT CORP CA Y 2 2034-02-15 Fixed 7.25 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 36485MAP4 249000 PA USD 253634.64 0.0038679273 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.375 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 36485MAQ2 9064000 PA USD 9275068.11 0.1414447519 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.5 N N N N N N BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW N/A 088921AD3 5000000 PA USD 5091661.62 0.0776478195 Long ABS-O CORP US Y 2 2042-10-10 Variable 6.37096 N N N N N N Blue Racer Midstream, LLC / Blue Racer Finance Corp N/A 095796AJ7 178000 PA USD 185638.51 0.0028309865 Long DBT CORP US Y 2 2029-07-15 Fixed 7 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CQ4 16929000 PA USD 17335002.11 0.2643587135 Long DBT CORP US Y 2 2036-01-15 Fixed 8.5 N N N N N N LifePoint Health, Inc 549300G8ZVHRTBBBSZ90 53219LAX7 6673000 PA USD 7087286.6 0.1080810926 Long DBT CORP US Y 2 2032-06-01 Fixed 10 N N N N N N Blue Owl Finance Llc 254900OF2NO2GYFV5T41 09581JAT3 252000 PA USD 259861.14 0.0039628814 Long DBT CORP US N 2 2034-04-18 Fixed 6.25 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023DU6 210000 PA USD 238612.58 0.0036388409 Long DBT CORP US N 2 2064-05-01 Fixed 7.008 N N N N N N Di Issuer Llc N/A 538908AC8 13214000 PA USD 13276602.24 0.2024681315 Long DBT CORP US Y 2 2055-12-15 Fixed 5.9 N N N N N N Di Issuer Llc N/A 538908AE4 9410000 PA USD 9409059 0.1434881125 Long DBT CORP US Y 2 2055-12-15 Fixed 7.88 N N N N N N LOANME TRUST SBL N/A 53947KAB6 4197918.72045 PA USD 1217396.43 0.0185652907 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 7816190.26 0.1191968705 Long DBT CORP US Y 2 2032-02-15 Fixed 8.75 N N N N N N BOOTS GROUP FINCO L.P. 254900YVLYOVF1PF1N93 09947PAB7 2705000 PA USD 2717388.9 0.0414401700 Long LON CORP US N 2 2032-08-30 Variable 7.20627 N N N N N N Booz Allen Hamilton Inc 549300D7XCH2480XU542 09951LAD5 17048000 PA USD 17663194.3 0.2693636431 Long DBT CORP US N 2 2035-04-15 Fixed 5.95 N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241AB9 5670000 PA USD 5613300 0.0856028028 Long DBT CORP US Y 2 2029-04-15 Fixed 4.125 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241AK9 5000000 PA USD 5025000 0.0766312301 Long DBT CORP US Y 2 2032-10-15 Fixed 10 N N N N N N CVR Energy Inc. 529900SOYZIXZBTXB558 12662PAF5 448000 PA USD 460475.62 0.0070222514 Long DBT CORP US Y 2 2029-01-15 Fixed 8.5 N N N N N N CVR Partners, LP and CVR Nitrogen Finance Corporation 529900LE0OS06MYQRP11 12663QAC9 183000 PA USD 183497.03 0.0027983290 Long DBT CORP US Y 2 2028-06-15 Fixed 6.125 N N N N N N LifePoint Health 549300G8ZVHRTBBBSZ90 75915TAL6 983813.14 PA USD 984364.08 0.0150115483 Long LON CORP US N 2 2031-05-19 Floating 7.33471 N N N N N N Long Ridge Energy 984500764EC9AZ2FC764 54288BAB1 21770795 PA USD 21535017.29 0.3284089283 Long LON CORP US N 2 2032-02-19 Floating 8.17194 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EA4 247000 PA USD 238457.28 0.0036364726 Long DBT CORP US N 2 2063-06-01 Fixed 6 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EG1 11744000 PA USD 12265081.28 0.1870424409 Long DBT CORP US N 2 2054-12-10 Variable 6.75 N N N N N N N/A N/A N/A 5760000 PA 6838845.11 0.1042923608 Long LON CORP GB N 2 2029-04-25 Variable 5.871 N N N N N N Cognita Schools 894500YKKF2CXAP6DR25 N/A 6652689.75 PA USD 6661005.61 0.1015803092 Long LON CORP US N 2 2031-10-27 Floating 7.41 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EH9 7179000 PA USD 7531116.17 0.1148494917 Long DBT CORP US N 2 2055-03-10 Variable 7 N N N N N N Crocs Inc 549300B0J6YCXD63OG72 227046AA7 206000 PA USD 199360.72 0.0030402502 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25 N N N N N N Ardonagh Group Finance Ltd. 254900SRT1BTAJ76NW62 039956AA5 235000 PA USD 244236.68 0.0037246084 Long DBT CORP JE Y 2 2032-02-15 Fixed 8.875 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04021MAA6 20000000 PA USD 20043664 0.3056657966 Long ABS-CBDO CORP KY Y 2 2038-01-25 Variable 5.11541 N N N N N N N/A N/A N/A 8319.00 NC USD -3770500.17 -0.0575001126 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-04-03 913076199.64 USD -3770500.17 N N N N/A N/A N/A 2779.00 NC USD -370284.25 -0.0056468333 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-04-03 580595087.55 USD -370284.25 N N N N/A N/A N/A 1996 NC USD -1749551.88 -0.0266806592 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A N/A 2026-03-31 226174801.88 USD -1749551.88 N N N N/A N/A N/A -317.00 NC USD 76893.20 0.0011726210 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-03-31 -36720111.95 USD 76893.20 N N N N/A N/A N/A -3237.00 NC USD 2267590.39 0.0345807445 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-03-31 -374573168.52 USD 2267590.39 N N N N/A N/A N/A -875.00 NC USD 1561828.75 0.0238178822 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A N/A 2026-03-31 -104811828.75 USD 1561828.75 N N N CSAIL 2017-Cx10 Commercial Mortgage Trust N/A 22945EAW1 57915772.4969 PA USD 2193156.92 0.0334456343 Long ABS-O CORP US N 2 2054-03-15 Variable 0.987912 N N N N N N AVOLDALE HILLS PREFERRED USD (PRIVATE DEAL) N/A N/A 4508385.21 NS USD 4553469.06 0.0694403851 Long EC CORP US N 3 N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 59562VAM9 236000 PA USD 255941.14 0.0039031014 Long DBT CORP US N 2 2036-04-01 Fixed 6.125 N N N N N N Blue Owl Capital Corp. 2549000BD79OOCPF2L94 69121KAH7 260000 PA USD 262386.61 0.0040013948 Long DBT CORP US N 2 2029-03-15 Fixed 5.95 N N N N N N Beacon Mobility Corp. 254900EBTYFG24UQEM31 07363PAC4 685145 PA USD 688145.94 0.0104942229 Long LON CORP US N 2 2030-08-06 Variable 3.67194 N N N N N N Beacon Mobility 254900EBTYFG24UQEM31 07363PAB6 5001980 PA USD 5023888.67 0.0766142823 Long LON CORP US N 2 2030-08-06 Floating 6.92194 N N N N N N Essential Home N/A 51944RAB8 10638970 PA USD 10714293.91 0.1633929397 Long LON CORP US N 2 2032-12-02 Floating 7.3929 N N N N N N Azorra Finance Ltd. 254900MC1HXDAVUUP395 05480AAA3 246000 PA USD 259756.07 0.0039612790 Long DBT CORP KY Y 2 2030-04-15 Fixed 7.75 N N N N N N Azorra Finance Ltd. 254900MC1HXDAVUUP395 05480AAB1 202000 PA USD 211662.14 0.0032278468 Long DBT CORP KY Y 2 2031-01-15 Fixed 7.25 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AS20 2432000 PA USD 2594162.74 0.0395609715 Long DBT CORP FR Y 2 2099-12-31 Variable 9.25 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAL5 200000 PA USD 207116.07 0.0031585192 Long DBT CORP ES N 2 2028-09-14 Variable 6.138 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAR2 200000 PA USD 212579.57 0.0032418376 Long DBT CORP ES N 2 2035-03-13 Variable 6.033 N N N N N N Bell Canada 5493000G3EFX9S7TDE29 0778FPAP4 50000 PA USD 51586.65 0.0007866962 Long DBT CORP CA N 2 2055-09-15 Variable 6.875 N N N N N N CARLYLE US CLO LTD 2021-11 N/A 143122AU3 13500000 PA USD 13532009.85 0.2063630966 Long ABS-CBDO CORP KY Y 2 2037-07-27 Variable 5.46798 N N N N N N Carlyle Us Clo 2018-2 LLC N/A 14315JBA6 32500000 PA USD 32609947.5 0.4973015701 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.37444 N N N N N N Capital Four Clo XI Designated Activity Co. 25490035KVDRNZGTO841 BCC3Q5JR5 13500000 PA 15943195.57 0.2431336693 Long ABS-O CORP IE Y 2 2039-01-25 Variable 5.224 N N N N N N Arini European CLO II Designated Activity Co. 635400I3AJDMBZIMZK57 BCC3QF9B9 13110000 PA 15416071.48 0.2350950290 Long ABS-O CORP IE Y 2 2038-10-15 Variable 5.124 N N N N N N Cedar Funding IX CLO N/A 15033EAN8 29000000 PA USD 29094453 0.4436902929 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.30444 N N N N N N Deutsche Bank AG New York Branch N/A 251526CS6 235000 PA USD 246030.79 0.0037519686 Long DBT CORP DE N 2 2029-01-18 Variable 6.72 N N N N N N Deutsche Bank AG New York Branch N/A 251526CX5 300000 PA USD 304606.31 0.0046452450 Long DBT CORP DE N 2 2030-09-11 Variable 4.999 N N N N N N KKR CLO 24 LTD 549300LGO0WGOG6NE245 48254LAN5 20000000 PA USD 20000020 0.3050002257 Long ABS-CBDO CORP KY Y 2 2038-01-20 Variable 5.08444 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAB4 15242000 PA USD 15849784.35 0.2417091485 Long DBT CORP JP Y 2 2033-07-24 Fixed 6.625 N N N N N N LATAM Airlines Group SA 549300HX3UUDPEFTG707 51817RAE6 20394000 PA USD 21412323 0.3265378409 Long DBT CORP CL Y 2 2031-01-07 Fixed 7.625 N N N N N N N/A N/A L7000HAH7 2660000 PA 3152152.67 0.0480703157 Long LON CORP LU N 2 2030-01-21 Variable 5.901 N N N N N N Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 635400FSFRHBFVPTP424 G05210AA0 21585000 PA 24061597.14 0.3669392610 Long DBT CORP N/A N 2 2029-09-01 Fixed 3 N N N N N N CSMC 2021-BHAR N/A 12659VAN0 2989500 PA USD 2944915.12 0.0449099439 Long ABS-O CORP US Y 2 2038-11-15 Variable 7.36548 N N N N N N Citigroup Commercial Mortgage Trust 2018 C5 N/A 17291DAU7 31534694.291672 PA USD 432620.51 0.0065974611 Long ABS-O CORP US N 2 2051-06-10 Variable 0.656014 N N N N N N Coinstar Funding, LLC 5493004UNX3RE1I4DH23 19260MAA4 15541275 PA USD 14334821.28 0.2186059677 Long ABS-O CORP US Y 2 2047-04-25 Fixed 5.216 N N N N N N Compass Datacenters Issuer II LLC N/A 20469AAF6 5000000 PA USD 5010106.36 0.0764041021 Long ABS-O CORP US Y 2 2049-08-25 Fixed 5.999 N N N N N N CROSS 2024-H5 MORTGAGE TRUST N/A 22689LAB1 2069978.07912 PA USD 2095212.97 0.0319519895 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 887133.46224 PA USD 882003.44 0.0134505490 Long ABS-O CORP US Y 2 2031-01-20 Fixed 10.16 N N N N N N DT Midstream Inc N/A 23345MAA5 2935000 PA USD 2896307.57 0.0441686790 Long DBT CORP US Y 2 2029-06-15 Fixed 4.125 N N N N N N DT Midstream Inc N/A 23345MAD9 14931000 PA USD 15495316.85 0.2363035206 Long DBT CORP US Y 2 2034-12-15 Fixed 5.8 N N N N N N Dayforce (Ceridian HCM) N/A 23923YAB7 23806000 PA USD 23721012.58 0.3617453478 Long LON CORP US N 2 2032-08-20 Floating 7.1568 N N N N N N DC COMMERCIAL MORTGAGE TRUST 2023-D N/A 24023AAG5 10000000 PA USD 10302831.47 0.1571181391 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 189717.7 0.0028931942 Long DBT CORP US Y 2 2029-03-15 Fixed 8.625 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAJ5 207000 PA USD 250827.89 0.0038251243 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361A32 259000 PA USD 266139.73 0.0040586298 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 193525.83 0.0029512681 Long DBT CORP US Y 2 2029-06-01 Fixed 8 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019AW1 191000 PA USD 201214.45 0.0030685196 Long DBT CORP US Y 2 2029-09-15 Fixed 8.125 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAC4 4000000 PA USD 3899507.2 0.0594674693 Long ABS-O CORP US Y 2 2049-04-15 Fixed 2.355 N N N N N N Diebold Nixdorf Incorporated 549300XZK6EWDBAZSY16 253651AK9 75000 PA USD 79812.43 0.0012171392 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75 N N N N N N DIRECTV N/A 25460HAD4 9906811.15 PA USD 9928705.2 0.1514127150 Long LON CORP US N 2 2029-08-02 Floating 9.35199 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 194000 PA USD 191633.06 0.0029224034 Long DBT CORP US Y 2 2029-04-15 Fixed 4.5 N N N N N N Dawson Forest Holdings LLC N/A N/A 4443541.45 NS USD 4487976.86 0.0684416293 Long EC CORP US N 3 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBX7 1204708.81925 PA USD 1194253.87 0.0182123668 Long ABS-O CORP US Y 2 2050-02-25 Variable 5.07419 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCA6 1950182.6382207 PA USD 1947340.83 0.0296969399 Long ABS-O CORP US Y 2 2050-02-25 Variable 6.52419 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCB4 780169.4300511 PA USD 782755.22 0.0119370140 Long ABS-O CORP US Y 2 2050-02-25 Variable 7.12419 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48128U2S7 152731.492095 PA USD 153038.74 0.0023338402 Long ABS-O CORP US Y 2 2028-12-26 Fixed 8.482 N N N N N N Cologix Canadian Issuer Limited Partnership N/A 19521DAD3 5000000 PA 3613596.62 0.0551073341 Long DBT CORP CA Y 2 2052-01-25 Fixed 4.94 N N N N N N CEDAR FUNDING CLO LTD N/A 15034AAL9 37860000 PA USD 37988671 0.5793270822 Long ABS-CBDO CORP KY Y 2 2037-10-15 Variable 5.28454 N N N N N N Deutsche Bank AG New York Branch N/A 251526CD9 271000 PA USD 258624.03 0.0039440154 Long DBT CORP DE N 2 2031-09-18 Variable 3.547 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 606822DL5 200000 PA USD 209336.92 0.0031923872 Long DBT CORP JP N 2 2036-04-24 Variable 5.615 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 25683000 PA USD 25585826.06 0.3901837460 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.875 N N N N N N OCP Clo 2017-14 Ltd / LLC 25490025Q5WQX513IQ05 67097QAN5 20000000 PA USD 20068166 0.3060394520 Long ABS-CBDO CORP KY Y 2 2037-07-20 Variable 5.25444 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 U68195AC7 7762000 PA 8448685.12 0.1288424146 Long DBT CORP US N 2 2029-10-01 Fixed 5.375 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDF9 1220000 PA USD 1298677.58 0.0198048279 Long DBT CORP US N 2 2035-02-01 Variable 6.051 N N N N N N Victra (fka A Wireless) 549300KWDYQKQSF0MQ18 50226BAN8 4687662.5 PA USD 4689115.68 0.0715089955 Long LON CORP US N 2 2029-03-29 Floating 7.42194 N N N N N N Vital Energy Inc 549300X0PTWU2QSLSL14 516806AK2 261000 PA USD 257159.11 0.0039216754 Long DBT CORP US Y 2 2032-04-15 Fixed 7.875 N N N N N WarnerMedia Holdings Inc. 549300DXR29GD4N0A520 55903VBB8 8838000 PA USD 8176033.8 0.1246844830 Long DBT CORP US N 2 2029-03-15 Fixed 4.054 N N N N N N Rithm Capital Corp. 549300WNTHGEO5LP2G31 64828TAB8 9873000 PA USD 10136618.28 0.1545833886 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 15316425.7 0.2335754312 Long DBT CORP US Y 2 2030-07-15 Fixed 8 N N N N N N Connecticut Avenue Securities Trust 2024-R04 B1V7KEBTPIMZEU4LTD58 20753GAG6 4590000 PA USD 4609303.96 0.0702918671 Long ABS-MBS USGSE US Y 2 2044-05-25 Variable 6.07419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754AAF0 3442000 PA USD 3488278.46 0.0531962327 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 6.62419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754EAJ4 14170667 PA USD 15469894.24 0.2359158259 Long ABS-MBS USGSE US Y 2 2043-07-27 Variable 9.77419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754LAF6 13477000 PA USD 13708891.77 0.2090605452 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 7.02419 N N N N N N Jacobs Entertainment, Inc. 5493004U9JIWY3HSUO63 469815AK0 223000 PA USD 218506.55 0.0033322240 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 29983050.15 0.4572413960 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79581UAC8 4994958.366293 PA USD 5175194.45 0.0789216949 Long ABS-O CORP US Y 2 2053-11-25 Variable 8.007 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79583YAA2 4325358.1244508 PA USD 4305584.75 0.0656601504 Long ABS-O CORP US Y 2 2029-04-25 Variable 8 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82650DAD4 1809152.69984 PA USD 1815426.18 0.0276852421 Long ABS-O CORP US Y 2 2041-06-20 Fixed 7.48 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82653BAD5 3175110.86295 PA USD 3144578.85 0.0479548150 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 5790759.77424 PA USD 5722350.56 0.0872658234 Long ABS-O CORP US Y 2 2042-01-21 Fixed 6.86 N N N N N N SIERRA TIMESHARE 2024-1 RECEIVABLES N/A 826935AD0 853644.69134 PA USD 863367.61 0.0131663526 Long ABS-O CORP US Y 2 2043-01-20 Fixed 8.02 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAF9 10585000 PA USD 10706391.96 0.1632724350 Long DBT CORP US Y 2 2032-04-15 Fixed 7.25 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BN6 175000 PA USD 192254.9 0.0029318865 Long DBT CORP US N 2 2050-04-01 Fixed 6.6 N N N N N N TerraForm Power Operating, LLC 5493000S2OLR3UT5BE13 88104LAG8 202000 PA USD 196260.33 0.0029929693 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75 N N N N N N JANUS CAPITAL GROUP INC N/A N/A 273137094.31 NS USD 273219035.44 4.1665892077 Long EC PF US N 2 N N N Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc RB8RC03FUD8DSX57C193 47214BAD0 216000 PA USD 241795.37 0.0036873784 Long DBT CORP LU N 2 2053-11-15 Fixed 7.25 N N N N N N Clubessential N/A 12523EAD4 10636622.5 PA USD 10623326.72 0.1620056904 Long LON CORP US N 2 2032-03-25 Floating 7.37643 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BY5 16512000 PA USD 16978794.24 0.2589265449 Long DBT CORP US N 2 2055-06-01 Variable 6.5 N N N N N N CP Atlas Buyer Inc. 2549006ZZ07G0NDDCR36 12597YAC3 245000 PA USD 253758.63 0.0038698181 Long DBT CORP US Y 2 2030-07-15 Fixed 9.75 N N N N N N CPC ASSET SECURITIZATION III LLC N/A 126203AD0 8437000 PA USD 8550055.8 0.1303883171 Long DBT CORP US Y 2 2030-08-15 Fixed 13.45 N N N N N N American Bath 2549006ZZ07G0NDDCR36 12658HAL6 13014000 PA USD 12558510 0.1915172277 Long LON CORP US N 2 2030-07-08 Floating 8.9661 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDJ1 17529000 PA USD 18298222.3 0.2790478176 Long DBT CORP US N 2 2036-01-30 Variable 6.183 N N N N N N Capstone Borrower Inc. 254900YSP2BAI3YKIX08 140944AA7 6071000 PA USD 6252970.94 0.0953577821 Long DBT CORP US Y 2 2030-06-15 Fixed 8 N N N N N N Carriage Services, Inc. N/A 143905AP2 201000 PA USD 193329.8 0.0029482787 Long DBT CORP US Y 2 2029-05-15 Fixed 4.25 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 146869AN2 11442000 PA USD 11993396.6 0.1828992506 Long DBT CORP US Y 2 2030-06-01 Variable 9 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAP9 47000 PA USD 48909.34 0.0007458672 Long DBT CORP US N 2 2032-07-15 Fixed 6.879 N N N N N N Cinemark USA Inc. 54930008H2137JSCPQ09 172441BF3 125000 PA USD 124986.2 0.0019060391 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25 N N N N N N Cipher Mining Inc 254900QABG5HCQZ28A17 17253JAB2 7193000 PA USD 8541687.5 0.1302607005 Long DBT CORP US Y 2 2031-10-01 None 0 N N N N N N Cipher Compute LLC N/A 17253NAA5 18361000 PA USD 18700364.71 0.2851804877 Long DBT CORP US Y 2 2030-11-15 Fixed 7.125 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 258000 PA USD 255688.55 0.0038992494 Long DBT CORP US N 2 2028-10-27 Variable 3.52 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MV0 5310000 PA USD 5291481.38 0.0806950701 Long DBT CORP US N 2 2099-12-31 Variable 3.875 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PN5 17665000 PA USD 18117673.93 0.2762944556 Long DBT CORP US N 2 2034-11-19 Variable 5.592 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAU7 200000 PA USD 201262.45 0.0030692516 Long DBT CORP US N 2 2039-09-19 Variable 5.411 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CBA0 169000 PA USD 172878.52 0.0026363967 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 250320.82 0.0038173915 Long DBT CORP US N 2 2030-01-23 Variable 5.841 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BG9 238000 PA USD 261697.96 0.0039908929 Long DBT CORP US N 2 2035-04-25 Variable 6.645 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAB9 13644000 PA USD 14154302.79 0.2158530615 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAD5 15743000 PA USD 16996429.17 0.2591954775 Long DBT CORP US Y 2 2033-06-15 Fixed 9.625 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAG7 13073000 PA USD 12956092.08 0.1975803529 Long DBT CORP US Y 2 2033-08-15 Fixed 6.625 N N N N N N Clydesdale Acquisition Holdings Inc. 254900QKSDYFR3K5YD98 18972EAB1 184000 PA USD 187068.94 0.0028528006 Long DBT CORP US Y 2 2030-04-15 Fixed 8.75 N N N N N Colonial Enterprises 2549009FT92RXWA46910 19682LAB4 17321333.33 PA USD 17299681.66 0.2638200768 Long LON CORP US N 2 2032-07-30 Floating 5.41 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340AW7 249000 PA USD 259761.2 0.0039613573 Long DBT CORP US N 2 2030-01-30 Variable 5.982 N N N N N N Commercial Mortgage Trust N/A 20047DAE4 3750000 PA USD 3754196.18 0.0572514769 Long ABS-O CORP US Y 2 2041-06-17 Variable 6.63912 N N N N N N Commercial Mortgage Trust N/A 20047DAG9 11250000 PA USD 11234865.82 0.1713316592 Long ABS-O CORP US Y 2 2041-06-17 Variable 7.03912 N N N N N N Compass Minerals International Inc. 2549008X9G8XP7YJGC47 20451NAG6 54000 PA USD 53998.26 0.0008234733 Long DBT CORP US Y 2 2027-12-01 Fixed 6.75 N N N N N N Connect Finco SARL/Connect US Finco LLC 2594001KNYIQ456J2792 20752TAB0 446000 PA USD 473089.69 0.0072146159 Long DBT CORP N/A Y 2 2029-09-15 Fixed 9 N N N N N N CoreWeave Inc. 984500511DP2B6186053 21873SAB4 6900000 PA USD 6415430.94 0.0978352964 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25 N N N N N N CoreWeave Inc. 984500511DP2B6186053 21873SAC2 16802000 PA USD 15399369.04 0.2348403168 Long DBT CORP US Y 2 2031-02-01 Fixed 9 N N N N N N Reworld Holding Corp. 40XIFLS8XDQGGHGPGC04 22303XAA3 200000 PA USD 192235.92 0.0029315970 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 6650303.44 0.1014171011 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.77 N N N N N N CP EF ASSET SECURITIZATION II LLC N/A 224092AC0 5750000 PA USD 5736480.6 0.0874813064 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.56 N N N N N N HLF Financing SaRL LLC and Herbalife International Inc. ST81INWBFR1E54KGC135 40390DAC9 12669000 PA USD 11897759.8 0.1814407898 Long DBT CORP US Y 2 2029-06-01 Fixed 4.875 N N N N N N HLF Financing SaRL LLC and Herbalife International Inc. 549300VKVJUV5OGV2R51 40390DAD7 4327000 PA USD 4672039.31 0.0712485810 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 255464.44 0.0038958317 Long DBT CORP US N 2 2035-01-15 Fixed 6.25 N N N N N N HPS Corporate Lending Fund 549300ZS7IHUA6FKFV61 40440VAH8 198000 PA USD 200112.85 0.0030517202 Long DBT CORP US N 2 2028-01-14 Fixed 5.45 N N N N N N Hess Midstream Operations LP N/A 428104AA1 67000 PA USD 67270.41 0.0010258735 Long DBT CORP US Y 2 2028-06-15 Fixed 5.125 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAY5 250000 PA USD 256296.96 0.0039085276 Long DBT CORP US N 2 2045-10-15 Fixed 6.35 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318AU8 191000 PA USD 188969.88 0.0028817899 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 431318BG8 272000 PA USD 258501.2 0.0039421423 Long DBT CORP US Y 2 2035-02-15 Fixed 7.25 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571AF5 192000 PA USD 196291.39 0.0029934429 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N Hilton Domestic Operating Co Inc. 5493003EG7H0N1E4XV50 432833AP6 183000 PA USD 187354.7 0.0028571584 Long DBT CORP US Y 2 2029-04-01 Fixed 5.875 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A 43283BAD5 674632.5691 PA USD 675333.55 0.0102988340 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 2655415.9005843 PA USD 2685633.48 0.0409558999 Long ABS-O CORP US Y 2 2042-05-27 Fixed 5.52 N N N N N N Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc N/A 43284MAA6 468000 PA USD 454581.46 0.0069323655 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 22997000 PA USD 21468170.94 0.3273895218 Long DBT CORP US Y 2 2031-07-01 Fixed 4.875 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A 43285JAC8 6079287.2712 PA USD 6082451.79 0.0927573657 Long ABS-O CORP US Y 2 2044-05-25 Fixed 5.12 N N N N N N Homeward Opportunities Fund I Trust N/A 43789FAB9 4359000 PA USD 4370016.94 0.0666427410 Long ABS-O CORP US Y 2 2029-07-25 Variable 8.57 N N N N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148JAC3 3000000 PA USD 2955104.3 0.0450653289 Long ABS-O CORP US Y 2 2051-11-20 Fixed 4.459 N N N N N N Howard Hughes Holdings Inc. 254900TY494BHXIU6M60 44267DAD9 194000 PA USD 194722.84 0.0029695225 Long DBT CORP US Y 2 2028-08-01 Fixed 5.375 N N N N N N Howard Midstream Energy Partners Llc N/A 442722AD6 14933000 PA USD 15341186.39 0.2339530316 Long DBT CORP US Y 2 2034-01-15 Fixed 6.625 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAJ0 43000 PA USD 45130.82 0.0006882448 Long DBT CORP US Y 2 2032-01-31 Fixed 7.375 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAB2 208000 PA USD 192267.92 0.0029320850 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N Hudson's Bay Simon JV Trust N/A 44422PBE1 4250852.0339774 PA USD 4205773.44 0.0641380283 Long ABS-O CORP US Y 2 2034-08-05 Variable 5.159 N N N N N N Hudson's Bay Simon JV Trust N/A 44422PBN1 3500000 PA USD 3403738.71 0.0519070018 Long ABS-O CORP US Y 2 2034-08-05 Fixed 4.1545 N N N N N N Hudson's Bay Simon JV Trust N/A 44422PBW1 2610923 PA USD 2538913.24 0.0387184168 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 3621736.8 0.0552314718 Long ABS-O CORP US Y 2 2034-08-05 Variable 5.447 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45074JAA2 29546000 PA USD 28353863.22 0.4323963017 Long DBT CORP US Y 2 2029-08-01 Fixed 6.5 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CK4 258000 PA USD 241256.94 0.0036791674 Long DBT CORP US N 2 2063-02-10 Fixed 5.9 N N N N N N ION Platform Finance S.a r.l. / ION Platform Finance US Inc. 213800FKHT3BRRKMCC89 46205QAB4 21569000 PA USD 20465903.54 0.3121049479 Long DBT CORP US Y 2 2032-09-30 Fixed 7.875 N N N N N N Kimmeridge Texas Gas LLC 254900LM244SIFQ1QY31 49446BAA2 181000 PA USD 188501.36 0.0028746450 Long DBT CORP US Y 2 2030-02-15 Fixed 8.5 N N N N N N WOODWARD CAPITAL MANAGEMENT N/A 749424AB3 6814704.088787 PA USD 6871977.31 0.1047976267 Long ABS-O CORP US Y 2 2044-02-25 Variable 6.325 N N N N N N Rand Parent LLC N/A 753272AA1 20498000 PA USD 21355903.2 0.3256774392 Long DBT CORP US Y 2 2030-02-15 Fixed 8.5 N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 262000 PA USD 265212.91 0.0040444958 Long DBT CORP US Y 2 2030-10-01 Fixed 6 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CE3 240000 PA USD 257086.71 0.0039205713 Long DBT CORP US N 2 2034-05-19 Variable 5.853 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754LAJ8 5369302 PA USD 5559096.85 0.0847762049 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 9.87419 N N N N N N CONN AVN SEC TR 2022-R07 B1V7KEBTPIMZEU4LTD58 20754MAL1 13156297 PA USD 15101489.45 0.2302976543 Long ABS-MBS USGSE US Y 2 2042-06-25 Variable 15.87419 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754RAF3 27737621 PA USD 28194213.09 0.4299616379 Long ABS-MBS USGSE US Y 2 2041-10-25 Variable 6.97419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20755JAC7 7908000 PA USD 7902610.2 0.1205147742 Long ABS-MBS USGSE US Y 2 2045-01-25 Variable 5.37419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20755RAC9 4335227 PA USD 4336591.01 0.0661329957 Long ABS-MBS USGSE US Y 2 2044-09-26 Variable 5.47419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 207941AF2 8290000 PA USD 8520795.63 0.1299420996 Long ABS-MBS USGSE US Y 2 2044-03-25 Variable 6.67419 N N N N N N Connecticut Avenue Securities Trust 2023-R05 B1V7KEBTPIMZEU4LTD58 207942AC7 2378000 PA USD 2541804.28 0.0387625052 Long ABS-MBS USGSE US Y 2 2043-06-25 Variable 8.62419 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAE0 3420000 PA USD 3319197.89 0.0506177547 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 4798406.5 0.0731756801 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.787 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 254709AT5 2030000 PA USD 2393361.29 0.0364987502 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 2711083.41 0.0413440113 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41 N N N N N N Eagle Materials Inc. 529900KRXRGXL61SG039 26969PAC2 269000 PA USD 263493.97 0.0040182820 Long DBT CORP US N 2 2036-03-15 Fixed 5 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 248000 PA USD 274238.7 0.0041821391 Long DBT CORP US N 2 2029-11-30 Fixed 10.75 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AE9 299000 PA USD 287390.5 0.0043827040 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N Enact Holdings Inc 9845003CA5664B741N19 29249EAA7 244000 PA USD 255368.39 0.0038943669 Long DBT CORP US N 2 2029-05-28 Fixed 6.25 N N N N N N FHF ISSUER TRUST 2025-1 N/A 30340RAE6 6100000 PA USD 6199857.11 0.0945477964 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 4382192.44 0.0668284173 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 24362360.89 0.3715259070 Long ABS-O CORP US Y 2 2030-05-15 Fixed 5.75 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3136BDDN5 11966214.0745 PA USD 1551660.18 0.0236628116 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVFC7 31179224.566603 PA USD 31270367.38 0.4768729786 Long ABS-MBS USGSE US N 2 2055-03-25 Variable 4.97419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXF72 18656.2070532 PA USD 16229.97 0.0002475070 Long ABS-MBS USGSE US N 2 2057-06-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFH0 4193087.5051857 PA USD 3659546.21 0.0558080652 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6B57 2083.1323 PA USD 1964.59 0.0000299600 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 8210.33344 PA USD 7979.4 0.0001216858 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6QN2 2687443.2680372 PA USD 2519284.29 0.0384190754 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 2496.23852 PA USD 2424.56 0.0000369745 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73V5 5690.56993334 PA USD 5698.61 0.0000869038 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 712172.77509312 PA USD 656747.43 0.0100153957 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXJ58 299036.21826 PA USD 271720.67 0.0041437391 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXSM1 67016.9842048 PA USD 65140.54 0.0009933930 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W2G70 37193224.23168 PA USD 37586877.26 0.5731997293 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL5Y0 3754307.1258076 PA USD 3726352.85 0.0568268662 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 449.19824766 PA USD 475.84 0.0000072566 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C6S9 768155.026881 PA USD 708372.82 0.0108026827 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FPB8 26989.52992101 PA USD 24725.53 0.0003770642 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31418APM4 948147.36110848 PA USD 874357.13 0.0133339428 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31418AQR2 396574.62351 PA USD 365710.92 0.0055770901 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 31418ARE0 360828.4730112 PA USD 330560.56 0.0050410472 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N Ellington Financial Operating Partnership LLC/ EF Holdco Inc/ EF Cayman Holdings Ltd 5493001B24G0P4YVJ571 31574BAA4 17348000 PA USD 17483644.01 0.2666255019 Long DBT CORP N/A Y 2 2030-09-30 Fixed 7.375 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2023-1 N/A 337955AN8 8000000 PA USD 7999009.6 0.1219848647 Long ABS-O CORP US Y 2 2030-04-15 Fixed 11.44 N N N N N N Flagship Credit Auto Trst N/A 33843XAG4 5000000 PA USD 3855879.5 0.0588021471 Long ABS-O CORP US Y 2 2030-01-15 Fixed 12.66 N N N N N N Flagship Credit Auto Trust 2023-3 N/A 33846BAN4 4725000 PA USD 4445271.02 0.0677903654 Long ABS-O CORP US Y 2 2030-06-17 Fixed 9.74 N N N N N N Flagstar Mtg Tr 2017-1 N/A 33853HAS0 13195954.626745 PA USD 11453428.38 0.1746647374 Long ABS-O CORP US Y 2 2051-12-30 Variable 3 N N N N N N FOUNDATION FINANCE TRUST 2023-2 N/A 35042RAD8 2560176.1323 PA USD 2731399.17 0.0416538265 Long ABS-O CORP US Y 2 2049-06-15 Fixed 9.1 N N N N N N FOUNDATION FINANCE TRUST 2025-3 N/A 35042TAD4 3725000 PA USD 3718034.1 0.0567000053 Long ABS-O CORP US Y 2 2052-08-15 Fixed 5.71 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA5W9 323.72547 PA USD 311.34 0.0000047479 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H1CH8 526.86586808 PA USD 519.76 0.0000079263 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 1403.99054734 PA USD 1377.87 0.0000210125 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N Kraken Oil & Gas Partners LLC 549300DR5HSL4YAU3X12 50076PAA6 150000 PA USD 148092.05 0.0022584032 Long DBT CORP US Y 2 2029-08-15 Fixed 7.625 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 237000 PA USD 264745.46 0.0040373672 Long DBT CORP US N 2 2039-01-26 Fixed 6.875 N N N N N N L3 Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AU3 225000 PA USD 232912.85 0.0035519200 Long DBT CORP US N 2 2034-06-01 Fixed 5.35 N N N N N N Lamar Media Corp. N/A 513075BW0 189000 PA USD 188671.91 0.0028772459 Long DBT CORP US N 2 2029-01-15 Fixed 4.875 N N N N N N Lions Gate Television Inc. N/A 535939AA0 22024000 PA USD 21032920 0.3207519466 Long DBT CORP US Y 2 2030-04-15 Fixed 6 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BU6 251000 PA USD 256944.46 0.0039184020 Long DBT CORP US N 2 2037-04-15 Fixed 5.5 N N N N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57665RAL0 125000 PA USD 118313.9 0.0018042865 Long DBT CORP US Y 2 2030-08-01 Fixed 4.125 N N N N N N McAfee Corp 2549009UKR8UEZYVCR93 579063AB4 16352000 PA USD 14260212.42 0.2174681829 Long DBT CORP US Y 2 2030-02-15 Fixed 7.375 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 67108SAK4 1750000 PA USD 1758872.68 0.0268228014 Long DBT 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 6089841 0.0928700511 Long DBT 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 1296727.4 0.0197750877 Long DBT CORP US Y 2 2032-04-19 Fixed 6.64 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 68237DAD5 2800000 PA USD 2819786.76 0.0430017369 Long DBT CORP US Y 2 2032-04-19 Fixed 8.77 N N N N N N PRA Group Inc. 549300Q5HW3JSSB86K27 69354NAF3 188000 PA USD 195042.48 0.0029743970 Long DBT CORP US Y 2 2030-01-31 Fixed 8.875 N N N N N N Prairie Acquiror LP 254900Q6KU2LVSIISH22 73943NAA4 188000 PA USD 195411.52 0.0029800249 Long DBT CORP US Y 2 2029-08-01 Fixed 9 N N N N N N Prima Capital Cre Securitization 2019-VII Ltd. N/A 74166VAC0 10500000 PA USD 10038523.95 0.1530874505 Long ABS-O CORP US Y 2 2050-12-25 Fixed 4.25 N N N N N N Tidewater Inc New 2549000JA5GRUPLMUH98 88642RAE9 252000 PA USD 270380.64 0.0041233037 Long DBT CORP US Y 2 2030-07-15 Fixed 9.125 N N N N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 213000 PA USD 245788.22 0.0037482694 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N Toledo Hospital 5493009DCR7NWV6K4T34 889184AC1 120000 PA USD 121673.42 0.0018555192 Long DBT CORP US N 2 2028-11-15 Fixed 5.325 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616LAC6 1850000 PA USD 1366272.46 0.0208356496 Long ABS-O CORP US Y 2 2028-01-18 Fixed 6.9900 Y N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616LAD4 3145000 PA USD 1840571.79 0.0280687125 Long ABS-O CORP US Y 2 2028-04-17 Fixed 8.61 Y N N N N N Truist Bank (North Carolina) JJKC32MCHWDI71265Z06 897926CC3 1651528.370115 PA USD 1651822.18 0.0251902817 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 2117344.06425 PA USD 2121763.6 0.0323568865 Long ABS-O CORP US Y 2 2033-09-26 Fixed 9.685 N N N N N N Upstart Securitization Trust 2018-2 549300MM4LHW6AKJUZ51 91684FAD0 6427000 PA USD 6380447.77 0.0973018032 Long ABS-O CORP US Y 2 2035-09-20 Fixed 5.43 N N N N N N Upstart Securitization Trust 2018-2 549300MM4LHW6AKJUZ51 91684MAB9 14500000 PA USD 14857015.91 0.2265694337 Long ABS-O CORP US Y 2 2033-10-20 Fixed 8.25 N N N N N N Dryden 37 Senior Loan Fund 254900I0IPNA482LDS44 26244YBC9 12250000 PA USD 12282017.83 0.1873007232 Long ABS-CBDO CORP KY Y 2 2037-07-15 Variable 5.55454 N N N N N N DRYDEN 108 CLO LTD/ LLC 254900I0IPNA482LDS44 26253MAN0 26050000 PA USD 26142412.38 0.3986716852 Long ABS-CBDO CORP JE Y 2 2037-07-20 Variable 5.24444 N N N N N N Ecaf I Ltd N/A 26827EAE5 3163638.00509 PA USD 1550182.62 0.0236402788 Long ABS-O CORP KY Y 2 2040-06-15 Fixed 5.802 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AX7 200000 PA USD 207353.53 0.0031621405 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 209015.22 0.0031874813 Long DBT CORP GB N 2 2035-11-26 Variable 5.59 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAX1 243000 PA USD 255829.21 0.0039013944 Long DBT CORP GB N 2 2035-01-05 Variable 5.679 N N N N N N Maxam Prill S.a r.l. 984500C4C5B820A6B691 57779MAA8 24174000 PA USD 25015182.68 0.3814814367 Long DBT CORP LU Y 2 2030-07-15 Fixed 7.75 N N N N N N Precision Drilling Corporation 549300WF2OE8T5BP4B84 740212AM7 194000 PA USD 196185.02 0.0029918208 Long DBT CORP CA Y 2 2029-01-15 Fixed 6.875 N N N N N N TGS ASA 549300NUPLAXPB0WYH90 87243KAA7 200000 PA USD 208828.75 0.0031846376 Long DBT CORP NO Y 2 2030-01-15 Fixed 8.5 N N N N N N Huntsworth/UDG Healthcare 984500803A2B056E7D30 12509YAE6 4286000 PA USD 4168135 0.0635640422 Long LON CORP GB N 2 2028-08-19 Floating 8.02194 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAL9 22915639.31287 PA USD 22642652.18 0.3453003560 Long ABS-O CORP US Y 2 2062-08-15 Fixed 5.97 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAM7 21445994.825196 PA USD 21152512.82 0.3225757367 Long ABS-O CORP US Y 2 2062-08-15 Fixed 6.11 N N N N N N Cpts 2019-Cpt Mtg Trust N/A 12654YAN9 11135000 PA USD 8691365.95 0.1325432963 Long ABS-O CORP US Y 2 2039-11-13 Variable 2.9968 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAY0 263000 PA USD 277837.43 0.0042370197 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 17501455.99 0.2668971345 Long DBT CORP US N 2 2056-04-01 Variable 5.95 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453HAC0 262000 PA USD 262193.36 0.0039984477 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75 N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CH6 233000 PA USD 253963.43 0.0038729413 Long DBT CORP US N 2 2034-08-24 Variable 6.136 N N N N N N Tibco Software Inc N/A 88632QAE3 248000 PA USD 251245.8 0.0038314975 Long DBT CORP US Y 2 2029-03-31 Fixed 6.5 N N N N N N N/A N/A N/A 3250000 PA 3829049.11 0.0583929838 Long LON CORP LU N 2 2028-07-10 Variable 4.816 N N N N N N N/A N/A N/A 11060000 PA 13059271.2 0.1991538340 Long LON CORP NL N 2 2032-03-18 Variable 5.482 N N N N N N N/A N/A N/A 11440000 PA 13557701.97 0.2067549013 Long LON CORP LU N 2 2031-10-30 Variable 5.521 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658CA8 20706000 PA USD 21250173.97 0.3240650688 Long DBT CORP PA Y 2 2032-08-01 Fixed 5.75 N N N N N N Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC N/A 171935AA7 49782000 PA USD 49921389.6 0.7613009936 Long ABS-CBDO CORP KY Y 2 2038-10-19 Variable 5.37129 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 260000 PA USD 256839.79 0.0039168058 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 249490.11 0.0038047232 Long DBT CORP GB N 2 2028-11-03 Variable 7.39 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 239000 PA USD 248821.25 0.0037945231 Long DBT CORP GB N 2 2029-03-09 Variable 6.161 N N N N N N INEOS Finance PLC 2138002D68XDR4LZCG32 44984WAJ6 250000 PA USD 217170.18 0.0033118444 Long DBT CORP GB Y 2 2029-04-15 Fixed 7.5 N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 243000 PA USD 262546.31 0.0040038302 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 208022.96 0.0031723493 Long DBT CORP NL N 2 2035-03-19 Variable 5.55 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 46115HAW7 276000 PA USD 276132.94 0.0042110262 Long DBT CORP IT Y 2 2026-01-15 Fixed 5.71 N N N N N N Ithaca Energy (North Sea) plc 213800BMMUN3AKWBIO91 46567TAC8 200000 PA USD 206608.61 0.0031507805 Long DBT CORP GB Y 2 2029-10-15 Fixed 8.125 N N N N N N N/A N/A G4768PAR2 2900000 PA 2792858.91 0.0425910873 Long LON CORP GB N 2 2031-06-23 Variable 5.401 N N N N N N N/A N/A G4800AAF1 10760000.01 PA 12709593.31 0.1938212476 Long LON CORP GB N 2 2031-02-28 Variable 5.151 N N N N N N Cirsa Finance International S.a.r.l. 254900KUJN6DHWH2K029 YJ0765216 16660000 PA 20097168.71 0.3064817432 Long DBT CORP LU Y 2 2031-10-15 Fixed 4.875 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453HAD8 267000 PA USD 265118 0.0040430484 Long DBT CORP US Y 2 2029-06-01 Fixed 7.5 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AS0 258000 PA USD 272148.72 0.0041502669 Long DBT CORP US Y 2 2031-09-15 Fixed 7.5 N N N N N N Raven Acquisition Holding LLC N/A 75420NAA1 14035000 PA USD 14460835.94 0.2205276908 Long DBT CORP US Y 2 2031-11-15 Fixed 6.875 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AP8 240000 PA USD 258152.38 0.0039368228 Long DBT CORP US N 2 2033-04-15 Fixed 6.4 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 13068000 PA USD 13610457.78 0.2075594272 Long DBT CORP US Y 2 2029-09-30 Fixed 9 N N N N N N Credit Acceptance Corporation of Michigan N/A 225310AS0 197000 PA USD 197388.56 0.0030101748 Long DBT CORP US Y 2 2030-03-15 Fixed 6.625 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAU4 250000 PA USD 260631.61 0.0039746310 Long DBT CORP US N 2 2030-06-06 Variable 5.722 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAV2 252000 PA USD 259571.63 0.0039584663 Long DBT CORP US N 2 2035-09-06 Variable 5.502 N N N N N N Hess Midstream Operations LP N/A 428102AE7 27998000 PA USD 27384446.23 0.4176126965 Long DBT CORP US Y 2 2030-02-15 Fixed 4.25 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BX9 20508000 PA USD 18659781.51 0.2845615941 Long DBT CORP US N 2 2053-03-15 Fixed 5.5 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 310065.15 0.0047284923 Long DBT CORP US Y 2 2029-11-01 Fixed 7.875 N N N N N N Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp. N/A 76884GAA3 15207000 PA USD 15522225.9 0.2367138835 Long DBT CORP US Y 2 2030-10-15 Fixed 6.25 N N N N N N SB MULTIFAMILY REPACK TRUST N/A 78397JAH8 14043606.296593 PA USD 13679555.29 0.2086131640 Long ABS-O CORP US Y 2 2039-12-27 Variable 6.742806 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 256000 PA USD 254295.04 0.0038779984 Long DBT CORP US Y 2 2034-01-15 Fixed 8.375 N N N N N JH North America Holdings Inc. 254900A6FXA0D81TL967 46593WAA3 14410000 PA USD 14708647.25 0.2243068123 Long DBT CORP US Y 2 2031-01-31 Fixed 5.875 N N N N N N Apld Computeco LLC N/A 00202DAA5 27089000 PA USD 26571611.21 0.4052169656 Long DBT CORP US Y 2 2030-12-15 Fixed 9.25 N N N N N N ALA TRUST 2025-OANA N/A 009920AG4 2670000 PA USD 2680641.16 0.0408797671 Long ABS-O CORP US Y 2 2040-06-15 Variable 6.84172 N N N N N N SCG Commercial Mortgage Trust 2025-DLFN N/A 78398EAJ4 6475000 PA USD 6436808.81 0.0981613088 Long ABS-O CORP US Y 2 2035-03-15 Variable 6.70012 N N N N N N SCG COMMERICAL MORTGAGE TRUST 2025-FLWR N/A 78438AAJ4 6733000 PA USD 6726759.9 0.1025830618 Long ABS-O CORP US Y 2 2042-08-15 Variable 6.50012 N N N N N N Janus Detroit Street Trust 5493003MM7OCK5UJW595 47103U738 4662146 NS USD 250240686.55 3.8161694782 Long EC RF US N 1 N N N Jefferies Finance LLC/JFIN Co-Issuer Corp 549300SKVB18YSSIDT75 47232MAF9 200000 PA USD 192553.9 0.0029364462 Long DBT CORP US Y 2 2028-08-15 Fixed 5 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corporation 98450038B4549046D794 019576AD9 170000 PA USD 179159.39 0.0027321800 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 248273.78 0.0037861742 Long DBT CORP US N 2 2030-01-03 Variable 6.848 N N N N N N Jefferson Capital Holdings LLC N/A 472481AC4 434000 PA USD 456440.84 0.0069607210 Long DBT CORP US Y 2 2030-05-15 Fixed 8.25 N N N N N N JERSEY MIKE'S FUNDING LLC N/A 476681AE1 14907637.5 PA USD 15187859.05 0.2316147903 Long ABS-O CORP US Y 2 2055-08-16 Fixed 5.61 N N N N N N Ahlstrom-Munksjo N/A 78475BAB3 11430131.68 PA USD 11487282.34 0.1751810102 Long LON CORP FI N 2 2030-05-23 Floating 7.93355 N N N N N N Scientific Games Holdings LP / Scientific Games US Finco Inc 549300W5GPFXXB6TQ330 80874DAA4 259000 PA USD 230189.01 0.0035103815 Long DBT CORP US Y 2 2030-03-01 Fixed 6.625 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAH6 3575000 PA USD 3574329.01 0.0545085032 Long DBT CORP US Y 2 2028-12-08 Fixed 5.2 N N N N N N Arbor Realty Senior Incorporated 549300TW7RTL2CI3CN08 03881NAJ6 78000 PA USD 74527.85 0.0011365494 Long DBT CORP US Y 2 2030-07-15 Fixed 7.875 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAN1 16251000 PA USD 16159423.99 0.2464311518 Long DBT CORP US N 2 2099-12-31 Variable 3.65 N N N N N N K Hovnanian Enterprises Inc 549300JJCQ0KAI7CJG32 48251UAP3 14945000 PA USD 15252373.82 0.2325986403 Long DBT CORP US Y 2 2031-04-01 Fixed 8 N N N N N N Sofi Consumer Ln Program 2016-5 Llc N/A 83390JAD4 10243000 PA USD 10288566.86 0.1569006038 Long ABS-O CORP US Y 2 2034-08-15 Fixed 5.35 N N N N N N Sotera Health Holdings LLC 549300OVT7MBXFLOFU20 83600WAE9 233000 PA USD 244375.4 0.0037267239 Long DBT CORP US Y 2 2031-06-01 Fixed 7.375 N N N N N N Star Parent Inc. 254900GRGCJYRMDRWT73 855170AA4 4342000 PA USD 4633817.61 0.0706657002 Long DBT CORP US Y 2 2030-10-01 Fixed 9 N N N N N N Syneos Health fka INC Research/inVentiv Health 254900GRGCJYRMDRWT73 87169DAB1 20275787.78 PA USD 20291602.89 0.3094468637 Long LON CORP US N 2 2030-09-27 Floating 7.67194 N N N N N N Somnigroup International Inc. 549300HFEKVR3US71V91 88023UAH4 469000 PA USD 456939.1 0.0069683195 Long DBT CORP US Y 2 2029-04-15 Fixed 4 N N N N N N Twitter Inc 549300I8RX485XMK6836 90184NAG3 7497725.64 PA USD 7358492.87 0.1122169871 Long LON CORP US N 2 2029-10-26 Variable 10.44752 N N N N N N Twitter Inc 549300I8RX485XMK6836 90184NAK4 28186000 PA USD 28065082.06 0.4279923902 Long LON CORP US N 2 2029-10-26 Fixed 9.5 N N N N N N VT Topco Inc. 5493007T812R37X02Y38 91838PAA9 235000 PA USD 245493.22 0.0037437706 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 5929147.48 0.0904194756 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 16823779.31 0.2565625678 Long ABS-O CORP US Y 2 2055-08-16 Fixed 9.383 N N N N N N Viking Baked Goods Acquisition Corp 254900DBFD2H1FJK0893 92676AAA5 100000 PA USD 100321.2 0.0015298979 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 21753617.48 0.3317425804 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 3638313.57 0.0554842675 Long DBT CORP US Y 2 2033-10-15 Fixed 6.95 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAS1 13541000 PA USD 14249641.15 0.2173069711 Long DBT CORP US Y 2 2034-04-15 Fixed 6 N N N N N N Voltagrid LLC 254900R5BEUGIKK1FM03 92874BAA3 19990000 PA USD 19805007.34 0.3020262834 Long DBT CORP US Y 2 2030-11-01 Fixed 7.375 N N N N N N VONTIVE MORTGAGE TRUST N/A 928884AA3 16491000 PA USD 16802178.57 0.2562331566 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 24501283.89 0.3736444822 Long DBT CORP US Y 2 2032-07-01 Fixed 9.25 N N N N N N WBI Operations LLC 254900A83461EGRMOV11 92944BAA9 196000 PA USD 197181.88 0.0030070229 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 203896.69 0.0031094237 Long DBT CORP US Y 2 2028-10-15 Fixed 4.5 N N N N N N Watco Companies, L.L.C. / Watco Finance Corp. 549300UK74AMHGBXZG45 941130AD8 11082000 PA USD 11606256.17 0.1769953606 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 466520.49 0.0071144356 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25 N N N N N N Weekley Homes LLC/Weekley Finance Corp. 5493009MTTQO8ZN53F13 948565AD8 192000 PA USD 189347.52 0.0028875489 Long DBT CORP US Y 2 2028-09-15 Fixed 4.875 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 94990GAG4 11187000 PA USD 11231259.24 0.1712766589 Long ABS-O CORP US Y 2 2038-03-15 Variable 6.17616 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 94990GAJ8 7617000 PA USD 7669901.59 0.1169659689 Long ABS-O CORP US Y 2 2038-03-15 Variable 6.90721 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 95003QBC2 75453452.440838 PA USD 3752073.94 0.0572191127 Long ABS-O CORP US N 2 2054-11-15 Variable 1.335444 N N N N N N Welltower Inc. 254900F33BIAR82QTA19 95040QAJ3 132000 PA USD 126612.89 0.0019308461 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 196207.07 0.0029921570 Long DBT CORP US Y 2 2029-03-15 Fixed 6.375 N N N N N N Western Funding Auto Loan Trust 2025-1 N/A 958250AC6 8406000 PA USD 8462265.09 0.1290495091 Long ABS-O CORP US Y 2 2035-11-15 Fixed 5.34 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AG2 220000 PA USD 221576.92 0.0033790472 Long DBT CORP US N 2 2034-11-15 Fixed 5.45 N N N N N N Westgate Resorts 2022-1 Llc N/A 96034JAD8 1085997.141 PA USD 1078727.26 0.0164505864 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 2498829.472 PA USD 2534472.78 0.0386506999 Long ABS-O CORP US Y 2 2038-01-20 Fixed 7.06 N N N N N N Westgate Resorts 2020-1 Llc N/A 96034KAD5 1249414.738 PA USD 1271278.33 0.0193869895 Long ABS-O CORP US Y 2 2038-01-20 Fixed 9.26 N N N N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 960386AM2 217000 PA USD 219658.43 0.0033497902 Long DBT CORP US N 2 2028-09-15 Fixed 4.7 N N N N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 960386AT7 252000 PA USD 262815.88 0.0040079411 Long DBT CORP US N 2 2035-05-29 Fixed 5.5 N N N N N N Westlake Automboile Receivables Trust 2018-3 N/A 96041KAG9 4740000 PA USD 4760664.68 0.0726001175 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.08 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96467GAC2 245000 PA USD 253433.72 0.0038648632 Long DBT CORP US Y 2 2030-11-15 Fixed 7.375 N N N N N N WildFire Intermediate Holdings LLC 5493003RHEMQJZEXIR02 96812HAA6 194000 PA USD 195828.06 0.0029863771 Long DBT CORP US Y 2 2029-10-15 Fixed 7.5 N N N N N Wilsonart LLC 549300SAZRUMYKDJBY14 97246JAA6 19050000 PA USD 17022741.1 0.2595967343 Long DBT CORP US Y 2 2032-08-15 Fixed 11 N N N N N N Uniti N/A 97381JAK9 18655000 PA USD 18701637.5 0.2851998978 Long LON CORP US N 2 2032-10-06 Floating 7.7161 N N N N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097AG8 216000 PA USD 199660.01 0.0030448144 Long DBT CORP US Y 2 2029-08-15 Fixed 4 N N N N N N Worldwide Plaza Tst N/A 98162JAQ9 4305008 PA USD 173594.01 0.0026473080 Long ABS-O CORP US Y 2 2036-11-10 Variable 3.595543 N N N N N N WULF Compute LLC N/A 982911AA7 24444000 PA USD 25183392.62 0.3840466377 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75 N N N N N N Xhr LP 549300M88BPT83ZL2164 98372MAE5 187000 PA USD 192999.9 0.0029432477 Long DBT CORP US Y 2 2030-05-15 Fixed 6.625 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BBB5 150000 PA USD 154668.17 0.0023586890 Long DBT CORP US N 2 2034-03-15 Fixed 5.5 N N N N N N Ahlstrom-Munksjo 743700UEY0YM039XN974 BL3566777 3550176.74 PA USD 3566436.55 0.0543881433 Long LON CORP FI N 2 2028-02-04 Floating 7.93355 N N N N N N Zuora Inc 549300ISVGC1YZWQJ420 98980XAC9 13012387.5 PA USD 12960337.95 0.1976451024 Long LON CORP US N 2 2032-02-14 Floating 7.2161 N N N N N N Caesars Republic Alexander Valley N/A 76837PAC7 10866000 PA USD 10540020 0.1607352632 Long LON CORP US N 2 2031-06-25 Floating 12.73023 N N N N N N Rakuten Group Inc. 529900IMXUCQKUL1H943 75102WAA6 13041000 PA USD 12973667.62 0.1978483798 Long DBT CORP JP Y 2 2099-12-31 Variable 5.125 N N N N N N Rakuten Group Inc. 529900IMXUCQKUL1H943 75102WAK4 232000 PA USD 259482.81 0.0039571118 Long DBT CORP JP Y 2 2029-04-15 Fixed 9.75 N N N N N N Start II Ltd N/A 85572H101 1500000 NS USD 1425000 0.0217312444 Long EP CORP BM Y 2 N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 298000 PA USD 269676.04 0.0041125585 Long DBT CORP NL Y 2 2032-01-15 Fixed 5 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAB1 16558000 PA USD 16773714.31 0.2557990768 Long DBT CORP NL Y 2 2033-01-15 Fixed 7.5 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 92769VAJ8 271000 PA USD 238915.55 0.0036434612 Long DBT CORP GB Y 2 2030-07-15 Fixed 5 N N N N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 92858RAE0 16966000 PA USD 16813903.2 0.2564119572 Long DBT CORP GB Y 2 2033-01-15 Fixed 6.75 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EX7 206000 PA USD 185970.28 0.0028360460 Long DBT CORP AU N 2 2036-11-18 Variable 3.02 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAH9 200000 PA USD 199910.12 0.0030486285 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.625 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 917368.311125 PA USD 920808.72 0.0140423293 Long ABS-CBDO CORP KY Y 2 2031-01-16 Variable 6.60524 N N N N N N House Of HR Group BV 724500AWBTX8I880X774 N93531AA4 13300000 PA 15662582.56 0.2388543220 Long DBT CORP NL N 2 2029-11-03 Fixed 9 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525935AC6 2500000 PA USD 2536806.05 0.0386862822 Long ABS-O CORP US Y 2 2029-09-15 Fixed 6.58 N N N N N N BX TRUST 2024-VLT4 N/A 05612TAJ4 10345000 PA USD 10319645.85 0.1573745583 Long ABS-O CORP US Y 2 2041-06-17 Variable 6.639524 N N N N N N BX TRUST 2024-VLT4 N/A 05612TAL9 8250000 PA USD 8238184.95 0.1256322878 Long ABS-O CORP US Y 2 2041-06-17 Variable 7.687997 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525935AD4 4981000 PA USD 5074902.79 0.0773922474 Long ABS-O CORP US Y 2 2030-09-15 Fixed 7.58 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 52611JAD2 3329000 PA USD 3194174.93 0.0487111550 Long ABS-O CORP US Y 2 2031-04-15 Fixed 5.28 N N N N N N BX Trust 2018-Bilt N/A 05613NAL1 5000000 PA USD 4980017.64 0.0759452493 Long ABS-O CORP US Y 2 2041-10-15 Variable 9.70478 N N N N N N Blue Bridge Financial LLC 549300UZCOJ7LHE4T940 09531MAB6 2800000 PA USD 2851981.44 0.0434927057 Long ABS-O CORP US Y 2 2030-11-15 Fixed 9.48 N N N N N N OASIS SECURITISATION 21-2A N/A 53161AAB7 13752000 PA USD 13817929.84 0.2107233753 Long ABS-O CORP US Y 2 2039-08-15 Fixed 8.055 N N N N N N OASIS SECURITISATION 24-1A N/A 53161XAA9 8000000 PA USD 8003149.6 0.1220479997 Long ABS-O CORP US Y 2 2038-09-30 Fixed 5.88 N N N N N N BX Trust 2018-Bilt N/A 123910AE1 7040121.0005189 PA USD 7051985.99 0.1075427584 Long ABS-O CORP US Y 2 2039-12-15 Variable 5.6421 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 105000 PA USD 108202.5 0.0016500877 Long DBT CORP US Y 2 2029-08-01 Fixed 9.5 N N N N N N OASIS SECURITISATION 24-1A N/A 53161XAB7 3000000 PA USD 3007214.7 0.0458600123 Long ABS-O CORP US Y 2 2038-09-30 Fixed 7.91 N N N N N N LIFE FINANCIAL SERVICES TRUST N/A 53218CAJ9 12600000.0018 PA USD 12526258.36 0.1910253903 Long ABS-O CORP US Y 2 2038-03-15 Variable 5.61448 N N N N N N EFMT 2025-RTL1 N/A 26846FAB5 8223000 PA USD 8238534.07 0.1256376119 Long ABS-O CORP US Y 2 2040-11-25 Variable 5.565 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 29357KAK9 397000 PA USD 422592.21 0.0064445295 Long DBT CORP US Y 2 2029-08-01 Fixed 9.125 N N N N N N N/A N/A N/A 1 NC USD -151737.65 -0.0023139986 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 11400163.88 GBP 15209751.86 USD 2026-03-04 -151737.65 N N N N/A N/A N/A 1 NC USD -1421212.19 -0.0216734803 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 245177021.51 EUR 287506898.76 USD 2026-03-04 -1421212.19 N N N LUXURY LEASE PT AUTO 2021-ARC2 N/A 55068XAA8 1404438.1377 PA USD 1405136.14 0.0214283206 Long ABS-O CORP US Y 2 2030-07-15 Fixed 7.292 N N N N N N LUXURY LEASE PT AUTO 2021-ARC2 N/A 55068XAB6 5100000 PA USD 5101119.45 0.0777920514 Long ABS-O CORP US Y 2 2030-07-15 Fixed 10.491 N N N N N N FS COMMERCIAL MORTGAGE TRUST 2023-4 N/A 30334RAG9 5193000 PA USD 5312815.46 0.0810204147 Long ABS-O CORP US Y 2 2039-11-10 Variable 9.08008 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENRH4 2441.7319719 PA USD 2451.24 0.0000373814 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N N/A N/A N/A 1 NC USD -51861.45 -0.0007908869 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4462848.97 CAD 3208769.66 USD 2026-03-04 -51861.45 N N N N/A N/A N/A 1 NC USD -117449.06 -0.0017910977 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 13500000 EUR 15791584.5 USD 2026-03-04 -117449.06 N N N LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A N/A 55069BAA5 26207000 PA USD 26266486.27 0.4005638115 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.51 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAN4 9971000 PA USD 9660421.3 0.1473213865 Long DBT CORP US N 2 2099-12-31 Variable 3.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENS83 3853.53130125 PA USD 3919.64 0.0000597745 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPHU1 4070.01674745 PA USD 4085.86 0.0000623093 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5 N N N N N N N/A N/A N/A 1 NC USD 1510.75 0.0000230389 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 204214.79 USD 174573.44 EUR 2026-03-04 1510.75 N N N N/A N/A N/A 1 NC USD 6953.58 0.0001060421 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5621009.08 EUR 6631014.48 USD 2026-03-04 6953.58 N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAT1 248000 PA USD 263443.38 0.0040175105 Long DBT CORP US N 2 2032-03-13 Variable 6.082 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 216000 PA USD 214687.76 0.0032739875 Long DBT CORP US Y 2 2029-06-30 Fixed 5.875 N N N N N N FORA FINANCIAL ASSET SECURITIZATION N/A 34512PAA2 4962000 PA USD 4993275.49 0.0761474314 Long DBT CORP US Y 2 2029-08-15 Fixed 6.33 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 260000 PA USD 250351.85 0.0038178647 Long DBT CORP US N 2 2028-02-16 Fixed 2.9 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAG8 13000000 PA 15289921.15 0.2331712369 Long LON CORP US N 2 2028-10-23 Variable 4.426 N N N N N N OVG Business Services N/A 62955EAJ3 20101805.25 PA USD 20101805.25 0.3065524504 Long LON CORP US N 2 2031-06-25 Floating 6.7161 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KPP8 21984154 PA USD 23004235.53 0.3508145007 Long ABS-MBS USGSE US Y 2 2041-12-25 Variable 10.87419 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KQZ5 18943000 PA USD 19938018.21 0.3040546987 Long ABS-MBS USGSE US Y 2 2042-01-27 Variable 10.97419 N N N N N N OAK STREET INVESTMENT N/A 67181DAG6 4499000 PA USD 2684062.01 0.0409319350 Long ABS-O CORP US Y 2 2050-11-20 Fixed 5.11 N N N N N N OAK STREET INVESTMENT GRADE NE N/A 67190AAE6 6250000 PA USD 4629713.75 0.0706031163 Long ABS-O CORP US Y 2 2051-01-20 Fixed 4.23 N N N N N N Freddie Mac Stacr Remic Trust 2022-DNA7 S6XOOCT0IEG5ABCC6L87 35564KSQ3 13643002 PA USD 14662704.46 0.2236061849 Long ABS-MBS USGSE US Y 2 2042-02-25 Variable 12.37419 N N N N N N GS MORTGAGE SECURITIES CORPORATION N/A 36273XAA9 22910000 PA USD 22938112.89 0.3498061307 Long ABS-O CORP US Y 2 2041-11-25 Variable 6.38447 N N N N N N OneSky Flight LLC 549300PM6NEPXGG5B882 68278CAA3 110000 PA USD 117714.87 0.0017951513 Long DBT CORP US Y 2 2029-12-15 Fixed 8.875 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 251000 PA USD 246058.7 0.0037523942 Long DBT CORP US N 2 2039-07-08 Fixed 6.125 N N N N N N GALAXY SENIOR PARTICIPATION INTERES N/A 362922AA4 15961226 PA USD 16046555.91 0.2447099140 Long DBT CORP US N 3 2026-07-31 Variable 6.8446055 N N N N N N Gray Media Inc. 529900TM5726KDN7UU35 389375AM8 358000 PA USD 384972.08 0.0058708227 Long DBT CORP US Y 2 2029-07-15 Fixed 10.5 N N N N N N Gray Media Inc. 529900TM5726KDN7UU35 389375AP1 15285000 PA USD 15618653.67 0.2381844066 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25 N N N N N N Enviri Corp. KAO98FK89NPNNPQGUZ43 415864AM9 187000 PA USD 187100.42 0.0028532807 Long DBT CORP US Y 2 2027-07-31 Fixed 5.75 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 237000 PA USD 234185.58 0.0035713292 Long DBT CORP US N 2 2052-11-09 Fixed 6.9 N N N N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 68404LAA0 204000 PA USD 199314.16 0.0030395402 Long DBT CORP US Y 2 2029-10-31 Fixed 4.375 N N N N N N MTG PASS THRU CTF CL E 144A N/A 55316VAL8 4880000 PA USD 4885673.6 0.0745065030 Long ABS-O CORP US Y 2 2038-04-15 Variable 6.465442 N N N N N N MTG PASS THRU CTF CL E 144A N/A 55316VAN4 8496000 PA USD 8505856.86 0.1297142834 Long ABS-O CORP US Y 2 2038-04-15 Variable 7.065442 N N N N N N Osaic 549300XL60BDV6UW5C86 68773JAG5 4989000 PA USD 5006760.84 0.0763530830 Long LON CORP US N 2 2032-07-30 Floating 6.59543 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 210000 PA USD 252698.3 0.0038536481 Long DBT CORP FR N 2 2031-03-01 Fixed 9 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57108UAB0 2500000 PA USD 2600115.05 0.0396517442 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 9481518.27 0.1445931160 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.92 N N N N N N Marex Group Plc 549300DWX0SVICJAL507 566539AA0 3001000 PA USD 3112173.13 0.0474606279 Long DBT CORP GB N 2 2029-11-04 Fixed 6.404 N N N N N N Oha Credit Partners Xv Limited N/A 67707GAS8 26000000 PA USD 26039624 0.3971041628 Long ABS-CBDO CORP KY Y 2 2038-01-20 Variable 5.36444 N N N N N N Marlette Funding Trust 2017-1 549300J7CH2COR8VWE03 57109RAD2 9571000 PA USD 9865358.11 0.1504466721 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 14300000 PA USD 14556684.43 0.2219893799 Long ABS-O CORP US Y 2 2033-04-15 Fixed 8.15 N N N N N N Ontario Gaming GTA LP / OTG Co Issuer Inc. 894500EC9KLZLOC3V025 68306MAA7 191000 PA USD 181104.99 0.0027618504 Long DBT CORP CA Y 2 2030-08-01 Fixed 8 N N N N N N Open Text Corp 549300HP7ONDQODZJV16 683715AD8 272000 PA USD 258136.21 0.0039365762 Long DBT CORP CA Y 2 2029-12-01 Fixed 3.875 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CE1 252000 PA USD 265566.31 0.0040498852 Long DBT CORP US N 2 2035-01-15 Fixed 5.8 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 241000 PA USD 257123.2 0.0039211278 Long DBT CORP US N 2 2035-11-01 Fixed 6.05 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 3063000 PA USD 3103564.41 0.0473293450 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 13759255.545408 PA USD 13896614.19 0.2119233113 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 41241781.076751 PA USD 41906495.48 0.6390738900 Long ABS-O CORP US Y 2 2032-03-25 Variable 6.545 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EL5 17717000 PA USD 18071564.47 0.2755912865 Long DBT CORP US N 2 2034-10-01 Fixed 5.55 N N N N N RAIN CITY MORTGAGE TRUST N/A 75079KAB9 4440000 PA USD 4487972.42 0.0684415616 Long ABS-O CORP US Y 2 2029-11-25 Variable 8.021 N N N N N N Raptor Aircraft Fin I Ltd/LLC N/A 75383HAA9 7456386.42 PA USD 6876114.02 0.1048607116 Long ABS-O CORP KY Y 2 2044-08-23 Fixed 4.213 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAH6 235000 PA USD 245081.3 0.0037374889 Long DBT CORP US N 2 2030-07-30 Fixed 5.35 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBD6 40000 PA USD 41724.32 0.0006362957 Long DBT CORP US Y 2 2030-07-01 Fixed 6.5 N N N N N N Stellantis Finance Us Inc 549300QZ0AI8Q7LNON33 85855CAL4 15296000 PA USD 15900342.97 0.2424801673 Long DBT CORP US Y 2 2035-03-18 Fixed 6.45 N N N N N N Air Transport 254900TJV3VAFZD0GU41 86184XAD6 13487000 PA USD 13479717.02 0.2055656311 Long LON CORP US N 2 2032-04-09 Floating 6.1615 N N N N N N StoneX Group Inc 549300JUF07L8VF02M60 861896AA6 6838000 PA USD 7264827.96 0.1107885976 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 457294.07 0.0069737328 Long DBT CORP US Y 2 2029-10-31 Fixed 8.625 N N N N N N Husky Injection Molding 5493003ZDHRVP2N4C109 C8856UAH1 2890000 PA USD 2908467.1 0.0443541117 Long LON CORP US N 2 2029-02-15 Floating 1 N N N N N N N/A N/A N/A 15923000 PA USD 15923000 0.2428256869 Long LON CORP CA N 2 2032-12-10 Variable 6.8642 N N N N N N Husky Ims CDN Escrow Co-Issuer Ltd / Husky IMS U S Escrow Co-Issuer LLC 5493003ZDHRVP2N4C109 44805RAA3 186000 PA USD 195063.72 0.0029747210 Long DBT CORP CA Y 2 2029-02-15 Fixed 9 N N N N N N Kedrion S.p.A. 81560047FA58E1BEDF67 49272YAB9 200000 PA USD 196206.87 0.0029921540 Long DBT CORP IT Y 2 2029-09-01 Fixed 6.5 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 86562MEB2 255000 PA USD 258358.67 0.0039399687 Long DBT CORP JP N 2 2046-07-08 Variable 5.796 N N N N N N Kantar 213800CCW2O2WZ7YV169 L8869UAC7 11055025.18 PA USD 10267354.64 0.1565771176 Long LON CORP LU N 2 2029-02-15 Floating 8.93194 N N N N N N REACH ABS TR 2022-2 N/A 75525QAC4 10037000 PA USD 9981664.69 0.1522203470 Long ABS-O CORP US Y 2 2032-08-18 Fixed 5.69 N N N N N N REACH ABS TRUST 2023-1 N/A 75526PAC5 11152000 PA USD 11463243.3 0.1748144149 Long ABS-O CORP US Y 2 2031-02-18 Fixed 6.9 N N N N N N READYCAP LENDING N/A 75576AAA1 5196693.07476 PA USD 5231585.23 0.0797816540 Long DBT CORP US Y 2 2048-04-27 Variable 6.82 N N N N N N Roblox Corporation N/A 771049AA1 22237000 PA USD 21260275.35 0.3242191148 Long DBT CORP US Y 2 2030-05-01 Fixed 3.875 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77314EAA6 21854000 PA USD 21416432.66 0.3266005132 Long DBT CORP US Y 2 2029-02-15 Fixed 6.5 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 100000 PA USD 99781.41 0.0015216661 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 140000 PA USD 137681.24 0.0020996384 Long DBT CORP US Y 2 2030-05-15 Fixed 4.8 N N N N N N Roller Bearing Company of America Inc. 254900U9XW6S76H2P167 775631AD6 455000 PA USD 447674.64 0.0068270365 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 21626187.38 0.3297992718 Long DBT CORP LR N 2 2036-01-15 Fixed 5.375 N N N N N N SCG TRUST 2025-SNIP 5493005BBCF84ICNQ550 78398JAJ3 7875000 PA USD 7845716.9 0.1196471516 Long ABS-O CORP US Y 2 2042-09-15 Variable 7.15012 N N N N N N SF ABS ISSUER LLC N/A 784193AA2 28618000 PA USD 27797594.26 0.4239132023 Long ABS-O CORP US Y 2 2055-11-25 Fixed 5.377 N N N N N N SEB FUNDING LLC N/A 78433DAA2 13712632.5 PA USD 13563243.9 0.2068394157 Long ABS-O CORP US Y 2 2052-01-30 Fixed 4.969 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 263000 PA USD 258547.05 0.0039428415 Long DBT CORP US Y 2 2032-08-01 Fixed 7 N N N N N N SMRT MINI N/A 78457JAN2 7000000 PA USD 6965969.6 0.1062310088 Long ABS-O CORP US Y 2 2039-01-17 Variable 6.451 N N N N N N SMRT MINI N/A 78457JAQ5 20073000 PA USD 19774120.79 0.3015552637 Long ABS-O CORP US Y 2 2039-01-17 Variable 7.101 N N N N N N E.W. Scripps Co. 549300U1OW41QPKYW028 811054AH8 256000 PA USD 255664.18 0.0038988777 Long DBT CORP US Y 2 2030-08-15 Fixed 9.875 N N N N N N Connecticut Avenue Securities Trust 2019-R04 B1V7KEBTPIMZEU4LTD58 20753TAC7 3697026.086405 PA USD 3768855.47 0.0574750310 Long ABS-MBS USGSE US Y 2 2039-06-27 Variable 9.23867 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20753UAF7 14329655 PA USD 14631615.45 0.2231320776 Long ABS-MBS USGSE US Y 2 2044-01-25 Variable 6.57419 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754HAD0 5588546.8636048 PA USD 5673837 0.0865259918 Long ABS-MBS USGSE US Y 2 2039-07-25 Variable 8.08867 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1N26 11132.348535 PA USD 10088.96 0.0001538566 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2SN3 5352034.2033466 PA USD 608135.59 0.0092740653 Long ABS-MBS USGSE US N 2 2048-08-25 Variable 2.06133 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NTM6 588203.328 PA USD 817096.18 0.0124607135 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 9.46957 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 446438TA1 2034357.57728 PA USD 2034340.49 0.0310236844 Long ABS-O CORP US Y 2 2033-03-21 Variable 7.41765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 446438TB9 2732769.58185 PA USD 2742880.83 0.0418289218 Long ABS-O CORP US Y 2 2033-03-21 Variable 11.06765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAC3 1099203.6875 PA USD 1108228.82 0.0169004851 Long ABS-O CORP US Y 2 2032-05-20 Variable 7.06765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAD1 439681.475 PA USD 451508.95 0.0068855097 Long ABS-O CORP US Y 2 2032-05-20 Variable 9.16765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAE9 1319044.4268 PA USD 1358544.53 0.0207177987 Long ABS-O CORP US Y 2 2032-05-20 Variable 12.16765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAL3 1123400.77308 PA USD 1127619.59 0.0171961943 Long ABS-O CORP US Y 2 2032-10-20 Variable 11.41765 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAR0 3002091.24114 PA USD 3004359.02 0.0458164631 Long ABS-O CORP US Y 2 2033-09-20 Variable 7.16765 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525920AD6 2000000 PA USD 2032752.17 0.0309994625 Long ABS-O CORP US Y 2 2031-05-15 Fixed 7.45 N N N N N N OASIS SECURITISATION 21-2A N/A 53161AAC5 3000000 PA USD 3005222.4 0.0458296297 Long ABS-O CORP US Y 2 2039-08-15 Fixed 9.9 N N N N N N Ondeck Asset Sec tr II 2016-1 N/A 67108SAB4 6250000 PA USD 6293732.5 0.0959793957 Long DBT CORP US Y 2 2030-08-19 Fixed 8.25 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BE4 248000 PA USD 245797.89 0.0037484168 Long DBT CORP US N 2 2033-06-06 Variable 4.626 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BU8 227000 PA USD 256879.32 0.0039174086 Long DBT CORP US N 2 2034-10-20 Variable 6.875 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 266000 PA USD 262002.34 0.0039955346 Long DBT CORP US Y 2 2028-02-15 Fixed 4 N N N N N N PacifiCorp. SGY07Y7FNYBNLM6Z1M11 695114DD7 247000 PA USD 250588 0.0038214660 Long DBT CORP US N 2 2034-02-15 Fixed 5.45 N N N N N N PAGAYA AI DEBT SELECTION TRUST N/A 69546MAC1 1675336.937568 PA USD 1665026.58 0.0253916487 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.888 N N N N N N Pagaya US Holding Co. LLC 254900M9VGE3HM0OYH17 69549FAC3 200000 PA USD 174126.49 0.0026554283 Long DBT CORP US Y 2 2030-08-01 Fixed 8.875 N N N N N PrimeSource 254900PGY077KWCROT75 70082HAE6 4685000 PA USD 4707441.15 0.0717884589 Long LON CORP US N 2 2031-03-15 Floating 8.48525 N N N N N N PAWNEE EQUIPMENT RECEIVABLES N/A 70410DAF5 5000000 PA USD 4978123.5 0.0759163636 Long ABS-O CORP US Y 2 2028-07-17 Fixed 7.23 N N N N N N PAWNEE EQUIPMENT RECEIVABLES N/A 70410DAG3 5379000 PA USD 4909100.78 0.0748637674 Long ABS-O CORP US Y 2 2029-09-17 Fixed 9.5 N N N N N N PENN Entertainment Inc N/A 707569AV1 21475000 PA USD 19889129.23 0.3033091419 Long DBT CORP US Y 2 2029-07-01 Fixed 4.125 N N N N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932MAF4 243000 PA USD 253680.5 0.0038686266 Long DBT CORP US Y 2 2033-02-15 Fixed 6.875 N N N N N N Performance Food Group Inc 549300OMUOGBYK0FFO76 71376LAE0 197000 PA USD 192603.47 0.0029372022 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25 N N N N N N Parexel 254900PHGVI5379Z9791 71911KAF1 6357000 PA USD 6374227.47 0.0972069437 Long LON CORP US N 2 2031-12-12 Floating 6.6227 N N N N N N Pilgrims Pride Corporation 549300ZSLGV64ZL3HD75 72147KAK4 20016000 PA USD 21397314.37 0.3263089593 Long DBT CORP US N 2 2033-07-01 Fixed 6.25 N N N N N N Pitney Bowes Inc. 549300N2O26NW4ST6W55 724479AQ3 104000 PA USD 105405.44 0.0016074325 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 244050.96 0.0037217762 Long DBT CORP US Y 2 2029-12-15 Fixed 10.5 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AQ7 95000 PA USD 92507.61 0.0014107407 Long DBT CORP US Y 2 2030-04-15 Fixed 4.625 N N N N N N POST ROAD EQUIPMENT FINANCE 2024-1 N/A 737473AE8 1100000 PA USD 1123862.52 0.0171388990 Long ABS-O CORP US Y 2 2030-10-15 Fixed 6.77 N N N N N N POST ROAD EQUIPMENT FINANCE 2024-1 N/A 737473AF5 3200000 PA USD 3276325.44 0.0499639500 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 3049908.3 0.0465110895 Long ABS-O CORP US Y 2 2032-05-17 Fixed 7.08 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST 202 N/A 74113GAN3 6000000 PA USD 6359695.16 0.0969853260 Long ABS-O CORP US Y 2 2030-05-15 Fixed 9.88 N N N N N N PRM7 TRUST 2025-PRM7 N/A 74290HAJ5 12016000 PA USD 11876466.06 0.1811160603 Long ABS-O CORP US Y 2 2042-11-10 Variable 6.61844 N N N N N N Qlik Technologies N/A 74339DAQ1 13053808 PA USD 13024959.08 0.1986305744 Long LON CORP US N 2 2030-10-28 Floating 7.2515 N N N N N N Provident Funding Associates LP / PFG Finance Corp 54930043BMDE130FJ617 74387UAK7 162000 PA USD 170865.29 0.0026056950 Long DBT CORP US Y 2 2029-09-15 Fixed 9.75 N N N N N N Public Service Company of Colorado 5BANEF6PGSEK0SNMQF44 744448CZ2 256000 PA USD 263038 0.0040113285 Long DBT CORP US N 2 2034-05-15 Fixed 5.35 N N N N N N Sbna Auto Receivables Trust 2024-A N/A 78437PAH6 6000000 PA USD 6131232.27 0.0935012678 Long ABS-O CORP US Y 2 2032-04-15 Fixed 8 N N N N N N Teva Pharmaceutical Finance Company LLC 5493006PITD7MU7WW480 88163VAD1 10878000 PA USD 11420799.69 0.1741671500 Long DBT CORP US N 2 2036-02-01 Fixed 6.15 N N N N N N THEOREM FUNDING TRUST 2021-1 N/A 882925AB6 3550350.7611 PA USD 3611623.48 0.0550772438 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 3500000 0.0533749861 Long EP CORP KY Y 2 N N N TransDigm 88Q84GB3X55CF5OC7582 89364MCD4 6761700 PA USD 6786785.91 0.1034984582 Long LON CORP US N 2 2032-01-19 Floating 6.2161 N N N N N N Trimas Corporation 75G1WUQ8QK4P5MZOYD78 896215AH3 198000 PA USD 192551.81 0.0029364143 Long DBT CORP US Y 2 2029-04-15 Fixed 4.125 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AE0 237000 PA USD 255188.17 0.0038916186 Long DBT CORP US N 2 2033-03-15 Fixed 6.1 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 35000 PA USD 37817.95 0.0005767236 Long DBT CORP US N 2 2033-10-28 Variable 6.123 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAL6 257000 PA USD 261089.32 0.0039816111 Long DBT CORP US N 2 2029-01-26 Variable 4.873 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138FAC6 255000 PA USD 246323.63 0.0037564344 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAD3 189000 PA USD 187938.61 0.0028660631 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 902973BC9 16493000 PA USD 16095449.92 0.2454555475 Long DBT CORP US N 2 2099-12-31 Variable 3.7 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAQ8 8612002.13 PA USD 8623972.81 0.1315155512 Long LON CORP US N 2 2030-09-29 Floating 5.92194 N N N N N N U S Bank National Assn Minneapolis Minnesota 6BYL5QZYBDK8S7L73M02 90357PAW4 809144.905125 PA USD 823496.98 0.0125583257 Long ABS-O CORP US Y 2 2032-08-25 Fixed 9.785 N N N N N N United Auto Credit Securitization Trust 2012-1 N/A 90945DAD2 4500000 PA USD 4549598.23 0.0693813550 Long ABS-O CORP US Y 2 2029-11-12 Fixed 8.3 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJK7 250000 PA USD 253124.93 0.0038601542 Long DBT CORP US N 2 2029-02-01 Variable 4.653 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFQ0 14762000 PA USD 15284167.22 0.2330834895 Long DBT CORP US N 2 2035-06-15 Fixed 5.3 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903AW0 293000 PA USD 267198.15 0.0040747707 Long DBT CORP US N 2 2030-10-15 Fixed 2.65 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AZ5 13930000 PA USD 14551681.97 0.2219130924 Long DBT CORP US Y 2 2031-07-31 Fixed 8.5 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906BA9 9944000 PA USD 10687940.47 0.1629910498 Long DBT CORP US Y 2 2032-08-01 Fixed 9.375 N N N N N N USA Compression Partners LP / USA Compression Finance Corp 5493000B1PEOKXRZEO65 91740PAH1 21364000 PA USD 21620154.36 0.3297072683 Long DBT CORP US Y 2 2033-10-01 Fixed 6.25 N N N N N N Vb-S1 Issuer Llc 2016-1 549300DKEDU9WZPGTC09 91823ABG5 11000000 PA USD 11325710 0.1727170326 Long ABS-O CORP US Y 2 2054-05-15 Fixed 8.871 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAL4 233000 PA USD 256563.43 0.0039125913 Long DBT CORP US N 2 2037-06-15 Fixed 6.625 N N N N N N Velocity Vehicle Group LLC N/A 92262TAA4 193000 PA USD 183358.71 0.0027962196 Long DBT CORP US Y 2 2029-06-01 Fixed 8 N N N N N N Verde Purchaser LLC 2549004HFEKMUGBG3Z35 92339LAA0 25769000 PA USD 27707163.8 0.4225341381 Long DBT CORP US Y 2 2030-11-30 Fixed 10.5 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAL4 193000 PA USD 192722.22 0.0029390131 Long DBT CORP US Y 2 2027-04-15 Fixed 5.625 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAR1 270000 PA USD 256714.92 0.0039149015 Long DBT CORP US Y 2 2031-05-30 Fixed 7.5 N N N N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550AF2 125000 PA USD 119640.6 0.0018245187 Long DBT CORP US Y 2 2029-10-01 Fixed 3.75 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAE7 189000 PA USD 175464.68 0.0026758357 Long DBT CORP US N 2 2062-03-30 Variable 6.375 N N N N N N Victra Holdings LLC / Victra Finance Corp. 549300KWDYQKQSF0MQ18 92648DAA4 16714000 PA USD 17633403.71 0.2689093367 Long DBT CORP US Y 2 2029-09-15 Fixed 8.75 N N N N N Travel Plus Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAN8 200000 PA USD 203023.95 0.0030961144 Long DBT CORP US N 2 2027-04-01 Fixed 6 N N N N N N Travel Plus Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAQ1 201000 PA USD 195986.6 0.0029887949 Long DBT CORP US Y 2 2030-03-01 Fixed 4.625 N N N N N N Qlik Technologies N/A 74339DAM0 9996000 PA USD 9564972.48 0.1458657924 Long LON CORP US N 2 2033-05-09 Floating 8.67194 N N N N N N N/A N/A N/A 8240000 PA 9701043.73 0.1479408784 Long LON CORP ES N 2 2029-12-31 Variable 6.15 N N N N N N N/A N/A N/A 4951825.7 PA 5858934.02 0.0893487206 Long LON CORP ES N 2 2029-09-16 Variable 5.859 N N N N N N N/A N/A N6872NAR7 10010000 PA 11815702.89 0.1801894222 Long LON CORP NL N 2 2032-09-29 Variable 4.75 N N N N N N Versant Media Group N/A 92528PAB0 10052000 PA USD 10045767.76 0.1531979185 Long LON CORP US N 2 2030-10-23 Floating 7.5369 N N N N N N Ping Identity 254900DJEBSADAC6R313 72342MAB3 10087000 PA USD 10099608.75 0.1540189934 Long LON CORP US N 2 2032-11-15 Floating 6.59094 N N N N N N Progroup AG 529900YI5W5TQ8F2FP82 D6S035AH1 17800000 PA 21381324.69 0.3260651168 Long DBT CORP DE N 2 2031-04-15 Fixed 5.375 N N N N N N Octagon Investment Partners XXIV Ltd. N/A 67576PAY3 20000000 PA USD 20071996 0.3060978595 Long ABS-CBDO CORP KY Y 2 2037-07-15 Variable 5.26454 N N N N N N Perenti Finance Pty Ltd. 894500ZDIIAOXSQHE612 71367VAB5 200000 PA USD 207999.64 0.0031719937 Long DBT CORP AU Y 2 2029-04-26 Fixed 7.5 N N N N N N PRIMA CAP LTD N/A 74166KAE0 8432000 PA USD 7089410.58 0.1081134832 Long ABS-CBDO CORP KY Y 2 2033-10-01 Fixed 5.5 N N N N N N Thunderbolt Aircraft Lease Limited / Thunderbolt Aircraft Lease US LLC N/A 88606X100 10 NS USD 1806967.92 0.0275562536 Long EP CORP KY N 2 N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89116C4H7 11405000 PA USD 11563597.93 0.1763448226 Long DBT CORP CA N 2 2085-10-31 Variable 6.35 N N N N N N Teva Pharmaceutical Finance Netherlands II B.V 549300HSQCIKJAOYIT23 N8539TAL8 13996000 PA 16875965.11 0.2573584010 Long DBT CORP NL N 2 2030-05-09 Fixed 4.375 N N N N N N Palmer Square European CLO 2021-2 Designated Activity Company 5493008YA044FHERJ655 BCC3Q13Y6 10270000 PA 12083585.05 0.1842746241 Long ABS-O CORP IE Y 2 2038-03-15 Variable 5.136 N N N N N N Penta Clo 15 DAC 5493009DHFYZRQZRBR67 BCC3Q6XP1 6520000 PA 7679556.16 0.1171132010 Long ABS-O CORP IE Y 2 2038-10-15 Variable 5.04165 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79582MAC5 3082135.392432 PA USD 3076866.48 0.0469222016 Long ABS-O CORP US Y 2 2054-04-25 Variable 6.851 N N N N N N SALUDA GRADE ALTERNATIVE MTG TR 202 N/A 79584CAA9 12560275 PA USD 12592838.77 0.1920407413 Long ABS-O CORP US Y 2 2030-02-25 Variable 7.5 N N N N N N SALUDA GRADE ALTERNATIVE MTG TR 202 N/A 79585UAB6 11300000 PA USD 11375931.48 0.1734829100 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 8119990.9 0.1238298290 Long ABS-O CORP US Y 2 2030-04-25 Variable 7.762 N N N N N N SANTANDER BANK AUTO CREDIT LINKED N TR24TWEY5RVRQV65HD49 80280BAE8 5331192.066 PA USD 5365611.21 0.0818255497 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 14394218.5782 PA USD 14552092.93 0.2219193595 Long ABS-O CORP US Y 2 2033-01-18 Fixed 8.881 N N N N N N SANTANDER BANK AUTO CREDIT LINKED N TR24TWEY5RVRQV65HD49 80280BAG3 8896871.026143 PA USD 8990517.71 0.1371053594 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 80290CBX1 11655.4593 PA USD 11671.77 0.0001779944 Long ABS-O CORP US Y 2 2033-06-15 Fixed 10.068 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCE2 2087728.701475 PA USD 2126084.42 0.0324227790 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 4715810.71968 PA USD 4916516.1 0.0749768510 Long ABS-O CORP US Y 2 2033-12-15 Fixed 12.24 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCG7 2210536.27125 PA USD 2300742.29 0.0350863108 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 5192415.726231 PA USD 5267601.75 0.0803309058 Long ABS-O CORP US Y 2 2032-06-15 Fixed 7.762 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCN2 5881046.0077224 PA USD 6033897.92 0.0920169194 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 5700581.8765 PA USD 5839477.69 0.0890520116 Long ABS-O CORP US Y 2 2032-06-15 Fixed 13.03 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2021-1 N/A 80290CCV4 5828000 PA USD 5840827.43 0.0890725952 Long ABS-O CORP US Y 2 2034-01-16 Fixed 7.343 N N N N N N SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC N/A 82650FAC1 2684612.5359 PA USD 2664921.09 0.0406400361 Long ABS-O CORP US Y 2 2044-08-22 Fixed 4.98 N N N N N N SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC N/A 82650FAD9 3937431.71976 PA USD 3853118.13 0.0587600362 Long ABS-O CORP US Y 2 2044-08-22 Fixed 6.54 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 82652QAD3 1139833.566705 PA USD 1137474 0.0173464740 Long ABS-O CORP US Y 2 2037-11-20 Fixed 3.17 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 826934AC5 484695.63025 PA USD 495496.69 0.0075563226 Long ABS-O CORP US Y 2 2039-07-20 Fixed 7.63 N N N N N N Sierra Timeshare 2013-1 Receivables Funding LLC N/A 826943AC6 647784.4475 PA USD 661995.95 0.0100954356 Long ABS-O CORP US Y 2 2040-01-20 Fixed 7 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022618 29792606 PA USD 25200194.96 0.3843028733 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032625 216140409 PA USD 199147666.18 3.0370011200 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.5 N N N N N N SIERRA TIMESHARE 2023-3 RECEIVABLES N/A 826944AD2 943447.302072 PA USD 967528.38 0.0147548040 Long ABS-O CORP US Y 2 2040-09-20 Fixed 9.44 N N N N N N Six Flags Entertainment Corp. 529900AS2CYWYFHRS781 83001AAD4 19929000 PA USD 19122222.07 0.2916138108 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 258000 PA USD 261505.84 0.0039879630 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 86722AAD5 217000 PA USD 201488.91 0.0030727051 Long DBT CORP US Y 2 2029-06-30 Fixed 4.875 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040610 97660947 PA USD 92630529.28 1.4126152044 Long ABS-MBS USGSE US N 2 2055-04-25 Fixed 4 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050619 81238280 PA USD 81021048.84 1.2355706737 Long ABS-MBS USGSE US N 2 2055-06-25 Fixed 5 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAE9 35276000 PA USD 36238153.25 0.5526316934 Long DBT CORP US Y 2 2099-12-31 Variable 7.875 N N N N N N SWITCH ABS ISSUER LLC 2024-1 N/A 871044AJ2 10000000 PA USD 10469873.79 0.1596655338 Long ABS-O CORP US Y 2 2054-06-25 Fixed 10.033 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052615 320557652 PA USD 325013403.36 4.9564531132 Long ABS-MBS USGSE US N 2 2055-04-25 Fixed 5.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060618 150568000 PA USD 154553534.96 2.3569407956 Long ABS-MBS USGSE US N 2 2055-03-25 Fixed 6 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 874054AK5 257000 PA USD 261978.18 0.0039951662 Long DBT CORP US N 2 2028-03-28 Fixed 4.95 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 13925000 PA USD 14202301.06 0.2165850349 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032613 98660539 PA USD 89761753.02 1.3688663778 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040616 16054402 PA USD 15152305.15 0.2310725935 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 4 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAN8 19991000 PA USD 20672486.19 0.3152553325 Long DBT CORP US Y 2 2036-02-01 Fixed 6.5 N N N N N N Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 549300IQ3DN0F3VERF65 87470LAM3 31069000 PA USD 31068241.92 0.4737905662 Long DBT CORP US Y 2 2034-03-15 Fixed 6.75 N N N N N N Talos Prodtn Inc 549300GZ2DZZE2Y8TX15 87485LAD6 175000 PA USD 181761.48 0.0027718618 Long DBT CORP US Y 2 2029-02-01 Fixed 9 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AL1 276000 PA USD 282175.76 0.0043031792 Long DBT CORP US N 2 2035-03-11 Fixed 5.5 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBU5 225000 PA USD 214693.84 0.0032740802 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAN1 225000 PA USD 223586.8 0.0034096978 Long DBT CORP US N 2 2055-05-15 Fixed 6.125 N N N N N N Team Health Holdings Inc. 549300PVTQ4UDTTMQT11 87817AAE7 197000 PA USD 199373.85 0.0030404504 Long DBT CORP US Y 2 2028-06-30 Fixed 8.375 N N N N N N Tenneco LLC 549300U0EXXFAQFAD785 880349AU9 462000 PA USD 463478.34 0.0070680428 Long DBT CORP US Y 2 2028-11-17 Fixed 8 N N N N N N STORM KING PARK CLO LTD N/A 86217RAL2 23900000 PA USD 23985875.09 0.3657845001 Long ABS-CBDO CORP JE Y 2 2037-10-15 Variable 5.26454 N N N N N N Taseko Mines Limited 549300XKUO1JSLU7KX54 876511AG1 12751000 PA USD 13544545.73 0.2065542687 Long DBT CORP CA Y 2 2030-05-01 Fixed 8.25 N N N N N N Telus Corp. L2TEUTQ8OSHMJWVLCE40 87971MCL5 50000 PA USD 51022.15 0.0007780876 Long DBT CORP CA N 2 2055-10-15 Variable 6.625 N N N N N N Telus Corp. L2TEUTQ8OSHMJWVLCE40 87971MCM3 183000 PA USD 190499.34 0.0029051142 Long DBT CORP CA N 2 2055-10-15 Variable 7 N N N N N N United Parks & Resorts Inc 529900G0H4NV3IIK3269 81282UAG7 115000 PA USD 111852.97 0.0017057573 Long DBT CORP US Y 2 2029-08-15 Fixed 5.25 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BG3 269000 PA USD 264902.08 0.0040397557 Long DBT CORP US N 2 2028-02-01 Fixed 3.4 N N N N N N SK NEPTURE HUSKY GROUP N/A N/A 232620.44 PA USD 27914.45 0.0004256953 Long LON CORP LU N 2 2024-04-30 Variable 13.5868 Y N N N N N Flutter Entertainment 635400EG4YIJLJMZJ782 N3313EAJ9 6615918.75 PA USD 6615918.75 0.1008927347 Long LON CORP NL N 2 2032-06-04 Floating 5.67194 N N N N N N Algonquin Power & Utilities Corporation 549300K5VIUTJXQL7X75 015857AH8 8480000 PA USD 8362702.1 0.1275311739 Long DBT CORP CA N 2 2082-01-18 Variable 4.75 N N N N N N Benefit Street Partners Clo VIII Limited 549300D98ZLKNSI8CN63 08179KAN3 40000000 PA USD 40159084 0.6124258718 Long ABS-CBDO CORP JE Y 2 2037-10-20 Variable 5.23444 N N N N N N Benefit Street Partners CLO IV Ltd. 5493002BNZCV0YE1MG83 08179QAA8 29665000 PA USD 29728732.29 0.4533630496 Long ABS-CBDO CORP KY Y 2 2038-10-20 Variable 5.18748 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109BS9 202000 PA USD 201911.81 0.0030791543 Long DBT CORP CA Y 2 2082-03-15 Variable 5.25 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DG3 244000 PA USD 255273.04 0.0038929128 Long DBT CORP CA N 2 2055-04-15 Variable 7 N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DH1 50000 PA USD 52649.6 0.0008029062 Long DBT CORP CA N 2 2055-04-15 Variable 7.125 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAJ2 265000 PA USD 255216.21 0.0038920462 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAG0 257000 PA USD 255298.31 0.0038932982 Long DBT CORP GB N 2 2028-11-03 Variable 3.823 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAU9 262000 PA USD 265129.46 0.0040432232 Long DBT CORP GB N 2 2030-09-11 Variable 4.858 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAY1 266000 PA USD 265301.68 0.0040458496 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 188757.79 0.0028785555 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 193727.06 0.0029543369 Long DBT CORP MH Y 2 2029-08-01 Fixed 5.5 N N N N N N Heubach Group N/A L6124KAC4 7944280.49 PA USD 158885.61 0.0024230049 Long LON CORP DE N 2 2029-01-03 Floating 10.75 Y N N N N N Flutter Treasury Designated Activity Co. 635400JE8VLL9UFVIC38 G35906AD1 11140000 PA 15118417.99 0.2305558144 Long DBT CORP IE N 2 2031-06-04 Fixed 6.125 N N N N N N Blackrock European Clo XVI Designated Activity Co. 6354009JWTSUFPGGS872 BCC3QQJ99 10180000 PA 11984070.32 0.1827570249 Long ABS-O CORP IE Y 2 2039-01-17 Variable 5.11 N N N N N N N/A N/A N/A 1 NC USD -9867.8 -0.0001504839 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4001632.64 EUR 4705843.95 USD 2026-03-04 -9867.8 N N N N/A N/A N/A 1 NC USD -6233.8 -0.0000950654 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5302444.99 USD 4494229.69 EUR 2026-03-04 -6233.8 N N N N/A N/A N/A 1 NC USD -420.18 -0.0000064077 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 175076.53 USD 148208.92 EUR 2026-03-04 -420.18 N N N N/A N/A N/A 1 NC USD -41301.79 -0.0006298521 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 15361112 USD 13000000 EUR 2026-03-04 -41301.79 N N N N/A N/A N/A 1 NC USD -58.15 -0.0000008868 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 37727.88 USD 31965.57 EUR 2026-03-04 -58.15 N N N N/A N/A N/A 1 NC USD -62.59 -0.0000009545 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 15101.11 USD 20583.33 CAD 2026-03-04 -62.59 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030611 186309381 PA USD 164775183.82 2.5128209002 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042616 163003836 PA USD 159073161.5 2.4258650825 Long ABS-MBS USGSE US N 2 2055-06-25 Fixed 4.5 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062614 9400000 PA USD 9769796 0.1489893503 Long ABS-MBS USGSE US N 2 2055-02-25 Fixed 6.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050615 7343765 PA USD 7323452.15 0.1116826163 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5 N N N N N N N/A N/A N/A 278324216.24 OU Notional USD -439517.12 -0.0067026343 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 2026-01-23 0.000000000000 USD 0.000000000000 USD 278324216.24 USD -439517.12 N N N Janus Henderson Cash Collateral Fund N/A N/A 74088034 NS USD 74088034 1.1298422249 Long EC PF US N 2 N N N/A N/A N/A 18522008 PA USD 18522008 0.2824605486 Long STIV CORP US N 2 2026-01-02 Fixed 3.85 N N N N N Euro Member Countries Cash Balance N/A N/A -8543601.21 OU Currency -8543601.21 -0.1302898846 Short STIV XX N 1 N N N United Kingdom Pound Cash Balance N/A N/A 7108.97 OU Currency 7108.97 0.0001084118 Long STIV GB N 1 N N N 2026-02-13 JANUS INVESTMENT FUND JESPER NERGAARD JESPER NERGAARD VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER