NPORT-P false 0000773757 XXXXXXXX S000010617 C000129839 C000029362 C000094663 C000029360 C000029358 C000094661 C000253710 COLUMBIA FUNDS SERIES TRUST I 811-04367 0000773757 549300W5GIE6ZOZOTD82 290 Congress Street Boston 02210 1800-345-6611 Columbia Strategic Income Fund S000010617 K29BNLG80CDBGN0TTQ27 2026-08-31 2026-05-31 N 7134257114.09 1158121858.22 5976135255.87 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 987312686.47000000 137461986.38000000 0.00000000 5239280.14000000 BRL EUR GBP MXN TRY USD ZAR N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 10612000.00000000 PA USD 11086198.43000000 0.185507823289 Long DBT CORP US N 2 2030-09-18 Fixed 7.88000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 056909AB0 3777000.00000000 PA USD 3746300.61000000 0.062687681078 Long DBT NUSS BH N 2 2038-02-03 Fixed 7.10000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 3197000.00000000 PA USD 3237904.34000000 0.054180573252 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N TKO Worldwide Holdings LLC 549300JEOTH7UMZ3C491 90266UAL7 7158969.51000000 PA USD 7159327.46000000 0.119798618228 Long LON CORP US N 2 2031-11-21 Floating 5.64000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 79783000.00000000 PA 14471898.78000000 0.242161500039 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DU1 7490000.00000000 PA USD 7245666.69000000 0.121243351761 Long DBT NUSS TR N 2 2038-01-14 Fixed 6.88000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBQ0 9026000.00000000 PA USD 8899842.01000000 0.148923035188 Long DBT CORP CL N 2 2037-01-30 Fixed 5.53000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 2185000.00000000 PA USD 2124742.21000000 0.035553783825 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAL9 1581000.00000000 PA USD 1561958.37000000 0.026136596698 Long DBT CORP US N 2 2030-09-30 Fixed 6.13000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 182849296.00000000 NC USD 653027.98000000 0.010927262386 N/A DIR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Call Purchased CITIBANK NA N/A CITIBANK NA N/A N/A 182849296.00000000 OU Notional Amount N/A 653027.98000000 0.01000000 DIR US N/A N/A 2036-09-30 0.00000000 N/A 0.00000000 N/A 182849296.00000000 USD 1.00000000 3.70000000 USD 2026-09-28 XXXX -1769725.19000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 9062000.00000000 PA USD 7880417.23000000 0.131864773680 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QBC3 34231268.09000000 PA USD 6857046.74000000 0.114740487730 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.50000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAD0 1518000.00000000 PA USD 1528280.61000000 0.025573059252 Long DBT CORP XX N 2 2031-01-30 Fixed 6.25000000 N N N N N N Cotiviti Corporation 254900YAQHVRTG4IFI64 22164MAF4 231013.13000000 PA USD 215997.28000000 0.003614330512 Long LON CORP US N 2 2032-03-26 Floating 6.40000000 N N N N N N CLEAN ENERGY FUTURETRUMBULL LLC 549300LWTKDEVJBZOA84 000000000 410311.30000000 PA USD 411082.69000000 0.006878738053 Long LON CORP US N 2 2033-04-29 Floating 6.67000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AS3 2381000.00000000 PA USD 2390303.19000000 0.039997474750 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N MDVIP INC 549300EAB6F7TKRLOT57 56150KAK1 1274746.93000000 PA USD 1277933.80000000 0.021383950417 Long LON CORP US N 2 2031-10-14 Floating 6.33000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -9300957.87000000 OU Notional Amount USD -1254840.84000000 -0.02099753078 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.10.BBB- 137BEMAI9 Y sell protection 2059-11-17 0.00000000 USD -1412721.62000000 USD -9300957.87000000 USD -1254840.84000000 N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 1143000.00000000 PA USD 1156636.28000000 0.019354252045 Long DBT CORP US N 2 2032-09-15 Fixed 6.13000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBT1 513225.66000000 PA USD 513164.07000000 0.008586888482 Long LON CORP KY N 2 2032-05-28 Floating 6.43000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 1715000.00000000 PA USD 1751218.61000000 0.029303530375 Long DBT CORP US N 2 2032-02-01 Fixed 6.63000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 459000.00000000 PA USD 471673.59000000 0.007892619055 Long DBT CORP US N 2 2033-05-01 Fixed 7.38000000 N N N N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 76774LAC1 611000.00000000 PA USD 634431.63000000 0.010616085527 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 07337FAB1 1995000.00000000 PA USD 2002980.00000000 0.033516309692 Long LON CORP US N 2 2032-09-12 Floating 6.38000000 N N N N N N Innophos Inc XQ0331QX53IRX25OY417 45778EAG9 2608068.93000000 PA USD 2483090.27000000 0.041550101590 Long LON CORP US N 2 2029-03-16 Floating 7.98000000 N N N N N N ARCIS GOLF LLC 254900ZMGXNNIX4SXQ48 000000000 995304.26000000 PA USD 996050.74000000 0.016667138499 Long LON CORP US N 2 2028-11-24 Floating 6.37000000 N N N N N N MRP BUYER LLC 254900P4JAIDEHZ3O147 55351DAB6 4075401.39000000 PA USD 4085589.89000000 0.068365084039 Long LON CORP US N 2 2032-06-04 Floating 6.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0B27 35455542.70000000 PA USD 35558358.10000000 0.595005912308 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 4996000.00000000 PA USD 5109338.05000000 0.085495689626 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAJ5 322532.53000000 PA USD 322229.35000000 0.005391935359 Long LON CORP US N 2 2032-10-31 Floating 5.40000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BG8 3895000.00000000 PA USD 3951723.96000000 0.066125075668 Long DBT CORP US N 2 2035-02-15 Fixed 7.25000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 259012000.00000000 NC USD 1085622.90000000 0.018165969368 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY CAPITAL SERVICES N/A MORGAN STANLEY CAPITAL SERVICES N/A N/A 259012000.00000000 OU Notional Amount N/A 1085622.90000000 0.02000000 DIR US N/A N/A 2031-08-10 0.00000000 N/A 0.00000000 N/A 259012000.00000000 USD 1.00000000 4.00000000 USD 2026-08-06 XXXX 213614.97000000 N N N ALTICE LUXCO 3 N/A 000000000 64568.00000000 NS 1318451.54000000 0.022061942769 Long EC CORP US N 2 N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 000000000 3183925.30000000 PA USD 3170075.22000000 0.053045573506 Long LON CORP US N 2 2031-10-21 Floating 6.38000000 N N N N N N FRONERI LUX FINCO SARL 9845005YBZ75E5AA3B94 000000000 8435075.01000000 PA USD 8374848.57000000 0.140138203227 Long LON CORP US N 2 2032-09-30 Floating 6.13000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAB9 3350000.00000000 PA USD 3288974.14000000 0.055035135571 Long DBT CORP US N 2 2029-04-30 Fixed 4.38000000 N N N N N N COTIVITI CORPORATION 254900YAQHVRTG4IFI64 22164MAB3 3179392.69000000 PA USD 2978041.75000000 0.049832234755 Long LON CORP US N 2 2031-05-01 Floating 6.40000000 N N N N N N AL GCX HOLDINGS LLC 2549009G4C2J89LNWS21 000000000 4816122.74000000 PA USD 4820409.09000000 0.080660977096 Long LON CORP US N 2 2032-12-17 Floating 5.89000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 811000.00000000 PA USD 791037.68000000 0.013236609382 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N PROVIDENT FDG/PFG FIN N/A 74387UAK7 8546000.00000000 PA USD 8940905.73000000 0.149610163545 Long DBT CORP US N 2 2029-09-15 Fixed 9.75000000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 000000000 275969.83000000 PA USD 137524.05000000 0.002301220506 Long LON CORP US N 2 2031-05-15 Floating 8.17000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAK2 1991000.00000000 PA USD 2046279.71000000 0.034240853367 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N UMBS, TBA N/A 01F052664 176100000.00000000 PA USD 176877213.83000000 2.959725746773 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.50000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 1991000.00000000 PA USD 1942319.62000000 0.032501266066 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 76774LAB3 2519000.00000000 PA USD 2556809.70000000 0.042783665203 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Flash Charm, Inc. 549300VQ6S3PWR8NUC48 45168RAS2 1414708.10000000 PA USD 848824.86000000 0.014203575114 Long LON CORP US N 2 2029-03-02 Floating 10.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RJ24 53605857.25000000 PA USD 5621501.51000000 0.094065834679 Long ABS-MBS USGA US N 2 2050-07-20 Floating 2.43000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 2749000.00000000 PA USD 2692454.32000000 0.045053436790 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N SPECIALTY BUILDING PRODUCTS HOLDINGS LLC 549300ICFD46O3KMJC06 000000000 766741.46000000 PA USD 684638.78000000 0.011456212931 Long LON CORP US N 2 2028-10-16 Floating 7.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 16451000.00000000 PA USD 16340307.66000000 0.273426001259 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.63000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAA0 4665000.00000000 PA USD 4425357.47000000 0.074050490501 Long DBT CORP US N 2 2028-05-15 Fixed 5.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 6419000.00000000 PA USD 6583336.69000000 0.110160436605 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UN24 350674585.33000000 PA USD 8824936.34000000 0.147669621957 Long ABS-MBS USGA US N 2 2055-09-20 Floating 0.72000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 7340444.95000000 PA USD 7344115.17000000 0.122890712066 Long LON CORP US N 2 2032-01-28 Floating 6.10000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69383RAF9 28421957.89000000 PA USD 28312331.56000000 0.473756539097 Long ABS-MBS CORP US N 2 2070-12-25 Variable 4.99000000 N N N N N N RESILIENCE PARENT LLC 254900ZT6ZFUC887FB87 75908HAC1 1473608.33000000 PA USD 1477012.37000000 0.024715176393 Long LON CORP US N 2 2033-02-28 Floating 6.13000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 3348000.00000000 PA USD 3259640.60000000 0.054544290924 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAG1 2653000.00000000 PA USD 2742772.22000000 0.045895417398 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 000000000 108935.23000000 PA USD 108572.48000000 0.001816767448 Long LON CORP US N 2 2031-01-15 Floating 5.85000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04020JAA4 3166000.00000000 PA USD 3360521.72000000 0.056232357135 Long DBT CORP US N 2 2030-08-15 Fixed 10.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 2466000.00000000 PA USD 2637397.08000000 0.044132151751 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N Visio 2019-2 Trust N/A 92837DAE7 3600000.00000000 PA USD 3580859.88000000 0.059919324558 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.91000000 N N N N N N IGT HOLDING IV AB 549300S0NZ6VQU5JU607 000000000 3384511.19000000 PA USD 3356318.21000000 0.056162018868 Long LON CORP SE N 2 2031-09-01 Floating 6.70000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBU6 1199000.00000000 PA USD 826943.32000000 0.013837426440 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 1979000.00000000 PA USD 2002178.50000000 0.033502898014 Long DBT CORP US N 2 2029-02-15 Fixed 6.38000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 3693000.00000000 PA USD 2508309.09000000 0.041972093712 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 1092000.00000000 PA USD 1096769.48000000 0.018352487570 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N Recess Holdings Inc N/A 72811HAJ9 574008.19000000 PA USD 572636.31000000 0.009582050698 Long LON CORP US N 2 2030-02-20 Floating 7.42000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 5600000.00000000 PA USD 5374617.42000000 0.089934668307 Long DBT NUSS KY N 2 2029-07-18 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JJS4 92488957.62000000 PA USD 9804560.17000000 0.164061885319 Long ABS-MBS USGA US N 2 2054-02-20 Floating 3.32000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LBA6 3410000.00000000 PA USD 3328147.77000000 0.055690636632 Long DBT CORP US N 2 2034-05-01 Fixed 7.00000000 N N N N N N SRAM LLC 5493005GYDYQG38FCT53 000000000 1699412.13000000 PA USD 1702250.15000000 0.028484130246 Long LON CORP US N 2 2032-02-27 Floating 5.87000000 N N N N N N ACHV ABS TRUST N/A 00092KAA2 3879440.71000000 PA USD 3899492.11000000 0.065251068509 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.01000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 1840000.00000000 PA USD 1855914.53000000 0.031055430483 Long DBT CORP CA N 2 2029-09-15 Fixed 5.63000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 3473000.00000000 PA USD 3412240.01000000 0.057097770781 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 1509000.00000000 PA USD 1385607.33000000 0.023185675535 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 000000000 1935000.00000000 PA USD 1945642.29000000 0.032556865042 Long DBT NUSS KZ N 2 2048-10-24 Fixed 6.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMSE1 15090962.47000000 PA USD 15359290.35000000 0.257010420487 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 7.91000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 26847BAF4 16400000.00000000 PA USD 16431606.08000000 0.274953718021 Long ABS-MBS CORP US N 2 2071-06-25 Variable 5.56000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 000000000 3550270.44000000 PA USD 3535465.81000000 0.059159735491 Long LON CORP US N 2 2033-01-14 Floating 5.88000000 N N N N N N Elmwood CLO 49 Ltd N/A 289918AJ3 10300000.00000000 PA USD 10300000.00000000 0.172352190153 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 2232572.81000000 PA USD 1982993.50000000 0.033181871144 Long LON CORP US N 2 2028-02-01 Floating 7.51000000 N N N N N N BCPE PEQUOD BUYER INC 254900HEEOS2IWC84V94 000000000 1957037.38000000 PA USD 1942007.33000000 0.032496040448 Long LON CORP US N 2 2031-11-25 Floating 6.37000000 N N N N N N FANNIE MAE FNMA_12-129 N/A 3136AADU6 34058.84000000 PA USD 44.19000000 0.000000739441 Long ABS-CBDO USGA US N 2 2041-01-25 Fixed 3.50000000 N N N N N N Lendbuzz Securitization Trust N/A 52609YAB7 6504638.91000000 PA USD 6507075.55000000 0.108884341993 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.97000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AU8 1278000.00000000 PA USD 1256281.97000000 0.021021645531 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 11150000.00000000 OU Notional Amount USD -375419.80000000 -0.00628198298 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CMBX.NA.16.BBB- 137BEMAO1 Y buy protection 2065-04-17 2418148.12000000 USD 0.00000000 USD 11150000.00000000 USD -375419.80000000 N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAC9 2587000.00000000 PA USD 2633925.03000000 0.044074053166 Long DBT CORP XX N 2 2028-05-15 Fixed 6.75000000 N N N N N N FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC N/A 000000000 1108208.11000000 PA USD 40172.54000000 0.000672216043 Long LON CORP US N 2 2027-12-31 Floating 3.77000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AH4 1072000.00000000 PA USD 1118597.28000000 0.018717737000 Long DBT CORP NL N 2 2031-03-15 Fixed 7.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5ER4 46472837.14000000 PA USD 5677512.16000000 0.095003073339 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 11100000.00000000 OU Notional Amount USD -626112.66000000 -0.01047688235 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.12.BBB- 137BEMAK3 Y buy protection 2061-08-17 2796272.92000000 USD 0.00000000 USD 11100000.00000000 USD -626112.66000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -17622867.55000000 OU Notional Amount USD -3139862.79000000 -0.05254002219 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.10.BBB- 137BEMAI9 Y sell protection 2059-11-17 0.00000000 USD -1914466.09000000 USD -17622867.55000000 USD -3139862.79000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 6182000.00000000 PA USD 5164763.64000000 0.086423138347 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 2490000.00000000 PA USD 2491721.34000000 0.041694527203 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 6210000.00000000 PA USD 5828100.41000000 0.097522900009 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9MZ9 33373628.74000000 PA USD 6595750.39000000 0.110368157807 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 3.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAM4 4566000.00000000 PA USD 4756403.73000000 0.079589961176 Long DBT CORP US N 2 2029-01-15 Fixed 7.25000000 N N N N N N MARINER WEALTH ADVISORS LLC 549300XJJOOU336E5R24 000000000 2867589.77000000 PA USD 2874844.77000000 0.048105416743 Long LON CORP US N 2 2030-12-31 Floating 5.95000000 N N N N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 02376CBM6 1482678.58000000 PA USD 1459637.75000000 0.024424443013 Long LON CORP US N 2 2029-06-04 Floating 5.91000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 74448LAA6 12190262.83000000 PA USD 12197920.75000000 0.204110520055 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.87000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JBC4 920576.96000000 PA USD 922648.26000000 0.015438878480 Long LON CORP US N 2 2030-06-22 Floating 5.37000000 N N N N N N SOUTHCROSS ENERGY PARTNERS LLC 549300WNMFRZ945UFD66 000000000 14393.00000000 NS USD 0.01000000 0.000000000167 Long EC CORP US N 3 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 2746000.00000000 PA USD 2744802.46000000 0.045929389856 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N Pagaya Point of Sale Holdings Grantor Trust N/A 69549JAA9 13000000.00000000 PA USD 13005838.30000000 0.217629584056 Long ABS-O CORP US N 2 2033-07-20 Fixed 5.07000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HBB3 7610000.00000000 PA USD 7605440.58000000 0.127263528256 Long DBT CORP XX N 2 2033-01-15 Fixed 5.00000000 N N N N N N Saluda Grade Alternative Mortgage Trust 213800ETGZN4SIG56R83 79589WAA0 20450000.00000000 PA USD 20450000.00000000 0.342194396954 Long ABS-MBS CORP US N 2 2056-06-25 Floating 5.08000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906BB7 2206000.00000000 PA USD 2197573.16000000 0.036772480305 Long DBT CORP US N 2 2033-04-15 Fixed 8.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380WZ28 6343844.22000000 PA USD 740595.60000000 0.012392550842 Long ABS-MBS USGA US N 2 2048-05-20 Floating 2.48000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1701.00000000 NC USD -3193695.54000000 -0.05344081757 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU6 Index 2026-09-21 -187690398.21000000 USD -3193695.54000000 N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 5857000.00000000 PA USD 6213169.92000000 0.103966353738 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 3890650.02000000 PA USD 3876877.12000000 0.064872646853 Long LON CORP US N 2 2027-12-06 Floating 6.97000000 N N N N N N DRW Holdings LLC 549300W696CUHX8SLK40 23343HAE0 2792000.00000000 PA USD 2757100.00000000 0.046135167327 Long LON CORP US N 2 2031-06-26 Floating 7.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXBQ7 17493402.79000000 PA USD 1938905.79000000 0.032444141689 Long ABS-MBS USGSE US N 2 2047-07-25 Floating 2.42000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFM3 36311000.00000000 PA USD 36024865.89000000 0.602812090884 Long DBT CORP US N 2 2032-04-23 Fixed 4.62000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 5266000.00000000 PA USD 4127789.42000000 0.069071218158 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 2663000.00000000 PA USD 2636895.43000000 0.044123757530 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPFL6 11295430.16000000 PA USD 10273058.41000000 0.171901370537 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 1824000.00000000 PA USD 1853570.46000000 0.031016206639 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAM0 1732000.00000000 PA USD 1704075.83000000 0.028514679756 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 6712000.00000000 PA USD 6182743.23000000 0.103457217169 Long DBT CORP US N 2 2055-11-15 Fixed 5.63000000 N N N N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 89678QAF3 10269262.98000000 PA USD 10328208.55000000 0.172824210092 Long LON CORP US N 2 2031-03-31 Floating 6.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MLX3 61791785.13000000 PA USD 2966061.30000000 0.049631763221 Long ABS-MBS USGA US N 2 2054-04-20 Floating 1.67000000 N N N N N N INEOS Quattro Holdings UK Ltd 213800HKSMBSJQ32CA45 000000000 13968149.45000000 PA USD 12868157.68000000 0.215325743629 Long LON CORP US N 2 2029-04-02 Floating 7.97000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 21001000.00000000 PA USD 19241063.95000000 0.321965001228 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 3454616.10000000 PA USD 3131367.67000000 0.052397871465 Long LON CORP US N 2 2029-03-01 Floating 6.62000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1819000.00000000 PA USD 1795457.04000000 0.030043781861 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 1445000.00000000 PA USD 1476113.12000000 0.024700129043 Long DBT CORP US N 2 2032-05-01 Fixed 6.63000000 N N N N N N Genworth Mortgage Insurance Corporation N/A 89600GAD3 4980034.83000000 PA USD 4994785.69000000 0.083578859516 Long ABS-O CORP BM N 2 2033-10-25 Floating 9.20000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAB8 1108000.00000000 PA USD 1035444.14000000 0.017326317020 Long DBT CORP US N 2 2029-05-30 Fixed 9.50000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AM9 486000.00000000 PA USD 437100.52000000 0.007314100188 Long DBT CORP CA N 2 2030-05-15 Fixed 6.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 5602000.00000000 PA USD 3284279.08000000 0.054956572088 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 17821000.00000000 PA USD 17440246.78000000 0.291831527120 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.38000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AD5 1598000.00000000 PA USD 1640705.03000000 0.027454282069 Long DBT CORP US N 2 2034-05-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BNW44 44531174.50000000 PA USD 44044934.15000000 0.737013676300 Long ABS-MBS USGSE US N 2 2052-09-25 Floating 4.31000000 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 000000000 6300124.11000000 PA USD 6270891.53000000 0.104932222272 Long LON CORP KY N 2 2028-04-20 Floating 5.93000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAS8 12460000.00000000 PA USD 8977251.82000000 0.150218350750 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 2199000.00000000 PA USD 2194344.54000000 0.036718455089 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 1013000.00000000 PA USD 985831.97000000 0.016496145548 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N SIX FLAGS/CANADA WON 549300TUVLNQQ6BVKH61 150190AK2 2277000.00000000 PA USD 2281970.95000000 0.038184727291 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TGX7 11801807.90000000 PA USD 997789.75000000 0.016696237740 Long ABS-MBS USGA US N 2 2049-03-20 Floating 2.33000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AB6 2907000.00000000 PA USD 2849495.97000000 0.047681249637 Long DBT CORP US N 2 2029-10-01 Fixed 6.25000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 1974000.00000000 PA USD 1968942.01000000 0.032946744437 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABYL1 1203372.89000000 PA USD 162962.68000000 0.002726890758 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 7950000.00000000 PA USD 7687330.01000000 0.128633802296 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N UMBS, TBA N/A 01F030660 72000000.00000000 PA USD 62872601.76000000 1.052061224655 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.00000000 N N N N N N ROCKPOINT GAS STORAGE INC N/A 77381HAE9 2078285.77000000 PA USD 2082192.95000000 0.034841797597 Long LON CORP CA N 2 2031-09-18 Floating 5.91000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 2534000.00000000 PA USD 2472432.99000000 0.041371770954 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 2787000.00000000 PA USD 2829604.91000000 0.047348408107 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BM5F1 41044793.50000000 PA USD 3719380.68000000 0.062237223903 Long ABS-MBS USGSE US N 2 2052-06-25 Floating 2.49000000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 2462153.85000000 PA USD 2519636.12000000 0.042161631424 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSAF0 4881272.84000000 PA USD 515475.59000000 0.008625567660 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 2.03000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 8002000.00000000 PA USD 7182103.35000000 0.120179732259 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAH4 1375000.00000000 PA USD 1363743.17000000 0.022819817685 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N Affirm Inc N/A 00833QAC9 2445162.61000000 PA USD 2445769.01000000 0.040925596648 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.62000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 897000.00000000 PA USD 859270.37000000 0.014378362155 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N FNMA_19-8 N/A 3136B3W55 15059809.06000000 PA USD 1364539.18000000 0.022833137497 Long ABS-CBDO USGA US N 2 2049-03-25 Floating 2.27000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 1334000.00000000 PA USD 1326349.63000000 0.022194103265 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N ROCKET COS INC N/A 77311WAA9 1432000.00000000 PA USD 1454056.56000000 0.024331051720 Long DBT CORP US N 2 2030-08-01 Fixed 6.13000000 N N N N N N AAL Delaware Holdco Inc 984500AF5AADE92B5332 00036YAD5 2414145.30000000 PA USD 2420180.66000000 0.040497421098 Long LON CORP US N 2 2031-07-30 Floating 6.37000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 2800000.00000000 PA USD 1775802.00000000 0.029714889706 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45000000 N N N N N N ASP WHCO PARTICIPATION LP ASPWP-29-1A N/A 04524YAA2 33850000.00000000 PA USD 33850000.00000000 0.566419576376 Long ABS-MBS CORP US N 3 2029-03-29 Floating 6.71000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 2124000.00000000 PA USD 2133117.55000000 0.035693930252 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ5R2 12864472.46000000 PA USD 10839574.65000000 0.181381012743 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A 432891AK5 3075000.00000000 PA USD 3074481.33000000 0.051445979690 Long DBT CORP US N 2 2027-04-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EZR8 22725609.43000000 PA USD 22480834.16000000 0.376176796499 Long ABS-MBS USGA US N 2 2055-03-20 Floating 7.63000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAR6 3622000.00000000 PA USD 3774626.33000000 0.063161661649 Long DBT CORP US N 2 2032-11-15 Fixed 7.63000000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 000000000 693479.92000000 PA USD 690477.15000000 0.011553907675 Long LON CORP US N 2 2031-03-15 Floating 8.19000000 N N N N N N OneDigital Borrower LLC 2549009GTKWWAO1E9X77 68277FAN9 1933385.07000000 PA USD 1910667.80000000 0.031971629124 Long LON CORP US N 2 2031-07-02 Floating 6.65000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 2281000.00000000 PA USD 2252944.73000000 0.037699025097 Long DBT CORP US N 2 2029-04-15 Fixed 6.88000000 N N N N N N Montauk Park CLO Ltd N/A 61218BAA3 15900000.00000000 PA USD 15964697.10000000 0.267140826244 Long ABS-CBDO CORP KY N 2 2039-04-24 Floating 9.17000000 N N N N N N JACK OHIO FINANCE LLC 5493002ERZW63JFJI167 000000000 1337222.97000000 PA USD 1320507.68000000 0.022096348617 Long LON CORP US N 2 2032-02-02 Floating 7.62000000 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 000000000 253099.79000000 PA USD 252712.55000000 0.004228695288 Long LON CORP US N 2 2032-11-03 Floating 6.95000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 1163000.00000000 PA USD 1194257.60000000 0.019983777957 Long DBT CORP US N 2 2033-03-15 Fixed 6.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGB5 1949000.00000000 PA USD 1931210.64000000 0.032315377034 Long DBT CORP US N 2 2032-03-12 Fixed 4.71000000 N N N N N N CMG Media Corporation N/A 88145LAF1 919800.80000000 PA USD 829136.04000000 0.013874117711 Long LON CORP US N 2 2029-06-18 Floating 7.30000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 5154000.00000000 PA USD 5204781.23000000 0.087092761578 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 8166000.00000000 PA USD 8183686.44000000 0.136939444801 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CC2 2024000.00000000 PA USD 1930640.74000000 0.032305840770 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 8005000.00000000 PA USD 6711847.73000000 0.112310840411 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAA7 6547000.00000000 PA USD 6589464.29000000 0.110262971098 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N N INVENERGY THERMAL OPERATING I LLC 549300JF5R5BXJAMZL67 000000000 54096.06000000 PA USD 54276.20000000 0.000908215722 Long LON CORP US N 2 2032-05-17 Floating 6.38000000 N N N N N N Osaic Holdings, Inc. 549300XL60BDV6UW5C86 68773JAJ9 3003087.20000000 PA USD 2990624.39000000 0.050042782868 Long LON CORP US N 2 2032-07-30 Floating 6.20000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAR5 2702000.00000000 PA USD 2787676.57000000 0.046646811871 Long DBT CORP US N 2 2032-03-15 Fixed 6.63000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 1637000.00000000 PA USD 1691497.77000000 0.028304208281 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 3552381.58000000 PA USD 3547941.10000000 0.059368487293 Long LON CORP US N 2 2029-02-15 Floating 6.40000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAL0 6310000.00000000 PA USD 6561185.71000000 0.109789779331 Long DBT CORP US N 2 2033-08-01 Fixed 7.38000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 893000.00000000 PA USD 873903.80000000 0.014623226593 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPY85 8352113.02000000 PA USD 8322006.58000000 0.139253986459 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 3954000.00000000 PA USD 3733112.62000000 0.062467003509 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69382HAA3 11592933.30000000 PA USD 11562892.53000000 0.193484451655 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.47000000 N N N N N N EMERALD DEBT MERGER SUB LLC 98450099EE3A0ZD5F786 000000000 5656877.62000000 PA USD 5657160.46000000 0.094662523818 Long LON CORP US N 2 2030-05-31 Floating 5.92000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 9349000.00000000 PA USD 8749729.82000000 0.146411174536 Long DBT CORP US N 2 2030-02-15 Fixed 2.72000000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 6870000.00000000 PA USD 6877728.26000000 0.115086556202 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAM7 1930000.00000000 PA USD 2017051.29000000 0.033751767716 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N AVAYA HLDGS CORP 549300NZS2OZN6Q63A60 05351X309 5014.00000000 NS USD 75210.00000000 0.001258505652 Long EC CORP US N 2 N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 000000000 1230012.75000000 PA USD 1079336.19000000 0.018060772452 Long LON CORP US N 2 2031-02-15 Floating 8.12000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 3572000.00000000 PA USD 3569679.02000000 0.059732232741 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 1325000.00000000 PA USD 1311745.05000000 0.021949721581 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 2980000.00000000 PA USD 3132821.40000000 0.052422197053 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAG7 858000.00000000 PA USD 781207.77000000 0.013072123313 Long DBT CORP US N 2 2033-08-15 Fixed 6.63000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 4454000.00000000 PA USD 4477413.31000000 0.074921552446 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N West Deptford Energy Holdings LLC 549300HOEW2V8L64EU07 95249CAF1 756564.06000000 PA USD 751835.53000000 0.012580631090 Long LON CORP US N 2 2032-07-24 Floating 7.62000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAD9 849748.41000000 PA USD 543.84000000 0.000009100195 Long LON CORP US N 2 2027-03-30 Floating 10.78000000 Y N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 8152000.00000000 PA USD 8301622.79000000 0.138912899969 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N Fertitta Entertainment LLC 984500A0805D8V551D35 31556PAB3 2804631.62000000 PA USD 2793357.00000000 0.046741863769 Long LON CORP US N 2 2029-01-27 Floating 6.87000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 120000000.00000000 OU Notional Amount USD -943244.00000000 -0.01578351157 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S45 2I65BZFJ6 Y buy protection 2031-06-20 3379025.33000000 USD 0.00000000 USD 120000000.00000000 USD -943244.00000000 N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 4974000.00000000 PA USD 5095584.92000000 0.085265555443 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N AVAYA HLDGS CORP 549300NZS2OZN6Q63A60 05351X507 24157.00000000 NS USD 362355.00000000 0.006063366782 Long EC CORP US N 2 N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 2603000.00000000 PA USD 2589380.44000000 0.043328678638 Long DBT CORP GB N 2 2032-02-15 Fixed 6.38000000 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 000000000 830421.06000000 PA USD 801356.32000000 0.013409273480 Long LON CORP US N 2 2031-02-06 Floating 5.87000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 1765000.00000000 PA USD 1981075.45000000 0.033149775986 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 4732000.00000000 PA USD 5105361.07000000 0.085429141935 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 4972000.00000000 PA USD 5177808.32000000 0.086641417878 Long DBT CORP US N 2 2029-03-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382F5M2 44864964.30000000 PA USD 5270888.55000000 0.088198950062 Long ABS-MBS USGA US N 2 2050-07-20 Floating 2.48000000 N N N N N N STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC 549300O4G48RRYGSD439 000000000 2971305.00000000 PA USD 2983071.37000000 0.049916396505 Long LON CORP US N 2 2032-06-24 Floating 6.42000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAD4 4834000.00000000 PA USD 4912942.54000000 0.082209359889 Long DBT CORP US N 2 2034-04-15 Fixed 6.38000000 N N N N N N GVC Holdings (Gibraltar) Limited 213800ATWJIEYQ8NF838 000000000 4000000.00000000 PA USD 3999440.00000000 0.066923518775 Long LON CORP GI N 2 2032-07-31 Floating 5.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 890000.00000000 PA USD 872400.19000000 0.014598066353 Long DBT CORP US N 2 2037-01-30 Fixed 5.07000000 N N N N N N KNOWBE4 INC 64883ZJ0RS5039H4PN24 000000000 1533586.42000000 PA USD 1307382.42000000 0.021876720723 Long LON CORP US N 2 2032-07-23 Floating 7.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUC8 29228426.45000000 PA USD 29763129.82000000 0.498033068959 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 3692000.00000000 PA USD 3780394.52000000 0.063258182054 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.63000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CY0 6743000.00000000 PA USD 5919027.65000000 0.099044405733 Long DBT NUSS ID N 2 2031-07-28 Fixed 2.15000000 N N N N N N PYE-BARKER FIRE & SAFETY LLC 254900K8RDMGUBC44870 000000000 870000.00000000 PA USD 871766.10000000 0.014587455984 Long LON CORP US N 2 2032-12-16 Floating 6.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMBQ2 34616487.21000000 PA USD 2742965.45000000 0.045898650759 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 2.24000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 477000.00000000 PA USD 343440.00000000 0.005746857882 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205JAA4 5824266.23000000 PA USD 5836087.74000000 0.097656553778 Long ABS-MBS CORP US N 2 2029-03-25 Variable 7.13000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 4205000.00000000 PA USD 3922183.72000000 0.065630772264 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 8068000.00000000 PA USD 8261287.56000000 0.138237961597 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23 N/A 38381RWQ8 13596034.51000000 PA USD 1381414.21000000 0.023115511126 Long ABS-CBDO USGA US N 2 2049-02-20 Floating 2.33000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 3519000.00000000 PA USD 3550507.31000000 0.059411428255 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HBA5 1155000.00000000 PA USD 1037837.16000000 0.017366359956 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 6258642.00000000 PA USD 6802821.82000000 0.113833130087 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 4837000.00000000 PA USD 4735271.85000000 0.079236356729 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YBB7 21274508.13000000 PA USD 2286037.38000000 0.038252771768 Long ABS-MBS USGA US N 2 2052-08-20 Floating 2.32000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 3752000.00000000 PA USD 3663540.32000000 0.061302834744 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AM2 6618000.00000000 PA USD 6586748.61000000 0.110217529021 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 2579000.00000000 PA USD 2263111.73000000 0.037869151769 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAL6 198000.00000000 PA USD 178324.66000000 0.002983946185 Long DBT CORP US N 2 2029-11-15 Fixed 10.75000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AV7 1843000.00000000 PA USD 1151811.84000000 0.019273523618 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382MRT8 31351999.19000000 PA USD 5148941.96000000 0.086158390657 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.50000000 N N N N N N SAVOR ACQUISITION INC 25490051R6ZOBEBPQ519 000000000 1153907.11000000 PA USD 1156364.93000000 0.019349711485 Long LON CORP US N 2 2032-02-19 Floating 6.66000000 N N N N N N Telesat Canada N/A 87951YAU5 3429765.13000000 PA USD 2933683.90000000 0.049089984988 Long LON CORP US N 2 2026-12-07 Floating 6.68000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 19520000.00000000 PA USD 18846642.85000000 0.315365065265 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 1579000.00000000 PA USD 1619889.23000000 0.027105966659 Long DBT CORP KY N 2 2029-04-15 Fixed 6.88000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 701000.00000000 PA USD 668939.24000000 0.011193509038 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638BM3 4691000.00000000 PA USD 4534735.91000000 0.075880744257 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 5033000.00000000 PA USD 5114562.36000000 0.085583109167 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAC8 3346934.16000000 PA USD 3323940.72000000 0.055620239129 Long LON CORP US N 2 2031-11-19 Floating 6.62000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 2162000.00000000 PA USD 2230529.17000000 0.037323940548 Long DBT CORP US N 2 2029-05-01 Fixed 7.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 9617000.00000000 PA USD 9715407.79000000 0.162570078721 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 2592000.00000000 PA USD 2562062.86000000 0.042871567498 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAB8 6074000.00000000 PA USD 6220210.30000000 0.104084161982 Long DBT CORP NL N 2 2035-02-01 Fixed 6.00000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAH1 1819960.02000000 PA USD 1462119.48000000 0.024465970353 Long LON CORP US N 2 2031-06-06 Floating 7.43000000 N N N N N N UNITED TALENT AGENCY LLC N/A 000000000 1247481.11000000 PA USD 1250599.81000000 0.020926564685 Long LON CORP US N 2 2032-06-10 Floating 6.63000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 1558000.00000000 PA USD 1596895.49000000 0.026721207295 Long DBT CORP US N 2 2028-09-15 Fixed 6.88000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571XAD6 7251762.45000000 PA USD 7249913.25000000 0.121314410393 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.15000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 4160000.00000000 PA USD 3673564.35000000 0.061470569067 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69546QAD0 7137632.02000000 PA USD 7134518.58000000 0.119383485723 Long ABS-O CORP US N 2 2032-03-15 Fixed 6.17000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 300.00000000 NC 257820.08000000 0.004314160723 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKM6 Comdty 2026-06-08 35477666.70000000 EUR 257820.08000000 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 7511000.00000000 PA USD 7370983.74000000 0.123340309822 Long DBT CORP US N 2 2032-04-23 Fixed 6.88000000 N N N N N N UMBS, TBA N/A 01F042665 101000000.00000000 PA USD 96950058.57000000 1.622286886408 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQZB8 61342069.09000000 PA USD 6599498.77000000 0.110430880283 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 2.47000000 N N N N N N WHITE CAP SUPPLY HOLDING 254900L2N0T6GULCL366 96467GAC2 5931000.00000000 PA USD 5911220.21000000 0.098913762103 Long DBT CORP US N 2 2030-11-15 Fixed 7.38000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 5482000.00000000 PA USD 5266717.54000000 0.088129155624 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55820CAW5 30450000.00000000 PA USD 30419550.00000000 0.509017093783 Long ABS-CBDO CORP KY N 2 2038-03-25 Floating 4.86000000 N N N N N N CUSHMAN & WAKEFIELD US BORROWER LLC 549300870CMN3WI5IF97 000000000 4657617.11000000 PA USD 4680905.20000000 0.078326627487 Long LON CORP US N 2 2030-01-31 Floating 6.37000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 4428000.00000000 PA USD 4463708.20000000 0.074692221793 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 5257000.00000000 PA USD 5241971.97000000 0.087715082500 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Creative Artists Agency LLC 5493008FV5TCFL3KHH96 22526WAU2 6210704.91000000 PA USD 6225548.49000000 0.104173487102 Long LON CORP US N 2 2031-10-01 Floating 6.12000000 N N N N N N ASPIRE BAKERIES HOLDINGS LLC 549300MWN7R72KAKOD18 000000000 1448773.24000000 PA USD 1448773.24000000 0.024242644752 Long LON CORP US N 2 2030-12-23 Floating 6.62000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YX26 9879046.93000000 PA USD 1194482.48000000 0.019987540924 Long ABS-MBS USGA US N 2 2048-09-20 Floating 2.48000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 5208000.00000000 PA USD 3288650.71000000 0.055029723545 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Tronox Finance LLC 549300LMZ1DX1PWSP524 89705DAP7 991231.10000000 PA USD 831851.05000000 0.013919548577 Long LON CORP US N 2 2031-09-30 Floating 6.16000000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 7909000.00000000 PA USD 8536678.37000000 0.142846137252 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 4575000.00000000 PA USD 3645081.84000000 0.060993964894 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544AAB1 6263873.21000000 PA USD 6293974.25000000 0.105318470558 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.64000000 N N N N N N BROADSTREET PARTNERS GRP 549300BS9N54G8DD0R75 11135RAA3 6624000.00000000 PA USD 6542159.70000000 0.109471412876 Long DBT CORP US N 2 2029-04-15 Fixed 5.88000000 N N N N N N NEP Group Inc N/A 62908HAR6 1181642.79000000 PA USD 1083105.60000000 0.018123846827 Long LON CORP US N 2 2031-10-17 Floating 8.12000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55820NAY7 151813.90000000 PA USD 151813.90000000 0.002540335743 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 5.23000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAE8 2374035.88000000 PA USD 2376599.84000000 0.039768173547 Long LON CORP US N 2 2032-11-08 Floating 6.38000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAG8 2711000.00000000 PA USD 2846953.68000000 0.047638708933 Long DBT CORP US N 2 2034-01-15 Fixed 8.38000000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 000000000 843866.27000000 PA USD 847731.18000000 0.014185274323 Long LON CORP US N 2 2033-02-11 Floating 7.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CTR6 41676.08000000 PA USD 40246.46000000 0.000673452963 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAY4 834000.00000000 PA USD 795967.20000000 0.013319096136 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 000000000 14200047.38000000 PA USD 13442758.85000000 0.224940672766 Long LON CORP US N 2 2030-02-18 Floating 6.87000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 1039000.00000000 PA USD 1036283.63000000 0.017340364393 Long DBT CORP US N 2 2033-03-01 Fixed 6.38000000 N N N N N N DISH DBS CORP N/A 25470XBF1 2930000.00000000 PA USD 2871842.57000000 0.048055180263 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Light and Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAY7 3298732.03000000 PA USD 3301469.98000000 0.055244231240 Long LON CORP US N 2 2029-04-16 Floating 5.58000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AQ2 699000.00000000 PA USD 710625.64000000 0.011891056838 Long DBT CORP US N 2 2030-01-15 Fixed 6.38000000 N N N N N N JOHNSTONE SUPPLY LLC N/A 47947BAG7 3342901.06000000 PA USD 3343770.21000000 0.055952050394 Long LON CORP US N 2 2031-06-09 Floating 5.90000000 N N N N N N NORTHSTAR GROUP SERVICES INC 549300XH4ERCEE5LSB06 66707RAF4 841712.64000000 PA USD 844380.87000000 0.014129212841 Long LON CORP US N 2 2030-05-31 Floating 8.41000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAF1 1949000.00000000 PA USD 1959402.84000000 0.032787123385 Long DBT CORP US N 2 2031-04-01 Fixed 5.88000000 N N N N N N Parexel International Corporation 549300GCZVUYB6P2OA17 71911KAF1 9106960.36000000 PA USD 9117433.36000000 0.152564039628 Long LON CORP US N 2 2031-12-12 Floating 6.12000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 6531000.00000000 PA USD 6726057.52000000 0.112548615987 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N ITASCA PARK LLC N/A 000000000 9.50000000 OU % Ownership USD 9500000.00000000 0.158965612277 Long EC CORP US Y 3 N N N Alterra Mountain Company 549300C5O4FSVNUEI843 46124CAU1 2077688.75000000 PA USD 2079641.78000000 0.034799108302 Long LON CORP US N 2 2028-08-17 Floating 6.12000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544NAC1 6555698.13000000 PA USD 6554160.82000000 0.109672230285 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.63000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 2729000.00000000 PA USD 2704339.94000000 0.045252321512 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 1293000.00000000 PA USD 1343566.50000000 0.022482196979 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N EFS COGEN HOLDINGS I LLC 549300KDKPYR8NXXKI52 26844HAN7 3642905.80000000 PA USD 3651248.05000000 0.061097145457 Long LON CORP US N 2 2031-10-03 Floating 6.15000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 1428000.00000000 PA USD 1460960.30000000 0.024446573537 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381VL65 7642744.66000000 PA USD 740826.53000000 0.012396415045 Long ABS-MBS USGA US N 2 2049-05-20 Floating 2.43000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 2924000.00000000 PA USD 2904590.17000000 0.048603153135 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1015.00000000 NC USD -994102.17000000 -0.01663453264 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes Futures TYU6 Index 2026-09-21 -110481444.71000000 USD -994102.17000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 9400000.00000000 PA USD 6735382.70000000 0.112704656297 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAE5 6200000.00000000 PA USD 5903564.57000000 0.098785658577 Long DBT NUSS IN N 2 2030-01-15 Fixed 3.25000000 N N N N N N SIX FLAGS ENTERTAINME 529900AS2CYWYFHRS781 83001AAD4 8273000.00000000 PA USD 8255403.33000000 0.138139499468 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ASD6 58632819.03000000 PA USD 6441471.86000000 0.107786580862 Long ABS-MBS USGA US N 2 2050-07-20 Floating 2.48000000 N N N N N N Dave & Buster's Inc 549300JAVWTAY1FT5Z45 23833EAX2 1279742.96000000 PA USD 1141697.09000000 0.019104271257 Long LON CORP US N 2 2029-06-29 Floating 6.94000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 54000.00000000 PA USD 48557.67000000 0.000812526288 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 7553000.00000000 PA USD 7589741.74000000 0.127000836076 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632NBK5 2112985.68000000 PA USD 1982973.67000000 0.033181539324 Long LON CORP US N 2 2031-03-21 Floating 6.95000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 4100000.00000000 PA USD 4011744.23000000 0.067129408191 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.38000000 N N N N N N STORABLE INC 2549000AWFN27KOH3F59 86210LAD0 2152140.97000000 PA USD 2097799.41000000 0.035102943962 Long LON CORP US N 2 2031-04-16 Floating 6.87000000 N N N N N N FEDERAL HOME LN MTG S6XOOCT0IEG5ABCC6L87 3137G0WB1 604837801.38000000 PA USD 3442313.38000000 0.057600995168 Long ABS-MBS CORP US N 2 2032-02-25 Variable 0.27000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 3954000.00000000 PA USD 3750432.62000000 0.062756822920 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5LG0 34663014.89000000 PA USD 5782255.37000000 0.096755764761 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 3.00000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBB3 10987500.00000000 PA USD 10960800.38000000 0.183409509837 Long LON CORP US N 2 2032-01-30 Floating 5.62000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AD2 2849000.00000000 PA USD 2892401.03000000 0.048399189545 Long DBT CORP US N 2 2031-06-15 Fixed 7.25000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 8485000.00000000 PA USD 8538348.25000000 0.142874079725 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 000000000 10374251.13000000 PA USD 10191768.05000000 0.170541120868 Long LON CORP US N 2 2031-09-15 Floating 6.12000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 2329000.00000000 PA USD 579202.47000000 0.009691923713 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AWX7 64034013.27000000 PA USD 6696369.74000000 0.112051843763 Long ABS-MBS USGA US N 2 2050-06-20 Floating 2.33000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 2018000.00000000 PA USD 2023296.07000000 0.033856263008 Long DBT CORP NL N 2 2030-09-01 Fixed 5.88000000 N N N N N N SALAS OBRIEN INC 254900D503Y41OFSLN80 000000000 59296.87000000 PA USD 59222.75000000 0.000990987443 Long LON CORP US N 2 2033-01-22 Floating 1.38000000 N N N N N N OEG BORROWER LLC 254900UUVX9EYPUMP391 000000000 411598.21000000 PA USD 413141.70000000 0.006913191926 Long LON CORP US N 2 2031-06-30 Floating 7.19000000 N N N N N N AAP BUYER INC 254900BOO8W9IR1VYO11 00036FAB0 3438586.32000000 PA USD 3447904.89000000 0.057694559148 Long LON CORP US N 2 2031-09-09 Floating 6.41000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45070BAL9 3384452.72000000 PA USD 3378529.93000000 0.056533692517 Long LON CORP US N 2 2030-10-11 Floating 5.60000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 1864000.00000000 PA USD 1863377.05000000 0.031180302490 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Radnor Re LTD 254900PS93C2BX29OQ80 75279YAD3 4583036.88000000 PA USD 4598965.22000000 0.076955507582 Long ABS-O CORP BM N 2 2033-12-27 Floating 6.76000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36171MAA6 11393319.29000000 PA USD 11443024.92000000 0.191478680285 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.55000000 N N N N N N MFRA Trust 254900JLX6F11Q52FZ32 59319RAE2 8337617.58000000 PA USD 8355450.91000000 0.139813617869 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.50000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 1919000.00000000 PA USD 1954194.66000000 0.032699973751 Long DBT CORP US N 2 2055-03-15 Fixed 7.38000000 N N N N N N ION PLATFORM FINANCE US 213800FKHT3BRRKMCC89 46205QAB4 4312000.00000000 PA USD 3330582.95000000 0.055731385040 Long DBT CORP US N 2 2032-09-30 Fixed 7.88000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAN5 4299981.20000000 PA USD 4282308.28000000 0.071656816598 Long LON CORP US N 2 2031-09-19 Floating 6.15000000 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 33718FAQ3 7010129.46000000 PA USD 7027654.78000000 0.117595309997 Long LON CORP US N 2 2030-08-15 Floating 5.95000000 N N N N N N World Wide Technology Holding Co. LLC 213800MTFQARCZL1PY64 98164AAE3 1488750.00000000 PA USD 1485653.40000000 0.024859768669 Long LON CORP US N 2 2030-03-01 Floating 5.62000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 92941PAE3 836423.02000000 PA USD 572113.35000000 0.009573299892 Long LON CORP US N 2 2030-06-24 Floating 10.51000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 3152000.00000000 PA USD 3174785.05000000 0.053124384139 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N MONGOLIA INTL BOND N/A 000000000 10897000.00000000 PA USD 11458942.74000000 0.191745036706 Long DBT NUSS MN N 2 2028-01-19 Fixed 8.65000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 2311000.00000000 PA USD 2269124.76000000 0.037969769137 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N PINNACLE BUYER LLC N/A 000000000 197580.64000000 PA USD 198349.23000000 0.003319021767 Long LON CORP US N 2 2032-10-01 Floating 2.50000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 14288000.00000000 PA USD 12219891.95000000 0.204478169030 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AX4 1855000.00000000 PA USD 1726437.59000000 0.028888864058 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N UNITI GROUP INC NEW 549300V3NU625PJUVA84 97382C115 2594.00000000 NS USD 29104.68000000 0.000487015081 N/A DE US N 2 N/A N/A Call Purchased Uniti Group Inc Uniti Group Inc 1.00000000 1.00000000 USD 2028-08-01 XXXX 14241.06000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JN83 69961007.31000000 PA USD 7764461.49000000 0.129924460501 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.58000000 N N N N N N ALTICE FRAN LUX 3/HOLD 1 N/A 020956AA6 726600.00000000 PA USD 709172.10000000 0.011866734430 Long DBT CORP LU N 2 2033-01-15 Fixed 10.00000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 4004331.35000000 PA USD 3884201.41000000 0.064995205826 Long LON CORP US N 2 2030-02-06 Floating 5.87000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 2144000.00000000 PA USD 2159497.50000000 0.036135351820 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 5025000.00000000 PA USD 4816130.82000000 0.080589387853 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Bayonne Center 54930011FOZUNGHGHM74 000000000 1471913.16000000 PA USD 1471000.57000000 0.024614579607 Long LON CORP US N 2 2032-10-01 Floating 6.70000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 437000.00000000 PA USD 434296.28000000 0.007267176216 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Hilton USA Trust N/A 43289VAQ6 11500000.00000000 PA USD 288598.25000000 0.004829178685 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 5.52000000 Y N N N N N FANNIE MAE FNMA_13-101 N/A 3136AGA93 4713341.37000000 PA USD 424982.67000000 0.007111329509 Long ABS-CBDO USGA US N 2 2043-10-25 Floating 2.17000000 N N N N N N Reworld Holding Corp 40XIFLS8XDQGGHGPGC04 22282GAM9 5515350.55000000 PA USD 5504319.85000000 0.092105007907 Long LON CORP US N 2 2028-11-30 Floating 5.83000000 N N N N N N BULLDOG PURCHASER INC 254900JB2GC3Q5OISZ63 12021GAH7 2719279.20000000 PA USD 2726077.40000000 0.045616059263 Long LON CORP US N 2 2033-02-04 Floating 6.91000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AY5 3447000.00000000 PA USD 3433081.78000000 0.057446520753 Long DBT CORP US N 2 2031-04-01 Fixed 6.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF25 5543000.00000000 PA USD 5530782.84000000 0.092547819003 Long DBT CORP US N 2 2034-04-20 Fixed 5.09000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 3088000.00000000 PA USD 3147489.22000000 0.052667636946 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC 549300AE79DEGS4AGL59 000000000 1390415.22000000 PA USD 1392153.24000000 0.023295209703 Long LON CORP US N 2 2032-07-09 Floating 6.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWXB8 4957960.09000000 PA USD 524471.86000000 0.008776104247 Long ABS-MBS USGSE US N 2 2047-06-25 Floating 2.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCR0 6250000.00000000 PA USD 5862304.69000000 0.098095247831 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC N/A 000000000 1293341.71000000 PA USD 1212507.85000000 0.020289163449 Long LON CORP US N 2 2026-12-31 Floating 7.92000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0WW5 1104645288.44000000 PA USD 3536411.43000000 0.059175558761 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 0.12000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 3000000.00000000 PA USD 2966070.41000000 0.049631915661 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BY4 776000.00000000 PA USD 805266.49000000 0.013474703224 Long DBT CORP BM N 2 2029-05-15 Fixed 8.25000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAZ9 8534777.93000000 PA USD 8552018.18000000 0.143102821704 Long LON CORP US N 2 2030-06-20 Floating 5.92000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAQ3 300000.00000000 PA USD 236272.38000000 0.003953598268 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N altice Luxembourg SA 2221006ZDZREFLFIFQ42 000000000 3038.21000000 NS 46954.93000000 0.000785707283 N/A DE LU Y 3 N/A N/A altice Luxembourg SA altice Luxembourg SA 2099-12-31 XXXX 46778.04000000 N N N ENTAIN PLC 213800GNI3K45LQR8L28 000000000 4382637.19000000 PA USD 4387501.92000000 0.073417045166 Long LON CORP IM N 2 2029-10-31 Floating 5.95000000 N N N N N N POINTCLICKCARE TECHNOLOGIES INC 5493001Z0LHHBZLVDX36 000000000 2674804.39000000 PA USD 2673975.20000000 0.044744221566 Long LON CORP CA N 2 2031-11-03 Floating 6.41000000 N N N N N N HRNI HOLDINGS LLC 549300V1ELIRK8JURN28 000000000 3298461.15000000 PA USD 3191261.16000000 0.053400082551 Long LON CORP US N 2 2028-12-11 Floating 8.10000000 N N N N N N JP Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46594QAE7 12814722.99000000 PA USD 12837192.33000000 0.214807593542 Long ABS-MBS CORP US N 2 2066-07-25 Variable 5.50000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAE2 5492000.00000000 PA USD 5668922.24000000 0.094859336298 Long DBT CORP US N 2 2033-06-30 Fixed 7.38000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 5006000.00000000 PA USD 5152110.86000000 0.086211416566 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327CAA6 2719000.00000000 PA USD 2845692.35000000 0.047617602817 Long DBT CORP US N 2 2032-06-15 Fixed 8.63000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 360000.00000000 PA USD 376118.91000000 0.006293681349 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 106000000.00000000 NC USD 630445.60000000 0.010549386401 N/A DIR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Call Purchased CITIBANK NA N/A CITIBANK NA N/A N/A 106000000.00000000 OU Notional Amount N/A 630445.60000000 0.01000000 DIR US N/A N/A 2036-11-12 0.00000000 N/A 0.00000000 N/A 106000000.00000000 USD 1.00000000 3.75000000 USD 2026-11-09 XXXX -281154.40000000 N N N LOYALTY VENTURES INC 549300Q3YKVWNY6JIJ44 000000000 1604304.40000000 PA USD 144387.40000000 0.002416066468 Long LON CORP US N 3 2027-11-03 None 0.00000000 Y N N N N N DYNAMO MIDCO BV 2549006JTJC82EG25219 000000000 558708.22000000 PA USD 494456.77000000 0.008273855072 Long LON CORP NL N 2 2031-09-30 Floating 6.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQLL1 58790214.83000000 PA USD 5746249.66000000 0.096153273210 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 2.27000000 N N N N N N ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC 213800EGOJGGUKUGEZ30 000000000 2153392.55000000 PA USD 2165063.94000000 0.036228496299 Long LON CORP US N 2 2029-07-06 Floating 7.20000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 1445000.00000000 PA USD 1477579.89000000 0.024724672831 Long DBT CORP FR N 2 2032-08-15 Fixed 6.38000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 197500000.00000000 NC USD 36715.25000000 0.000614364441 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 197500000.00000000 OU Notional Amount N/A 36715.25000000 0.00000000 DIR US N/A N/A 2036-08-04 0.00000000 N/A 0.00000000 N/A 197500000.00000000 USD 1.00000000 3.32700000 USD 2026-07-31 XXXX -2585097.25000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 4429000.00000000 PA USD 4242137.65000000 0.070984632515 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QD49 39532336.26000000 PA USD 7011886.06000000 0.117331448499 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 750000.00000000 PA USD 768293.74000000 0.012856029977 Long DBT CORP US N 2 2032-04-01 Fixed 7.63000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A 76089HAA4 9693119.80000000 PA USD 9713040.13000000 0.162530460140 Long ABS-O CORP US N 2 2033-03-25 Fixed 5.28000000 N N N N N N AURIS LUXEMBOURG III SARL 549300FM1G5Q7DY0FQ65 000000000 2362615.98000000 PA USD 2361505.55000000 0.039515597436 Long LON CORP DK N 2 2029-02-28 Floating 6.92000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 000000000 1500000.00000000 PA USD 1503750.00000000 0.025162583101 Long LON CORP US N 2 2028-04-06 Floating 5.37000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544QAC4 5247645.23000000 PA USD 5250809.56000000 0.087862963858 Long ABS-O CORP US N 2 2032-01-15 Fixed 6.03000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AY5 5648000.00000000 PA USD 5851381.75000000 0.097912471847 Long DBT NUSS GT N 2 2031-08-06 Fixed 6.05000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AF1 1651000.00000000 PA USD 1749181.97000000 0.029269450825 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAN3 1303000.00000000 PA USD 1340666.42000000 0.022433669296 Long DBT CORP US N 2 2030-04-15 Fixed 6.63000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 3304000.00000000 PA USD 3295107.60000000 0.055137768121 Long DBT CORP US N 2 2037-04-10 Fixed 5.30000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287DAA1 3837000.00000000 PA USD 3551212.64000000 0.059423230699 Long DBT CORP GB N 2 2032-02-15 Fixed 8.13000000 N N N N N N Restoration Hardware Inc 549300H9H1H3OC7C3H47 76133MAB7 1878191.89000000 PA USD 1824400.47000000 0.030528098710 Long LON CORP US N 2 2028-10-20 Floating 6.23000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 5808000.00000000 PA USD 5544428.85000000 0.092776160722 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N ACP TARA HOLDINGS INC (ARCADIA) N/A 000000000 1310436.38000000 PA USD 1312782.06000000 0.021967074100 Long LON CORP US N 2 2032-12-15 Floating 6.95000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 2463000.00000000 PA USD 2549356.80000000 0.042658954171 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 2126000.00000000 PA USD 2169293.53000000 0.036299270968 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 2887000.00000000 PA USD 2875996.36000000 0.048124686555 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 5657000.00000000 PA USD 4916903.15000000 0.082275633657 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CA8 5659000.00000000 PA USD 5715726.16000000 0.095642516698 Long DBT CORP BM N 2 2032-08-01 Fixed 5.75000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 96244UAJ6 1646577.55000000 PA USD 1648372.32000000 0.027582580537 Long LON CORP US N 2 2028-08-03 Floating 6.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JQS6 81100141.40000000 PA USD 4156074.07000000 0.069544511495 Long ABS-MBS USGA US N 2 2054-02-20 Floating 1.62000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 999000.00000000 PA USD 971686.17000000 0.016259440732 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914908BB3 2886198.35000000 PA USD 2869977.92000000 0.048023978660 Long LON CORP US N 2 2029-01-31 Floating 6.98000000 N N N N N N ION PLATFORM FINANCE US INC 213800FKHT3BRRKMCC89 000000000 3757652.19000000 PA USD 2922739.45000000 0.048906849073 Long LON CORP US N 2 2032-10-07 Floating 7.45000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AH2 8329000.00000000 PA USD 7340330.71000000 0.122827385855 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N Coherent Corp 549300O5C25A0MMHHU33 45173JAT1 803306.81000000 PA USD 801635.93000000 0.013413952256 Long LON CORP US N 2 2029-07-02 Floating 5.37000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AJ6 948000.00000000 PA USD 888096.55000000 0.014860717034 Long DBT CORP CA N 2 2029-07-01 Fixed 7.63000000 N N N N N N Veritiv Corporation 5493004G8OK5L1UTIY12 92338TAB2 2088362.47000000 PA USD 2001110.69000000 0.033485030112 Long LON CORP US N 2 2030-12-02 Floating 7.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MC54 43815282.24000000 PA USD 4105890.66000000 0.068704781337 Long ABS-MBS USGA US N 2 2054-04-20 Floating 2.36000000 N N N N N N Amspec Parent LLC 254900LUGRP5Z7OOV477 03218AAE9 992700.00000000 PA USD 994685.40000000 0.016644291961 Long LON CORP US N 2 2031-12-22 Floating 7.20000000 N N N N N N FEDERAL HOME LN MTG CORP STRUC S6XOOCT0IEG5ABCC6L87 3137G0VZ9 3309898.30000000 PA USD 3272218.09000000 0.054754752861 Long ABS-MBS CORP US N 2 2032-02-25 Variable 3.76000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 1496000.00000000 PA USD 920370.88000000 0.015400770574 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N Mermaid Bidco Inc 254900765HT42I3EW691 59012CAL9 1942651.81000000 PA USD 1917358.48000000 0.032083585760 Long LON CORP US N 2 2031-07-03 Floating 6.91000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 3389000.00000000 PA USD 3463027.39000000 0.057947607303 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKNH3 20958247.82000000 PA USD 21215709.42000000 0.355007182930 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 7.56000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 3521000.00000000 PA USD 3581810.64000000 0.059935233836 Long DBT CORP US N 2 2031-02-15 Fixed 6.13000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAG2 1013123.02000000 PA USD 648.40000000 0.000010849821 Long LON CORP US N 2 2027-03-30 Floating 10.78000000 Y N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69549TAC3 8796971.68000000 PA USD 8740267.28000000 0.146252835750 Long ABS-O CORP US N 2 2033-07-15 Fixed 5.41000000 N N N N N N JP Morgan Mortgage Trust 529900RSI65K84EMSY59 46664AAF4 23220616.08000000 PA USD 23208227.88000000 0.388348437348 Long ABS-MBS CORP US N 2 2066-09-25 Variable 5.61000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AE8 2174000.00000000 PA USD 2153585.96000000 0.036036432707 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBD5 1551000.00000000 PA USD 1619390.06000000 0.027097613937 Long DBT CORP US N 2 2034-02-15 Fixed 7.38000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAJ0 821000.00000000 PA USD 865511.27000000 0.014482792522 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N FREDDIE MAC FHLMC_4515 N/A 3137BLBT4 2059182.27000000 PA USD 122972.10000000 0.002057719491 Long ABS-CBDO USGA US N 2 2038-08-15 Floating 2.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VT73 35009020.86000000 PA USD 2828805.91000000 0.047335038262 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.06000000 N N N N N N MITNICK CORPORATE PURCHASER INC 2549002PYWOTVEDJKW54 000000000 764358.63000000 PA USD 270070.83000000 0.004519155247 Long LON CORP US N 2 2029-05-02 Floating 8.51000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAH6 7157000.00000000 PA USD 7105030.30000000 0.118890051777 Long DBT CORP US N 2 2032-10-01 Fixed 7.38000000 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAP6 7699637.11000000 PA USD 7733438.52000000 0.129405346246 Long LON CORP US N 2 2032-01-23 Floating 6.87000000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 000000000 9559928.93000000 PA USD 9634591.97000000 0.161217769636 Long LON CORP US N 2 2030-04-30 Floating 6.38000000 N N N N N N VAN POOL TRANSPORTATION LLC 254900EBTYFG24UQEM31 07363PAE0 4615472.24000000 PA USD 4632780.26000000 0.077521342165 Long LON CORP US N 2 2030-08-06 Floating 6.45000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 307724913.00000000 NC USD 1111963.97000000 0.018606740349 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES N/A MORGAN STANLEY CAPITAL SERVICES N/A N/A 307724913.00000000 OU Notional Amount N/A 1111963.97000000 0.02000000 DIR US N/A N/A 2032-03-12 0.00000000 N/A 0.00000000 N/A 307724913.00000000 USD 1.00000000 3.25000000 USD 2027-03-10 XXXX -2257623.83000000 N N N SERTA SIMMONS BEDDING LLC N/A 000000000 335.00000000 NS USD 2896.24000000 0.000048463427 Long EC CORP US N 2 N N N FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC N/A 000000000 722942.75000000 NS USD 0.72000000 0.000000012047 Long EC CORP US N 3 N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 1153000.00000000 PA USD 1174330.95000000 0.019650340892 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 2187000.00000000 PA USD 2059309.15000000 0.034458877883 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 237669147.00000000 NC USD 15923.83000000 0.000266456987 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 237669147.00000000 OU Notional Amount N/A 15923.83000000 0.00000000 DIR US N/A N/A 2031-07-13 0.00000000 N/A 0.00000000 N/A 237669147.00000000 USD 1.00000000 3.10000000 USD 2026-07-09 XXXX -2276395.09000000 N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15131YAR6 1677756.10000000 PA USD 1651281.11000000 0.027631253967 Long LON CORP US N 2 2031-03-24 Floating 6.63000000 N N N N N N OMNIA Partners LLC 254900ZD1P5CVG9GOS22 68218HAE7 2570582.50000000 PA USD 2579579.54000000 0.043164677999 Long LON CORP US N 2 2032-12-31 Floating 6.43000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAH0 10941000.00000000 PA USD 11005088.08000000 0.184150585768 Long DBT CORP GB N 2 2028-05-15 Fixed 6.75000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 616000.00000000 PA USD 629254.21000000 0.010529450607 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 44000000.00000000 PA 8892592.48000000 0.148801727190 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N UMBS, TBA N/A 01F060667 152000000.00000000 PA USD 155202665.84000000 2.597040716030 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N GTCR EVEREST BORROWER LLC N/A 36269YAF2 2468874.84000000 PA USD 2472479.40000000 0.041372547543 Long LON CORP US N 2 2031-09-05 Floating 6.20000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAK9 2504000.00000000 PA USD 2470412.53000000 0.041337962148 Long DBT CORP US N 2 2029-02-01 Fixed 8.25000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 2036000.00000000 PA USD 2103936.39000000 0.035205635413 Long DBT CORP US N 2 2033-07-15 Fixed 6.75000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AP1 2864000.00000000 PA USD 2840168.12000000 0.047525164649 Long DBT CORP US N 2 2033-08-15 Fixed 7.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 5677000.00000000 PA USD 5366448.07000000 0.089797968757 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N ASTORIA ENERGY LLC 549300BXD26J7I0IPB62 04626LAJ8 2037630.47000000 PA USD 2041583.47000000 0.034162270139 Long LON CORP US N 2 2032-06-23 Floating 5.90000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 2502000.00000000 PA USD 2602251.83000000 0.043544058468 Long DBT CORP US N 2 2030-03-15 Fixed 7.88000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAG3 2729000.00000000 PA USD 2849481.00000000 0.047680999140 Long DBT CORP DE N 2 2032-11-15 Fixed 8.00000000 N N Y N N N FIBERCOP SPA 8156007022402E114A31 683879AH3 1579000.00000000 PA USD 1592756.87000000 0.026651954847 Long DBT CORP IT N 2 2038-06-04 Fixed 7.72000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3693.00000000 NC USD 7337016.05000000 0.122771920913 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 415165265.20000000 USD 7337016.05000000 N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DP2 41553000.00000000 PA USD 42402514.09000000 0.709530696253 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 2982000.00000000 PA USD 2657012.64000000 0.044460383278 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 967000.00000000 PA USD 954763.24000000 0.015976265581 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 818000.00000000 PA USD 808686.50000000 0.013531931011 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF41 4287000.00000000 PA USD 4309881.81000000 0.072118210607 Long DBT CORP US N 2 2037-06-03 Fixed 5.43000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 199333AK1 864000.00000000 PA USD 875301.25000000 0.014646610435 Long DBT CORP US N 2 2033-02-01 Fixed 7.13000000 N N N N N N Neuberger Berman CLO Ltd 254900E4EDU5VYQLZ132 640987AG8 11950000.00000000 PA USD 11951242.80000000 0.199982803070 Long ABS-CBDO CORP KY N 2 2040-07-23 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSBC5 30569672.05000000 PA USD 31817013.72000000 0.532401164929 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 6754000.00000000 PA USD 6957637.48000000 0.116423694948 Long DBT CORP US N 2 2029-03-15 Fixed 7.13000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AB3 3610000.00000000 PA USD 3566706.03000000 0.059682485039 Long DBT CORP US N 2 2033-11-01 Fixed 5.88000000 N N N N N N SOUTH FIELD ENERGY LLC 549300M3RBW5ZIH20760 000000000 84612.81000000 PA USD 84788.80000000 0.001418789842 Long LON CORP US N 2 2031-08-29 Floating 6.70000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAZ3 4723000.00000000 PA USD 4749353.83000000 0.079471993632 Long DBT CORP US N 2 2034-04-15 Fixed 6.63000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAK2 8581000.00000000 PA USD 8407617.30000000 0.140686529672 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N GITSIT Mortgage Loan Trust N/A 375926AA0 3169760.16000000 PA USD 3171056.59000000 0.053061994988 Long ABS-O CORP US N 2 2055-02-25 Variable 6.28000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 4159000.00000000 PA USD 997138.55000000 0.016685341065 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 000000000 3246987.69000000 PA USD 3123602.16000000 0.052267929460 Long LON CORP US N 2 2032-01-30 Floating 6.12000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFP2 8511000.00000000 PA USD 8529508.83000000 0.142726167745 Long DBT CORP US N 2 2031-01-15 Fixed 4.65000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 2332000.00000000 PA USD 2359136.97000000 0.039475963461 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EW52 33705623.58000000 PA USD 3595456.39000000 0.060163571205 Long ABS-MBS USGA US N 2 2049-08-20 Floating 2.33000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAM1 2057000.00000000 PA USD 2045174.82000000 0.034222364997 Long DBT CORP US N 2 2031-07-15 Fixed 5.38000000 N N N N N N Cumulus Media New Holdings Inc 5493001D9VBAVY1OKJ46 23110BAB0 1347545.83000000 PA USD 199490.68000000 0.003338121904 Long LON CORP US N 2 2029-05-02 None 0.00000000 Y N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAB7 713000.00000000 PA USD 706714.89000000 0.011825617388 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05550HAT2 1772697.67000000 PA USD 1762735.11000000 0.029496238530 Long LON CORP US N 2 2032-12-29 Floating 7.12000000 N N N N N N CORNERSTONE ONDEMAND INC 549300Z402F16H5EGH48 000000000 2679040.55000000 PA USD 1855235.58000000 0.031044069462 Long LON CORP US N 2 2028-10-16 Floating 7.48000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AH0 1291000.00000000 PA USD 1303695.19000000 0.021815021484 Long DBT CORP US N 2 2028-03-01 Fixed 5.88000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 4741000.00000000 PA USD 4569818.75000000 0.076467793219 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 1573000.00000000 PA USD 1578325.68000000 0.026410474536 Long DBT CORP US N 2 2027-04-28 Fixed 5.63000000 N N N N N N Opal Bidco SAS N/A 000000000 8683135.09000000 PA USD 8684698.05000000 0.145322983469 Long LON CORP US N 2 2032-04-28 Floating 6.70000000 N N N N N N VFH Parent LLC 549300FRO9M476YHHY64 91820UAV2 5639704.19000000 PA USD 5645569.48000000 0.094468569372 Long LON CORP US N 2 2031-06-21 Floating 6.12000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 1955000.00000000 PA USD 1927621.71000000 0.032255322670 Long DBT CORP US N 2 2028-08-15 Fixed 4.38000000 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 000000000 3369759.20000000 PA USD 3371039.71000000 0.056408357001 Long LON CORP US N 2 2029-04-02 Floating 6.62000000 N N N N N N PINNACLE BUYER LLC N/A 000000000 1024850.80000000 PA USD 1028837.47000000 0.017215766142 Long LON CORP US N 2 2032-10-01 Floating 6.18000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 000000000 7445306.79000000 PA USD 7367056.62000000 0.123274596450 Long LON CORP US N 2 2033-04-07 Floating 5.92000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 1965000.00000000 PA USD 2014053.38000000 0.033701603022 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110CAA5 3217000.00000000 PA USD 3342680.67000000 0.055933818879 Long DBT CORP US N 2 2034-04-15 Fixed 10.50000000 N N N N N N BELRON FINANCE 2019 LLC N/A 08078UAQ6 8483500.53000000 PA USD 8494104.91000000 0.142133746080 Long LON CORP US N 2 2031-10-16 Floating 5.66000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 2450000.00000000 PA USD 2502992.16000000 0.041883124340 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N Pakistan Government International Bonds 529900LOP29R5WKHOD86 000000000 6132000.00000000 PA USD 6012380.53000000 0.100606500230 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.38000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAG7 2646040.85000000 PA USD 2617516.53000000 0.043799486088 Long LON CORP US N 2 2031-05-06 Floating 6.45000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 1714000.00000000 PA USD 1713661.76000000 0.028675083254 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 2637000.00000000 PA USD 2204994.40000000 0.036896661564 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N Toorak Mortgage Corp. 254900AXFPBUQ16CX921 89055JAA3 19650000.00000000 PA USD 19680400.52000000 0.329316517738 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.50000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 000000000 1994094.65000000 PA USD 1889404.68000000 0.031615828610 Long LON CORP US N 2 2029-02-15 Floating 6.87000000 N N N N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 6236000.00000000 PA USD 6562985.92000000 0.109819902646 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N ATLAS CC ACQUISITION CORP 254900CGI6DL79P2CL43 000000000 251381.22000000 PA USD 33516.66000000 0.000560841724 Long LON CORP US N 2 2029-05-25 Floating 8.47000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 1134000.00000000 PA USD 1106679.26000000 0.018518310122 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N DISH DBS CORP N/A 25470XBD6 5019000.00000000 PA USD 4542619.87000000 0.076012668313 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 2449000.00000000 PA USD 2422257.59000000 0.040532174830 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Hunter Douglas Inc. 529900811T142NS3H544 000000000 8377091.06000000 PA USD 8359666.71000000 0.139884161788 Long LON CORP US N 2 2032-01-17 Floating 6.70000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 1000000.00000000 PA USD 956110.00000000 0.015998801216 Long LON CORP US N 2 2029-01-31 Floating 6.99000000 N N N N N N Central Parent Inc N/A 15477BAE7 2556477.95000000 PA USD 1205379.35000000 0.020169880673 Long LON CORP US N 2 2029-07-06 Floating 6.95000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 983000.00000000 PA USD 1006203.45000000 0.016837026053 Long DBT CORP US N 2 2029-06-15 Fixed 6.63000000 N N N N N N South Field LLC 549300M3RBW5ZIH20760 83783XAG1 1353038.07000000 PA USD 1355852.39000000 0.022687779508 Long LON CORP US N 2 2031-08-29 Floating 6.70000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 927000.00000000 PA USD 941824.87000000 0.015759764959 Long DBT CORP US N 2 2033-01-15 Fixed 7.38000000 N N N N N N Radnor Re LTD 254900E0VCENS5C16U77 75049AAB8 2209595.93000000 PA USD 2215783.02000000 0.037077189941 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.51000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAE8 3056000.00000000 PA USD 2982801.36000000 0.049911878367 Long DBT CORP US N 2 2032-03-31 Fixed 5.63000000 N N N N N N HAMILTON PROJECTS ACQUIROR LLC 5493005K6XILIQ2EZY52 000000000 1670227.71000000 PA USD 1677192.56000000 0.028064836021 Long LON CORP US N 2 2031-05-30 Floating 6.12000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 789000.00000000 PA USD 822471.94000000 0.013762605844 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAM1 2364286.43000000 PA USD 2365374.00000000 0.039580329070 Long LON CORP US N 2 2031-04-14 Floating 5.87000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 000000000 572129.06000000 PA USD 506626.00000000 0.008477485503 Long LON CORP US N 2 2031-06-06 Floating 8.58000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAF4 8409000.00000000 PA USD 8126856.61000000 0.135988498620 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544MAB5 7114143.08000000 PA USD 7128968.24000000 0.119290610650 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.75000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 672000.00000000 PA USD 669081.81000000 0.011195894693 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N UMBS, TBA N/A 01F040669 174500000.00000000 PA USD 163360541.22000000 2.733548258626 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.00000000 N N N N N N CROWN SUBSEA COMMUNICATIONS HOLDING INC 5493003AYLUE132FIO27 000000000 5048817.94000000 PA USD 5077646.69000000 0.084965391052 Long LON CORP US N 2 2031-01-30 Floating 6.62000000 N N N N N N A&D Mortgage Trust 9845009E581BS7E85066 00039HAA5 11012740.81000000 PA USD 11114495.23000000 0.185981319935 Long ABS-MBS CORP US N 2 2069-07-25 Variable 6.45000000 N N N N N N Les Schwab Tire Centers 549300GJM1TKHPYFPF83 50220KAD6 1542211.06000000 PA USD 1535147.73000000 0.025687968298 Long LON CORP US N 2 2031-04-23 Floating 6.17000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAD8 3588879.53000000 PA USD 3599287.28000000 0.060227674339 Long LON CORP US N 2 2031-07-01 Floating 6.15000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 85000000.00000000 PA 14318489.78000000 0.239594473132 Long DBT NUSS BR N 2 2035-01-01 Fixed 10.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141 N/A 38380HKU5 8785053.89000000 PA USD 1155768.72000000 0.019339734971 Long ABS-CBDO USGA US N 2 2047-09-20 Floating 2.48000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 12987.00000000 NC 2695271.56000000 0.045100578293 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUM6 Comdty 2026-06-08 1374480845.87000000 EUR 2695271.56000000 N N N HTAP Trust N/A 40446AAA3 3803619.21000000 PA USD 3777314.52000000 0.063206643729 Long ABS-MBS CORP US N 2 2042-11-25 Fixed 6.50000000 N N N N N N Chrysaor Bidco Sarl 254900CXX37NCB7A8J31 000000000 834854.21000000 PA USD 837492.35000000 0.014013945704 Long LON CORP LU N 2 2031-10-30 Floating 6.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QTX6 64733740.05000000 PA USD 7160924.00000000 0.119825333487 Long ABS-MBS USGA US N 2 2054-07-20 Floating 3.02000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 000000000 1780731.49000000 PA USD 1786518.87000000 0.029894217475 Long LON CORP US N 2 2032-11-01 Floating 5.67000000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 74339VAB4 2602000.01000000 PA USD 2210399.01000000 0.036987098105 Long LON CORP US N 2 2028-10-08 Floating 7.47000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AK1 1679000.00000000 PA USD 1721024.33000000 0.028798282774 Long DBT US N 2 2032-04-01 Fixed 6.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 2753000.00000000 PA USD 2975350.54000000 0.049787202140 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N UMBS, TBA N/A 01F050668 203000000.00000000 PA USD 199699370.22000000 3.341613964038 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BH9 4786000.00000000 PA USD 4825792.69000000 0.080751062072 Long DBT CORP US N 2 2031-02-15 Fixed 8.00000000 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 000000000 1105945.15000000 PA USD 1105602.31000000 0.018500289278 Long LON CORP NL N 2 2028-04-03 Floating 6.94000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 2981000.00000000 PA USD 2983694.85000000 0.049926829334 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110CAB3 4451000.00000000 PA USD 4584584.11000000 0.076714865271 Long DBT CORP US N 2 2033-04-15 Fixed 8.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 2385000.00000000 PA USD 2267455.82000000 0.037941842393 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 1659000.00000000 PA USD 1781987.85000000 0.029818398910 Long DBT CORP US N 2 2033-11-15 Fixed 7.70000000 N N N N N N ICON PARENT I INC N/A 000000000 1145880.97000000 PA USD 1094155.90000000 0.018308753954 Long LON CORP US N 2 2031-11-13 Floating 6.44000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632NBL3 1922681.87000000 PA USD 1798245.90000000 0.030090448475 Long LON CORP US N 2 2032-08-13 Floating 6.95000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 5384000.00000000 PA USD 5196559.33000000 0.086955182697 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 4084000.00000000 PA USD 4086420.06000000 0.068378975458 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 000000000 684827.38000000 PA USD 685039.68000000 0.011462921280 Long LON CORP US N 2 2029-06-24 Floating 7.95000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 2237000.00000000 PA USD 2032867.47000000 0.034016423373 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 8102000.00000000 PA USD 8592449.14000000 0.143779361947 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 2580000.00000000 PA USD 2512774.16000000 0.042046808721 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 1484000.00000000 PA USD 1463533.76000000 0.024489635815 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBD1 7874000.00000000 PA USD 7895569.04000000 0.132118312286 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 7060000.00000000 PA USD 6839934.82000000 0.114454150168 Long DBT CORP US N 2 2028-12-01 Fixed 6.13000000 N N N N N N FIRST BRANDS GROUP LLC 2549005IXRZR7KSBJD91 31935HAN7 2137133.23000000 PA USD 1987.53000000 0.000033257781 Long LON CORP US N 2 2026-06-29 Floating 10.65000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BB9 35697000.00000000 PA USD 30186782.90000000 0.505122150144 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 1030000.00000000 PA USD 1030576.37000000 0.017244863542 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 27927WAQ5 10504000.00000000 PA USD 10646180.09000000 0.178144898570 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 2958802.72000000 PA USD 2952530.06000000 0.049405341974 Long LON CORP US N 2 2031-02-03 Floating 6.20000000 N N N N N N ALTERRA MOUNTAIN CO 549300C5O4FSVNUEI843 000000000 925617.90000000 PA USD 926774.92000000 0.015507930800 Long LON CORP US N 2 2030-05-31 Floating 6.12000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAC7 575000.00000000 PA USD 607950.17000000 0.010172965369 Long DBT CORP US N 2 2030-11-01 Fixed 8.63000000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 3978870.31000000 PA USD 3979427.35000000 0.066588642653 Long LON CORP US N 2 2028-08-02 Floating 5.62000000 N N N N N N SALAS OBRIEN INC 254900D503Y41OFSLN80 000000000 459550.71000000 PA USD 458976.27000000 0.007680151976 Long LON CORP US N 2 2033-01-24 Floating 6.37000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAJ9 13572000.00000000 PA USD 9212847.43000000 0.154160624476 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N Bombardier Recreational Products Inc 549300DZZJW11IMTMJ24 000000000 3210119.05000000 PA USD 3207197.84000000 0.053666754560 Long LON CORP CA N 2 2031-01-22 Floating 5.87000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 1418000.00000000 PA USD 1479995.12000000 0.024765087412 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 9057000.00000000 PA USD 7919427.94000000 0.132517548564 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N Constellation Renewables, LLC 5493004JBPWTPTK8LB51 30204KAD8 2244257.48000000 PA USD 2238646.84000000 0.037459775325 Long LON CORP US N 2 2027-12-15 Floating 5.67000000 N N N N N N HILLMAN GROUP INC N/A 000000000 1334820.62000000 PA USD 1339639.32000000 0.022416482603 Long LON CORP US N 2 2028-07-14 Floating 5.58000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 3030000.00000000 PA USD 3083983.27000000 0.051604977765 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAD5 5608000.00000000 PA USD 6240419.70000000 0.104422330365 Long DBT CORP US N 2 2033-06-15 Fixed 9.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GCF65 25000000.00000000 PA USD 25023437.50000000 0.418722743522 Long ABS-MBS USGSE US N 3 2056-06-25 Floating 5.07000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 013092AE1 536000.00000000 PA USD 523938.94000000 0.008767186778 Long DBT CORP US N 2 2030-02-15 Fixed 4.88000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 5700000.00000000 PA USD 5414587.49000000 0.090603496376 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 25035000.00000000 PA USD 20278230.16000000 0.339320134029 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Uniti Group Inc 549300V3NU625PJUVA84 912932100 13317.00000000 NS USD 149416.74000000 0.002500223532 Long EC CORP US N 1 N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 03167DAS3 1471451.74000000 PA USD 1478809.00000000 0.024745239802 Long LON CORP US N 2 2032-08-01 Floating 6.62000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 593000.00000000 PA USD 538311.33000000 0.009007683175 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 3490000.00000000 PA USD 3206080.28000000 0.053648054181 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791BG9 19950000.00000000 PA USD 19971945.00000000 0.334194996346 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EV95 29200236.07000000 PA USD 3918239.52000000 0.065564773088 Long ABS-MBS USGA US N 2 2043-07-20 Floating 2.88000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544LAB7 5815543.57000000 PA USD 5818200.11000000 0.097357236088 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.60000000 N N N N N N UNITI GROUP INC 549300V3NU625PJUVA84 97382C206 84.96000000 PA USD 89692.09000000 0.001500837684 Long DBT CORP US N 3 2028-08-01 Fixed 11.00000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AN4 1053000.00000000 PA USD 1056174.51000000 0.017673202910 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 3178000.00000000 PA USD 3416787.45000000 0.057173864106 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 3954561.24000000 PA USD 3964605.83000000 0.066340630863 Long LON CORP US N 2 2031-02-28 Floating 6.12000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAD5 947000.00000000 PA USD 969246.96000000 0.016218624888 Long DBT US N 2 2030-02-01 Fixed 7.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 3543000.00000000 PA USD 2022393.44000000 0.033841159100 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 74984CAA6 692000.00000000 PA USD 685864.89000000 0.011476729702 Long DBT US N 2 2034-03-15 Fixed 5.75000000 N N N N N N SAIF Securitization Trust N/A 78438CAA9 14698276.03000000 PA USD 14700832.06000000 0.245992291515 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.41000000 N N N N N N Bleriot US Bidco Inc 254900ALCQ2A2VYD5Z08 09353TAJ9 738750.00000000 PA USD 740323.54000000 0.012387998402 Long LON CORP US N 2 2030-10-31 Floating 5.95000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 434000.00000000 PA USD 439131.09000000 0.007348078167 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383AJE5 36889374.04000000 PA USD 4951229.07000000 0.082850016909 Long ABS-MBS USGA US N 2 2051-09-20 Floating 2.58000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 753000.00000000 PA USD 769905.01000000 0.012882991716 Long DBT CORP US N 2 2029-11-01 Fixed 6.88000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 000000000 2605212.83000000 PA USD 2610214.84000000 0.043677305285 Long LON CORP US N 2 2030-12-15 Floating 6.11000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 257923400.00000000 PA 14431591.15000000 0.241487023504 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 9378551.56000000 PA USD 9366828.37000000 0.156737221782 Long LON CORP US N 2 2031-07-31 Floating 6.12000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AD4 4351000.00000000 PA USD 4375879.36000000 0.073222562285 Long DBT CORP US N 2 2031-06-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AMDR7 8296267.27000000 PA USD 900678.45000000 0.015071252765 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 2.42000000 N N N N N N ORION US FINCO INC N/A 000000000 3266030.07000000 PA USD 3267793.73000000 0.054680719061 Long LON CORP US N 2 2032-10-08 Floating 7.17000000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 2700000.00000000 PA USD 2748214.54000000 0.045986484949 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AD8 6357000.00000000 PA USD 6548255.52000000 0.109573415587 Long DBT CORP US N 2 2032-08-01 Fixed 7.13000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 4715000.00000000 PA USD 4680503.23000000 0.078319901233 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N WEC US Holdings Ltd 5493002M6GRSU1IWMG57 92943LAC4 6896578.48000000 PA USD 6898923.32000000 0.115441217854 Long LON CORP US N 2 2031-01-27 Floating 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BGM0 6943792.19000000 PA USD 935314.92000000 0.015650832518 Long ABS-MBS USGA US N 2 2048-12-20 Floating 2.38000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 1300000.00000000 PA USD 1326636.29000000 0.022198900011 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AS3 3100000.00000000 PA USD 3033242.57000000 0.050755922349 Long DBT NUSS KE N 2 2039-02-26 Fixed 8.70000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 3726766.19000000 PA USD 3692591.74000000 0.061788958614 Long LON CORP NL N 2 2030-11-30 Floating 5.45000000 N N N N N N GOAT HOLDCO LLC N/A 000000000 1693231.76000000 PA USD 1693638.14000000 0.028340023568 Long LON CORP US N 2 2032-01-27 Floating 6.12000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 337000000.00000000 NC USD 760103.50000000 0.012718980870 N/A DIR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Call Purchased CITIBANK NA N/A CITIBANK NA N/A N/A 337000000.00000000 OU Notional Amount N/A 760103.50000000 0.01000000 DIR US N/A N/A 2031-10-19 0.00000000 N/A 0.00000000 N/A 337000000.00000000 USD 1.00000000 3.40000000 USD 2026-10-15 XXXX -1393326.50000000 N N N PIONEER OPCO LLC N/A 000000000 2771824.19000000 PA USD 2788566.01000000 0.046661695068 Long LON CORP US N 2 2033-05-06 None 0.00000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 436000.00000000 PA USD 451861.87000000 0.007561105139 Long DBT CORP US N 2 2032-07-15 Fixed 6.63000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 9894000.00000000 PA USD 10134874.09000000 0.169589101586 Long DBT CORP US N 2 2032-01-31 Fixed 7.38000000 N N N N N N MPOWER Education Trust N/A 62477DAA3 18898722.76000000 PA USD 18955386.80000000 0.317184701959 Long ABS-O CORP US N 2 2042-12-22 Fixed 6.25000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 3686000.00000000 PA USD 3777751.32000000 0.063213952801 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 969000.00000000 PA USD 694804.58000000 0.011626319523 Long DBT CORP US N 2 2031-11-15 Fixed 5.38000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 331596000.00000000 NC USD 2055.90000000 0.000034401831 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 331596000.00000000 OU Notional Amount N/A 2055.90000000 0.00000000 DIR US N/A N/A 2036-06-15 0.00000000 N/A 0.00000000 N/A 331596000.00000000 USD 1.00000000 3.50000000 USD 2026-06-11 XXXX -5469278.10000000 N N N ATLAS CC ACQUISITION CORP 6HHLXIOGCDNZ4IRAIW26 04921TAJ3 1727943.43000000 PA USD 230386.70000000 0.003855111876 Long LON CORP US N 2 2029-05-25 Floating 8.46000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 9236000.00000000 PA USD 9126204.35000000 0.152710806554 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N CHEMOURS COMPANY 549300M1BOLNXL8DOV14 000000000 4380421.50000000 PA USD 4368375.34000000 0.073096995850 Long LON CORP US N 2 2032-10-15 Floating 7.12000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKJ96 22079323.37000000 PA USD 22264568.89000000 0.372557981650 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.96000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 1325000.00000000 PA USD 1255100.00000000 0.021001867365 Long DBT CORP US N 2 2031-01-15 Fixed 4.38000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 4400000.00000000 OU Notional Amount USD 369951.61000000 0.006190482547 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.11.BBB- 137BEMAJ6 Y buy protection 2054-11-18 133521.18000000 USD 0.00000000 USD 4400000.00000000 USD 369951.61000000 N N N ASURION LLC/ASURION CO 549300KNQVXGIOXWK278 045941AB7 1709000.00000000 PA USD 1670413.20000000 0.027951395483 Long DBT CORP US N 2 2034-02-01 Fixed 8.38000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 1287000.00000000 PA USD 1252061.50000000 0.020951023469 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N JP Morgan Mortgage Trust 529900HUVRKWBRYVE531 46596KAE8 17250000.00000000 PA USD 17257483.05000000 0.288773300989 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.48000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAB0 6956000.00000000 PA USD 6707831.19000000 0.112243630754 Long DBT CORP GB N 2 2029-03-15 Fixed 9.63000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AC6 1698000.00000000 PA USD 1773952.52000000 0.029683941946 Long DBT CORP US N 2 2031-05-15 Fixed 10.38000000 N N N N N N XPLR INFRASTRUCTURE LP 5493008F4ZOQFNG3WN54 65341BAG1 7372000.00000000 PA USD 7351454.97000000 0.123013530571 Long DBT CORP US N 2 2026-06-15 Fixed 2.50000000 N N N N N NextEra Energy Partners LP USD XXXX N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 71567RAV8 2183000.00000000 PA USD 2162355.36000000 0.036183173027 Long DBT NUSS ID N 2 2032-06-06 Fixed 4.70000000 N N N N N N ARCHROCK SERVICES/PARTNE N/A 03958CAA7 3263000.00000000 PA USD 3256428.00000000 0.054490533774 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAA8 1678000.00000000 PA USD 1654010.21000000 0.027676920604 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N FLASH COMPUTE LLC N/A 33853QAA9 2056000.00000000 PA USD 2122373.83000000 0.035514153196 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N N GREEN INFRASTRUCTURE PARTNERS INC 549300W1V7LSCKWMX505 000000000 1868926.59000000 PA USD 1873598.91000000 0.031351347146 Long LON CORP CA N 3 2032-09-24 Floating 6.45000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAH8 3464000.00000000 PA USD 3497402.84000000 0.058522819351 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -7832385.58000000 OU Notional Amount USD -856448.65000000 -0.01433114568 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CMBX.NA.10.BBB- 137BEMAI9 Y sell protection 2059-11-17 0.00000000 USD -1389919.74000000 USD -7832385.58000000 USD -856448.65000000 N N N Flynn Restaurant Group LP 5493008VE8TQONGO3817 34410JAG6 2760823.94000000 PA USD 2716733.58000000 0.045459707046 Long LON CORP US N 2 2032-01-28 Floating 7.37000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 1251000.00000000 PA USD 1252050.45000000 0.020950838566 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N CORE SCIENTIFIC FINANCE N/A 21874LAA0 6089000.00000000 PA USD 6231122.89000000 0.104266764777 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DDW3 38174811.11000000 PA USD 2188546.65000000 0.036621437706 Long ABS-MBS USGA US N 2 2055-02-20 Floating 1.67000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 3957000.00000000 PA USD 4138630.75000000 0.069252628543 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 2574000.00000000 PA USD 2595823.42000000 0.043436490455 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 10612000.00000000 PA USD 10924388.30000000 0.182800218406 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CN8 18680000.00000000 PA USD 18706340.31000000 0.313017351667 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N Splitero Trust 2025-1 N/A 84863CAA1 12200000.00000000 PA USD 12089437.50000000 0.202295245712 Long ABS-MBS CORP US N 3 2056-06-25 Variable 5.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 644000.00000000 PA USD 412952.35000000 0.006910023490 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 485000.00000000 PA USD 435957.49000000 0.007294973613 Long DBT CORP CA N 2 2030-10-01 Fixed 7.38000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 1006000.00000000 PA USD 1047329.70000000 0.017525200738 Long DBT CORP US N 2 2030-11-01 Fixed 7.38000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AD9 4051000.00000000 PA USD 4031989.65000000 0.067468179306 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 2092000.00000000 PA USD 1767315.07000000 0.029572876019 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N CHICAGO US MIDCO III LP N/A 000000000 1161342.93000000 PA USD 1161923.60000000 0.019442725946 Long LON CORP US N 2 2032-11-01 Floating 6.12000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 178000000.00000000 NC USD 246031.60000000 0.004116901466 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 178000000.00000000 OU Notional Amount N/A 246031.60000000 0.00000000 DIR US N/A N/A 2036-06-25 0.00000000 N/A 0.00000000 N/A 178000000.00000000 USD 1.00000000 4.25000000 USD 2026-06-23 XXXX -2913468.40000000 N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 10983876.78000000 PA USD 10601747.71000000 0.177401401676 Long LON CORP US N 2 2031-02-10 Floating 5.91000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 2432000.00000000 PA USD 2646744.98000000 0.044288572240 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D6K8 61281342.63000000 PA USD 6616062.44000000 0.110708043856 Long ABS-MBS USGA US N 2 2050-02-20 Floating 2.43000000 N N N N N N GLS Auto Select Receivables Trust N/A 36271BAC5 3951001.41000000 PA USD 3956464.46000000 0.066204399509 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.43000000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 3228000.00000000 PA USD 3363811.76000000 0.056287410106 Long DBT CORP US N 2 2030-11-15 Fixed 7.13000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 3054000.00000000 PA USD 3002979.43000000 0.050249522499 Long DBT CORP US N 2 2031-02-01 Fixed 6.88000000 N N N N N N UMBS, TBA N/A 01F030462 19000000.00000000 PA USD 18059524.51000000 0.302194039070 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CJ50 7040.20000000 PA USD 7195.07000000 0.000120396706 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Compass Power Generation LLC 5493001FXZ2XUTES8E29 20451VAG8 639920.02000000 PA USD 643919.52000000 0.010774848500 Long LON CORP US N 2 2029-04-14 Floating 6.87000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 3635000.00000000 PA USD 3726317.93000000 0.062353306450 Long DBT CORP US N 2 2033-03-15 Fixed 7.38000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAJ0 3723270.14000000 PA USD 3632385.12000000 0.060781507855 Long LON CORP US N 2 2028-08-31 Floating 6.70000000 N N N N N N OWS Structured Asset Trust N/A 67114HAB0 7763453.76000000 PA USD 7476868.97000000 0.125112110919 Long ABS-MBS CORP US N 2 2065-05-25 Variable 7.97000000 N Y N N N N Rackspace Finance, LLC 25490078N5MHLAGLZ689 75008UAD9 824599.34000000 PA USD 715191.50000000 0.011967458388 Long LON CORP US N 2 2028-05-15 Floating 6.47000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 3195000.00000000 PA USD 3300713.23000000 0.055231568374 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 2311000.00000000 PA USD 2344311.45000000 0.039227884738 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15000000 N N N N N N UTZ Quality Foods LLC 549300K2HU2ISL0R2Q75 91809EAG6 2460930.92000000 PA USD 2463391.85000000 0.041220483548 Long LON CORP US N 2 2032-01-29 Floating 6.20000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 18903000.00000000 PA USD 16540151.20000000 0.276770027648 Long DBT CORP JE N 2 2036-03-31 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ6V2 30237141.93000000 PA USD 26749660.73000000 0.447608020647 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ERM EMERALD US INC 254900PU6WN6UDDD0X02 000000000 895892.64000000 PA USD 895892.64000000 0.014991170742 Long LON CORP US N 2 2032-01-12 Floating 6.95000000 N N N N N N RIVERS ENT BORROWER LLC N/A 76884GAA3 2193000.00000000 PA USD 2209447.50000000 0.036971176277 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 2887000.00000000 PA USD 2903846.01000000 0.048590700940 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC 549300O4G48RRYGSD439 000000000 261568.03000000 PA USD 262603.84000000 0.004394208443 Long LON CORP US N 2 2032-06-24 Floating 6.36000000 N N N N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 71567RAY2 670000.00000000 PA USD 686643.09000000 0.011489751496 Long DBT NUSS ID N 2 2033-11-15 Fixed 5.60000000 N N N N N N PYE-BARKER FIRE & SAFETY LLC 254900K8RDMGUBC44870 000000000 130000.00000000 PA USD 130263.90000000 0.002179734802 Long LON CORP US N 2 2032-12-16 Floating 2.02000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAE2 2659000.00000000 PA USD 2730328.02000000 0.045687185833 Long DBT CORP US N 2 2032-06-01 Fixed 9.25000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAG3 3276000.00000000 PA USD 3377969.56000000 0.056524315721 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921HAD7 4258566.77000000 PA USD 4257033.69000000 0.071233891264 Long LON CORP US N 2 2032-07-01 Floating 7.95000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 993000.00000000 PA USD 1018084.70000000 0.017035837651 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N CATAWBA NATION GAMING AUTHORITY N/A 000000000 3061756.49000000 PA USD 3071339.79000000 0.051393411602 Long LON CORP US N 2 2032-03-29 Floating 8.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QUW6 47749383.93000000 PA USD 3511561.32000000 0.058759736345 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.32000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69384EAE0 22000000.00000000 PA USD 21990390.40000000 0.367970092015 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TNT8 11177328.30000000 PA USD 1138266.70000000 0.019046869778 Long ABS-MBS USGA US N 2 2049-03-20 Floating 2.33000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 5285000.00000000 PA USD 5433003.44000000 0.090911654562 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQWP0 101991630.16000000 PA USD 5513749.12000000 0.092262789979 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 2.09000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 3259000.00000000 PA USD 3116142.40000000 0.052143103637 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N OHA Credit Partners Ltd 549300OYGEU6QQMCEG78 67109FBW4 13150000.00000000 PA USD 13182888.15000000 0.220592198562 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 6.22000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAA8 3317000.00000000 PA USD 3304244.40000000 0.055290656227 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAB8 2892000.00000000 PA USD 2872853.45000000 0.048072095543 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AK6 5567000.00000000 PA USD 5613226.09000000 0.093927360236 Long DBT CORP US N 2 2032-09-15 Fixed 7.13000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55817HAW9 17900000.00000000 PA USD 17928371.50000000 0.299999426592 Long ABS-CBDO CORP KY N 2 2038-07-16 Floating 4.98000000 N N N N N N GBT US III LLC N/A 36154HAD2 6222493.72000000 PA USD 6222120.37000000 0.104116123608 Long LON CORP US N 2 2031-07-25 Floating 5.67000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 6986000.00000000 PA USD 5111437.19000000 0.085530815002 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 3735000.00000000 PA USD 3796785.56000000 0.063532456971 Long DBT CORP GB N 2 2029-03-26 Fixed 5.13000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAA3 695000.00000000 PA USD 695008.07000000 0.011629724566 Long DBT CORP US N 2 2031-01-31 Fixed 5.88000000 N N N N N N GS Mortgage-Backed Securities Trust 254900W4Z6DJOVCWAH28 36274QAA3 9578155.81000000 PA USD 9597048.72000000 0.160589550087 Long ABS-MBS CORP US N 2 2063-04-25 Variable 5.53000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 949000.00000000 PA USD 994858.34000000 0.016647185804 Long DBT CORP US N 2 2031-08-15 Fixed 8.88000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69545AAB0 4736896.48000000 PA USD 4743269.50000000 0.079370183185 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.57000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 407000.00000000 PA USD 384697.00000000 0.006437220436 Long DBT CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BC44 7490885.77000000 PA USD 755106.01000000 0.012635356759 Long ABS-MBS USGA US N 2 2049-01-20 Floating 2.43000000 N N N N N N FORTRESS INTERMEDIATE 3 INC 254900NLAZ3JQJW5JP75 000000000 3364312.65000000 PA USD 3330669.52000000 0.055732833635 Long LON CORP US N 3 2031-06-27 Floating 6.64000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69381AAD3 11431000.00000000 PA USD 11284934.68000000 0.188833321148 Long ABS-MBS CORP US N 2 2053-06-25 Variable 4.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 2679000.00000000 PA USD 2723923.62000000 0.045580019584 Long DBT CORP US N 2 2029-05-15 Fixed 6.63000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 2603000.00000000 PA USD 2585671.64000000 0.043266618463 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HAZ5 6427971.01000000 PA USD 748450.45000000 0.012523987794 Long ABS-MBS USGA US N 2 2047-09-20 Floating 2.53000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 995000.00000000 PA USD 987079.36000000 0.016517018402 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBY6 3963000.00000000 PA USD 3829221.72000000 0.064075218448 Long DBT CORP BM N 2 2031-01-15 Fixed 5.88000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAJ7 1691000.00000000 PA USD 1738110.70000000 0.029084192803 Long DBT CORP DE N 2 2033-05-15 Fixed 7.38000000 N N N N N N GATES GLOBAL LLC 549300XI79MQJV13DW27 000000000 5454673.94000000 PA USD 5460128.61000000 0.091365546063 Long LON CORP US N 2 2031-06-04 Floating 5.42000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 1763000.00000000 PA USD 1694858.25000000 0.028360439940 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N KESTRA ADVISOR SERVICES HOLDINGS A INC 254900WH55RU999OY504 000000000 2009636.43000000 PA USD 2003366.36000000 0.033522774740 Long LON CORP US N 2 2031-03-22 Floating 6.37000000 N N N N N N FREDDIE MAC FHLMC_326 N/A 31325VB86 570193.75000000 PA USD 50897.77000000 0.000851683702 Long ABS-CBDO USGA US N 2 2044-03-15 Floating 2.24000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 3910000.00000000 PA USD 3669083.05000000 0.061395582477 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N MPOWER Education Trust N/A 62477DAB1 4696000.00000000 PA USD 4776966.55000000 0.079934043415 Long ABS-O CORP US N 2 2042-12-22 Fixed 8.18000000 N N N N N N Broadstreet Partners Inc 549300BS9N54G8DD0R75 11132VAY5 3662094.72000000 PA USD 3611740.92000000 0.060436063866 Long LON CORP US N 2 2031-06-13 Floating 6.12000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAE2 962000.00000000 PA USD 899439.48000000 0.015050520804 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 485000.00000000 PA USD 505455.58000000 0.008457900605 Long DBT CORP US N 2 2031-10-01 Fixed 7.38000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AE0 16308000.00000000 PA USD 16102299.95000000 0.269443365328 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAN9 2108000.00000000 PA USD 2095401.28000000 0.035062815520 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAQ7 2103000.00000000 PA USD 2152289.10000000 0.036014732060 Long DBT CORP US N 2 2029-03-15 Fixed 6.38000000 N N N N N N COVIA HOLDINGS LLC 213800IE4YGTGVTQ1806 000000000 1801387.50000000 PA USD 1793515.44000000 0.030011292636 Long LON CORP US N 2 2032-02-26 Floating 6.43000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 2287000.00000000 PA USD 2365068.87000000 0.039575223262 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAP3 1007000.00000000 PA USD 1071686.57000000 0.017932769659 Long DBT CORP US N 2 2031-03-15 Fixed 11.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B64Z3 15865049.20000000 PA USD 1880982.44000000 0.031474897395 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 2.32000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 12925970.00000000 PA USD 12550226.01000000 0.210005722304 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N 19th Holdings Golf LLC 549300INS30LLUJP0S18 68250XAB7 2315372.81000000 PA USD 2322619.93000000 0.038864915711 Long LON CORP US N 2 2029-02-07 Floating 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NRD5 49375.63000000 PA USD 49515.01000000 0.000828545671 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N WS ESCROW LLC N/A 982104AA9 3287000.00000000 PA USD 3353808.19000000 0.056120018145 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBX2 593267.86000000 PA USD 587335.18000000 0.009828010157 Long LON CORP US N 2 2033-05-20 Floating 6.61000000 N N N N N N BOND US BIDCO 1 INC 254900KMOLWUGX29DB02 000000000 1246450.40000000 PA USD 1248594.29000000 0.020893005873 Long LON CORP US N 2 2033-05-06 None 0.00000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 2170000.00000000 PA USD 2087627.90000000 0.034932741824 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 4826000.00000000 PA USD 4871207.86000000 0.081511004209 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AJ5 1436000.00000000 PA USD 1417755.40000000 0.023723616338 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 1687000.00000000 PA USD 1739853.63000000 0.029113357638 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N SYNERGY INFRASTRUCTURE H N/A 87191JAA2 2702000.00000000 PA USD 2837045.22000000 0.047472908468 Long DBT CORP US N 2 2030-12-01 Fixed 7.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 151720000.00000000 PA 8791257.18000000 0.147106061084 Long DBT NUSS MX N 2 2030-02-28 Fixed 8.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 8509000.00000000 PA USD 8364617.03000000 0.139966996593 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.13000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 664000.00000000 PA USD 652401.56000000 0.010916780361 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CK4 17155000.00000000 PA USD 17461352.40000000 0.292184692152 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 000000000 2000000.00000000 PA USD 1629001.11000000 0.027258437773 Long DBT NUSS AE N 2 2049-09-30 Fixed 4.70000000 N N N N N N Mavis Tire Express Services Corp. 254900NVDM4GTLBL9E56 57777YAG1 2758948.97000000 PA USD 2756410.74000000 0.046123633786 Long LON CORP US N 2 2028-05-04 Floating 6.67000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04009DAJ3 2194021.58000000 PA USD 2163853.78000000 0.036208246422 Long LON CORP US N 2 2030-08-09 Floating 6.62000000 N N N N N N ROBLOX CORP 529900ANZDBDFU91SO19 771049AA1 2221000.00000000 PA USD 2096613.18000000 0.035083094512 Long DBT CORP US N 2 2030-05-01 Fixed 3.88000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 5071000.00000000 PA USD 5108870.79000000 0.085487870860 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAB9 4100000.00000000 PA USD 4101560.86000000 0.068632329831 Long DBT US N 2 2028-10-01 Fixed 5.88000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 1511000.00000000 PA USD 1513238.41000000 0.025321354775 Long DBT CORP US N 2 2035-11-01 Fixed 6.88000000 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 000000000 3732117.66000000 PA USD 3708791.92000000 0.062060039828 Long LON CORP NL N 2 2032-06-04 Floating 5.70000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAC4 3925000.00000000 PA USD 3086370.25000000 0.051644919632 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 46150DAA0 4419000.00000000 PA USD 4318221.81000000 0.072257765681 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381A3Y0 8215592.10000000 PA USD 940999.13000000 0.015745947668 Long ABS-MBS USGA US N 2 2048-11-20 Floating 2.38000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 74448KAA8 7107981.42000000 PA USD 7111494.18000000 0.118998213318 Long ABS-MBS CORP US N 2 2029-12-25 Variable 5.90000000 N N N N N N Upstart Securitization Trust N/A 91684AAE9 5375000.00000000 PA USD 5495416.13000000 0.091956019981 Long ABS-O CORP US N 2 2035-11-20 Fixed 7.67000000 N N N N N N TIDAL WASTE & RECYCLING HOLDINGS LLC 254900IQT82RE5KFAZ50 000000000 1552268.00000000 PA USD 1553649.52000000 0.025997562864 Long LON CORP US N 2 2031-10-24 Floating 6.45000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69546QAB4 6624720.78000000 PA USD 6622047.04000000 0.110808185499 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.31000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 3785000.00000000 PA USD 3944212.05000000 0.065999377208 Long DBT CORP US N 2 2030-04-01 Fixed 7.88000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AC7 1322000.00000000 PA USD 1385712.54000000 0.023187436038 Long DBT CORP JP N 2 2032-07-17 Fixed 7.75000000 N N N N N N FEDERAL HOME LN MTG S6XOOCT0IEG5ABCC6L87 3137G0WA3 7646288.00000000 PA USD 7426946.58000000 0.124276748467 Long ABS-MBS CORP US N 2 2032-02-25 Variable 3.76000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 7793000.00000000 PA USD 7852984.00000000 0.131405727343 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 8280000.00000000 PA USD 7573792.31000000 0.126733950717 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 3495000.00000000 PA USD 3496122.53000000 0.058501395639 Long DBT CORP BM N 2 2033-10-15 Fixed 5.88000000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 000000000 1349682.14000000 PA USD 798336.99000000 0.013358750359 Long LON CORP US N 2 2028-04-12 Floating 7.02000000 N N N N N N Tiger Acquisition LLC 25490011XE2GWJKY5N51 88675UAE2 2195421.74000000 PA USD 2199702.81000000 0.036808116212 Long LON CORP US N 2 2032-08-23 Floating 6.15000000 N N N N N N DAVE & BUSTERS INC 549300JAVWTAY1FT5Z45 000000000 1266214.80000000 PA USD 1074864.42000000 0.017985945330 Long LON CORP US N 2 2031-11-01 Floating 6.94000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 2693000.00000000 PA USD 2668914.30000000 0.044659536401 Long DBT CORP US N 2 2034-10-15 Fixed 6.25000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 310000000.00000000 PA 6708412.22000000 0.112253353258 Long DBT NUSS TR N 2 2026-08-12 Fixed 36.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 1145000.00000000 PA USD 1161064.14000000 0.019428344411 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 694969AC0 28690000.00000000 PA USD 28575070.73000000 0.478153012047 Long ABS-O CORP US N 2 2033-09-15 Fixed 5.37000000 N N N N N N Brand Industrial Services Inc 549300B658W2BPDQMW42 10524MAS6 140671.26000000 PA USD 114611.91000000 0.001917826573 Long LON CORP US N 2 2030-08-01 Floating 8.16000000 N N N N N N US FERTILITY ENTERPRISES LLC 254900DAI0GZFFDITB24 90356EAG5 1272020.23000000 PA USD 1278049.61000000 0.021385888292 Long LON CORP US N 2 2032-12-30 Floating 7.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HLN3 3913142.85000000 PA USD 171711.06000000 0.002873279346 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 3.50000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1784000.00000000 PA USD 1464935.50000000 0.024513091442 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 3369000.00000000 PA USD 2818237.14000000 0.047158188684 Long DBT CORP US N 2 2031-06-15 Fixed 9.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AB6 2939000.00000000 PA USD 2965131.70000000 0.049616208018 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 1723000.00000000 PA USD 1569155.56000000 0.026257028879 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AG0 860000.00000000 PA USD 844091.33000000 0.014124367904 Long DBT US N 2 2029-02-15 Fixed 4.50000000 N N N N N N ILLUMINATE BUYER LLC 549300K1Y0YC1YC1H809 45232UAH1 3461734.55000000 PA USD 3419432.15000000 0.057218118459 Long LON CORP US N 2 2029-12-31 Floating 6.12000000 N N N N N N Fleet Midco I Limited N/A 33902UAD5 2171204.26000000 PA USD 2182060.28000000 0.036512899835 Long LON CORP US N 3 2031-02-21 Floating 6.33000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 26873CAB8 1526000.00000000 PA USD 1576963.79000000 0.026387685728 Long DBT CORP US N 2 2031-07-15 Fixed 6.75000000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAD6 241481.54000000 PA USD 239822.56000000 0.004013004219 Long LON CORP US N 2 2031-11-19 Floating 3.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AP8 26996696.00000000 PA USD 25247306.42000000 0.422468791937 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55823TAJ4 10600000.00000000 PA USD 10601102.40000000 0.177390603560 Long ABS-CBDO CORP KY N 2 2039-07-23 Floating 3.66000000 N N N N N N EDGEX Issuer Trust N/A 28057AAB6 13374315.85000000 PA USD 13262697.82000000 0.221927671516 Long ABS-O CORP US N 2 2032-01-15 Fixed 6.48000000 N N N N N N TECTA AMERICA CORP 54930083ULRH07WCC129 87876GAN2 1287121.60000000 PA USD 1291549.30000000 0.021611781606 Long LON CORP US N 2 2032-02-18 Floating 6.37000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 910000.00000000 PA USD 903539.17000000 0.015119121828 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381USC7 17632852.35000000 PA USD 17713371.01000000 0.296401775589 Long ABS-MBS USGA US N 2 2055-09-20 Floating 4.73000000 N N N N N N DXP Enterprises, Inc. N/A 23338DAS5 1335453.55000000 PA USD 1345469.45000000 0.022514039465 Long LON CORP US N 2 2030-10-11 Floating 6.87000000 N N N N N N Boxer Parent Company Inc 5493006T045HLTF7YX04 05988HAQ0 4225809.33000000 PA USD 3950666.88000000 0.066107387313 Long LON CORP US N 2 2031-07-30 Floating 6.67000000 N N N N N N HUDBAY MINERALS INC 894500LX3TMESP27BE29 443628AH5 5064000.00000000 PA USD 5105040.19000000 0.085423772579 Long DBT CORP CA N 2 2029-04-01 Fixed 6.13000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 6790000.00000000 PA USD 6502182.91000000 0.108802472360 Long DBT CORP US N 2 2029-07-01 Fixed 4.13000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAB5 2465000.00000000 PA USD 2451302.37000000 0.041018187591 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC 254900YYHRDANYFAHC43 000000000 1965538.81000000 PA USD 1967229.17000000 0.032918083105 Long LON CORP US N 2 2028-10-05 Floating 5.86000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 2249000.00000000 PA USD 2270689.80000000 0.037995957299 Long DBT CORP US N 2 2033-08-15 Fixed 6.38000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AZ8 102000.00000000 PA USD 75962.23000000 0.001271092884 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000000 N N N N N N Verus Securitization Trust 213800IHMG1PWP37P355 924936AK3 11150462.51000000 PA USD 11103577.05000000 0.185798623601 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.32000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AD5 3869000.00000000 PA USD 4110077.96000000 0.068774848359 Long DBT CORP JP N 2 2035-07-17 Fixed 8.13000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 367398AA2 1888000.00000000 PA USD 1943446.02000000 0.032520114368 Long DBT CORP US N 2 2029-07-01 Fixed 6.88000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 2218000.00000000 PA USD 2343922.08000000 0.039221369323 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N ARDONAGH GROUP FINANCE 254900SRT1BTAJ76NW62 039956AA5 14391000.00000000 PA USD 14052350.95000000 0.235141112915 Long DBT CORP JE N 2 2032-02-15 Fixed 8.88000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 3726000.00000000 PA USD 3578427.96000000 0.059878630700 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 4986000.00000000 PA USD 4637810.89000000 0.077605520816 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDW7 7472000.00000000 PA USD 7443376.05000000 0.124551666441 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Corporation Service Company 549300NOPSIMGJNT8J31 22006VAL3 4495895.46000000 PA USD 4494771.49000000 0.075212010731 Long LON CORP US N 2 2029-11-02 Floating 5.62000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0WX3 1104645288.44000000 PA USD 2767578.31000000 0.046310503218 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 0.09000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 142925000.00000000 NC USD 401176.18000000 0.006712970219 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 142925000.00000000 OU Notional Amount N/A 401176.18000000 0.01000000 DIR GB N/A N/A 2036-11-18 0.00000000 N/A 0.00000000 N/A 142925000.00000000 USD 1.00000000 3.50000000 USD 2026-11-16 XXXX -2014256.32000000 N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 4530000.00000000 PA USD 4379341.90000000 0.073280501737 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N CPV FAIRVIEW LLC 549300SLZ4P6TH9PTH93 000000000 406104.89000000 PA USD 406230.78000000 0.006797549965 Long LON CORP US N 2 2031-08-14 Floating 6.20000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 1745000.00000000 PA USD 1720820.47000000 0.028794871540 Long DBT CORP US N 2 2028-06-01 Fixed 4.63000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 2405000.00000000 PA USD 2401500.26000000 0.040184837812 Long DBT CORP US N 2 2032-04-01 Fixed 5.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DG4 1443000.00000000 PA USD 1439688.03000000 0.024090619913 Long DBT CORP US N 2 2036-05-15 Fixed 6.13000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAP4 1495000.00000000 PA USD 1550279.64000000 0.025941173912 Long DBT CORP CA N 2 2032-11-15 Fixed 8.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RM79 32395178.91000000 PA USD 3229219.46000000 0.054035247224 Long ABS-MBS USGA US N 2 2050-05-20 Floating 2.33000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 1005.00000000 NC 2867940.44000000 0.047989885054 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 87049863.49000000 GBP 2867940.44000000 N N N HighTower Holdings LLC 254900MKOSB7RTMA9K12 43117LAP8 1377913.37000000 PA USD 1376618.13000000 0.023035257253 Long LON CORP US N 2 2032-02-03 Floating 6.41000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A 76089TAA8 12736829.98000000 PA USD 12725768.04000000 0.212943106123 Long ABS-O CORP US N 2 2034-07-25 Fixed 5.66000000 N N N N N N STARFRUIT US HOLDCO LLC N/A 000000000 1127798.34000000 PA USD 1127798.34000000 0.018871700383 Long LON CORP US N 2 2028-04-03 Floating 6.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381AFR2 19719744.01000000 PA USD 2421466.25000000 0.040518933162 Long ABS-MBS USGA US N 2 2048-10-20 Floating 2.43000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AC8 5063000.00000000 PA USD 5101631.15000000 0.085366728354 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Resonetics LLC 5493007F3QX6Z23QGO95 76118EAL2 2774103.30000000 PA USD 2777071.59000000 0.046469356383 Long LON CORP US N 2 2031-06-18 Floating 6.42000000 N N N N N N RED SPV LLC N/A 000000000 4759491.26000000 PA USD 4757492.27000000 0.079608175958 Long LON CORP US N 2 2032-03-15 Floating 5.83000000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 589499.96000000 PA USD 558551.21000000 0.009346361587 Long LON CORP US N 2 2030-11-06 Floating 6.62000000 N N N N N N RESTORATION HARDWARE INC. 549300H9H1H3OC7C3H47 000000000 967418.49000000 PA USD 950082.35000000 0.015897939208 Long LON CORP US N 2 2028-10-20 Floating 6.97000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 1149000.00000000 PA USD 1173988.08000000 0.019644603572 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAF0 5343000.00000000 PA USD 5403254.25000000 0.090413854751 Long DBT CORP US N 2 2036-05-01 Fixed 6.00000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 1314000.00000000 PA USD 1278748.86000000 0.021397588997 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 1387000.00000000 PA USD 1420811.03000000 0.023774746875 Long DBT CORP US N 2 2032-09-01 Fixed 6.63000000 N N N N N N PING IDENTITY CORP 254900DJEBSADAC6R313 000000000 1707811.97000000 PA USD 1685405.48000000 0.028202264638 Long LON CORP US N 2 2032-11-15 Floating 6.38000000 N N N N N N SOUTHCROSS ENERGY PARTNERS LLC 549300WNMFRZ945UFD66 000000000 272263.00000000 NS USD 0.27000000 0.000000004517 Long EC CORP US N 3 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 2610000.00000000 PA USD 2597998.00000000 0.043472878185 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAC6 2923000.00000000 PA USD 3017423.54000000 0.050491219003 Long DBT CORP US N 2 2029-07-01 Fixed 7.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN5P1 17646751.50000000 PA USD 1667565.08000000 0.027903737258 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 2.32000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 1751000.00000000 PA USD 1033861.09000000 0.017299827492 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1340000.00000000 PA USD 987354.41000000 0.016521620875 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110SAB8 1392219.06000000 PA USD 1356021.36000000 0.022690606921 Long LON CORP US N 2 2033-04-09 Floating 7.62000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAG7 3152000.00000000 PA USD 3195881.60000000 0.053477397400 Long DBT CORP US N 2 2034-06-01 Fixed 6.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 1743000.00000000 PA USD 1762946.60000000 0.029499777440 Long DBT CORP US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 05684JAA8 11450000.00000000 PA USD 9065835.20000000 0.151700636144 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 10.43000000 N N N N N N LAVENDER DUTCH BORROWERCO BV N/A 000000000 5571919.84000000 PA USD 5537095.34000000 0.092653447469 Long LON CORP NL N 2 2032-12-30 Floating 6.95000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -518023000.00000000 NC USD -881623.34000000 -0.01475239937 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY CAPITAL SERVICES N/A MORGAN STANLEY CAPITAL SERVICES N/A N/A 518023000.00000000 OU Notional Amount N/A -881623.34000000 -0.01000000 DIR US N/A N/A 2031-08-10 0.00000000 N/A 0.00000000 N/A 518023000.00000000 USD 1.00000000 4.25000000 USD 2026-08-06 XXXX -84733.02000000 N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337JAC1 5408323.00000000 PA USD 5982682.65000000 0.100109559001 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000000 N N Y N N N DP WORLD PLC 549300M3U2DNF4QVSS04 000000000 6091000.00000000 PA USD 5662604.54000000 0.094753620819 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.63000000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 45569KAA1 499000.00000000 PA USD 497817.63000000 0.008330093090 Long DBT CORP US N 2 2026-07-15 Fixed 2.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAM0 2054000.00000000 PA USD 2050493.58000000 0.034311364991 Long DBT CORP CA N 2 2031-08-06 Fixed 4.70000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 6635000.00000000 PA USD 6624768.23000000 0.110853719776 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N MITCHELL INTERNATIONAL INC 5493002RDNIGEM7SSV41 60662WBC5 3888903.83000000 PA USD 3835431.40000000 0.064179126405 Long LON CORP US N 2 2031-06-17 Floating 6.62000000 N N N N N N ITASCA PARK LLC N/A 000000000 15.50000000 OU % Ownership USD 15355850.00000000 0.256952852345 Long EC CORP US Y 3 N N N CHAMBERLAIN GROUP INC 25490092IFNOZBRVE539 15963CAE6 2556660.64000000 PA USD 2557887.84000000 0.042801705960 Long LON CORP US N 2 2032-09-08 Floating 6.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LFC9 50826616.12000000 PA USD 6059589.84000000 0.101396464111 Long ABS-MBS USGA US N 2 2052-11-20 Floating 3.17000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 975000.00000000 PA USD 913499.02000000 0.015285782213 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JX90 46708784.29000000 PA USD 4932928.72000000 0.082543793083 Long ABS-MBS USGA US N 2 2049-04-20 Floating 2.33000000 N N N N N N BRAVO Residential Funding Trust 254900JHHISSQZL4TO83 10570DAE0 29251316.80000000 PA USD 29198945.24000000 0.488592442939 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.40000000 N N N N N N AVAYA HOLDINGS CORP 549300NZS2OZN6Q63A60 000000000 1276268.47000000 PA USD 1098394.93000000 0.018379686586 Long LON CORP US N 2 2028-08-01 Floating 11.12000000 N N N N N N Bombardier Recreational Products Inc 549300DZZJW11IMTMJ24 000000000 1893890.12000000 PA USD 1896503.69000000 0.031734617922 Long LON CORP CA N 2 2029-12-13 Floating 5.87000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAL1 6300000.00000000 PA USD 5598391.02000000 0.093679121711 Long DBT CORP ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 778000.00000000 PA USD 788749.04000000 0.013198313060 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 3811000.00000000 PA USD 3543621.00000000 0.059296198099 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 2831000.00000000 PA USD 2619437.02000000 0.043831622074 Long DBT CORP CA N 2 2028-06-01 Fixed 4.88000000 N N N N N N Grifols Worldwide Operations USA, Inc. 6354007LIXWZ5WPPT308 000000000 8033081.81000000 PA USD 8070033.99000000 0.135037673086 Long LON CORP US N 2 2033-04-14 Floating 6.19000000 N N N N N N SUNRISE FINANCING PARTNERSHIP 213800DXWIS9KORQ3X94 000000000 5029049.23000000 PA USD 5015973.70000000 0.083933403198 Long LON CORP US N 2 2032-02-15 Floating 6.10000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 13826000.00000000 PA USD 14377777.77000000 0.240586552251 Long DBT NUSS GT N 2 2036-08-15 Fixed 6.25000000 N N N N N N FRONTERA GENERATION HOLDINGS LLC 549300GLB8UW9UT6MD14 000000000 1125277.00000000 PA USD 1105584.65000000 0.018499993769 Long LON CORP US N 3 2028-07-28 Floating 5.46000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 2108000.00000000 PA USD 2154352.61000000 0.036049261232 Long DBT CORP US N 2 2031-09-01 Fixed 7.38000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAA9 1102000.00000000 PA USD 1100495.70000000 0.018414839237 Long DBT US N 2 2026-07-01 Fixed 3.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AC6 344000.00000000 PA USD 338246.12000000 0.005659947533 Long DBT CORP US N 2 2033-09-01 Fixed 6.13000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 4564000.00000000 PA USD 4498069.72000000 0.075267200747 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N N MI Windows and Doors LLC 2549001JQBGDT0WEQ156 55336CAK8 735392.94000000 PA USD 719309.90000000 0.012036372491 Long LON CORP US N 2 2031-03-28 Floating 6.37000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 2101000.00000000 PA USD 2107377.32000000 0.035263213260 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 449934AD0 823000.00000000 PA USD 822458.97000000 0.013762388814 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 635096.57000000 PA USD 636569.99000000 0.010651867180 Long LON CORP US N 2 2028-09-22 Floating 5.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0L83 23196122.20000000 PA USD 23160370.48000000 0.387547628833 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 1641000.00000000 PA USD 1641501.91000000 0.027467616439 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 4386000.00000000 PA USD 4485930.34000000 0.075064069803 Long DBT CORP US N 2 2033-06-15 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCVE7 28631441.79000000 PA USD 3515457.18000000 0.058824926637 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 3750000.00000000 PA USD 3447390.50000000 0.057685951746 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAC2 2797000.00000000 PA USD 2818214.56000000 0.047157810848 Long DBT CORP US N 2 2032-09-15 Fixed 7.50000000 N N N N N N COLUMBIA SHORT TERM CASH FUND 549300VVFD6ONXJAKQ35 19766H239 360845779.66000000 NS USD 360701441.35000000 6.035697418255 Long STIV RF US N 1 N N N PROAMPAC PG BORROWER LLC 549300ZI6LTXYFEY1578 000000000 2195938.87000000 PA USD 2147913.69000000 0.035941517352 Long LON CORP US N 2 2033-03-07 Floating 7.66000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873BAA4 197869.93000000 PA USD 197940.71000000 0.003312185911 Long ABS-O CORP US N 2 2051-03-27 Variable 6.24000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 2523000.00000000 PA USD 2555090.01000000 0.042754889248 Long DBT CORP BM N 2 2033-02-15 Fixed 6.13000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BE3 21384000.00000000 PA USD 21409910.38000000 0.358256790774 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69545AAC8 5142354.80000000 PA USD 5158499.74000000 0.086318323115 Long ABS-O CORP US N 2 2031-12-15 Fixed 7.10000000 N N N N N N Barclays Mortgage Loan Trust N/A 06745VAA6 7998798.70000000 PA USD 8033464.69000000 0.134425750858 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.64000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 P8T60NRT0 3127500.00000000 PA 5928919.50000000 0.099209928258 Long DBT NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N SNACKING INVESTMENTS BIDCO PTY LTD 254900AD4L6DCZFKHI06 000000000 1158843.98000000 PA USD 1159087.34000000 0.019395266177 Long LON CORP AU N 2 2032-10-29 Floating 6.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BWU3 16950105.05000000 PA USD 1860479.13000000 0.031131810950 Long ABS-MBS USGA US N 2 2049-12-20 Floating 2.33000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AC8 1750000.00000000 PA USD 1751258.91000000 0.029304204724 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSBH4 30886213.20000000 PA USD 31451254.85000000 0.526280840432 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 3394000.00000000 PA USD 3458907.93000000 0.057878675463 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N ALKERMES INC 549300YHRMYLL071E243 000000000 453492.86000000 PA USD 456989.29000000 0.007646903398 Long LON CORP US N 2 2031-08-12 Floating 6.42000000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAY9 1738541.88000000 PA USD 1740141.34000000 0.029118171953 Long LON CORP US N 2 2031-09-29 Floating 6.66000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -9300957.87000000 OU Notional Amount USD -843833.93000000 -0.01412006077 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.10.BBB- 137BEMAI9 Y sell protection 2059-11-17 0.00000000 USD -1823728.53000000 USD -9300957.87000000 USD -843833.93000000 N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 1669000.00000000 PA USD 1656636.79000000 0.027720871751 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 6538000.00000000 PA USD 6655852.23000000 0.111373855259 Long DBT CORP US N 2 2032-01-15 Fixed 6.63000000 N N N N N N BARRACUDA NETWORKS INC 549300CXGRZWNMPU8080 000000000 781187.98000000 PA USD 527301.89000000 0.008823459768 Long LON CORP US N 2 2029-08-15 Floating 8.16000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 000000000 10159578.21000000 PA USD 10184062.79000000 0.170412187040 Long LON CORP US N 2 2032-08-19 Floating 6.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU2D1 40797224.54000000 PA USD 41158573.72000000 0.688715565458 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.91000000 N N N N N N UNLOCK HEA TRUST N/A 91528JAA8 11030519.85000000 PA USD 11013915.61000000 0.184298298790 Long ABS-MBS CORP US N 2 2038-10-25 Fixed 7.00000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 000000000 1926281.06000000 PA USD 1813227.62000000 0.030341140927 Long LON CORP US N 2 2031-02-07 Floating 6.62000000 N N N N N N WhiteWater DBR HoldCo LLC 21380025GXMNBTSJP816 96616PAD0 1430896.14000000 PA USD 1435961.51000000 0.024028263225 Long LON CORP US N 2 2031-03-03 Floating 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 1415000.00000000 PA USD 1405556.41000000 0.023519487926 Long DBT CORP US N 2 2034-05-15 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PDP2 39820241.71000000 PA USD 5010899.58000000 0.083848496820 Long ABS-MBS USGA US N 2 2054-05-20 Floating 3.62000000 N N N N N N Adeia Inc N/A 98422BAD1 2009949.15000000 PA USD 2011617.41000000 0.033660841394 Long LON CORP US N 2 2028-06-08 Floating 6.12000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 3945000.00000000 PA USD 4081671.96000000 0.068299524445 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AE7 455000.00000000 PA USD 446383.49000000 0.007469434189 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N FREDDIE MAC FHLMC_318 N/A 31325UVQ6 3280465.88000000 PA USD 302175.52000000 0.005056370163 Long ABS-CBDO USGA US N 2 2043-11-15 Floating 2.19000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 3650000.00000000 PA USD 3957955.84000000 0.066229355102 Long DBT NUSS AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 9982000.00000000 PA USD 8996632.34000000 0.150542649301 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ENGINEERED MACHINERY HOLDINGS INC 5493008AR0NPSLW8EW07 000000000 544085.40000000 PA USD 546947.29000000 0.009152190614 Long LON CORP US N 2 2032-11-26 Floating 6.95000000 N N N N N N HILCORP ENERGY I LP 549300ITPIHLG0LHEC09 431319AH5 703433.83000000 PA USD 703433.83000000 0.011770714682 Long LON CORP US N 2 2030-02-11 Floating 5.35000000 N N N N N N Onslow Bay Financial LLC 2549001QDCO9VU0HH514 67118KAA1 6528949.71000000 PA USD 6561757.68000000 0.109799350233 Long ABS-MBS CORP US N 2 2063-12-25 Variable 6.13000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 423000.00000000 PA USD 425913.83000000 0.007126910817 Long DBT CORP US N 2 2030-04-14 Fixed 7.13000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAE5 2969000.00000000 PA USD 3041984.28000000 0.050902199327 Long DBT CORP XX N 2 2032-09-15 Fixed 6.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AJ2 696000.00000000 PA USD 469201.33000000 0.007851250179 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 1293000.00000000 PA USD 1290468.40000000 0.021593694666 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N UPSTREAM NEWCO INC 549300Q4K2W4R1EBTH48 91678HAJ1 1089175.16000000 PA USD 1028453.64000000 0.017209343429 Long LON CORP US N 2 2030-05-20 Floating 8.19000000 N N N N N N Olympus Water US Holding Corporation 549300YU2GGVCBN3MY89 68163YAJ4 3037677.73000000 PA USD 3027562.26000000 0.050660872459 Long LON CORP US N 2 2031-06-20 Floating 6.70000000 N N N N N N HILLENBRAND U246OE781574J2BUD366 000000000 3437746.65000000 PA USD 3414541.86000000 0.057136288149 Long LON CORP US N 2 2033-02-10 Floating 7.12000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 6892000.00000000 PA USD 6785892.22000000 0.113549843326 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 1111000.00000000 PA USD 1159393.44000000 0.019400388216 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 516806AK2 756000.00000000 PA USD 779327.54000000 0.013040661006 Long DBT CORP US N 2 2032-04-15 Fixed 7.88000000 N N N N N N XPLOR T1 LLC 254900GF3CVSREM2EJ05 000000000 3089288.74000000 PA USD 2957993.97000000 0.049496770795 Long LON CORP US N 2 2032-12-01 Floating 7.17000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 909000.00000000 PA USD 904732.06000000 0.015139082722 Long DBT CORP US N 2 2034-07-31 Fixed 6.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCV3 1500000.00000000 PA USD 1464234.72000000 0.024501365134 Long DBT CORP US N 2 2036-02-01 Fixed 7.38000000 N N N N N N USALCO LLC 5493006WBYB0CYPCSG20 91732NAN3 2891429.14000000 PA USD 2900248.00000000 0.048530494639 Long LON CORP US N 2 2031-09-30 Floating 7.12000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 1848000.00000000 PA USD 1850451.45000000 0.030964015551 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N American Axle and Manufacturing Inc RY5TAKFOBLDUGX31MS24 02406MAU1 791506.93000000 PA USD 792496.31000000 0.013261016962 Long LON CORP US N 2 2029-12-13 Floating 6.64000000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAN4 3856634.46000000 PA USD 3802101.65000000 0.063621412287 Long LON CORP US N 2 2028-12-11 Floating 6.62000000 N N N N N N Lealand Finance Company BV N/A 000000000 133898.25000000 PA USD 118767.75000000 0.001987367168 Long LON CORP NL N 2 2027-12-31 Floating 4.73000000 N N N N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 29276MAP2 2384427.22000000 PA USD 2397088.53000000 0.040111015353 Long LON CORP US N 2 2030-09-20 Floating 6.87000000 N N N N N N GS Mortgage-Backed Securities Trust 254900W4Z6DJOVCWAH28 362960AE6 17377000.00000000 PA USD 16875756.96000000 0.282385793451 Long ABS-O CORP US N 2 2067-11-25 Variable 6.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VL81 1541267.29000000 PA USD 15.41000000 0.000000257858 Long ABS-MBS USGSE US N 2 2034-08-25 Variable 0.00000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123CM0 10705000.00000000 PA USD 8426528.50000000 0.141002974986 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 5371000.00000000 PA USD 5323117.33000000 0.089072905851 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98379YAA0 2781000.00000000 PA USD 2937793.22000000 0.049158747153 Long DBT CORP US N 2 2034-04-15 Fixed 7.75000000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 9950000.00000000 PA USD 10254012.30000000 0.171582667743 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.86000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 21288000.00000000 PA USD 17822082.38000000 0.298220867114 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N Plano HoldCo Inc 254900C53JLEP3CCOQ10 72712EAB3 2944949.18000000 PA USD 2355959.34000000 0.039422791471 Long LON CORP US N 2 2031-10-02 Floating 7.20000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 2041000.00000000 PA USD 2132215.42000000 0.035678834710 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VJ74 51779410.08000000 PA USD 4966334.09000000 0.083102772567 Long ABS-MBS USGA US N 2 2050-05-20 Floating 2.33000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 000000000 798462.05000000 PA USD 799835.40000000 0.013383823587 Long LON CORP US N 2 2033-05-27 None 0.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 3191000.00000000 PA USD 3232441.07000000 0.054089155141 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAP5 7251282.46000000 PA USD 7236779.90000000 0.121094647128 Long LON CORP US N 2 2030-10-13 Floating 5.65000000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 1771000.00000000 PA USD 1863134.38000000 0.031176241839 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -900.00000000 NC -2269469.36000000 -0.03797553540 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM6 Comdty 2026-06-08 -111887583.30000000 EUR -2269469.36000000 N N N GFL ENVIRONMENTAL SERVICES INC 254900ZM5MY0A8BPJI72 000000000 2238750.00000000 PA USD 2239309.69000000 0.037470866941 Long LON CORP CA N 2 2032-03-03 Floating 6.17000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 3004000.00000000 PA USD 2988082.30000000 0.050000245510 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 757000.00000000 PA USD 424271.76000000 0.007099433694 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N INVENERGY THERMAL OPERATING I LLC 549300JF5R5BXJAMZL67 000000000 831737.15000000 PA USD 834506.83000000 0.013963988334 Long LON CORP US N 2 2032-05-17 Floating 6.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 2647000.00000000 PA USD 2686798.80000000 0.044958801716 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAA1 4850000.00000000 PA USD 4846966.81000000 0.081105373330 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.14000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAD4 1428000.00000000 PA USD 1316960.11000000 0.022036986340 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 2489000.00000000 PA USD 2418397.21000000 0.040467578233 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AH0 2439000.00000000 PA USD 2422771.41000000 0.040540772694 Long DBT CORP US N 2 2031-03-01 Fixed 4.80000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 6106000.00000000 PA USD 5526893.63000000 0.092482739987 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 1315000.00000000 PA USD 674949.46000000 0.011294079385 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 29103CAA6 4192000.00000000 PA USD 4288574.22000000 0.071761665966 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N BCP VI SUMMIT HOLDINGS LP 254900LK60A9DK5W5N81 000000000 2324784.20000000 PA USD 2329387.27000000 0.038978155116 Long LON CORP US N 2 2032-01-30 Floating 6.65000000 N N N N N N Oak Hill Credit Partners 549300EX32IF3NZCVL73 676921AJ8 7400000.00000000 PA USD 7400000.00000000 0.123825845352 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 1229000.00000000 PA USD 1172473.60000000 0.019619261442 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 7092000.00000000 PA USD 6720237.15000000 0.112451222441 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 5725000.00000000 PA USD 5972208.92000000 0.099934299748 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 10500000.00000000 PA USD 9116513.00000000 0.152548639039 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7YV1 30143244.45000000 PA USD 4270878.75000000 0.071465563732 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 3776000.00000000 PA USD 4059881.85000000 0.067934905690 Long DBT CORP US N 2 2033-03-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNK1 52115456.19000000 PA USD 4982242.82000000 0.083368976883 Long ABS-MBS USGA US N 2 2048-09-20 Floating 2.48000000 N N N N N N TRANSMONTAIGNE PARTNERS N/A 89377AAA3 5178000.00000000 PA USD 5336410.86000000 0.089295349444 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 6241000.00000000 PA USD 6165209.24000000 0.103163817016 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 2579000.00000000 PA USD 2476911.87000000 0.041446717049 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N MRP BUYER LLC 254900P4JAIDEHZ3O147 55351DAC4 519724.55000000 PA USD 521023.86000000 0.008718408096 Long LON CORP US N 2 2032-06-04 Floating 6.95000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 2719000.00000000 PA USD 2708121.34000000 0.045315596519 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 382.85000000 NS USD 9092.64000000 0.000152149166 Long EC CORP BM N 3 N N N Sovos Compliance LLC 549300M9XYG5WP2QHH07 84611YAF7 3107079.33000000 PA USD 2981025.12000000 0.049882156148 Long LON CORP US N 2 2029-08-13 Floating 6.87000000 N N N N N N AL GCX FUND VIII HOLDINGS LLC 254900KQJGH397AKYT16 000000000 144567.56000000 PA USD 144531.42000000 0.002418476386 Long LON CORP US N 2 2032-01-30 Floating 5.64000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 2526000.00000000 PA USD 2523570.00000000 0.042227457913 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N BOYNE USA INC N/A 103557AC8 722000.00000000 PA USD 711857.85000000 0.011911675682 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 1071000.00000000 PA USD 1099403.04000000 0.018396555515 Long DBT CORP US N 2 2030-12-15 Fixed 6.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAW2 7438000.00000000 PA USD 7404631.00000000 0.123903336905 Long DBT CORP US N 2 2032-04-16 Fixed 4.81000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 58004YAA7 23561381.05000000 PA USD 23568164.37000000 0.394371334665 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.33000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 579000.00000000 PA USD 623974.52000000 0.010441104380 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 1765000.00000000 PA USD 1948336.84000000 0.032601953546 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N Emerald X, Inc. 549300YQCBSQUCZ74696 29088UAH0 1529948.94000000 PA USD 1529948.94000000 0.025600975789 Long LON CORP US N 2 2032-01-30 Floating 6.90000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 000000000 5991983.53000000 PA USD 5999473.51000000 0.100390524195 Long LON CORP US N 2 2033-02-03 Floating 7.20000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 5930000.00000000 PA USD 5733784.42000000 0.095944689577 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 3427000.00000000 PA USD 3432692.32000000 0.057440003832 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BX3L6 103913099.41000000 PA USD 7050659.66000000 0.117980255769 Long ABS-MBS USGSE US N 2 2055-12-25 Floating 1.94000000 N N N N N N ACCESS CIG LLC 5493002EU9Z6IQMPAN35 000000000 3307613.56000000 PA USD 2978936.00000000 0.049847198439 Long LON CORP US N 2 2030-08-19 Floating 7.70000000 N N N N N N FANNIE MAE FNMA_16-42 N/A 3136AS2T2 16022604.84000000 PA USD 1741862.24000000 0.029146968156 Long ABS-CBDO USGA US N 2 2046-07-25 Floating 2.27000000 N N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAA9 1379000.00000000 PA USD 1362311.29000000 0.022795857718 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 879000.00000000 PA USD 903918.63000000 0.015125471417 Long DBT CORP US N 2 2030-01-30 Fixed 6.88000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 98262P200 6584.00000000 NS USD 109426.08000000 0.001831050926 Long EC CORP US N 1 N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 710000.00000000 PA USD 755212.19000000 0.012637133492 Long DBT CORP US N 2 2033-11-01 Fixed 8.38000000 N N N N N N GIP PILOT ACQUISITION PARTNERS LP 254900NQOAOPPA12X060 31773HAF9 2456304.90000000 PA USD 2453234.52000000 0.041050518687 Long LON CORP US N 2 2033-05-19 Floating 5.64000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0WV7 14608000.00000000 PA USD 12721892.46000000 0.212878255181 Long ABS-MBS USGSE US N 2 2033-06-24 Variable 0.17000000 N N N N N N DRAKE SOFTWARE LLC 25490030X7DBAF7KCR65 23344UAF7 1906469.34000000 PA USD 1821631.45000000 0.030481764083 Long LON CORP US N 2 2031-06-26 Floating 7.95000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69549EAA0 11665011.23000000 PA USD 11650607.27000000 0.194952201902 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.84000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 1842769.01000000 PA USD 1842769.01000000 0.030835463574 Long LON CORP US N 2 2029-11-21 Floating 5.95000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 8311000.00000000 PA USD 8814847.07000000 0.147500795959 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.25000000 N N N N N N VCAT Asset Securitization, LLC N/A 91825GAA4 11360750.85000000 PA USD 11364316.99000000 0.190161642992 Long ABS-O CORP US N 2 2056-01-25 Variable 5.10000000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 6553000.00000000 PA USD 5986161.73000000 0.100167775220 Long DBT CORP US N 2 2031-09-01 Fixed 3.38000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 14971000.00000000 PA USD 14343981.96000000 0.240021039448 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAE8 1003049.60000000 PA USD 978028.44000000 0.016365567346 Long DBT CORP FR N 2 2032-07-15 Fixed 6.88000000 N N N N N N Fugue Finance BV 254900Y4DWBRGAFENC88 000000000 753153.49000000 PA USD 750065.56000000 0.012551013788 Long LON CORP US N 2 2032-01-09 Floating 5.92000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAM4 714000.00000000 PA USD 636422.37000000 0.010649397022 Long DBT CORP US N 2 2030-07-15 Fixed 11.13000000 N N N N N N White Cap Buyer LLC 254900L2N0T6GULCL366 96350TAH3 3793260.56000000 PA USD 3764204.18000000 0.062987265495 Long LON CORP US N 2 2029-10-19 Floating 6.87000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 4365000.00000000 PA USD 4451750.28000000 0.074492127259 Long DBT CORP US N 2 2029-03-01 Fixed 6.38000000 N N N N N N LC AHAB US BIDCO LLC 254900949U9K2Q5C5A85 000000000 2470296.53000000 PA USD 2455894.70000000 0.041095032070 Long LON CORP US N 2 2031-05-01 Floating 6.12000000 N N N N N N Lendbuzz Securitization Trust N/A 52611JAB6 8885267.16000000 PA USD 8901026.07000000 0.148942848327 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.18000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 855000.00000000 PA USD 899513.29000000 0.015051755883 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 645000.00000000 PA USD 668362.44000000 0.011183857315 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N PEX HOLDINGS LLC 2138006XMWHEBFQ55Z05 000000000 3419445.87000000 PA USD 3423720.18000000 0.057289871018 Long LON CORP US N 2 2031-11-26 Floating 6.45000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAD8 1508000.00000000 PA USD 1520751.30000000 0.025447069634 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030666 32000000.00000000 PA USD 28443378.56000000 0.475949377686 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LSG6 57470526.32000000 PA USD 6526985.14000000 0.109217493589 Long ABS-MBS USGA US N 2 2049-12-20 Floating 2.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNDC4 48871005.16000000 PA USD 43198122.90000000 0.722843795370 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VQT8 61908666.49000000 PA USD 5240568.62000000 0.087691599932 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.12000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 3427000.00000000 PA USD 3340906.85000000 0.055904137154 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 1548000.00000000 PA USD 1588815.16000000 0.026585997337 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 15700000.00000000 PA USD 16706894.38000000 0.279560178354 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 6.66000000 N N N N N N DAYFORCE INC 549300T64GVCHFJ8L449 000000000 6043777.89000000 PA USD 5747753.65000000 0.096178439809 Long LON CORP US N 2 2033-02-04 Floating 6.66000000 N N N N N N US FERTILITY ENTERPRISES LLC 254900DAI0GZFFDITB24 90356EAH3 192730.34000000 PA USD 193643.88000000 0.003240286099 Long LON CORP US N 2 2032-12-30 Floating 1.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 817000.00000000 PA USD 827314.11000000 0.013843630951 Long DBT CORP US N 2 2031-11-15 Fixed 7.13000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBC3 1692000.00000000 PA USD 1698816.12000000 0.028426667859 Long DBT CORP US N 2 2032-10-15 Fixed 6.38000000 N N N N N N SAZERAC COMPANY INC 9QU0CG1O4LSOB6IFK895 80583EAP1 5667782.06000000 PA USD 5659507.10000000 0.094701790667 Long LON CORP US N 2 2032-07-09 Floating 5.14000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 2333000.00000000 PA USD 2355137.41000000 0.039409037934 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKPN8 11795549.99000000 PA USD 11953980.74000000 0.200028617629 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 7.56000000 N N N N N N PELICAN PIPELINE LLC N/A 000000000 814247.37000000 PA USD 817300.80000000 0.013676076009 Long LON CORP US N 2 2033-03-25 Floating 6.47000000 N N N N N N PG Investment Company 59 Sa rl 254900XMCCB3IEZ2A005 91728NAD1 3439143.95000000 PA USD 3450183.60000000 0.057732689309 Long LON CORP LU N 2 2031-03-26 Floating 5.95000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HCC9 6000000.00000000 PA USD 5925057.65000000 0.099145307064 Long DBT CORP US N 2 2031-05-15 Fixed 5.95000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 4353000.00000000 PA USD 4506695.47000000 0.075411537340 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5155.00000000 NC USD -3183764.08000000 -0.05327463224 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes Futures FVU6 Index 2026-09-30 -549488621.31000000 USD -3183764.08000000 N N N UNITI GRP/UNITI HLD/CSL N/A 91327AAB8 756000.00000000 PA USD 734694.70000000 0.012293809770 Long DBT US N 2 2030-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XTQ8 37711149.80000000 PA USD 7184275.73000000 0.120216083177 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 3094000.00000000 PA USD 3242714.96000000 0.054261070426 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N DISH DBS CORP N/A 25470XBB0 1808000.00000000 PA USD 1755363.91000000 0.029372894602 Long DBT CORP US N 2 2028-07-01 Fixed 7.38000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544MAD1 11015730.12000000 PA USD 10998481.69000000 0.184040039575 Long ABS-O CORP US N 2 2032-06-15 Fixed 6.43000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97382BAB5 1879000.00000000 PA USD 1978338.05000000 0.033103970464 Long DBT CORP US N 2 2033-10-15 Fixed 7.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAA3 3888000.00000000 PA USD 4166931.25000000 0.069726187102 Long DBT CORP US N 2 2031-01-15 Fixed 8.38000000 N N N N N N CORNERSTONE GENERATION LLC 254900JBGAU2N55LVN75 000000000 3311465.04000000 PA USD 3314213.56000000 0.055457472398 Long LON CORP US N 2 2032-08-11 Floating 5.91000000 N N N N N N Bain Capital Credit CLO, Limited 2549004H0JOYEPRCTE90 05682FAA8 8600000.00000000 PA USD 7061933.00000000 0.118168895074 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 10.43000000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAD0 1876000.00000000 PA USD 1893974.51000000 0.031692296591 Long DBT CORP US N 2 2033-09-15 Fixed 10.00000000 N N N N N N SANMINA CORP X5K24XLM8QYRXF00EB42 000000000 1416541.62000000 PA USD 1418312.30000000 0.023732935070 Long LON CORP US N 2 2032-10-27 Floating 5.65000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 3281000.00000000 PA USD 3231633.42000000 0.054075640554 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 4907413.46000000 PA USD 4905254.20000000 0.082080709187 Long LON CORP US N 2 2031-06-24 Floating 5.37000000 N N N N N N Southern Veterinary Partners, LLC 549300DT78GYJYRK0R74 84410HAQ3 3547250.00000000 PA USD 3548597.96000000 0.059379478677 Long LON CORP US N 2 2031-12-04 Floating 6.15000000 N N N N N N LEEWARD RENEWABL 254900EVJU1A57NUX379 524590AA4 1411000.00000000 PA USD 1347756.63000000 0.022552311356 Long DBT CORP US N 2 2029-07-01 Fixed 4.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 875000.00000000 PA USD 865811.08000000 0.014487809310 Long DBT CORP US N 2 2040-01-17 Fixed 6.65000000 N N N N N N JUNE PURCHASER LLC N/A 000000000 179947.34000000 PA USD 180429.60000000 0.003019168614 Long LON CORP US N 2 2031-11-28 Floating 2.75000000 N N N N N N LACKAWANNA ENERGY CENTER LLC 549300IW2LJBNY42EC59 000000000 1366047.83000000 PA USD 1369462.95000000 0.022915528035 Long LON CORP US N 2 2032-08-05 Floating 6.39000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 997000.00000000 PA USD 922621.97000000 0.015438438564 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAC6 2367000.00000000 PA USD 2204806.81000000 0.036893522579 Long DBT CORP US N 2 2028-05-01 Fixed 4.63000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 2209000.00000000 PA USD 2199816.12000000 0.036810012253 Long DBT CORP US N 2 2034-03-01 Fixed 5.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 4496192.90000000 PA USD 4372250.75000000 0.073161843947 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434M2C5 7000000.00000000 PA USD 6393049.33000000 0.106976315901 Long DBT CORP IN N 2 2031-02-10 Fixed 2.80000000 N N N N N N APLD COMPUTECO 2 LLC N/A 03772CAA1 9097000.00000000 PA USD 9167637.13000000 0.153404110474 Long DBT CORP US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Project Boost Purchaser LLC 254900SVSL94NTLSDY26 74339NAG1 3440679.52000000 PA USD 3398049.50000000 0.056860317822 Long LON CORP US N 2 2031-07-16 Floating 6.45000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 696000.00000000 PA USD 725951.59000000 0.012147509367 Long DBT CORP US N 2 2031-02-15 Fixed 7.38000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 3807000.00000000 PA USD 3749617.05000000 0.062743175806 Long DBT CORP US N 2 2034-03-15 Fixed 6.88000000 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 000000000 227564.36000000 PA USD 228417.73000000 0.003822164663 Long LON CORP US N 2 2030-08-06 Floating 2.75000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 1644000.00000000 PA USD 1629191.13000000 0.027261617420 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 70455DAG9 3379304.52000000 PA USD 3384373.48000000 0.056631473939 Long LON CORP US N 2 2031-07-18 Floating 5.62000000 N N N N N N ACHV ABS TRUST N/A 00092KAB0 2073815.58000000 PA USD 2086365.59000000 0.034911619310 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.45000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 231400000.00000000 PA 12107283.35000000 0.202593864288 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 3320000.00000000 PA USD 3148599.84000000 0.052686221198 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 1847000.00000000 PA USD 1904059.90000000 0.031861057664 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N USI INC 2549006D7UF7072T7I27 000000000 1312221.84000000 PA USD 1311670.71000000 0.021948477633 Long LON CORP US N 2 2030-09-29 Floating 5.95000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 2781000.00000000 PA USD 2801596.78000000 0.046879741840 Long DBT CORP KY N 2 2027-02-15 Fixed 8.00000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 4339000.00000000 PA USD 4579636.09000000 0.076632068952 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAP4 1584000.00000000 PA USD 1614872.36000000 0.027022018258 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 2730000.00000000 PA USD 2656145.94000000 0.044445880594 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N PRKCM TRUST PRKCM_22-AFC1 N/A 69377CAE3 11651267.50000000 PA USD 11014595.64000000 0.184309677883 Long ABS-CBDO CORP US N 2 2057-04-25 Floating 4.10000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AL9 1540000.00000000 PA USD 1582657.13000000 0.026482953652 Long DBT US N 2 2033-06-15 Fixed 6.50000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 10788000.00000000 PA USD 10830746.72000000 0.181233293027 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N VS Buyer LLC 254900G5QLDMHSCYJK25 91834WAG5 2514370.17000000 PA USD 2432653.14000000 0.040706125879 Long LON CORP US N 2 2031-04-12 Floating 5.91000000 N N N N N N EVERFORTH INC LZBNYYCBUKY537072438 00191UAA0 4401000.00000000 PA USD 4072345.15000000 0.068143456860 Long DBT CORP US N 2 2028-05-15 Fixed 4.63000000 N N N N N N FinCo I LLC 5493001RSEZ0X6VJMC68 31774BAH7 922387.77000000 PA USD 920579.89000000 0.015404267985 Long LON CORP US N 2 2029-06-27 Floating 5.37000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 1981000.00000000 PA USD 1995768.93000000 0.033395645254 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 1285000.00000000 PA USD 1287933.66000000 0.021551280298 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172442AW5 3769616.79000000 PA USD 3773725.67000000 0.063146590704 Long LON CORP US N 2 2030-05-24 Floating 5.63000000 N N N N N N DECHRA PHARMACEUTICALS HOLDINGS LTD 254900O65L5G9CGTAS28 000000000 3713432.35000000 PA USD 3722047.51000000 0.062281848563 Long LON CORP GB N 2 2032-01-27 Floating 6.39000000 N N N N N N Apex Group Treasury LLC 254900N6HRPDDNW7HP03 000000000 2112029.57000000 PA USD 1966299.53000000 0.032902527232 Long LON CORP US N 2 2032-02-27 Floating 7.15000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 1805889.00000000 PA USD 1754079.79000000 0.029351407136 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RQK8 4745696.81000000 PA USD 480749.05000000 0.008044480745 Long ABS-MBS USGA US N 2 2049-02-20 Floating 2.33000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 144456000.00000000 NC USD 267893.65000000 0.004482724010 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 144456000.00000000 OU Notional Amount N/A 267893.65000000 0.00000000 DIR US N/A N/A 2056-11-02 0.00000000 N/A 0.00000000 N/A 144456000.00000000 USD 1.00000000 3.50000000 USD 2026-10-29 XXXX -3639641.15000000 N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 330000.00000000 PA USD 343332.06000000 0.005745051698 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 3976000.00000000 PA USD 4020714.04000000 0.067279502016 Long DBT CORP US N 2 2054-10-01 Fixed 6.05000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 1262000.00000000 PA USD 1327863.87000000 0.022219441380 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 569000.00000000 PA USD 535600.16000000 0.008962316565 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 3412000.00000000 PA USD 3463316.16000000 0.057952439356 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N DIRECTV FINANCING LLC N/A 254945AA6 1050000.00000000 PA USD 1078702.82000000 0.018050174131 Long DBT CORP US N 2 2030-02-01 Fixed 8.88000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CJ3 1869000.00000000 PA USD 1799953.82000000 0.030119027480 Long DBT NUSS ID N 2 2049-02-11 Fixed 5.35000000 N N N N N N Paradigm Parent LLC 254900EDT9YE5UFH3458 69902BAB5 1992493.73000000 PA USD 1673136.83000000 0.027996970589 Long LON CORP US N 2 2032-04-16 Floating 8.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCU5 5524000.00000000 PA USD 5397528.68000000 0.090318047515 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382RBL1 40837461.17000000 PA USD 4856011.09000000 0.081256713278 Long ABS-MBS USGA US N 2 2051-04-20 Floating 2.58000000 N N N N N N EDGEX Issuer Trust N/A 280579103 5500000.00000000 PA USD 3462790.76000000 0.057943647721 Long ABS-O CORP US N 2 2031-01-15 Variable 0.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FM6 12473000.00000000 PA USD 12326808.80000000 0.206267232454 Long DBT CORP GB N 2 2037-03-10 Fixed 5.28000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAT5 1019000.00000000 PA USD 1070530.52000000 0.017913425218 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N ALERA GROUP INC 2549003D76KZAKICNX26 01451PAE6 1723447.82000000 PA USD 1659680.25000000 0.027771798644 Long LON CORP US N 2 2032-05-30 Floating 6.37000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 1783000.00000000 PA USD 1762061.17000000 0.029484961343 Long DBT CORP US N 2 2029-12-01 Fixed 5.63000000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAF0 9266327.32000000 PA USD 9243532.15000000 0.154674078718 Long LON CORP US N 2 2032-12-31 Floating 5.45000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 4284000.00000000 PA USD 4309398.75000000 0.072110127456 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 1493000.00000000 PA USD 1575516.43000000 0.026363466731 Long DBT US N 2 2031-11-15 Fixed 8.63000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 6083000.00000000 PA USD 6714881.96000000 0.112361612856 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 1269000.00000000 PA USD 1320598.08000000 0.022097861300 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N CHICAGO US MIDCO III LP N/A 000000000 172476.67000000 PA USD 172562.91000000 0.002887533541 Long LON CORP US N 2 2032-11-01 Floating 2.50000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 254900H1TTX80VH1NW52 38140AAC2 33000000.00000000 PA USD 33004422.00000000 0.552270331692 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.87000000 N N N N N N SGH2 LLC N/A 000000000 800705.84000000 PA USD 792698.78000000 0.013264404938 Long LON CORP US N 3 2032-08-18 Floating 8.20000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBZ3 5751000.00000000 PA USD 5516788.69000000 0.092313651779 Long DBT CORP BM N 2 2033-09-15 Fixed 6.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -14844.00000000 NC USD -5817066.72000000 -0.09733827082 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Index 2026-09-30 -3060396683.28000000 USD -5817066.72000000 N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAJ2 6562244.83000000 PA USD 6562244.83000000 0.109807501822 Long LON CORP US N 2 2030-10-23 Floating 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3GB0 5820085.54000000 PA USD 697448.79000000 0.011670565677 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 2.42000000 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 8195000.00000000 PA USD 7527141.43000000 0.125953331170 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBJ2 832432.62000000 PA USD 831375.43000000 0.013911589922 Long LON CORP US N 2 2031-05-09 Floating 5.65000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 2967000.00000000 PA USD 2698631.90000000 0.045156807609 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 7900000.00000000 PA USD 8495320.80000000 0.142154091838 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N Ellucian Holdings, Inc. 549300RP8NIJ7FY7OS79 28917XAB6 3604816.97000000 PA USD 3558242.73000000 0.059540866758 Long LON CORP US N 2 2029-10-08 Floating 6.12000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 9107000.00000000 PA USD 9361829.33000000 0.156653571734 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 4523000.00000000 PA USD 4514350.33000000 0.075539627814 Long DBT US N 2 2027-09-15 Fixed 4.88000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -3380431.83000000 OU Notional Amount USD -296289.83000000 -0.00495788360 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CMBX.NA.8.BBB 2I65AAJ56 Y sell protection 2057-10-17 0.00000000 USD -627264.88000000 USD -3380431.83000000 USD -296289.83000000 N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 2177000.00000000 PA USD 2268558.19000000 0.037960288595 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBA5 4243000.00000000 PA USD 4237361.32000000 0.070904709123 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Lealand Finance Company BV N/A 000000000 8648.87000000 PA USD 7524.52000000 0.000125909466 Long LON CORP NL N 2 2027-06-30 Floating 6.73000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 000000000 3482854.08000000 PA USD 3282589.97000000 0.054928307835 Long LON CORP CA N 2 2030-08-01 Floating 7.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNA3 29000000.00000000 PA USD 28838651.53000000 0.482563568180 Long DBT CORP US N 2 2032-04-23 Fixed 4.70000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 6800000.00000000 PA USD 5645686.64000000 0.094470529837 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 5326000.00000000 PA USD 5326978.83000000 0.089137521189 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N Motion Finco Sarl 2549002L1LBQZKA7UN30 000000000 1382587.28000000 PA USD 1175199.19000000 0.019664869345 Long LON CORP LU N 2 2029-11-12 Floating 7.20000000 N N N N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 12546FAF9 2110438.72000000 PA USD 2113076.77000000 0.035358583424 Long LON CORP US N 2 2028-12-08 Floating 6.73000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 636000000.00000000 NC USD 14374554.00000000 0.240532608191 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 636000000.00000000 OU Notional Amount N/A 14374554.00000000 0.24000000 DIR US N/A N/A 2031-08-07 0.00000000 N/A 0.00000000 N/A 636000000.00000000 USD 1.00000000 3.40000000 USD 2026-08-05 XXXX 4223994.00000000 N N N TURQUOISE TOPCO LTD N/A 000000000 5394809.39000000 PA USD 5256594.37000000 0.087959762370 Long LON CORP JE N 2 2032-12-30 Floating 6.95000000 N N N N N N First Brands Group, LLC 2549005IXRZR7KSBJD91 31935HAM9 739693.43000000 PA USD 165195.73000000 0.002764256880 Long LON CORP US N 2 2026-06-29 Floating 13.65000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CK5 1908000.00000000 PA USD 1935200.04000000 0.032382132551 Long DBT CORP US N 2 2029-09-15 Fixed 6.13000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAT1 1889412.70000000 PA USD 1869573.87000000 0.031283995257 Long LON CORP US N 2 2030-09-20 Floating 5.87000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 6452000.00000000 PA USD 6541342.03000000 0.109457730622 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AQ3 310000.00000000 PA USD 304085.79000000 0.005088335136 Long DBT CORP MX N 2 2034-01-28 Fixed 6.05000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 27914000.00000000 PA USD 27860220.36000000 0.466191261863 Long DBT CORP XX N 2 2033-06-15 Fixed 5.40000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 25490014ZMZARIPJAM61 38140GAL9 16900000.00000000 PA USD 16899408.50000000 0.282781559928 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 21248000.00000000 PA USD 18284529.06000000 0.305959090233 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N CPV THREE RIVERS LLC 549300D9HTNAZ6GZ3Q02 000000000 536028.60000000 PA USD 536698.64000000 0.008980697675 Long LON CORP US N 2 2033-04-15 Floating 6.42000000 N N N N N N UWM HOLDINGS LLC N/A 903522AA8 4307000.00000000 PA USD 4084636.69000000 0.068349133932 Long DBT CORP US N 2 2030-02-01 Fixed 6.63000000 N N N N N N NEPTUNE US BIDCO INC N/A 000000000 1899186.73000000 PA USD 1876035.64000000 0.031392121491 Long LON CORP US N 2 2033-02-03 Floating 8.77000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 3376000.00000000 PA USD 3181184.65000000 0.053231470068 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 645000.00000000 PA USD 215502.01000000 0.003606043049 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 5613000.00000000 PA USD 5670998.53000000 0.094894079320 Long DBT CORP US N 2 2033-05-31 Fixed 6.38000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 2518000.00000000 PA USD 2559775.28000000 0.042833288913 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N Columbia Short Duration High Yield ETF 529900WK4REQHLNVIB89 19761L847 2876000.00000000 NS USD 58267760.00000000 0.975007383622 Long EC RF US N 1 N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 12321000.00000000 PA USD 12163347.96000000 0.203532005873 Long DBT CORP US N 2 2031-03-01 Fixed 5.88000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40410KAA3 3430000.00000000 PA USD 3384168.69000000 0.056628047142 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N SIX FLAGS/CAN WON/MILLEN N/A 83003AAA8 5014000.00000000 PA USD 5157334.61000000 0.086298826736 Long DBT CORP US N 2 2032-01-15 Fixed 8.63000000 N N N N N N Construction Partners Inc 549300MHLFL4E8JLZU44 21043XAH5 2084170.86000000 PA USD 2093007.74000000 0.035022763883 Long LON CORP US N 2 2031-11-03 Floating 6.12000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DS4 18654000.00000000 PA USD 14243689.23000000 0.238342818898 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 4449000.00000000 PA USD 4194574.55000000 0.070188748587 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 21231000.00000000 PA USD 20170800.95000000 0.337522497172 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N GOLDEN STATE FOOD LLC N/A 38121NAD5 2522565.02000000 PA USD 2531015.61000000 0.042352046960 Long LON CORP US N 2 2031-12-04 Floating 7.20000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 1124000.00000000 PA USD 1076867.69000000 0.018019466492 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHCD7 68403575.11000000 PA USD 63211087.77000000 1.057725186321 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N EDGEX Issuer Trust N/A 28057AAA8 15418596.72000000 PA USD 15401936.93000000 0.257724035192 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 2454000.00000000 PA USD 2423115.42000000 0.040546529090 Long DBT CORP US N 2 2030-05-15 Fixed 6.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAD2 3247000.00000000 PA USD 2906803.41000000 0.048640187772 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 10047000.00000000 PA USD 9798909.96000000 0.163967339098 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 3061000.00000000 PA USD 3232809.87000000 0.054095326353 Long DBT CORP BM N 2 2031-05-15 Fixed 8.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 6726000.00000000 PA USD 6681786.18000000 0.111807813811 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAC6 3205621.03000000 PA USD 3121473.48000000 0.052232309784 Long LON CORP US N 2 2029-04-13 Floating 6.80000000 N N N N N N JUNE PURCHASER LLC N/A 000000000 1068887.21000000 PA USD 1071751.83000000 0.017933861670 Long LON CORP US N 2 2031-11-28 Floating 6.45000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 2863000.00000000 PA USD 2851235.85000000 0.047710363435 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAG0 1458000.00000000 PA USD 1446541.06000000 0.024205293188 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 01957TAX5 2233968.56000000 PA USD 2240871.52000000 0.037497001390 Long LON CORP US N 2 2032-08-20 Floating 6.87000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 4022000.00000000 PA USD 4300276.06000000 0.071957475456 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69548KAB5 5518998.55000000 PA USD 5521494.24000000 0.092392390794 Long ABS-O CORP US N 2 2031-11-15 Fixed 6.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASJN7 4517068.42000000 PA USD 466625.82000000 0.007808153597 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 2.27000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 4232000.00000000 PA USD 4052338.49000000 0.067808680970 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4400000.00000000 OU Notional Amount USD -100458.66000000 -0.00168099709 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.11.BBB- 137BEMAJ6 Y buy protection 2054-11-18 603931.45000000 USD 0.00000000 USD 4400000.00000000 USD -100458.66000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 2099000.00000000 PA USD 2106840.89000000 0.035254237057 Long DBT CORP US N 2 2030-08-15 Fixed 5.63000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 737000.00000000 PA USD 760189.65000000 0.012720422437 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 5851000.00000000 PA USD 5221959.40000000 0.087380207716 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AJ9 1330000.00000000 PA USD 1322076.69000000 0.022122603210 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N CoreLogic Inc 54930086CD8K2UIL0516 21870FBA6 3236015.45000000 PA USD 3203655.30000000 0.053607476451 Long LON CORP US N 2 2028-06-02 Floating 7.23000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2H6 10572000.00000000 PA USD 10761184.07000000 0.180069285738 Long DBT CORP US N 2 2029-04-12 Fixed 5.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 169000.00000000 PA USD 165016.81000000 0.002761262972 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N TOSCA SERVICES LLC 5493005QOAEK5WNBJW47 000000000 789407.93000000 PA USD 791878.78000000 0.013250683695 Long LON CORP US N 2 2028-11-30 Floating 9.20000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 2645000.00000000 PA USD 2622728.94000000 0.043886706503 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 1187000.00000000 PA USD 1205062.68000000 0.020164581764 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 718000.00000000 PA USD 709539.67000000 0.011872885060 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 11038000.00000000 PA USD 11353560.15000000 0.189981646396 Long DBT CORP LU N 2 2038-02-23 Fixed 6.13000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 1142000.00000000 PA USD 1115485.00000000 0.018665658527 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 1528000.00000000 PA USD 1369981.83000000 0.022924210569 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 53500000.00000000 OU Notional Amount USD 21967963.34000000 0.367594815034 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A Y 2049-08-09 0.00000000 USD -11918.34000000 USD 53500000.00000000 USD 21967963.34000000 N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAE2 686317.41000000 PA USD 647972.86000000 0.010842673939 Long LON CORP US N 2 2032-04-01 Floating 6.87000000 N N N N N N TNT CRANE AND RIGGING N/A 000000000 23468.00000000 NS USD 1114.73000000 0.000018653024 Long EC CORP US N 2 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 000000000 6758839.05000000 PA USD 6759176.99000000 0.113102811442 Long LON CORP US N 2 2032-02-10 Floating 5.87000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AR9 718000.00000000 PA USD 734790.09000000 0.012295405952 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 2857000.00000000 PA USD 2780682.29000000 0.046529775029 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 1358000.00000000 PA USD 1329799.11000000 0.022251824181 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 673000.00000000 PA USD 690176.35000000 0.011548874321 Long DBT CORP US N 2 2030-04-15 Fixed 6.50000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69546QAC2 5099800.74000000 PA USD 5100561.63000000 0.085348831838 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.77000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BJ2 9377000.00000000 PA USD 9254450.82000000 0.154856783251 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 5604000.00000000 PA USD 5402326.12000000 0.090398324145 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 000000000 670370.62000000 PA USD 668138.29000000 0.011180106563 Long LON CORP US N 2 2031-01-15 Floating 5.85000000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 48254EAG6 9499064.29000000 PA USD 9512078.01000000 0.159167716303 Long LON CORP US N 2 2031-09-23 Floating 6.12000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAC3 3780000.00000000 PA USD 3556329.15000000 0.059508846398 Long DBT CORP US N 2 2030-07-15 Fixed 9.75000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBL3 825613.65000000 PA USD 687323.36000000 0.011501134605 Long LON CORP US N 2 2029-11-15 Floating 9.72000000 N N N N N N Nielsen Consumer Inc N/A 45674PAS3 8332505.97000000 PA USD 8290843.44000000 0.138732526708 Long LON CORP US N 2 2030-10-31 Floating 5.87000000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 000000000 6995598.37000000 PA USD 6967615.98000000 0.116590667407 Long LON CORP US N 2 2030-08-01 Floating 6.37000000 N N N N N N WIRECO WORLDGROUP INC 5493008NQ1Q5T2GZOJ37 97654QAK3 2356786.08000000 PA USD 2347948.13000000 0.039288738113 Long LON CORP US N 2 2028-11-13 Floating 7.41000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 13000000.00000000 PA USD 11530004.26000000 0.192934124920 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAC7 3257000.00000000 PA USD 3265229.14000000 0.054637805206 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBC1 1278000.00000000 PA USD 1274138.94000000 0.021320450181 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 854000.00000000 PA USD 854013.85000000 0.014290403637 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT HOLDINGS LLC N/A 000000000 1728125.00000000 PA USD 1728401.50000000 0.028921726600 Long LON CORP US N 2 2031-11-26 Floating 6.20000000 N N N N N N ECL Entertainment LLC 254900UPSGHOBB360Z85 26826TAM5 1261091.02000000 PA USD 1261091.02000000 0.021102116434 Long LON CORP US N 2 2030-08-30 Floating 6.62000000 N N N N N N LONG RIDGE ENERGY LLC 984500764EC9AZ2FC764 54288CAA1 2088000.00000000 PA USD 2169953.66000000 0.036310317071 Long DBT CORP US N 2 2032-02-15 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PCG3 25470887.54000000 PA USD 3253956.83000000 0.054449183137 Long ABS-MBS USGA US N 2 2054-05-20 Floating 3.62000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 2325000.00000000 PA USD 2343112.74000000 0.039207826457 Long DBT CORP KY N 2 2030-03-15 Fixed 5.88000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAF8 11895000.00000000 PA USD 11804558.90000000 0.197528308757 Long DBT CORP US N 2 2032-08-15 Fixed 6.63000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 2701000.00000000 PA USD 2150731.60000000 0.035988670067 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 -104722200.00000000 OU Notional Amount USD 5845434.66000000 0.097812957868 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 3852208.75000000 USD 0.00000000 USD -104722200.00000000 USD 5845434.66000000 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AQ4 3156000.00000000 PA USD 3217836.63000000 0.053844775799 Long DBT CORP US N 2 2032-04-01 Fixed 6.13000000 N N N N N N HARBOR FREIGHT TOOLS USA INC 549300Y48HLCFTTB4249 41151PAR6 5185978.27000000 PA USD 5173013.32000000 0.086561182076 Long LON CORP US N 2 2031-06-11 Floating 5.87000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69548KAC3 4225216.22000000 PA USD 4227365.16000000 0.070737441155 Long ABS-O CORP US N 2 2031-11-15 Fixed 7.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAU38 73293843.96000000 PA USD 7002076.08000000 0.117167295922 Long ABS-MBS USGSE US N 2 2049-07-15 Floating 2.24000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 6344000.00000000 PA USD 6419499.53000000 0.107418912978 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AG9 1563000.00000000 PA USD 1591146.54000000 0.026625008837 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 1621000.00000000 PA USD 1633615.43000000 0.027335650216 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAH9 2699000.00000000 PA USD 2831449.74000000 0.047379278057 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAK6 4245000.00000000 PA USD 2890584.37000000 0.048368790970 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -106000000.00000000 NC USD -929969.80000000 -0.01556139143 N/A DIR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Put Written CITIBANK NA N/A CITIBANK NA N/A N/A 106000000.00000000 OU Notional Amount N/A -929969.80000000 -0.02000000 DIR US N/A N/A 2036-11-12 0.00000000 N/A 0.00000000 N/A 106000000.00000000 USD 1.00000000 4.31500000 USD 2026-11-09 XXXX -18369.80000000 N N N A-AG US GSI BIDCO INC N/A 000000000 959.54000000 PA USD 959.54000000 0.000016056196 Long LON CORP US N 2 2031-10-31 Floating 8.70000000 N N N N N N PENINSULA PACIFIC ENTERTAINMENT LLC 549300LWV74H4IE3FG45 70715SAB3 1311583.41000000 PA USD 1311583.41000000 0.021947016823 Long LON CORP US N 2 2032-10-01 Floating 8.45000000 N N N N N N Cross Mortgage Trust N/A 227920AA3 9489702.76000000 PA USD 9537533.71000000 0.159593672191 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKF25 24746697.08000000 PA USD 25072316.59000000 0.419540648203 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 7.56000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAK5 248101.27000000 PA USD 248304.71000000 0.004154937921 Long LON CORP US N 2 2029-03-19 Floating 5.87000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 000000000 1716242.15000000 PA USD 1718130.02000000 0.028749851642 Long LON CORP US N 2 2030-05-06 Floating 6.12000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 11152000.00000000 PA USD 12191565.39000000 0.204004174403 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Madison Safety & Flow LLC 5493007D2J7BBIFYBY65 55822DAN1 1487112.61000000 PA USD 1490027.35000000 0.024932958947 Long LON CORP US N 2 2031-09-26 Floating 6.11000000 N N N N N N Carroll County Energy LLC 549300P5WM1CIGEGUG23 14474FAY0 1682011.22000000 PA USD 1685913.49000000 0.028210765282 Long LON CORP US N 2 2031-06-30 Floating 6.45000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 1373000.00000000 PA USD 1428613.17000000 0.023905301818 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96950GAE2 1054000.00000000 PA USD 1044312.69000000 0.017474716439 Long DBT CORP US N 2 2028-08-15 Fixed 4.63000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 2010000.00000000 PA USD 1939229.21000000 0.032449553548 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 000000000 1790167.05000000 PA USD 1785763.24000000 0.029881573350 Long LON CORP US N 2 2029-12-14 Floating 5.62000000 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 33718FAR1 1282679.14000000 PA USD 1285885.84000000 0.021517013670 Long LON CORP US N 2 2030-08-15 Floating 5.95000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAJ6 20648000.00000000 PA USD 20553417.40000000 0.343924903302 Long DBT CORP GB N 2 2029-04-15 Fixed 7.50000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 000000000 987500.00000000 PA USD 981821.88000000 0.016429043821 Long LON CORP US N 2 2031-12-15 Floating 6.15000000 N N N N N N OWENS-BROCKWAY GLASS CONTAINER INC V2UQUCDZJ9WY98W8QU33 000000000 1136297.50000000 PA USD 1125286.78000000 0.018829673891 Long LON CORP US N 2 2032-09-30 Floating 6.62000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAD2 1139000.00000000 PA USD 1062117.50000000 0.017772648283 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75000000 N N N N N N DARKTRACE FINCO US LLC N/A 000000000 2806003.16000000 PA USD 2676534.17000000 0.044787041380 Long LON CORP US N 2 2031-10-09 Floating 6.93000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AS0 1545000.00000000 PA USD 1559434.31000000 0.026094361041 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AA8 3005000.00000000 PA USD 2926292.53000000 0.048966303550 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45774NAD0 5949075.00000000 PA USD 5599982.89000000 0.093705758826 Long DBT CORP US N 2 2029-06-15 Fixed 11.50000000 N N N N N N Charter NEX US Inc 549300KRNU8RNVGYXG75 16125TAP7 3552995.78000000 PA USD 3559213.52000000 0.059557111203 Long LON CORP US N 2 2030-11-29 Floating 6.15000000 N N N N N N APPLIED SYSTEMS INC N/A 000000000 1984129.28000000 PA USD 1965220.53000000 0.032884472085 Long LON CORP US N 2 2031-02-24 Floating 5.95000000 N N N N N N ELECTRONIC ARTS INC 6488ICS9P20290MA1H31 67123SAB5 12983151.67000000 PA USD 13022620.45000000 0.217910403503 Long LON CORP US N 2 2033-03-24 Floating 7.13000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 2431000.00000000 PA USD 2480350.73000000 0.041504260258 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHCE5 54193287.92000000 PA USD 50192799.56000000 0.839887275153 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N KARMAN HOLDINGS INC N/A 000000000 1257265.32000000 PA USD 1264079.70000000 0.021152126681 Long LON CORP US N 2 2032-04-01 Floating 6.46000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 6239000.00000000 PA USD 5720320.96000000 0.095719402508 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 6693000.00000000 PA USD 6652568.72000000 0.111318911556 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 13000000.00000000 OU Notional Amount USD -1487636.00000000 -0.02489294395 N/A DCR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 CMBX.NA.11.BBB- 137BEMAJ6 Y buy protection 2054-11-18 2975169.23000000 USD 0.00000000 USD 13000000.00000000 USD -1487636.00000000 N N N FREDDIE_MAC FHLMC_304 N/A 31325UQS8 1576058.96000000 PA USD 270127.21000000 0.004520098666 Long ABS-CBDO USGA US N 2 2042-12-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BY7 2619000.00000000 PA USD 2645810.73000000 0.044272939227 Long DBT CORP BM N 2 2030-03-15 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EMH7 30228897.86000000 PA USD 3232243.04000000 0.054085841461 Long ABS-MBS USGA US N 2 2050-04-20 Floating 2.33000000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 1799000.00000000 PA USD 1736741.03000000 0.029061273810 Long DBT CORP US N 2 2028-11-01 Fixed 3.88000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBK5 721863.36000000 PA USD 608169.88000000 0.010176641825 Long LON CORP US N 2 2029-11-15 Floating 9.72000000 N N N N N N FANNIE MAE FNMA_16-26 N/A 3136AR3V8 7216786.79000000 PA USD 686452.82000000 0.011486567666 Long ABS-CBDO USGA US N 2 2046-05-25 Floating 2.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VGC2 7177519.21000000 PA USD 863474.94000000 0.014448718160 Long ABS-MBS USGA US N 2 2046-02-20 Floating 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GMB7 6021300.61000000 PA USD 693279.31000000 0.011600796841 Long ABS-MBS USGA US N 2 2047-08-20 Floating 2.48000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 5509000.00000000 PA USD 5080673.02000000 0.085016031305 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 2402000.00000000 PA USD 2496604.97000000 0.041776246070 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 4943000.00000000 PA USD 4522246.17000000 0.075671750661 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N ENDEAVOR GROUP HOLDINGS INC N/A 000000000 443180.34000000 PA USD 444288.29000000 0.007434374741 Long LON CORP US N 2 2032-03-24 Floating 6.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PQM5 61599912.15000000 PA USD 5952461.11000000 0.099603855253 Long ABS-MBS USGA US N 2 2054-06-20 Floating 3.02000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAX4 2482995.51000000 PA USD 2485577.83000000 0.041591726485 Long LON CORP US N 2 2028-10-21 Floating 6.15000000 N N N N N N TOSCA SERVICES LLC 5493005QOAEK5WNBJW47 000000000 3609016.59000000 PA USD 3393991.38000000 0.056792412398 Long LON CORP US N 2 2028-11-30 Floating 8.05000000 N N N N N N EP WEALTH ADVISORS LLC N/A 000000000 1000000.00000000 PA USD 1002920.00000000 0.016782083354 Long LON CORP US N 2 2032-10-18 Floating 6.70000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 135885.92000000 PA USD 135843.80000000 0.002273104509 Long LON CORP US N 2 2031-08-04 Floating 5.95000000 N N N N N N CALABRIO INC N/A 000000000 1230791.75000000 PA USD 953863.61000000 0.015961211872 Long LON CORP US N 2 2032-11-26 Floating 7.67000000 N N N N N N CITCO FUNDING LLC N/A 000000000 4890371.50000000 PA USD 4898000.48000000 0.081959331077 Long LON CORP US N 2 2033-01-30 Floating 5.66000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAN2 452000.00000000 PA USD 401166.92000000 0.006712815269 Long DBT CORP US N 2 2030-03-15 Fixed 10.75000000 N N N N N N CNT PRNT/CDK GLO II/FIN N/A 154915AA0 694000.00000000 PA USD 377053.89000000 0.006309326577 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N N PETSMART LLC 894500NGJMHSFNESGA67 000000000 3186365.12000000 PA USD 3175085.39000000 0.053129409795 Long LON CORP US N 2 2032-08-18 Floating 7.58000000 N N N N N N RIVERS ENTERPRISE N/A 76883NAA9 4486000.00000000 PA USD 4551275.50000000 0.076157504894 Long DBT CORP US N 2 2033-02-01 Fixed 6.63000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617967AC8 28635048.24000000 PA USD 28640769.52000000 0.479252364508 Long ABS-MBS CORP US N 2 2071-04-27 Variable 5.44000000 N N N N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 1741000.00000000 PA USD 1729510.12000000 0.028940277385 Long DBT CORP US N 2 2032-08-01 Fixed 5.88000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1390000.00000000 PA USD 1369166.34000000 0.022910564794 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Visio 2019-2 Trust N/A 92837DAD9 3862560.52000000 PA USD 3840397.92000000 0.064262232288 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.26000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 10301900.74000000 PA USD 10316529.44000000 0.172628780947 Long LON CORP US N 2 2030-09-27 Floating 7.70000000 N N N N N N MPOWER Education Trust N/A 624930AA1 4905379.92000000 PA USD 4990062.97000000 0.083499833192 Long ABS-O CORP US N 2 2042-07-21 Fixed 6.62000000 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAK4 1921995.19000000 PA USD 1918554.82000000 0.032103604384 Long LON CORP US N 2 2030-03-18 Floating 6.10000000 N N N N N N CINEWORLD GROUP PLC 213800J2J3TOOI176M73 000000000 31900.76000000 NS USD 652258.89000000 0.010914393032 N/A DE GB N 2 N/A N/A CINEWORLD GROUP PLC CINEWORLD GROUP PLC 2099-12-31 XXXX 260938.32000000 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 1355000.00000000 PA USD 1404968.99000000 0.023509658497 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382J2S4 27252106.40000000 PA USD 4704334.91000000 0.078718682034 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAB9 5031000.00000000 PA USD 5269524.30000000 0.088176121764 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 4145697.00000000 PA USD 4241044.82000000 0.070966345947 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 7615000.00000000 PA USD 7639921.19000000 0.127840499970 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20600DAA1 6249000.00000000 PA USD 6472225.17000000 0.108301182836 Long DBT CORP US N 2 2032-07-15 Fixed 6.88000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638FC1 19017000.00000000 PA USD 19223813.12000000 0.321676339254 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.50000000 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 000000000 1197018.74000000 PA USD 1081063.53000000 0.018089676416 Long LON CORP US N 2 2029-12-31 Floating 7.03000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 228000000.00000000 NC USD 660903.60000000 0.011059046887 N/A DIR US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 Call Purchased CITIBANK NA N/A CITIBANK NA N/A N/A 228000000.00000000 OU Notional Amount N/A 660903.60000000 0.01000000 DIR US N/A N/A 2031-10-13 0.00000000 N/A 0.00000000 N/A 228000000.00000000 USD 1.00000000 3.50000000 USD 2026-10-08 XXXX -1436696.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 294600000.00000000 NC USD 665589.78000000 0.011137461779 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 294600000.00000000 OU Notional Amount N/A 665589.78000000 0.01000000 DIR US N/A N/A 2033-12-18 0.00000000 N/A 0.00000000 N/A 294600000.00000000 USD 1.00000000 3.25000000 USD 2026-12-16 XXXX -2118380.22000000 N N N 2026-07-08 COLUMBIA FUNDS SERIES TRUST I Jennifer Borges Jennifer Borges Senior Manager XXXX