NPORT-P false 0000804239 XXXXXXXX S000035780 C000109625 C000147404 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Asset Income Fund S000035780 0ZCM0U5P3NFTL2OJ8D74 2026-09-30 2026-03-31 N 509258591.20 4899935.78 504358655.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7052883.03000000 USD N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AZ8 675000.00000000 PA USD 683015.00000000 0.135422480145 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48128AAJ2 1120000.00000000 PA USD 1149271.20000000 0.227867845163 Long DBT CORP US N 2 2174-04-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL LNG, INC. 54930011XLBUWMQUC829 92332YAE1 375000.00000000 PA USD 382894.88000000 0.075917182323 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A -5047163.00000000 NC USD 89571.33000000 0.017759451342 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2030-12-20 115827.02000000 USD 0.00000000 USD -5047163.00000000 USD -26255.69000000 N N N TOWD POINT MORTGAGE TRUST N/A 89183EAB7 1000000.00000000 PA USD 1009630.70000000 0.200181099134 Long ABS-MBS US Y 2 2064-05-25 Floating 6.41300040 N N N N N N UNIPOL ASSICURAZIONI S.P.A. 8156005CE5E7340CCA86 N/A 21232.00000000 NS 491668.31000000 0.097483864848 Long EC IT N 1 N N N ARTISAN PARTNERS ASSET MANAGEMENT INC. 549300T1FUI6JF63XU51 04316A108 3359.00000000 NS USD 122234.01000000 0.024235533322 Long EC US N 1 N N N STONEX GROUP INC. 549300JUF07L8VF02M60 861896AA6 420000.00000000 PA USD 436223.34000000 0.086490701668 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N Cerdia Finanz GmbH 391200KURNDJSX9GX570 15679GAC6 200000.00000000 PA USD 198106.00000000 0.039278794538 Long DBT NUSS DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N BIOMARIN PHARMACEUTICAL INC. NSLL8ITTRR0J5HEMR848 09061GAL5 200000.00000000 PA USD 196911.30000000 0.039041919452 Long DBT CORP US N 2 2034-02-15 Fixed 5.50000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BF3 225000.00000000 PA USD 132175.71000000 0.026206690135 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AN8 425000.00000000 PA USD 438787.93000000 0.086999187043 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AC0 430000.00000000 PA USD 464507.83000000 0.092098712891 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ARCHROCK PARTNERS, L.P. 549300YFKOM2XNCKQU76 03959KAD2 320000.00000000 PA USD 326289.60000000 0.064693962618 Long DBT CORP US N 2 2032-09-01 Fixed 6.62500000 N N N N N N WESCO DISTRIBUTION, INC. 549300I2CEZJG9N4AH67 95081QAT1 130000.00000000 PA USD 129224.02000000 0.025621453822 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N DISH DBS Corporation N/A 25470XBE4 435000.00000000 PA USD 431269.16000000 0.085508428449 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N REF: EUR006M INDEX N/A N/A 4040000.00000000 NC -57371.23000000 -0.01137508584 N/A DIR XX N 2 REF: EUR006M INDEX N/A Y 2028-06-17 2741.18000000 EUR 0.00000000 EUR -4040000.00000000 EUR -60112.41000000 N N N PLANO HOLDCO, INC. N/A 72712EAB3 419966.48000000 PA USD 335973.18000000 0.066613941565 Long LON US N 2 2031-10-02 Floating 7.19961120 N N N N N N Government National Mortgage Association N/A 38379VUJ1 183481.76450000 PA USD 24180.71000000 0.004794348176 Long DBT USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N LONDONMETRIC PROPERTY PLC 213800OCERWWPQDURL87 N/A 106031.00000000 NS 255180.50000000 0.050595047246 Long EC GB N 1 N N N GLS AUTO RECEIVABLES TRUST N/A 36274AAE0 485000.00000000 PA USD 480177.74000000 0.095205611094 Long ABS-MBS US Y 2 2031-11-17 Fixed 4.56000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAH1 600000.00000000 PA USD 601406.76000000 0.119241883436 Long ABS-MBS US Y 2 2033-07-15 Fixed 5.06000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAE3 375000.00000000 PA USD 383558.25000000 0.076048709758 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 360000.00000000 PA USD 352800.00000000 0.069950222170 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N Plus500 Ltd 549300X8NGW9C5OJZU13 N/A 3618.00000000 NS 195225.62000000 0.038707696973 Long EC GB N 1 N N N HOWDEN UK REFINANCE 2 PLC 875500O63ODR8S3K5X33 44287DAA1 1630000.00000000 PA USD 1527228.17000000 0.302805980146 Long DBT NUSS GB N 2 2032-02-15 Fixed 8.12500000 N N N N N N BROWN GROUP HOLDING, LLC N/A 11565HAD8 1513505.03000000 PA USD 1514836.91000000 0.300349145141 Long LON US N 2 2031-07-01 Floating 6.17299920 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 325000.00000000 PA USD 332274.73000000 0.065880643948 Long DBT NUSS US N 2 2032-03-15 Fixed 6.25000000 N N N N N N VZ Secured Financing B.V. 549300MG611MYCOWY949 91845AAA3 485000.00000000 PA USD 415740.06000000 0.082429448871 Long DBT NUSS NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Arby'S/Inspire Brands 11/25 Cov-Lite N/A 44988LAM9 785521.68000000 PA USD 783149.40000000 0.155276288328 Long LON US N 2 2030-12-15 Floating 6.17636160 N N N N N N HESS MIDSTREAM LP N/A 428103105 5048.00000000 NS USD 196215.76000000 0.038904013620 Long EC US N 1 N N N Republic of Ukraine 6354001WLTJXOMEXPY07 903724CF7 209322.00000000 PA USD 96979.40000000 0.019228261269 Long DBT NUSS UA N 2 2035-02-01 Fixed 0.00000000 N N N N N N VERITIV OPERATING COMPANY 5493004G8OK5L1UTIY12 92339LAA0 25000.00000000 PA USD 25981.20000000 0.005151334218 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 40000.00000000 PA USD 40102.53000000 0.007951192979 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N BROADSTREET PARTNERS 5/24 TLB4 N/A 11132VAY5 473264.12000000 PA USD 461020.78000000 0.091407329892 Long LON US N 2 2031-06-13 Floating 6.17299920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANRY5 958945.26320000 PA USD 71998.09000000 0.014275176846 Long DBT USGA US N 2 2045-05-25 Floating 1.82361960 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 2035000.00000000 PA USD 2088142.34000000 0.414019332782 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAY6 270000.00000000 PA USD 275695.38000000 0.054662565425 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N RIVERS ENTERPRISE BORROWER, LLC N/A 76884GAA3 255000.00000000 PA USD 254356.43000000 0.050431657564 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N DISH DBS Corporation N/A 25470XBF1 28000.00000000 PA USD 27081.39000000 0.005369470655 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N RHP HOTEL PROPERTIES, LP 549300SJMSMA2471GA96 749571AL9 95000.00000000 PA USD 96736.22000000 0.019180045580 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N ARD Finance S.A. 6354006P6QPGGPVJW880 00191AAD8 1.00000000 PA USD 0.01000000 0.000000001982 Long DBT NUSS LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N United States of America N/A N/A 191.00000000 NC USD 20662320.31000000 4.096751406554 N/A DIR US N 1 US 5YR NOTE (CBT) JUN26 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2026 2026-07-03 20981225.25000000 USD -318904.94000000 N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AF0 245000.00000000 PA USD 250370.26000000 0.049641313241 Long DBT NUSS AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851AJ7 245000.00000000 PA USD 246337.95000000 0.048841820667 Long DBT CORP US N 2 2033-01-15 Fixed 8.00000000 N N N N N N TRINITY RAIL LEASING LLC N/A 89657BAA2 717274.46060000 PA USD 716905.42000000 0.142141988106 Long ABS-MBS US N 2 2049-04-17 Fixed 3.82000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AA1 165000.00000000 PA USD 152404.84000000 0.030217552204 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Opella TL B 04/28/2032 N/A N/A 472625.00000000 PA USD 472133.47000000 0.093610660772 Long LON US N 2 2032-04-28 Floating 6.69961080 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 355000.00000000 PA USD 314861.63000000 0.062428120666 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Aena, S.M.E., S.A. 959800R7QMXKF0NFMT29 E526LK101 36630.00000000 NS 1080297.41000000 0.214192301131 Long EC ES N 1 N N N PANTHER ESCROW ISSUER, LLC N/A 69867RAA5 444000.00000000 PA USD 445491.40000000 0.088328294798 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 47837RAE0 140000.00000000 PA USD 140536.73000000 0.027864442989 Long DBT NUSS US N 2 2032-12-01 Fixed 4.90000000 N N N N N N FOUNDATION FINANCE TRUST N/A 35041LAD2 929891.66600000 PA USD 922017.72000000 0.182809932989 Long ABS-MBS US Y 2 2041-05-15 Fixed 4.96000000 N N N N N N CLARIOS GLOBAL L TL B N/A C8000CAP8 945250.00000000 PA USD 941941.63000000 0.186760278598 Long LON US N 2 2032-01-28 Floating 6.42300120 N N N N N N NEW ECONOMY ASSETS PHASE I SPONSOR LLC N/A 643821AA9 750000.00000000 PA USD 629535.30000000 0.124818974203 Long ABS-MBS US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N UWM HOLDINGS, LLC N/A 903522AB6 553000.00000000 PA USD 503609.08000000 0.099851380478 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N Perrigo Finance Unlimited Company 549300E86RB6YCTMRM83 71429MAD7 155000.00000000 PA USD 141426.78000000 0.028040914630 Long DBT NUSS US N 2 2032-09-30 Fixed 6.12500000 N N N N N N CREDIT ACCEPTANCE CORPORATION N/A 225310AS0 380000.00000000 PA USD 371127.00000000 0.073583945871 Long DBT CORP US N 2 2030-03-15 Fixed 6.62500000 N N N N N N QUIKRETE HOLDINGS, INC. 5493007KIN86DIZWZT22 74843PAB6 420000.00000000 PA USD 426568.80000000 0.084576480529 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 33018.00000000 NS USD 1534016.28000000 0.304151869610 Long EC US N 1 N N N TALEN ENERGY SUPPLY, LLC K5K33XN0PQAU1XF7NN66 87422VAN8 235000.00000000 PA USD 236628.72000000 0.046916756053 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N AMSTED INDUSTRIES INCORPORATED N2VLGYMEEBIU3PFSUY86 032177AK3 115000.00000000 PA USD 115569.25000000 0.022914100661 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 6900.00000000 NS USD 121239.90000000 0.024038429537 Long EC US N 2 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07336PAC8 890365.75200000 PA USD 893505.09000000 0.177156688082 Long ABS-MBS US Y 2 2047-06-25 Floating 5.46189840 N N N N N N Mexico City Airport Trust N/A 59284MAC8 1190000.00000000 PA USD 1167080.24000000 0.231398872103 Long DBT NUSS MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N BLERIOT US BIDCO INC. N/A 09353TAJ9 221070.94000000 PA USD 221227.90000000 0.043863210757 Long LON US N 2 2030-10-31 Floating 6.17194080 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCT6 165000.00000000 PA USD 148572.30000000 0.029457668348 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82650DAC6 381975.94000000 PA USD 385051.92000000 0.076344862105 Long ABS-MBS US Y 2 2041-06-20 Fixed 5.83000000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92842MAC4 300000.00000000 PA USD 299478.51000000 0.059378084777 Long ABS-MBS US Y 2 2055-11-25 Fixed 5.59700000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AC4 115000.00000000 PA USD 117833.95000000 0.023363126365 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N Pan American Energy, S.L., Sucursal Argentina 529900QG9TOWTXWOBF90 69784DAD0 350000.00000000 PA USD 370790.01000000 0.073517130322 Long DBT NUSS AR N 2 2032-04-30 Fixed 8.50000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 13027.00000000 NS USD 2022962.83000000 0.401096086735 Long EC US N 1 N N N Government National Mortgage Association N/A 38381BG65 132414.81130000 PA USD 14509.87000000 0.002876895210 Long DBT USGA US N 2 2049-01-20 Floating 2.26047960 N N N N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 85571BBB0 150000.00000000 PA USD 154444.35000000 0.030621929125 Long DBT CORP US N 2 2029-04-01 Fixed 7.25000000 N N N N N N HARVEST COMMERCIAL CAPITAL LOAN TRUST N/A 41757CAE2 988016.95000000 PA USD 1010233.01000000 0.200300520104 Long ABS-MBS US Y 2 2057-06-25 Floating 9.04359960 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1975000.00000000 PA USD 1940183.69000000 0.384683333804 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PETRONAS GAS BERHAD N/A N/A 41048.00000000 NS 182431.29000000 0.036170944632 Long EC MY N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 285000.00000000 PA USD 291914.77000000 0.057878409909 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N First BanCorp. N/A 318672706 8361.00000000 NS USD 178590.96000000 0.035409516240 Long EC US N 1 N N N N/A N/A 02862PAA5 1304490.00000000 PA USD 1390912.46000000 0.275778445567 Long DBT CORP US N 2 2026-09-01 Fixed 8.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAL9 515000.00000000 PA USD 494936.12000000 0.098131778781 Long DBT CORP US N 2 2030-09-30 Fixed 6.12500000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AR7 350000.00000000 PA USD 361804.10000000 0.071735479526 Long DBT CORP US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Sazerac 12/25 Cov-Lite TLB N/A 80583EAP1 498750.00000000 PA USD 498056.74000000 0.098750509116 Long LON US N 2 2032-07-09 Floating 5.67000000 N N N N N N ADAPTHEALTH, LLC N/A 00653VAC5 190000.00000000 PA USD 181023.11000000 0.035891742523 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N SELECT MEDICAL CORPORATION 549300X05KS0JKR8CB50 816196AV1 775000.00000000 PA USD 738650.85000000 0.146453489409 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 250000.00000000 PA USD 94895.30000000 0.018815043418 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82650DAD4 190988.01500000 PA USD 193178.06000000 0.038301723966 Long ABS-MBS US Y 2 2041-06-20 Fixed 7.48000000 N N N N N N COMPUTERSHARE LIMITED 21380085HOKTMGLV9G93 N/A 26921.00000000 NS 527061.31000000 0.104501291756 Long EC AU N 1 N N N UNIVISION COMMUNICATIONS INC. 549300YQDE2JSGTL8V47 914906BA9 375000.00000000 PA USD 386480.69000000 0.076628146626 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N LANCASHIRE HOLDINGS LIMITED 5493002UNUYXLHOWF752 N/A 11545.00000000 NS 89365.87000000 0.017718714458 Long EC GB N 1 N N N CARMAX SELECT RECEIVABLES TRUST N/A 14319FAG8 1000000.00000000 PA USD 1022741.60000000 0.202780618317 Long ABS-MBS US N 2 2030-12-16 Fixed 6.27000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 286821.00000000 NS 1729192.22000000 0.342849716450 Long EC IT N 1 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 BM7280605 1210000.00000000 PA 1296106.69000000 0.256981153405 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N MARLETTE FUNDING TRUST N/A 57108VAB8 381946.09000000 PA USD 383126.95000000 0.075963195214 Long ABS-MBS US Y 2 2034-07-17 Fixed 6.07000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298CQ4 810000.00000000 PA USD 845163.49000000 0.167571921472 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association N/A 38381BZG2 166272.43300000 PA USD 19036.17000000 0.003774331974 Long DBT USGA US N 2 2049-01-20 Floating 2.26047960 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 28825.00000000 NS USD 1661473.00000000 0.329422918025 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBN9 1235000.00000000 PA USD 1146458.28000000 0.227310123000 Long DBT CORP US N 2 2174-08-15 Fixed 4.70000000 N N N N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 60337JAA4 725000.00000000 PA USD 680502.18000000 0.134924259291 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38382FV84 539228.55400000 PA USD 116589.73000000 0.023116432869 Long DBT USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 371000.00000000 PA USD 370609.04000000 0.073481249110 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 525000.00000000 PA USD 528101.19000000 0.104707470432 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N ANKURA 12/24 COV-LITE N/A 03539PAJ7 955853.28000000 PA USD 910450.25000000 0.180516432149 Long LON US N 2 2031-12-29 Floating 7.17102000 N N N N N N NEXSTAR MEDIA INC. 5493006PK6I4I2OOT688 65346UAB5 820000.00000000 PA USD 826247.58000000 0.163821433640 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 1009.00000000 NS USD 313587.11000000 0.062175419541 Long EC US N 1 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAE6 590000.00000000 PA USD 585486.50000000 0.116085347938 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893830BY4 115000.00000000 PA USD 118824.21000000 0.023559466804 Long DBT NUSS US N 2 2029-05-15 Fixed 8.25000000 N N N N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855RAM2 565000.00000000 PA USD 547818.71000000 0.108616894765 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332PAJ0 280000.00000000 PA USD 285589.64000000 0.056624316234 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAA9 425000.00000000 PA USD 427533.00000000 0.084767654010 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N Discovery Energy/Kohler 1/26 (USD) Cov-Lite N/A 25472PAD2 390253.80000000 PA USD 389278.17000000 0.077182807475 Long LON US N 2 2031-05-01 Floating 6.66075960 N N N N N N ELM TRUST N/A 26860XAG6 1000000.00000000 PA USD 1002261.10000000 0.198719916715 Long ABS-MBS US Y 2 2039-06-10 Floating 5.99520960 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 2570000.00000000 PA USD 854011.00000000 0.169326131478 Long DBT NUSS VE N 2 2027-04-12 Floating 0.00000000 Y N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MCE4 545000.00000000 PA USD 540722.43000000 0.107209903942 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N TELSTRA GROUP LIMITED 894500WRW54CVN62K416 N/A 205804.00000000 NS 754185.60000000 0.149533589221 Long EC AU N 1 N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAH6 410000.00000000 PA USD 406084.99000000 0.080515122648 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 525000.00000000 PA USD 521648.41000000 0.103428067387 Long DBT CORP US N 2 2033-07-20 Fixed 4.88900000 N N N N N N NN Group N.V. 724500OHYNDT9OY6Q215 N/A 13887.00000000 NS 1081099.30000000 0.214351293148 Long EC NL N 1 N N N HERC HOLDINGS INC. 549300TP80QLITMSBP82 42704LAF1 380000.00000000 PA USD 389640.22000000 0.077254591710 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 150000.00000000 PA USD 152538.45000000 0.030244043273 Long DBT CORP US N 2 2028-12-15 Fixed 6.62500000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AC8 390000.00000000 PA USD 403278.33000000 0.079958641666 Long DBT CORP US N 2 2032-07-15 Fixed 7.37500000 N N N N N N CAL-MAINE FOODS, INC. 549300NHE5WMIEIEMF53 128030202 2283.00000000 NS USD 180699.45000000 0.035827569936 Long EC US N 1 N N N PRKCM TRUST N/A 69391XAD1 1000000.00000000 PA USD 1006786.20000000 0.199617115554 Long ABS-MBS US Y 2 2059-05-25 Floating 6.86099880 N N N N N N QUIKRETE HOLDINGS, INC. 5493007KIN86DIZWZT22 74843PAA8 385000.00000000 PA USD 390391.16000000 0.077403481789 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N CLI FUNDING LLC N/A 12572DAA2 859297.25000000 PA USD 851468.62000000 0.168822049715 Long ABS-MBS US Y 2 2050-06-21 Fixed 6.61000000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657NAA8 689000.00000000 PA USD 671942.15000000 0.133227048406 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AE0 740000.00000000 PA USD 644318.59000000 0.127750080835 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAH6 1065000.00000000 PA USD 1000040.33000000 0.198279601084 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 169886.00000000 PA USD 156039.31000000 0.030938164404 Long DBT NUSS LK N 2 2030-01-15 Fixed 3.10000000 N N N N N N N/A N/A N/A 15027.00000000 NS USD 105189.00000000 0.020855991836 Long EC US N 2 N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 290000.00000000 PA USD 255032.24000000 0.050565651498 Long DBT NUSS BR N 2 2032-01-15 Fixed 3.12500000 N N N N N N MAJORDRIVE HOLDINGS IV, LLC 25490044R1FR5N8FIT62 56085RAA8 590000.00000000 PA USD 436402.41000000 0.086526206165 Long DBT CORP US N 2 2029-06-01 Fixed 6.37500000 N N N N N N Republic of Ukraine 6354001WLTJXOMEXPY07 903724CB6 219914.00000000 PA USD 115251.14000000 0.022851028481 Long DBT NUSS UA N 2 2035-02-01 Fixed 4.50000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAH9 232000.00000000 PA USD 245687.54000000 0.048712862832 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 21871NAA9 535000.00000000 PA USD 530151.99000000 0.105114085840 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N SESI, L.L.C. XDZ56K6RXS5J1ESBZS35 78412FAX2 55000.00000000 PA USD 56084.16000000 0.011119896406 Long DBT CORP US N 2 2030-09-30 Fixed 7.87500000 N N N N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAD0 55000.00000000 PA USD 51566.52000000 0.010224176673 Long DBT CORP US N 2 2033-04-01 Fixed 7.87500000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 310000.00000000 PA USD 304004.48000000 0.060275456113 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BT3 15000.00000000 PA USD 15482.34000000 0.003069708397 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAR5 495000.00000000 PA USD 488925.52000000 0.096940047473 Long DBT CORP US N 2 2034-01-27 Fixed 5.05300000 N N N N N N STORE MASTER FUNDING LLC N/A 86212XAG5 1084416.62600000 PA USD 1086698.78000000 0.215461511034 Long ABS-MBS US Y 2 2053-06-20 Fixed 6.92000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 607054.49000000 PA USD 624887.50000000 0.123897447438 Long ABS-MBS US Y 2 2044-07-15 Fixed 6.27000000 N N N N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 668771AM0 270000.00000000 PA USD 262471.21000000 0.052040588017 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJY9 355000.00000000 PA USD 324624.18000000 0.064363757122 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 12284.00000000 NS USD 2031036.56000000 0.402696878138 Long EC US N 1 N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAH6 690000.00000000 PA USD 665668.97000000 0.131983254941 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N OAK-EAGLE ACQUIRECO, INC. 6488ICS9P20290MA1H31 67124CAA1 165000.00000000 PA USD 170955.58000000 0.033895637194 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N Luna 1.5 S.a r.l. 64884UZ60Y77J5XK5C41 550356AA7 1013000.00000000 PA USD 1061296.03000000 0.210424867025 Long DBT NUSS LU N 2 2032-07-01 Fixed 12.00000000 N N Y N N N Bank of America B4TYDEB6GKMZO031MB27 N/A -2900000.00000000 NC USD 152156.33000000 0.030168279728 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2030-12-20 202713.49000000 USD 0.00000000 USD -2900000.00000000 USD -50557.16000000 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918KAT5 714000.00000000 PA USD 654699.83000000 0.129808385950 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N DBR LAND HOLDINGS LLC N/A 24024BAA5 430000.00000000 PA USD 435370.70000000 0.086321647367 Long DBT CORP US N 2 2030-12-01 Fixed 6.25000000 N N N N N N DISH DBS Corporation N/A 25470XBD6 200000.00000000 PA USD 178724.36000000 0.035435965672 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N SBNA AUTO RECEIVABLES TRUST N/A 78437XAC0 524947.17000000 PA USD 526067.98000000 0.104304342623 Long ABS-MBS US Y 2 2031-04-15 Fixed 5.14000000 N N N N N N KDX Realty Investment Corporation 353800FFT483NCIHFY42 N/A 220.00000000 NS 223360.76000000 0.044286096332 Long EC JP N 1 N N N MURPHY OIL CORPORATION QBKYQD0ODE7DC7PDIN91 626717AP7 261000.00000000 PA USD 259230.63000000 0.051398073020 Long DBT CORP US N 2 2032-10-01 Fixed 6.00000000 N N N N N N THE HERTZ CORPORATION 549300PD0C69OJ0NLB27 428040DC0 203000.00000000 PA USD 178123.14000000 0.035316760818 Long DBT CORP US N 2 2029-07-15 Fixed 12.62500000 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 480000.00000000 PA USD 570753.64000000 0.113164240142 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP 529900HFO1BDEIT4QU11 03690AAM8 273000.00000000 PA USD 269971.39000000 0.053527660742 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N VENTURE GLOBAL LNG, INC. 54930011XLBUWMQUC829 92332YAA9 63000.00000000 PA USD 64431.42000000 0.012774921042 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298CM3 515000.00000000 PA USD 524435.39000000 0.103980646384 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505GR9 1705000.00000000 PA USD 1682319.56000000 0.333556198931 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N QXO BUILDING PRODUCTS, INC. 549300HDXQWWCBOYXP31 74825NAA5 265000.00000000 PA USD 270297.62000000 0.053592342888 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 430000.00000000 PA USD 418595.91000000 0.082995682834 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N Republic of Ukraine 6354001WLTJXOMEXPY07 903724CC4 202863.00000000 PA USD 104101.49000000 0.020640369483 Long DBT NUSS UA N 2 2036-02-01 Fixed 4.50000000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 6989.00000000 NS USD 2064201.15000000 0.409272474620 Long EC US N 1 N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAQ8 200000.00000000 PA USD 188332.38000000 0.037340963216 Long DBT NUSS MO N 2 2029-03-08 Fixed 2.85000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AD8 330000.00000000 PA USD 349520.16000000 0.069299923029 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 465000.00000000 PA USD 447092.06000000 0.088645660225 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BX9 425000.00000000 PA USD 429260.63000000 0.085110193983 Long DBT NUSS US N 2 2033-02-15 Fixed 6.12500000 N N N N N N USA COMPRESSION PARTNERS, LP 5493000B1PEOKXRZEO65 91740PAH1 225000.00000000 PA USD 224292.38000000 0.044470810124 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAD0 560000.00000000 PA USD 374597.99000000 0.074272144628 Long DBT NUSS CN N 2 2050-08-03 Fixed 4.02700000 N N N N N N Puma International Financing S.A. 222100YFBPO7IDRUBR17 74588YAB6 350000.00000000 PA USD 357131.80000000 0.070809095107 Long DBT NUSS SG N 2 2029-04-25 Fixed 7.75000000 N N N N N N TIDEWATER INC. 2549000JA5GRUPLMUH98 88642RAE9 625000.00000000 PA USD 665832.50000000 0.132015678296 Long DBT CORP US N 2 2030-07-15 Fixed 9.12500000 N N N N N N API GROUP DE, INC. 549300XP4G7B4QYA0G83 001877AA7 851000.00000000 PA USD 810391.39000000 0.160677601403 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229BF2 110000.00000000 PA USD 105590.61000000 0.020935619695 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N AMC NETWORKS INC. 549300VGG9K75226LR46 00164VAK9 191000.00000000 PA USD 188502.50000000 0.037374693181 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N ICAHN ENTERPRISES L.P. 549300T0G4GS0SINS786 451102CK1 775000.00000000 PA USD 763489.86000000 0.151378359783 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N EXPRESS OIL/MAVIS TIRE 1/25 TL N/A 57777YAG1 940500.00000000 PA USD 938976.39000000 0.186172355705 Long LON US N 2 2028-05-04 Floating 6.67299960 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423UAC6 1000000.00000000 PA USD 1017342.80000000 0.201710189577 Long ABS-MBS US Y 2 2054-08-25 Fixed 6.08000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BR7 355000.00000000 PA USD 359309.70000000 0.071240910835 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 55000.00000000 PA USD 54750.66000000 0.010855501221 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N COREWEAVE, INC. 984500511DP2B6186053 21873SAC2 786000.00000000 PA USD 747893.86000000 0.148286115835 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 N/A 35603.00000000 NS 1438284.48000000 0.285170971994 Long EC GB N 1 N N N GREAT-WEST LIFECO INC. 549300X81X4VZEESFU46 39138C106 14062.00000000 NS 656471.86000000 0.130159729181 Long EC CA N 1 N N N ROCKET MORTGAGE, LLC 549300FGXN1K3HLB1R50 74841CAA9 340000.00000000 PA USD 321977.38000000 0.063838971838 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N UNITED NATURAL FOODS, INC. 549300GKGW6WPZ282D40 911163AA1 305000.00000000 PA USD 305240.34000000 0.060520492058 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967QJ3 845000.00000000 PA USD 845633.94000000 0.167665198348 Long DBT CORP US N 2 2174-05-15 Fixed 6.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 16000.00000000 PA USD 12766.64000000 0.002531262200 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N COREWEAVE, INC. 984500511DP2B6186053 21873SAB4 1433000.00000000 PA USD 1392387.92000000 0.276070987389 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AR8 445000.00000000 PA USD 358004.68000000 0.070982162426 Long DBT NUSS CA N 2 2031-02-15 Fixed 6.87500000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92842MAA8 277470.76000000 PA USD 276504.11000000 0.054822913620 Long ABS-MBS US Y 2 2055-11-25 Fixed 5.29700000 N N N N N N Government National Mortgage Association N/A 38381WVB1 104937.20300000 PA USD 11003.56000000 0.002181693499 Long DBT USGA US N 2 2049-06-20 Floating 2.31048000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAN5 1000000.00000000 PA USD 1028586.20000000 0.203939436539 Long ABS-MBS US Y 2 2032-07-15 Fixed 6.78000000 N N N N N N KODIAK GAS SERVICES, LLC 549300ZQBRWEUOVOM131 50012LAF1 160000.00000000 PA USD 160792.38000000 0.031880563220 Long DBT CORP US N 2 2031-04-01 Fixed 5.87500000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CY6 666000.00000000 PA USD 665004.33000000 0.131851475701 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BANK OZK 549300VYK2WBD7SST478 06417N103 5226.00000000 NS USD 239821.14000000 0.047549722290 Long EC US N 1 N N N OTSUKA CORPORATION 529900RG9DJ58J3UIE72 N/A 11849.00000000 NS 226296.64000000 0.044868197971 Long EC JP N 1 N N N COLT MORTGAGE LOAN TRUST N/A 196920AF9 750000.00000000 PA USD 759775.73000000 0.150641953267 Long ABS-MBS US Y 2 2070-01-25 Floating 6.63099840 N N N N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 46958.00000000 NS USD 1226542.96000000 0.243188641023 Long EC US N 1 N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC 254900V5SMQ1UP1CLC26 13005HAA8 800000.00000000 PA USD 781659.52000000 0.154980887430 Long DBT NUSS GB N 2 2032-02-15 Fixed 6.37500000 N N N N N N LIGHTNING POWER, LLC 254900BWCHJ03XRL8K59 53229KAA7 365000.00000000 PA USD 379409.38000000 0.075226106645 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 42728.89000000 0.008471925591 N/A DFE US N 2 U.S. DOLLARS N/A 831412.60000000 GBP 1138900.57000000 USD 2026-04-28 42728.89000000 N N N Government National Mortgage Association N/A 38380ABR7 504024.69420000 PA USD 79468.72000000 0.015756390645 Long DBT USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N SITC International Holdings Co Ltd 529900JUV4MOM9CE3V12 N/A 67831.00000000 NS 297037.47000000 0.058894095859 Long EC HK N 1 N N N J.P. MORGAN MORTGAGE TRUST N/A 46594QAF4 500000.00000000 PA USD 501015.00000000 0.099337048074 Long ABS-MBS US Y 2 2066-07-25 Fixed 5.80500000 N N N N N N NRG ENERGY 3/24 COV-LITE TLB N/A 62937NBC0 1481155.78000000 PA USD 1482770.24000000 0.293991235020 Long LON US N 2 2031-04-16 Floating 5.52057120 N N N N N N AJ BELL PLC 213800VNKA7DPWXWJJ36 N/A 17618.00000000 NS 109148.33000000 0.021641014549 Long EC GB N 1 N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324EAB3 477181.13000000 PA USD 487426.35000000 0.096642804631 Long ABS-MBS US Y 2 2045-02-15 Fixed 6.34000000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAV1 290000.00000000 PA USD 306678.48000000 0.060805634384 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAP2 200000.00000000 PA USD 197382.04000000 0.039135253827 Long DBT CORP US N 2 2036-03-12 Fixed 5.10000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 16409.00000000 NS USD 1582976.23000000 0.313859237466 Long EC US N 1 N N N MATCH GROUP HOLDINGS II, LLC 5493003RFFE030RC9167 57667JAA0 110000.00000000 PA USD 97799.39000000 0.019390842002 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N ARDONAGH FINCO LIMITED 254900D2T84O1K03BA28 039853AA4 210000.00000000 PA USD 212460.57000000 0.042124898168 Long DBT NUSS GB N 2 2031-02-15 Fixed 7.75000000 N N N N N N CARETRUST REIT, INC. 5493001NVXE2B9GPLU96 14174T107 9719.00000000 NS USD 356201.35000000 0.070624613292 Long EC US N 1 N N N 1261229 B.C. LTD. N/A 68288AAA5 310000.00000000 PA USD 317391.64000000 0.062929749809 Long DBT NUSS US N 2 2032-04-15 Fixed 10.00000000 N N N N N N United Urban Investment Corporation 353800GYZWBD7BDCN841 N/A 157.00000000 NS 168754.06000000 0.033459138291 Long EC JP N 1 N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAJ0 155000.00000000 PA USD 154210.48000000 0.030575559345 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 68348BAA1 885000.00000000 PA USD 885853.14000000 0.175639523676 Long DBT NUSS FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N UNLOCK HEA TRUST N/A 91530QAA8 883676.35400000 PA USD 880662.58000000 0.174610383015 Long ABS-MBS US Y 2 2039-04-25 Fixed 7.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 9367.00000000 NS USD 2037228.83000000 0.403924629449 Long EC US N 1 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 653000.00000000 PA USD 632591.40000000 0.125424912054 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N ENGINEERED MACHY HLDGS INC N/A 26658NAU3 312000.00000000 PA 358064.85000000 0.070994092428 Long LON XX N 2 2032-11-26 Floating 5.51900160 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAX8 170000.00000000 PA USD 172574.99000000 0.034216720213 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N LANDMARK DATA CENTERS N/A 538908AC8 500000.00000000 PA USD 499025.10000000 0.098942507407 Long ABS-MBS US Y 2 2055-12-15 Fixed 5.90000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAG1 209000.00000000 PA USD 218968.31000000 0.043415198221 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N KODIAK GAS SERVICES, LLC 549300ZQBRWEUOVOM131 50012LAE4 210000.00000000 PA USD 213341.52000000 0.042299565538 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N N QNITY ELECTRONICS, INC. 254900RSUG4J9TFFZX53 74743LAA8 230000.00000000 PA USD 230273.93000000 0.045656781642 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N IMOLA MERGER CORPORATION N/A 45258LAA5 464000.00000000 PA USD 450977.24000000 0.089415981098 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 406000.00000000 PA USD 351591.01000000 0.069710513782 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N NORTHERN OIL AND GAS, INC. OKFF0PIZDDMNH4UCYE51 665531AL3 180000.00000000 PA USD 186237.54000000 0.036925615927 Long DBT CORP US N 2 2033-10-15 Fixed 7.87500000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43283JAD8 506854.27000000 PA USD 517209.25000000 0.102547908009 Long ABS-MBS US Y 2 2038-03-25 Fixed 6.91000000 N N N N N N GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST N/A 38237EAA2 334686.43000000 PA USD 335733.53000000 0.066566425775 Long ABS-MBS US Y 2 2049-02-20 Fixed 5.38000000 N N N N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 55903VBU6 420000.00000000 PA USD 255150.00000000 0.050588999962 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AW0 500000.00000000 PA USD 515587.81000000 0.102226422499 Long DBT NUSS ZA N 2 2030-04-01 Fixed 5.62500000 N N N N N N VIKING OCEAN CRUISES LTD 549300HGB20LALDWOS12 91832VAA2 235000.00000000 PA USD 234032.41000000 0.046401981503 Long DBT NUSS US N 2 2028-02-15 Fixed 5.00000000 N N N N N N Gray Media, Inc 529900TM5726KDN7UU35 389375AP1 179000.00000000 PA USD 180373.11000000 0.035762865980 Long DBT CORP US N 2 2033-08-15 Fixed 7.25000000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AG9 447000.00000000 PA USD 438605.97000000 0.086963109542 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N HCL TECHNOLOGIES LIMITED 549300C1F8OLYSOQYB65 Y3121G147 47733.00000000 NS 687007.18000000 0.136214016081 Long EC IN N 1 N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAL1 240000.00000000 PA USD 241958.86000000 0.047973571465 Long DBT CORP US N 2 2034-01-15 Fixed 7.00000000 N N N N N N GEN II FUND SERVICES 11/24 TLB N/A 69381MAB1 569250.00000000 PA USD 561661.90000000 0.111361606262 Long LON US N 2 2031-11-26 Floating 6.42193920 N N N N N N SUA LLC N/A 78485NAA7 500000.00000000 PA USD 500195.20000000 0.099174505012 Long ABS-MBS US Y 2 2040-05-25 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797QD2 6500000.00000000 PA USD 6490179.61000000 1.286818326651 Long DBT UST US N 2 2026-04-16 None 0.00000000 N N N N N N DATABANK ISSUER, LLC N/A 23802WAR2 1000000.00000000 PA USD 993377.60000000 0.196958570914 Long ABS-MBS US Y 2 2056-02-25 Fixed 6.49300000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 730000.00000000 PA USD 653415.70000000 0.129553779434 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83207VAC2 1000000.00000000 PA USD 989258.60000000 0.196141890174 Long ABS-MBS US Y 2 2054-03-16 Fixed 5.73000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 250000.00000000 PA USD 249989.03000000 0.049565726158 Long DBT NUSS FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N DIEBOLD NIXDORF, INCORPORATED 549300XZK6EWDBAZSY16 253651AK9 560000.00000000 PA USD 582309.28000000 0.115455395429 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N FIESTA PURCHASER, INC. N/A 31659AAB2 439000.00000000 PA USD 447108.77000000 0.088648973343 Long DBT CORP US N 2 2032-09-15 Fixed 9.62500000 N N N N N N WILDFIRE INTERMEDIATE HOLDINGS, LLC 5493003RHEMQJZEXIR02 96812HAA6 175000.00000000 PA USD 177321.90000000 0.035157897677 Long DBT CORP US N 2 2029-10-15 Fixed 7.50000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43283JAC0 506854.27000000 PA USD 512222.87000000 0.101559250445 Long ABS-MBS US Y 2 2038-03-25 Fixed 5.99000000 N N N N N N K. HOVNANIAN ENTERPRISES, INC. 549300JJCQ0KAI7CJG32 48251UAQ1 92000.00000000 PA USD 90978.10000000 0.018038373887 Long DBT CORP US N 2 2033-10-01 Fixed 8.37500000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AQ2 280000.00000000 PA USD 274960.00000000 0.054516760453 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N REF: EUR006M INDEX N/A N/A 2870000.00000000 NC -63348.91000000 -0.01256029004 N/A DIR XX N 2 REF: EUR006M INDEX N/A Y 2031-06-17 10904.64000000 EUR 0.00000000 EUR -2870000.00000000 EUR -74253.55000000 N N N HIN TIMESHARE TRUST N/A 433403AD4 436434.93000000 PA USD 444335.58000000 0.088099128512 Long ABS-MBS US Y 2 2044-03-15 Fixed 8.22000000 N N N N N N Republic of Ukraine 6354001WLTJXOMEXPY07 903724CD2 66285.00000000 PA USD 38766.42000000 0.007686280305 Long DBT NUSS UA N 2 2030-02-01 Fixed 0.00000000 N N N N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769GAA8 517000.00000000 PA USD 497299.72000000 0.098600413546 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N TALEN ENERGY SUPPLY, LLC K5K33XN0PQAU1XF7NN66 87422VAM0 235000.00000000 PA USD 232381.72000000 0.046074696548 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 17136.00000000 NS USD 149597.28000000 0.029660892777 Long EC US N 1 N N N TPG TRUST N/A 872973AG7 200000.00000000 PA USD 198472.00000000 0.039351361945 Long ABS-MBS US Y 2 2029-11-15 Floating 6.60274920 N N N N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855RAN0 475000.00000000 PA USD 466975.02000000 0.092587886612 Long DBT CORP US N 2 2031-02-15 Fixed 6.50000000 N N N N N N K. HOVNANIAN ENTERPRISES, INC. 549300JJCQ0KAI7CJG32 48251UAP3 103000.00000000 PA USD 101834.56000000 0.020190901634 Long DBT CORP US N 2 2031-04-01 Fixed 8.00000000 N N N N N N ILLINOIS ST N/A 452152GS4 160714.27950000 PA USD 172792.50000000 0.034259846270 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N United States of America N/A N/A -41.00000000 NC USD -4552921.88000000 -0.90271512763 N/A DIR US N 1 US 10YR NOTE (CBT)JUN26 N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2026 2026-06-21 -4639560.36000000 USD 86638.48000000 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 12264.00000000 NS USD 1105476.96000000 0.219184690917 Long EC US N 1 N N N BCPE EMPIRE HOLDINGS, INC. N/A 05550HAQ8 1485000.00000000 PA USD 1460868.75000000 0.289648791450 Long LON US N 2 2030-12-11 Floating 6.92300160 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAE5 240000.00000000 PA USD 241798.32000000 0.047941740941 Long DBT NUSS MO N 2 2028-08-08 Fixed 5.40000000 N N N N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A -980000.00000000 NC USD 5972.09000000 0.001184095868 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-06-20 8552.37000000 USD 0.00000000 USD -980000.00000000 USD -2580.28000000 N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST N/A 39571MAH1 746398.01000000 PA USD 766980.61000000 0.152070476387 Long ABS-MBS US Y 2 2059-06-25 Fixed 7.33000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 45276NAB7 683775.16000000 PA USD 681465.78000000 0.135115313810 Long ABS-MBS US Y 2 2067-06-25 Fixed 5.04000000 N N N N N N GardaWorld Security Corporation 549300ZF1NDXLMCHNO20 36485MAN9 185000.00000000 PA USD 183063.75000000 0.036296343491 Long DBT NUSS CA N 2 2032-08-01 Fixed 8.25000000 N N N N N N CHEVRON CORPORATION N/A 166764100 9166.00000000 NS USD 1896445.40000000 0.376011272855 Long EC US N 1 N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAJ8 400000.00000000 PA USD 343488.00000000 0.068103916986 Long DBT CORP US N 2 2034-01-15 Fixed 8.50000000 N N N N N N TENET EQUITY FUNDING SPE LLC N/A 88035KAA7 498281.16000000 PA USD 497531.99000000 0.098646466091 Long ABS-MBS US Y 2 2054-10-20 Fixed 5.49000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 845000.00000000 PA USD 870000.77000000 0.172496448836 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N TAIWAN MOBILE CO., LTD. N/A N/A 88613.00000000 NS 302976.70000000 0.060071676523 Long EC TW N 1 N N N GardaWorld Security Corporation 549300ZF1NDXLMCHNO20 36485MAP4 230000.00000000 PA USD 230156.17000000 0.045633433178 Long DBT NUSS CA N 2 2032-11-15 Fixed 8.37500000 N N N N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AQ0 297000.00000000 PA USD 295810.69000000 0.058650860220 Long DBT NUSS GT N 2 2029-03-25 Fixed 6.25000000 N N N N N N FIGRE TRUST N/A 31684JAB2 919863.89000000 PA USD 930663.55000000 0.184524155578 Long ABS-MBS US Y 2 2053-07-25 Floating 6.02700120 N N N N N N RYAN SPECIALTY, LLC 549300K52N7QBO3PYY45 78351GAA3 310000.00000000 PA USD 306393.03000000 0.060749037754 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 85000.00000000 PA USD 88706.68000000 0.017588015799 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N OBX TRUST N/A 673911AD5 667327.73000000 PA USD 671555.45000000 0.133150376777 Long ABS-MBS US Y 2 2064-11-25 Fixed 5.86300000 N N N N N N Kamigumi Co.,Ltd. 3538004KUWA3850MUC05 N/A 4360.00000000 NS 150363.98000000 0.029812907617 Long EC JP N 1 N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 810186AX4 551000.00000000 PA USD 509036.89000000 0.100927561077 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298CN1 595000.00000000 PA USD 609033.60000000 0.120754069243 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N PRKCM TRUST N/A 69391XAE9 1000000.00000000 PA USD 1009746.00000000 0.200203959850 Long ABS-MBS US Y 2 2059-05-25 Floating 7.75280880 N N N N N N CLYDESDALE ACQUISITION HOLDINGS, INC. N/A 18972FAC6 1250000.00000000 PA USD 1189625.00000000 0.235868857848 Long LON US N 2 2029-04-13 Floating 6.84799920 N N N N N N VENTURE CORPORATION LIMITED 254900B1NLZC3J1MAE72 N/A 15075.00000000 NS 180889.01000000 0.035865154301 Long EC SG N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14689FAF2 500000.00000000 PA USD 493921.35000000 0.097930578704 Long ABS-MBS US N 2 2032-08-10 Fixed 5.28000000 N N N N N N Government National Mortgage Association N/A 38375AN91 735466.78950000 PA USD 80974.89000000 0.016055021388 Long DBT USGA US N 2 2040-01-16 Floating 2.81301120 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AM9 100000.00000000 PA USD 82870.15000000 0.016430797629 Long DBT NUSS CA N 2 2030-05-15 Fixed 6.87500000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AJ3 1020000.00000000 PA USD 1003203.25000000 0.198906718308 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N USA COMPRESSION PARTNERS, LP 5493000B1PEOKXRZEO65 91740PAG3 415000.00000000 PA USD 424618.11000000 0.084189714092 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BY7 260000.00000000 PA USD 262062.32000000 0.051959516741 Long DBT NUSS US N 2 2030-03-15 Fixed 5.75000000 N N N N N N DAE AVIATION (STANDARD AERO) 10/24 TLB2 N/A 26812CAP1 326533.34000000 PA USD 326386.40000000 0.064713155309 Long LON US N 2 2031-10-31 Floating 5.67299880 N N N N N N OAK-EAGLE ACQUIRECO, INC. 6488ICS9P20290MA1H31 67124CAB9 70000.00000000 PA USD 73282.42000000 0.014529823016 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCV1 495000.00000000 PA USD 394915.77000000 0.078300583474 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 91327CAA6 130000.00000000 PA USD 132403.15000000 0.026251785029 Long DBT CORP US N 2 2032-06-15 Fixed 8.62500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBZ3 174000.00000000 PA USD 168838.88000000 0.033475955688 Long DBT NUSS US N 2 2033-09-15 Fixed 6.25000000 N N N N N N 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 90205FAL4 280000.00000000 PA USD 275800.00000000 0.054683308601 Long ABS-MBS US N 2 2034-09-15 Floating 5.50645200 N N N N N N CYPRIUM CORPORATION 254900V7LN9S9W17X250 23292NAA6 305000.00000000 PA USD 300674.32000000 0.059615179945 Long DBT NUSS US N 2 2031-04-15 Fixed 6.12500000 N N N N N N QNITY ELECTRONICS, INC. 254900RSUG4J9TFFZX53 74743LAB6 115000.00000000 PA USD 116280.76000000 0.023055172891 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574PAE5 600000.00000000 PA USD 592000.98000000 0.117376984342 Long ABS-MBS US N 2 2065-05-25 Floating 5.05617840 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 860000.00000000 PA USD 886076.92000000 0.175683892896 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N RAND PARENT, LLC N/A 753272AA1 555000.00000000 PA USD 569721.38000000 0.112959572295 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229BE5 170000.00000000 PA USD 162687.28000000 0.032256268084 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276CAH4 603085.00000000 PA USD 591234.80000000 0.117225072603 Long ABS-MBS US N 2 2050-08-15 Floating 3.74000040 N N N N N N Cirsa Finance International S.a r.l. 254900KUJN6DHWH2K029 N/A 131000.00000000 PA 153589.13000000 0.030452363283 Long DBT NUSS ES N 2 2029-03-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 238000.00000000 PA USD 210890.92000000 0.041813681144 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N BLUE OWL ASSET LEASING TRUST N/A 095921AD4 1250000.00000000 PA USD 1266385.38000000 0.251088261575 Long ABS-MBS US Y 2 2031-01-15 Fixed 6.38000000 N N N N N N GENESIS ENERGY, L.P. 549300VJ5D6MDK138782 37185LAS1 800000.00000000 PA USD 796220.48000000 0.157867912336 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N CHICONY ELECTRONICS CO., LTD. 254900JBP5GB5B1IHS51 N/A 30117.00000000 NS 114845.72000000 0.022770645207 Long EC TW N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769GAD2 145000.00000000 PA USD 133401.28000000 0.026449685866 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N KODIAK GAS SERVICES, LLC 549300ZQBRWEUOVOM131 50012LAD6 320000.00000000 PA USD 323456.64000000 0.064132267092 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST N/A 39571VAH1 1000000.00000000 PA USD 1016472.10000000 0.201537554491 Long ABS-MBS US Y 2 2060-06-25 Fixed 7.79000000 N N N N N N CLARIOS US FINANCE COMPANY, INC. 549300QHLDSIXVFWH611 18060TAD7 281000.00000000 PA USD 287322.50000000 0.056967893167 Long DBT NUSS US N 2 2030-02-15 Fixed 6.75000000 N N N N N N ROCKET COMPANIES, INC. N/A 77311WAB7 280000.00000000 PA USD 283008.32000000 0.056112513775 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KDF4 415000.00000000 PA USD 428248.88000000 0.084909592687 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 930000.00000000 PA USD 962325.67000000 0.190801854921 Long DBT NUSS GB N 2 2174-12-15 Fixed 8.00000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N BROADSTREET PARTNERS GROUP, LLC 549300BS9N54G8DD0R75 11135RAA3 790000.00000000 PA USD 769904.14000000 0.152650129372 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAA8 190000.00000000 PA USD 196744.05000000 0.039008758526 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BP1 90000.00000000 PA USD 88427.16000000 0.017532594920 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 27927WAR3 200000.00000000 PA USD 196000.00000000 0.038861234538 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25000000 N N N N N N COMSYS Holdings Corporation 529900BXEDA1UA6QX260 N/A 5729.00000000 NS 182676.47000000 0.036219556864 Long EC JP N 1 N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAD0 580000.00000000 PA USD 573555.45000000 0.113719759507 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N CTBC Financial Holding Co., Ltd. 549300IWDYIFW6JXM387 N/A 234543.00000000 NS 381160.17000000 0.075573238588 Long EC TW N 1 N N N COLT MORTGAGE LOAN TRUST N/A 196919AD6 750000.00000000 PA USD 749115.30000000 0.148528292703 Long ABS-MBS US Y 2 2069-09-25 Floating 5.92400160 N N N N N N B3 S.A - Brasil, Bolsa, Balcao 4GTK5S46E6H318LMDS44 11778EAA4 300000.00000000 PA USD 276375.00000000 0.054797314773 Long DBT NUSS BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N KRAKEN OIL & GAS PARTNERS LLC 549300DR5HSL4YAU3X12 50076PAA6 25000.00000000 PA USD 25529.20000000 0.005061715453 Long DBT CORP US N 2 2029-08-15 Fixed 7.62500000 N N N N N N GENTING SINGAPORE LIMITED 254900Y2N3AK93K1O866 N/A 319207.00000000 NS 167885.34000000 0.033286895782 Long EC SG N 1 N N N APH SOMERSET INVESTOR 2 LLC N/A 00188QAA4 720000.00000000 PA USD 651074.40000000 0.129089566125 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N BEACH ACQUISITION BIDCO, LLC 254900F2FNX3GBTB6202 N/A 258000.00000000 PA 285108.53000000 0.056528925782 Long DBT NUSS US N 2 2032-07-15 Fixed 5.25000000 N N N N N N MSC INDUSTRIAL DIRECT CO., INC. 0XVKH0LN6YGOWO2EGO17 553530106 2343.00000000 NS USD 216188.61000000 0.042864062642 Long EC US N 1 N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAH7 255000.00000000 PA USD 237362.94000000 0.047062331031 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380UM67 1804106.25100000 PA USD 199198.59000000 0.039495424111 Long DBT USGA US N 2 2048-01-20 Floating 1.91048040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 230000.00000000 PA USD 214307.93000000 0.042491177200 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N CLOUD SOFTWARE GROUP, INC. 04EEB871XLHVNY4RZJ65 88632QAE3 910000.00000000 PA USD 887768.97000000 0.176019378364 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 130000.00000000 PA USD 43446.00000000 0.008614108141 Long DBT NUSS VE N 2 2037-04-12 Floating 0.00000000 Y N N N N N Industria de Diseno Textil, S.A. 549300TTCXZOGZM2EY83 E6282N100 29226.00000000 NS 1695847.53000000 0.336238411252 Long EC ES N 1 N N N AVIENT CORPORATION SM8L9RZYIB34LNTWO040 05368VAA4 335000.00000000 PA USD 340410.92000000 0.067493819396 Long DBT CORP US N 2 2030-08-01 Fixed 7.12500000 N N N N N N TEAM HEALTH HOLDINGS, INC. 549300PVTQ4UDTTMQT11 87817AAB3 1300798.00000000 PA USD 1346325.93000000 0.266938202711 Long DBT CORP US N 2 2028-06-30 Fixed 13.50000000 N N Y N N N STRIKE ACCEPTANCE AUTO FUNDING TRUST N/A 86332RAC2 500000.00000000 PA USD 499130.70000000 0.098963444889 Long ABS-MBS US Y 2 2032-04-15 Fixed 8.70000000 N N N N N N PT Bank Rakyat Indonesia (Persero) Tbk 254900HB6S4B12GBNP64 N/A 3900562.00000000 NS 779414.30000000 0.154535724057 Long EC ID N 1 N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAB8 570000.00000000 PA USD 564980.18000000 0.112019526963 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 85571BBG9 365000.00000000 PA USD 360437.83000000 0.071464586981 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 59408QAA4 386000.00000000 PA USD 359444.13000000 0.071267564487 Long DBT CORP US N 2 2034-03-15 Fixed 11.00000000 N N N N N N AXALTA COATING SYSTEMS, LLC 549300G80QONCHILSF69 05453GAC9 642000.00000000 PA USD 607438.82000000 0.120437869653 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAR3 190000.00000000 PA USD 196640.00000000 0.038988128365 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N N Government National Mortgage Association N/A 38380YR23 312512.56530000 PA USD 36773.20000000 0.007291081377 Long DBT USGA US N 2 2048-09-20 Floating 2.41048080 N N N N N N TEAM HEALTH HOLDINGS, INC. 549300PVTQ4UDTTMQT11 87817AAE7 154000.00000000 PA USD 151776.57000000 0.030092984103 Long DBT CORP US N 2 2028-06-30 Fixed 8.37500000 N N N N N N Haier Smart Home Co., Ltd. 3003002BYTNGNJTWSH07 N/A 125696.00000000 NS 336776.45000000 0.066773207197 Long EC HK N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AV6 685000.00000000 PA USD 674822.75000000 0.133798189591 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N N/A N/A 316502AE3 900000.00000000 PA USD 899798.85000000 0.178404561977 Long DBT NUSS US N 2 2037-01-08 Floating 6.17924880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0LQ7 678469.78890000 PA USD 76894.64000000 0.015246023672 Long DBT USGA US N 2 2048-01-25 Floating 2.37362040 N N N N N N ROCKET COMPANIES, INC. N/A 77311WAA9 325000.00000000 PA USD 327998.78000000 0.065032844479 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N Far EasTone Telecommunications Co., Ltd. 529900L7W7BWDLVZL253 N/A 77795.00000000 NS 224701.70000000 0.044551966658 Long EC TW N 1 N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55337PAA0 160000.00000000 PA USD 138196.35000000 0.027400412090 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 300000.00000000 PA USD 278431.06000000 0.055204973089 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92490HAJ5 500000.00000000 PA USD 497428.89000000 0.098626024289 Long ABS-MBS US Y 2 2071-03-25 Fixed 5.18100000 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AH9 353000.00000000 PA USD 353331.82000000 0.070055666974 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N VENTIA SERVICES GROUP LIMITED N/A N/A 43270.00000000 NS 156394.11000000 0.031008511169 Long EC AU N 1 N N N KAMAN/RUBY/ARXIS 1/25 DELAYED TL N/A 03234TBB3 1262218.05000000 PA USD 1252524.22000000 0.248339987138 Long LON US N 2 2032-01-30 Floating 5.67299880 N N N N N N INFOSYS LIMITED 335800TYLGG93MM7PR89 N/A 144695.00000000 NS 1951623.40000000 0.386951503464 Long EC IN N 1 N N N Republic of Ukraine 6354001WLTJXOMEXPY07 903724BZ4 318301.00000000 PA USD 224009.12000000 0.044414647710 Long DBT NUSS UA N 2 2029-02-01 Fixed 4.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BF1 1260000.00000000 PA USD 1262797.20000000 0.250376827368 Long DBT CORP US N 2 2174-12-15 Fixed 6.20000000 N N N N N N CINEWORLD/REGAL 6/25 COV-LITE N/A 22834KAV3 594015.00000000 PA USD 587237.29000000 0.116432479881 Long LON US N 2 2031-12-02 Floating 8.17115040 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 240000.00000000 PA USD 216474.07000000 0.042920661254 Long DBT CORP ZA N 2 2031-03-18 Fixed 5.50000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 510000.00000000 PA USD 511876.29000000 0.101490533472 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N RISEWELL HOMES INC. 549300PLCE8TB3TVRQ85 645370AG2 770000.00000000 PA USD 752922.40000000 0.149283132530 Long DBT CORP US N 2 2030-11-01 Fixed 8.50000000 N N N N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431150 2787.00000000 NC USD 73298.10000000 0.014532931915 N/A DE US N 2 NOBLE CORP PLC WT N/A Call Purchased NOBLE CORPORATION PLC Nobel Corp Equity Warrants Exp 4th Feb 2028 2787.00000000 23.13000000 USD 2028-02-07 XXXX 67724.10000000 N N N TATA CONSULTANCY SERVICES LIMITED 335800ZJKU9GPQRE2U66 Y85279100 44782.00000000 NS 1127640.34000000 0.223579059838 Long EC IN N 1 N N N Go Daddy 12/24 B8 TLB N/A N/A 773037.97000000 PA USD 760800.78000000 0.150845191576 Long LON US N 2 2029-11-09 Floating 5.42300040 N N N N N N BKV UPSTREAM MIDSTREAM, LLC 254900LG75NBYHBBAU18 05619CAA3 280000.00000000 PA USD 283033.24000000 0.056117454703 Long DBT CORP US N 2 2030-10-15 Fixed 7.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AW4 340000.00000000 PA USD 328688.34000000 0.065169564647 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N ASURION, LLC 549300KNQVXGIOXWK278 045941AB7 490000.00000000 PA USD 475722.59000000 0.094322281354 Long DBT CORP US N 2 2034-02-01 Fixed 8.37500000 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAJ6 665000.00000000 PA USD 664104.84000000 0.131673132375 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N ORYX MIDSTREAM 1/25 TLB N/A 68764JAJ0 1563159.15000000 PA USD 1563596.83000000 0.310016852729 Long LON US N 2 2028-10-05 Floating 5.92635960 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCD3 495000.00000000 PA USD 469692.71000000 0.093126727370 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N TEREX CORPORATION YAWJZJYEQ7M1SYMOS462 880779BB8 190000.00000000 PA USD 191238.47000000 0.037917158344 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 16578.00000000 NS USD 1436483.70000000 0.284813928454 Long EC US N 1 N N N VERTICAL BRIDGE CC LLC N/A 92535VAQ5 1000000.00000000 PA USD 995799.10000000 0.197438685605 Long ABS-MBS US Y 2 2055-08-16 Fixed 5.16300000 N N N N N N Gray Media, Inc 529900TM5726KDN7UU35 389375AL0 113000.00000000 PA USD 87188.19000000 0.017286942350 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754DAB3 386000.00000000 PA USD 391487.76000000 0.077620906430 Long ABS-MBS US Y 2 2042-04-25 Floating 6.66190080 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 699000.00000000 PA USD 685898.10000000 0.135994117009 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N DIRECTV FINANCING, LLC N/A 25460HAB8 37307.17000000 PA USD 37365.37000000 0.007408491873 Long LON US N 2 2027-08-02 Floating 8.92845000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 335000.00000000 PA USD 313261.54000000 0.062110868254 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N FOUNDATION FINANCE TRUST N/A 349941AD6 742764.28880000 PA USD 778130.71000000 0.154281224608 Long ABS-MBS US Y 2 2049-12-15 Fixed 8.13000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 300000.00000000 PA USD 296990.65000000 0.058884812783 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/2028 N/A 74006LAS1 0.01000000 PA USD 0.01000000 0.000000001982 Long LON US N 2 2028-12-15 Floating 6.92300160 N N N N N N WYNN RESORTS FINANCE, LLC N/A 983133AC3 65000.00000000 PA USD 68135.93000000 0.013509420184 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAM3 285000.00000000 PA USD 286427.00000000 0.056790340945 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268AAB8 1087347.30500000 PA USD 895223.15000000 0.177497330595 Long ABS-MBS US Y 2 2051-09-25 Fixed 1.64000000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST N/A 55361AAZ7 290000.00000000 PA USD 305814.66000000 0.060634363406 Long ABS-MBS US N 2 2056-12-15 Floating 7.01511480 N N N N N N SEAWORLD PARKS & ENTERTAINMENT, INC. 549300UZV72O3371JJ53 81282UAG7 582000.00000000 PA USD 555888.10000000 0.110216825670 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97382BAB5 515000.00000000 PA USD 535420.60000000 0.106158701599 Long DBT CORP US N 2 2033-10-15 Fixed 7.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCS3 165000.00000000 PA USD 168760.62000000 0.033460438952 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N PITNEY BOWES INC. N/A 72448FAW5 816597.47000000 PA USD 809795.21000000 0.160559395838 Long LON US N 2 2032-03-19 Floating 7.42194000 N N N N N N ZF NORTH AMERICA CAPITAL, INC. 529900JYGMS9CW9IQX78 98877DAG0 310000.00000000 PA USD 294531.93000000 0.058397318423 Long DBT CORP DE N 2 2032-04-23 Fixed 6.87500000 N N N N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 91825JAA8 700420.01000000 PA USD 697601.80000000 0.138314628390 Long ABS-MBS US Y 2 2055-05-25 Fixed 8.16300000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AA8 335000.00000000 PA USD 323187.97000000 0.064078997460 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N Republic of Iraq 2549004N3P710UQ9X454 N/A 70000.00000000 PA USD 67984.26000000 0.013479348330 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AM34 270000.00000000 PA USD 278501.76000000 0.055218990892 Long DBT NUSS FR N 2 2175-02-16 Fixed 7.75000000 N N N N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 55223.00000000 NS USD 1508692.36000000 0.299130855352 Long EC US N 1 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 110000.00000000 PA USD 112254.23000000 0.022256826326 Long DBT CORP US N 2 2030-04-15 Fixed 6.50000000 N N N N N N OBX TRUST N/A 67119CAB6 553487.83000000 PA USD 557814.28000000 0.110598732470 Long ABS-MBS US Y 2 2064-05-25 Fixed 6.43600000 N N N N N N OXFORD FINANCE CREDIT FUND III LP N/A 69145DAA0 394303.50000000 PA USD 396152.82000000 0.078545855363 Long ABS-MBS US Y 2 2032-01-14 Fixed 6.67500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECH8 260000.00000000 PA USD 239304.00000000 0.047447188112 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 N/A -390000.00000000 NC USD 1644.02000000 0.000325962483 N/A DCR US N 2 JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 Y 2031-06-20 1372.28000000 USD 0.00000000 USD -390000.00000000 USD 271.74000000 N N N PLANET FITNESS MASTER ISSUER LLC N/A 72703PAF0 985000.00000000 PA USD 991303.31000000 0.196547298107 Long ABS-MBS US Y 2 2054-06-05 Fixed 5.76500000 N N N N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAC2 290000.00000000 PA USD 298107.24000000 0.059106200874 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 196919AC8 550277.42500000 PA USD 551321.69000000 0.109311436231 Long ABS-MBS US Y 2 2069-09-25 Fixed 5.74600000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 357580.00000000 PA USD 279806.35000000 0.055477654045 Long DBT NUSS EC N 2 2040-07-31 Fixed 5.00000000 N N N N N N BLUE RACER MIDSTREAM, LLC N/A 095796AK4 300000.00000000 PA USD 311634.90000000 0.061788351731 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 04041NAA0 340000.00000000 PA USD 358025.78000000 0.070986345956 Long DBT CORP US N 2 2030-04-01 Fixed 7.25000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477103 20.00000000 NS USD 2531.20000000 0.000501865086 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 11240.00000000 NS USD 2747505.60000000 0.544752344482 Long EC US N 1 N N N CLARITEV CORPORATION N/A 17144CAB0 420000.00000000 PA USD 280875.00000000 0.055689536995 Long DBT CORP US N 2 2027-10-15 Fixed 6.00000000 N N N N N N FIGRE TRUST N/A 30249NAE7 481041.73000000 PA USD 476148.09000000 0.094406645922 Long ABS-MBS US Y 2 2056-01-25 Floating 5.43399840 N N N N N N DEEP BLUE 9/25 TL N/A N/A 725000.00000000 PA USD 726812.50000000 0.144106280756 Long LON US N 2 2032-10-01 Floating 6.42115080 N N N N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 36699.00000000 NS USD 703152.84000000 0.139415241999 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 36000.00000000 PA USD 33685.87000000 0.006678951503 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N MV24 CAPITAL B.V N/A 55388RAA4 138806.00000000 PA USD 138392.41000000 0.027439285221 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N Industrial & Infrastructure Fund Investment Corporation 353800WCHFY04YKYCI19 N/A 131.00000000 NS 116726.04000000 0.023143459271 Long EC JP N 1 N N N STACK INFRASTRUCTURE ISSUER, LLC N/A 85236KAH5 500000.00000000 PA USD 501142.35000000 0.099362297962 Long ABS-MBS US Y 2 2048-07-25 Fixed 5.90000000 N N N N N N STAPLES, INC. XQM2JINI1UL7642TU573 855030AS1 30000.00000000 PA USD 20275.51000000 0.004020057905 Long DBT CORP US N 2 2030-01-15 Fixed 12.75000000 N N N N N N Government National Mortgage Association N/A 38380Y2Z7 1012062.69500000 PA USD 115623.10000000 0.022924777587 Long DBT USGA US N 2 2048-09-20 Floating 2.41048080 N N N N N N BEACH ACQUISITION BIDCO, LLC 254900F2FNX3GBTB6202 N/A 156000.00000000 PA 172391.20000000 0.034180279875 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N TRANSMONTAIGNE PARTNERS LLC N/A 89377AAA3 960000.00000000 PA USD 970503.36000000 0.192423258641 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 370000.00000000 PA USD 353747.02000000 0.070137989345 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 42461.00000000 NS USD 2131542.20000000 0.422624292672 Long EC US N 1 N N N METHANEX US OPERATIONS INC. N/A 59151LAA4 290000.00000000 PA USD 296689.14000000 0.058825031911 Long DBT CORP US N 2 2032-03-15 Fixed 6.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 N/A 343000.00000000 PA USD 345526.80000000 0.068508153134 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N ESSENTIAL PROPERTIES REALTY TRUST, INC. 2549009LXQLVYCGLZO50 N/A 8312.00000000 NS USD 252352.32000000 0.050034299458 Long EC US N 1 N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AN9 810000.00000000 PA USD 810776.79000000 0.160754015280 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 92259QAD9 677087.87000000 PA USD 685494.19000000 0.135914033125 Long ABS-MBS US Y 2 2054-06-25 Floating 6.86999880 N N N N N N PT Telkom Indonesia (Persero) Tbk 529900M5SQZAOKV1PC81 N/A 2563281.00000000 NS 463446.62000000 0.091888305082 Long EC ID N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DR8 652000.00000000 PA USD 669100.62000000 0.132663653693 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Bank of America B4TYDEB6GKMZO031MB27 N/A -210000.00000000 NC USD 3703.60000000 0.000734318715 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2031-06-20 4321.81000000 USD 0.00000000 USD -210000.00000000 USD -618.21000000 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 6176.00000000 NS USD 640018.88000000 0.126897570433 Long EC US N 1 N N N Luna 2.5 S.a r.l. 894500N8J2QVEYP0UI86 N/A 224000.00000000 PA 253863.18000000 0.050333860095 Long DBT NUSS LU N 2 2032-07-01 Fixed 5.50000000 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AQ1 385000.00000000 PA USD 390108.95000000 0.077347527559 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 7973.00000000 NS USD 1648178.56000000 0.326787008072 Long EC US N 1 N N N DIAMOND SPORTS NET, LLC N/A 25277EAB8 23577.80000000 PA USD 3890.34000000 0.000771343954 Long LON US N 2 2028-01-02 Floating 15.00000120 N N N N N N WESCO DISTRIBUTION, INC. 549300I2CEZJG9N4AH67 95081QAU8 180000.00000000 PA USD 177272.82000000 0.035148166507 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 10237.82000000 NS USD 28154.01000000 0.005582140743 Long EC US N 2 N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 280000.00000000 PA USD 266207.65000000 0.052781417972 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 43284MAA6 665000.00000000 PA USD 631444.03000000 0.125197421163 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92540GAC2 582219.49000000 PA USD 587151.53000000 0.116415476108 Long ABS-MBS US Y 2 2069-06-25 Fixed 6.67400000 N N N N N N PRKCM TRUST N/A 693981AC6 141679.52540000 PA USD 141243.46000000 0.028004567480 Long ABS-MBS US Y 2 2058-02-25 Fixed 7.30400000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAG4 495000.00000000 PA USD 509971.28000000 0.101112824082 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 16053.00000000 NS 2451933.72000000 0.486148833503 Long EC CH N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAN8 395000.00000000 PA USD 385063.14000000 0.076347086713 Long DBT CORP US N 2 2030-07-25 Fixed 9.37500000 N N N N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431135 2787.00000000 NC USD 85198.87000000 0.016892516681 N/A DE US N 2 NOBLE CORP PLC WT N/A Call Purchased NOBLE CORPORATION PLC Nobel Corp Equity Warrants Exp 4th Feb 2028 2787.00000000 19.27000000 USD 2028-02-07 XXXX 78231.37000000 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 600000.00000000 PA USD 647574.52000000 0.128395639301 Long DBT NUSS ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AG3 1232000.00000000 PA USD 1226925.88000000 0.243264563186 Long DBT NUSS CH N 2 2174-12-02 Fixed 3.87500000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 567928AC0 1000000.00000000 PA USD 1013883.70000000 0.201024348269 Long ABS-MBS US Y 2 2036-09-22 Fixed 6.00000000 N N N N N N OBX TRUST N/A 67120GAE8 605439.80000000 PA USD 608435.46000000 0.120635475065 Long ABS-MBS US Y 2 2064-10-25 Fixed 5.88500000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92842MAB6 300000.00000000 PA USD 299135.40000000 0.059310055807 Long ABS-MBS US Y 2 2055-11-25 Fixed 5.44700000 N N N N N N ROCK TRUST N/A 74970WAA8 1050000.00000000 PA USD 1067417.19000000 0.211638519242 Long ABS-MBS US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N United States of America N/A N/A -254.00000000 NC USD -27477640.63000000 -5.44803590356 N/A DIR US N 1 US 5YR NOTE (CBT) JUN26 N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2026 2026-07-03 -27804129.92000000 USD 326489.29000000 N N N SNAP INC. 549300JNC0L6VP8A2Q35 83304AAM8 780000.00000000 PA USD 733643.66000000 0.145460705812 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78451PAC8 500000.00000000 PA USD 499627.60000000 0.099061966049 Long ABS-MBS US Y 2 2056-03-15 Fixed 5.36000000 N N N N N N DELEK LOGISTICS PARTNERS, LP 549300UVYITDIU51P724 24665FAD4 265000.00000000 PA USD 274213.75000000 0.054368800268 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N ARCHES BUYER INC. 2549009ADY4208OH2Y47 039524AB9 79000.00000000 PA USD 75658.89000000 0.015001009536 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N THOR LLC N/A 88517QAB9 185880.31500000 PA USD 185571.12000000 0.036793483765 Long ABS-MBS US Y 2 2041-08-15 Fixed 5.71000000 N N N N N N GLOBAL AUTO HOLDINGS PLC 984500ADEF1BB0584352 00033GAB1 260000.00000000 PA USD 222589.59000000 0.044133195218 Long DBT NUSS GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N QUIKRETE HOLDINGS, INC. N/A 74839XAL3 940500.00000000 PA USD 938148.75000000 0.186008258194 Long LON US N 2 2032-02-10 Floating 5.91774120 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 1561000.00000000 PA USD 1220455.39000000 0.241981648750 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N ELM TRUST N/A 26860XAJ0 1000000.00000000 PA USD 1002148.40000000 0.198697571506 Long ABS-MBS US Y 2 2039-06-10 Floating 6.18941160 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 730000.00000000 PA USD 705702.07000000 0.139920681922 Long DBT NUSS AU N 2 2030-10-01 Fixed 3.75000000 N N N N N N BUCKEYE PARTNERS, L.P. 549300C1PQJLVEIUBK50 118230AW1 190000.00000000 PA USD 196082.09000000 0.038877510654 Long DBT CORP US N 2 2030-02-01 Fixed 6.75000000 N N N N N N TORY COMMERCIAL MORTGAGE TRUST N/A 89148WAC9 500000.00000000 PA USD 488000.10000000 0.096756562964 Long ABS-MBS US Y 2 2046-01-13 Floating 4.98326400 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 165000.00000000 PA USD 128385.14000000 0.025455127739 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PC80 320000.00000000 PA USD 297845.73000000 0.059054350867 Long DBT USGA US Y 2 2061-11-25 Floating 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 40436.00000000 NS USD 2668371.64000000 0.529062327239 Long EC US N 1 N N N Government National Mortgage Association N/A 38380TZK5 811671.96050000 PA USD 76244.41000000 0.015117101526 Long DBT USGA US N 2 2047-07-20 Floating 1.87048080 N N N N N N BOSIDENG INTERNATIONAL HOLDINGS LIMITED 254900G7F1RDM4B3S169 N/A 174520.00000000 NS 89842.01000000 0.017813119500 Long EC HK N 1 N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 3934.70000000 PA 3908.15000000 0.000774875172 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 610000.00000000 PA USD 599337.34000000 0.118831576212 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N U.S.I. 12/24 (2029) COV-LITE TLD N/A 90351NAR6 1263551.47000000 PA USD 1259609.19000000 0.249744735509 Long LON US N 2 2029-11-21 Floating 5.92193880 N N N N N N Government National Mortgage Association N/A 38380YR64 218866.05700000 PA USD 26049.53000000 0.005164882117 Long DBT USGA US N 2 2048-09-20 Floating 2.41048080 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAB2 115000.00000000 PA USD 114258.58000000 0.022654232017 Long DBT CORP US N 2 2028-06-15 Fixed 4.25000000 N N N N N N ROBERT HALF INC. 529900VPCUY9H3HLIC08 770323103 5671.00000000 NS USD 144043.40000000 0.028559716077 Long EC US N 1 N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 478000.00000000 PA 517515.09000000 0.102608547397 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63943FAC8 1000000.00000000 PA USD 1011573.50000000 0.200566301208 Long ABS-MBS US Y 2 2055-02-16 Fixed 6.14000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BV3 250000.00000000 PA USD 252497.76000000 0.050063136081 Long DBT NUSS US N 2 2033-02-01 Fixed 6.00000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAJ1 400000.00000000 PA USD 365750.00000000 0.072517839452 Long DBT CORP BR N 2 2031-02-15 Fixed 9.87500000 N N N N N N ASR Nederland N.V. 7245000G0HS48PZWUD53 N/A 8265.00000000 NS 567225.54000000 0.112464718093 Long EC NL N 1 N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAJ3 355000.00000000 PA USD 355264.83000000 0.070438927969 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 N/A 59282.00000000 NS 2628957.39000000 0.521247600640 Long EC SG N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 1155000.00000000 PA USD 1149093.42000000 0.227832596437 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N Logista Integral, S.A. 9598000ANNAL42UJ7X28 N/A 3462.00000000 NS 129151.62000000 0.025607098958 Long EC ES N 1 N N N UNLOCK HEA TRUST N/A 91528AAB5 500000.00000000 PA USD 490987.85000000 0.097348948952 Long ABS-MBS US Y 2 2039-10-25 Fixed 7.50000000 N N N N N N Invesco Senior Loan ETF N/A 46138G508 146255.00000000 NS USD 2985064.55000000 0.591853538731 Long EC RF US N 1 N N N HARVEST COMMERCIAL CAPITAL LOAN TRUST N/A 41757CAD4 296221.40000000 PA USD 303328.28000000 0.060141384853 Long ABS-MBS US Y 2 2057-06-25 Floating 7.12890000 N N N N N N CACI INTERNATIONAL INC. SYRPI2D1O9WRTS2WX210 127190AE6 360000.00000000 PA USD 366453.36000000 0.072657295767 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N GAZTRANSPORT ET TECHNIGAZ SA 969500BVOHVZUUFWDT54 N/A 1784.00000000 NS 418262.98000000 0.082929672268 Long EC FR N 1 N N N SANOFI SA 549300E9PC51EN656011 N/A 11540.00000000 NS 1110902.90000000 0.220260500749 Long EC FR N 1 N N N HKT Trust and HKT Limited N/A N/A 187486.00000000 NS 293020.99000000 0.058097741924 Long EC HK N 1 N N N DOOSAN BOBCAT NORTH AMERICA, INC. N/A 18143EAL3 84480.55000000 PA USD 84322.57000000 0.016718771273 Long LON US N 2 2029-04-20 Floating 5.67194040 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 296294.40000000 PA USD 246996.94000000 0.048972479672 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 18295.00000000 NS USD 2200705.55000000 0.436337421069 Long EC US N 1 N N N GFL ENVIRONMENTAL INC. N/A 36168QAQ7 195000.00000000 PA USD 201791.33000000 0.040009490831 Long DBT NUSS US N 2 2031-01-15 Fixed 6.75000000 N N N N N N International Games System Co Ltd N/A N/A 11160.00000000 NS 266578.84000000 0.052855014409 Long EC TW N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 206333.20000000 0.040910014685 Long DBT NUSS CA N 2 2082-10-31 Fixed 8.12500000 N N N Y Y THE TORONTO-DOMINION BANK CAD XXXX N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAY8 455000.00000000 PA USD 438455.61000000 0.086933297424 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N GardaWorld Security Corporation 549300ZF1NDXLMCHNO20 36485MAM1 165000.00000000 PA USD 167849.06000000 0.033279702488 Long DBT NUSS CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 215000.00000000 PA USD 216357.73000000 0.042897594335 Long DBT NUSS GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N LCM INVESTMENTS HOLDINGS II, LLC 549300P5V78NNQTG4428 50190EAA2 795000.00000000 PA USD 773619.56000000 0.153386791658 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N COUGAR JV SUBSIDIARY, LLC N/A 22208WAA1 578000.00000000 PA USD 597683.21000000 0.118503609202 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N USI, INC. 2549006D7UF7072T7I27 90346KAB5 215000.00000000 PA USD 217829.19000000 0.043189343071 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 485000.00000000 PA USD 465575.31000000 0.092310363864 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N United States of America N/A N/A -113.00000000 NC USD -12548296.88000000 -2.48797095978 N/A DIR US N 1 US 10YR NOTE (CBT)JUN26 N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2026 2026-06-21 -12645448.83000000 USD 97151.95000000 N N N ARDONAGH GROUP FINANCE LIMITED 254900SRT1BTAJ76NW62 039956AA5 1371000.00000000 PA USD 1343254.35000000 0.266329195616 Long DBT NUSS GB N 2 2032-02-15 Fixed 8.87500000 N N N N N N SANTANDER BANK, N.A. N/A 80290CCE2 548401.27140000 PA USD 559453.04000000 0.110923652045 Long ABS-MBS US Y 2 2033-12-15 Fixed 8.40800000 N N N N N N United States of America N/A N/A -35.00000000 NC USD -4079687.50000000 -0.80888618766 N/A DIR US N 1 US ULTRA BOND CBT JUN26 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2026 2026-06-21 -4159413.31000000 USD 79725.81000000 N N N ARCHROCK SERVICES, L.P. N/A 03958CAA7 250000.00000000 PA USD 247515.77000000 0.049075348928 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 68371.00000000 NS USD 1962931.41000000 0.389193560753 Long EC US N 1 N N N Chunghwa Telecom Co., Ltd. N/A N/A 193869.00000000 NS 808203.49000000 0.160243802959 Long EC TW N 1 N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166WAF3 500000.00000000 PA USD 499376.10000000 0.099012100740 Long ABS-MBS US N 2 2032-08-16 Fixed 5.51000000 N N N N N N GSK PLC 5493000HZTVUYLO1D793 N/A 87869.00000000 NS 2411441.49000000 0.478120374080 Long EC GB N 1 N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893830BZ1 115000.00000000 PA USD 120611.77000000 0.023913889194 Long DBT NUSS US N 2 2031-05-15 Fixed 8.50000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 567928AD8 1000000.00000000 PA USD 1016373.80000000 0.201518064392 Long ABS-MBS US Y 2 2036-09-22 Fixed 6.77000000 N N N N N N AMERICAN FINANCIAL GROUP, INC. 549300AFOM7IVKIU1G39 N/A 3829.00000000 NS USD 489001.59000000 0.096955129994 Long EC US N 1 N N N J.P. MORGAN MORTGAGE TRUST N/A 46658RAK4 502174.57000000 PA USD 505313.16000000 0.100189251154 Long ABS-MBS US Y 2 2054-11-25 Floating 6.00000120 N N N N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAQ7 25000.00000000 PA USD 25345.30000000 0.005025253304 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAB7 370000.00000000 PA USD 367173.20000000 0.072800019599 Long DBT CORP US N 2 2033-10-15 Fixed 6.50000000 N N N N N N JANE STREET 12/24 TLB N/A 47077DAM2 987012.99000000 PA USD 967835.33000000 0.191894264051 Long LON US N 2 2031-12-15 Floating 5.67273960 N N N N N N OSB GROUP PLC 213800ZBKL9BHSL2K459 N/A 21542.00000000 NS 149310.28000000 0.029603988827 Long EC GB N 1 N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10568KAA6 694526.72500000 PA USD 692205.89000000 0.137244772655 Long ABS-MBS US Y 2 2061-11-25 Floating 4.27200120 N N N N N N Kidde Global 1/26 TLB N/A 50221UAE1 461474.77000000 PA USD 461474.77000000 0.091497343218 Long LON US N 2 2031-12-02 Floating 6.66766080 N N N N N N IHEARTMEDIA, INC. N/A 45174J509 168843.00000000 NS USD 493021.56000000 0.097752175897 Long EC US N 1 N N N ANGI GROUP, LLC N/A 001846AA2 477000.00000000 PA USD 424577.78000000 0.084181717798 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCQ4 1070000.00000000 PA USD 967458.69000000 0.191819587034 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RKK9 1000000.00000000 PA USD 1015178.30000000 0.201281030689 Long ABS-MBS US Y 2 2028-10-20 Fixed 7.43000000 N N N N N N United States of America N/A N/A -14.00000000 NC USD -1594250.00000000 -0.31609450593 N/A DIR US N 1 US LONG BOND(CBT) JUN26 N/A Short U.S. Treasury Futures US Long Bond (CBT) Jun 2026 2026-06-21 -1642148.44000000 USD 47898.44000000 N N N AETHON UNITED BR LP 5493007HPG2M9K9X5V41 00810GAD6 175000.00000000 PA USD 182518.88000000 0.036188311242 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBJ5 61500.00000000 PA USD 55848.15000000 0.011073102325 Long DBT CORP US N 2 2029-05-01 Fixed 9.12500000 N N N N N N ADAPTHEALTH, LLC N/A 00653VAE1 250000.00000000 PA USD 239530.50000000 0.047492096631 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N WIPRO LIMITED 335800IFS1IJHESG8362 N/A 135802.00000000 NS 273411.92000000 0.054209820147 Long EC IN N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 760000.00000000 PA 953477.69000000 0.189047551728 Long DBT NUSS GB N 2 2175-03-31 Fixed 4.50000000 N N N Y Y NATWEST GROUP PLC GBP XXXX N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 26846JAJ0 500000.00000000 PA USD 497415.36000000 0.098623341674 Long ABS-MBS US Y 2 2071-03-25 Fixed 5.28300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW6P0 415018.21940000 PA USD 88415.19000000 0.017530221609 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PFK7 310000.00000000 PA USD 304626.46000000 0.060398777085 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAB6 647342.14470000 PA USD 575504.32000000 0.114106165090 Long ABS-MBS US Y 2 2051-10-25 Fixed 2.82000000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92839HAD8 1000000.00000000 PA USD 1015702.30000000 0.201384925010 Long ABS-MBS US Y 2 2054-05-25 Fixed 7.48200000 N N N N N N FIGRE TRUST N/A 30191LAA7 380887.81000000 PA USD 383275.63000000 0.075992674237 Long ABS-MBS US Y 2 2055-01-25 Floating 5.82900120 N N N N N N OSAIC HOLDINGS, INC. 549300XL60BDV6UW5C86 00791GAC1 14000.00000000 PA USD 13820.83000000 0.002740278143 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS, INC. N/A 66981QAB2 437000.00000000 PA USD 441569.71000000 0.087550735028 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BV8 235000.00000000 PA USD 239669.45000000 0.047519646470 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N N/A N/A N/A 22561.00000000 NS USD 328082.06000000 0.065049356539 Long EC US N 2 N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 91822Q2C0 460000.00000000 PA USD 418091.32000000 0.082895636965 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 26846TAK5 497205.02000000 PA USD 490881.42000000 0.097327846905 Long ABS-MBS US Y 2 2071-02-25 Fixed 5.08700000 N N N N N N REF: EUR006M INDEX N/A N/A 370000.00000000 NC -12885.12000000 -0.00255475342 N/A DIR XX N 2 REF: EUR006M INDEX N/A Y 2033-06-17 0.00000000 EUR -1970.58000000 EUR -370000.00000000 EUR -10914.54000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 S25221AV4 300000.00000000 PA USD 301519.69000000 0.059782792812 Long DBT NUSS ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N EXCELERATE ENERGY LIMITED PARTNERSHIP LGL4IE90TNTFYJ55BK06 30069UAA6 453000.00000000 PA USD 474112.52000000 0.094003050191 Long DBT CORP US N 2 2030-05-15 Fixed 8.00000000 N N N N N N US 10YR ULTRA FUT JUN26 N/A N/A -24.00000000 NC USD -2724375.00000000 -0.54016620330 N/A DIR US N 1 US 10YR ULTRA FUT JUN26 N/A Short N/A N/A 2026-06-21 -2742042.41000000 USD 17667.41000000 N N N RUBIS SCA 969500MGFIKUGLTC9742 N/A 3932.00000000 NS 158831.92000000 0.031491859670 Long EC FR N 1 N N N ARCIS 1/25 COV-LITE N/A 03958MAF4 676224.28000000 PA USD 675663.01000000 0.133964789290 Long LON US N 2 2028-11-24 Floating 6.42300120 N N N N N N PHINIA INC. 254900HG6MORZE1FFM18 71880KAA9 580000.00000000 PA USD 590470.74000000 0.117073581201 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAE3 1045000.00000000 PA USD 1044738.02000000 0.207141883810 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N Government National Mortgage Association N/A 38382BDB6 1466005.22600000 PA USD 254280.37000000 0.050416577026 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KDE7 280000.00000000 PA USD 285250.56000000 0.056557086298 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89183EAA9 554782.65000000 PA USD 559254.53000000 0.110884293149 Long ABS-MBS US Y 2 2064-05-25 Floating 6.28999920 N N N N N N PUBLIC BANK BHD 549300L2RSQCVMOHGM20 N/A 754054.00000000 NS 875525.79000000 0.173591903418 Long EC MY N 1 N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78451PAD6 500000.00000000 PA USD 489329.85000000 0.097020214631 Long ABS-MBS US Y 2 2056-03-15 Fixed 5.46000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 330000.00000000 NC 7332.92000000 0.001453909816 N/A DIR GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Y 2036-06-17 0.00000000 GBP -10684.86000000 GBP -330000.00000000 GBP 18017.78000000 N N N ROCK TRUST N/A 74970WAG5 650000.00000000 PA USD 675469.99000000 0.133926518904 Long ABS-MBS US Y 2 2041-11-13 Fixed 7.10914000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 207000.00000000 PA USD 163095.30000000 0.032337166864 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 N/A 44188.00000000 NS 1496660.15000000 0.296745209766 Long EC SE N 1 N N N PRAIRIE ACQUIROR/Tallgrass Energy 01/26 N/A 73955HAG9 812681.64000000 PA USD 813291.15000000 0.161252541472 Long LON US N 2 2029-08-01 Floating 6.92300160 N N N N N N CQS US CLO LTD N/A 12659UAS1 1850000.00000000 PA USD 1820044.80000000 0.360863203286 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 7.06763160 N N N N N N INVERSION ESCROW ISSUER, LLC 254900P6GHORGRVLKI95 46150DAA0 550000.00000000 PA USD 523777.98000000 0.103850300648 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 91824YAA6 265000.00000000 PA USD 272289.62000000 0.053987299925 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 73943NAA4 625000.00000000 PA USD 645616.25000000 0.128007369966 Long DBT CORP US N 2 2029-08-01 Fixed 9.00000000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAU3 490000.00000000 PA USD 472533.07000000 0.093689890105 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N CINEMARK USA, INC. 54930008H2137JSCPQ09 172441BF3 344000.00000000 PA USD 341059.04000000 0.067622323189 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N HNNT LLC N/A 40472QAD9 420689.61000000 PA USD 419990.97000000 0.083272283619 Long ABS-MBS US Y 2 2043-03-15 Fixed 7.00000000 N N N N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 N/A 9772.00000000 NS USD 1985474.96000000 0.393663306590 Long EC US N 1 N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AR8 219000.00000000 PA USD 199607.48000000 0.039576495387 Long DBT NUSS GT N 2 2031-04-27 Fixed 4.50000000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PBG8 536830.13000000 PA USD 536827.45000000 0.106437640006 Long ABS-MBS US Y 2 2032-02-25 Floating 6.36189840 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 27495.00000000 NS USD 2090994.75000000 0.414584884690 Long EC US N 1 N N N MCAFEE 12/24 TLB N/A 57906HAF4 518686.87000000 PA USD 461631.31000000 0.091528380655 Long LON US N 2 2029-03-01 Floating 6.16773960 N N N N N N STANDARD BUILDING SOLUTIONS INC. 54930064UHXCIUWVI755 853191AA2 540000.00000000 PA USD 540279.18000000 0.107122020053 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 417.00000000 NS USD 108540.93000000 0.021520584376 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 330000.00000000 PA USD 255973.81000000 0.050752338092 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N PEMBINA PIPELINE CORPORATION 5493002W3L9YICM6FU21 706327103 28675.00000000 NS 1279489.99000000 0.253686533630 Long EC CA N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 N/A 5257.00000000 NS USD 1849675.45000000 0.366738119812 Long EC US N 1 N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAA0 420000.00000000 PA USD 406291.96000000 0.080556158922 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AR2 340000.00000000 PA USD 346964.88000000 0.068793283563 Long DBT NUSS TR N 2 2034-01-17 Fixed 9.25000000 N N N N N N NEPTUNE BIDCO US INC. 549300VG15T3VCYZ4531 640695AD4 410000.00000000 PA USD 397797.99000000 0.078872045859 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 13340.00000000 NS USD 591895.80000000 0.117356130134 Long EC US N 1 N N N TIF FUNDING III LLC N/A 88655AAG5 435291.67000000 PA USD 437020.08000000 0.086648672587 Long ABS-MBS US Y 2 2049-07-20 Fixed 5.54000000 N N N N N N United States of America N/A N/A -47.00000000 NC USD -5352125.00000000 -1.06117441278 N/A DIR US N 1 US LONG BOND(CBT) JUN26 N/A Short U.S. Treasury Futures US Long Bond (CBT) Jun 2026 2026-06-21 -5484018.88000000 USD 131893.88000000 N N N Japan Hotel REIT Investment Corporation 353800L8KG849FP1JI68 N/A 211.00000000 NS 99899.92000000 0.019807317456 Long EC JP N 1 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733RAF9 240000.00000000 PA USD 218884.75000000 0.043398630646 Long DBT CORP BR N 2 2031-01-14 Fixed 3.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEX0 330000.00000000 PA USD 340059.68000000 0.067424178478 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BE2 305000.00000000 PA USD 324064.90000000 0.064252867779 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N BUCKEYE PARTNERS, L.P. 549300C1PQJLVEIUBK50 118230AV3 405000.00000000 PA USD 416838.15000000 0.082647168938 Long DBT CORP US N 2 2029-07-01 Fixed 6.87500000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAY4 215000.00000000 PA USD 204961.48000000 0.040638041559 Long DBT NUSS NL N 2 2030-05-01 Fixed 3.40000000 N N N N N N BEACON MOBILITY FINANCE CORP. N/A 073644AA4 320000.00000000 PA USD 330549.12000000 0.065538504484 Long DBT CORP US N 2 2030-08-01 Fixed 7.25000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 17888HAD5 210000.00000000 PA USD 231991.41000000 0.045997309158 Long DBT CORP US N 2 2033-06-15 Fixed 9.62500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBY6 347000.00000000 PA USD 337133.34000000 0.066843968350 Long DBT NUSS US N 2 2031-01-15 Fixed 5.87500000 N N N N N N freenet AG 5299003GLDODCVP8DO20 N/A 6710.00000000 NS 205955.86000000 0.040835198878 Long EC DE N 1 N N N REF: EUR006M INDEX N/A N/A 170000.00000000 NC -5745.17000000 -0.00113910407 N/A DIR XX N 2 REF: EUR006M INDEX N/A Y 2036-06-17 84.76000000 EUR 0.00000000 EUR -170000.00000000 EUR -5829.93000000 N N N VERUS SECURITIZATION TRUST N/A 92540DAC9 156194.09450000 PA USD 157221.54000000 0.031172567043 Long ABS-MBS US Y 2 2068-12-25 Fixed 6.96769000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43283NAC1 831304.74000000 PA USD 836680.37000000 0.165889959656 Long ABS-MBS US Y 2 2040-08-27 Fixed 5.71000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST N/A 30185EAG8 690000.00000000 PA USD 674491.28000000 0.133732468502 Long ABS-MBS US Y 2 2033-02-15 Fixed 6.87000000 N N N N N N REACH ABS TRUST N/A 75525PAB8 500000.00000000 PA USD 503789.25000000 0.099887103073 Long ABS-MBS US Y 2 2032-08-16 Fixed 5.34000000 N N N N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 N/A 5423.00000000 NS USD 172126.02000000 0.034127702211 Long EC US N 1 N N N BOC HONG KONG (HOLDINGS) LIMITED 254900JB98W77JDJMW15 N/A 190145.00000000 NS 1049164.97000000 0.208019622291 Long EC HK N 1 N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAS4 200000.00000000 PA USD 180842.46000000 0.035855924758 Long DBT NUSS MO N 2 2031-08-08 Fixed 3.25000000 N N N N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAL5 340000.00000000 PA USD 349770.58000000 0.069349574205 Long DBT CORP US N 2 2029-02-15 Fixed 7.37500000 N N N N N N ORIENT OVERSEAS (INTERNATIONAL) LIMITED 529900DQ426GJO276W95 N/A 6811.00000000 NS 121485.64000000 0.024087152801 Long EC HK N 1 N N N State Street SPDR Blackstone Senior Loan ETF N/A 78467V608 149326.00000000 NS USD 5993945.64000000 1.188429221068 Long EC RF US N 1 N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AX2 185000.00000000 PA USD 175197.24000000 0.034736637929 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 155000.00000000 PA USD 159024.25000000 0.031529993248 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377DD1 410000.00000000 PA USD 406271.91000000 0.080552183576 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 983793AK6 255000.00000000 PA USD 263011.08000000 0.052147628909 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N LANDMARK DATA CENTERS N/A 538908AE4 1000000.00000000 PA USD 1004319.80000000 0.199128098468 Long ABS-MBS US Y 2 2055-12-15 Fixed 7.88000000 N N N N N N Nissan Chemical Corporation 3538002E4L1CUGJFFU25 N/A 6272.00000000 NS 243304.36000000 0.048240345909 Long EC JP N 1 N N N REF: CAONREPO INDEX N/A N/A 1630000.00000000 NC 2853.77000000 0.000565821557 N/A DIR CA N 2 REF: CAONREPO INDEX N/A Y 2028-06-17 787.77000000 CAD 0.00000000 CAD -1630000.00000000 CAD 2066.00000000 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 98000.00000000 PA USD 89458.02000000 0.017736985186 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AN3 535000.00000000 PA USD 560557.99000000 0.111142732255 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N TENARIS S.A. 549300Y7C05BKC4HZB40 N/A 18865.00000000 NS 549729.23000000 0.108995696632 Long EC IT N 1 N N N OAK STREET INVESTMENT GRADE NET LEASE FUND LLC. N/A 67181DAA9 769733.19000000 PA USD 700678.81000000 0.138924712101 Long ABS-MBS US Y 2 2050-11-20 Fixed 1.85000000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90355PAF3 822556.03000000 PA USD 824349.20000000 0.163445038791 Long ABS-MBS US Y 2 2032-09-25 Floating 7.36189920 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CA1 355000.00000000 PA USD 346551.42000000 0.068711306185 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92540EAC7 314402.20000000 PA USD 315131.02000000 0.062481533054 Long ABS-MBS US Y 2 2069-01-25 Floating 6.11799840 N N N N N N PRIME HEALTHCARE SERVICES, INC. N/A 74165HAC2 290000.00000000 PA USD 300730.00000000 0.059626219708 Long DBT CORP US N 2 2029-09-01 Fixed 9.37500000 N N N N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 03168LAA3 126000.00000000 PA USD 129710.45000000 0.025717899079 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 11526.00000000 NS USD 1955501.16000000 0.387720353162 Long EC US N 1 N N N ZF NORTH AMERICA CAPITAL, INC. 529900JYGMS9CW9IQX78 98877DAE5 280000.00000000 PA USD 276069.39000000 0.054736720988 Long DBT CORP DE N 2 2030-04-14 Fixed 7.12500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAF9 45000.00000000 PA USD 40940.79000000 0.008117396134 Long DBT CORP US N 2 2027-09-30 Fixed 0.00000000 N N N N N N GODDARD FUNDING LLC N/A 380241AC3 987500.00000000 PA USD 1000711.66000000 0.198412706760 Long ABS-MBS US Y 2 2054-10-30 Fixed 6.83400000 N N N N N N WASTE PRO USA, INC. 549300BY1QXU5BI3UF28 94107JAC7 215000.00000000 PA USD 217418.97000000 0.043108008093 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N VIRTUSA CORPORATION N/A 92828KAP7 139896.07000000 PA USD 125381.85000000 0.024859660611 Long LON US N 2 2029-02-15 Floating 6.92300160 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAE8 220274.00000000 PA USD 208715.89000000 0.041382434455 Long DBT NUSS FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPH9 48962.70300000 PA USD 49910.97000000 0.009895928118 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N BAHA TRUST N/A 05493XAE0 1000000.00000000 PA USD 1030389.90000000 0.204297059032 Long ABS-MBS US Y 2 2041-12-10 Floating 6.38528040 N N N N N N ADVANCED DRAINAGE SYSTEMS, INC. 6QQTOZ5MF5DHM7K92I60 00790RAC8 155000.00000000 PA USD 150833.72000000 0.029906043720 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229BG0 195000.00000000 PA USD 201279.00000000 0.039907910340 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N STANDARD BUILDING SOLUTIONS INC. 54930064UHXCIUWVI755 853496AG2 425000.00000000 PA USD 400590.08000000 0.079425638024 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 1360000.00000000 PA USD 1348577.21000000 0.267384567610 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85571RAA8 709121.58000000 PA USD 706526.69000000 0.140084180653 Long ABS-MBS US Y 2 2067-03-25 Floating 4.16099880 N N N N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780RAB7 155000.00000000 PA USD 151248.38000000 0.029988259024 Long DBT CORP US N 2 2034-02-01 Fixed 5.62500000 N N N N N N ANGI INC. 5493003ENY577E6SZL06 00183L201 18146.00000000 NS USD 124300.10000000 0.024645180302 Long EC US N 1 N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007GZ89 414067.53000000 PA USD 422428.01000000 0.083755479451 Long ABS-MBS US Y 2 2032-05-17 Fixed 7.91700000 N N N N N N PAGAYA AI DEBT SELECTION TRUST N/A 69546UAA7 649720.52000000 PA USD 661558.56000000 0.131168277353 Long ABS-MBS US Y 2 2032-06-15 Fixed 10.41200000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 N/A 3410000.00000000 NC -70557.49000000 -0.01398954677 N/A DIR XX N 2 NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 Y 2029-06-17 0.00000000 EUR -4538.68000000 EUR -3410000.00000000 EUR -66018.81000000 N N N CIFC FUNDING LTD N/A 12548JAU6 210000.00000000 PA USD 210003.78000000 0.041637786472 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 7.36763040 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 333230.00000000 PA USD 278122.09000000 0.055143713111 Long DBT NUSS LK N 2 2033-03-15 Fixed 3.35000000 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST N/A 70687FAG4 685000.00000000 PA USD 694524.86000000 0.137704558558 Long ABS-MBS US Y 2 2032-09-15 Fixed 5.78000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PRE1 673381.24000000 PA USD 654727.30000000 0.129813832471 Long DBT USGA US N 2 2059-11-25 Floating 4.25000160 N N N N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 N/A 198498.00000000 NS 1102866.23000000 0.218667057291 Long EC NL N 1 N N N United Group B.V. 213800PC85O8BJ7DU398 N/A 450000.00000000 PA 515774.05000000 0.102263348602 Long DBT NUSS SI N 2 2028-08-15 Fixed 4.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 70000.00000000 PA USD 68507.62000000 0.013583115757 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N GBX LEASING LLC N/A 361528AC6 956579.11000000 PA USD 981601.59000000 0.194623722514 Long ABS-MBS US Y 2 2053-11-20 Fixed 6.42000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AE6 235000.00000000 PA USD 241680.11000000 0.047918303255 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 12258.00000000 NS USD 1770545.52000000 0.351048901604 Long EC US N 1 N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAC0 60000.00000000 PA USD 60284.70000000 0.011952744213 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N CHAMBERLAIN/CHARIOT BUYER 7/25 TLB N/A 15963CAE6 800085.29000000 PA USD 791796.41000000 0.156990744877 Long LON US N 2 2032-09-08 Floating 6.41774160 N N N N N N Government National Mortgage Association N/A 38381YXM1 431820.29800000 PA USD 47286.09000000 0.009375488948 Long DBT USGA US N 2 2049-09-20 Floating 2.31048000 N N N N N N Kingdom of Bahrain 54930065PJIB53WWMP12 05675M2J2 740000.00000000 PA USD 653326.83000000 0.129536159036 Long DBT NUSS BH N 2 2034-05-18 Fixed 5.62500000 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 75102WAM0 270000.00000000 PA USD 267764.05000000 0.053090007898 Long DBT NUSS JP N 2 2174-06-15 Fixed 8.12500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 495000.00000000 PA USD 474632.04000000 0.094106056255 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893830BX6 45500.00000000 PA USD 47328.78000000 0.009383953163 Long DBT NUSS US N 2 2030-02-15 Fixed 8.75000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAD6 273121.30000000 PA USD 278348.92000000 0.055188687060 Long ABS-MBS CA Y 2 2031-07-25 Fixed 6.74600000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CT5 560000.00000000 PA USD 578120.39000000 0.114624857487 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N MATCH GROUP HOLDINGS II, LLC 5493003RFFE030RC9167 57665RAJ5 145000.00000000 PA USD 143179.10000000 0.028388349929 Long DBT CORP US N 2 2029-02-15 Fixed 5.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 510000.00000000 PA USD 452979.24000000 0.089812920851 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAZ8 1416000.00000000 PA USD 1143296.84000000 0.226683299218 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N ZOZO, Inc. 549300GC7XPQMZA0OW13 N/A 20553.00000000 NS 143582.63000000 0.028468358470 Long EC JP N 1 N N N AXON ENTERPRISE, INC. 549300QP2IEEGFE16681 05464CAC5 175000.00000000 PA USD 177895.55000000 0.035271636183 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N NEXSTAR MEDIA INC. 5493006PK6I4I2OOT688 65346UAA7 500000.00000000 PA USD 501488.34000000 0.099430897955 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N N CULLEN/FROST BANKERS, INC. 529900V2E9G9AY665O34 229899109 997.00000000 NS USD 136668.76000000 0.027097534369 Long EC US N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAM0 309000.00000000 PA USD 283214.63000000 0.056153419190 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N PRPM LLC N/A 74391DAF0 300000.00000000 PA USD 297828.96000000 0.059051025852 Long ABS-MBS US Y 2 2071-02-25 Fixed 5.28700000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GQ0 420000.00000000 PA USD 415252.58000000 0.082332795429 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Government National Mortgage Association N/A 38378WUZ4 80151.64620000 PA USD 7715.59000000 0.001529782411 Long DBT USGA US N 2 2043-08-20 Floating 2.26047960 N N N N N N GENESIS ENERGY, L.P. 549300VJ5D6MDK138782 37185LAQ5 465000.00000000 PA USD 478210.65000000 0.094815593003 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N FINECOBANK BANCA FINECO S.P.A. 549300L7YCATGO57ZE10 N/A 32216.00000000 NS 714505.60000000 0.141666171943 Long EC IT N 1 N N N Invincible Investment Corporation 353800JY6M2692VAV685 N/A 399.00000000 NS 149760.41000000 0.029693236824 Long EC JP N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 2648.00000000 NS USD 961806.56000000 0.190698930149 Long EC US N 1 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AF7 210000.00000000 PA USD 204029.26000000 0.040453208804 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 19018.00000000 NS USD 707849.96000000 0.140346547519 Long EC US N 1 N N N THOR LLC N/A 88517QAC7 185880.31500000 PA USD 186752.48000000 0.037027713908 Long ABS-MBS US Y 2 2041-08-15 Fixed 7.66000000 N N N N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC. 2549003BGLQITAJ6ZT28 37960XAB3 300000.00000000 PA USD 312767.10000000 0.062012834842 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 55903VBW2 395000.00000000 PA USD 260228.26000000 0.051595874721 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N UNITED WHOLESALE MORTGAGE, LLC 549300HW662MN1WU8550 913229AA8 421000.00000000 PA USD 394050.15000000 0.078128955608 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N METRONET INFRASTRUCTURE ISSUER LLC N/A 59170JBD9 200000.00000000 PA USD 199072.66000000 0.039470455768 Long ABS-MBS US Y 2 2055-12-20 Fixed 5.16300000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBL0 442000.00000000 PA USD 283238.02000000 0.056158056763 Long DBT CORP US N 2 2030-05-01 Fixed 10.87500000 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92842UAA0 861125.51000000 PA USD 862500.47000000 0.171009352319 Long ABS-MBS US Y 2 2055-08-25 Fixed 5.60100000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 740000.00000000 PA USD 741633.92000000 0.147044947485 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N VAIL RESORTS, INC. 529900PSZHRNU9HKH870 91879QAQ2 340000.00000000 PA USD 337187.35000000 0.066854676999 Long DBT CORP US N 2 2030-07-15 Fixed 5.62500000 N N N N N N AQUA FINANCE TRUST N/A 038410AC0 500000.00000000 PA USD 496924.95000000 0.098526107296 Long ABS-MBS US Y 2 2051-04-17 Fixed 5.30000000 N N N N N N Government National Mortgage Association N/A 38380W4A4 944188.64480000 PA USD 108981.46000000 0.021607928966 Long DBT USGA US N 2 2048-05-20 Floating 2.41048080 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05613GAC6 1000000.00000000 PA USD 992530.40000000 0.196790595211 Long ABS-MBS US Y 2 2041-08-13 Floating 5.89912920 N N N N N N OXFORD FINANCE LLC 549300LDNS0EYYWL5V49 69145LAC8 310000.00000000 PA USD 307251.94000000 0.060919335218 Long DBT CORP US N 2 2027-02-01 Fixed 6.37500000 N N N N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 277276101 2483.00000000 NS USD 459578.47000000 0.091121360773 Long EC US N 1 N N N HOMES TRUST N/A 403969AC2 386873.22000000 PA USD 388586.26000000 0.077045621369 Long ABS-MBS US Y 2 2060-01-25 Fixed 5.72700000 N N N N N N Partners Group Holding AG 549300I3IVVWZWDHI788 N/A 1139.00000000 NS 1221625.98000000 0.242213743508 Long EC CH N 1 N N N ARDONAGH FINCO LIMITED 254900D2T84O1K03BA28 N/A 255000.00000000 PA 291785.84000000 0.057852846751 Long DBT NUSS GB N 2 2031-02-15 Fixed 6.87500000 N N N N N N USQ RAIL I LLC N/A 90352WAD6 790332.62000000 PA USD 748950.25000000 0.148495567975 Long ABS-MBS US Y 2 2051-02-28 Fixed 2.25000000 N N N N N N GCAT TRUST N/A 36170KAP8 581578.66000000 PA USD 585213.53000000 0.116031225738 Long ABS-MBS US Y 2 2054-06-25 Floating 6.00000120 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86325MAB4 500000.00000000 PA USD 494250.95000000 0.097995929025 Long ABS-MBS US Y 2 2046-08-15 Fixed 5.27000000 N N N N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653CAL2 410000.00000000 PA USD 422486.96000000 0.083767167562 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 60000.00000000 PA USD 57458.94000000 0.011392476243 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AD6 405000.00000000 PA USD 406539.81000000 0.080605300539 Long DBT CORP US N 2 2034-01-15 Fixed 6.62500000 N N N N N N ARCLIGHT GCX 12/25 TLB N/A N/A 175000.00000000 PA USD 174835.50000000 0.034664915159 Long LON US N 2 2032-12-17 Floating 5.92340040 N N N N N N ONEMAIN HOLDINGS, INC. 549300E3VEW8SMS5XW09 68268W103 5690.00000000 NS USD 304358.10000000 0.060345568917 Long EC US N 1 N N N SV RNO PROPERTY OWNER 1, LLC N/A 78488XAA2 635000.00000000 PA USD 627692.78000000 0.124453654805 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N HOME BANCSHARES, INC. N/A 436893200 9722.00000000 NS USD 261813.46000000 0.051910174869 Long EC US N 1 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751CD1 30000.00000000 PA USD 30981.24000000 0.006142700173 Long DBT NUSS CA N 2 2033-06-15 Fixed 6.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DH5 600000.00000000 PA USD 703141.80000000 0.139413053081 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAF8 655000.00000000 PA USD 485539.12000000 0.096268620510 Long DBT NUSS IL N 2 2046-10-01 Fixed 4.10000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 190000.00000000 PA USD 192019.13000000 0.038071941055 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AF3 245000.00000000 PA USD 255033.24000000 0.050565849769 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC LF6PBYTYG3BDVEF4FI12 75606DAL5 295000.00000000 PA USD 284303.58000000 0.056369327054 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 845467AT6 865000.00000000 PA USD 842828.54000000 0.167108967188 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAA1 500000.00000000 PA USD 525241.50000000 0.104140475107 Long DBT CORP US N 2 2174-09-15 Fixed 7.62500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AS9 560000.00000000 PA USD 548413.54000000 0.108734832664 Long DBT CORP US N 2 2174-06-20 Fixed 5.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 585000.00000000 PA USD 506573.95000000 0.100439230011 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N HUDSON YARDS MORTGAGE TRUST N/A 44855PAG3 350000.00000000 PA USD 359135.25000000 0.071206322354 Long ABS-MBS US Y 2 2040-01-13 Floating 6.33960000 N N N N N N MV24 CAPITAL B.V N/A N53766AA4 1589328.70000000 PA USD 1584593.14000000 0.314179824807 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N UNLOCK HEA TRUST N/A 91528AAC3 500000.00000000 PA USD 387249.20000000 0.076780520337 Long ABS-MBS US Y 2 2039-10-25 Fixed 6.00000000 N N N N N N SUNNOVA HESTIA I ISSUER LLC N/A 86746FAA2 891723.30000000 PA USD 863932.57000000 0.171293297084 Long ABS-MBS US Y 2 2051-07-20 Fixed 5.63000000 N N N N N N COMMERZBANK Aktiengesellschaft. 851WYGNLUQLFZBSYGB56 N/A 600000.00000000 PA USD 608334.00000000 0.120615358428 Long DBT NUSS DE N 2 2174-04-09 Fixed 7.50000000 N N N N N N OBX TRUST N/A 67119CAC4 553487.83000000 PA USD 557925.47000000 0.110620778290 Long ABS-MBS US Y 2 2064-05-25 Fixed 6.58800000 N N N N N N KODIAK GAS SERVICES, LLC 549300ZQBRWEUOVOM131 50012LAC8 578000.00000000 PA USD 598839.79000000 0.118732926175 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N PT Bank Central Asia Tbk 254900BR956G2OHVOM21 N/A 2873216.00000000 NS 1109868.78000000 0.220055464117 Long EC ID N 1 N N N VERUS SECURITIZATION TRUST N/A 92540GAB4 582219.49000000 PA USD 587278.86000000 0.116440722031 Long ABS-MBS US Y 2 2069-06-25 Fixed 6.57200000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAF5 300000.00000000 PA USD 268829.91000000 0.053301337671 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N ITC LIMITED 335800WLOU3OFWFTMP43 N/A 170074.00000000 NS 519698.89000000 0.103041532928 Long EC IN N 1 N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AW7 300000.00000000 PA USD 306530.70000000 0.060776333806 Long DBT NUSS US N 2 2033-10-15 Fixed 6.75000000 N N N N N N BBCMS TRUST N/A 05548WAA5 1100000.00000000 PA USD 1042290.26000000 0.206656562507 Long ABS-MBS US N 2 2037-03-15 Floating 4.59200880 N N N N N N Duravant 11/25 (USD) Cov-Lite TL N/A 26658NAT6 690873.64000000 PA USD 692773.54000000 0.137357321532 Long LON US N 2 2032-11-26 Floating 6.92193960 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 08205QAC2 800000.00000000 PA USD 788620.78000000 0.156361107621 Long DBT NUSS BJ N 2 2041-01-23 Fixed 8.37500000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82653HAD2 652652.38000000 PA USD 655250.26000000 0.129917520589 Long ABS-MBS US Y 2 2044-04-20 Fixed 6.79000000 N N N N N N SINCLAIR TELEVISION GROUP, INC. 549300CQGEN0CH65UD62 829259BH2 875000.00000000 PA USD 889494.38000000 0.176361478174 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N Madison IAQ/Madison Air 10/25 TL N/A 55759VAE8 1050331.49000000 PA USD 1051728.43000000 0.208527883619 Long LON US N 2 2032-11-08 Floating 6.37759080 N N N N N N SCCU AUTO RECEIVABLES TRUST N/A 78436RAN0 1000000.00000000 PA USD 1011306.50000000 0.200513362689 Long ABS-MBS US Y 2 2032-07-15 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAE5 95000.00000000 PA USD 95760.00000000 0.018986488874 Long DBT NUSS US N 2 2032-09-15 Fixed 6.75000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BW1 500000.00000000 PA USD 504928.79000000 0.100113041498 Long DBT NUSS US N 2 2031-09-30 Fixed 5.62500000 N N N N N N US 2YR NOTE (CBT) JUN26 N/A N/A -69.00000000 NC USD -14313726.56000000 -2.83800553558 N/A DIR US N 1 US 2YR NOTE (CBT) JUN26 N/A Short N/A N/A 2026-07-03 -14375316.79000000 USD 61590.23000000 N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AG1 245000.00000000 PA USD 247668.06000000 0.049105543711 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 104287.18000000 0.020677186537 N/A DFE US N 2 U.S. DOLLARS N/A 3520711.92000000 EUR 4170533.24000000 USD 2026-05-22 104287.18000000 N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893814AA1 160000.00000000 PA USD 170960.00000000 0.033896513554 Long DBT NUSS US N 2 2032-10-15 Fixed 7.87500000 N N N N N N A&D MORTGAGE TRUST N/A 00038TAF9 497484.76000000 PA USD 491220.63000000 0.097395102616 Long ABS-MBS US Y 2 2071-03-25 Fixed 5.01300000 N N N N N N TPG TRUST N/A 872973AA0 400000.00000000 PA USD 398060.52000000 0.078924098104 Long ABS-MBS US Y 2 2029-11-15 Floating 5.80502880 N N N N N N CHAMP ACQUISITION CORPORATION N/A 15807XAA8 910000.00000000 PA USD 953797.39000000 0.189110939160 Long DBT CORP US N 2 2031-12-01 Fixed 8.37500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92540GAE8 360000.00000000 PA USD 363136.36000000 0.071999628854 Long ABS-MBS US Y 2 2069-06-25 Floating 7.64300160 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 72184.00000000 NS 945700.02000000 0.187505460615 Long EC SE N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDH6 530000.00000000 PA USD 530365.70000000 0.105156458464 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 58506DAA6 115000.00000000 PA USD 117183.03000000 0.023234067412 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754HAD0 352353.62560000 PA USD 355210.47000000 0.070428149925 Long ABS-MBS US N 2 2039-07-25 Floating 7.87637880 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AK6 820000.00000000 PA USD 807582.24000000 0.160120626724 Long DBT CORP US N 2 2032-09-15 Fixed 7.12500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05613GAE2 1000000.00000000 PA USD 1004277.20000000 0.199119652098 Long ABS-MBS US Y 2 2041-08-13 Floating 6.62614920 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 400000.00000000 PA USD 400388.40000000 0.079385650607 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N Government National Mortgage Association N/A 38379MNK6 901971.46550000 PA USD 146992.40000000 0.029144419039 Long DBT USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N First Brands 10/25 DIP Roll Up PIK TLB N/A 31935HAN7 4490.19000000 PA USD 3.01000000 0.000000596797 Long LON US N 2 2026-06-29 Floating 10.67114880 N N N N N N DISCOVERY GLOBAL HOLDINGS, INC. 549300DXR29GD4N0A520 55903VBQ5 165000.00000000 PA USD 146025.00000000 0.028952611089 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N TURK TELEKOMUNIKASYON ANONIM SIRKETI 789000A2TXOI10JZLF90 90011QAD2 300000.00000000 PA USD 303081.22000000 0.060092399871 Long DBT NUSS TR N 2 2029-05-20 Fixed 7.37500000 N N N N N N N/A N/A N/A 1122.00000000 NS USD 210.94000000 0.000041823412 Long EC US N 2 N N N FDJ UNITED 969500R4CLSQFTYYI535 N/A 5069.00000000 NS 148704.98000000 0.029483975024 Long EC FR N 1 N N N PETRONAS DAGANGAN BERHAD N/A N/A 14738.00000000 NS 79693.52000000 0.015800962101 Long EC MY N 1 N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83406TAC6 360000.00000000 PA USD 325178.39000000 0.064473641228 Long ABS-MBS US N 2 2046-05-15 Fixed 3.12000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 36473.00000000 NS USD 2212087.45000000 0.438594128647 Long EC US N 1 N N N MCAFEE CORP. 2549009UKR8UEZYVCR93 579063AB4 542000.00000000 PA USD 447795.68000000 0.088785168091 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X204 6132.00000000 NS USD 276001.32000000 0.054723224640 Long EP US N 2 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 76402.00000000 NS USD 2145368.16000000 0.425365587949 Long EC US N 1 N N N MCCLATCHY MEDIA COMPANY, LLC N/A 00456LAA0 1154000.00000000 PA USD 1166588.04000000 0.231301282819 Long DBT CORP US N 2 2028-03-01 Fixed 8.00000000 N N N N N N GFL ENVIRONMENTAL HOLDINGS (US), INC. N/A 36273TAA8 445000.00000000 PA USD 436454.18000000 0.086536470686 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N NEPTUNE BIDCO US INC. 549300VG15T3VCYZ4531 640695AC6 280000.00000000 PA USD 282522.24000000 0.056016137913 Long DBT CORP US N 2 2031-05-15 Fixed 10.37500000 N N N N N N HARBOR FREIGHT TOOLS USA, INC. N/A 41151PAR6 346981.13000000 PA USD 342983.91000000 0.068003970252 Long LON US N 2 2031-06-11 Floating 5.92300080 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 1245672.00000000 PA USD 896883.84000000 0.177826598267 Long DBT NUSS AR N 2 2035-07-09 Fixed 4.12500000 N N N N N N ARCTIC CANADIAN DIAMOND COMPANY LTD. N/A N/A 863838.77000000 PA USD 655653.63000000 0.129997497406 Long LON US N 3 2026-06-30 Floating 4.25773080 N N N N N N US 10YR ULTRA FUT JUN26 N/A N/A -42.00000000 NC USD -4767656.25000000 -0.94529085577 N/A DIR US N 1 US 10YR ULTRA FUT JUN26 N/A Short N/A N/A 2026-06-21 -4871573.26000000 USD 103917.01000000 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07337GAC7 835438.79900000 PA USD 836953.87000000 0.165944186940 Long ABS-MBS US Y 2 2048-07-27 Floating 5.46189840 N N N N N N Japan Real Estate Investment Corporation 3538003YAIR3CBGJJ928 N/A 134.00000000 NS 98426.20000000 0.019515120627 Long EC JP N 1 N N N TEAMSYSTEM S.P.A. 81560062081DF3AB7A90 N/A 300000.00000000 PA 338070.50000000 0.067029780567 Long DBT NUSS IT N 2 2028-02-15 Fixed 3.50000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CH4 100000.00000000 PA USD 101610.20000000 0.020146417417 Long DBT CORP US N 2 2174-06-15 Fixed 6.70000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67120UAC1 550000.00000000 PA USD 549864.76000000 0.109022568382 Long ABS-MBS US Y 2 2042-02-15 Floating 5.36482080 N N N N N N FOCUS FINANCIAL PARTNERS, LLC 5493007L0E0VKRC2CP39 34417VAA5 917000.00000000 PA USD 910715.28000000 0.180568980072 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N MALAYAN BANKING BERHAD 5493004OT3TOY404V310 N/A 312908.00000000 NS 880735.71000000 0.174624882617 Long EC MY N 1 N N N AMERICAN AXLE & MANUFACTURING, INC. RY5TAKFOBLDUGX31MS24 02406PBC3 200000.00000000 PA USD 197948.60000000 0.039247586587 Long DBT CORP US N 2 2032-10-15 Fixed 6.37500000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBK9 435000.00000000 PA USD 422669.84000000 0.083803427473 Long DBT CORP US N 2 2174-12-15 Fixed 4.12500000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 1140000.00000000 PA USD 1160288.58000000 0.230052278776 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N SNAP INC. 549300JNC0L6VP8A2Q35 83304AAL0 175000.00000000 PA USD 165247.29000000 0.032763845375 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00833QAD7 500000.00000000 PA USD 501253.65000000 0.099384365592 Long ABS-MBS US Y 2 2029-12-17 Fixed 6.08000000 N N N N N N AIRBNB, INC. 549300HMUDNO0RY56D37 009066AE1 415000.00000000 PA USD 415420.24000000 0.082366037647 Long DBT CORP US N 2 2036-03-16 Fixed 5.25000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46594QAG2 500000.00000000 PA USD 501015.00000000 0.099337048074 Long ABS-MBS US Y 2 2066-07-25 Fixed 5.95700000 N N N N N N WH GROUP LIMITED 254900A4AYEDRWYSE928 N/A 457356.00000000 NS 601242.30000000 0.119209275688 Long EC HK N 1 N N N VENTURE GLOBAL LNG, INC. 54930011XLBUWMQUC829 92332YAD3 205000.00000000 PA USD 220167.54000000 0.043652971478 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433CAE5 867251.18000000 PA USD 868064.23000000 0.172112487943 Long ABS-MBS US Y 2 2041-08-15 Floating 6.26245920 N N N N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 85571BBD6 495000.00000000 PA USD 505528.16000000 0.100231879549 Long DBT CORP US N 2 2030-07-01 Fixed 6.50000000 N N N N N N WAND NEWCO 3, INC. 549300Y3VZEWMSQW8494 933940AA6 1025000.00000000 PA USD 1048059.39000000 0.207800417170 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N FCCU AUTO RECEIVABLES TRUST N/A 30336CAL9 1000000.00000000 PA USD 1024633.80000000 0.203155787848 Long ABS-MBS US Y 2 2030-10-15 Fixed 6.00000000 N N N N N N ELM TRUST N/A 26860XAL5 1000000.00000000 PA USD 1000225.60000000 0.198316334864 Long ABS-MBS US Y 2 2039-06-10 Floating 6.67425960 N N N N N N PROSPERITY BANCSHARES, INC. N/A 743606105 1158.00000000 NS USD 77794.44000000 0.015424428462 Long EC US N 1 N N N IRV TRUST N/A 45006HAA9 800000.00000000 PA USD 806287.04000000 0.159863825342 Long ABS-MBS US Y 2 2047-03-14 Floating 5.29458840 N N N N N N BHMS MORTGAGE TRUST N/A 088928AA4 800000.00000000 PA USD 800513.92000000 0.158719179575 Long ABS-MBS US Y 2 2042-08-15 Floating 5.52251160 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97381AAA0 210000.00000000 PA USD 219482.97000000 0.043517240686 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 12587.00000000 NS USD 297304.94000000 0.058947127565 Long EC US N 1 N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAB9 445000.00000000 PA USD 412784.45000000 0.081843435333 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 13198.00000000 NS 549974.73000000 0.109044372311 Long EC GB N 1 N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941XAB3 320000.00000000 PA USD 276634.02000000 0.054848671084 Long ABS-MBS US N 2 2069-07-15 Fixed 2.69000000 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751CC3 265000.00000000 PA USD 275028.13000000 0.054530268697 Long DBT NUSS CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAD1 581000.00000000 PA USD 504125.62000000 0.099953795693 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AS2 340000.00000000 PA USD 339574.96000000 0.067328072265 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAS3 1250000.00000000 PA USD 1248229.63000000 0.247488491886 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BK3 270000.00000000 PA USD 278213.67000000 0.055161870825 Long DBT NUSS CH N 2 2174-04-12 Fixed 7.75000000 N N N Y Y UBS Group AG N/A XXXX N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AE0 1215000.00000000 PA USD 1159232.96000000 0.229842979305 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N PVONE LLC N/A 693696AA4 69839.45000000 PA USD 69892.19000000 0.013857636673 Long ABS-MBS US Y 2 2035-07-16 Fixed 7.25000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 225008.00000000 PA USD 169820.66000000 0.033670614784 Long DBT NUSS LK N 2 2035-06-15 Fixed 3.60000000 N N N N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92840JAD1 675000.00000000 PA USD 666212.45000000 0.132091011592 Long DBT NUSS CH N 2 2027-05-01 Fixed 7.87500000 N N N N N N ONESKY FLIGHT, LLC 549300PM6NEPXGG5B882 68278CAA3 580000.00000000 PA USD 598684.70000000 0.118702176232 Long DBT CORP US N 2 2029-12-15 Fixed 8.87500000 N N N N N N USS Co., Ltd. 5299000RRQD6UZXG4W72 N/A 21124.00000000 NS 221661.62000000 0.043949205117 Long EC JP N 1 N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 92837TAA0 193000.00000000 PA USD 148635.07000000 0.029470113857 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92841HAA0 283000.00000000 PA USD 276476.09000000 0.054817358050 Long DBT NUSS CH N 2 2028-06-01 Fixed 9.50000000 N N N N N N PHINIA INC. 254900HG6MORZE1FFM18 71880KAB7 78000.00000000 PA USD 79278.50000000 0.015718675420 Long DBT CORP US N 2 2032-10-15 Fixed 6.62500000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 291000.00000000 PA USD 292892.08000000 0.058072182731 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N AXON ENTERPRISE, INC. 549300QP2IEEGFE16681 05464CAD3 180000.00000000 PA USD 183734.28000000 0.036429290550 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC N/A 76134KAJ3 1000000.00000000 PA USD 969526.90000000 0.192229654350 Long ABS-MBS US Y 2 2049-09-15 Fixed 5.77500000 N N N N N N AHEAD DB HOLDINGS, LLC 254900L07WFL833JX193 00867FAA6 1070000.00000000 PA USD 1046607.87000000 0.207512621971 Long DBT CORP US N 2 2028-05-01 Fixed 6.62500000 N N N N N N PENNYMAC FINANCIAL SERVICES, INC. 549300W1D516HBDEU871 70932MAG2 405000.00000000 PA USD 390821.90000000 0.077488885300 Long DBT CORP US N 2 2032-05-15 Fixed 6.87500000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 330000.00000000 PA USD 339698.04000000 0.067352475534 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 535000.00000000 PA USD 532577.93000000 0.105595080856 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229BC9 65000.00000000 PA USD 65317.79000000 0.012950663044 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N RIVERS ENTERPRISE BORROWER, LLC N/A 76883NAA9 562000.00000000 PA USD 557769.15000000 0.110589784473 Long DBT CORP US N 2 2033-02-01 Fixed 6.62500000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505920AG3 1200000.00000000 PA USD 1232303.52000000 0.244330796499 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.37000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCU3 1080000.00000000 PA USD 987577.51000000 0.195808577762 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 285000.00000000 PA USD 286241.75000000 0.056753611130 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N NELNET STUDENT LOAN TRUST N/A 64035UAD0 1000000.00000000 PA USD 976035.90000000 0.193520204225 Long ABS-MBS US Y 2 2065-06-22 Fixed 5.15000000 N N N N N N ADAPTHEALTH, LLC N/A 00653VAA9 445000.00000000 PA USD 444050.24000000 0.088042553692 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LBB4 160000.00000000 PA USD 174236.58000000 0.034546166329 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 375000.00000000 PA USD 330574.23000000 0.065543483084 Long DBT NUSS FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 91327BAB6 370000.00000000 PA USD 368075.85000000 0.072978989464 Long DBT CORP US N 2 2028-04-15 Fixed 4.75000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676BA2 925000.00000000 PA USD 933806.69000000 0.185147350990 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N OSAIC HOLDINGS, INC. 549300XL60BDV6UW5C86 00791GAB3 269000.00000000 PA USD 269033.60000000 0.053341723614 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N ONO PHARMACEUTICAL CO., LTD. 529900G26L4NG4GFJZ86 N/A 19404.00000000 NS 310680.75000000 0.061599170879 Long EC JP N 1 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAU8 1120000.00000000 PA USD 1116516.11000000 0.221373440903 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAF8 233746.90120000 PA USD 211137.40000000 0.041862551129 Long ABS-MBS US Y 2 2053-01-15 Fixed 3.86000000 N N N N N N MELCO RESORTS FINANCE LIMITED 5493000FQDBWKDBZEF60 58547DAH2 525000.00000000 PA USD 532730.82000000 0.105625394602 Long DBT NUSS HK N 2 2032-04-17 Fixed 7.62500000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAB6 265000.00000000 PA USD 269938.54000000 0.053521147520 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 1338000.00000000 PA USD 1132265.59000000 0.224496115578 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N POSTE ITALIANE - SOCIETA PER AZIONI 815600354DEDBD0BA991 N/A 26894.00000000 NS 631055.67000000 0.125120420402 Long EC IT N 1 N N N Games Workshop Group PLC 213800RP9QJQYGWHNT41 N/A 1721.00000000 NS 405334.23000000 0.080366268258 Long EC GB N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 330000.00000000 PA USD 319019.71000000 0.063252549861 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N SOTERA HEALTH HOLDINGS, LLC 549300OVT7MBXFLOFU20 83600WAE9 280000.00000000 PA USD 289232.44000000 0.057346580036 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AH0 115000.00000000 PA USD 97175.00000000 0.019267043195 Long DBT NUSS CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N HONG LEONG BANK BERHAD 549300BUPYUQGB5BFX94 N/A 33677.00000000 NS 183027.33000000 0.036289122439 Long EC MY N 1 N N N N/A N/A N/A 824.00000000 NS USD 48126.13000000 0.009542045027 Long EC US N 3 N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAB2 595000.00000000 PA USD 626930.84000000 0.124302583739 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N 0EDELMAN FINANCIAL 12/24 TL N/A 27943UAM8 1240601.51000000 PA USD 1238579.33000000 0.245575111419 Long LON US N 2 2028-04-07 Floating 6.67299960 N N N N N N PRKCM TRUST N/A 69391XAC3 593391.61000000 PA USD 599045.03000000 0.118773619439 Long ABS-MBS US Y 2 2059-05-25 Fixed 6.78500000 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 1195000.00000000 PA USD 1159609.00000000 0.229917537359 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N CINEMARK USA, INC. 54930008H2137JSCPQ09 172441BH9 190000.00000000 PA USD 195222.53000000 0.038707084314 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 890000.00000000 PA USD 886845.56000000 0.175836292382 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 755000.00000000 PA USD 728771.98000000 0.144494790000 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N STAPLES, INC. XQM2JINI1UL7642TU573 855030AQ5 70000.00000000 PA USD 64737.35000000 0.012835578274 Long DBT CORP US N 2 2029-09-01 Fixed 10.75000000 N N N N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC. 2549003BGLQITAJ6ZT28 37960XAA5 580000.00000000 PA USD 569099.94000000 0.112836358389 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 92257HAF6 997782.90350000 PA USD 869195.93000000 0.172336871918 Long ABS-MBS US N 2 2049-10-25 Floating 4.73000040 N N N N N N CATCHER TECHNOLOGY CO., LTD. 5299006PRSCU66N5JF55 N/A 31704.00000000 NS 187733.26000000 0.037222174732 Long EC TW N 1 N N N WATSCO, INC. 549300F1Y3LN5BX5WN75 942622200 687.00000000 NS USD 249923.73000000 0.049552779022 Long EC US N 1 N N N DAE AVIATION (STANDARD AERO) 10/24 TLB1 N/A 26812CAN6 858466.66000000 PA USD 858080.35000000 0.170132968033 Long LON US N 2 2031-10-31 Floating 5.67299880 N N N N N N CALATLANTIC GROUP, LLC N/A 128195AN4 330000.00000000 PA USD 329185.80000000 0.065268196840 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67578YAD8 1000000.00000000 PA USD 1016561.10000000 0.201555200664 Long ABS-MBS US Y 2 2032-07-20 Fixed 5.90000000 N N N N N N HAYFIN US LTD N/A 420916AL2 300000.00000000 PA USD 300322.80000000 0.059545483511 Long ABS-CBDO CORP KY Y 2 2037-04-28 Floating 7.93130040 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACP0 735000.00000000 PA USD 770240.37000000 0.152716794234 Long DBT CORP US N 2 2030-09-21 Fixed 6.20000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBQ3 53000.00000000 PA USD 44289.92000000 0.008781433514 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N OSMOSIS BUYER LTD N/A 00132UAQ7 1091750.00000000 PA USD 1088507.50000000 0.215820128851 Long LON US N 2 2028-07-30 Floating 6.41414880 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 320000.00000000 PA USD 279890.20000000 0.055494279119 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 27034RAC7 296000.00000000 PA USD 314143.02000000 0.062285640709 Long DBT CORP US N 2 2031-07-15 Fixed 9.87500000 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED 335800QOAXP5TM7OYP69 N/A 1825000.00000000 PA USD 1789021.38000000 0.354712140016 Long DBT NUSS IN N 2 2027-07-30 Fixed 4.00000000 N N N N N N CONNECTWISE, LLC N/A 20786NAC1 215310.09000000 PA USD 198263.99000000 0.039310119469 Long LON US N 2 2028-09-29 Floating 7.43355000 N N N N N N ACUREN DELAWARE HOLDCO, INC. N/A 00036YAD5 837276.55000000 PA USD 835442.91000000 0.165644606476 Long LON US N 2 2031-07-30 Floating 6.42300120 N N N N N N US 2YR NOTE (CBT) JUN26 N/A N/A 57.00000000 NC USD 11824382.81000000 2.344439355393 N/A DIR US N 1 US 2YR NOTE (CBT) JUN26 N/A Long N/A N/A 2026-07-03 11869653.86000000 USD -45271.05000000 N N N GRAHAM HOLDINGS COMPANY 529900BOSCEEEMAFQJ29 384637AC8 740000.00000000 PA USD 724923.02000000 0.143731650524 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAD5 165000.00000000 PA USD 167446.79000000 0.033199943770 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 755000.00000000 PA USD 770874.63000000 0.152842549982 Long DBT CORP US N 2 2175-03-18 Fixed 7.87500000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PTU3 640000.00000000 PA USD 625836.03000000 0.124085514003 Long DBT USGA US N 2 2060-05-25 Floating 4.25000160 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 004961AA6 255000.00000000 PA USD 245723.89000000 0.048720070005 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAH0 455000.00000000 PA USD 449226.89000000 0.089068936395 Long DBT NUSS US N 2 2033-10-15 Fixed 5.87500000 N N N N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 59408QAB2 650000.00000000 PA USD 632771.10000000 0.125460541461 Long DBT CORP US N 2 2033-03-15 Fixed 8.50000000 N N N N N N GENTING NEW YORK LLC N/A 37255JAB8 860000.00000000 PA USD 863461.22000000 0.171199841763 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CY9 20000.00000000 PA USD 14604.00000000 0.002895558516 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N HARVEST COMMERCIAL CAPITAL LOAN TRUST N/A 417927AB6 893825.19000000 PA USD 904147.35000000 0.179266746051 Long ABS-MBS US Y 2 2056-10-25 Floating 6.55959960 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 530000.00000000 PA USD 619134.93000000 0.122756876152 Long DBT NUSS IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N GCI, LLC 549300N3IE9H88Q20221 36166TAB6 1040000.00000000 PA USD 1006480.96000000 0.199556595130 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 430000.00000000 PA USD 395319.61000000 0.078380653479 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECF2 550000.00000000 PA USD 521977.50000000 0.103493316589 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 N/A 30055.00000000 NS 230795.23000000 0.045760140630 Long EC GB N 1 N N N DIRECTV FINANCING, LLC N/A 254945AA6 255000.00000000 PA USD 254432.70000000 0.050446779740 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N Government National Mortgage Association N/A 38381YXT6 575577.54250000 PA USD 64698.71000000 0.012827917059 Long DBT USGA US N 2 2049-09-20 Floating 2.31048000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 50000.00000000 PA USD 50891.25000000 0.010090289807 Long DBT CORP US N 2 2174-05-15 Fixed 7.12500000 N N N N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 N/A 10405.00000000 NS USD 668001.00000000 0.132445630271 Long EC US N 1 N N N COSTAR GROUP, INC. 984500Q1D53D08E2E698 22160NAA7 585000.00000000 PA USD 529009.14000000 0.104887491136 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N ALLIANT INSURANCE 7/25 COV-LITE TLB N/A 01881UAN5 618753.94000000 PA USD 613407.91000000 0.121621370706 Long LON US N 2 2031-09-19 Floating 6.17299920 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 1110000.00000000 PA USD 379176.00000000 0.075179834017 Long DBT NUSS VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63943CAB7 1000000.00000000 PA USD 1011542.10000000 0.200560075479 Long ABS-MBS US Y 2 2072-10-15 Fixed 6.07000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAG2 345000.00000000 PA USD 363956.03000000 0.072162146141 Long DBT NUSS US N 2 2031-07-15 Fixed 9.12500000 N N N N N N CARS DB N/A 12510HAU4 1300000.00000000 PA USD 1304662.97000000 0.258677620772 Long ABS-MBS US Y 2 2053-09-15 Fixed 7.75000000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAB7 481000.00000000 PA USD 478369.07000000 0.094847003190 Long DBT NUSS US N 2 2029-04-20 Fixed 5.75000000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 16175.00000000 NS USD 1490041.00000000 0.295432820273 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BQ9 449000.00000000 PA USD 442286.82000000 0.087692917578 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST N/A 381935AB1 397174.63000000 PA USD 405537.90000000 0.080406650236 Long ABS-MBS US Y 2 2046-10-20 Fixed 6.38000000 N N N N N N AVIS BUDGET CAR RENTAL, LLC XN8R4HH1TVC1XOCL5P21 053773BK2 180000.00000000 PA USD 179012.18000000 0.035493032205 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAT2 3790000.00000000 PA USD 1295043.00000000 0.256770253882 Long DBT NUSS VE N 2 2026-05-16 Fixed 6.00000000 Y N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AD2 365000.00000000 PA USD 356496.52000000 0.070683137122 Long DBT CORP US N 2 2031-06-15 Fixed 7.25000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754AAF0 680000.00000000 PA USD 687284.16000000 0.136268933350 Long ABS-MBS US Y 2 2041-12-25 Floating 6.41189880 N N N N N N PT Bank Mandiri (Persero) Tbk 549300RSKQN4Z5ZSGH94 N/A 1933665.00000000 NS 542784.34000000 0.107618722146 Long EC ID N 1 N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAE2 1175000.00000000 PA USD 1101433.68000000 0.218383023303 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Elastic N.V. 2549003I48WHHH937I59 28415LAA1 455000.00000000 PA USD 426822.94000000 0.084626869275 Long DBT NUSS US N 2 2029-07-15 Fixed 4.12500000 N N N N N N BIRCH GROVE CLO LTD N/A 09075JBC2 220000.00000000 PA USD 220377.96000000 0.043694691789 Long ABS-CBDO CORP KY Y 2 2037-07-17 Floating 7.51763160 N N N N N N VERUS SECURITIZATION TRUST N/A 92540NAD5 1000000.00000000 PA USD 998388.40000000 0.197952070272 Long ABS-MBS US Y 2 2069-08-26 Floating 5.78700000 N N N N N N TESLA SUSTAINABLE ENERGY TRUST N/A 88164AAE4 750000.00000000 PA USD 743838.15000000 0.147481983704 Long ABS-MBS US Y 2 2050-06-21 Fixed 6.25000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 726503AE5 560000.00000000 PA USD 558695.09000000 0.110773372082 Long DBT CORP US N 2 2174-11-15 Floating 8.02414080 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599ED3 463000.00000000 PA USD 497878.40000000 0.098715149358 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED 5493007O3QFXCPOGWK22 N/A 30710.00000000 NS 524179.27000000 0.103929865060 Long EC SG N 1 N N N SOLSTICE ADVANCED MATERIALS INC. 2138004GZ4H9TW6HK435 83443QAA1 75000.00000000 PA USD 73953.17000000 0.014662813695 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768AA4 186682.50000000 PA USD 188504.15000000 0.037375020330 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N FREEDOM MORTGAGE HOLDINGS LLC 254900ROJ91RGM43S156 35641AAA6 225000.00000000 PA USD 228057.75000000 0.045217376077 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAB4 570000.00000000 PA USD 569899.22000000 0.112994832918 Long DBT NUSS MX N 2 2174-09-27 Fixed 7.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 340000.00000000 PA USD 300686.22000000 0.059617539377 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 450000.00000000 PA USD 439870.19000000 0.087213768470 Long DBT NUSS GB N 2 2030-07-18 Fixed 3.96000000 N N N N N N GLOBAL MEDICAL RESPONSE, INC. 549300ZFWD4ZFCEJCQ87 37960BAD7 203000.00000000 PA USD 210803.32000000 0.041796312551 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAC7 425000.00000000 PA USD 440557.13000000 0.087349969166 Long DBT CORP US N 2 2174-09-15 Fixed 6.85000000 N N N N N N Royaume du Maroc 529900F3MBW9XY5K1X07 617726AL8 730000.00000000 PA USD 626811.73000000 0.124278967608 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2, INC. N/A 23344MAM0 945170.01000000 PA USD 943988.55000000 0.187166124712 Long LON US N 2 2032-07-09 Floating 6.92300160 N N N N N N BEACH ACQUISITION BIDCO, LLC 254900F2FNX3GBTB6202 07337JAC1 379457.00000000 PA USD 404128.27000000 0.080127160634 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000000 N N Y N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 92262WAC3 497447.59000000 PA USD 490572.47000000 0.097266590892 Long ABS-MBS US Y 2 2056-02-25 Floating 5.88999960 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19423DAD2 640964.67560000 PA USD 635234.96000000 0.125949054938 Long ABS-MBS US N 2 2047-12-26 Fixed 5.50000000 N N N N N N IRV TRUST N/A 45006HAG6 250000.00000000 PA USD 250038.85000000 0.049575604049 Long ABS-MBS US Y 2 2047-03-14 Floating 6.16546080 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 215000.00000000 PA USD 222453.84000000 0.044106279848 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N NUSTAR LOGISTICS, L.P. N62BF2PKP51FIIOIUN20 67059TAH8 445000.00000000 PA USD 460128.67000000 0.091230449810 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N DELEK LOGISTICS PARTNERS, LP 549300UVYITDIU51P724 24665FAE2 625000.00000000 PA USD 630166.88000000 0.124944198583 Long DBT CORP US N 2 2033-06-30 Fixed 7.37500000 N N N N N N BELRON 1/26 N/A N/A 1237523.44000000 PA USD 1236285.92000000 0.245120393338 Long LON US N 2 2031-10-16 Floating 5.65989120 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAD1 1025000.00000000 PA USD 1023194.77000000 0.202870469060 Long DBT CORP US N 2 2175-03-01 Fixed 6.66900000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AR0 355000.00000000 PA USD 327410.59000000 0.064916223104 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAF3 743000.00000000 PA USD 777551.73000000 0.154166429314 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N LIGHT AND WONDER INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 531968AB1 373000.00000000 PA USD 365424.37000000 0.072453276269 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAK9 180000.00000000 PA USD 177946.49000000 0.035281736139 Long DBT CORP US N 2 2029-02-01 Fixed 8.25000000 N N N N N N HARVEST COMMERCIAL CAPITAL LOAN TRUST N/A 417927AA8 799879.57000000 PA USD 813187.89000000 0.161232067946 Long ABS-MBS US Y 2 2056-10-25 Floating 6.16349880 N N N N N N Smyrna Ready Mix Concrete, LLC 549300S7RFWHQFOIOY93 83283WAE3 1076000.00000000 PA USD 1109571.20000000 0.219996462453 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AC0 330000.00000000 PA USD 344006.61000000 0.068206742623 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N 2026-03-31 SEI INSTITUTIONAL MANAGED TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer