NPORT-P false 0000773757 XXXXXXXX S000012068 C000094665 C000094667 C000122660 C000032838 C000032842 C000253713 C000032840 COLUMBIA FUNDS SERIES TRUST I 811-04367 0000773757 549300W5GIE6ZOZOTD82 290 Congress Street Boston 02210 1800-345-6611 Columbia Balanced Fund S000012068 N2K8SLWGNITEXR87GJ92 2026-08-31 2026-02-28 N 10360054128.88 265226988.03 10094827140.85 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 263678632.65000000 0.00000000 0.00000000 2708561.54000000 EUR USD N 60% SNP500 / 40% LEH_AGG Index SNPLEHAGU Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 558607.00000000 NS USD 136071079.13000000 1.347928768184 Long EC CORP US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 227000.00000000 PA USD 235304.78000000 0.002330944123 Long DBT CORP US N 2 2030-09-18 Fixed 7.88000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 459000.00000000 PA USD 468770.15000000 0.004643666934 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4 N/A 85573PAD4 3475000.00000000 PA USD 2741712.10000000 0.027159574520 Long ABS-CBDO CORP US N 2 2056-08-25 Floating 2.40000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 138000.00000000 PA USD 135435.14000000 0.001341629114 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAL9 141000.00000000 PA USD 141313.87000000 0.001399864188 Long DBT CORP US N 2 2030-09-30 Fixed 6.13000000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 143000.00000000 PA USD 125769.16000000 0.001245877301 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 11299000.00000000 PA USD 11703949.83000000 0.115940071748 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 10500000.00000000 PA USD 9290896.01000000 0.092036207062 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 12475000.00000000 PA USD 12854157.57000000 0.127334102809 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AS3 307000.00000000 PA USD 309668.08000000 0.003067591704 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 11197000.00000000 PA USD 9655141.56000000 0.095644446658 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 352000.00000000 PA USD 365559.45000000 0.003621255172 Long DBT CORP US N 2 2032-02-01 Fixed 6.63000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 41000.00000000 PA USD 42075.80000000 0.000416805552 Long DBT CORP US N 2 2033-05-01 Fixed 7.38000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 034651AA7 1331939.39000000 PA USD 1276219.70000000 0.012642313555 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AT2 8725000.00000000 PA USD 8843357.51000000 0.087602862204 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 471000.00000000 PA USD 472428.58000000 0.004679907574 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569TAA6 3514281.38000000 PA USD 3311421.60000000 0.032803153078 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.94000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BG8 163000.00000000 PA USD 161544.91000000 0.001600274157 Long DBT CORP US N 2 2035-02-15 Fixed 7.25000000 N N N N N N ALTICE LUXCO 3 N/A 000000000 4672.00000000 NS 87589.99000000 0.000867672014 Long EC CORP US N 2 N N N OHIO EDISON CO N/A 677347CH7 7000000.00000000 PA USD 7346087.94000000 0.072770814571 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAB9 236000.00000000 PA USD 231333.54000000 0.002291604767 Long DBT CORP US N 2 2029-04-30 Fixed 4.38000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403MUJ6 33317.11000000 PA USD 34545.14000000 0.000342206354 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 6.50000000 N N N N N N PROVIDENT FDG/PFG FIN N/A 74387UAK7 440000.00000000 PA USD 457886.74000000 0.004535855182 Long DBT CORP US N 2 2029-09-15 Fixed 9.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6FQ3 96430.94000000 PA USD 97441.56000000 0.000965262293 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N FREDDIE MAC GOLD N/A 31287RQW2 4083.09000000 PA USD 4188.31000000 0.000041489665 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 104179.00000000 NS USD 20293027.41000000 0.201024020786 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 72713.00000000 NS USD 29741798.39000000 0.294624147348 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XXGE0 3515.65000000 PA USD 3499.82000000 0.000034669439 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AX4N2 17801852.11000000 PA USD 2466366.50000000 0.024431983486 Long ABS-MBS USGSE US N 2 2057-10-25 Floating 2.32000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAK2 116000.00000000 PA USD 118930.65000000 0.001178134586 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDP5 10350000.00000000 PA USD 10513904.67000000 0.104151408670 Long ABS-O CORP US N 2 2030-11-20 Fixed 4.82000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 197000.00000000 PA USD 192507.35000000 0.001906990058 Long DBT CORP US N 2 2029-11-01 Fixed 5.88000000 N N N N N N Bayview Opportunity Master Fund VII 254900S53K9VTUR1UX42 07336QAB8 329151.62000000 PA USD 329929.64000000 0.003268304007 Long ABS-O CORP US N 2 2031-12-26 Floating 4.97000000 N N N N N N GNMA_51-56R N/A 38383BEG3 38482425.85000000 PA USD 3818080.06000000 0.037822144022 Long ABS-CBDO USGSE US N 2 2055-09-20 Floating 2.34000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 236000.00000000 PA USD 231091.57000000 0.002289207796 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAA0 346000.00000000 PA USD 323500.53000000 0.003204616834 Long DBT CORP US N 2 2028-05-15 Fixed 5.75000000 N N N N N N A&D Mortgage Trust 984500FEB1BEC4C6Y473 00040DAC7 11999080.26000000 PA USD 12028977.17000000 0.119159813260 Long ABS-MBS CORP US N 2 2071-02-25 Variable 4.91000000 N N N N N N FREDDIE MAC FHLMC_5462 N/A 3137HFQ24 23993660.11000000 PA USD 24143135.81000000 0.239163439582 Long ABS-CBDO USGA US N 2 2054-10-25 Floating 4.77000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 570000.00000000 PA USD 588741.12000000 0.005832106996 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N Blackrock Inc 529900VBK42Y5HHRMD23 09290D101 92095.00000000 NS USD 97918166.85000000 0.969983591435 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 330000.00000000 PA USD 342606.94000000 0.003393886148 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69383RAF9 17636719.27000000 PA USD 17724946.96000000 0.175584452439 Long ABS-MBS CORP US N 2 2070-12-25 Variable 4.99000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 208000.00000000 PA USD 205918.22000000 0.002039838990 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6 N/A 3136BQ2R9 31859129.35000000 PA USD 3423550.18000000 0.033913905926 Long ABS-CBDO USGA US N 2 2049-09-25 Floating 2.27000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAG1 239000.00000000 PA USD 252494.08000000 0.002501222422 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N FREDDIE MAC GOLD N/A 31287TSL0 13031.82000000 PA USD 13666.86000000 0.000135384784 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 7.00000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04020JAA4 363000.00000000 PA USD 386623.68000000 0.003829918775 Long DBT CORP US N 2 2030-08-15 Fixed 10.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 157000.00000000 PA USD 166372.47000000 0.001648096274 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 25863000.00000000 PA USD 26569477.59000000 0.263198935645 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBU6 85000.00000000 PA USD 55814.79000000 0.000552904861 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N FREDDIE MAC GOLD N/A 3128M5GV6 3493.38000000 PA USD 3672.44000000 0.000036379424 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.00000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 309000.00000000 PA USD 314373.39000000 0.003114202805 Long DBT CORP US N 2 2029-02-15 Fixed 6.38000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86 N/A 3136BXPP3 35322636.82000000 PA USD 35264163.73000000 0.349329049799 Long ABS-CBDO USGA US N 2 2055-09-25 Floating 4.52000000 N N N N N N Cross Mortgage Trust N/A 22757BAA2 1772262.74000000 PA USD 1788020.81000000 0.017712247917 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.09000000 N N N N N N OBX TRUST OBX_23-NQM8 N/A 67118CAB7 4968383.16000000 PA USD 5007383.97000000 0.049603464231 Long ABS-CBDO CORP US N 2 2063-09-25 Floating 7.25000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAE4 212000.00000000 PA USD 218893.05000000 0.002168368481 Long DBT CORP US N 2 2029-06-15 Fixed 6.63000000 N N N N N N Dryden Senior Loan Fund N/A 26245MAC5 1297357.90000000 PA USD 1299258.53000000 0.012870537671 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 4.95000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 189000.00000000 PA USD 192346.54000000 0.001905397064 Long DBT CORP CA N 2 2029-09-15 Fixed 5.63000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AD0 71000.00000000 PA USD 69973.29000000 0.000693159863 Long DBT CORP US N 2 2030-09-30 Fixed 9.13000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 456000.00000000 PA USD 448444.63000000 0.004442321039 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Reach Financial LLC N/A 75525PAA0 2208642.33000000 PA USD 2214607.87000000 0.021938046477 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAD9 2522000.00000000 PA USD 2532985.77000000 0.025091918213 Long DBT CORP US N 2 2028-12-15 Fixed 4.15000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12656TAE8 2525000.00000000 PA USD 1967540.35000000 0.019490579903 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4 N/A 69382WAB8 4115000.00000000 PA USD 4066576.33000000 0.040283763884 Long ABS-CBDO CORP US N 2 2055-08-25 Floating 4.50000000 N N N N N N OneMain Financial Issuance Trust N/A 68269HAA3 22150000.00000000 PA USD 22551670.32000000 0.223398281172 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N FNMA POOL BA4511 FN 12/45 FIXED 3.5 B1V7KEBTPIMZEU4LTD58 3140E9AM8 203438.13000000 PA USD 196086.95000000 0.001942449803 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSH7 8978.84000000 PA USD 8929.46000000 0.000088455798 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.50000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AH4 84000.00000000 PA USD 88797.02000000 0.000879628930 Long DBT CORP NL N 2 2031-03-15 Fixed 7.13000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 177351.00000000 NS USD 88113297.33000000 0.872855930077 Long EC CORP US N 1 N N N Verus Securitization Trust 213800278TKDEXPH6140 92538WAA5 16743592.92000000 PA USD 16149866.79000000 0.159981608051 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.72000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTT30 19974048.96000000 PA USD 19819485.57000000 0.196333085187 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 4.50000000 N N N N N N Okta Inc 549300N8J06I8MRHU620 679295105 343462.00000000 NS USD 24900995.00000000 0.246670840942 Long EC CORP US N 1 N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14318FAL8 19250000.00000000 PA USD 19288384.50000000 0.191071964193 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 4.90000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 74000.00000000 PA USD 73999.43000000 0.000733043062 Long DBT CORP FR N 2 2028-06-15 Fixed 5.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 205000.00000000 PA USD 196028.65000000 0.001941872280 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAM4 284000.00000000 PA USD 294302.51000000 0.002915379390 Long DBT CORP US N 2 2029-01-15 Fixed 7.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCL2 6081000.00000000 PA USD 6150405.37000000 0.060926306950 Long DBT CORP US N 2 2027-09-01 Fixed 4.69000000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 215000.00000000 PA USD 214784.34000000 0.002127667338 Long DBT CORP XX N 2 2027-06-15 Fixed 4.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58 N/A 38382RCF3 15378874.54000000 PA USD 1937221.46000000 0.019190239049 Long ABS-CBDO USGA US N 2 2051-04-20 Floating 2.52000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 110000.00000000 PA USD 110114.71000000 0.001090803323 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N Pagaya Point of Sale Holdings Grantor Trust N/A 69549JAA9 7740000.00000000 PA USD 7770720.06000000 0.076977247372 Long ABS-O CORP US N 2 2033-07-20 Fixed 5.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513 N/A 3137HKF33 38010317.00000000 PA USD 38913176.06000000 0.385476398130 Long ABS-CBDO USGA US N 2 2054-11-25 Floating 7.62000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177HAA0 1424277.90000000 PA USD 1456421.29000000 0.014427401972 Long ABS-MBS CORP US N 2 2058-05-25 Floating 4.79000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 247000.00000000 PA USD 263696.88000000 0.002612198072 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 477000.00000000 PA USD 411502.95000000 0.004076374406 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 12500000.00000000 PA USD 13020157.82000000 0.128978511849 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 384000.00000000 PA USD 383080.44000000 0.003794819214 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 68000.00000000 PA USD 69959.84000000 0.000693026626 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAM0 145000.00000000 PA USD 145222.54000000 0.001438583721 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L0PD3 33893263.17000000 PA USD 29729168.04000000 0.294499030297 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 3937000.00000000 PA USD 3853634.60000000 0.038174349557 Long DBT CORP US N 2 2055-11-15 Fixed 5.63000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBY5 10545000.00000000 PA USD 10758881.33000000 0.106578163052 Long DBT CORP US N 2 2027-11-17 Fixed 5.02000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10567MAA3 2582323.20000000 PA USD 2600327.67000000 0.025759011360 Long ABS-MBS CORP US N 2 2063-10-25 Variable 6.39000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 154000.00000000 PA USD 152541.58000000 0.001511086597 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 355000.00000000 PA USD 364291.24000000 0.003608692203 Long DBT CORP US N 2 2028-06-01 Fixed 8.13000000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 201000.00000000 PA USD 204377.64000000 0.002024577906 Long DBT CORP US N 2 2032-05-01 Fixed 6.63000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUT56 24356075.73000000 PA USD 24293017.12000000 0.240648173376 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.50000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAB8 380000.00000000 PA USD 356859.88000000 0.003535076678 Long DBT CORP US N 2 2029-05-30 Fixed 9.50000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AM9 45000.00000000 PA USD 40107.32000000 0.000397305663 Long DBT CORP CA N 2 2030-05-15 Fixed 6.88000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22 N/A 38381RDN6 20168498.18000000 PA USD 2542553.82000000 0.025186699925 Long ABS-CBDO USGA US N 2 2049-02-20 Floating 2.27000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 3950000.00000000 PA USD 2414155.34000000 0.023914776412 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 180000.00000000 PA USD 180012.20000000 0.001783212307 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 184000.00000000 PA USD 191592.01000000 0.001897922642 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N SIX FLAGS/CANADA WON 549300TUVLNQQ6BVKH61 150190AK2 123000.00000000 PA USD 123079.57000000 0.001219234052 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AB6 188000.00000000 PA USD 184577.37000000 0.001828435172 Long DBT CORP US N 2 2029-10-01 Fixed 6.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 866988.00000000 NS USD 70616172.60000000 0.699528299144 Long EC CORP US N 1 N N N ACRISURE LLC / FIN INC N/A 004961AA6 129000.00000000 PA USD 126557.78000000 0.001253689421 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CX0 2734000.00000000 PA USD 2751372.52000000 0.027255271255 Long DBT CORP US N 2 2027-01-30 Fixed 4.70000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 201000.00000000 PA USD 204202.47000000 0.002022842661 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FREDDIE MAC GOLD N/A 31283HS63 35016.48000000 PA USD 36722.83000000 0.000363778690 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 7.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDX4 4260000.00000000 PA USD 4400899.64000000 0.043595591866 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 367000.00000000 PA USD 378353.45000000 0.003747993350 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 1358000.00000000 PA USD 1365338.65000000 0.013525131544 Long DBT CORP US N 2 2037-01-22 Fixed 4.90000000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 161246.14000000 PA USD 165332.77000000 0.001637796939 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 772000.00000000 PA USD 708720.26000000 0.007020627992 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAH4 115000.00000000 PA USD 116998.29000000 0.001158992505 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTFD0 30460655.88000000 PA USD 2516050.18000000 0.024924153181 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 2.33000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 257000.00000000 PA USD 257331.06000000 0.002549137854 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N ROCKET COS INC N/A 77311WAA9 129000.00000000 PA USD 132267.13000000 0.001310246606 Long DBT CORP US N 2 2030-08-01 Fixed 6.13000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAG9 8100000.00000000 PA USD 8118872.19000000 0.080426064525 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.24000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 190000.00000000 PA USD 188808.69000000 0.001870350897 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 58004LAA5 8841263.29000000 PA USD 8911163.20000000 0.088274549684 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.26000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39 N/A 38385EZR8 14234280.62000000 PA USD 14799619.27000000 0.146605970201 Long ABS-CBDO USGA US N 2 2055-03-20 Floating 7.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7CQ7 14048.57000000 PA USD 14680.29000000 0.000145423886 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAR6 205000.00000000 PA USD 210610.98000000 0.002086325769 Long DBT CORP US N 2 2032-11-15 Fixed 7.63000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 239000.00000000 PA USD 230646.42000000 0.002284798112 Long DBT CORP US N 2 2029-04-15 Fixed 6.88000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159 N/A 38384YAN1 94219010.39000000 PA USD 7059821.03000000 0.069935036345 Long ABS-CBDO USGA US N 2 2054-10-20 Floating 1.84000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 386000.00000000 PA USD 402730.83000000 0.003989477228 Long DBT CORP US N 2 2033-03-15 Fixed 6.38000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AK3 45000.00000000 PA USD 46786.70000000 0.000463472027 Long DBT CORP US N 2 2033-03-15 Fixed 6.38000000 N N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205DAA7 4300000.00000000 PA USD 4308906.59000000 0.042684302860 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.02000000 N N N N N N FREDDIE MAC GOLD N/A 3128LBJH2 17100.21000000 PA USD 17814.63000000 0.000176472858 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 283612.00000000 NS USD 65820672.96000000 0.652023774569 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 487000.00000000 PA USD 496785.61000000 0.004921189863 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 361000.00000000 PA USD 367193.01000000 0.003637437321 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 5512410.68000000 PA USD 5529444.03000000 0.054775024404 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.89000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAR5 223000.00000000 PA USD 231849.31000000 0.002296714017 Long DBT CORP US N 2 2032-03-15 Fixed 6.63000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 197000.00000000 PA USD 206462.04000000 0.002045226105 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 183.00000000 NC USD 122541.38000000 0.001213902707 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYM6 Comdty 2026-06-18 21239849.25000000 USD 122541.38000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1014.00000000 NC USD 1054991.12000000 0.010450809164 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNM6 Comdty 2026-06-18 122241071.38000000 USD 1054991.12000000 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECH2 18308000.00000000 PA USD 18254177.02000000 0.180827039089 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAL0 118000.00000000 PA USD 120913.62000000 0.001197778013 Long DBT CORP US N 2 2033-08-01 Fixed 7.38000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 176000.00000000 PA USD 172528.76000000 0.001709080874 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 342000.00000000 PA USD 322756.05000000 0.003197241968 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC CASL_24-A N/A 19424RAA6 18905646.39000000 PA USD 19390302.09000000 0.192081566325 Long ABS-MBS CORP US N 2 2054-06-25 Fixed 5.51000000 N N N N N N Onslow Bay Financial LLC 254900L7QTAO1E3CDI14 67118CAA9 6078884.02000000 PA USD 6124138.88000000 0.060666109429 Long ABS-MBS CORP US N 2 2063-09-25 Variable 7.05000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 1685000.00000000 PA USD 1630957.70000000 0.016156370755 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 192000.00000000 PA USD 192027.59000000 0.001902237525 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 138000.00000000 PA USD 139479.64000000 0.001381694189 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 347000.00000000 PA USD 368963.49000000 0.003654975809 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 456000.00000000 PA USD 473985.69000000 0.004695332405 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 387000.00000000 PA USD 402989.17000000 0.003992036360 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 181000.00000000 PA USD 180246.82000000 0.001785536468 Long DBT CORP GB N 2 2032-02-15 Fixed 6.38000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 154000.00000000 PA USD 174761.47000000 0.001731198242 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 576000.00000000 PA USD 601776.64000000 0.005961237687 Long DBT CORP US N 2 2029-03-15 Fixed 8.63000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 120472.00000000 NS USD 62779163.92000000 0.621894392484 Long EC CORP US N 1 N N N Prestige Auto Receivables Trust N/A 74113QAE1 1167133.44000000 PA USD 1167800.22000000 0.011568303287 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.71000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWP5 40255418.87000000 PA USD 40570093.87000000 0.401889931387 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 2816000.00000000 PA USD 2839759.89000000 0.028130842166 Long DBT CORP US N 2 2037-01-30 Fixed 5.07000000 N N N N N N Tricon American Homes N/A 89613JAG5 6775000.00000000 PA USD 6479489.41000000 0.064186234391 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 2.28000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 47000.00000000 PA USD 39762.97000000 0.000393894510 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 725000.00000000 PA USD 686919.72000000 0.006804670455 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 586000.00000000 PA USD 608758.01000000 0.006030395582 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 189000.00000000 PA USD 191047.20000000 0.001892525719 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HBA5 4968000.00000000 PA USD 4548966.33000000 0.045062349919 Long DBT CORP XX N 2 2031-05-11 Fixed 2.50000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 825424.00000000 PA USD 901493.41000000 0.008930251082 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642103 1073006.00000000 NS USD 97493325.16000000 0.965775082621 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 274000.00000000 PA USD 271984.68000000 0.002694297546 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CK6 9900000.00000000 PA USD 10092831.92000000 0.099980235215 Long DBT CORP US N 2 2029-02-01 Fixed 4.60000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 361000.00000000 PA USD 358076.33000000 0.003547126909 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 476280.00000000 NS USD 59096822.40000000 0.585416883077 Long EC CORP US N 1 N N N KAISER ALUMINUM CORP N/A 483007AM2 408000.00000000 PA USD 412688.70000000 0.004088120521 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 417000.00000000 PA USD 381828.24000000 0.003782414841 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 187232.00000000 NS USD 11642085.76000000 0.115327242334 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 02530EAE4 2588749.02000000 PA USD 2598109.94000000 0.025737042385 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.44000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 241897.00000000 NS USD 29361457.86000000 0.290856469856 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU3V0 30098333.20000000 PA USD 30519712.87000000 0.302330217686 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.47000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 342000.00000000 PA USD 352563.58000000 0.003492517257 Long DBT CORP KY N 2 2029-04-15 Fixed 6.88000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 447000.00000000 PA USD 445755.19000000 0.004415679275 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 58197.00000000 NS USD 23998696.89000000 0.237732618450 Long EC CORP US N 1 N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAA1 118000.00000000 PA USD 118726.68000000 0.001176114046 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 198000.00000000 PA USD 204180.57000000 0.002022625718 Long DBT CORP US N 2 2028-09-15 Fixed 6.88000000 N N N N N N Reach Financial LLC N/A 75525HAA8 445071.17000000 PA USD 446324.71000000 0.004421320977 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.88000000 N N N N N N CHNGE Mortgage Trust 2022-1 N/A 17030JAA4 9648159.33000000 PA USD 9396564.28000000 0.093082963669 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.01000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 4050000.00000000 PA USD 3645281.49000000 0.036110390392 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N VISIO_20-1R N/A 92837MAC1 350927.77000000 PA USD 341048.91000000 0.003378452203 Long ABS-CBDO CORP US N 2 2055-11-25 Fixed 1.87000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBZ7 2449000.00000000 PA USD 2472723.51000000 0.024494956431 Long DBT CORP US N 2 2035-12-04 Fixed 4.75000000 N N N N N N UMBS, TBA N/A 01F052631 31000000.00000000 PA USD 31497016.49000000 0.312011449532 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 500000.00000000 PA USD 501712.25000000 0.004969993472 Long DBT CORP US N 2 2032-04-23 Fixed 6.88000000 N N N N N N WHITE CAP SUPPLY HOLDING 254900L2N0T6GULCL366 96467GAC2 374000.00000000 PA USD 380025.58000000 0.003764557576 Long DBT CORP US N 2 2030-11-15 Fixed 7.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUS35 16069653.17000000 PA USD 16186362.24000000 0.160343134301 Long ABS-MBS USGSE US N 2 2054-07-25 Variable 4.87000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 422000.00000000 PA USD 421483.75000000 0.004175244846 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 N/A 38385BEL0 61348209.45000000 PA USD 6288424.59000000 0.062293534126 Long ABS-CBDO USGA US N 2 2054-12-20 Floating 2.39000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAD4 90000.00000000 PA USD 94775.12000000 0.000938848369 Long DBT US N 2 2029-06-15 Fixed 8.38000000 N N N N N N Madison Park Funding Ltd N/A 55820CAW5 17450000.00000000 PA USD 17479926.75000000 0.173157266648 Long ABS-CBDO CORP KY N 2 2038-03-25 Floating 4.85000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 103000.00000000 PA USD 103261.26000000 0.001022912612 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693977AA8 2473156.63000000 PA USD 2497748.46000000 0.024742855178 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3D5 2659.35000000 PA USD 2843.66000000 0.000028169476 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.50000000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 574000.00000000 PA USD 602567.53000000 0.005969072294 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N BROADSTREET PARTNERS GRP 549300BS9N54G8DD0R75 11135RAA3 433000.00000000 PA USD 419474.30000000 0.004155339107 Long DBT CORP US N 2 2029-04-15 Fixed 5.88000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 7156000.00000000 PA USD 6353530.56000000 0.062938478008 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406AWB4 15737.86000000 PA USD 16317.94000000 0.000161646551 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQE5 30790548.79000000 PA USD 25850970.69000000 0.256081360575 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1 N/A 29445FAA6 15911.72000000 PA USD 15441.37000000 0.000152963193 Long ABS-CBDO CORP US N 2 2032-12-25 Floating 4.01000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382F5U4 9752874.57000000 PA USD 1293965.56000000 0.012818105173 Long ABS-MBS USGA US N 2 2050-07-20 Floating 2.42000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAY4 3586000.00000000 PA USD 3474581.48000000 0.034419425231 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N DISH DBS CORP N/A 25470XBF1 177000.00000000 PA USD 171430.62000000 0.001698202630 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AQ2 183000.00000000 PA USD 187552.62000000 0.001857908187 Long DBT CORP US N 2 2030-01-15 Fixed 6.38000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBM8 86210.00000000 PA USD 68983.03000000 0.000683350284 Long DBT CORP US N 2 2030-08-15 Fixed 7.75000000 N N N N N N GCAT N/A 36831KAC8 19154052.50000000 PA USD 19248315.34000000 0.190675036545 Long ABS-MBS CORP US N 2 2070-08-25 Variable 0.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 262000.00000000 PA USD 272068.09000000 0.002695123811 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 N/A 3137G0WL9 8622732.29000000 PA USD 8351528.39000000 0.082730771646 Long ABS-CBDO CORP US N 2 2033-04-25 Floating 4.45000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 201000.00000000 PA USD 201956.70000000 0.002000595920 Long DBT CORP US N 2 2031-10-01 Fixed 5.13000000 N N N N N N GCAT N/A 36167CAA4 2197421.01000000 PA USD 2152002.08000000 0.021317869538 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 123000.00000000 PA USD 129479.05000000 0.001282627708 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 182000.00000000 PA USD 189271.17000000 0.001874932253 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55 N/A 38382PHU9 15758740.20000000 PA USD 2235716.11000000 0.022147146046 Long ABS-CBDO USGA US N 2 2051-03-20 Floating 2.52000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 31572YAA6 25769341.65000000 PA USD 25677064.21000000 0.254358631918 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.30000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 91000.00000000 PA USD 93050.32000000 0.000921762390 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 219000.00000000 PA USD 222894.73000000 0.002208009378 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 5019000.00000000 PA USD 3596910.85000000 0.035631227754 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 12511VAA6 185000.00000000 PA USD 186482.83000000 0.001847310780 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N SIX FLAGS ENTERTAINME 529900AS2CYWYFHRS781 83001AAD4 686000.00000000 PA USD 673748.78000000 0.006674198285 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 5373000.00000000 PA USD 5474368.12000000 0.054229438935 Long DBT CORP US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Oak Hill Credit Partners N/A 67122KAC1 16800000.00000000 PA USD 16817858.40000000 0.166598775445 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 4.87000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31391BQN0 17102.59000000 PA USD 17732.97000000 0.000175663929 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 6.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BU3 4231000.00000000 PA USD 4228649.32000000 0.041889269236 Long DBT CORP US N 2 2036-03-15 Fixed 4.65000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 400000.00000000 PA USD 381337.08000000 0.003777549379 Long DBT CORP US N 2 2029-11-01 Fixed 3.88000000 N N N N N N Affirm Inc N/A 00835AAA6 9472000.00000000 PA USD 9496212.33000000 0.094070083593 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.62000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AD2 408000.00000000 PA USD 417637.65000000 0.004137145135 Long DBT CORP US N 2 2031-06-15 Fixed 7.25000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 5155000.00000000 PA USD 5215769.04000000 0.051667739994 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 265000.00000000 PA USD 102517.78000000 0.001015547651 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXQA5 48020827.65000000 PA USD 4405954.16000000 0.043645662263 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 2.23000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 263000.00000000 PA USD 265665.76000000 0.002631701923 Long DBT CORP NL N 2 2030-09-01 Fixed 5.88000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465VAA1 20042022.13000000 PA USD 19979368.76000000 0.197916898241 Long ABS-MBS CORP US N 2 2067-07-25 Variable 4.30000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 152000.00000000 PA USD 157352.90000000 0.001558747839 Long DBT CORP US N 2 2055-03-15 Fixed 7.38000000 N N N N N N ION PLATFORM FINANCE US 213800FKHT3BRRKMCC89 46205QAB4 388000.00000000 PA USD 311910.60000000 0.003089806250 Long DBT CORP US N 2 2032-09-30 Fixed 7.88000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 9518000.00000000 PA USD 8580580.53000000 0.084999776720 Long DBT CORP US N 2 2032-03-15 Fixed 2.38000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 318000.00000000 PA USD 317761.91000000 0.003147769699 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 238000.00000000 PA USD 238208.67000000 0.002359710242 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 841000.00000000 PA USD 688036.86000000 0.006815736915 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 243000.00000000 PA USD 237558.03000000 0.002353264961 Long DBT CORP US N 2 2029-10-15 Fixed 4.63000000 N N N N N N ALTICE FRAN LUX 3/HOLD 1 N/A 020956AA6 41200.00000000 PA USD 38766.39000000 0.000384022326 Long DBT CORP LU N 2 2033-01-15 Fixed 10.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 415504.00000000 NS USD 70527648.96000000 0.698651378334 Long EC CORP US N 1 N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 81000.00000000 PA USD 83064.58000000 0.000822843014 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 210000.00000000 PA USD 202882.58000000 0.002009767747 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N CHNGE Mortgage Trust N/A 12569CAA9 3655396.76000000 PA USD 3644918.57000000 0.036106795283 Long ABS-MBS CORP US N 2 2067-06-25 Variable 5.19000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_21-HX1 N/A 19688KAD6 3250000.00000000 PA USD 2415050.95000000 0.023923648382 Long ABS-CBDO CORP US N 2 2066-10-25 Floating 2.36000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 37000.00000000 PA USD 35960.68000000 0.000356228784 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 485138.00000000 NS USD 102902621.18000000 1.019359913193 Long EC CORP US N 1 N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 274000.00000000 PA USD 283966.95000000 0.002812994675 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N MPOWER Education Trust N/A 62476DAA4 4966909.46000000 PA USD 5147502.81000000 0.050991490375 Long ABS-O CORP US N 2 2041-07-22 Fixed 6.78000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 40874514.24000000 PA USD 40129707.02000000 0.397527431228 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 274000.00000000 PA USD 274969.55000000 0.002723865858 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 216544.00000000 NS USD 32065835.52000000 0.317646207038 Long EC CORP US N 1 N N N FREDDIE MAC GOLD N/A 3132JNRJ8 99899.83000000 PA USD 96570.04000000 0.000956628961 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.50000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BY4 71000.00000000 PA USD 73911.14000000 0.000732168455 Long DBT CORP BM N 2 2029-05-15 Fixed 8.25000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 627167.00000000 NS USD 195525583.92000000 1.936888875776 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128S4EM5 3067.98000000 PA USD 3190.14000000 0.000031601729 Long ABS-MBS USGA US N 2 2036-08-01 Floating 6.41000000 N N N N N N altice Luxembourg SA 2221006ZDZREFLFIFQ42 000000000 172.27000000 NS 2697.10000000 0.000026717644 N/A DE LU Y 3 N/A N/A altice Luxembourg SA altice Luxembourg SA 2099-12-31 XXXX 2687.07000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EUKY4 242473.23000000 PA USD 233901.00000000 0.002317038189 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 2237000.00000000 PA USD 2208853.97000000 0.021881047978 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAE2 521000.00000000 PA USD 539126.14000000 0.005340617847 Long DBT CORP US N 2 2033-06-30 Fixed 7.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTPP9 77737282.28000000 PA USD 76236464.54000000 0.755203268726 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 675000.00000000 PA USD 699051.51000000 0.006924848739 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327CAA6 107000.00000000 PA USD 108442.26000000 0.001074235927 Long DBT CORP US N 2 2032-06-15 Fixed 8.63000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 164000.00000000 PA USD 172611.78000000 0.001709903276 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N RESIDENTIAL MORTGAGE TRUST RMLT_20-1 N/A 76119CAC5 41309.39000000 PA USD 41081.03000000 0.000406951297 Long ABS-CBDO CORP US N 2 2060-01-26 Floating 2.68000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 694971AA0 11950000.00000000 PA USD 11948794.25000000 0.118365516152 Long ABS-O CORP US N 2 2033-12-15 Fixed 4.71000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 60000.00000000 PA USD 62474.97000000 0.000618881028 Long DBT CORP FR N 2 2032-08-15 Fixed 6.38000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 107000.00000000 PA USD 102516.81000000 0.001015538043 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 60000.00000000 PA USD 60635.13000000 0.000600655456 Long DBT CORP US N 2 2032-04-01 Fixed 7.63000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 358307.00000000 NS USD 114708402.98000000 1.136308738916 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 31991000.00000000 PA USD 32956586.57000000 0.326470043619 Long DBT CORP US N 2 2030-07-22 Fixed 5.00000000 N N N N N N ACHV ABS TRUST N/A 00092BAA2 276638.86000000 PA USD 277827.38000000 0.002752175704 Long ABS-O CORP US N 2 2031-04-25 Fixed 5.90000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAN3 186000.00000000 PA USD 192510.77000000 0.001907023937 Long DBT CORP US N 2 2030-04-15 Fixed 6.63000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287DAA1 465000.00000000 PA USD 445309.15000000 0.004411260775 Long DBT CORP GB N 2 2032-02-15 Fixed 8.13000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 362000.00000000 PA USD 354717.76000000 0.003513856701 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 201000.00000000 PA USD 208859.94000000 0.002068979855 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 419315.00000000 NS USD 32224357.75000000 0.319216538335 Long EC CORP US N 1 N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 175000.00000000 PA USD 171382.59000000 0.001697726841 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 262000.00000000 PA USD 266587.15000000 0.002640829271 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BK7 1889000.00000000 PA USD 1879115.42000000 0.018614636920 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 670000.00000000 PA USD 595611.78000000 0.005900168191 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658CA8 332000.00000000 PA USD 344924.42000000 0.003416843252 Long DBT CORP PA N 2 2032-08-01 Fixed 5.75000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 265148.00000000 NS USD 62015465.72000000 0.614329149521 Long EC CORP US N 1 N N N OAKC_21-8A N/A 67707GAQ2 4025000.00000000 PA USD 4037630.45000000 0.039997024155 Long ABS-MBS CORP KY N 2 2038-01-20 Floating 4.95000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 54000.00000000 PA USD 42974.43000000 0.000425707438 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AJ6 214000.00000000 PA USD 200673.95000000 0.001987888917 Long DBT CORP CA N 2 2029-07-01 Fixed 7.63000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 145000.00000000 PA USD 110422.89000000 0.001093856174 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 12656YAA5 1424684.73000000 PA USD 1296972.57000000 0.012847892805 Long ABS-MBS CORP US N 2 2054-07-27 Fixed 0.80000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BU9 4080000.00000000 PA USD 4009162.40000000 0.039715017840 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 302000.00000000 PA USD 311191.50000000 0.003082682800 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E3E8 36220558.22000000 PA USD 36851243.62000000 0.365050764176 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP3B2 7320.06000000 PA USD 7294.51000000 0.000072259880 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 300000.00000000 PA USD 307190.36000000 0.003043047252 Long DBT CORP US N 2 2031-02-15 Fixed 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MD6C2 67386.92000000 PA USD 67012.47000000 0.000663829791 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.50000000 N N N N N N Block Inc 549300OHIIUWSTIZME52 852234103 390070.00000000 NS USD 24847459.00000000 0.246140509919 Long EC CORP US N 1 N N N Research-Driven Pagaya Motor Asset Trust I N/A 76088YAA8 984703.89000000 PA USD 986103.06000000 0.009768399658 Long ABS-O CORP US N 2 2032-06-25 Fixed 7.09000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AR8 91000.00000000 PA USD 78485.24000000 0.000777479781 Long DBT CORP CA N 2 2031-02-15 Fixed 6.88000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBD5 177000.00000000 PA USD 181697.47000000 0.001799906699 Long DBT CORP US N 2 2034-02-15 Fixed 7.38000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAJ0 135000.00000000 PA USD 142550.35000000 0.001412112837 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61778XAA7 8104394.14000000 PA USD 8205921.13000000 0.081288376863 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.44000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAH6 375000.00000000 PA USD 371981.32000000 0.003684870625 Long DBT CORP US N 2 2032-10-01 Fixed 7.38000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AQ2 2500000.00000000 PA USD 2633033.62000000 0.026082998581 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FCH8 25510451.96000000 PA USD 26182084.76000000 0.259361397621 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNTX0 23804168.37000000 PA USD 21562768.35000000 0.213602155333 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.00000000 N N N N N N PEPSICO SINGAPORE FIN 254900DOMTCMUFROFJ76 713466AA8 5433000.00000000 PA USD 5474917.58000000 0.054234881921 Long DBT CORP SG N 2 2027-02-16 Fixed 4.65000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 102000.00000000 PA USD 104698.64000000 0.001037151389 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Bain Capital Credit CLO, Limited 549300B0VI605XM3L529 05683VBJ2 8500000.00000000 PA USD 8494381.50000000 0.084145883643 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 4.64000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544LAA9 1427251.09000000 PA USD 1433482.90000000 0.014200172821 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.28000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAH0 130000.00000000 PA USD 120432.45000000 0.001193011512 Long DBT CORP GB N 2 2028-05-15 Fixed 6.75000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 121000.00000000 PA USD 124307.99000000 0.001231402858 Long DBT US N 2 2028-07-15 Fixed 7.25000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAL3 70000.00000000 PA USD 68601.72000000 0.000679573003 Long DBT CORP CA N 2 2029-06-01 Fixed 6.00000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAK9 125000.00000000 PA USD 125255.53000000 0.001240789250 Long DBT CORP US N 2 2029-02-01 Fixed 8.25000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569EAC5 310048.02000000 PA USD 305136.15000000 0.003022698117 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.44000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 188000.00000000 PA USD 195308.22000000 0.001934735654 Long DBT CORP US N 2 2033-07-15 Fixed 6.75000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AP1 109000.00000000 PA USD 112587.13000000 0.001115295273 Long DBT CORP US N 2 2033-08-15 Fixed 7.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 807000.00000000 PA USD 780214.24000000 0.007728851907 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 199000.00000000 PA USD 208162.91000000 0.002062075032 Long DBT CORP US N 2 2030-03-15 Fixed 7.88000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAG3 351000.00000000 PA USD 374489.28000000 0.003709714636 Long DBT CORP DE N 2 2032-11-15 Fixed 8.00000000 N N Y N N N FIBERCOP SPA 8156007022402E114A31 683879AH3 52000.00000000 PA USD 53418.03000000 0.000529162404 Long DBT CORP IT N 2 2038-06-04 Fixed 7.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJAU1 16953872.83000000 PA USD 17156273.25000000 0.169951134483 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 5.10000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 183000.00000000 PA USD 182572.20000000 0.001808571830 Long DBT US N 2 2028-07-15 Fixed 5.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 3855000.00000000 PA USD 3782288.20000000 0.037467587579 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177EAA7 1094227.85000000 PA USD 1096124.69000000 0.010858280926 Long ABS-MBS CORP US N 2 2048-10-25 Floating 4.79000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 203000.00000000 PA USD 180703.27000000 0.001790058090 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 321000.00000000 PA USD 319327.20000000 0.003163275562 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVKW3 35437066.55000000 PA USD 36008070.74000000 0.356698239975 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 132000.00000000 PA USD 131689.68000000 0.001304526349 Long DBT CORP US N 2 2029-10-01 Fixed 4.88000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 199333AK1 72000.00000000 PA USD 74220.85000000 0.000735236462 Long DBT CORP US N 2 2033-02-01 Fixed 7.13000000 N N N N N N Verus Securitization Trust 2138005NRONUFED1TZ38 92540MAA3 6308617.86000000 PA USD 6381866.59000000 0.063219176524 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.34000000 N N N N N N Ellington Financial Mortgage Trust 2549005YTE90D77H8V23 281916AE6 10952972.18000000 PA USD 11014075.53000000 0.109106133035 Long ABS-MBS CORP US N 2 2070-12-25 Variable 5.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 937175.00000000 NS USD 368066109.50000000 3.646086301077 Long EC CORP US N 1 N N N FREDDIE MAC GOLD N/A 3128M4CE1 4340.53000000 PA USD 4540.21000000 0.000044975609 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.50000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 246000.00000000 PA USD 254236.94000000 0.002518487304 Long DBT CORP US N 2 2029-03-15 Fixed 7.13000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AB3 256000.00000000 PA USD 253856.05000000 0.002514714184 Long DBT CORP US N 2 2033-11-01 Fixed 5.88000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAK2 462000.00000000 PA USD 447468.25000000 0.004432648957 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFP2 3065000.00000000 PA USD 3130305.38000000 0.031009004278 Long DBT CORP US N 2 2031-01-15 Fixed 4.65000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 388000.00000000 PA USD 397941.45000000 0.003942033325 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 274761.00000000 NS USD 48489821.28000000 0.480343255049 Long EC CORP US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAM1 107000.00000000 PA USD 107173.47000000 0.001061667213 Long DBT CORP US N 2 2031-07-15 Fixed 5.38000000 N N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAB7 83000.00000000 PA USD 73612.25000000 0.000729207632 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N Mill City Mortgage Trust N/A 59980XAC1 1621574.55000000 PA USD 1606745.09000000 0.015916519100 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.50000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 206000.00000000 PA USD 199604.51000000 0.001977294977 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 184000.00000000 PA USD 184109.49000000 0.001823800322 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 53112.00000000 NS USD 9496956.72000000 0.094077457568 Long EC CORP US N 1 N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753YCK6 7200000.00000000 PA USD 7350207.84000000 0.072811626563 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.77000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91533MAA4 5244296.14000000 PA USD 5284106.64000000 0.052344696608 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 189783.00000000 NS USD 31149083.79000000 0.308564806067 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 216802.00000000 NS USD 80715384.60000000 0.799571735838 Long EC CORP US N 1 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 217000.00000000 PA USD 221941.34000000 0.002198565036 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573 N/A 3137HMSM3 29486825.69000000 PA USD 1704338.52000000 0.016883285827 Long ABS-CBDO USGA US N 2 2055-09-25 Floating 1.48000000 N N N N N N FREDDIE MAC GOLD N/A 3128MJSL5 213593.26000000 PA USD 207466.23000000 0.002055173675 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N General Motors N/A 361886DA9 16589000.00000000 PA USD 16814663.48000000 0.166567126364 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BDN3 86426.64000000 PA USD 87332.40000000 0.000865120311 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10568YAA6 873748.47000000 PA USD 863107.00000000 0.008549992862 Long ABS-MBS CORP US N 2 2059-05-26 Variable 2.50000000 N N N N N N Metlife Securitization Trust N/A 59166DAA5 1657956.35000000 PA USD 1630560.45000000 0.016152435571 Long ABS-MBS CORP US N 2 2057-03-25 Variable 3.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 87000.00000000 PA USD 89299.10000000 0.000884602566 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAC8 304000.00000000 PA USD 314998.94000000 0.003120399543 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAD0 14294807.54000000 PA USD 14506279.20000000 0.143700124802 Long ABS-O CORP US N 2 2060-06-25 Fixed 4.89000000 N N N N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 543000.00000000 PA USD 551297.99000000 0.005461192968 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413HCQ9 17114.98000000 PA USD 17882.98000000 0.000177149937 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 5.50000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 141000.00000000 PA USD 138542.35000000 0.001372409334 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 244000.00000000 PA USD 247450.34000000 0.002451258813 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N FREDDIE MAC FHLMC_5440 N/A 3137HDZC7 41066429.44000000 PA USD 3696894.43000000 0.036621671460 Long ABS-CBDO USGA US N 2 2054-07-25 Floating 2.23000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 77000.00000000 PA USD 79519.86000000 0.000787728793 Long DBT CORP US N 2 2029-06-15 Fixed 6.63000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 9055000.00000000 PA USD 9423213.40000000 0.093346951547 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 2740049.00000000 NS USD 485509282.31000000 4.809485843946 Long EC CORP US N 1 N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 65000.00000000 PA USD 64596.08000000 0.000639892878 Long DBT CORP US N 2 2033-01-15 Fixed 7.38000000 N N N N N N Chevron Corp N/A 166764100 524167.00000000 NS USD 97893428.92000000 0.969738535926 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03465AAC3 490157.05000000 PA USD 463157.73000000 0.004588069944 Long ABS-CBDO CORP US N 2 2065-05-25 Variable 1.78000000 N N N N N N ALBERTSONS COS INC 549300YKWOC0AOR16R51 01309QAE8 257000.00000000 PA USD 257985.98000000 0.002555625533 Long DBT CORP US N 2 2032-03-31 Fixed 5.63000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69547XAA0 4896071.52000000 PA USD 4921577.11000000 0.048753456015 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.26000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 75000.00000000 PA USD 78403.54000000 0.000776670456 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 195000.00000000 PA USD 185339.71000000 0.001835986960 Long DBT CORP US N 2 2032-02-01 Fixed 4.38000000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 99432.00000000 NS USD 21027879.36000000 0.208303510962 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFD3 6345000.00000000 PA USD 6361060.43000000 0.063013069379 Long DBT CORP US N 2 2031-10-22 Fixed 4.26000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538BAC7 376115.82000000 PA USD 371077.52000000 0.003675917525 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.26000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 159844.00000000 NS USD 38496828.96000000 0.381352037264 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EF0 3544000.00000000 PA USD 2808309.43000000 0.027819291908 Long DBT CORP US N 2 2062-04-01 Fixed 4.45000000 N N N N N N VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 N/A 92842UAC6 8950000.00000000 PA USD 9123278.27000000 0.090375775064 Long ABS-CBDO CORP US N 2 2055-08-25 Floating 6.12000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 56000.00000000 PA USD 55932.24000000 0.000554068328 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 515588.00000000 NS USD 160569570.84000000 1.590612385924 Long EC CORP US N 1 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 180433.00000000 NS USD 52293092.06000000 0.518018697401 Long EC CORP US N 1 N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 694961AA1 625462.15000000 PA USD 627847.48000000 0.006219497087 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.32000000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AD7 1075000.00000000 PA USD 885438.26000000 0.008771207744 Long ABS-CBDO CORP US N 2 2065-05-25 Variable 2.13000000 N N N N N N Tricon American Homes N/A 89613GAC0 4100000.00000000 PA USD 4058869.62000000 0.040207420725 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMT43 19279.22000000 PA USD 19239.26000000 0.000190585333 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 4.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 246000.00000000 PA USD 256096.47000000 0.002536907927 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BH9 215000.00000000 PA USD 213167.56000000 0.002111651413 Long DBT CORP US N 2 2031-02-15 Fixed 8.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 237000.00000000 PA USD 237106.08000000 0.002348787915 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1438.00000000 NC USD -519371.08000000 -0.00514492296 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUM6 Comdty 2026-06-30 -300415832.76000000 USD -519371.08000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UXN4 44202513.95000000 PA USD 5283942.00000000 0.052343065673 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.99000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 97000.00000000 PA USD 92133.37000000 0.000912679025 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 109000.00000000 PA USD 106816.85000000 0.001058134512 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 145000.00000000 PA USD 155869.47000000 0.001544052887 Long DBT CORP US N 2 2033-11-15 Fixed 7.20000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 471464.00000000 NS USD 49994042.56000000 0.495244166764 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 4559000.00000000 PA USD 4874372.04000000 0.048285839588 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 420000.00000000 PA USD 409768.87000000 0.004059196500 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TR N/A 64829HAA5 514720.88000000 PA USD 500560.03000000 0.004958579508 Long ABS-CBDO CORP US N 2 2056-09-25 Fixed 3.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 470000.00000000 PA USD 468984.60000000 0.004645791289 Long DBT CORP US N 2 2029-06-30 Fixed 5.88000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 200000.00000000 PA USD 183756.38000000 0.001820302392 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 740000.00000000 PA USD 789055.13000000 0.007816430326 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNB44 24532190.69000000 PA USD 21396644.80000000 0.211956524876 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAA0 9206552.62000000 PA USD 8491867.27000000 0.084120977521 Long ABS-MBS CORP US N 2 2065-09-25 Variable 1.07000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBD1 411000.00000000 PA USD 417576.12000000 0.004136535615 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 636000.00000000 PA USD 599694.88000000 0.005940615640 Long DBT CORP US N 2 2028-12-01 Fixed 6.13000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74 N/A 38382RHM3 18236643.40000000 PA USD 2596549.70000000 0.025721586548 Long ABS-CBDO USGA US N 2 2051-04-20 Floating 2.52000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 621063.00000000 NS USD 79465010.85000000 0.787185453908 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 289000.00000000 PA USD 289681.00000000 0.002869598418 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAJ5 232000.00000000 PA USD 231399.45000000 0.002292257675 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAC7 28000.00000000 PA USD 29637.37000000 0.000293589673 Long DBT CORP US N 2 2030-11-01 Fixed 8.63000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 130000.00000000 PA USD 136752.48000000 0.001354678768 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AY8 173000.00000000 PA USD 177967.76000000 0.001762959954 Long DBT CORP US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1619.00000000 NC USD 1468531.76000000 0.014547369058 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM6 Comdty 2026-06-18 190332374.49000000 USD 1468531.76000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10 N/A 3136BUS68 13490836.42000000 PA USD 13473375.23000000 0.133468112351 Long ABS-CBDO USGA US N 2 2055-02-25 Floating 4.52000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 193000.00000000 PA USD 199060.58000000 0.001971906771 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAD5 466000.00000000 PA USD 515162.75000000 0.005103234981 Long DBT CORP US N 2 2033-06-15 Fixed 9.63000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 67000.00000000 PA USD 69282.83000000 0.000686320122 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 5420000.00000000 PA USD 5511336.99000000 0.054595654914 Long DBT CORP US N 2 2036-09-11 Fixed 5.17000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVE67 24696188.15000000 PA USD 25494739.64000000 0.252552513126 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 478328.00000000 NS USD 41370588.72000000 0.409819684307 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F040636 10000000.00000000 PA USD 9718133.40000000 0.096268447833 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 4.00000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74331QAA5 9458041.17000000 PA USD 9216316.34000000 0.091297416106 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.35000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 254970.00000000 NS USD 32149167.30000000 0.318471696953 Long EC CORP US N 1 N N N Pagaya AI Debt Selection Trust N/A 69549BAC2 10149064.59000000 PA USD 10125544.13000000 0.100304284449 Long ABS-O CORP US N 2 2033-04-15 Fixed 4.88000000 N N N N N N UMBS, TBA N/A 01F032633 52000000.00000000 PA USD 48998583.40000000 0.485383084983 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 3.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAN0 4579000.00000000 PA USD 4596889.84000000 0.045537083259 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 53000.00000000 PA USD 52956.74000000 0.000524592836 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 31573TAC2 238527.80000000 PA USD 235164.41000000 0.002329553609 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.05000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 243000.00000000 PA USD 260218.66000000 0.002577742603 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 74984CAA6 58000.00000000 PA USD 58384.14000000 0.000578357005 Long DBT US N 2 2034-03-15 Fixed 5.75000000 N N N N N N CHOBANI HOLDCO II LLC N/A 169918AA7 228113.00000000 PA USD 244937.67000000 0.002426368144 Long DBT CORP US N 2 2029-10-01 Fixed 8.75000000 N N Y N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 5280000.00000000 PA USD 4706486.69000000 0.046622756629 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N CD&R SMOKEY / RADIO SYS N/A 12515KAA6 79000.00000000 PA USD 65006.87000000 0.000643962190 Long DBT CORP US N 2 2029-10-15 Fixed 9.50000000 N N N N N N COLT Funding LLC 213800DOQUYA3TO33M98 19689CAA9 27876186.39000000 PA USD 28203193.57000000 0.279382630098 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.47000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 39000.00000000 PA USD 39634.80000000 0.000392624850 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAW9 91000.00000000 PA USD 98875.22000000 0.000979464220 Long DBT CORP US N 2 2030-10-15 Fixed 11.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JJ96 45906930.87000000 PA USD 8639408.95000000 0.085582534791 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36270GAA9 6825000.00000000 PA USD 6814545.22000000 0.067505318564 Long ABS-MBS CORP US N 2 2038-09-10 Variable 4.32000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 74000.00000000 PA USD 76202.70000000 0.000754868795 Long DBT CORP US N 2 2029-11-01 Fixed 6.88000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 119000.00000000 PA USD 108527.29000000 0.001075078240 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 155000.00000000 PA USD 159597.00000000 0.001580978037 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AD8 544000.00000000 PA USD 572169.40000000 0.005667946484 Long DBT CORP US N 2 2032-08-01 Fixed 7.13000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552747AC1 78523.34000000 PA USD 77070.74000000 0.000763467654 Long ABS-MBS CORP US N 2 2056-01-25 Variable 1.26000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 249000.00000000 PA USD 252980.55000000 0.002506041425 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 118000.00000000 PA USD 122601.69000000 0.001214500142 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N Marvell Technology Inc 254900WVU0BM7ZCJ9E93 573874104 389240.00000000 NS USD 31797015.60000000 0.314983259805 Long EC CORP US N 1 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 377000.00000000 PA USD 384622.80000000 0.003810097930 Long DBT CORP US N 2 2032-01-31 Fixed 7.38000000 N N N N N N MPOWER Education Trust N/A 62477DAA3 10639691.30000000 PA USD 10860225.50000000 0.107582084848 Long ABS-O CORP US N 2 2042-12-22 Fixed 6.25000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 51000.00000000 PA USD 51916.38000000 0.000514286963 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548WAC7 12499517.02000000 PA USD 12579673.92000000 0.124615050307 Long ABS-O CORP US N 2 2033-03-15 Fixed 5.44000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 23000.00000000 PA USD 18174.37000000 0.000180036465 Long DBT CORP US N 2 2031-11-15 Fixed 5.38000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 824000.00000000 PA USD 802988.65000000 0.007954456661 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAU3 477000.00000000 PA USD 507319.47000000 0.005025538951 Long DBT CORP CA N 2 2030-02-15 Fixed 9.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 120000.00000000 PA USD 115078.87000000 0.001139978608 Long DBT CORP US N 2 2031-01-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JMS4 2414.77000000 PA USD 2503.78000000 0.000024802603 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAB0 2093952.53000000 PA USD 2107297.92000000 0.020875027284 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.94000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAQ8 76000.00000000 PA USD 79946.07000000 0.000791950856 Long DBT CORP SG N 2 2031-07-15 Fixed 8.50000000 N N N N N N ASURION LLC/ASURION CO N/A 045941AB7 143000.00000000 PA USD 142153.55000000 0.001408182111 Long DBT CORP US N 2 2034-02-01 Fixed 8.38000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 459000.00000000 PA USD 449768.75000000 0.004455437856 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAJ8 2600000.00000000 PA USD 2478074.82000000 0.024547966849 Long ABS-MBS CORP US N 2 2036-01-15 Floating 6.52000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAB0 607000.00000000 PA USD 520506.05000000 0.005156166051 Long DBT CORP GB N 2 2029-03-15 Fixed 9.63000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89176EAA8 106699.36000000 PA USD 106153.69000000 0.001051565207 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AC6 97000.00000000 PA USD 97919.96000000 0.000970001354 Long DBT CORP US N 2 2031-05-15 Fixed 10.38000000 N N N N N N ARCHROCK SERVICES/PARTNE N/A 03958CAA7 104000.00000000 PA USD 105203.70000000 0.001042154546 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAA8 151000.00000000 PA USD 150606.77000000 0.001491920246 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N FLASH COMPUTE LLC N/A 33853QAA9 186000.00000000 PA USD 190523.58000000 0.001887338706 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N N BX Trust N/A 05609PAL2 14175000.00000000 PA USD 14131267.29000000 0.139985232959 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.07000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAH8 413000.00000000 PA USD 425388.34000000 0.004213923963 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N Upstart Securitization Trust N/A 91684NAA9 1109854.38000000 PA USD 1112173.06000000 0.011017257100 Long ABS-O CORP US N 2 2034-11-20 Fixed 5.33000000 N N N N N N Lendbuzz Securitization Trust N/A 525931AB7 2188306.09000000 PA USD 2228347.28000000 0.022074149947 Long ABS-O CORP US N 2 2028-12-15 Fixed 7.50000000 N N N N N N FREDDIE MAC GOLD N/A 3128M5XX3 301.26000000 PA USD 318.17000000 0.000003151812 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 247000.00000000 PA USD 259946.88000000 0.002575050333 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 77000.00000000 PA USD 79632.10000000 0.000788840649 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N FREDDIE MAC REMICS FHLMC_4906 N/A 3137FNWB2 18198648.19000000 PA USD 2267853.66000000 0.022465502661 Long ABS-CBDO USGA US N 2 2049-09-25 Floating 2.27000000 N N N N N N Achieve Mortgage N/A 00112XAA0 25994796.39000000 PA USD 26383766.93000000 0.261359274030 Long ABS-O CORP US N 2 2055-08-25 Variable 5.47000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 252000.00000000 PA USD 252283.12000000 0.002499132639 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 35470000.00000000 PA USD 32768868.09000000 0.324610492411 Long DBT CORP US N 2 2033-02-04 Fixed 2.97000000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST PART_24-1 N/A 74113QAG6 7050000.00000000 PA USD 7082415.90000000 0.070158862565 Long ABS-MBS CORP US N 2 2029-03-15 Fixed 5.73000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 3357000.00000000 PA USD 3394657.31000000 0.033627691317 Long DBT CORP GB N 2 2031-11-06 Fixed 4.62000000 N N N N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 174383.00000000 NS USD 30773368.01000000 0.304842941643 Long EC CORP US N 1 N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 46000.00000000 PA USD 40762.37000000 0.000403794630 Long DBT CORP CA N 2 2030-10-01 Fixed 7.38000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 242000.00000000 PA USD 252588.17000000 0.002502154484 Long DBT CORP US N 2 2030-11-01 Fixed 7.38000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12656KAE7 3275000.00000000 PA USD 2742101.83000000 0.027163435210 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 2.45000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AD9 282000.00000000 PA USD 281299.79000000 0.002786573619 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 386000.00000000 PA USD 343246.53000000 0.003400221967 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 211000.00000000 PA USD 207869.07000000 0.002059164234 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAZ0 178000.00000000 PA USD 174243.29000000 0.001726065117 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 87000.00000000 PA USD 93314.23000000 0.000924376700 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 331000.00000000 PA USD 345199.54000000 0.003419568608 Long DBT CORP US N 2 2030-11-15 Fixed 7.13000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 1069908.00000000 NS USD 102967945.92000000 1.020007024224 Long EC CORP US N 1 N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 339000.00000000 PA USD 328963.51000000 0.003258733462 Long DBT CORP US N 2 2031-02-01 Fixed 6.88000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 327000.00000000 PA USD 337278.00000000 0.003341097329 Long DBT CORP US N 2 2033-03-15 Fixed 7.38000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 231000.00000000 PA USD 242209.88000000 0.002399346483 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAB1 105000.00000000 PA USD 107662.72000000 0.001066513754 Long DBT CORP US N 2 2032-07-31 Fixed 6.13000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552747AB3 50894.77000000 PA USD 49935.58000000 0.000494665032 Long ABS-MBS CORP US N 2 2056-01-25 Variable 1.06000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 1954000.00000000 PA USD 2025701.48000000 0.020066727758 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15000000 N N N N N N Onslow Bay Financial LLC 254900FPAGVH6E25VL74 67121UAA4 13312015.22000000 PA USD 13463310.27000000 0.133368408216 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUJE0 165989.93000000 PA USD 163261.19000000 0.001617275736 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 10360000.00000000 PA USD 10341824.20000000 0.102446768584 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AG4 21031000.00000000 PA USD 20274614.57000000 0.200841622021 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15000000 N N N N N N RIVERS ENT BORROWER LLC N/A 76884GAA3 196000.00000000 PA USD 200298.03000000 0.001984165030 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N STAR_22-SFR3 N/A 78474PAC1 12100000.00000000 PA USD 12108133.62000000 0.119943942090 Long ABS-MBS CORP US N 2 2039-05-17 Floating 5.63000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LFB0 1856000.00000000 PA USD 1900814.66000000 0.018829590972 Long DBT CORP US N 2 2029-11-27 Fixed 4.95000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569KAA5 4980929.07000000 PA USD 5029712.29000000 0.049824649989 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.29000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 262000.00000000 PA USD 269342.28000000 0.002668121764 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 104000.00000000 PA USD 106875.03000000 0.001058710847 Long DBT CORP US N 2 2030-05-15 Fixed 6.50000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A N/A 38138TAN1 9175000.00000000 PA USD 9187074.30000000 0.091007742597 Long ABS-MBS CORP KY N 2 2037-10-20 Floating 5.02000000 N N N N N N Home Owner Mortgage Enhanced Securuties Limited 2549001JI3VOZZFMYK81 43761YAA2 8754608.37000000 PA USD 8858912.53000000 0.087756951222 Long ABS-MBS CORP US N 2 2060-06-25 Variable 5.47000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 114000.00000000 PA USD 119068.18000000 0.001179496967 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 113490.00000000 NS USD 58698162.90000000 0.581467736703 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMA4 2166792.39000000 PA USD 2166915.46000000 0.021465602429 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 4.52000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 101000.00000000 PA USD 97490.31000000 0.000965745214 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAA8 382000.00000000 PA USD 378416.47000000 0.003748617630 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAA8 2278525.59000000 PA USD 2296275.53000000 0.022747051514 Long ABS-MBS CORP US N 2 2069-02-25 Variable 6.10000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 462000.00000000 PA USD 488051.79000000 0.004834672086 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAB8 231000.00000000 PA USD 229936.38000000 0.002277764411 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 509201.00000000 NS USD 162715179.55000000 1.611866922332 Long EC CORP US N 1 N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 589000.00000000 PA USD 413839.23000000 0.004099517745 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 4312000.00000000 PA USD 4463534.82000000 0.044216059945 Long DBT CORP GB N 2 2029-03-26 Fixed 5.13000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 1815876.00000000 NS USD 90485101.08000000 0.896351168945 Long EC CORP US N 1 N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 93000.00000000 PA USD 96319.93000000 0.000954151355 Long DBT CORP US N 2 2031-08-15 Fixed 8.88000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545AAB0 7807860.07000000 PA USD 7853312.75000000 0.077795415814 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.57000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 428000.00000000 PA USD 437613.80000000 0.004335030148 Long DBT CORP US N 2 2029-05-15 Fixed 6.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NWH8 56692258.75000000 PA USD 55189210.34000000 0.546707829366 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.00000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CL1 4800000.00000000 PA USD 4887085.35000000 0.048411778446 Long DBT CORP US N 2 2030-08-15 Fixed 4.40000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 83000.00000000 PA USD 83264.18000000 0.000824820265 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBY6 282000.00000000 PA USD 284253.33000000 0.002815831574 Long DBT CORP BM N 2 2031-01-15 Fixed 5.88000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 126000.00000000 PA USD 126912.98000000 0.001257208055 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMT50 19279.22000000 PA USD 19239.26000000 0.000190585333 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184 N/A 38384XH97 56297102.62000000 PA USD 3565785.29000000 0.035322895976 Long ABS-CBDO USGA US N 2 2054-11-20 Floating 1.59000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 256000.00000000 PA USD 240161.62000000 0.002379056289 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55283FAA6 1986177.43000000 PA USD 1893491.47000000 0.018757046986 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.15000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 369000.00000000 PA USD 387184.20000000 0.003835471322 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9HJ8 233591.61000000 PA USD 225271.27000000 0.002231551534 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAC4 313000.00000000 PA USD 313332.90000000 0.003103895645 Long DBT CORP US N 2 2028-04-01 Fixed 6.25000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552747AA5 241278.54000000 PA USD 236658.80000000 0.002344357131 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.85000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AE0 263000.00000000 PA USD 261943.13000000 0.002594825313 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 178024.00000000 NS USD 71656440.24000000 0.709833256579 Long EC CORP US N 1 N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAN9 317000.00000000 PA USD 316071.38000000 0.003131023202 Long DBT CORP US N 2 2028-07-01 Fixed 5.50000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAQ7 66000.00000000 PA USD 67877.30000000 0.000672396852 Long DBT CORP US N 2 2029-03-15 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFR40 294871.12000000 PA USD 284368.24000000 0.002816969880 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 102000.00000000 PA USD 106822.95000000 0.001058194939 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CC45 49971.35000000 PA USD 49556.03000000 0.000490905186 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMT35 19279.22000000 PA USD 19239.26000000 0.000190585333 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 4.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAP3 270000.00000000 PA USD 286526.36000000 0.002838348354 Long DBT CORP US N 2 2031-03-15 Fixed 11.50000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BJ5 133000.00000000 PA USD 134493.28000000 0.001332298989 Long DBT CORP US N 2 2030-01-15 Fixed 8.25000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 131000.00000000 PA USD 131020.36000000 0.001297896023 Long DBT CORP US N 2 2030-06-30 Fixed 7.38000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 259000.00000000 PA USD 251804.22000000 0.002494388625 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 452000.00000000 PA USD 456161.80000000 0.004518767816 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AJ5 84000.00000000 PA USD 84102.43000000 0.000833124023 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66 N/A 38382RE53 29134836.42000000 PA USD 4147818.86000000 0.041088557556 Long ABS-CBDO USGA US N 2 2051-04-20 Floating 2.52000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 97000.00000000 PA USD 99493.08000000 0.000985584781 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693987AA7 4103633.70000000 PA USD 4053161.47000000 0.040150875428 Long ABS-MBS CORP US N 2 2054-03-25 Variable 3.75000000 N N N N N N Home Owner Mortgage Enhanced Securuties Limited 2549001JI3VOZZFMYK81 403958AA9 9187373.18000000 PA USD 9259599.71000000 0.091726183923 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.22000000 N N N N N N SBNA Auto Lease Trust N/A 78436TAC0 25662.85000000 PA USD 25707.71000000 0.000254662211 Long ABS-O CORP US N 2 2027-04-20 Fixed 6.51000000 N N N N N N ROBLOX CORP 529900ANZDBDFU91SO19 771049AA1 274000.00000000 PA USD 260906.79000000 0.002584559263 Long DBT CORP US N 2 2030-05-01 Fixed 3.88000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 478000.00000000 PA USD 489707.81000000 0.004851076726 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9JT4 241718.72000000 PA USD 238295.40000000 0.002360569395 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 105699AA0 328811.91000000 PA USD 322369.33000000 0.003193411095 Long ABS-MBS CORP US N 2 2060-05-25 Variable 1.45000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAB9 257000.00000000 PA USD 257003.26000000 0.002545890646 Long DBT US N 2 2028-10-01 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMT76 19279.25000000 PA USD 19239.29000000 0.000190585630 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 4.00000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 304298.00000000 PA USD 307871.86000000 0.003049798235 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 46150DAA0 398000.00000000 PA USD 392242.81000000 0.003885582234 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N Madison Park Funding Ltd N/A 55819JAQ6 16325000.00000000 PA USD 16351430.18000000 0.161978307818 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.47000000 N N N N N N Government National Mortgage Association N/A 38382FAN4 19765169.18000000 PA USD 2753078.56000000 0.027272171396 Long ABS-CBDO USGA US N 2 2049-05-20 Variable 2.32000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 198000.00000000 PA USD 208665.19000000 0.002067050649 Long DBT CORP US N 2 2030-04-01 Fixed 7.88000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 462000.00000000 PA USD 485680.71000000 0.004811184017 Long DBT CORP US N 2 2032-04-15 Fixed 6.88000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 7412000.00000000 PA USD 7511707.27000000 0.074411450193 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPJ74 21155321.03000000 PA USD 21030955.24000000 0.208333980825 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 629000.00000000 PA USD 516838.34000000 0.005119833482 Long DBT CORP US N 2 2029-07-01 Fixed 4.88000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 339000.00000000 PA USD 345851.54000000 0.003426027362 Long DBT CORP BM N 2 2033-10-15 Fixed 5.88000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBS8 5150000.00000000 PA USD 3385316.33000000 0.033535158975 Long DBT CORP US N 2 2052-03-17 Fixed 3.00000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BS6 5434000.00000000 PA USD 5417366.35000000 0.053664775774 Long DBT CORP US N 2 2026-06-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BPB0 17969897.26000000 PA USD 1823114.36000000 0.018059886856 Long ABS-MBS USGA US N 2 2054-12-20 Floating 2.44000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 142000.00000000 PA USD 138388.26000000 0.001370882909 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N Jacobs Solutions Inc 254900E3KHXCC2C8K272 46982L108 298790.00000000 NS USD 41191189.40000000 0.408042543228 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 6450000.00000000 PA USD 6155260.76000000 0.060974404753 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 168000.00000000 PA USD 140969.10000000 0.001396448874 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 302000.00000000 PA USD 281765.78000000 0.002791189745 Long DBT CORP US N 2 2031-06-15 Fixed 9.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 527148.00000000 NS USD 61333669.80000000 0.607575235754 Long EC CORP US N 1 N N N PRKCM Trust N/A 69361JAD8 9528000.00000000 PA USD 7373533.40000000 0.073042691044 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.44000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 26873CAB8 119000.00000000 PA USD 124029.11000000 0.001228640255 Long DBT CORP US N 2 2031-07-15 Fixed 6.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 185000.00000000 PA USD 184510.59000000 0.001827773645 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381USC7 17885907.69000000 PA USD 18038898.38000000 0.178694475183 Long ABS-MBS USGA US N 2 2055-09-20 Floating 4.76000000 N N N N N N Freddiemac Strip N/A 31325VB94 22595538.73000000 PA USD 2513677.76000000 0.024900651838 Long ABS-CBDO USGA US N 2 2044-03-15 Variable 2.18000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3G60 31644994.96000000 PA USD 31434487.71000000 0.311392035459 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.50000000 N N N N N N HUDBAY MINERALS INC 894500LX3TMESP27BE29 443628AH5 443000.00000000 PA USD 446685.77000000 0.004424897660 Long DBT CORP CA N 2 2029-04-01 Fixed 6.13000000 N N N N N N APID_12-11A N/A 03763YCA2 12575000.00000000 PA USD 12580759.35000000 0.124625802645 Long ABS-MBS CORP KY N 2 2034-04-17 Floating 5.32000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 336000.00000000 PA USD 317013.40000000 0.003140354912 Long DBT CORP US N 2 2029-07-01 Fixed 4.13000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAB5 319000.00000000 PA USD 318433.45000000 0.003154422017 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N FANNIE MAE REMICS FNMA_23-50 N/A 3136BQLR8 20515790.90000000 PA USD 2076907.89000000 0.020573981713 Long ABS-CBDO USGA US N 2 2049-07-25 Floating 2.22000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 203000.00000000 PA USD 205084.62000000 0.002031581295 Long DBT CORP US N 2 2033-08-15 Fixed 6.38000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 3000000.00000000 PA USD 3180983.98000000 0.031511029714 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAE1 2725000.00000000 PA USD 2591074.70000000 0.025667350850 Long ABS-CBDO CORP US N 2 2060-03-25 Variable 3.04000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 5770000.00000000 PA USD 6038699.14000000 0.059819737928 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAB7 79000.00000000 PA USD 80144.41000000 0.000793915625 Long DBT CORP US N 2 2034-02-01 Fixed 5.63000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15 N/A 3136BVQR2 16564024.75000000 PA USD 16725560.43000000 0.165684465881 Long ABS-CBDO USGA US N 2 2055-04-25 Floating 6.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WZH2 11551.53000000 PA USD 12069.92000000 0.000119565395 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 29037.00000000 NS USD 29303559.66000000 0.290282926603 Long EC CORP US N 1 N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AD5 416000.00000000 PA USD 453273.55000000 0.004490156628 Long DBT CORP JP N 2 2035-07-17 Fixed 8.13000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 367398AA2 53000.00000000 PA USD 55152.30000000 0.000546342193 Long DBT CORP US N 2 2029-07-01 Fixed 6.88000000 N N N N N N ARDONAGH GROUP FINANCE 254900SRT1BTAJ76NW62 039956AA5 604000.00000000 PA USD 597220.54000000 0.005916104670 Long DBT CORP JE N 2 2032-02-15 Fixed 8.88000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 7780000.00000000 PA USD 7598982.13000000 0.075276000509 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 854000.00000000 PA USD 813820.00000000 0.008061752704 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDW7 591000.00000000 PA USD 598707.36000000 0.005930833204 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDL1 14120000.00000000 PA USD 14686677.23000000 0.145487159166 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N FREDDIE MAC GOLD N/A 31298WFA8 35350.55000000 PA USD 36261.48000000 0.000359208528 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.00000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 314000.00000000 PA USD 302400.42000000 0.002995597802 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5L32 101802.48000000 PA USD 107707.70000000 0.001066959329 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 139000.00000000 PA USD 137380.04000000 0.001360895417 Long DBT CORP US N 2 2028-06-01 Fixed 4.63000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAP4 65000.00000000 PA USD 66535.67000000 0.000659106580 Long DBT CORP CA N 2 2032-11-15 Fixed 8.38000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61767EAD6 14135000.00000000 PA USD 13959248.24000000 0.138281201304 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.28000000 N N N N N N FIGRE Trust N/A 316918AA9 7531960.68000000 PA USD 7609066.87000000 0.075375900585 Long ABS-O CORP US N 2 2055-10-25 Variable 5.02000000 N N N N N N FNMA POOL AL4288 FN 10/43 FIXED VAR B1V7KEBTPIMZEU4LTD58 3138ELXS7 175991.61000000 PA USD 177836.27000000 0.001761657406 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AC8 339000.00000000 PA USD 342882.83000000 0.003396619131 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61779KAA4 15037764.97000000 PA USD 15107640.95000000 0.149657252563 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.98000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 184000.00000000 PA USD 189675.18000000 0.001878934402 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 N/A 38385BEV8 59404658.97000000 PA USD 5073157.88000000 0.050255024768 Long ABS-CBDO USGA US N 2 2054-12-20 Floating 2.34000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36259WAA9 991419.96000000 PA USD 952442.78000000 0.009434958783 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.38000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 9060000.00000000 PA USD 9034603.28000000 0.089497354971 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 261000.00000000 PA USD 254560.58000000 0.002521693303 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 185000.00000000 PA USD 192244.73000000 0.001904388528 Long DBT CORP US N 2 2032-09-01 Fixed 6.63000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 013092AG6 138000.00000000 PA USD 133138.41000000 0.001318877561 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NJU4 17925887.00000000 PA USD 18357912.35000000 0.181854647869 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Angel Oak Mortgage Trust 254900E0MZH4LYHYEK54 034952AC5 9574843.04000000 PA USD 9616049.33000000 0.095257196540 Long ABS-MBS CORP US N 2 2070-10-25 Variable 4.93000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAC6 76000.00000000 PA USD 79177.46000000 0.000784336956 Long DBT CORP US N 2 2029-07-01 Fixed 7.63000000 N N N N N N Radnor Re LTD 254900JO0CMUL2VM8206 75049GAB5 1011952.94000000 PA USD 1017897.66000000 0.010083358989 Long ABS-MBS CORP BM N 2 2031-11-25 Floating 7.37000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 508000.00000000 PA USD 320621.72000000 0.003176099159 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNW73 6905305.51000000 PA USD 6516106.54000000 0.064548966010 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 189000.00000000 PA USD 192455.41000000 0.001906475537 Long DBT CORP US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89176LAA2 405695.69000000 PA USD 403928.52000000 0.004001341621 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AG1 127000.00000000 PA USD 130850.21000000 0.001296210506 Long DBT CORP US N 2 2033-06-15 Fixed 6.38000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337JAC1 457457.00000000 PA USD 505504.07000000 0.005007555483 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000000 N N Y N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAD8 419000.00000000 PA USD 422053.31000000 0.004180886944 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 1112000.00000000 PA USD 1108775.30000000 0.010983598674 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFB3 15612000.00000000 PA USD 16016560.23000000 0.158661064786 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAM0 1190000.00000000 PA USD 1215633.07000000 0.012042138543 Long DBT CORP CA N 2 2031-08-06 Fixed 4.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNBZ6 42628585.29000000 PA USD 43295664.67000000 0.428889609162 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.00000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 701000.00000000 PA USD 701394.22000000 0.006948055773 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55285QAA0 23973229.37000000 PA USD 24077692.72000000 0.238515156169 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 4000.00000000 PA USD 3792.97000000 0.000037573402 Long DBT CORP US N 2 2054-04-15 Fixed 5.38000000 N N N N N N GITSIT Mortgage Loan Trust N/A 361728AA6 10102697.16000000 PA USD 10103129.56000000 0.100082244292 Long ABS-O CORP US N 2 2055-12-25 Variable 5.42000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 43033.00000000 NS USD 14728474.58000000 0.145901206375 Long EC CORP US N 1 N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 142000.00000000 PA USD 146291.55000000 0.001449173402 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 16000.00000000 PA USD 14863.82000000 0.000147241946 Long DBT CORP CA N 2 2028-06-01 Fixed 4.88000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414PKT5 8488.75000000 PA USD 8795.07000000 0.000087124523 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 155000.00000000 PA USD 158237.07000000 0.001567506484 Long DBT CORP US N 2 2031-09-01 Fixed 7.38000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 174000.00000000 PA USD 180808.17000000 0.001791097237 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N N FNMA POOL AX9969 FN 12/29 FIXED 3.5 B1V7KEBTPIMZEU4LTD58 3138YCCF6 133263.98000000 PA USD 131995.08000000 0.001307551661 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 615182.00000000 NS USD 58565326.40000000 0.580151849881 Long EC CORP US N 1 N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 78000.00000000 PA USD 79374.85000000 0.000786292314 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69382NAA0 15414653.03000000 PA USD 15619310.30000000 0.154725881702 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.61000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 149000.00000000 PA USD 107297.32000000 0.001062894079 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFG6 7134000.00000000 PA USD 7167083.18000000 0.070997582028 Long DBT CORP US N 2 2032-01-22 Fixed 4.35000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 213714.29000000 PA USD 218285.78000000 0.002162352826 Long DBT CORP KY N 2 2028-02-01 Fixed 8.38000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 229766.00000000 NS USD 148929725.88000000 1.475307341096 Long EC CORP US N 1 N N N GoldenTree Loan Management US CLO19, LTD 9845000ND1D1M408P483 38138WAN4 17000000.00000000 PA USD 17010455.00000000 0.168506649620 Long ABS-CBDO CORP JE N 2 2039-07-20 Floating 4.82000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XZGM7 193573.17000000 PA USD 192368.42000000 0.001905613809 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 148000.00000000 PA USD 150327.12000000 0.001489150016 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 260000.00000000 PA USD 268159.27000000 0.002656402791 Long DBT CORP US N 2 2033-06-15 Fixed 6.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 44000.00000000 PA USD 41198.22000000 0.000408112188 Long DBT CORP US N 2 2032-02-15 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BD86 113564.71000000 PA USD 114755.17000000 0.001136772015 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Verus Securitization Trust 213800OVCAXDOBS94P47 924931AC2 20379269.18000000 PA USD 20513425.91000000 0.203207302351 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 47300000.00000000 PA USD 36812703.13000000 0.364668979630 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N COLUMBIA SHORT TERM CASH FUND N/A 19766H239 351299405.23000000 NS USD 351229145.35000000 3.479298262856 Long STIV RF US N 1 N N N MMP Capital N/A 55317QAA2 7186614.01000000 PA USD 7241030.33000000 0.071730107202 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.36000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BF9 35606000.00000000 PA USD 35604984.87000000 0.352705245698 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AKT74 10686.33000000 PA USD 10656.43000000 0.000105563273 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 393000.00000000 PA USD 406761.44000000 0.004029404707 Long DBT CORP PA N 2 2033-02-15 Fixed 6.13000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 1721141.00000000 NS USD 86298009.74000000 0.854873575702 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 349639.00000000 NS USD 50837510.60000000 0.503599614839 Long EC CORP US N 1 N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AC8 117000.00000000 PA USD 119145.03000000 0.001180258248 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 424000.00000000 PA USD 436147.98000000 0.004320509642 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 163072.00000000 NS USD 33041648.64000000 0.327312673897 Long EC CORP US N 1 N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 139000.00000000 PA USD 140055.86000000 0.001387402261 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228 N/A 3137H7VH3 19664842.82000000 PA USD 2454227.45000000 0.024311733284 Long ABS-CBDO USGA US N 2 2047-01-25 Floating 2.19000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 324000.00000000 PA USD 330734.46000000 0.003276276605 Long DBT CORP US N 2 2032-01-15 Fixed 6.63000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WBZN8 85415.63000000 PA USD 84697.67000000 0.000839020508 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAS1 8682000.00000000 PA USD 8726582.91000000 0.086446085586 Long DBT CORP US N 2 2032-01-16 Fixed 4.49000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12596XAA0 1397186.38000000 PA USD 1361552.26000000 0.013487623324 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.57000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873HAA1 1188477.79000000 PA USD 1188493.00000000 0.011773287282 Long ABS-O CORP US N 2 2051-08-25 Variable 5.87000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 362000.00000000 PA USD 375826.87000000 0.003722964888 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AE7 160000.00000000 PA USD 157614.35000000 0.001561337780 Long DBT CORP US N 2 2028-05-01 Fixed 4.25000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688HAA9 9361902.78000000 PA USD 8729065.30000000 0.086470676299 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 376585.00000000 NS USD 85684385.05000000 0.848794970478 Long EC CORP US N 1 N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688TAA3 4933585.79000000 PA USD 4962454.17000000 0.049158386773 Long ABS-MBS CORP US N 2 2069-02-25 Variable 5.84000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 125000.00000000 PA USD 128116.11000000 0.001269126337 Long DBT CORP US N 2 2030-04-14 Fixed 7.13000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAE5 269000.00000000 PA USD 279248.01000000 0.002766248555 Long DBT CORP XX N 2 2032-09-15 Fixed 6.75000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 167874.00000000 NS USD 56316690.78000000 0.557876722347 Long EC CORP IE N 1 N N N Oceanview Mortgage Trust N/A 676477AA0 769490.37000000 PA USD 733775.01000000 0.007268821939 Long ABS-MBS CORP US N 2 2050-05-28 Variable 1.73000000 N N N N N N GE Vernova Inc 254900DP080RU6OK2553 36828A101 33122.00000000 NS USD 28935379.20000000 0.286635707538 Long EC CORP US N 1 N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 524000.00000000 PA USD 516762.48000000 0.005119082008 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 358000.00000000 PA USD 377020.40000000 0.003734788072 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 516806AK2 60000.00000000 PA USD 61001.20000000 0.000604281768 Long DBT CORP US N 2 2032-04-15 Fixed 7.88000000 N N N N N N A&D Mortgage Trust 984500D4480E0AE81M71 00250FAC7 13989403.67000000 PA USD 14136552.61000000 0.140037589675 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.37000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87 N/A 3136BTB51 13345271.72000000 PA USD 13506498.62000000 0.133796234760 Long ABS-CBDO USGA US N 2 2054-12-25 Floating 5.07000000 N N N N N N New York Mortgage Trust 254900EYRFLK2LMLVT67 62957JAC5 13045342.39000000 PA USD 13119192.07000000 0.129959551431 Long ABS-MBS CORP US N 2 2060-10-25 Variable 5.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 77000.00000000 PA USD 78215.41000000 0.000774806828 Long DBT CORP US N 2 2034-07-31 Fixed 6.13000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12654PAE8 6673105.33000000 PA USD 6528946.90000000 0.064676163434 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 N/A 38385BDH0 50797155.92000000 PA USD 4629703.59000000 0.045862138354 Long ABS-CBDO USGA US N 2 2054-12-20 Floating 2.34000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 220000.00000000 PA USD 220579.65000000 0.002185076048 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N Madison Park Funding Ltd 549300YWZ8HFDYP0MR16 55822RAB6 9072884.88000000 PA USD 9074599.66000000 0.089893561656 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 4.59000000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAN4 314762.53000000 PA USD 299024.40000000 0.002962154733 Long LON CORP US N 2 2028-12-11 None 0.00000000 N N N N N N Reach Financial LLC N/A 75526XAA2 9850000.00000000 PA USD 9849166.69000000 0.097566471942 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.32000000 N N N N N N Progress Residential Trust N/A 74333TAG4 11910000.00000000 PA USD 11731269.01000000 0.116210697284 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 2.08000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 5050000.00000000 PA USD 5946079.24000000 0.058902239305 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 312000.00000000 PA USD 310810.39000000 0.003078907500 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98379YAA0 386000.00000000 PA USD 400082.37000000 0.003963241414 Long DBT CORP US N 2 2034-04-15 Fixed 7.75000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 201000.00000000 PA USD 206195.06000000 0.002042581384 Long DBT CORP BM N 2 2028-03-15 Fixed 6.13000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 82000.00000000 PA USD 86613.16000000 0.000857995474 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 790424.00000000 NS USD 50903305.60000000 0.504251384295 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFXK7 262954.90000000 PA USD 253452.71000000 0.002510718672 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6L97 14895.19000000 PA USD 15759.57000000 0.000156115303 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Imperial Fund LLC N/A 452761AC3 3922574.03000000 PA USD 3428304.99000000 0.033961007377 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.52000000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AJ0 20000000.00000000 PA USD 19999780.00000000 0.198119093283 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.70000000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 160000.00000000 PA USD 169408.11000000 0.001678167517 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 136841.00000000 NS USD 20378361.72000000 0.201869347891 Long EC CORP US N 1 N N N Pagaya AI Debt Selection Trust N/A 69548KAA7 1428056.34000000 PA USD 1433872.10000000 0.014204028261 Long ABS-O CORP US N 2 2031-11-15 Fixed 6.09000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 57108VAB8 3526026.64000000 PA USD 3537475.65000000 0.035042458881 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.07000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 325000.00000000 PA USD 326185.15000000 0.003231210851 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 320000.00000000 PA USD 191236.01000000 0.001894396083 Long DBT CORP US N 2 2031-02-15 Fixed 3.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 558000.00000000 PA USD 566908.98000000 0.005615836428 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 647732.00000000 NS USD 63490690.64000000 0.628942821448 Long EC CORP US N 1 N N N TE Connectivity PLC 6367003TB6K484NFHE54 000000000 423649.00000000 NS USD 97502817.35000000 0.965869112859 Long EC CORP IE N 1 N N N ION PLAT FIN US/SARL N/A 46206AAD4 224000.00000000 PA USD 208252.41000000 0.002062961624 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 283000.00000000 PA USD 274331.68000000 0.002717547078 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 81000.00000000 PA USD 51188.92000000 0.000507080698 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 29103CAA6 528000.00000000 PA USD 546642.80000000 0.005415078360 Long DBT CORP US N 2 2030-12-15 Fixed 6.63000000 N N N N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 2993653.00000000 NS USD 294335962.96000000 2.915710777938 Long EC RF US N 1 N N N Research-Driven Pagaya Motor Asset Trust I N/A 76088LAA6 1000548.23000000 PA USD 991458.45000000 0.009821450493 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.65000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 134000.00000000 PA USD 129089.54000000 0.001278769197 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 650000.00000000 PA USD 619932.21000000 0.006141087919 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 652000.00000000 PA USD 688161.28000000 0.006816969427 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 529000.00000000 PA USD 479788.29000000 0.004752813330 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 280000.00000000 PA USD 296346.97000000 0.002935631941 Long DBT CORP US N 2 2033-03-15 Fixed 8.63000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 3325000.00000000 PA USD 3563364.01000000 0.035298910623 Long DBT CORP US N 2 2034-06-12 Fixed 5.84000000 N N N N N N TRANSMONTAIGNE PARTNERS N/A 89377AAA3 436000.00000000 PA USD 456107.01000000 0.004518225063 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 1510000.00000000 PA USD 1523124.82000000 0.015088171384 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EJ2 2367000.00000000 PA USD 1893319.94000000 0.018755347799 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N BOYNE USA INC N/A 103557AC8 251000.00000000 PA USD 249179.96000000 0.002468392539 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 98000.00000000 PA USD 101785.70000000 0.001008295620 Long DBT CORP US N 2 2030-12-15 Fixed 6.13000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 94000.00000000 PA USD 102007.37000000 0.001010491498 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 154000.00000000 PA USD 170895.38000000 0.001692900508 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 380000.00000000 PA USD 379499.84000000 0.003759349562 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12657LAA2 2864819.66000000 PA USD 2445724.33000000 0.024227500836 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.83000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 97000.00000000 PA USD 97010.01000000 0.000960987331 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAK4 8400000.00000000 PA USD 8501979.31000000 0.084221148033 Long DBT CORP CA N 2 2029-08-06 Fixed 4.50000000 N N N N N N A&D MTG TR ADMT_24-NQM2 N/A 00002NAA5 20176285.31000000 PA USD 20425167.86000000 0.202333012492 Long ABS-CBDO CORP US N 2 2069-04-25 Floating 6.50000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 470000.00000000 PA USD 460168.37000000 0.004558457154 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 193000.00000000 PA USD 194465.31000000 0.001926385734 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAA9 115000.00000000 PA USD 112837.85000000 0.001117778922 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 72000.00000000 PA USD 74324.46000000 0.000736262830 Long DBT CORP US N 2 2030-01-30 Fixed 6.88000000 N N N N N N PulteGroup Inc N/A 745867101 249430.00000000 NS USD 34221796.00000000 0.339003288739 Long EC CORP US N 1 N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 174000.00000000 PA USD 183424.73000000 0.001817017046 Long DBT CORP US N 2 2033-11-01 Fixed 8.38000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E6C75 319536.27000000 PA USD 308237.14000000 0.003053416722 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 356703.00000000 NS USD 29331687.69000000 0.290561564658 Long EC CORP US N 1 N N N VISIO_20-1R N/A 92837MAB3 308400.93000000 PA USD 299190.41000000 0.002963799239 Long ABS-CBDO CORP US N 2 2055-11-25 Fixed 1.57000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549EAA0 5081664.41000000 PA USD 5086893.95000000 0.050391095152 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KYV3 6373.98000000 PA USD 6777.13000000 0.000067134681 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 752000.00000000 PA USD 720492.62000000 0.007137245739 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N COLT Funding LLC 213800A53WDNKWGEVL75 19688UAD4 10366860.00000000 PA USD 10418807.30000000 0.103209368071 Long ABS-MBS CORP US N 2 2071-01-26 Variable 4.98000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 386143.00000000 NS USD 64296670.93000000 0.636926913486 Long EC CORP US N 1 N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 8099806.69000000 PA USD 8136766.11000000 0.080603322835 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.71000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 128000.00000000 PA USD 131608.36000000 0.001303720788 Long DBT CORP US N 2 2029-03-01 Fixed 6.38000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 135000.00000000 PA USD 139144.03000000 0.001378369615 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAL7 190000.00000000 PA USD 193384.99000000 0.001915684016 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HNZ1 22357.90000000 PA USD 23425.27000000 0.000232052215 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166AAF1 7657816.29000000 PA USD 7629576.56000000 0.075579070880 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZE5 15293466.13000000 PA USD 15637670.05000000 0.154907754554 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 8.27000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618MAA4 136000.00000000 PA USD 133677.93000000 0.001324222080 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 335000.00000000 PA USD 323650.05000000 0.003206097989 Long DBT CORP US N 2 2029-11-15 Fixed 3.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 355000.00000000 PA USD 359669.68000000 0.003562910736 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 7000000.00000000 PA USD 7157131.80000000 0.070899003025 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.57000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBC3 152000.00000000 PA USD 154747.22000000 0.001532935808 Long DBT CORP US N 2 2032-10-15 Fixed 6.38000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 210000.00000000 PA USD 217121.22000000 0.002150816620 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKPN8 7330342.20000000 PA USD 7457197.44000000 0.073871472348 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 7.62000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 371000.00000000 PA USD 388650.68000000 0.003849998366 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569TAC2 1423595.79000000 PA USD 1347848.39000000 0.013351871916 Long ABS-MBS CORP US N 2 2049-02-25 Variable 1.33000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 398000.00000000 PA USD 418622.20000000 0.004146898150 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97382BAB5 167000.00000000 PA USD 173740.29000000 0.001721082367 Long DBT CORP US N 2 2033-10-15 Fixed 7.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAA3 147000.00000000 PA USD 155521.03000000 0.001540601219 Long DBT CORP US N 2 2031-01-15 Fixed 8.38000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 121000.00000000 PA USD 117814.63000000 0.001167079221 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Starwood Mortgage Residential Trust N/A 85572JAC1 359584.37000000 PA USD 357282.06000000 0.003539258820 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.92000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAG1 52000.00000000 PA USD 51963.28000000 0.000514751558 Long DBT CORP US N 2 2027-12-15 Fixed 5.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 45000.00000000 PA USD 44964.24000000 0.000445418622 Long DBT CORP US N 2 2040-01-17 Fixed 6.65000000 N N N N N N FED HM LN PC POOL G04477 N/A 3128M6JW9 1076.87000000 PA USD 1138.93000000 0.000011282313 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 6.00000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 199000.00000000 PA USD 202829.17000000 0.002009238664 Long DBT CORP US N 2 2034-03-01 Fixed 5.63000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 153201.10000000 PA USD 146499.17000000 0.001451230099 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N CAMPBELLS COMPANY/THE 5493007JDSMX8Z5Z1902 134429BQ1 7530000.00000000 PA USD 7310329.45000000 0.072416588694 Long DBT CORP US N 2 2035-03-23 Fixed 4.75000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LFC8 3065000.00000000 PA USD 3111059.98000000 0.030818358121 Long DBT CORP US N 2 2028-01-09 Fixed 4.80000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 176000.00000000 PA USD 185022.27000000 0.001832842379 Long DBT CORP US N 2 2031-02-15 Fixed 7.38000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 342000.00000000 PA USD 341358.95000000 0.003381523479 Long DBT CORP US N 2 2034-03-15 Fixed 6.88000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 148000.00000000 PA USD 149900.42000000 0.001484923098 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126405AA7 2718763.26000000 PA USD 2497154.42000000 0.024736970580 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N GS Mortgage-Backed Securities Trust 25490076N7JFR2Y3CU63 36272UAA6 11141158.62000000 PA USD 11197688.86000000 0.110925018365 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.01000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 272000.00000000 PA USD 261487.65000000 0.002590313299 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 270000.00000000 PA USD 278754.22000000 0.002761357040 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 247000.00000000 PA USD 259749.35000000 0.002573093589 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 216628.12000000 PA USD 208586.65000000 0.002066272627 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N BX Trust N/A 05609DAA3 7225000.00000000 PA USD 7194172.22000000 0.071265927782 Long ABS-MBS CORP US N 2 2028-02-15 Fixed 5.05000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAP4 144000.00000000 PA USD 149025.84000000 0.001476259453 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AF0 8690000.00000000 PA USD 8631880.33000000 0.085507955803 Long DBT CORP NL N 2 2028-01-29 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTMA5 23238363.44000000 PA USD 21949750.41000000 0.217435624243 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12656TAD0 4775000.00000000 PA USD 3782694.84000000 0.037471615781 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.75000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AL9 140000.00000000 PA USD 145503.65000000 0.001441368415 Long DBT US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538BAB9 295179.50000000 PA USD 291106.41000000 0.002883718620 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.06000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 191421.00000000 NS USD 29760222.87000000 0.294806661419 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JAV6 14738503.82000000 PA USD 2121233.27000000 0.021013071748 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAB4 329268.20000000 PA USD 319312.02000000 0.003163125188 Long DBT CORP FR N 2 2030-10-15 Fixed 6.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 254000.00000000 PA USD 260313.33000000 0.002578680410 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 101000.00000000 PA USD 101711.69000000 0.001007562473 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 322000.00000000 PA USD 335090.13000000 0.003319424149 Long DBT CORP US N 2 2030-12-15 Fixed 6.88000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 38456.00000000 PA USD 34222.24000000 0.000339007687 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 197000.00000000 PA USD 205579.62000000 0.002036484796 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 5000000.00000000 PA USD 4980673.14000000 0.049338865049 Long DBT CORP US N 2 2054-10-01 Fixed 6.05000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 51000.00000000 PA USD 51160.42000000 0.000506798375 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AR7 154000.00000000 PA USD 162247.98000000 0.001607238813 Long DBT US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91535UAA4 2953817.08000000 PA USD 2959893.97000000 0.029320898007 Long ABS-O CORP US N 2 2033-12-15 Fixed 4.62000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 249000.00000000 PA USD 258775.08000000 0.002563442408 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 72151.00000000 NS USD 29870514.00000000 0.295899212371 Long EC CORP US N 1 N N N MFRA Trust 2549007EHG79GWD49I44 55286LAA0 1722404.32000000 PA USD 1733118.88000000 0.017168385905 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.11000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAE5 129000.00000000 PA USD 129805.90000000 0.001285865505 Long DBT CORP US N 2 2033-03-01 Fixed 5.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 1422227.00000000 NS USD 375723928.86000000 3.721945146931 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 692.00000000 NC USD 296351.77000000 0.002935679490 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVM6 Comdty 2026-06-30 75920960.73000000 USD 296351.77000000 N N N APA CORP 549300VCIWLRHYVSHC79 03743QAT5 2994000.00000000 PA USD 3044849.67000000 0.030162474577 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXB0 6850000.00000000 PA USD 7039708.12000000 0.069735796579 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 269000.00000000 PA USD 264873.45000000 0.002623853249 Long DBT CORP US N 2 2029-12-01 Fixed 5.63000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 112000.00000000 PA USD 113966.32000000 0.001128957617 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 163000.00000000 PA USD 171479.56000000 0.001698687432 Long DBT US N 2 2031-11-15 Fixed 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BSH4 48496241.40000000 PA USD 5336919.22000000 0.052867861386 Long ABS-MBS USGA US N 2 2054-12-20 Floating 2.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HK4A9 16864381.89000000 PA USD 17054091.01000000 0.168938910711 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.99000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FP3 3939000.00000000 PA USD 4086121.59000000 0.040477380474 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 254900H1TTX80VH1NW52 38140AAC2 18000000.00000000 PA USD 18033246.00000000 0.178638482347 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.91000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBZ3 219000.00000000 PA USD 220968.65000000 0.002188929507 Long DBT CORP BM N 2 2033-09-15 Fixed 6.25000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465AAD1 2575000.00000000 PA USD 2337513.93000000 0.023155561728 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.81000000 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 402000.00000000 PA USD 387740.43000000 0.003840981371 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 331000.00000000 PA USD 303093.89000000 0.003002467360 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N GCAT N/A 36167AAA8 8421962.69000000 PA USD 8066386.58000000 0.079906138732 Long ABS-MBS CORP US N 2 2066-08-25 Variable 2.35000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 297000.00000000 PA USD 306298.64000000 0.003034213817 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 91000.00000000 PA USD 90956.73000000 0.000901023155 Long DBT US N 2 2027-09-15 Fixed 4.88000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBA5 127000.00000000 PA USD 126978.99000000 0.001257861954 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Home Partners of America Trust N/A 43732TAG6 6365163.34000000 PA USD 6205090.30000000 0.061468019347 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.12000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 4225000.00000000 PA USD 3516959.96000000 0.034839229151 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 516000.00000000 PA USD 505127.27000000 0.005003822878 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EH1 77196.84000000 PA USD 72584.58000000 0.000719027468 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 77000.00000000 PA USD 74139.66000000 0.000734432189 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 151000.00000000 PA USD 156082.34000000 0.001546161591 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569LAA3 7265165.32000000 PA USD 7340792.06000000 0.072718353247 Long ABS-MBS CORP US N 2 2064-03-25 Variable 6.19000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 220000.00000000 PA USD 212754.83000000 0.002107562883 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154 N/A 38383AET7 36547033.65000000 PA USD 5267184.07000000 0.052177060552 Long ABS-CBDO USGA US N 2 2051-09-20 Floating 2.52000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552757AD8 2925000.00000000 PA USD 2727609.30000000 0.027019871285 Long ABS-MBS CORP US N 2 2065-01-26 Variable 2.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JF25 32247692.75000000 PA USD 4167269.37000000 0.041281235546 Long ABS-MBS USGA US N 2 2051-08-20 Floating 2.27000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYN3 3914463.02000000 PA USD 3976933.15000000 0.039395752839 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 6.62000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 12286000.00000000 PA USD 10640413.07000000 0.105404608930 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 220000.00000000 PA USD 219319.46000000 0.002172592526 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N UWM HOLDINGS LLC N/A 903522AA8 316000.00000000 PA USD 313564.41000000 0.003106188997 Long DBT CORP US N 2 2030-02-01 Fixed 6.63000000 N N N N N N Oportun Funding LLC N/A 68377NAA9 4930.42000000 PA USD 4930.42000000 0.000048841054 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.26000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 172000.00000000 PA USD 160453.90000000 0.001589466543 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L1WP1 289.02000000 PA USD 305.86000000 0.000003029868 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N FIGRE Trust N/A 31684QAA8 7037302.35000000 PA USD 7087444.54000000 0.070208676593 Long ABS-O CORP US N 2 2055-07-25 Variable 5.27000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 632000.00000000 PA USD 645507.17000000 0.006394435100 Long DBT CORP US N 2 2033-05-31 Fixed 6.38000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 365000.00000000 PA USD 375470.10000000 0.003719430702 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 739000.00000000 PA USD 742192.96000000 0.007352210688 Long DBT CORP US N 2 2031-03-01 Fixed 5.88000000 N N N N N N SIX FLAGS/CAN WON/MILLEN N/A 83003AAA8 248000.00000000 PA USD 250811.29000000 0.002484552598 Long DBT CORP US N 2 2032-01-15 Fixed 8.63000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 367000.00000000 PA USD 352723.19000000 0.003494098364 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 19600000.00000000 PA USD 18986470.85000000 0.188081188365 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH36 518360.65000000 PA USD 520781.08000000 0.005158890516 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 5.82000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98 N/A 38382TC93 14513066.72000000 PA USD 2225069.37000000 0.022041678762 Long ABS-CBDO USGA US N 2 2051-06-20 Floating 2.52000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 242000.00000000 PA USD 233174.91000000 0.002309845495 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N EDGEX_25-2NN N/A 28057AAA8 11062680.70000000 PA USD 11093557.75000000 0.109893488964 Long ABS-MBS CORP US N 2 2032-01-15 Fixed 5.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 186000.00000000 PA USD 186599.91000000 0.001848470581 Long DBT CORP US N 2 2030-05-15 Fixed 6.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAD2 300000.00000000 PA USD 293250.00000000 0.002904953159 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 404000.00000000 PA USD 381134.71000000 0.003775544689 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 118000.00000000 PA USD 124804.51000000 0.001236321417 Long DBT CORP BM N 2 2031-05-15 Fixed 8.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 80000.00000000 PA USD 80460.87000000 0.000797050498 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 40000.00000000 PA USD 39804.18000000 0.000394302739 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAG0 248000.00000000 PA USD 251278.79000000 0.002489183682 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUY35 18143701.01000000 PA USD 18436942.77000000 0.182637528238 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.00000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 523000.00000000 PA USD 561070.68000000 0.005558001857 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Starwood Mortgage Residential Trust 2020-INV1 N/A 85573EAC1 275524.03000000 PA USD 268574.90000000 0.002660520049 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.59000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAA1 11000.00000000 PA USD 11368.75000000 0.000112619560 Long DBT CORP US N 2 2028-07-01 Fixed 8.38000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 4032000.00000000 PA USD 3919535.91000000 0.038827172127 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 189000.00000000 PA USD 191465.57000000 0.001896670119 Long DBT CORP US N 2 2030-08-15 Fixed 5.63000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAG4 6950000.00000000 PA USD 6688448.57000000 0.066256197126 Long ABS-MBS CORP US N 2 2036-01-15 Floating 5.97000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 263000.00000000 PA USD 244405.69000000 0.002421098316 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AJ9 289000.00000000 PA USD 291499.96000000 0.002887617152 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 711529.54000000 PA USD 714423.62000000 0.007077125839 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.32000000 N N N N N N Bayview Opportunity Master Fund VII 254900S53K9VTUR1UX42 07336QAC6 279778.88000000 PA USD 280676.21000000 0.002780396395 Long ABS-O CORP US N 2 2031-12-26 Floating 5.17000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2H6 6379000.00000000 PA USD 6607207.93000000 0.065451422177 Long DBT CORP US N 2 2029-04-12 Fixed 5.25000000 N N N N N N ACHV ABS TRUST N/A 00092BAB0 731670.26000000 PA USD 739958.47000000 0.007330075688 Long ABS-O CORP US N 2 2031-04-25 Fixed 6.34000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 302000.00000000 PA USD 310738.26000000 0.003078192976 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 96000.00000000 PA USD 98014.76000000 0.000970940449 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 52409275.96000000 PA USD 45678161.88000000 0.452490778124 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 22000.00000000 PA USD 19957.23000000 0.000197697590 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2J2 6338000.00000000 PA USD 6351713.83000000 0.062920481365 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH4B5 1045.64000000 PA USD 1040.23000000 0.000010304584 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AR9 66000.00000000 PA USD 67355.76000000 0.000667230444 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 276000.00000000 PA USD 268669.02000000 0.002661452407 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Mill City Mortgage Trust N/A 59982HAG5 7225000.00000000 PA USD 6769438.46000000 0.067058488130 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.85000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 170000.00000000 PA USD 173849.62000000 0.001722165397 Long DBT CORP US N 2 2030-04-15 Fixed 6.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 120000.00000000 PA USD 123862.52000000 0.001226990004 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 519000.00000000 PA USD 487968.57000000 0.004833847704 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69380TAA9 1156256.47000000 PA USD 1165441.19000000 0.011544934586 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.22000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 150000.00000000 PA USD 157927.32000000 0.001564438080 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAC3 127000.00000000 PA USD 127055.65000000 0.001258621353 Long DBT CORP US N 2 2030-07-15 Fixed 9.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YSCY0 186858.58000000 PA USD 180105.97000000 0.001784141199 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 174000.00000000 PA USD 164412.91000000 0.001628684748 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AP4 20000000.00000000 PA USD 20263244.68000000 0.200728991168 Long DBT CORP US N 2 2027-01-15 Fixed 5.40000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAC7 269000.00000000 PA USD 268986.51000000 0.002664597483 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBC1 120000.00000000 PA USD 120072.08000000 0.001189441664 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 77000.00000000 PA USD 78060.66000000 0.000773273865 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 35000.00000000 PA USD 34718.70000000 0.000343925651 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N LONG RIDGE ENERGY LLC 984500764EC9AZ2FC764 54288CAA1 260000.00000000 PA USD 279187.47000000 0.002765648842 Long DBT CORP US N 2 2032-02-15 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LBU97 58606.02000000 PA USD 60913.35000000 0.000603411521 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 18015000.00000000 PA USD 16541405.65000000 0.163860216913 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 26846MAA2 7270000.00000000 PA USD 7302478.73000000 0.072338818962 Long ABS-MBS CORP US N 2 2060-12-25 Variable 4.91000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 318000.00000000 PA USD 324821.23000000 0.003217699773 Long DBT CORP KY N 2 2030-03-15 Fixed 5.88000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAF8 460000.00000000 PA USD 464954.23000000 0.004605866187 Long DBT CORP US N 2 2032-08-15 Fixed 6.63000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 193000.00000000 PA USD 149601.39000000 0.001481960888 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 040133AA8 476000.00000000 PA USD 470370.13000000 0.004659516437 Long DBT CORP US N 2 2029-04-01 Fixed 7.50000000 N N N N N N PRKCM_21-AFC2 TRUST N/A 69361JAE6 8383000.00000000 PA USD 6198218.35000000 0.061399945373 Long ABS-CBDO CORP US N 2 2056-11-25 Floating 3.70000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAF0 13500000.00000000 PA USD 13870133.86000000 0.137398428585 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 78707.00000000 NS USD 76681081.82000000 0.759607675793 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMSZ7 103019.63000000 PA USD 102431.17000000 0.001014689687 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36252CAA0 3835000.00000000 PA USD 3761066.57000000 0.037257364762 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 3.72000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AG9 196000.00000000 PA USD 201498.42000000 0.001996056170 Long DBT CORP FR N 2 2032-04-15 Fixed 7.00000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 96000.00000000 PA USD 98224.85000000 0.000973021614 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAH9 242000.00000000 PA USD 261252.90000000 0.002587987851 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 62665.00000000 NS USD 27690410.20000000 0.274302965406 Long EC CORP US N 1 N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 144000.00000000 PA USD 137546.55000000 0.001362544876 Long DBT CORP US N 2 2032-01-31 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKF25 16595943.12000000 PA USD 16902159.85000000 0.167433870973 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 7.62000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569JAA8 4341363.73000000 PA USD 4336347.28000000 0.042956132081 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.11000000 N N N N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAA3 1884098.49000000 PA USD 1897569.42000000 0.018797443418 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.26000000 N N N N N N VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 N/A 92842UAA0 11234457.65000000 PA USD 11315761.42000000 0.112094652658 Long ABS-CBDO CORP US N 2 2055-08-25 Floating 5.60000000 N N N N N N UMBS, TBA N/A 01F032435 33550000.00000000 PA USD 32809108.30000000 0.325009114492 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 56202.00000000 NS USD 17949794.76000000 0.177811809053 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 156461.00000000 NS USD 164595407.39000000 1.630492578956 Long EC CORP US N 1 N N N A&D Mortgage Trust 9845006Y6D399D9E8O78 002941AA0 14522717.77000000 PA USD 14648737.20000000 0.145111322815 Long ABS-MBS CORP US N 2 2070-10-25 Variable 5.23000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 185000.00000000 PA USD 189366.39000000 0.001875875508 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RT67 26363944.00000000 PA USD 26987254.34000000 0.267337458714 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 399000.00000000 PA USD 386671.90000000 0.003830396445 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 44984WAJ6 601000.00000000 PA USD 535708.35000000 0.005306761002 Long DBT CORP GB N 2 2029-04-15 Fixed 7.50000000 N N N N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 349515.00000000 NS USD 28796540.85000000 0.285260366009 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 210533.00000000 NS USD 63223059.90000000 0.626291654308 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 1293110.00000000 NS USD 271553100.00000000 2.690022287762 Long EC CORP US N 1 N N N Verus Securitization Trust 9845000FE754F4AE7E70 92540FAA8 5871570.75000000 PA USD 5928013.57000000 0.058723279629 Long ABS-MBS CORP US N 2 2069-03-25 Variable 6.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E3D0 20158687.35000000 PA USD 20724924.72000000 0.205302423021 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAV1 87000.00000000 PA USD 92872.50000000 0.000920000894 Long DBT CORP CA N 2 2031-12-01 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCE9 5058000.00000000 PA USD 5159876.45000000 0.051114064441 Long DBT CORP US N 2 2028-04-15 Fixed 4.80000000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AC9 846846.08000000 PA USD 783659.00000000 0.007762975918 Long ABS-CBDO CORP US N 2 2065-05-25 Variable 1.20000000 N N N N N N GCAT N/A 36168MAA1 26809109.08000000 PA USD 26708781.35000000 0.264578887556 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.35000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAC0 109000.00000000 PA USD 109902.54000000 0.001088701554 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AS0 140000.00000000 PA USD 143347.71000000 0.001420011536 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AA8 127000.00000000 PA USD 123546.41000000 0.001223858598 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45774NAD0 360375.00000000 PA USD 324201.06000000 0.003211556329 Long DBT CORP US N 2 2029-06-15 Fixed 11.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46594EAC8 19543315.09000000 PA USD 19678763.94000000 0.194939087766 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.06000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0EA9 28500908.30000000 PA USD 23969140.47000000 0.237439830673 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 187000.00000000 PA USD 183933.54000000 0.001822057351 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 509795.00000000 NS USD 75572010.80000000 0.748621147698 Long EC CORP US N 1 N N N Pagaya AI Debt Selection Trust N/A 69545AAA2 6439017.15000000 PA USD 6468922.52000000 0.064081558106 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.12000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 56000.00000000 PA USD 55204.85000000 0.000546862756 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 102000.00000000 PA USD 94732.22000000 0.000938423399 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 515000.00000000 PA USD 504983.06000000 0.005002394324 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 216000.00000000 PA USD 223498.26000000 0.002213987984 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662GAC2 5185880.15000000 PA USD 5181730.41000000 0.051330551159 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.15000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WAHH3 112182.29000000 PA USD 113358.34000000 0.001122934929 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 10331000.00000000 PA USD 11168602.34000000 0.110636885448 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 381935AA3 7068234.74000000 PA USD 7205715.44000000 0.071380275654 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N UMBS, TBA N/A 01F030439 17625000.00000000 PA USD 17062875.30000000 0.169025928447 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.00000000 N N N N N N Ellington Financial Mortgage Trust 254900TJEVLCYF1H3X71 26846CAA4 4858511.54000000 PA USD 4910660.37000000 0.048645314094 Long ABS-MBS CORP US N 2 2070-01-25 Variable 5.67000000 N N N N N N Oak Hill Credit Partners N/A 67098UAY1 16150000.00000000 PA USD 16219283.50000000 0.160669254398 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.00000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 182000.00000000 PA USD 183612.99000000 0.001818881962 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 220000.00000000 PA USD 230483.59000000 0.002283185108 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BS2 270000.00000000 PA USD 272127.56000000 0.002695712925 Long DBT CORP US N 2 2033-11-15 Fixed 5.38000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 4333000.00000000 PA USD 4218141.77000000 0.041785180777 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 97868.00000000 NS USD 30231425.20000000 0.299474421683 Long EC CORP US N 1 N N N Legacy Mortgage Asset Trust N/A 52476DAA5 10067105.43000000 PA USD 10098306.41000000 0.100034465861 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N UMBS, TBA N/A 01F030637 106000000.00000000 PA USD 95843937.54000000 0.949436143905 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 3.00000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 762722.00000000 NS USD 65647482.54000000 0.650308139248 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 6717000.00000000 PA USD 6770316.09000000 0.067067181988 Long DBT CORP US N 2 2031-09-11 Fixed 4.50000000 N N N N N N VISIO_19-2 N/A 92837DAC1 71706.64000000 PA USD 71333.11000000 0.000706630326 Long ABS-CBDO CORP US N 2 2054-11-25 Floating 3.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E43G4 5661.05000000 PA USD 5634.17000000 0.000055812446 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.50000000 N N N N N N PRKCM_21-AFC2 TRUST N/A 69361JAC0 12941000.00000000 PA USD 9708665.61000000 0.096174659303 Long ABS-CBDO CORP US N 2 2056-11-25 Floating 2.89000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 193048.00000000 NS USD 72570604.16000000 0.718889022540 Long EC CORP IE N 1 N N N CNT PRNT/CDK GLO II/FIN N/A 154915AA0 77000.00000000 PA USD 49296.81000000 0.000488337336 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N N RIVERS ENTERPRISE N/A 76883NAA9 316000.00000000 PA USD 324389.18000000 0.003213419858 Long DBT CORP US N 2 2033-02-01 Fixed 6.63000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAJ7 3168000.00000000 PA USD 3176739.88000000 0.031468987390 Long DBT CORP US N 2 2028-09-15 Fixed 4.05000000 N N N N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 179000.00000000 PA USD 180563.10000000 0.001788669557 Long DBT CORP US N 2 2032-08-01 Fixed 5.88000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCQK2 101300.73000000 PA USD 100491.01000000 0.000995470339 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 136000.00000000 PA USD 141482.40000000 0.001401533657 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAB9 289000.00000000 PA USD 303025.02000000 0.003001785129 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 707762.00000000 NS USD 80302676.52000000 0.795483423337 Long EC CORP US N 1 N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 525000.00000000 PA USD 524353.78000000 0.005194281909 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20600DAA1 241000.00000000 PA USD 251950.75000000 0.002495840161 Long DBT CORP US N 2 2032-07-15 Fixed 6.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4148.00000000 NC USD 2004438.04000000 0.019856090768 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 470089811.96000000 USD 2004438.04000000 N N N 2026-03-31 COLUMBIA FUNDS SERIES TRUST I Jennifer Borges Jennifer Borges Senior Manager