0001410368-26-040878.txt : 20260427
0001410368-26-040878.hdr.sgml : 20260427
20260427151351
ACCESSION NUMBER: 0001410368-26-040878
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260427
DATE AS OF CHANGE: 20260427
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
EIN: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 26900054
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000066845
Multisector Bond SMA Completion Portfolio
C000215205
Multisector Bond SMA Completion Portfolio
MBSAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
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S000066845
C000215205
COLUMBIA FUNDS SERIES TRUST I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02210
1800-345-6611
Multisector Bond SMA Completion Portfolio
S000066845
549300U4Y33YCK3NRZ54
2026-08-31
2026-02-28
N
152287774.41
50487758.28
101800016.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
50326402.05000000
0.00000000
0.00000000
55936.55000000
EUR
GBP
USD
N
American Airlines, Inc.
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American Airlines Inc 2025 Term Loan B
02376CBT1
90498.16000000
PA
USD
90470.11000000
0.088870427961
Long
LON
CORP
KY
N
2
2032-05-28
Floating
6.42000000
N
N
N
N
N
N
BEACH ACQUISITION BIDCO LLC
254900F2FNX3GBTB6202
Beach Acquisition Bidco LLC USD Term Loan B
07337FAB1
300000.00000000
PA
USD
300375.00000000
0.295063803935
Long
LON
CORP
US
N
2
2032-09-12
Floating
6.92000000
N
N
N
N
N
N
ARCIS GOLF LLC
254900ZMGXNNIX4SXQ48
ARCIS GOLF LLC
000000000
199530.43000000
PA
USD
200091.11000000
0.196553122098
Long
LON
CORP
US
N
2
2028-11-24
Floating
6.42000000
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC
000000000
235643.11000000
PA
USD
229162.92000000
0.225110887710
Long
LON
CORP
US
N
2
2031-10-21
Floating
6.41000000
N
N
N
N
N
N
FRONERI LUX FINCO SARL
9845005YBZ75E5AA3B94
Froneri Lux Finco Sarl 2025 USD Term Loan
000000000
250000.00000000
PA
USD
243992.50000000
0.239678252789
Long
LON
CORP
US
N
2
2032-09-30
Floating
5.88000000
N
N
N
N
N
N
COTIVITI CORPORATION
254900YAQHVRTG4IFI64
Cotiviti Corporation 2024 Term Loan
22164MAB3
646854.85000000
PA
USD
571858.50000000
0.561746964037
Long
LON
CORP
US
N
2
2031-05-01
Floating
6.42000000
N
N
N
N
N
N
AL GCX HOLDINGS LLC
2549009G4C2J89LNWS21
AL GCX HOLDINGS LLC
000000000
24374.95000000
PA
USD
24359.84000000
0.023929112122
Long
LON
CORP
US
N
2
2032-12-17
Floating
5.92000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BK0
200000.00000000
PA
USD
203462.93000000
0.199865321966
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.38000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
378748.89000000
0.372051895862
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_5462
N/A
FREDDIE MAC FHLMC_5462
3137HFQ24
827367.59000000
PA
USD
832521.92000000
0.817801363544
Long
ABS-CBDO
USGA
US
N
2
2054-10-25
Floating
4.77000000
N
N
N
N
N
N
RESILIENCE PARENT LLC
N/A
RESILIENCE PARENT LLC TERM LOAN B
75908HAC1
38972.66000000
PA
USD
38875.23000000
0.038187842672
Long
LON
CORP
US
N
2
2033-01-21
None
0.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
800000.00000000
PA
USD
729390.91000000
0.716493904154
Long
DBT
NUSS
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT HOLDING IV AB
000000000
177493.25000000
PA
USD
172612.19000000
0.169560081188
Long
LON
CORP
SE
N
2
2031-09-01
Floating
6.67000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
200000.00000000
PA
USD
184115.16000000
0.180859657001
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86
3136BXPP3
962953.54000000
PA
USD
961359.47000000
0.944360822863
Long
ABS-CBDO
USGA
US
N
2
2055-09-25
Floating
4.52000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
200000.00000000
PA
USD
195639.86000000
0.192180578586
Long
DBT
NUSS
KY
N
2
2029-07-18
Fixed
3.88000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
231487.02000000
0.227393893242
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
COMPOSECURE HOLDINGS LLC
N/A
COMPOSECURE HOLDINGS LLC
000000000
17241.33000000
PA
USD
17133.57000000
0.016830616193
Long
LON
CORP
US
N
2
2033-01-14
Floating
5.91000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp Term Loan B
71360HAB3
250000.00000000
PA
USD
213360.00000000
0.209587393117
Long
LON
CORP
US
N
2
2028-02-01
Floating
7.52000000
N
N
N
N
N
N
BCPE PEQUOD BUYER INC
254900HEEOS2IWC84V94
BCPE PEQUOD BUYER INC
000000000
200000.00000000
PA
USD
193126.00000000
0.189711168368
Long
LON
CORP
US
N
2
2031-11-25
Floating
6.42000000
N
N
N
N
N
N
KazMunayGas National Co. JSC
2138001H1M69RFJCSH88
KazMunayGas National Co. JSC
000000000
200000.00000000
PA
USD
205684.51000000
0.202047620245
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.38000000
N
N
N
N
N
N
Corp. Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
218710.18000000
0.214842971852
Long
DBT
NUSS
CL
N
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
200000.00000000
PA
160215.78000000
0.157382863078
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300VC6J79YJCFU884
Carlyle US CLO 2023-3 Ltd
14318FAL8
2000000.00000000
PA
USD
2003988.00000000
1.968553715591
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
4.90000000
N
N
N
N
N
N
MARINER WEALTH ADVISORS LLC
549300XJJOOU336E5R24
MARINER WEALTH ADVISORS LLC
000000000
25808.31000000
PA
USD
25596.42000000
0.025143827057
Long
LON
CORP
US
N
2
2030-12-31
Floating
5.94000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2026 TERM LOAN N
89364MCG7
12537.88000000
PA
USD
12547.41000000
0.012325548145
Long
LON
CORP
US
N
2
2033-02-13
Floating
6.16000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
750000.00000000
PA
USD
682510.30000000
0.670442231687
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee LLC 2024 USD 1st Lien Term Loan B
57906HAF4
250000.00000000
PA
USD
216875.00000000
0.213040241293
Long
LON
CORP
US
N
2
2029-03-01
Floating
6.67000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBK5
600000.00000000
PA
USD
601489.07000000
0.590853609720
Long
DBT
NUSS
MX
N
2
2033-03-22
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNW44
913187.79000000
PA
USD
908855.81000000
0.892785526516
Long
ABS-MBS
USGSE
US
N
2
2052-09-25
Floating
4.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BV2Z0
390793.80000000
PA
USD
406225.90000000
0.399043060544
Long
ABS-MBS
USGSE
US
N
2
2055-05-25
Floating
8.12000000
N
N
N
N
N
N
Splitero Trust 2025-1
N/A
Splitero Trust 2025-1
848948AA3
800000.00000000
PA
USD
798314.64000000
0.784198932719
Long
ABS-MBS
CORP
US
N
2
2055-12-25
Variable
5.75000000
N
N
N
N
N
N
SBNA Auto Lease Trust
N/A
SBNA Auto Lease Trust 2024-A
78414SAG9
500000.00000000
PA
USD
501164.95000000
0.492303409225
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.24000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
254900PGY077KWCROT75
PARK RIVER HOLDINGS INC
000000000
35106.39000000
PA
USD
34902.77000000
0.034285623251
Long
LON
CORP
US
N
2
2031-03-15
Floating
8.16000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2024-3
80287LAC3
197918.55000000
PA
USD
198500.63000000
0.194990764781
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.63000000
N
N
N
N
N
N
JACK OHIO FINANCE LLC
5493002ERZW63JFJI167
JACK OHIO FINANCE LLC
000000000
199497.49000000
PA
USD
197602.26000000
0.194108279656
Long
LON
CORP
US
N
2
2032-02-02
Floating
7.67000000
N
N
N
N
N
N
INVENERGY THERMAL OPERATING I LLC
549300JF5R5BXJAMZL67
INVENERGY THERMAL OPERATING I LLC
000000000
1539.54000000
PA
USD
1553.49000000
0.001526021369
Long
LON
CORP
US
N
2
2032-05-17
Floating
6.41000000
N
N
N
N
N
N
Osaic Holdings, Inc.
549300XL60BDV6UW5C86
Osaic Holdings Inc 2026 Term Loan B
68773JAJ9
100000.00000000
PA
USD
96656.00000000
0.094946939769
Long
LON
CORP
US
N
2
2032-07-30
Floating
6.16000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
78.00000000
NC
USD
82968.52000000
0.081501480210
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
9401343.98000000
USD
82968.52000000
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
ARTERA SERVICES LLC
000000000
199492.39000000
PA
USD
162773.82000000
0.159895672110
Long
LON
CORP
US
N
2
2031-02-15
Floating
8.17000000
N
N
N
N
N
N
Fertitta Entertainment LLC
984500A0805D8V551D35
Fertitta Entertainment LLC 2022 Term Loan B
31556PAB3
297680.40000000
PA
USD
295733.57000000
0.290504443164
Long
LON
CORP
US
N
2
2029-01-27
Floating
6.92000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC
000000000
249365.48000000
PA
USD
246747.14000000
0.242384185563
Long
LON
CORP
US
N
2
2031-02-06
Floating
5.92000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
BRITISH POUND
000000000
1.00000000
NC
-8925.56000000
-0.00876773927
N/A
DFE
GB
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
700691.97000000
USD
513308.16000000
GBP
2026-03-06
-8925.56000000
N
N
N
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
549300O4G48RRYGSD439
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
000000000
22504.12000000
PA
USD
22571.63000000
0.022172521044
Long
LON
CORP
US
N
2
2032-06-24
Floating
6.40000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBF6
200000.00000000
PA
USD
211294.00000000
0.207557923890
Long
DBT
NUSS
MX
N
2
2038-01-29
Fixed
6.63000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AJ9
400000.00000000
PA
USD
408147.27000000
0.400930457102
Long
DBT
NUSS
AO
N
2
2035-10-15
Fixed
9.88000000
N
N
N
N
N
N
Greenacre Park CLO LLC
N/A
Greenacre Park CLO LLC
39355WAE8
880000.00000000
PA
USD
882904.88000000
0.867293457864
Long
ABS-CBDO
CORP
KY
N
2
2038-07-20
Floating
5.37000000
N
N
N
N
N
N
SAVOR ACQUISITION INC
25490051R6ZOBEBPQ519
SAVOR ACQUISITION INC
000000000
37406.01000000
PA
USD
37421.72000000
0.036760033468
Long
LON
CORP
US
N
2
2032-02-19
Floating
6.67000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDINGS LLC
N/A
Raven Acquisition Holdings LLC Term Loan B
75419XAC8
139929.51000000
PA
USD
133133.13000000
0.130779085368
Long
LON
CORP
US
N
2
2031-11-19
Floating
6.67000000
N
N
N
N
N
N
Greensky Home Improvement Issuer Trust
N/A
GreenSky Home Improvement Issuer Trust 2024-2
39571XAD6
216054.97000000
PA
USD
220429.82000000
0.216532205376
Long
ABS-O
CORP
US
N
2
2059-10-27
Fixed
5.15000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052631
9603857.00000000
PA
USD
9757833.62000000
9.585296732702
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.50000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US BORROWER LLC
549300870CMN3WI5IF97
CUSHMAN & WAKEFIELD US BORROWER LLC
000000000
200000.00000000
PA
USD
200250.00000000
0.196709202623
Long
LON
CORP
US
N
2
2030-01-31
Floating
6.42000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAZ3
200000.00000000
PA
USD
205260.96000000
0.201631559407
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
Creative Artists Agency LLC
5493008FV5TCFL3KHH96
Creative Artists Agency LLC 2025 Repriced Term Loan B
22526WAU2
110629.68000000
PA
USD
110191.59000000
0.108243195029
Long
LON
CORP
US
N
2
2031-10-01
Floating
6.17000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900W46UQEWQMYYZ02
OBX 2025-NQM6 Trust
67448UAA0
537987.32000000
PA
USD
544652.28000000
0.535021801277
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
5.60000000
N
N
N
N
N
N
NEP Group Inc
N/A
NEP Group Inc 2025 Term Loan B
62908HAR6
149615.06000000
PA
USD
136243.96000000
0.133834910031
Long
LON
CORP
US
N
2
2031-10-17
Floating
8.17000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC 2025 Repriced Term Loan
55759VAE8
286454.05000000
PA
USD
286849.36000000
0.281777322739
Long
LON
CORP
US
N
2
2032-11-08
Floating
6.38000000
N
N
N
N
N
N
CLEARWATER ANALYTICS LLC
894500N8DN2JO5ZDRQ11
CLEARWATER ANALYTICS LLC
000000000
199500.00000000
PA
USD
199166.84000000
0.195645194933
Long
LON
CORP
US
N
2
2032-04-21
Floating
5.68000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC
000000000
27549.25000000
PA
USD
27130.23000000
0.026650516405
Long
LON
CORP
US
N
2
2033-02-03
None
0.00000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2025 Term Loan B9
46124CAU1
240253.09000000
PA
USD
240053.68000000
0.235809078550
Long
LON
CORP
US
N
2
2028-08-17
Floating
6.17000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
200000.00000000
PA
USD
193781.41000000
0.190354989485
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Truist Bank Auto Credit-Linked Notes
N/A
Truist Bank Auto Credit-Linked Notes Series 2025-1
897926CB5
774107.65000000
PA
USD
777740.15000000
0.763988238476
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
4.73000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2025 Term Loan B (2031)
88632NBK5
298500.00000000
PA
USD
276560.25000000
0.271670143594
Long
LON
CORP
US
N
2
2031-03-21
Floating
6.92000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
200000.00000000
PA
USD
180187.81000000
0.177001749950
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc 2026 Term Loan B
03234TBB3
199496.22000000
PA
USD
197184.06000000
0.193697474220
Long
LON
CORP
US
N
2
2032-01-30
Floating
5.67000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS LLC
5493007L0E0VKRC2CP39
FOCUS FINANCIAL PARTNERS LLC
000000000
36947.09000000
PA
USD
34776.45000000
0.034161536826
Long
LON
CORP
US
N
2
2031-09-15
Floating
6.17000000
N
N
N
N
N
N
SALAS OBRIEN INC
254900D503Y41OFSLN80
SALAS OBRIEN INC
000000000
2352.37000000
PA
USD
2343.55000000
0.002302111619
Long
LON
CORP
US
N
2
2033-01-22
None
0.00000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC 2026 Term Loan B
45070BAL9
297746.20000000
PA
USD
297001.83000000
0.291750277937
Long
LON
CORP
US
N
2
2030-10-11
Floating
5.65000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC 2025 Term Loan B
01881UAN5
297749.99000000
PA
USD
290511.69000000
0.285374895843
Long
LON
CORP
US
N
2
2031-09-19
Floating
6.17000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384WDN2
8434076.30000000
PA
USD
429240.51000000
0.421650728868
Long
ABS-MBS
USGA
US
N
2
2054-09-20
Floating
1.67000000
N
N
N
N
N
N
PINNACLE BUYER LLC
N/A
PINNACLE BUYER LLC
000000000
24193.55000000
PA
USD
24203.71000000
0.023775742794
Long
LON
CORP
US
N
2
2032-10-01
Floating
1.25000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc Term Loan B
12768EAG1
200000.00000000
PA
USD
198376.00000000
0.194868338475
Long
LON
CORP
US
N
2
2030-02-06
Floating
5.92000000
N
N
N
N
N
N
Bayonne Center
54930011FOZUNGHGHM74
Bayonne Center
000000000
126605.77000000
PA
USD
126922.28000000
0.124678054901
Long
LON
CORP
US
N
2
2032-10-01
Floating
6.67000000
N
N
N
N
N
N
BULLDOG PURCHASER INC
254900JB2GC3Q5OISZ63
BULLDOG PURCHASER INC 2026 TERM LOAN
12021GAH7
88379.15000000
PA
USD
88103.41000000
0.086545575677
Long
LON
CORP
US
N
2
2033-02-04
Floating
6.91000000
N
N
N
N
N
N
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
549300AE79DEGS4AGL59
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
000000000
39655.17000000
PA
USD
39581.01000000
0.038881143151
Long
LON
CORP
US
N
2
2032-07-09
Floating
6.92000000
N
N
N
N
N
N
EASY MORTGAGE LOAN TRUST EASY_25-RTL1
N/A
EASY MORTGAGE LOAN TRUST EASY_25-RTL1
27786FAA7
800000.00000000
PA
USD
809635.84000000
0.795319952568
Long
ABS-CBDO
CORP
US
N
2
2040-05-25
Floating
6.46000000
N
N
N
N
N
N
Ultra Clean Holdings Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings Inc 2025 Repriced Term Loan B
90385YAG6
294375.01000000
PA
USD
294866.62000000
0.289652822474
Long
LON
CORP
US
N
2
2028-02-25
Floating
6.42000000
N
N
N
N
N
N
Affirm Master Trust
N/A
Affirm Master Trust
00833BAA6
969000.00000000
PA
USD
976207.03000000
0.958945850021
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
4.99000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DQ5
200000.00000000
PA
USD
147358.60000000
0.144753022250
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060634
4874478.00000000
PA
USD
4999694.91000000
4.911290881933
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
6.00000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
145637.51000000
0.143062364365
Long
DBT
NUSS
CL
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AY5
200000.00000000
PA
USD
209950.62000000
0.206238297380
Long
DBT
NUSS
GT
N
2
2031-08-06
Fixed
6.05000000
N
N
N
N
N
N
ION PLATFORM FINANCE US INC
213800FKHT3BRRKMCC89
ION PLATFORM FINANCE US INC
000000000
123214.29000000
PA
USD
100843.50000000
0.099060396877
Long
LON
CORP
US
N
2
2032-10-07
Floating
7.42000000
N
N
N
N
N
N
Veritiv Corporation
5493004G8OK5L1UTIY12
Veritiv Corporation Term Loan B
92338TAB2
250000.00000000
PA
USD
247625.00000000
0.243246523344
Long
LON
CORP
US
N
2
2030-12-02
Floating
7.67000000
N
N
N
N
N
N
Mermaid Bidco Inc
254900765HT42I3EW691
Mermaid Bidco Inc 2024 USD Term Loan B
59012CAL9
199493.67000000
PA
USD
189768.35000000
0.186412887948
Long
LON
CORP
US
N
2
2031-07-03
Floating
6.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLJQ6
413109.24000000
PA
USD
412176.85000000
0.404888786533
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
8.27000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator Midco GmbH 2025 USD Term Loan B
000000000
297755.61000000
PA
USD
297621.62000000
0.292359108882
Long
LON
CORP
US
N
2
2030-04-30
Floating
6.38000000
N
N
N
N
N
N
OMNIA Partners LLC
254900ZD1P5CVG9GOS22
OMNIA Partners LLC 2024 Term Loan B
68218HAE7
199500.00000000
PA
USD
198779.81000000
0.195265008353
Long
LON
CORP
US
N
2
2032-12-31
Floating
6.45000000
N
N
N
N
N
N
ASTORIA ENERGY LLC
549300BXD26J7I0IPB62
Astoria Energy LLC 2025 Term Loan B
04626LAJ8
275827.67000000
PA
USD
276208.31000000
0.271324426557
Long
LON
CORP
US
N
2
2032-06-23
Floating
5.92000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
768.68000000
0.000755088289
N/A
DFE
GB
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
508453.28000000
GBP
685992.35000000
USD
2026-03-06
768.68000000
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123DP2
1600000.00000000
PA
USD
1673734.67000000
1.644139886837
Long
DBT
NUSS
TR
N
2
2032-02-12
Fixed
7.13000000
N
N
N
N
N
N
SOUTH FIELD ENERGY LLC
549300M3RBW5ZIH20760
SOUTH FIELD ENERGY LLC
000000000
11339.53000000
PA
USD
11367.88000000
0.011166874458
Long
LON
CORP
US
N
2
2031-08-29
Floating
6.67000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
130000.00000000
PA
USD
135562.62000000
0.133165617407
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.82000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST4
91533MAA4
749185.04000000
PA
USD
754872.25000000
0.741524686043
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.50000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRETE LLC
549300S7RFWHQFOIOY93
SMYRNA READY MIX CONCRETE LLC
000000000
297750.00000000
PA
USD
297997.13000000
0.292727979158
Long
LON
CORP
US
N
2
2029-04-02
Floating
6.67000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BR4
200000.00000000
PA
USD
179034.60000000
0.175868930876
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.30000000
N
N
N
N
N
N
PINNACLE BUYER LLC
N/A
PINNACLE BUYER LLC
000000000
125491.93000000
PA
USD
125544.64000000
0.123324774172
Long
LON
CORP
US
N
2
2032-10-01
Floating
6.16000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
000000000
61226.31000000
PA
USD
60460.98000000
0.059391915933
Long
LON
CORP
US
N
2
2033-01-14
None
0.00000000
N
N
N
N
N
N
Hunter Douglas Inc.
529900811T142NS3H544
Hunter Douglas Inc 2025 USD Term Loan B
000000000
297744.36000000
PA
USD
297434.71000000
0.292175503803
Long
LON
CORP
US
N
2
2032-01-17
Floating
6.67000000
N
N
N
N
N
N
South Field LLC
549300M3RBW5ZIH20760
South Field LLC 2025 1st Lien Term Loan B
83783XAG1
187618.49000000
PA
USD
188087.54000000
0.184761797836
Long
LON
CORP
US
N
2
2031-08-29
Floating
6.67000000
N
N
N
N
N
N
CROWN SUBSEA COMMUNICATIONS HOLDING INC
5493003AYLUE132FIO27
CROWN SUBSEA COMMUNICATIONS HOLDING INC
000000000
299244.33000000
PA
USD
299432.85000000
0.294138312922
Long
LON
CORP
US
N
2
2031-01-30
Floating
6.67000000
N
N
N
N
N
N
Les Schwab Tire Centers
549300GJM1TKHPYFPF83
Les Schwab Tire Centers 2025 Term Loan B
50220KAD6
199497.49000000
PA
USD
199248.12000000
0.195725037750
Long
LON
CORP
US
N
2
2031-04-23
Floating
6.17000000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC 2022 Incremental Term Loan B2
11565HAD8
297738.69000000
PA
USD
298167.43000000
0.292895267933
Long
LON
CORP
US
N
2
2031-07-01
Floating
6.17000000
N
N
N
N
N
N
HTAP Trust
N/A
HTAP Issuer Trust 2025-1
40446AAA3
901230.84000000
PA
USD
907704.29000000
0.891654367560
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Fixed
6.50000000
N
N
N
N
N
N
Chrysaor Bidco Sarl
254900CXX37NCB7A8J31
Chrysaor Bidco Sarl 2025 USD Term Loan B
000000000
297858.77000000
PA
USD
296741.80000000
0.291494845758
Long
LON
CORP
LU
N
2
2031-10-30
Floating
6.90000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC
254900GTEMR7L40VPI74
Shift4 Payments LLC 2025 Repriced Term Loan B
82453JAC2
299250.00000000
PA
USD
298875.94000000
0.293591250141
Long
LON
CORP
US
N
2
2032-07-03
Floating
5.65000000
N
N
N
N
N
N
ICON PARENT I INC
N/A
ICON PARENT I INC
000000000
150000.00000000
PA
USD
141718.50000000
0.139212649847
Long
LON
CORP
US
N
2
2031-11-13
Floating
6.44000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BB9
800000.00000000
PA
USD
673836.43000000
0.661921732055
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Ahead DB Holdings LLC
254900L07WFL833JX193
Ahead DB Holdings LLC 2024 Term Loan B4
00866HAH8
250000.00000000
PA
USD
242890.00000000
0.238595247067
Long
LON
CORP
US
N
2
2031-02-03
Floating
6.17000000
N
N
N
N
N
N
ALTERRA MOUNTAIN CO
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN CO
000000000
58263.28000000
PA
USD
58263.28000000
0.057233075410
Long
LON
CORP
US
N
3
2030-05-31
Floating
6.17000000
N
N
N
N
N
N
SALAS OBRIEN INC
254900D503Y41OFSLN80
SALAS OBRIEN INC
000000000
14114.22000000
PA
USD
14061.29000000
0.013812659893
Long
LON
CORP
US
N
2
2033-01-24
None
0.00000000
N
N
N
N
N
N
Bombardier Recreational Products Inc
549300DZZJW11IMTMJ24
Bombardier Recreational Products Inc 2024 Term Loan B4
000000000
297742.38000000
PA
USD
297834.68000000
0.292568401580
Long
LON
CORP
CA
N
2
2031-01-22
Floating
5.92000000
N
N
N
N
N
N
MITCHELL INTERNATIONAL INC
5493002RDNIGEM7SSV41
Mitchell International Inc 2026 Term Loan
60662WBB7
297738.69000000
PA
USD
273735.00000000
0.268894849339
Long
LON
CORP
US
N
2
2031-06-17
Floating
6.67000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040636
7590000.00000000
PA
USD
7376063.25000000
7.245640551353
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
200000.00000000
PA
USD
191257.50000000
0.187875706970
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
200000.00000000
PA
USD
160449.29000000
0.157612244181
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-11217.74000000
-0.01101938921
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
2119915.09000000
EUR
2494095.79000000
USD
2026-03-06
-11217.74000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032633
6075000.00000000
PA
USD
5724353.73000000
5.623136368357
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.50000000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791BG9
2000000.00000000
PA
USD
1997634.00000000
1.962312066285
Long
ABS-CBDO
CORP
KY
N
2
2038-10-17
Floating
4.87000000
N
N
N
N
N
N
Verus Securitization Trust
213800TTP1CNX4WER720
VERUS SECURITIZATION TRUST
92540VAA3
555719.02000000
PA
USD
559756.93000000
0.549859372600
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.31000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
233074.68000000
0.228953480422
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.63000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB HOLDING CORP
000000000
149202.62000000
PA
USD
148565.52000000
0.145938601630
Long
LON
CORP
US
N
2
2030-12-15
Floating
6.17000000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
297749.99000000
PA
USD
287775.37000000
0.282686959138
Long
LON
CORP
US
N
2
2031-07-31
Floating
6.17000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900IAVXYLOCPK6W54
OBX 2025-NQM4 Trust
67120QAA4
506346.46000000
PA
USD
510565.09000000
0.501537337035
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMY4
1500000.00000000
PA
USD
1504335.94000000
1.477736445619
Long
DBT
UST
US
N
2
2027-04-30
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.45.V2)
000000000
-39500133.00000000
OU
Notional Amount
USD
256294.51000000
0.251762740069
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDX.NA.HY.S45
2I65BRAD5
Y
sell protection
2030-12-20
2807888.60000000
USD
0.00000000
USD
-39500133.00000000
USD
256294.51000000
N
N
N
CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS COMPANY
000000000
150000.00000000
PA
USD
149475.00000000
0.146832000310
Long
LON
CORP
US
N
2
2032-10-15
Floating
7.17000000
N
N
N
N
N
N
Flynn Restaurant Group LP
5493008VE8TQONGO3817
Flynn Restaurant Group LP 2025 Incremental Term Loan
34410JAG6
44329.86000000
PA
USD
43526.60000000
0.042756967684
Long
LON
CORP
US
N
2
2032-01-28
Floating
7.42000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CN8
200000.00000000
PA
USD
203065.76000000
0.199475174680
Long
DBT
NUSS
BR
N
2
2056-01-12
Fixed
7.25000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC
000000000
208333.33000000
PA
USD
208766.66000000
0.205075272024
Long
LON
CORP
US
N
2
2032-10-16
Floating
6.17000000
N
N
N
N
N
N
CHICAGO US MIDCO III LP
N/A
CHICAGO US MIDCO III LP
000000000
102616.99000000
PA
USD
101077.74000000
0.099290495073
Long
LON
CORP
US
N
2
2032-10-30
Floating
6.17000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE JUN 26
000000000
-108.00000000
NC
USD
-38863.47000000
-0.03817629061
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes Futures
FVM6 Comdty
2026-06-30
-11856324.03000000
USD
-38863.47000000
N
N
N
BRADYPLUS HOLDINGS LLC
254900LMURL5G873DV35
BRADYPLUS HOLDINGS LLC
000000000
52812.40000000
PA
USD
52317.55000000
0.051392477122
Long
LON
CORP
US
N
2
2032-12-29
Floating
7.19000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc 2024 Term Loan B
89841EAB1
250000.00000000
PA
USD
236125.00000000
0.231949865016
Long
LON
CORP
US
N
2
2031-02-10
Floating
6.17000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BR0
200000.00000000
PA
USD
187578.47000000
0.184261729153
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.63000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FPAGVH6E25VL74
OBX 2025-NQM13 Trust
67121UAA4
645431.08000000
PA
USD
652766.60000000
0.641224456356
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.44000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
700000.00000000
PA
USD
622118.26000000
0.611118036764
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
ERM EMERALD US INC
254900PU6WN6UDDD0X02
ERM EMERALD US INC
000000000
116356.87000000
PA
USD
115823.96000000
0.113775974113
Long
LON
CORP
US
N
2
2032-01-12
Floating
6.92000000
N
N
N
N
N
N
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
549300O4G48RRYGSD439
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
000000000
16929.38000000
PA
USD
16980.17000000
0.016679928594
Long
LON
CORP
US
N
2
2032-06-24
None
0.00000000
N
N
N
N
N
N
GBT US III LLC
N/A
GBT US III LLC 2026 Term Loan B
36154HAD2
297744.36000000
PA
USD
284048.12000000
0.279025613942
Long
LON
CORP
US
N
2
2031-07-25
Floating
5.67000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
1.00000000
NC
-186.32000000
-0.00018302551
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
1866223.08000000
USD
1578979.81000000
EUR
2026-03-06
-186.32000000
N
N
N
FORTRESS INTERMEDIATE 3 INC
254900NLAZ3JQJW5JP75
FORTRESS INTERMEDIATE 3 INC
000000000
299250.00000000
PA
USD
290272.50000000
0.285139935173
Long
LON
CORP
US
N
3
2031-06-27
Floating
6.67000000
N
N
N
N
N
N
Broadstreet Partners Inc
549300BS9N54G8DD0R75
Broadstreet Partners Inc 2024 Term Loan B4
11132VAY5
187332.34000000
PA
USD
178883.65000000
0.175720649957
Long
LON
CORP
US
N
2
2031-06-13
Floating
6.17000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
FRONTDOOR INC
000000000
199496.22000000
PA
USD
200493.70000000
0.196948593548
Long
LON
CORP
US
N
2
2031-12-19
Floating
5.92000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
891000.00000000
PA
USD
852483.84000000
0.837410319180
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.63000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp 2025 Repriced Term Loan
57777YAG1
297750.00000000
PA
USD
296946.08000000
0.291695513702
Long
LON
CORP
US
N
2
2028-05-04
Floating
6.67000000
N
N
N
N
N
N
TIDAL WASTE & RECYCLING HOLDINGS LLC
254900IQT82RE5KFAZ50
TIDAL WASTE & RECYCLING HOLDINGS LLC
000000000
199497.71000000
PA
USD
199559.55000000
0.196030961080
Long
LON
CORP
US
N
2
2031-10-24
Floating
6.42000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DR3
200000.00000000
PA
USD
179993.34000000
0.176810718546
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
Tiger Acquisition LLC
25490011XE2GWJKY5N51
Tiger Acquisition LLC 2025 Term Loan B
88675UAE2
249373.43000000
PA
USD
248956.98000000
0.244554951427
Long
LON
CORP
US
N
2
2032-08-23
Floating
6.18000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2026-1
694969AC0
1460000.00000000
PA
USD
1470446.15000000
1.444445890973
Long
ABS-O
CORP
US
N
2
2033-09-15
Fixed
5.37000000
N
N
N
N
N
N
US FERTILITY ENTERPRISES LLC
254900DAI0GZFFDITB24
US Fertility Enterprises LLC 2025 Term Loan
90356EAG5
37397.72000000
PA
USD
37435.12000000
0.036773196530
Long
LON
CORP
US
N
2
2032-12-10
Floating
7.17000000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
549300K1Y0YC1YC1H809
Illuminate Buyer LLC 2025 Term Loan B
45232UAH1
297750.07000000
PA
USD
297583.33000000
0.292321495921
Long
LON
CORP
US
N
2
2029-12-31
Floating
6.17000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDINGS LLC
N/A
Raven Acquisition Holdings LLC Delayed Draw Term Loan
75419XAD6
10070.49000000
PA
USD
9581.37000000
0.009411953322
Long
LON
CORP
US
N
2
2031-11-19
Floating
3.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AP8
400000.00000000
PA
USD
362072.73000000
0.355670601797
Long
DBT
NUSS
GH
N
2
2035-07-03
Variable
5.00000000
N
N
N
N
N
N
TECTA AMERICA CORP
54930083ULRH07WCC129
TECTA AMERICA CORP
87876GAN2
199498.78000000
PA
USD
199466.86000000
0.195939910014
Long
LON
CORP
US
N
2
2032-02-18
Floating
6.42000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_25-7
N/A
COLT MORTGAGE LOAN TRUST COLT_25-7
19689CAB7
715461.97000000
PA
USD
724956.94000000
0.712138335100
Long
ABS-CBDO
CORP
US
N
2
2070-06-25
Floating
5.67000000
N
N
N
N
N
N
Corporation Service Company
549300NOPSIMGJNT8J31
Corporation Service Company Term Loan B
22006VAL3
200000.00000000
PA
USD
197350.00000000
0.193860480088
Long
LON
CORP
US
N
2
2029-11-02
Floating
5.67000000
N
N
N
N
N
N
CPV FAIRVIEW LLC
549300SLZ4P6TH9PTH93
CPV FAIRVIEW LLC
000000000
65969.31000000
PA
USD
65907.30000000
0.064741934731
Long
LON
CORP
US
N
2
2031-08-14
Floating
6.17000000
N
N
N
N
N
N
PING IDENTITY CORP
254900DJEBSADAC6R313
PING IDENTITY CORP
000000000
96153.85000000
PA
USD
93870.20000000
0.092210397963
Long
LON
CORP
US
N
2
2032-11-15
Floating
6.41000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
600000.00000000
PA
USD
594858.65000000
0.584340428041
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
N
N
N
LAVENDER DUTCH BORROWERCO BV
N/A
LAVENDER DUTCH BORROWERCO BV
000000000
91071.43000000
PA
USD
90843.75000000
0.089237461302
Long
LON
CORP
NL
N
2
2032-12-30
Floating
6.93000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
200000.00000000
PA
USD
195338.96000000
0.191884999065
Long
DBT
NUSS
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AX7
200000.00000000
PA
USD
213198.22000000
0.209428473692
Long
DBT
CORP
MY
N
2
2055-04-03
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BUVB3
792106.26000000
PA
USD
799686.95000000
0.785546977692
Long
ABS-MBS
USGSE
US
N
2
2055-02-25
Floating
5.07000000
N
N
N
N
N
N
CHAMBERLAIN GROUP INC
25490092IFNOZBRVE539
Chamberlain Group Inc 2025 Term Loan B
15963CAE6
199498.75000000
PA
USD
198682.80000000
0.195169713673
Long
LON
CORP
US
N
2
2032-09-08
Floating
6.42000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust
N/A
GITSIT Mortgage Loan Trust 2025-NPL2
361728AA6
948610.06000000
PA
USD
948650.66000000
0.931876728573
Long
ABS-O
CORP
US
N
2
2055-12-25
Variable
5.42000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAL1
200000.00000000
PA
USD
179785.55000000
0.176606602665
Long
DBT
CORP
ID
N
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
600000.00000000
PA
USD
635525.28000000
0.624287995385
Long
DBT
NUSS
GT
N
2
2036-08-15
Fixed
6.25000000
N
N
N
N
N
N
FRONTERA GENERATION HOLDINGS LLC
549300GLB8UW9UT6MD14
FRONTERA GENERATION HOLDINGS LLC
000000000
150000.00000000
PA
USD
143250.00000000
0.140717070041
Long
LON
CORP
US
N
2
2028-07-28
Floating
5.43000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2025-NQM3 Trust
69382NAA0
717083.93000000
PA
USD
726604.51000000
0.713756772957
Long
ABS-MBS
CORP
US
N
2
2070-05-25
Variable
5.61000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050635
10100000.00000000
PA
USD
10145302.94000000
9.965914864929
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.00000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
22228450.48000000
NS
USD
22224004.79000000
21.83104250358
Long
STIV
RF
US
N
1
N
N
N
PROAMPAC PG BORROWER LLC
549300ZI6LTXYFEY1578
PROAMPAC PG BORROWER LLC
000000000
73446.53000000
PA
USD
72436.64000000
0.071155823696
Long
LON
CORP
US
N
2
2033-02-18
None
0.00000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BE3
200000.00000000
PA
USD
202313.44000000
0.198736157115
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
SNACKING INVESTMENTS BIDCO PTY LTD
254900AD4L6DCZFKHI06
SNACKING INVESTMENTS BIDCO PTY LTD
000000000
42857.14000000
PA
USD
42803.57000000
0.042046722217
Long
LON
CORP
AU
N
2
2032-10-29
Floating
6.67000000
N
N
N
N
N
N
ALKERMES INC
549300YHRMYLL071E243
ALKERMES INC
000000000
14710.27000000
PA
USD
14673.49000000
0.014414035044
Long
LON
CORP
US
N
2
2031-08-12
Floating
6.42000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2024 USD 1st Lien Term Loan B
000000000
149244.34000000
PA
USD
126111.47000000
0.123881581550
Long
LON
CORP
US
N
2
2031-02-07
Floating
6.67000000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
200000.00000000
PA
USD
224192.67000000
0.220228521097
Long
DBT
NUSS
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
ENGINEERED MACHINERY HOLDINGS INC
5493008AR0NPSLW8EW07
ENGINEERED MACHINERY HOLDINGS INC
000000000
59680.68000000
PA
USD
59829.88000000
0.058771974970
Long
LON
CORP
US
N
2
2032-11-26
Floating
6.92000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2024 USD Term Loan
68163YAJ4
299244.33000000
PA
USD
293073.91000000
0.287891810965
Long
LON
CORP
US
N
2
2031-06-20
Floating
6.67000000
N
N
N
N
N
N
HILLENBRAND
U246OE781574J2BUD366
HILLENBRAND
000000000
61497.99000000
PA
USD
61424.81000000
0.060338703602
Long
LON
CORP
US
N
2
2033-02-10
Floating
7.17000000
N
N
N
N
N
N
XPLOR T1 LLC
254900GF3CVSREM2EJ05
XPLOR T1 LLC
000000000
103586.53000000
PA
USD
93227.88000000
0.091579435391
Long
LON
CORP
US
N
2
2032-06-24
Floating
7.29000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
268000.00000000
PA
USD
262390.16000000
0.257750607490
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC 2025 Repriced Term Loan B
04349HAN4
297750.00000000
PA
USD
282862.50000000
0.277860957938
Long
LON
CORP
US
N
2
2028-12-11
None
0.00000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CM0
700000.00000000
PA
USD
571486.38000000
0.561381423820
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1100000.00000000
PA
USD
935765.39000000
0.919219294430
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
INVENERGY THERMAL OPERATING I LLC
549300JF5R5BXJAMZL67
INVENERGY THERMAL OPERATING I LLC
000000000
24397.11000000
PA
USD
24618.15000000
0.024182854714
Long
LON
CORP
US
N
2
2032-05-17
Floating
6.41000000
N
N
N
N
N
N
BCP VI SUMMIT HOLDINGS LP
254900LK60A9DK5W5N81
BCP VI SUMMIT HOLDINGS LP
000000000
3633.51000000
PA
USD
3642.59000000
0.003578182144
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.67000000
N
N
N
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
COLUMBUS MCKINNON CORP
000000000
71594.07000000
PA
USD
71325.59000000
0.070064419153
Long
LON
CORP
US
N
2
2033-01-24
Floating
7.16000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AX4
200000.00000000
PA
USD
214569.21000000
0.210775222005
Long
DBT
NUSS
HU
N
2
2055-09-23
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BX3L6
4866330.51000000
PA
USD
386288.83000000
0.379458515514
Long
ABS-MBS
USGSE
US
N
2
2055-12-25
Floating
1.88000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-R3
69549EAA0
724946.59000000
PA
USD
725692.63000000
0.712861016714
Long
ABS-O
CORP
US
N
2
2033-01-18
Fixed
4.84000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
400000.00000000
PA
USD
429815.53000000
0.422215581430
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
Fugue Finance BV
254900Y4DWBRGAFENC88
Fugue Finance BV 2025 Repriced Term Loan
000000000
24420.91000000
PA
USD
24207.23000000
0.023779200554
Long
LON
CORP
US
N
2
2032-01-09
Floating
5.92000000
N
N
N
N
N
N
DAYFORCE INC
549300T64GVCHFJ8L449
DAYFORCE INC
000000000
150153.19000000
PA
USD
138034.33000000
0.135593622916
Long
LON
CORP
US
N
2
2033-02-04
Floating
6.66000000
N
N
N
N
N
N
US FERTILITY ENTERPRISES LLC
254900DAI0GZFFDITB24
US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan
90356EAH3
5666.32000000
PA
USD
5671.99000000
0.005571698527
Long
LON
CORP
US
N
2
2032-12-10
Floating
1.75000000
N
N
N
N
N
N
SAZERAC COMPANY INC
9QU0CG1O4LSOB6IFK895
Sazerac Company Inc Repriced Term Loan B
80583EAP1
299250.00000000
PA
USD
298932.80000000
0.293647104749
Long
LON
CORP
US
N
2
2032-07-09
Floating
5.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLW24
9487033.72000000
PA
USD
499017.97000000
0.490194391877
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
1.43000000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC 2025 Term Loan B
84410HAQ3
298501.87000000
PA
USD
297737.71000000
0.292473146192
Long
LON
CORP
US
N
2
2031-12-04
Floating
6.18000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2025-4
69547DAB2
999964.46000000
PA
USD
1007962.28000000
0.990139607358
Long
ABS-O
CORP
US
N
2
2033-01-17
Fixed
5.37000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434M2C5
200000.00000000
PA
USD
186346.05000000
0.183051100661
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
Project Boost Purchaser LLC
254900SVSL94NTLSDY26
Project Boost Purchaser LLC 2025 Refinancing Term Loan
74339NAG1
250000.00000000
PA
USD
237812.50000000
0.233607526836
Long
LON
CORP
US
N
2
2031-07-16
Floating
6.42000000
N
N
N
N
N
N
VS Buyer LLC
254900G5QLDMHSCYJK25
VS Buyer LLC 2025 Term Loan B
91834WAG5
166500.00000000
PA
USD
160810.70000000
0.157967263771
Long
LON
CORP
US
N
2
2031-04-12
Floating
5.92000000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2025 Repriced Term Loan B
31774BAH7
298500.00000000
PA
USD
294521.00000000
0.289313313687
Long
LON
CORP
US
N
2
2029-06-27
Floating
5.42000000
N
N
N
N
N
N
DECHRA PHARMACEUTICALS HOLDINGS LTD
254900O65L5G9CGTAS28
DECHRA PHARMACEUTICALS HOLDINGS LTD
000000000
297750.00000000
PA
USD
297440.34000000
0.292181034254
Long
LON
CORP
GB
N
2
2032-01-27
Floating
6.39000000
N
N
N
N
N
N
Apex Group Treasury LLC
254900N6HRPDDNW7HP03
Apex Group Treasury LLC 2025 USD Term Loan B
000000000
298496.24000000
PA
USD
264169.17000000
0.259498161240
Long
LON
CORP
US
N
2
2032-02-27
Floating
7.17000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST8
91535UAA4
637180.53000000
PA
USD
638491.40000000
0.627201668794
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
4.62000000
N
N
N
N
N
N
Paradigm Parent LLC
254900EDT9YE5UFH3458
Paradigm Parent LLC 1st Lien Term Loan
69902BAB5
249625.00000000
PA
USD
208124.84000000
0.204444800612
Long
LON
CORP
US
N
2
2032-04-16
Floating
8.17000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2025-1 Trust
83406YAA9
72896.16000000
PA
USD
73123.08000000
0.071830126143
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
4.80000000
N
N
N
N
N
N
Ivory Coast Government International Bonds
254900ICW11T82O6H590
Ivory Coast Government International Bonds
000000000
500000.00000000
PA
USD
545270.18000000
0.535628775641
Long
DBT
NUSS
CI
N
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
CHICAGO US MIDCO III LP
N/A
CHICAGO US MIDCO III LP
000000000
15240.15000000
PA
USD
15011.55000000
0.014746117506
Long
LON
CORP
US
N
2
2032-10-30
Floating
1.25000000
N
N
N
N
N
N
Pagaya Point of Sale Holdings Grantor Trust
N/A
Pagaya Point of Sale Holdings Grantor Trust 2025-1
694952AA0
800000.00000000
PA
USD
804704.08000000
0.790475395379
Long
ABS-O
CORP
US
N
2
2034-01-20
Fixed
5.72000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
600000.00000000
PA
USD
665479.57000000
0.653712637088
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Ellucian Holdings, Inc.
549300RP8NIJ7FY7OS79
Ellucian Holdings Inc 2024 1st Lien Term Loan B
28917XAB6
149248.12000000
PA
USD
144078.17000000
0.141530596435
Long
LON
CORP
US
N
2
2029-10-09
Floating
6.17000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
199474.92000000
PA
USD
199225.58000000
0.195702896299
Long
LON
CORP
US
N
2
2028-12-08
Floating
6.79000000
N
N
N
N
N
N
Paraguay Government International Bonds
529900UXKJTJPCU0HK83
Paraguay Government International Bonds
000000000
200000.00000000
PA
USD
208070.84000000
0.204391755433
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EG6
800000.00000000
PA
USD
831645.48000000
0.816940420655
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
NEPTUNE US BIDCO INC
N/A
NEPTUNE US BIDCO INC
000000000
206739.63000000
PA
USD
194386.94000000
0.190949812573
Long
LON
CORP
US
N
2
2033-02-03
Floating
8.76000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-N2
14687VAC6
297545.14000000
PA
USD
298391.06000000
0.293114943733
Long
ABS-O
CORP
US
N
2
2028-07-10
Fixed
5.71000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DS4
500000.00000000
PA
USD
394804.06000000
0.387823180200
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
GOLDEN STATE FOOD LLC
N/A
Golden State Food LLC 2026 Term Loan B
38121NAD5
297738.75000000
PA
USD
297577.97000000
0.292316230696
Long
LON
CORP
US
N
2
2031-12-04
Floating
7.17000000
N
N
N
N
N
N
Home Owner Mortgage Enhanced Securuties Limited
2549001JI3VOZZFMYK81
HOMES 2026-INV1 Trust
43761FAD7
1362957.00000000
PA
USD
1372328.15000000
1.348062802119
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
5.08000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
250000.00000000
PA
USD
247755.00000000
0.243374224699
Long
LON
CORP
US
N
2
2029-04-13
Floating
6.85000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300YWZ8HFDYP0MR16
Madison Park Funding XLII Ltd
55822RAD2
700000.00000000
PA
USD
700394.80000000
0.688010500023
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Variable
5.16000000
N
N
N
N
N
N
CoreLogic Inc
54930086CD8K2UIL0516
CoreLogic Inc Term Loan
21870FBA6
297668.40000000
PA
USD
282040.81000000
0.277053796965
Long
LON
CORP
US
N
2
2028-06-02
Floating
7.29000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95
3136BT2N2
816288.44000000
PA
USD
826542.90000000
0.811928063886
Long
ABS-CBDO
USGA
US
N
2
2054-12-25
Floating
5.07000000
N
N
N
N
N
N
Nielsen Consumer Inc
N/A
Nielsen Consumer Inc 2025 USD 1st Lien Term Loan
45674PAS3
297753.76000000
PA
USD
287332.38000000
0.282251802036
Long
LON
CORP
US
N
2
2030-10-31
Floating
5.92000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
200000.00000000
PA
USD
195966.76000000
0.192501698378
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-2
69545GAB7
422395.59000000
PA
USD
424832.26000000
0.417320425035
Long
ABS-O
CORP
US
N
2
2032-10-15
Fixed
4.96000000
N
N
N
N
N
N
HARBOR FREIGHT TOOLS USA INC
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc 2024 Term Loan B
41151PAR6
297732.99000000
PA
USD
292841.24000000
0.287663255009
Long
LON
CORP
US
N
2
2031-06-11
Floating
5.92000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
200000.00000000
PA
USD
209146.05000000
0.205447953694
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2024 Term Loan B2
74839XAK5
299238.58000000
PA
USD
299082.98000000
0.293794629283
Long
LON
CORP
US
N
2
2029-03-19
Floating
5.92000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.EM.44.V1)
000000000
-2050000.00000000
OU
Notional Amount
USD
13563.85000000
0.013324015570
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDX.EM.S44
2I65BZFI8
Y
sell protection
2030-12-20
0.00000000
USD
-40434.74000000
USD
-2050000.00000000
USD
13563.85000000
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP 2024 USD Term Loan B
000000000
299244.33000000
PA
USD
298122.16000000
0.292850798392
Long
LON
CORP
US
N
2
2030-05-06
Floating
6.17000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
220523.93000000
0.216624651334
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Carroll County Energy LLC
549300P5WM1CIGEGUG23
Carroll County Energy LLC 2024 Term Loan B
14474FAY0
199500.05000000
PA
USD
200310.02000000
0.196768161356
Long
LON
CORP
US
N
2
2031-06-30
Floating
6.42000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO
000000000
149625.00000000
PA
USD
149197.07000000
0.146558984636
Long
LON
CORP
US
N
2
2029-12-14
Floating
5.67000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC
000000000
96428.57000000
PA
USD
96428.57000000
0.094723531160
Long
LON
CORP
US
N
2
2032-09-30
Floating
6.67000000
N
N
N
N
N
N
DARKTRACE FINCO US LLC
N/A
DARKTRACE FINCO US LLC
000000000
297750.00000000
PA
USD
282118.13000000
0.277129749802
Long
LON
CORP
US
N
2
2031-10-09
Floating
6.90000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
N/A
APPLIED SYSTEMS INC
000000000
199498.75000000
PA
USD
195231.47000000
0.191779409691
Long
LON
CORP
US
N
2
2031-02-24
Floating
5.92000000
N
N
N
N
N
N
KARMAN HOLDINGS INC
N/A
KARMAN HOLDINGS INC
000000000
242764.94000000
PA
USD
243068.40000000
0.238770492619
Long
LON
CORP
US
N
2
2032-04-01
Floating
6.42000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1200000.00000000
PA
USD
1037720.28000000
1.019371429838
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMZ1
850000.00000000
PA
USD
863082.03000000
0.847821113208
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.88000000
N
N
N
N
N
N
TOSCA SERVICES LLC
5493005QOAEK5WNBJW47
TOSCA SERVICES LLC
000000000
201720.18000000
PA
USD
187262.89000000
0.183951729202
Long
LON
CORP
US
N
2
2028-11-30
Floating
5.27000000
N
N
N
N
N
N
EP WEALTH ADVISORS LLC
N/A
EP WEALTH ADVISORS LLC
000000000
200000.00000000
PA
USD
198250.00000000
0.194744566392
Long
LON
CORP
US
N
2
2032-10-18
Floating
6.67000000
N
N
N
N
N
N
EMRLD Borrower LP
5493000GJYE7GAQCUC61
EMRLD Borrower LP 2024 Term Loan B
26872NAD1
297749.99000000
PA
USD
296347.59000000
0.291107606133
Long
LON
CORP
US
N
2
2031-08-04
Floating
6.12000000
N
N
N
N
N
N
CALABRIO INC
N/A
CALABRIO INC
000000000
122727.27000000
PA
USD
97773.13000000
0.096044316805
Long
LON
CORP
US
N
2
2032-10-25
Floating
7.67000000
N
N
N
N
N
N
CITCO FUNDING LLC
N/A
CITCO FUNDING LLC
000000000
28226.11000000
PA
USD
27866.23000000
0.027373502538
Long
LON
CORP
US
N
2
2033-01-30
Floating
5.67000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042632
8981000.00000000
PA
USD
8880863.56000000
8.723833156037
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.50000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
Star Parent Inc Term Loan B
87169DAB1
250000.00000000
PA
USD
241697.50000000
0.237423832714
Long
LON
CORP
US
N
2
2030-09-27
Floating
7.67000000
N
N
N
N
N
N
ROCKLAND PARK CLO LTD ROCKP_21-1A
N/A
ROCKLAND PARK CLO LTD ROCKP_21-1A
773663AL3
1000000.00000000
PA
USD
1004275.00000000
0.986517525417
Long
ABS-MBS
CORP
KY
N
2
2038-07-20
Floating
5.32000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
ICE: (CDX.NA.HY.45.V2)
000000000
-15682467.00000000
OU
Notional Amount
USD
-12998.55000000
-0.01276871113
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S45
2I65BRAD5
Y
sell protection
2030-12-20
1229550.16000000
USD
0.00000000
USD
-15682467.00000000
USD
-12998.55000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
255.00000000
NC
USD
129966.78000000
0.127668722403
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes Futures
TYM6 Comdty
2026-06-18
28892220.72000000
USD
129966.78000000
N
N
N
2026-03-31
COLUMBIA FUNDS SERIES TRUST I
Jennifer Borges
Jennifer Borges
Senior Manager