0001410368-26-040902.txt : 20260427
0001410368-26-040902.hdr.sgml : 20260427
20260427151410
ACCESSION NUMBER: 0001410368-26-040902
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260427
DATE AS OF CHANGE: 20260427
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
EIN: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 26900081
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000010617
Columbia Strategic Income Fund
C000029358
Columbia Strategic Income Fund Class A
COSIX
C000029360
Columbia Strategic Income Fund Class C
CLSCX
C000029362
Columbia Strategic Income Fund Institutional Class
LSIZX
C000094661
Columbia Strategic Income Fund Class R
CSNRX
C000094663
Columbia Strategic Income Fund Institutional 2 Class
CTIVX
C000129839
Columbia Strategic Income Fund Institutional 3 Class
CPHUX
C000253710
Columbia Strategic Income Fund Class S
LSIDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000010617
C000129839
C000029362
C000094663
C000029360
C000029358
C000094661
C000253710
COLUMBIA FUNDS SERIES TRUST I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02210
1800-345-6611
Columbia Strategic Income Fund
S000010617
K29BNLG80CDBGN0TTQ27
2026-08-31
2026-02-28
N
7028626250.56
975393091.43
6053233159.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
952540096.82000000
0.00000000
0.00000000
25887660.62000000
BRL
EUR
GBP
INR
MXN
TRY
USD
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAE9
5552000.00000000
PA
USD
5755119.59000000
0.095075134869
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
7.88000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
325315000.00000000
NC
USD
1059485.89000000
0.017502809856
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
325315000.00000000
OU
Notional Amount
N/A
1059485.89000000
0.02000000
DIR
US
N/A
N/A
2036-04-20
0.00000000
N/A
0.00000000
N/A
325315000.00000000
USD
1.00000000
3.35000000
USD
2026-04-16
XXXX
-3047615.99000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
056909AB0
12000000.00000000
PA
USD
12034787.68000000
0.198815861930
Long
DBT
NUSS
BH
N
2
2038-02-03
Fixed
7.10000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AG1
3197000.00000000
PA
USD
3265050.47000000
0.053938951039
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
TKO Worldwide Holdings LLC
549300JEOTH7UMZ3C491
TKO Worldwide Holdings LLC 2025 Term Loan
90266UAL7
1161888.83000000
PA
USD
1162132.83000000
0.019198547279
Long
LON
CORP
US
N
2
2031-11-21
Floating
5.66000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DU1
7490000.00000000
PA
USD
7463107.27000000
0.123291257313
Long
DBT
NUSS
TR
N
2
2038-01-14
Fixed
6.88000000
N
N
N
N
N
N
Crown Finance US Inc
254900ABTWPQTCKKR839
Crown Finance US Inc 2025 Term Loan B
22834KAV3
220436.27000000
PA
USD
213862.86000000
0.003533035228
Long
LON
CORP
US
N
2
2031-12-02
Floating
8.17000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBQ0
9026000.00000000
PA
USD
9253395.11000000
0.152866986397
Long
DBT
CORP
CL
N
2
2037-01-30
Fixed
5.53000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
2185000.00000000
PA
USD
2144389.70000000
0.035425526220
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAL9
1581000.00000000
PA
USD
1584519.33000000
0.026176413304
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
6.13000000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
2783000.00000000
PA
USD
2447661.42000000
0.040435604505
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
11675000.00000000
PA
USD
10330591.51000000
0.170662375600
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57
38382QBC3
35111407.02000000
PA
USD
7188246.00000000
0.118750522423
Long
ABS-CBDO
USGA
US
N
2
2051-03-20
Fixed
3.50000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAD0
1518000.00000000
PA
USD
1554325.80000000
0.025677613254
Long
DBT
CORP
XX
N
2
2031-01-30
Fixed
6.25000000
N
N
N
N
N
N
Cotiviti Corporation
254900YAQHVRTG4IFI64
Cotiviti Corporation 2025 2nd Amendment Term Loan
22164MAF4
231595.03000000
PA
USD
204600.31000000
0.003380017002
Long
LON
CORP
US
N
2
2032-03-26
Floating
6.42000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
2381000.00000000
PA
USD
2401692.79000000
0.039676198270
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
MDVIP INC
549300EAB6F7TKRLOT57
MDVIP INC 2026 TERM LOAN B
56150KAK1
1277941.78000000
PA
USD
1275833.18000000
0.021076888110
Long
LON
CORP
US
N
2
2031-10-14
Floating
6.43000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-9495152.97000000
OU
Notional Amount
USD
-919331.81000000
-0.01518745083
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
137BEMAI9
Y
sell protection
2059-11-17
0.00000000
USD
-1452954.30000000
USD
-9495152.97000000
USD
-919331.81000000
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAF7
1143000.00000000
PA
USD
1174619.76000000
0.019404832576
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
6.13000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
7767000.00000000
PA
USD
6697462.23000000
0.110642726852
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2025 Term Loan B
02376CBT1
514521.68000000
PA
USD
514362.18000000
0.008497313195
Long
LON
CORP
KY
N
2
2032-05-28
Floating
6.42000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
1715000.00000000
PA
USD
1781063.81000000
0.029423347212
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.63000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AR2
459000.00000000
PA
USD
471043.72000000
0.007781688027
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.38000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
140000000.00000000
PA
8329337.07000000
0.137601457783
Long
DBT
NUSS
MX
N
2
2028-03-02
Fixed
8.50000000
N
N
N
N
N
N
RB GLOBAL HOLDINGS INC
254900LH3N0EGB1LQ203
Ritchie Bros Holdings Inc
76774LAC1
611000.00000000
PA
USD
635132.29000000
0.010492447148
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
BEACH ACQUISITION BIDCO LLC
254900F2FNX3GBTB6202
Beach Acquisition Bidco LLC USD Term Loan B
07337FAB1
2000000.00000000
PA
USD
2002500.00000000
0.033081494589
Long
LON
CORP
US
N
2
2032-09-12
Floating
6.92000000
N
N
N
N
N
N
Innophos Inc
XQ0331QX53IRX25OY417
Innophos Inc 2020 Term Loan B
45778EAG9
2615005.28000000
PA
USD
2522172.59000000
0.041666536274
Long
LON
CORP
US
N
2
2029-03-16
Floating
8.04000000
N
N
N
N
N
N
ARCIS GOLF LLC
254900ZMGXNNIX4SXQ48
ARCIS GOLF LLC
000000000
997652.13000000
PA
USD
1000455.53000000
0.016527622572
Long
LON
CORP
US
N
2
2028-11-24
Floating
6.42000000
N
N
N
N
N
N
MRP BUYER LLC
254900P4JAIDEHZ3O147
MRP Buyer LLC Term Loan
55351DAB6
2307391.21000000
PA
USD
2305476.08000000
0.038086688871
Long
LON
CORP
US
N
2
2032-06-04
Floating
6.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0B27
36581247.84000000
PA
USD
37477582.79000000
0.619133309502
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
5984000.00000000
PA
USD
6002149.99000000
0.099156101082
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Inc 2025 Term Loan B
28414BAJ5
323340.88000000
PA
USD
323272.98000000
0.005340501043
Long
LON
CORP
US
N
2
2032-10-31
Floating
5.42000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BG8
5407000.00000000
PA
USD
5358732.22000000
0.088526776998
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
7.25000000
N
N
N
N
N
N
ALTICE LUXCO 3
N/A
ALTICE LUXCO 3
000000000
64568.00000000
NS
1210511.59000000
0.019997769095
Long
EC
CORP
US
N
2
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
JEFFERIES FINANCE LLC
000000000
2092006.33000000
PA
USD
2034476.16000000
0.033609743859
Long
LON
CORP
US
N
2
2031-10-21
Floating
6.41000000
N
N
N
N
N
N
FRONERI LUX FINCO SARL
9845005YBZ75E5AA3B94
Froneri Lux Finco Sarl 2025 USD Term Loan
000000000
2441177.96000000
PA
USD
2382516.45000000
0.039359403270
Long
LON
CORP
US
N
2
2032-09-30
Floating
5.88000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC Term Loan
55759VAB4
2595270.03000000
PA
USD
2595763.13000000
0.042882259145
Long
LON
CORP
US
N
2
2028-06-21
Floating
6.13000000
N
N
N
N
N
N
PRIMO / TRITON WATER HLD
N/A
Primo Water Holdings Inc / Triton Water Holdings Inc
74168RAB9
3350000.00000000
PA
USD
3283759.99000000
0.054248034127
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
COTIVITI CORPORATION
254900YAQHVRTG4IFI64
Cotiviti Corporation 2024 Term Loan
22164MAB3
3187462.21000000
PA
USD
2817907.84000000
0.046552111341
Long
LON
CORP
US
N
2
2031-05-01
Floating
6.42000000
N
N
N
N
N
N
AL GCX HOLDINGS LLC
2549009G4C2J89LNWS21
AL GCX HOLDINGS LLC
000000000
818168.16000000
PA
USD
817660.90000000
0.013507837522
Long
LON
CORP
US
N
2
2032-12-17
Floating
5.92000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
811000.00000000
PA
USD
795941.35000000
0.013149028446
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAK7
7025000.00000000
PA
USD
7310578.02000000
0.120771459281
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
9.75000000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS INC
000000000
276670.26000000
PA
USD
178106.48000000
0.002942336356
Long
LON
CORP
US
N
2
2031-05-15
Floating
8.16000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAK2
1991000.00000000
PA
USD
2041301.14000000
0.033722493192
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAD5
1991000.00000000
PA
USD
1945594.63000000
0.032141412346
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
RIVERBED TECHNOLOGY INC
000000000
14204.00000000
NS
USD
0.01000000
0.000000000165
Long
EP
CORP
US
N
3
N
N
N
RB GLOBAL HOLDINGS INC
254900LH3N0EGB1LQ203
Ritchie Bros Holdings Inc
76774LAB3
2519000.00000000
PA
USD
2562127.48000000
0.042326594939
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
Flash Charm, Inc.
549300VQ6S3PWR8NUC48
Flash Charm Inc 2021 2nd Lien Term Loan
45168RAS2
763547.49000000
PA
USD
534483.24000000
0.008829715062
Long
LON
CORP
US
N
2
2029-03-02
Floating
10.56000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BK0
7543000.00000000
PA
USD
7673604.22000000
0.126768687381
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.38000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90
38383RJ24
55049223.18000000
PA
USD
6959647.58000000
0.114974054311
Long
ABS-CBDO
USGA
US
N
2
2050-07-20
Floating
2.37000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
4353000.00000000
PA
USD
4262464.46000000
0.070416327075
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODUCTS HOLDINGS LLC
549300ICFD46O3KMJC06
SPECIALTY BUILDING PRODUCTS HOLDINGS LLC
000000000
768738.18000000
PA
USD
704248.73000000
0.011634257453
Long
LON
CORP
US
N
2
2028-10-16
Floating
7.52000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
16451000.00000000
PA
USD
15576994.83000000
0.257333468255
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAA0
4665000.00000000
PA
USD
4361647.37000000
0.072054838387
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
8723000.00000000
PA
USD
9009804.96000000
0.148842853449
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
7180000.00000000
PA
USD
6641812.85000000
0.109723393687
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647CA3
3653000.00000000
PA
USD
3792554.96000000
0.062653376473
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
PRPM 2025-NQM6 Trust
69383RAF9
30387920.73000000
PA
USD
30539936.30000000
0.504522715334
Long
ABS-MBS
CORP
US
N
2
2070-12-25
Variable
4.99000000
N
N
N
N
N
N
RESILIENCE PARENT LLC
N/A
RESILIENCE PARENT LLC TERM LOAN B
75908HAC1
1223608.33000000
PA
USD
1220549.31000000
0.020163593205
Long
LON
CORP
US
N
2
2033-01-21
None
0.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
15163000.00000000
PA
USD
13824692.88000000
0.228385269765
Long
DBT
NUSS
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAE1
3348000.00000000
PA
USD
3314491.37000000
0.054755719511
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAG1
2653000.00000000
PA
USD
2802789.94000000
0.046302362164
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.13000000
N
N
N
N
N
N
REWORLD HOLDING CORP
40XIFLS8XDQGGHGPGC04
REWORLD HOLDING CORP
000000000
108935.23000000
PA
USD
108721.72000000
0.001796093379
Long
LON
CORP
US
N
2
2031-01-15
Floating
5.92000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc
04020JAA4
3166000.00000000
PA
USD
3372040.17000000
0.055706431279
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
2466000.00000000
PA
USD
2613213.38000000
0.043170538971
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAE7
3600000.00000000
PA
USD
3564194.76000000
0.058880843778
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.91000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDS5
13495000.00000000
PA
USD
13863631.45000000
0.229028538725
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.80000000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT HOLDING IV AB
000000000
3384511.19000000
PA
USD
3291437.13000000
0.054374861226
Long
LON
CORP
SE
N
2
2031-09-01
Floating
6.67000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBU6
1199000.00000000
PA
USD
787316.84000000
0.013006550702
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AC3
1979000.00000000
PA
USD
2013414.06000000
0.033261795920
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE JUN 26
000000000
-2565.00000000
NC
USD
-927750.24000000
-0.01532652411
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
-535858618.23000000
USD
-927750.24000000
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
1092000.00000000
PA
USD
1093554.61000000
0.018065628421
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Recess Holdings Inc
N/A
Recess Holdings Inc 2025 Repriced Term Loan
72811HAJ9
1831795.15000000
PA
USD
1834854.25000000
0.030311970508
Long
LON
CORP
US
N
2
2030-02-20
Floating
7.42000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
5600000.00000000
PA
USD
5477916.08000000
0.090495705947
Long
DBT
NUSS
KY
N
2
2029-07-18
Fixed
3.88000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30
38384JJS4
98168801.96000000
PA
USD
10124757.19000000
0.167261972632
Long
ABS-CBDO
USGA
US
N
2
2054-02-20
Floating
3.29000000
N
N
N
N
N
N
SRAM LLC
5493005GYDYQG38FCT53
SRAM LLC
000000000
1703714.44000000
PA
USD
1703714.44000000
0.028145528103
Long
LON
CORP
US
N
2
2032-02-27
Floating
5.93000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS Trust 2024-3AL
00092KAA2
4657390.72000000
PA
USD
4683014.80000000
0.077363859558
Long
ABS-O
CORP
US
N
2
2031-12-26
Fixed
5.01000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAT6
1840000.00000000
PA
USD
1872580.10000000
0.030935205216
Long
DBT
CORP
CA
N
2
2029-09-15
Fixed
5.63000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AD0
3789000.00000000
PA
USD
3734208.64000000
0.061689489597
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
9.13000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAY4
3473000.00000000
PA
USD
3415456.58000000
0.056423674591
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
2397000.00000000
PA
USD
2199797.06000000
0.036340861192
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
KazMunayGas National Co. JSC
2138001H1M69RFJCSH88
KazMunayGas National Co. JSC
000000000
1935000.00000000
PA
USD
1982028.47000000
0.032743302924
Long
DBT
NUSS
KZ
N
2
2048-10-24
Fixed
6.38000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAH4
1450000.00000000
PA
USD
1518738.94000000
0.025089714869
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HMSE1
17480382.48000000
PA
USD
17875596.45000000
0.295306590380
Long
ABS-MBS
USGSE
US
N
2
2055-09-25
Floating
7.97000000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
31209DAC9
1685000.00000000
PA
USD
1729957.11000000
0.028579059562
Long
DBT
CORP
FR
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
4839000.00000000
PA
USD
4821229.54000000
0.079647180494
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
COMPOSECURE HOLDINGS LLC
N/A
COMPOSECURE HOLDINGS LLC
000000000
550270.44000000
PA
USD
546831.25000000
0.009033705387
Long
LON
CORP
US
N
2
2033-01-14
Floating
5.91000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp Term Loan B
71360HAB3
2792632.50000000
PA
USD
2383344.28000000
0.039373079102
Long
LON
CORP
US
N
2
2028-02-01
Floating
7.52000000
N
N
N
N
N
N
BCPE PEQUOD BUYER INC
254900HEEOS2IWC84V94
BCPE PEQUOD BUYER INC
000000000
1957037.38000000
PA
USD
1889774.01000000
0.031219250280
Long
LON
CORP
US
N
2
2031-11-25
Floating
6.42000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-129
N/A
FANNIE MAE FNMA_12-129
3136AADU6
85861.10000000
PA
USD
479.36000000
0.000007919073
Long
ABS-CBDO
USGA
US
N
2
2041-01-25
Fixed
3.50000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
2124000.00000000
PA
USD
2058802.99000000
0.034011625454
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.13000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
1212000.00000000
PA
USD
1236734.84000000
0.020430979734
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.88000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2024-3
52609YAB7
8114058.31000000
PA
USD
8116903.10000000
0.134092027956
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.97000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AU8
1278000.00000000
PA
USD
1272229.77000000
0.021017359426
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.16.BBB-)
000000000
11150000.00000000
OU
Notional Amount
USD
-568023.40000000
-0.00938380176
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.16.BBB-
137BEMAO1
Y
buy protection
2065-04-17
2433642.52000000
USD
0.00000000
USD
11150000.00000000
USD
-568023.40000000
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
2587000.00000000
PA
USD
2645554.75000000
0.043704821546
Long
DBT
CORP
XX
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
N/A
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
000000000
1078987.43000000
PA
USD
47205.70000000
0.000779842751
Long
LON
CORP
US
N
2
2027-12-31
Floating
4.03000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
1072000.00000000
PA
USD
1133219.05000000
0.018720888824
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.13000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192
3137H5ER4
47718702.79000000
PA
USD
5966231.23000000
0.098562719676
Long
ABS-CBDO
USGA
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.12.BBB-)
000000000
11100000.00000000
OU
Notional Amount
USD
-903357.70000000
-0.01492355698
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.12.BBB-
137BEMAK3
Y
buy protection
2061-08-17
2816055.31000000
USD
0.00000000
USD
11100000.00000000
USD
-903357.70000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-17990816.15000000
OU
Notional Amount
USD
-2525870.01000000
-0.04172761801
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
137BEMAI9
Y
sell protection
2059-11-17
0.00000000
USD
-1968987.88000000
USD
-17990816.15000000
USD
-2525870.01000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
6182000.00000000
PA
USD
5396051.65000000
0.089143297608
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
2490000.00000000
PA
USD
2489980.87000000
0.041134725931
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
6210000.00000000
PA
USD
5938233.64000000
0.098100196769
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9MZ9
34054720.38000000
PA
USD
6813072.50000000
0.112552619747
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Fixed
3.50000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
65342QAM4
4566000.00000000
PA
USD
4731638.25000000
0.078167123677
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
MARINER WEALTH ADVISORS LLC
549300XJJOOU336E5R24
MARINER WEALTH ADVISORS LLC
000000000
869769.64000000
PA
USD
862628.83000000
0.014250712095
Long
LON
CORP
US
N
2
2030-12-31
Floating
5.94000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2023 1st Lien Term Loan
02376CBM6
1482678.58000000
PA
USD
1479905.97000000
0.024448190431
Long
LON
CORP
US
N
2
2029-06-04
Floating
6.26000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAR1
10302000.00000000
PA
USD
10364632.13000000
0.171224729950
Long
DBT
CORP
US
N
2
2032-01-21
Fixed
4.52000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2024-7 LLC
74448LAA6
14803808.72000000
PA
USD
14814997.44000000
0.244745197327
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Variable
5.87000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2025 Term Loan
03852JBC4
942499.49000000
PA
USD
943281.76000000
0.015583106336
Long
LON
CORP
US
N
2
2030-06-22
Floating
5.42000000
N
N
N
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
549300WNMFRZ945UFD66
SOUTHCROSS ENERGY PARTNERS LLC
000000000
14393.00000000
NS
USD
0.01000000
0.000000000165
Long
EC
CORP
US
N
3
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
2746000.00000000
PA
USD
2748863.60000000
0.045411493787
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
Pagaya Point Of Sale Holdings Grantor Trust 2025-2
69549JAA9
13000000.00000000
PA
USD
13051597.00000000
0.215613650703
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
5.07000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
7610000.00000000
PA
USD
7769232.92000000
0.128348482798
Long
DBT
CORP
XX
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
455000000.00000000
NC
USD
1286831.00000000
0.021258573165
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
455000000.00000000
OU
Notional Amount
N/A
1286831.00000000
0.02000000
DIR
US
N/A
N/A
2031-04-02
0.00000000
N/A
0.00000000
N/A
455000000.00000000
USD
1.00000000
3.15000000
USD
2026-03-31
XXXX
-2019503.85000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67
38380WZ28
6549990.54000000
PA
USD
911300.84000000
0.015054778430
Long
ABS-CBDO
USGA
US
N
2
2048-05-20
Floating
2.42000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC
92921EAA0
3464000.00000000
PA
USD
3698161.85000000
0.061093993123
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.25000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4147
N/A
FREDDIE MAC FHLMC_4147
3137AXDF7
40663.10000000
PA
USD
33.04000000
0.000000545824
Long
ABS-CBDO
USGA
US
N
2
2041-01-15
Fixed
3.50000000
N
N
N
N
N
N
Arches Buyer Inc
2549009ADY4208OH2Y47
Arches Buyer Inc 2021 Term Loan B
03952HAD6
2898277.07000000
PA
USD
2884394.32000000
0.047650474451
Long
LON
CORP
US
N
2
2027-12-06
Floating
7.02000000
N
N
N
N
N
N
DRW Holdings LLC
549300W696CUHX8SLK40
DRW Holdings LLC 2024 Term Loan B
23343HAE0
792000.00000000
PA
USD
776160.00000000
0.012822238621
Long
LON
CORP
US
N
2
2031-06-26
Floating
7.17000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-56
N/A
FANNIE MAE FNMA_17-56
3136AXBQ7
17851635.61000000
PA
USD
2421413.71000000
0.040001989785
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Floating
2.37000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
4407000.00000000
PA
USD
3801873.19000000
0.062807314538
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
2663000.00000000
PA
USD
2656622.92000000
0.043887668790
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPFL6
11514695.64000000
PA
USD
10864512.48000000
0.179482801907
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AU8
1824000.00000000
PA
USD
1876569.80000000
0.031001115448
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
-465453676.00000000
NC
USD
-915268.11000000
-0.01512031811
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
465453676.00000000
OU
Notional Amount
N/A
-915268.11000000
-0.02000000
DIR
US
N/A
N/A
2031-04-20
0.00000000
N/A
0.00000000
N/A
465453676.00000000
USD
1.00000000
3.00000000
USD
2026-04-16
XXXX
3553087.18000000
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAM0
1732000.00000000
PA
USD
1734658.25000000
0.028656722852
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.88000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAE2
6712000.00000000
PA
USD
6569874.37000000
0.108534963007
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
5.63000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64
38384MLX3
63790768.95000000
PA
USD
3759942.75000000
0.062114619595
Long
ABS-CBDO
USGA
US
N
2
2054-04-20
Floating
1.64000000
N
N
N
N
N
N
INEOS Quattro Holdings UK Ltd
213800HKSMBSJQ32CA45
INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B
000000000
14003782.48000000
PA
USD
11331440.67000000
0.187196500979
Long
LON
CORP
US
N
2
2029-04-02
Floating
8.02000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
21001000.00000000
PA
USD
19111198.39000000
0.315718854496
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee LLC 2024 USD 1st Lien Term Loan B
57906HAF4
3463361.96000000
PA
USD
3004466.50000000
0.049634078533
Long
LON
CORP
US
N
2
2029-03-01
Floating
6.67000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
1819000.00000000
PA
USD
1801773.65000000
0.029765475781
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
SIX FLAGS ENT/SIX FLAG
N/A
Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co
83002YAA7
2240000.00000000
PA
USD
2277641.40000000
0.037626857253
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
6.63000000
N
N
N
N
N
N
Enact Mortgage Insurance Corporation
N/A
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
89600GAD3
6620298.30000000
PA
USD
6696595.25000000
0.110628404258
Long
ABS-CBDO
CORP
BM
N
2
2033-10-25
Variable
9.29000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAB8
4782000.00000000
PA
USD
4490799.86000000
0.074188450071
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
9.50000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AM9
486000.00000000
PA
USD
433159.05000000
0.007155829597
Long
DBT
CORP
CA
N
2
2030-05-15
Fixed
6.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
5602000.00000000
PA
USD
3423822.33000000
0.056561877594
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBK5
17821000.00000000
PA
USD
17865227.94000000
0.295135301587
Long
DBT
NUSS
MX
N
2
2033-03-22
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNW44
46674041.24000000
PA
USD
46452628.92000000
0.767401943702
Long
ABS-MBS
USGSE
US
N
2
2052-09-25
Floating
4.37000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD
000000000
2305932.50000000
PA
USD
2300974.75000000
0.038012326462
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.92000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC_14-USA
12649AAS8
19910000.00000000
PA
USD
12723073.36000000
0.210186408247
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2199000.00000000
PA
USD
2189913.58000000
0.036177585142
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BE5
3349000.00000000
PA
USD
3349227.05000000
0.055329556320
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.63000000
N
N
N
N
N
N
SIX FLAGS/CANADA WON
549300TUVLNQQ6BVKH61
Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp
150190AK2
2277000.00000000
PA
USD
2278472.99000000
0.037640595200
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29
38381TGX7
12028567.65000000
PA
USD
1250890.44000000
0.020664831621
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Floating
2.27000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
2907000.00000000
PA
USD
2854076.74000000
0.047149625084
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
1974000.00000000
PA
USD
1971211.10000000
0.032564598920
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-1
N/A
FANNIE MAE FNMA_13-1
3136ABYL1
1231653.57000000
PA
USD
170276.85000000
0.002812990108
Long
ABS-CBDO
USGA
US
N
2
2043-02-25
Fixed
3.50000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
004961AA6
1428000.00000000
PA
USD
1400965.18000000
0.023144080909
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
6.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
4045000.00000000
PA
USD
4109447.67000000
0.067888474835
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
371559AB1
2787000.00000000
PA
USD
2873218.15000000
0.047465843037
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
MI Windows and Doors LLC
2549001JQBGDT0WEQ156
MI Windows and Doors LLC 2024 Term Loan B2
55336CAK8
744370.26000000
PA
USD
738229.21000000
0.012195618285
Long
LON
CORP
US
N
2
2031-03-28
Floating
6.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BM5F1
42503982.65000000
PA
USD
4645732.06000000
0.076747945071
Long
ABS-MBS
USGSE
US
N
2
2052-06-25
Floating
2.43000000
N
N
N
N
N
N
TRANSOCEAN AQUILA LTD
N/A
Transocean Aquila Ltd
893790AA3
2893030.77000000
PA
USD
2966351.90000000
0.049004421637
Long
DBT
CORP
KY
N
2
2028-09-30
Fixed
8.00000000
N
N
N
N
N
N
FANNIE MAE FHLMC_4620
N/A
FANNIE MAE FHLMC_4620
3137BSAF0
5122358.79000000
PA
USD
543957.62000000
0.008986232740
Long
ABS-CBDO
USGA
US
N
2
2042-11-15
Floating
2.03000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
8002000.00000000
PA
USD
7346087.43000000
0.121358078185
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAH4
1375000.00000000
PA
USD
1398892.63000000
0.023109842182
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
7.00000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-X2
00833QAC9
6300000.00000000
PA
USD
6309600.57000000
0.104235214539
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
5.62000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
897000.00000000
PA
USD
872897.46000000
0.014420350861
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA_19-8
N/A
FNMA_19-8
3136B3W55
15794114.26000000
PA
USD
1724417.19000000
0.028487539545
Long
ABS-CBDO
USGA
US
N
2
2049-03-25
Floating
2.22000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1334000.00000000
PA
USD
1335718.43000000
0.022066198259
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
ROCKET COS INC
N/A
Rocket Cos Inc
77311WAA9
1432000.00000000
PA
USD
1468267.70000000
0.024255925080
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.13000000
N
N
N
N
N
N
AAL Delaware Holdco Inc
N/A
AAL Delaware Holdco Inc 2025 Term Loan
00036YAD5
2420257.06000000
PA
USD
2420474.88000000
0.039986480222
Long
LON
CORP
US
N
2
2031-07-30
Floating
6.42000000
N
N
N
N
N
N
Saudi Government International Bonds
635400FMICXSM3SI3H65
Saudi Government International Bonds
000000000
8626000.00000000
PA
USD
5620163.35000000
0.092845644670
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
ASP WHCO PARTICIPATION LP ASPWP-29-1A
N/A
ASP WHCO PARTICIPATION LP ASPWP-29-1A
04524YAA2
33850000.00000000
PA
USD
33850000.00000000
0.559205289307
Long
ABS-MBS
CORP
US
N
3
2029-03-29
Floating
6.71000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
3264000.00000000
PA
USD
3281487.61000000
0.054210494189
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
2124000.00000000
PA
USD
2110682.46000000
0.034868679340
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MJ5R2
13067784.06000000
PA
USD
11393448.61000000
0.188220878173
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
3075000.00000000
PA
USD
3075087.51000000
0.050800744480
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39
38385EZR8
23649545.74000000
PA
USD
24588827.65000000
0.406209822149
Long
ABS-CBDO
USGA
US
N
2
2055-03-20
Floating
7.66000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAR6
2291000.00000000
PA
USD
2353706.11000000
0.038883453654
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
7.63000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
254900PGY077KWCROT75
PARK RIVER HOLDINGS INC
000000000
695217.96000000
PA
USD
691185.70000000
0.011418454928
Long
LON
CORP
US
N
2
2031-03-15
Floating
8.16000000
N
N
N
N
N
N
OneDigital Borrower LLC
2549009GTKWWAO1E9X77
OneDigital Borrower LLC 2025 Repriced Term Loan
68277FAN9
1938304.62000000
PA
USD
1864416.45000000
0.030800340925
Long
LON
CORP
US
N
2
2031-07-02
Floating
6.67000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
2281000.00000000
PA
USD
2201274.03000000
0.036365260880
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
JACK OHIO FINANCE LLC
5493002ERZW63JFJI167
JACK OHIO FINANCE LLC
000000000
1340599.80000000
PA
USD
1327864.10000000
0.021936443964
Long
LON
CORP
US
N
2
2032-02-02
Floating
7.67000000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
549300YU2GGVCBN3MY89
OLYMPUS WATER US HOLDING CORP
000000000
253734.13000000
PA
USD
249187.21000000
0.004116596923
Long
LON
CORP
US
N
2
2032-11-03
Floating
6.92000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAS3
1163000.00000000
PA
USD
1213409.22000000
0.020045638225
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.38000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AK3
554000.00000000
PA
USD
575996.31000000
0.009515515012
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.38000000
N
N
N
N
N
N
LHOME Mortgage Trust
5299002NGIWITLMXOH85
LHOME Mortgage Trust 2024-RTL1
50205DAA7
14150000.00000000
PA
USD
14179308.90000000
0.234243560874
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
7.02000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
2135000.00000000
PA
USD
2223693.34000000
0.036735630059
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1294000.00000000
PA
USD
1320406.50000000
0.021813243687
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
CMG Media Corporation
N/A
CMG Media Corporation 2024 Term Loan
88145LAF1
922140.03000000
PA
USD
870039.12000000
0.014373130806
Long
LON
CORP
US
N
2
2029-06-18
Floating
7.27000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29365BAB9
5154000.00000000
PA
USD
5257562.65000000
0.086855445871
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
3637000.00000000
PA
USD
3699393.24000000
0.061114335806
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.13000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CC2
2024000.00000000
PA
USD
1951971.88000000
0.032246765136
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
8005000.00000000
PA
USD
6909233.66000000
0.114141211454
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
INVENERGY THERMAL OPERATING I LLC
549300JF5R5BXJAMZL67
INVENERGY THERMAL OPERATING I LLC
000000000
54096.06000000
PA
USD
54586.17000000
0.000901768832
Long
LON
CORP
US
N
2
2032-05-17
Floating
6.41000000
N
N
N
N
N
N
Osaic Holdings, Inc.
549300XL60BDV6UW5C86
Osaic Holdings Inc 2026 Term Loan B
68773JAJ9
3003087.20000000
PA
USD
2902663.96000000
0.047952290679
Long
LON
CORP
US
N
2
2032-07-30
Floating
6.16000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
2702000.00000000
PA
USD
2809223.51000000
0.046408645366
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.63000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAL2
1637000.00000000
PA
USD
1715626.23000000
0.028342312032
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
7.25000000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
Athenahealth Group Inc 2022 Term Loan B
04686RAB9
3561352.24000000
PA
USD
3463415.05000000
0.057215953176
Long
LON
CORP
US
N
2
2029-02-15
Floating
6.42000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAL0
3539000.00000000
PA
USD
3626383.82000000
0.059908213093
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
7.38000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
893000.00000000
PA
USD
875387.42000000
0.014461485242
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPY85
8531385.38000000
PA
USD
8693224.99000000
0.143612921582
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
3954000.00000000
PA
USD
3731512.94000000
0.061644956371
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2025-2 LLC
69382HAA3
12161931.68000000
PA
USD
12142759.61000000
0.200599568706
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Variable
6.47000000
N
N
N
N
N
N
EMERALD DEBT MERGER SUB LLC
98450099EE3A0ZD5F786
EMERALD DEBT MERGER SUB LLC
000000000
2663570.01000000
PA
USD
2651211.05000000
0.043798264172
Long
LON
CORP
US
N
2
2030-05-31
Floating
5.92000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
RIVERBED TECHNOLOGY INC
000000000
13308.00000000
NS
USD
731.94000000
0.000012091719
Long
EC
CORP
US
N
3
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
16226000.00000000
PA
USD
15418618.71000000
0.254717079363
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Seagate Data Storage Technology Pte Ltd
N/A
SEAGATE DATA STOR
81180LAM7
1930000.00000000
PA
USD
2036914.60000000
0.033650027125
Long
DBT
CORP
SG
N
2
2029-12-15
Fixed
8.25000000
N
N
N
N
N
N
AVAYA HLDGS CORP
549300NZS2OZN6Q63A60
AVAYA HLDGS CORP
05351X309
5014.00000000
NS
USD
77717.00000000
0.001283892391
Long
EC
CORP
US
N
2
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
ARTERA SERVICES LLC
000000000
1233150.54000000
PA
USD
1006176.85000000
0.016622139335
Long
LON
CORP
US
N
2
2031-02-15
Floating
8.17000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
3572000.00000000
PA
USD
3572513.21000000
0.059018265381
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AG9
1530000.00000000
PA
USD
1546404.67000000
0.025546755417
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
2980000.00000000
PA
USD
3168620.17000000
0.052345913112
Long
DBT
CORP
BM
N
2
2031-07-15
Fixed
9.13000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAG7
858000.00000000
PA
USD
809720.38000000
0.013376659360
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.63000000
N
N
N
N
N
N
West Deptford Energy Holdings LLC
549300HOEW2V8L64EU07
West Deptford Energy Holdings LLC 2025 Term Loan
95249CAF1
800705.84000000
PA
USD
797454.97000000
0.013174033595
Long
LON
CORP
US
N
2
2032-07-24
Floating
7.67000000
N
N
N
N
N
N
First Brands Group LLC
2549005IXRZR7KSBJD91
First Brands Group LLC 2021 Term Loan
31935HAD9
827739.70000000
PA
USD
1796.20000000
0.000029673398
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.79000000
Y
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAA8
8152000.00000000
PA
USD
8473533.65000000
0.139983599297
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.38000000
N
N
N
N
N
N
Fertitta Entertainment LLC
984500A0805D8V551D35
Fertitta Entertainment LLC 2022 Term Loan B
31556PAB3
2811935.35000000
PA
USD
2793545.29000000
0.046149639648
Long
LON
CORP
US
N
2
2029-01-27
Floating
6.92000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAC7
4565000.00000000
PA
USD
4753606.10000000
0.078530034694
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
AVAYA HLDGS CORP
549300NZS2OZN6Q63A60
AVAYA HLDGS CORP
05351X507
24157.00000000
NS
USD
374433.50000000
0.006185677804
Long
EC
CORP
US
N
2
N
N
N
CALIFORNIA BUYER/ATLANTI
N/A
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC
13005HAA8
2603000.00000000
PA
USD
2592168.31000000
0.042822872370
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
6.38000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC
000000000
832539.48000000
PA
USD
823797.82000000
0.013609220037
Long
LON
CORP
US
N
2
2031-02-06
Floating
5.92000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
BRITISH POUND
000000000
1.00000000
NC
-315392.63000000
-0.00521031689
N/A
DFE
GB
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
24759586.55000000
USD
18138209.57000000
GBP
2026-03-06
-315392.63000000
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AB2
1765000.00000000
PA
USD
2002948.06000000
0.033088896583
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
7.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAW0
4732000.00000000
PA
USD
5361011.01000000
0.088564422831
Long
DBT
NUSS
RO
N
2
2037-02-10
Fixed
7.50000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAD4
8032000.00000000
PA
USD
8391440.97000000
0.138627420246
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
8.63000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101
38382F5M2
45970405.71000000
PA
USD
6563470.65000000
0.108429172930
Long
ABS-CBDO
USGA
US
N
2
2050-07-20
Floating
2.42000000
N
N
N
N
N
N
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
549300O4G48RRYGSD439
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
000000000
1145966.56000000
PA
USD
1149404.46000000
0.018988273370
Long
LON
CORP
US
N
2
2032-06-24
Floating
6.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAT9
5377000.00000000
PA
USD
5422368.23000000
0.089578050067
Long
DBT
CORP
US
N
2
2037-01-30
Fixed
5.07000000
N
N
N
N
N
N
Kestra Advisor Services Holdings A, Inc.
254900WH55RU999OY504
Kestra Advisor Services Holdings A Inc 2024 Repriced Term Loan
49255BAK0
1000000.00000000
PA
USD
982030.00000000
0.016223231026
Long
LON
CORP
US
N
2
2031-03-22
None
0.00000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
2600000.00000000
PA
USD
2563473.10000000
0.042348824712
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
KNOWBE4 INC
64883ZJ0RS5039H4PN24
KNOWBE4 INC
000000000
1537430.00000000
PA
USD
1322189.80000000
0.021842703977
Long
LON
CORP
US
N
2
2032-07-23
Floating
7.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMUC8
30397435.53000000
PA
USD
31371238.66000000
0.518255911102
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBF6
3692000.00000000
PA
USD
3900487.31000000
0.064436429383
Long
DBT
NUSS
MX
N
2
2038-01-29
Fixed
6.63000000
N
N
N
N
N
N
PYE-BARKER FIRE & SAFETY LLC
254900K8RDMGUBC44870
PYE-BARKER FIRE & SAFETY LLC
000000000
870000.00000000
PA
USD
870313.20000000
0.014377658634
Long
LON
CORP
US
N
2
2032-12-16
Floating
6.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HMBQ2
35426945.17000000
PA
USD
2894381.42000000
0.047815462314
Long
ABS-MBS
USGSE
US
N
2
2055-07-25
Floating
2.18000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
830000.00000000
PA
USD
702197.14000000
0.011600364987
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
5299002NGIWITLMXOH85
LHOME Mortgage Trust 2024-RTL2
50205JAA4
8000000.00000000
PA
USD
8031891.20000000
0.132687623107
Long
ABS-MBS
CORP
US
N
2
2029-03-25
Variable
7.13000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
4205000.00000000
PA
USD
3984134.37000000
0.065818286942
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
1261229 BC LTD
N/A
1261229 BC Ltd
68288AAA5
8068000.00000000
PA
USD
8381330.48000000
0.138460393969
Long
DBT
CORP
CA
N
2
2032-04-15
Fixed
10.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
38381RWQ8
13995725.55000000
PA
USD
1689439.43000000
0.027909703551
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Floating
2.27000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AJ9
5962000.00000000
PA
USD
6083435.04000000
0.100498938006
Long
DBT
NUSS
AO
N
2
2035-10-15
Fixed
9.88000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAE3
4521000.00000000
PA
USD
4569970.27000000
0.075496352938
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
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
1155000.00000000
PA
USD
1057579.73000000
0.017471319907
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AC0
6258642.00000000
PA
USD
6835425.80000000
0.112921898435
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
10.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AN0
3017000.00000000
PA
USD
2994809.42000000
0.049474542633
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148
38383YBB7
21630214.79000000
PA
USD
2723086.14000000
0.044985647643
Long
ABS-CBDO
USGA
US
N
2
2052-08-20
Floating
2.29000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AM2
4018000.00000000
PA
USD
3985458.94000000
0.065840168968
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AM2
4072000.00000000
PA
USD
4118795.04000000
0.068042894296
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
2579000.00000000
PA
USD
2361474.91000000
0.039011794984
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
38382MRT8
32031051.16000000
PA
USD
5351892.17000000
0.088413778708
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
SAVOR ACQUISITION INC
25490051R6ZOBEBPQ519
SAVOR ACQUISITION INC
000000000
404924.51000000
PA
USD
405094.58000000
0.006692201825
Long
LON
CORP
US
N
2
2032-02-19
Floating
6.67000000
N
N
N
N
N
N
Telesat Canada
N/A
Telesat Canada Term Loan B5
87951YAU5
3429765.13000000
PA
USD
2689930.49000000
0.044437913083
Long
LON
CORP
US
N
2
2026-12-07
Floating
6.68000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
4264000.00000000
PA
USD
4168200.76000000
0.068859081592
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Idemia Group
5493008QGYPD024OYL95
Idemia Group 2024 Term Loan B5
000000000
3696529.41000000
PA
USD
3617978.16000000
0.059769350773
Long
LON
CORP
US
N
2
2028-09-30
Floating
7.92000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAD8
1579000.00000000
PA
USD
1627771.60000000
0.026890945007
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
701000.00000000
PA
USD
681563.73000000
0.011259499049
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638BM3
4691000.00000000
PA
USD
4663397.80000000
0.077039784812
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADE2
16320000.00000000
PA
USD
16718091.37000000
0.276184493980
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.85000000
N
N
N
N
N
N
OSAIC HOLDINGS INC
549300XL60BDV6UW5C86
Osaic Holdings Inc
00791GAC1
5033000.00000000
PA
USD
5018984.03000000
0.082914103885
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
8.00000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDINGS LLC
N/A
Raven Acquisition Holdings LLC Term Loan B
75419XAC8
3355386.01000000
PA
USD
3192414.91000000
0.052739004529
Long
LON
CORP
US
N
2
2031-11-19
Floating
6.67000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAB5
2162000.00000000
PA
USD
2243205.84000000
0.037057978455
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAT6
880000.00000000
PA
USD
920948.99000000
0.015214166806
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
8.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
2592000.00000000
PA
USD
2578632.20000000
0.042599254517
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC 2024 Incremental Term Loan B
50179JAH1
1824590.96000000
PA
USD
1501638.36000000
0.024807211625
Long
LON
CORP
US
N
2
2031-06-06
Floating
7.53000000
N
N
N
N
N
N
UNITED TALENT AGENCY LLC
N/A
UNITED TALENT AGENCY LLC
000000000
1247481.11000000
PA
USD
1241243.70000000
0.020505466539
Long
LON
CORP
US
N
2
2032-06-10
Floating
6.66000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAG6
1558000.00000000
PA
USD
1606633.01000000
0.026541733446
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.88000000
N
N
N
N
N
N
Greensky Home Improvement Issuer Trust
N/A
GreenSky Home Improvement Issuer Trust 2024-2
39571XAD6
8117792.55000000
PA
USD
8282168.11000000
0.136822221980
Long
ABS-O
CORP
US
N
2
2059-10-27
Fixed
5.15000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
4160000.00000000
PA
USD
3744289.13000000
0.061856020271
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-9
N/A
PAGAYA AI DEBT SELECTION TRUST PAID_24-9
69546QAD0
8686231.33000000
PA
USD
8704860.69000000
0.143805144476
Long
ABS-MBS
CORP
US
N
2
2032-03-15
Fixed
6.17000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT LLC
N/A
PENINSULA PACIFIC ENTERTAINMENT LLC
000000000
249034.82000000
PA
USD
250279.99000000
0.004134649755
Long
LON
CORP
US
N
3
2032-08-16
Floating
2.38000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052631
176100000.00000000
PA
USD
178923374.32000000
2.955831530297
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAG0
7511000.00000000
PA
USD
7536721.42000000
0.124507370224
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.88000000
N
N
N
N
N
N
FANNIE MAE REMICS FNMA_23-62
N/A
FANNIE MAE REMICS FNMA_23-62
3136BQZB8
63142530.13000000
PA
USD
8080235.92000000
0.133486282579
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Floating
2.42000000
N
N
N
N
N
N
WHITE CAP SUPPLY HOLDING
254900L2N0T6GULCL366
White Cap Supply Holdings LLC
96467GAC2
4420000.00000000
PA
USD
4491211.39000000
0.074195248587
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
7.38000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
5482000.00000000
PA
USD
5475293.60000000
0.090452382323
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAD4
1009000.00000000
PA
USD
1062534.38000000
0.017553171207
Long
DBT
US
N
2
2029-06-15
Fixed
8.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIX LTD
55820CAW5
30450000.00000000
PA
USD
30502221.75000000
0.503899667304
Long
ABS-CBDO
CORP
KY
N
2
2038-03-25
Floating
4.85000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US BORROWER LLC
549300870CMN3WI5IF97
CUSHMAN & WAKEFIELD US BORROWER LLC
000000000
1657617.11000000
PA
USD
1659689.13000000
0.027418225704
Long
LON
CORP
US
N
2
2030-01-31
Floating
6.42000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAZ3
5257000.00000000
PA
USD
5395284.24000000
0.089130619921
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
Creative Artists Agency LLC
5493008FV5TCFL3KHH96
Creative Artists Agency LLC 2025 Repriced Term Loan B
22526WAU2
3218772.12000000
PA
USD
3206025.78000000
0.052963857424
Long
LON
CORP
US
N
2
2031-10-01
Floating
6.17000000
N
N
N
N
N
N
ASPIRE BAKERIES HOLDINGS LLC
549300MWN7R72KAKOD18
ASPIRE BAKERIES HOLDINGS LLC
000000000
1448773.24000000
PA
USD
1450584.21000000
0.023963792106
Long
LON
CORP
US
N
2
2030-12-23
Floating
6.67000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
1429000.00000000
PA
USD
1442937.08000000
0.023837460776
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124
38380YX26
10325644.03000000
PA
USD
1466175.37000000
0.024221359585
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Floating
2.42000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
5208000.00000000
PA
USD
3711615.87000000
0.061316254841
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2024 1st Lien Term Loan B
89705DAP7
993740.55000000
PA
USD
772633.28000000
0.012763976864
Long
LON
CORP
US
N
2
2031-09-30
Floating
6.17000000
N
N
N
N
N
N
APLD COMPUTECO LLC
N/A
APLD ComputeCo LLC
00202DAA5
7909000.00000000
PA
USD
8302624.72000000
0.137160167165
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
9.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAQ2
7525000.00000000
PA
USD
6054733.90000000
0.100024792385
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2024-11
69544AAB1
7403578.87000000
PA
USD
7464394.09000000
0.123312515704
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
5.64000000
N
N
N
N
N
N
BROADSTREET PARTNERS GRP
549300BS9N54G8DD0R75
Broadstreet Partners Group LLC
11135RAA3
6624000.00000000
PA
USD
6417084.89000000
0.106010865950
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
NEP Group Inc
N/A
NEP Group Inc 2025 Term Loan B
62908HAR6
1365167.81000000
PA
USD
1243162.76000000
0.020537169597
Long
LON
CORP
US
N
2
2031-10-17
Floating
8.17000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIV Ltd
55820NAY7
2556254.16000000
PA
USD
2557721.45000000
0.042253806895
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
5.22000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC 2025 Repriced Term Loan
55759VAE8
726888.41000000
PA
USD
727891.52000000
0.012024838641
Long
LON
CORP
US
N
2
2032-11-08
Floating
6.38000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
000000000
1972730000.00000000
PA
22462952.71000000
0.371090161562
Long
DBT
NUSS
IN
N
2
2033-02-06
Fixed
7.26000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC
000000000
843866.27000000
PA
USD
831031.06000000
0.013728713865
Long
LON
CORP
US
N
2
2033-02-03
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417CTR6
44399.89000000
PA
USD
43490.48000000
0.000718466955
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
834000.00000000
PA
USD
808087.27000000
0.013349680224
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2023 USD Term Loan B
000000000
14236088.11000000
PA
USD
11922723.79000000
0.196964555578
Long
LON
CORP
US
N
2
2030-02-19
None
0.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AV6
1039000.00000000
PA
USD
1058388.99000000
0.017484688961
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.38000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
2930000.00000000
PA
USD
2837806.34000000
0.046880836495
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Light and Wonder International, Inc.
RLTHESQ0RNFQJWPBJN60
Light and Wonder International Inc 2026 Term Loan B
80875AAY7
1298732.03000000
PA
USD
1297108.61000000
0.021428360281
Long
LON
CORP
US
N
2
2029-04-16
Floating
5.68000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AQ2
699000.00000000
PA
USD
716389.51000000
0.011834824318
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.38000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
343000.00000000
PA
USD
342512.24000000
0.005658335487
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
JOHNSTONE SUPPLY LLC
N/A
JOHNSTONE SUPPLY LLC 2026 REPRICED TERM LOAN B
47947BAG7
3351385.58000000
PA
USD
3336304.34000000
0.055116071895
Long
LON
CORP
US
N
2
2031-06-09
Floating
5.92000000
N
N
N
N
N
N
NORTHSTAR GROUP SERVICES INC
549300XH4ERCEE5LSB06
Northstar Group Services Inc 2024 Term Loan B
66707RAF4
843854.40000000
PA
USD
849828.89000000
0.014039255843
Long
LON
CORP
US
N
2
2030-05-31
Floating
8.42000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation 2025 Repriced Term Loan B
71911KAF1
3114747.23000000
PA
USD
3075812.89000000
0.050812727828
Long
LON
CORP
US
N
2
2031-12-12
Floating
6.42000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDU1
6531000.00000000
PA
USD
6781972.12000000
0.112038838447
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
ITASCA PARK LLC
N/A
ITASCA PARK LLC
000000000
12.00000000
OU
% Ownership
USD
12000000.00000000
0.198241166076
Long
EC
CORP
US
Y
3
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2025 Term Loan B9
46124CAU1
2082909.07000000
PA
USD
2081180.26000000
0.034381300129
Long
LON
CORP
US
N
2
2028-08-17
Floating
6.17000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-1
69544NAC1
8345030.38000000
PA
USD
8366072.37000000
0.138208328509
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
2729000.00000000
PA
USD
2741989.20000000
0.045297928031
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.13000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE
77340RAU1
1293000.00000000
PA
USD
1361109.01000000
0.022485653108
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.75000000
N
N
N
N
N
N
ALPHA GENERATION LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAA9
1428000.00000000
PA
USD
1485050.75000000
0.024533182696
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
38381VL65
7833902.92000000
PA
USD
901256.06000000
0.014888837689
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Floating
2.37000000
N
N
N
N
N
N
FRONTERA ENERGY CORP
A25574TZFLBNK7NWQT47
FRONTERA ENERGY CORP
000000000
14302.00000000
NS
USD
379003.00000000
0.006261166388
Long
EC
CORP
CA
N
3
N
N
N
BELRON UK FINANCE PLC
9845006BC9D1A77B8178
Belron UK Finance PLC
080782AA3
1924000.00000000
PA
USD
1967349.52000000
0.032500805243
Long
DBT
CORP
GB
N
2
2029-10-15
Fixed
5.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377DD1
2449000.00000000
PA
USD
2492553.38000000
0.041177224046
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
9400000.00000000
PA
USD
6736593.35000000
0.111289176757
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
6200000.00000000
PA
USD
6007223.76000000
0.099239920255
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
4476000.00000000
PA
USD
4476627.01000000
0.073954313212
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINME
529900AS2CYWYFHRS781
Six Flags Entertainment Corp
83001AAD4
8273000.00000000
PA
USD
8125253.18000000
0.134229972089
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66
38384ASD6
59872279.00000000
PA
USD
7859458.01000000
0.129839010052
Long
ABS-CBDO
USGA
US
N
2
2050-07-20
Floating
2.42000000
N
N
N
N
N
N
Dave & Buster's Inc
549300JAVWTAY1FT5Z45
Dave & Buster's Inc 2024 Term Loan B
23833EAX2
1279742.96000000
PA
USD
1182482.50000000
0.019534725805
Long
LON
CORP
US
N
2
2029-06-29
Floating
6.94000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AY3
7553000.00000000
PA
USD
7695496.44000000
0.127130348983
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2025 Term Loan B (2031)
88632NBK5
2120814.33000000
PA
USD
1964934.48000000
0.032460908548
Long
LON
CORP
US
N
2
2031-03-21
Floating
6.92000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
19939000.00000000
PA
USD
17963823.34000000
0.296764107176
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
STORABLE INC
2549000AWFN27KOH3F59
Storable Intermediate Holdings LLC 2025 Term Loan B
86210LAD0
2157575.67000000
PA
USD
2057787.80000000
0.033994854417
Long
LON
CORP
US
N
2
2031-04-16
Floating
6.92000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BU3
7441000.00000000
PA
USD
7436865.89000000
0.122857747165
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
4.65000000
N
N
N
N
N
N
STACR_19-CS02
N/A
STACR_19-CS02
3137G0WB1
623276064.76000000
PA
USD
3784033.64000000
0.062512603438
Long
ABS-CBDO
CORP
US
N
2
2029-02-25
Fixed
0.27000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
4861000.00000000
PA
USD
4634198.82000000
0.076557414825
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.88000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198
3137H5LG0
35494826.03000000
PA
USD
6065501.40000000
0.100202672531
Long
ABS-CBDO
USGA
US
N
2
2052-02-25
Fixed
3.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc 2026 Term Loan B
03234TBB3
990000.00000000
PA
USD
978525.90000000
0.016165342954
Long
LON
CORP
US
N
2
2032-01-30
Floating
5.67000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AD2
3919000.00000000
PA
USD
4011573.37000000
0.066271581889
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BM8
8485000.00000000
PA
USD
8585024.30000000
0.141825435669
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.95000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS LLC
5493007L0E0VKRC2CP39
FOCUS FINANCIAL PARTNERS LLC
000000000
2380216.66000000
PA
USD
2240378.93000000
0.037011277628
Long
LON
CORP
US
N
2
2031-09-15
Floating
6.17000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
2329000.00000000
PA
USD
900995.86000000
0.014884539159
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75
38384AWX7
65598011.99000000
PA
USD
8372490.74000000
0.138314360605
Long
ABS-CBDO
USGA
US
N
2
2050-06-20
Floating
2.27000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
2018000.00000000
PA
USD
2038454.35000000
0.033675463944
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
SALAS OBRIEN INC
254900D503Y41OFSLN80
SALAS OBRIEN INC
000000000
74121.09000000
PA
USD
73843.14000000
0.001219895848
Long
LON
CORP
US
N
2
2033-01-22
None
0.00000000
N
N
N
N
N
N
OEG BORROWER LLC
254900UUVX9EYPUMP391
OEG BORROWER LLC
000000000
412642.88000000
PA
USD
413501.18000000
0.006831079674
Long
LON
CORP
US
N
2
2031-06-30
Floating
7.20000000
N
N
N
N
N
N
AAP BUYER INC
254900BOO8W9IR1VYO11
AAP Buyer Inc Term Loan B
00036FAB0
1442228.31000000
PA
USD
1438622.74000000
0.023766187460
Long
LON
CORP
US
N
3
2031-09-09
Floating
6.42000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC 2026 Term Loan B
45070BAL9
3392977.79000000
PA
USD
3384495.35000000
0.055912192063
Long
LON
CORP
US
N
2
2030-10-11
Floating
5.65000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1864000.00000000
PA
USD
1860055.75000000
0.030728301737
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Radnor Re LTD
N/A
RADNOR REESSENT RMIR_21-1
75279YAD3
9265139.31000000
PA
USD
9299848.37000000
0.153634398767
Long
ABS-CBDO
CORP
US
N
2
2033-12-27
Variable
6.82000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2025-NQM3 Trust
36171MAA6
12312255.75000000
PA
USD
12459388.44000000
0.205830307745
Long
ABS-MBS
CORP
US
N
2
2070-05-25
Variable
5.55000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAM0
1919000.00000000
PA
USD
1986580.38000000
0.032818500919
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
7.38000000
N
N
N
N
N
N
ION PLATFORM FINANCE US
213800FKHT3BRRKMCC89
ION Platform Finance US Inc
46205QAB4
4312000.00000000
PA
USD
3466387.93000000
0.057265065443
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
7.88000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC 2025 Term Loan B
01881UAN5
3510480.61000000
PA
USD
3425140.83000000
0.056583659343
Long
LON
CORP
US
N
2
2031-09-19
Floating
6.17000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC 2026 TERM LOAN B
33718FAQ3
2783497.81000000
PA
USD
2778292.67000000
0.045897664883
Long
LON
CORP
US
N
2
2030-08-15
Floating
5.90000000
N
N
N
N
N
N
World Wide Technology Holding Co. LLC
213800MTFQARCZL1PY64
World Wide Technology Holding Co LLC 2025 Repriced Term Loan B
98164AAE3
1492500.00000000
PA
USD
1490634.38000000
0.024625424807
Long
LON
CORP
US
N
3
2030-03-01
Floating
5.67000000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc 2025 Takeback Term Loan
92941PAE3
836423.02000000
PA
USD
710959.57000000
0.011745121182
Long
LON
CORP
US
N
2
2030-06-24
Floating
10.49000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CR7
10246000.00000000
PA
USD
10654680.29000000
0.176016353738
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.05000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS
5493007L0E0VKRC2CP39
Focus Financial Partners LLC
34417VAA5
3152000.00000000
PA
USD
3149640.03000000
0.052032359355
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
6.75000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
10897000.00000000
PA
USD
11676476.34000000
0.192896523775
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAC6
2850000.00000000
PA
USD
2852498.77000000
0.047123556866
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
8.25000000
N
N
N
N
N
N
PINNACLE BUYER LLC
N/A
PINNACLE BUYER LLC
000000000
197580.64000000
PA
USD
197663.62000000
0.003265422209
Long
LON
CORP
US
N
2
2032-10-01
Floating
1.25000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
12510000.00000000
PA
USD
10234650.56000000
0.169077421783
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AX4
1855000.00000000
PA
USD
1754643.23000000
0.028986876663
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
UNITI GROUP INC NEW
549300V3NU625PJUVA84
UNITI GROUP INC NEW
97382C115
2594.00000000
NS
USD
18988.08000000
0.000313684926
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Uniti Group Inc
Uniti Group Inc
1.00000000
1.00000000
USD
2028-08-01
XXXX
4124.46000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25
38384JN83
71364290.14000000
PA
USD
9587678.20000000
0.158389375528
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Floating
2.52000000
N
N
N
N
N
N
ALTICE FRAN LUX 3/HOLD 1
N/A
Altice France Lux 3 / Altice Holdings 1
020956AA6
726600.00000000
PA
USD
683681.02000000
0.011294476885
Long
DBT
CORP
LU
N
2
2033-01-15
Fixed
10.00000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc Term Loan B
12768EAG1
2027097.49000000
PA
USD
2010637.46000000
0.033215926218
Long
LON
CORP
US
N
2
2030-02-06
Floating
5.92000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
2144000.00000000
PA
USD
2198647.56000000
0.036321871340
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.38000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
5025000.00000000
PA
USD
4854690.25000000
0.080199954675
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bayonne Center
54930011FOZUNGHGHM74
Bayonne Center
000000000
1496587.75000000
PA
USD
1500329.22000000
0.024785584505
Long
LON
CORP
US
N
2
2032-10-01
Floating
6.67000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
437000.00000000
PA
USD
424724.84000000
0.007016495628
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-SFP
43289VAQ6
11500000.00000000
PA
USD
287587.40000000
0.004750971793
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
5.52000000
Y
N
N
N
N
N
FANNIE MAE FNMA_13-101
N/A
FANNIE MAE FNMA_13-101
3136AGA93
4875879.48000000
PA
USD
553225.57000000
0.009139340175
Long
ABS-CBDO
USGA
US
N
2
2043-10-25
Floating
2.12000000
N
N
N
N
N
N
Reworld Holding Corp
40XIFLS8XDQGGHGPGC04
Reworld Holding Corp Term Loan B
22282GAM9
2515350.55000000
PA
USD
2515350.55000000
0.041553835510
Long
LON
CORP
US
N
2
2028-11-30
Floating
5.93000000
N
N
N
N
N
N
BULLDOG PURCHASER INC
254900JB2GC3Q5OISZ63
BULLDOG PURCHASER INC 2026 TERM LOAN
12021GAH7
2726094.44000000
PA
USD
2717589.03000000
0.044894834852
Long
LON
CORP
US
N
2
2033-02-04
Floating
6.91000000
N
N
N
N
N
N
QXO BUILDING PRODUCTS
549300HDXQWWCBOYXP31
QXO Building Products Inc
74825NAA5
3088000.00000000
PA
USD
3200328.28000000
0.052869734171
Long
DBT
CORP
US
N
2
2032-04-30
Fixed
6.75000000
N
N
N
N
N
N
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
549300AE79DEGS4AGL59
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
000000000
1143273.40000000
PA
USD
1141135.48000000
0.018851669017
Long
LON
CORP
US
N
2
2032-07-09
Floating
6.92000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-47
N/A
FANNIE MAE FNMA_17-47
3136AWXB8
5135759.77000000
PA
USD
667338.06000000
0.011024489598
Long
ABS-CBDO
USGA
US
N
2
2047-06-25
Floating
2.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
6250000.00000000
PA
USD
5907714.84000000
0.097596023227
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
N/A
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
000000000
1290921.23000000
PA
USD
1227988.82000000
0.020286494633
Long
LON
CORP
US
N
2
2026-12-31
Floating
8.18000000
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
N/A
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
3137G0WW5
1128930756.63000000
PA
USD
3754710.80000000
0.062028187272
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Fixed
0.12000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3W1
4249000.00000000
PA
USD
4397898.75000000
0.072653714707
Long
DBT
CORP
US
N
2
2031-04-23
Fixed
5.15000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AB1
3000000.00000000
PA
USD
3010615.49000000
0.049735660445
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.25000000
N
N
N
N
N
N
TRANSOCEAN INTERNTNL LTD
DOL4HJ22ADYSIWES4H94
Transocean International Ltd
893830BY4
776000.00000000
PA
USD
807817.54000000
0.013345224258
Long
DBT
CORP
BM
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2025 Term Loan B
44332EAZ9
3545249.06000000
PA
USD
3502422.45000000
0.057860359215
Long
LON
CORP
US
N
2
2030-06-20
Floating
5.92000000
N
N
N
N
N
N
Ultra Clean Holdings Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings Inc 2025 Repriced Term Loan B
90385YAG6
1531532.47000000
PA
USD
1534090.13000000
0.025343318019
Long
LON
CORP
US
N
2
2028-02-25
Floating
6.42000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAQ3
300000.00000000
PA
USD
244386.74000000
0.004037292692
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
altice Luxembourg SA
2221006ZDZREFLFIFQ42
altice Luxembourg SA
000000000
3038.21000000
NS
47566.82000000
0.000785808488
N/A
DE
LU
Y
3
N/A
N/A
altice Luxembourg SA
altice Luxembourg SA
2099-12-31
XXXX
47389.93000000
N
N
N
ENTAIN PLC
213800GNI3K45LQR8L28
ENTAIN PLC
000000000
4393648.84000000
PA
USD
4374800.09000000
0.072272122599
Long
LON
CORP
IM
N
2
2029-10-31
Floating
5.92000000
N
N
N
N
N
N
POINTCLICKCARE TECHNOLOGIES INC
5493001Z0LHHBZLVDX36
POINTCLICKCARE TECHNOLOGIES INC
000000000
2681525.00000000
PA
USD
2656399.11000000
0.043883971427
Long
LON
CORP
CA
N
2
2031-11-03
Floating
6.42000000
N
N
N
N
N
N
HRNI HOLDINGS LLC
549300V1ELIRK8JURN28
HRNI HOLDINGS LLC
000000000
3358433.17000000
PA
USD
3229704.43000000
0.053355031023
Long
LON
CORP
US
N
2
2028-12-11
Floating
8.09000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAE2
5217000.00000000
PA
USD
5398504.95000000
0.089183826363
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
7.38000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
5006000.00000000
PA
USD
5184373.16000000
0.085646348384
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.63000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC
91327CAA6
1285000.00000000
PA
USD
1302320.64000000
0.021514463523
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.63000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BG0
360000.00000000
PA
USD
378903.90000000
0.006259529247
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.50000000
N
N
N
N
N
N
LOYALTY VENTURES INC
549300Q3YKVWNY6JIJ44
LOYALTY VENTURES INC
000000000
1604304.40000000
PA
USD
128344.35000000
0.002120261133
Long
LON
CORP
US
N
3
2027-11-03
None
0.00000000
Y
N
N
N
N
N
DYNAMO MIDCO BV
2549006JTJC82EG25219
DYNAMO MIDCO BV
000000000
560108.49000000
PA
USD
560108.49000000
0.009253046682
Long
LON
CORP
NL
N
2
2031-09-30
Floating
6.92000000
N
N
N
N
N
N
Fannie Mae
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46
3136BQLL1
60510476.54000000
PA
USD
7218790.93000000
0.119255127635
Long
ABS-CBDO
USGA
US
N
2
2050-06-25
Variable
2.22000000
N
N
N
N
N
N
ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC
213800EGOJGGUKUGEZ30
ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC
000000000
2158789.52000000
PA
USD
2164186.49000000
0.035752571115
Long
LON
CORP
US
N
2
2029-07-06
Floating
7.35000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAD6
3297000.00000000
PA
USD
3432999.43000000
0.056713484178
Long
DBT
CORP
FR
N
2
2032-08-15
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
197500000.00000000
NC
USD
1681989.00000000
0.027786621724
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
197500000.00000000
OU
Notional Amount
N/A
1681989.00000000
0.03000000
DIR
US
N/A
N/A
2036-08-04
0.00000000
N/A
0.00000000
N/A
197500000.00000000
USD
1.00000000
3.32700000
USD
2026-07-31
XXXX
-939823.50000000
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
1644000.00000000
PA
USD
1693671.22000000
0.027979613133
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
4429000.00000000
PA
USD
4243429.30000000
0.070101864382
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89
38382QD49
40604757.67000000
PA
USD
7444374.76000000
0.122981794427
Long
ABS-CBDO
USGA
US
N
2
2051-05-20
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060634
152000000.00000000
PA
USD
155904617.04000000
2.575559423229
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
6.00000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAD5
750000.00000000
PA
USD
757939.13000000
0.012521228078
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.63000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-4
76089HAA4
10693873.84000000
PA
USD
10743670.93000000
0.177486487758
Long
ABS-O
CORP
US
N
2
2033-03-25
Fixed
5.28000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC
000000000
1500000.00000000
PA
USD
1500945.00000000
0.024795757251
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.42000000
N
N
N
N
N
N
PAGAYA AI DEBT GRANTOR TRUST PAID_24-8
N/A
PAGAYA AI DEBT GRANTOR TRUST PAID_24-8
69544QAC4
6415841.41000000
PA
USD
6453102.69000000
0.106605883506
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Fixed
6.03000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AY5
5648000.00000000
PA
USD
5929005.52000000
0.097947747329
Long
DBT
NUSS
GT
N
2
2031-08-06
Fixed
6.05000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009BGMXB527HV965
Iliad Holding SAS
449691AF1
1651000.00000000
PA
USD
1767879.16000000
0.029205535513
Long
DBT
CORP
FR
N
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAN3
1303000.00000000
PA
USD
1348610.42000000
0.022279175186
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.63000000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287DAA1
10983000.00000000
PA
USD
10517914.88000000
0.173756975875
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
8.13000000
N
N
N
N
N
N
Restoration Hardware Inc
549300H9H1H3OC7C3H47
Restoration Hardware Inc Term Loan B
76133MAB7
1883108.62000000
PA
USD
1848271.11000000
0.030533618339
Long
LON
CORP
US
N
2
2028-10-20
Floating
6.29000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
3899000.00000000
PA
USD
3820565.07000000
0.063116106212
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
ACP TARA HOLDINGS INC (ARCADIA)
N/A
ACP TARA HOLDINGS INC (ARCADIA)
000000000
1310436.38000000
PA
USD
1312074.43000000
0.021675597081
Long
LON
CORP
US
N
2
2032-12-15
Floating
6.97000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
2463000.00000000
PA
USD
2559313.56000000
0.042280108707
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAB4
2126000.00000000
PA
USD
2082053.64000000
0.034395728452
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAM0
2887000.00000000
PA
USD
2937546.19000000
0.048528548509
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.25000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
8542000.00000000
PA
USD
7593605.67000000
0.125447103562
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658CA8
5659000.00000000
PA
USD
5879299.12000000
0.097126592771
Long
DBT
CORP
PA
N
2
2032-08-01
Fixed
5.75000000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings Inc 2025 Term Loan B
86880NBD4
3268114.82000000
PA
USD
3269291.34000000
0.054009010623
Long
LON
CORP
US
N
2
2030-12-19
Floating
6.17000000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
Whatabrands LLC 2024 1st Lien Term Loan B
96244UAJ6
1650746.10000000
PA
USD
1646206.55000000
0.027195492172
Long
LON
CORP
US
N
2
2028-08-03
Floating
6.17000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30
38384JQS6
86100110.28000000
PA
USD
4443265.07000000
0.073403170722
Long
ABS-CBDO
USGA
US
N
2
2054-02-20
Floating
1.59000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
999000.00000000
PA
USD
979508.29000000
0.016181572132
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc 2022 Term Loan B
914908BB3
2893714.49000000
PA
USD
2875628.77000000
0.047505666714
Long
LON
CORP
US
N
2
2029-01-31
Floating
7.04000000
N
N
N
N
N
N
ION PLATFORM FINANCE US INC
213800FKHT3BRRKMCC89
ION PLATFORM FINANCE US INC
000000000
3757652.19000000
PA
USD
3075412.86000000
0.050806119294
Long
LON
CORP
US
N
2
2032-10-07
Floating
7.42000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AH2
12120000.00000000
PA
USD
11146655.75000000
0.184143836144
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.30000000
N
N
N
N
N
N
Coherent Corp
549300O5C25A0MMHHU33
Coherent Corp 2025 Term Loan B2
45173JAT1
803306.81000000
PA
USD
803306.81000000
0.013270706560
Long
LON
CORP
US
N
2
2029-07-02
Floating
5.42000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AJ6
3240000.00000000
PA
USD
3038241.06000000
0.050192037546
Long
DBT
CORP
CA
N
2
2029-07-01
Fixed
7.63000000
N
N
N
N
N
N
Veritiv Corporation
5493004G8OK5L1UTIY12
Veritiv Corporation Term Loan B
92338TAB2
2093662.88000000
PA
USD
2073773.08000000
0.034258932796
Long
LON
CORP
US
N
2
2030-12-02
Floating
7.67000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64
38384MC54
45430153.27000000
PA
USD
4887925.59000000
0.080749005721
Long
ABS-CBDO
USGA
US
N
2
2054-04-20
Floating
2.30000000
N
N
N
N
N
N
Amspec Parent LLC
254900LUGRP5Z7OOV477
Amspec Parent LLC 2025 Term Loan
03218AAE9
995200.00000000
PA
USD
995826.98000000
0.016451158477
Long
LON
CORP
US
N
2
2031-12-22
Floating
7.17000000
N
N
N
N
N
N
STARC_19-CS02
N/A
STARC_19-CS02
3137G0VZ9
3309898.30000000
PA
USD
3271012.62000000
0.054037446336
Long
ABS-CBDO
CORP
US
N
2
2032-02-25
Floating
4.45000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
1496000.00000000
PA
USD
1139259.64000000
0.018820679958
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
Mermaid Bidco Inc
254900765HT42I3EW691
Mermaid Bidco Inc 2024 USD Term Loan B
59012CAL9
1947594.94000000
PA
USD
1852649.69000000
0.030605952906
Long
LON
CORP
US
N
2
2031-07-03
Floating
6.91000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAG3
3389000.00000000
PA
USD
3492145.68000000
0.057690585976
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKNH3
24309250.53000000
PA
USD
24739397.86000000
0.408697256650
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
7.62000000
N
N
N
N
N
N
BLACK PEARL COMPUTE LLC
N/A
Black Pearl Compute LLC
09216NAA8
3521000.00000000
PA
USD
3605390.88000000
0.059561407684
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
6.13000000
N
N
N
N
N
N
First Brands Group LLC
2549005IXRZR7KSBJD91
First Brands Group LLC 2022 Incremental Term Loan
31935HAG2
986882.87000000
PA
USD
2141.54000000
0.000035378448
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.79000000
Y
N
N
N
N
N
Gaci First Investment Co.
558600TU1PWGNLZ3XM88
Gaci First Investment Co.
000000000
14441000.00000000
PA
USD
13417506.69000000
0.221658514338
Long
DBT
CORP
KY
N
2
2054-01-29
Fixed
5.38000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-8
69549TAC3
8800000.00000000
PA
USD
8834383.36000000
0.145944871571
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
5.41000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Trust 2024-1
76088YAA8
4773310.21000000
PA
USD
4780092.61000000
0.078967594413
Long
ABS-O
CORP
US
N
2
2032-06-25
Fixed
7.09000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
2174000.00000000
PA
USD
2166960.07000000
0.035798390926
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AR8
1060000.00000000
PA
USD
914223.62000000
0.015103063040
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
6.88000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBD5
1938000.00000000
PA
USD
1989433.31000000
0.032865631600
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
7.38000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAJ0
2382000.00000000
PA
USD
2515221.80000000
0.041551708547
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.00000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4515
N/A
FREDDIE MAC FHLMC_4515
3137BLBT4
2107005.25000000
PA
USD
129486.01000000
0.002139121467
Long
ABS-CBDO
USGA
US
N
2
2038-08-15
Floating
2.24000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18
38383VT73
36311095.02000000
PA
USD
3438188.65000000
0.056799210597
Long
ABS-CBDO
USGA
US
N
2
2053-02-20
Floating
2.03000000
N
N
N
N
N
N
Rocket Software Inc
549300PVG26ISP5X1556
Rocket Software Inc 2023 USD Term Loan B
77313DAW1
2727133.68000000
PA
USD
2530561.88000000
0.041805128160
Long
LON
CORP
US
N
2
2028-11-28
Floating
7.42000000
N
N
N
N
N
N
MITNICK CORPORATE PURCHASER INC
2549002PYWOTVEDJKW54
MITNICK CORPORATE PURCHASER INC
000000000
766338.83000000
PA
USD
394664.50000000
0.006519895890
Long
LON
CORP
US
N
2
2029-05-02
Floating
8.52000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAH6
4981000.00000000
PA
USD
4940903.86000000
0.081624211889
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
7.38000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group LLC 2025 Term Loan B
07014QAP6
3709003.28000000
PA
USD
3699730.77000000
0.061119911834
Long
LON
CORP
US
N
2
2032-01-23
Floating
6.92000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
OTC (GENERIC) 1 YEAR
000000000
175000000.00000000
NC
USD
17.50000000
0.000000289101
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
175000000.00000000
OU
Notional Amount
N/A
17.50000000
0.00000000
DIR
GB
N/A
N/A
2031-03-03
0.00000000
N/A
0.00000000
N/A
175000000.00000000
USD
1.00000000
3.50000000
USD
2026-02-27
XXXX
-1137482.50000000
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator Midco GmbH 2025 USD Term Loan B
000000000
3568851.06000000
PA
USD
3567245.08000000
0.058931235361
Long
LON
CORP
US
N
2
2030-04-30
Floating
6.38000000
N
N
N
N
N
N
VAN POOL TRANSPORTATION LLC
254900EBTYFG24UQEM31
VAN POOL TRANSPORTATION LLC 2026 REPRICED TERM LOAN
07363PAE0
2709448.14000000
PA
USD
2714541.90000000
0.044844495968
Long
LON
CORP
US
N
2
2030-08-06
Floating
6.41000000
N
N
N
N
N
N
SERTA SIMMONS BEDDING LLC
N/A
SERTA SIMMONS BEDDING LLC
000000000
335.00000000
NS
USD
3031.75000000
0.000050084804
Long
EC
CORP
US
N
2
N
N
N
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
N/A
FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC
000000000
722942.75000000
NS
USD
0.72000000
0.000000011894
Long
EC
CORP
US
N
3
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
1153000.00000000
PA
USD
1183505.22000000
0.019551621239
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBG2
2187000.00000000
PA
USD
2060759.82000000
0.034043952476
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
237669147.00000000
NC
USD
1500714.29000000
0.024791945899
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
237669147.00000000
OU
Notional Amount
N/A
1500714.29000000
0.02000000
DIR
US
N/A
N/A
2031-07-13
0.00000000
N/A
0.00000000
N/A
237669147.00000000
USD
1.00000000
3.10000000
USD
2026-07-09
XXXX
-791604.63000000
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2026 Term Loan B
15131YAR6
1677756.10000000
PA
USD
1633329.12000000
0.026982755777
Long
LON
CORP
US
N
2
2031-03-24
Floating
6.67000000
N
N
N
N
N
N
OMNIA Partners LLC
254900ZD1P5CVG9GOS22
OMNIA Partners LLC 2024 Term Loan B
68218HAE7
2577041.25000000
PA
USD
2567738.13000000
0.042419283422
Long
LON
CORP
US
N
2
2032-12-31
Floating
6.45000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
44984WAH0
15295000.00000000
PA
USD
14169340.48000000
0.234078881607
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
RHP Hotel Properties LP / RHP Finance Corp
749571AJ4
616000.00000000
PA
USD
632840.66000000
0.010454589198
Long
DBT
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
44000000.00000000
PA
8519217.46000000
0.140738300277
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
GTCR EVEREST BORROWER LLC
N/A
GTCR EVEREST BORROWER LLC 2026 REPRICED TERM LOAN B
36269YAF2
2475062.50000000
PA
USD
2425041.49000000
0.040061921063
Long
LON
CORP
US
N
2
2031-09-05
Floating
6.16000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAK9
721000.00000000
PA
USD
722473.87000000
0.011935338537
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
8.25000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAY4
2036000.00000000
PA
USD
2115146.50000000
0.034942425715
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.75000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389375AP1
1973000.00000000
PA
USD
2037930.33000000
0.033666807083
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
5677000.00000000
PA
USD
5488570.31000000
0.090671714862
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ASTORIA ENERGY LLC
549300BXD26J7I0IPB62
Astoria Energy LLC 2025 Term Loan B
04626LAJ8
2072287.97000000
PA
USD
2075147.73000000
0.034281642148
Long
LON
CORP
US
N
2
2032-06-23
Floating
5.92000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AE0
2502000.00000000
PA
USD
2617204.00000000
0.043236464401
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.88000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAG3
2729000.00000000
PA
USD
2911627.46000000
0.048100368570
Long
DBT
CORP
DE
N
2
2032-11-15
Fixed
8.00000000
N
N
Y
N
N
N
FIBERCOP SPA
8156007022402E114A31
Fibercop SpA
683879AH3
1579000.00000000
PA
USD
1622059.03000000
0.026796572796
Long
DBT
CORP
IT
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
27153.26000000
0.000448574493
N/A
DFE
GB
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
17960878.38000000
GBP
24232364.50000000
USD
2026-03-06
27153.26000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND JUN 26
000000000
-1806.00000000
NC
USD
-1517050.84000000
-0.02506182729
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USM6 Comdty
2026-06-18
-212437511.66000000
USD
-1517050.84000000
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
3098000.00000000
PA
USD
3327093.16000000
0.054963902307
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123DP2
41553000.00000000
PA
USD
43467935.54000000
0.718094519032
Long
DBT
NUSS
TR
N
2
2032-02-12
Fixed
7.13000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
2982000.00000000
PA
USD
2654468.70000000
0.043852080866
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
967000.00000000
PA
USD
961960.75000000
0.015891685066
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAL6
818000.00000000
PA
USD
816076.98000000
0.013481671010
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.88000000
N
N
N
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
Columbus McKinnon Corp/NY
199333AK1
864000.00000000
PA
USD
890650.25000000
0.014713628677
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.13000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DSBC5
32103243.29000000
PA
USD
33644092.39000000
0.555803675582
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
6.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAG3
7226000.00000000
PA
USD
7467951.86000000
0.123371290410
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.13000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AB3
3610000.00000000
PA
USD
3579766.89000000
0.059138096879
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
5.88000000
N
N
N
N
N
N
SOUTH FIELD ENERGY LLC
549300M3RBW5ZIH20760
SOUTH FIELD ENERGY LLC
000000000
84612.81000000
PA
USD
84824.34000000
0.001401306339
Long
LON
CORP
US
N
2
2031-08-29
Floating
6.67000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAK2
6054000.00000000
PA
USD
5863577.46000000
0.096866869420
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust
N/A
GITSIT Mortgage Loan Trust 2025-NPL1
375926AA0
5527364.88000000
PA
USD
5533307.90000000
0.091410784196
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
6.28000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
4159000.00000000
PA
USD
1539080.48000000
0.025425759086
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
GENESYS CLOUD SERVICES HOLDINGS II LLC
549300CVRD4OUCPHWQ42
GENESYS CLOUD SERVICES HOLDINGS II LLC
000000000
3255207.91000000
PA
USD
2986653.26000000
0.049339802077
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.17000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFP2
10636000.00000000
PA
USD
10862619.25000000
0.179451525563
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.65000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
2332000.00000000
PA
USD
2391751.16000000
0.039511961576
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EW52
34654715.27000000
PA
USD
4201419.85000000
0.069407864186
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
2.27000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAM1
1282000.00000000
PA
USD
1284078.38000000
0.021213099615
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.38000000
N
N
N
N
N
N
Cumulus Media New Holdings Inc
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc 2024 Term Loan B
23110BAB0
1347545.83000000
PA
USD
338139.68000000
0.005586100371
Long
LON
CORP
US
N
2
2029-05-02
None
0.00000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
713000.00000000
PA
USD
632355.83000000
0.010446579759
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
CORNERSTONE ONDEMAND INC
549300Z402F16H5EGH48
CORNERSTONE ONDEMAND INC
000000000
2686047.40000000
PA
USD
2091759.41000000
0.034556068715
Long
LON
CORP
US
N
2
2028-10-16
Floating
7.54000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AH0
1291000.00000000
PA
USD
1312813.51000000
0.021687806755
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.88000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
4741000.00000000
PA
USD
4593810.61000000
0.075890197671
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
1573000.00000000
PA
USD
1587865.81000000
0.026231697478
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
Opal Bidco SAS
N/A
Opal Bidco SAS USD 1st Lien Term Loan B
000000000
2689876.64000000
PA
USD
2685841.83000000
0.044370368023
Long
LON
CORP
US
N
2
2032-04-28
Floating
6.69000000
N
N
N
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH Parent LLC 2025 Term Loan B
91820UAV2
1639704.19000000
PA
USD
1634243.98000000
0.026997869354
Long
LON
CORP
US
N
2
2031-06-21
Floating
6.17000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
6399000.00000000
PA
USD
6319067.55000000
0.104391609969
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
1955000.00000000
PA
USD
1940347.11000000
0.032054722806
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRETE LLC
549300S7RFWHQFOIOY93
SMYRNA READY MIX CONCRETE LLC
000000000
1373218.19000000
PA
USD
1374357.96000000
0.022704527049
Long
LON
CORP
US
N
2
2029-04-02
Floating
6.67000000
N
N
N
N
N
N
PINNACLE BUYER LLC
N/A
PINNACLE BUYER LLC
000000000
1024850.80000000
PA
USD
1025281.24000000
0.016937745714
Long
LON
CORP
US
N
2
2032-10-01
Floating
6.16000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
000000000
2445306.79000000
PA
USD
2414740.46000000
0.039891747046
Long
LON
CORP
US
N
2
2033-01-14
None
0.00000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAX8
1965000.00000000
PA
USD
2009745.35000000
0.033201188475
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
BELRON FINANCE 2019 LLC
N/A
BELRON FINANCE 2019 LLC 2026 REPRICED TERM LOAN B
08078UAQ6
2489724.84000000
PA
USD
2488679.16000000
0.041113221555
Long
LON
CORP
US
N
2
2031-10-16
Floating
5.66000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
6862000.00000000
PA
USD
6884817.63000000
0.113737856266
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBE9
2450000.00000000
PA
USD
2511405.47000000
0.041488662405
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC 2024 Term Loan B
89788VAG7
2646040.85000000
PA
USD
2592458.52000000
0.042827666667
Long
LON
CORP
US
N
2
2031-05-06
Floating
6.42000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AN3
1714000.00000000
PA
USD
1706359.39000000
0.028189222934
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
2637000.00000000
PA
USD
2324469.58000000
0.038400463337
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAC8
916000.00000000
PA
USD
949141.56000000
0.015679910802
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.25000000
N
N
N
N
N
N
Toorak Mortgage Corp.
254900AXFPBUQ16CX921
Toorak Mortgage Trust 2024-RRTL2
89055JAA3
19650000.00000000
PA
USD
19679647.92000000
0.325109695969
Long
ABS-MBS
CORP
US
N
2
2039-09-25
Variable
5.50000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
VIRTUSA CORP
000000000
3509661.97000000
PA
USD
3214253.72000000
0.053099783793
Long
LON
CORP
US
N
2
2029-02-15
Floating
6.92000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
6236000.00000000
PA
USD
6331296.99000000
0.104593641506
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
254900CGI6DL79P2CL43
ATLAS CC ACQUISITION CORP
000000000
240885.31000000
PA
USD
46069.32000000
0.000761069643
Long
LON
CORP
US
N
2
2029-05-25
None
0.00000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
1134000.00000000
PA
USD
1114234.20000000
0.018407257257
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1152000.00000000
PA
USD
1025509.24000000
0.016941512296
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377DC3
2449000.00000000
PA
USD
2483630.65000000
0.041029819679
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
Hunter Douglas Inc.
529900811T142NS3H544
Hunter Douglas Inc 2025 USD Term Loan B
000000000
2383109.01000000
PA
USD
2380630.58000000
0.039328248514
Long
LON
CORP
US
N
2
2032-01-17
Floating
6.67000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC 2020 USD Term Loan Q
000000000
1000000.00000000
PA
USD
969250.00000000
0.016012104184
Long
LON
CORP
US
N
2
2029-01-31
Floating
7.02000000
N
N
N
N
N
N
Central Parent Inc
N/A
Central Parent Inc 2024 Term Loan B
15477BAE7
2562966.47000000
PA
USD
1601854.04000000
0.026462784397
Long
LON
CORP
US
N
2
2029-07-06
Floating
6.92000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAM5
983000.00000000
PA
USD
1015169.18000000
0.016770693500
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.63000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
1350000.00000000
PA
USD
1335609.43000000
0.022064397568
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.38000000
N
N
N
N
N
N
South Field LLC
549300M3RBW5ZIH20760
South Field LLC 2025 1st Lien Term Loan B
83783XAG1
1399963.86000000
PA
USD
1403463.77000000
0.023185357859
Long
LON
CORP
US
N
2
2031-08-29
Floating
6.67000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAE3
750000.00000000
PA
USD
745339.34000000
0.012313078323
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
7.38000000
N
N
N
N
N
N
Radnor Re LTD
254900E0VCENS5C16U77
Radnor Re 2024-1 Ltd
75049AAB8
5389412.80000000
PA
USD
5419726.09000000
0.089534401658
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
6.57000000
N
N
N
N
N
N
ALBERTSONS COS INC
549300YKWOC0AOR16R51
Albertsons Cos Inc
01309QAE8
3056000.00000000
PA
USD
3067724.37000000
0.050679104692
Long
DBT
CORP
US
N
2
2032-03-31
Fixed
5.63000000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
5493005K6XILIQ2EZY52
HAMILTON PROJECTS ACQUIROR LLC
000000000
1707282.12000000
PA
USD
1710747.90000000
0.028261721546
Long
LON
CORP
US
N
2
2031-05-30
Floating
6.17000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
789000.00000000
PA
USD
824805.21000000
0.013625862218
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2025 Term Loan B1
74839XAM1
2370271.97000000
PA
USD
2367617.27000000
0.039113267369
Long
LON
CORP
US
N
2
2031-04-14
Floating
5.92000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC
000000000
573566.57000000
PA
USD
494942.06000000
0.008176490926
Long
LON
CORP
US
N
2
2031-06-06
Floating
8.68000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAF4
10069000.00000000
PA
USD
10137004.11000000
0.167464292940
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFD3
31495000.00000000
PA
USD
31574719.95000000
0.521617441786
Long
DBT
CORP
US
N
2
2031-10-22
Fixed
4.26000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
21970000.00000000
PA
USD
19801794.46000000
0.327127568680
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.30000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2024-10
69544MAB5
8464334.82000000
PA
USD
8533571.39000000
0.140975428596
Long
ABS-O
CORP
US
N
2
2032-06-15
Fixed
5.75000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAN8
672000.00000000
PA
USD
671186.92000000
0.011088073139
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
6.85000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA 10YR NOTE JUN 26
000000000
-2894.00000000
NC
USD
-1952486.30000000
-0.03225526340
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10 Year U.S. Treasury Notes Futures
UXYM6 Comdty
2026-06-18
-335876794.95000000
USD
-1952486.30000000
N
N
N
CROWN SUBSEA COMMUNICATIONS HOLDING INC
5493003AYLUE132FIO27
CROWN SUBSEA COMMUNICATIONS HOLDING INC
000000000
3048817.94000000
PA
USD
3050738.70000000
0.050398499773
Long
LON
CORP
US
N
2
2031-01-30
Floating
6.67000000
N
N
N
N
N
N
A&D Mortgage Trust
9845009E581BS7E85066
A&D Mortgage Trust 2024-NQM3
00039HAA5
11763624.19000000
PA
USD
11937607.02000000
0.197210427984
Long
ABS-MBS
CORP
US
N
2
2069-07-25
Variable
6.45000000
N
N
N
N
N
N
Les Schwab Tire Centers
549300GJM1TKHPYFPF83
Les Schwab Tire Centers 2025 Term Loan B
50220KAD6
1546105.53000000
PA
USD
1544172.90000000
0.025509886360
Long
LON
CORP
US
N
2
2031-04-23
Floating
6.17000000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC 2022 Incremental Term Loan B2
11565HAD8
3588879.53000000
PA
USD
3594047.52000000
0.059374014274
Long
LON
CORP
US
N
2
2031-07-01
Floating
6.17000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141
38380HKU5
8945203.17000000
PA
USD
1436494.97000000
0.023731036493
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Floating
2.42000000
N
N
N
N
N
N
HTAP Trust
N/A
HTAP Issuer Trust 2025-1
40446AAA3
3875291.60000000
PA
USD
3903127.43000000
0.064480044422
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Fixed
6.50000000
N
N
N
N
N
N
Chrysaor Bidco Sarl
254900CXX37NCB7A8J31
Chrysaor Bidco Sarl 2025 USD Term Loan B
000000000
836946.58000000
PA
USD
833808.03000000
0.013774589679
Long
LON
CORP
LU
N
2
2031-10-30
Floating
6.90000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110
38384QTX6
66518784.38000000
PA
USD
7405968.64000000
0.122347321593
Long
ABS-CBDO
USGA
US
N
2
2054-07-20
Floating
2.99000000
N
N
N
N
N
N
QNITY ELECTRONICS INC
254900RSUG4J9TFFZX53
QNITY ELECTRONICS INC
000000000
300000.00000000
PA
USD
300843.00000000
0.004969955593
Long
LON
CORP
US
N
2
2032-11-01
Floating
5.70000000
N
N
N
N
N
N
Cloudera Inc
549300PGONC4JOI0RG62
Cloudera Inc 2021 Term Loan
74339VAB4
2608793.74000000
PA
USD
2292947.08000000
0.037879708574
Long
LON
CORP
US
N
2
2028-10-08
Floating
7.52000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AK1
1679000.00000000
PA
USD
1739369.01000000
0.028734545065
Long
DBT
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CQ4
2753000.00000000
PA
USD
2865990.13000000
0.047346435444
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
8.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BH9
3179000.00000000
PA
USD
3151905.49000000
0.052069784975
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.00000000
N
N
N
N
N
N
NOURYON FINANCE BV
549300GD4NJGLPVYB245
Nouryon Finance BV 2024 USD Term Loan B2
000000000
1108745.01000000
PA
USD
1100429.42000000
0.018179200950
Long
LON
CORP
NL
N
2
2028-04-03
Floating
6.92000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
2981000.00000000
PA
USD
2982334.22000000
0.049268451116
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
2385000.00000000
PA
USD
2265341.22000000
0.037423657084
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE JUN 26
000000000
-2357.00000000
NC
USD
-848795.77000000
-0.01402218860
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes Futures
FVM6 Comdty
2026-06-30
-258752657.36000000
USD
-848795.77000000
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AD4
1304000.00000000
PA
USD
1277882.27000000
0.021110739276
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
9.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
2415000.00000000
PA
USD
2596032.87000000
0.042886715276
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
7.20000000
N
N
N
N
N
N
ICON PARENT I INC
N/A
ICON PARENT I INC
000000000
2245139.34000000
PA
USD
2121185.20000000
0.035042185626
Long
LON
CORP
US
N
2
2031-11-13
Floating
6.44000000
N
N
N
N
N
N
CLOUD SOFTWARE GROUP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2025 Term Loan B (2032)
88632NBL3
1927524.90000000
PA
USD
1783924.29000000
0.029470602620
Long
LON
CORP
US
N
2
2032-08-13
Floating
6.92000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
5384000.00000000
PA
USD
5252846.60000000
0.086777536267
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
4084000.00000000
PA
USD
4075176.79000000
0.067322316568
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC
000000000
686606.15000000
PA
USD
678023.57000000
0.011201015262
Long
LON
CORP
US
N
3
2029-06-24
Floating
7.92000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBQ5
2237000.00000000
PA
USD
2055315.08000000
0.033954004842
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AD8
10369000.00000000
PA
USD
11056368.45000000
0.182652281175
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.75000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBJ6
2580000.00000000
PA
USD
2519136.11000000
0.041616373329
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
1484000.00000000
PA
USD
1462594.63000000
0.024162205412
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBD1
10564000.00000000
PA
USD
10733027.05000000
0.177310649827
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
7.75000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
7511000.00000000
PA
USD
7082245.71000000
0.116999387332
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
2549005IXRZR7KSBJD91
First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B
31935HAN7
2081144.15000000
PA
USD
4162.29000000
0.000068761435
Long
LON
CORP
US
N
2
2026-06-29
Floating
10.67000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BB9
16100000.00000000
PA
USD
13560958.23000000
0.224028347719
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CY6
1030000.00000000
PA
USD
1032427.11000000
0.017055796181
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
N/A
Ecuador Government International Bond
000000000
10504000.00000000
PA
USD
10581765.68000000
0.174811797296
Long
DBT
NUSS
EC
N
2
2034-01-29
None
0.00000000
N
N
N
N
N
N
Ahead DB Holdings LLC
254900L07WFL833JX193
Ahead DB Holdings LLC 2024 Term Loan B4
00866HAH8
2969442.25000000
PA
USD
2884991.31000000
0.047660336784
Long
LON
CORP
US
N
2
2031-02-03
Floating
6.17000000
N
N
N
N
N
N
ALTERRA MOUNTAIN CO
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN CO
000000000
927943.57000000
PA
USD
927943.57000000
0.015329717947
Long
LON
CORP
US
N
3
2030-05-31
Floating
6.17000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAC7
575000.00000000
PA
USD
608624.47000000
0.010054535386
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.63000000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
1983867.46000000
PA
USD
1979225.21000000
0.032696992796
Long
LON
CORP
US
N
2
2028-08-02
Floating
5.67000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
3935000.00000000
PA
USD
3900445.23000000
0.064435734217
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
SALAS OBRIEN INC
254900D503Y41OFSLN80
SALAS OBRIEN INC
000000000
444726.49000000
PA
USD
443058.77000000
0.007319373933
Long
LON
CORP
US
N
2
2033-01-24
None
0.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
13572000.00000000
PA
USD
9784087.99000000
0.161634084344
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Bombardier Recreational Products Inc
549300DZZJW11IMTMJ24
Bombardier Recreational Products Inc 2024 Term Loan B4
000000000
1218205.00000000
PA
USD
1218582.64000000
0.020131103626
Long
LON
CORP
CA
N
2
2031-01-22
Floating
5.92000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AF3
1418000.00000000
PA
USD
1491653.94000000
0.024642268037
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
2553000.00000000
PA
USD
2626310.32000000
0.043386901693
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
WR Grace & Co-Conn
549300WNOVFRGYOAEB12
WR Grace & Co-Conn 2025 Term Loan B
92943HAD1
756007.32000000
PA
USD
754744.79000000
0.012468457271
Long
LON
CORP
US
N
2
2032-08-19
Floating
6.67000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
9057000.00000000
PA
USD
8169470.57000000
0.134960447668
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
Constellation Renewables, LLC
5493004JBPWTPTK8LB51
Constellation Renewables LLC 2020 Term Loan
30204KAD8
2386778.22000000
PA
USD
2387518.12000000
0.039442031344
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.67000000
N
N
N
N
N
N
HILLMAN GROUP INC
N/A
HILLMAN GROUP INC
000000000
1339309.02000000
PA
USD
1337152.73000000
0.022089893034
Long
LON
CORP
US
N
2
2028-07-14
Floating
5.68000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAD6
3030000.00000000
PA
USD
3125147.96000000
0.051627747979
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAD5
5608000.00000000
PA
USD
6199641.05000000
0.102418672584
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
9.63000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QH7
8414000.00000000
PA
USD
8555791.40000000
0.141342505320
Long
DBT
CORP
US
N
2
2036-09-11
Fixed
5.17000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
536000.00000000
PA
USD
531603.32000000
0.008782138503
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
MITCHELL INTERNATIONAL INC
5493002RDNIGEM7SSV41
Mitchell International Inc 2026 Term Loan
60662WBB7
3898650.46000000
PA
USD
3584341.26000000
0.059213665916
Long
LON
CORP
US
N
2
2031-06-17
Floating
6.67000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040636
174500000.00000000
PA
USD
169581427.83000000
2.801501666497
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
5700000.00000000
PA
USD
5450838.62000000
0.090048383677
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
8000000.00000000
PA
USD
6417971.45000000
0.106025512007
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP
000000000
13525.00000000
NS
USD
207946.88000000
0.003435302664
Long
EC
CORP
US
N
2
N
N
N
Uniti Group Inc
549300V3NU625PJUVA84
Uniti Group Inc
912932100
13317.00000000
NS
USD
97480.44000000
0.001610386341
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-333211.69000000
-0.00550468949
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
62969928.20000000
EUR
74084586.50000000
USD
2026-03-06
-333211.69000000
N
N
N
AMNEAL PHARMACEUTICALS LLC
54930037VIXE7LRZ1M66
AMNEAL PHARMACEUTICALS LLC 2026 REPRICED TERM LOAN
03167DAS3
1475148.85000000
PA
USD
1474529.29000000
0.024359367155
Long
LON
CORP
US
N
2
2032-08-01
Floating
6.67000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320BE5
593000.00000000
PA
USD
592515.94000000
0.009788420905
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
3490000.00000000
PA
USD
3252263.31000000
0.053727705913
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791BG9
19950000.00000000
PA
USD
19926399.15000000
0.329186050267
Long
ABS-CBDO
CORP
KY
N
2
2038-10-17
Floating
4.87000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61
38382EV95
30101402.08000000
PA
USD
4880743.68000000
0.080630359870
Long
ABS-CBDO
USGA
US
N
2
2043-07-20
Floating
2.82000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-5
N/A
PAGAYA AI DEBT SELECTION TRUST PAID_24-5
69544LAB7
7075698.29000000
PA
USD
7110709.55000000
0.117469612735
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Fixed
6.60000000
N
N
N
N
N
N
UNITI GROUP INC
549300V3NU625PJUVA84
Uniti Group Inc
97382C206
84.96000000
PA
USD
84955.00000000
0.001403464855
Long
DBT
CORP
US
N
3
2028-08-01
Fixed
11.00000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AN4
1053000.00000000
PA
USD
1058885.11000000
0.017492884912
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AP9
3178000.00000000
PA
USD
3403188.85000000
0.056221010500
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan J
89364MCA0
3964623.74000000
PA
USD
3963632.58000000
0.065479595379
Long
LON
CORP
US
N
2
2031-02-28
Floating
6.17000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAD5
947000.00000000
PA
USD
980857.72000000
0.016203864847
Long
DBT
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
3543000.00000000
PA
USD
2180858.10000000
0.036027987732
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
74984CAA6
692000.00000000
PA
USD
696583.16000000
0.011507621492
Long
DBT
US
N
2
2034-03-15
Fixed
5.75000000
N
N
N
N
N
N
CHOBANI HOLDCO II LLC
N/A
Chobani Holdco II LLC
169918AA7
5235448.00000000
PA
USD
5621592.99000000
0.092869262462
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
8.75000000
N
N
Y
N
N
N
SAIF Securitization Trust
N/A
SAIF Securitization Trust 2025-CES1
78438CAA9
15788109.78000000
PA
USD
15957890.38000000
0.263625899754
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
5.41000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS D
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B BV
05455JAA5
1833000.00000000
PA
USD
1927230.77000000
0.031838039595
Long
DBT
CORP
NL
N
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
CD&R SMOKEY / RADIO SYS
N/A
CD&R Smokey Buyer Inc / Radio Systems Corp
12515KAA6
1324000.00000000
PA
USD
1089482.30000000
0.017998353464
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
Bleriot US Bidco Inc
254900ALCQ2A2VYD5Z08
Bleriot US Bidco Inc 2023 Term Loan B
09353TAJ9
740625.00000000
PA
USD
740358.38000000
0.012230792380
Long
LON
CORP
US
N
2
2030-10-31
Floating
6.17000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AP6
434000.00000000
PA
USD
441064.20000000
0.007286423443
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAW9
3358000.00000000
PA
USD
3648604.27000000
0.060275297086
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155
38383AJE5
37611923.60000000
PA
USD
5588409.70000000
0.092321071286
Long
ABS-CBDO
USGA
US
N
2
2051-09-20
Floating
2.52000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AQ4
905000.00000000
PA
USD
931938.48000000
0.015395714248
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.88000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB HOLDING CORP
000000000
2632566.97000000
PA
USD
2621325.91000000
0.043304558755
Long
LON
CORP
US
N
2
2030-12-15
Floating
6.17000000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
3387061.77000000
PA
USD
3273595.20000000
0.054080110809
Long
LON
CORP
US
N
2
2031-07-31
Floating
6.17000000
N
N
N
N
N
N
FANNIE MAE FNMA_14-93
N/A
FANNIE MAE FNMA_14-93
3136AMDR7
8394225.78000000
PA
USD
1112532.91000000
0.018379151781
Long
ABS-CBDO
USGA
US
N
2
2045-01-25
Floating
2.37000000
N
N
N
N
N
N
ORION US FINCO INC
N/A
ORION US FINCO INC
000000000
3266030.07000000
PA
USD
3203779.54000000
0.052926749321
Long
LON
CORP
US
N
2
2032-10-08
Floating
7.15000000
N
N
N
N
N
N
HILTON GRAND VAC LLC/INC
N/A
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc
43284MAB4
1353000.00000000
PA
USD
1271992.79000000
0.021013444494
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.88000000
N
N
N
N
N
N
OPAL BIDCO
969500R96XT7XY2UJ564
OPAL BIDCO
68348BAA1
2700000.00000000
PA
USD
2780076.80000000
0.045927138884
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
Watco Cos LLC / Watco Finance Corp
941130AD8
6357000.00000000
PA
USD
6686178.05000000
0.110456311102
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.13000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AY0
1012000.00000000
PA
USD
1028177.99000000
0.016985600305
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
6.50000000
N
N
N
N
N
N
WEC US Holdings Ltd
5493002M6GRSU1IWMG57
WEC US Holdings Ltd 2024 Term Loan
92943LAC4
3906493.44000000
PA
USD
3893602.01000000
0.064322683558
Long
LON
CORP
US
N
2
2031-01-27
Floating
5.67000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.45.V2)
000000000
-25066800.00000000
OU
Notional Amount
USD
201763.25000000
0.003333148495
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDX.NA.HY.S45
2I65BRAD5
Y
sell protection
2030-12-20
1742768.55000000
USD
0.00000000
USD
-25066800.00000000
USD
201763.25000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168
38381BGM0
7231996.99000000
PA
USD
1152544.56000000
0.019040148127
Long
ABS-CBDO
USGA
US
N
2
2048-12-20
Floating
2.32000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
-233414000.00000000
NC
USD
-1100126.86000000
-0.01817420262
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
233414000.00000000
OU
Notional Amount
N/A
-1100126.86000000
-0.02000000
DIR
US
N/A
N/A
2031-04-20
0.00000000
N/A
0.00000000
N/A
233414000.00000000
USD
1.00000000
3.20000000
USD
2026-04-16
XXXX
953916.34000000
N
N
N
QNITY ELECTRONICS INC
254900RSUG4J9TFFZX53
Qnity Electronics Inc
74743LAB6
1300000.00000000
PA
USD
1350696.54000000
0.022313638092
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AS3
3100000.00000000
PA
USD
3025198.23000000
0.049976568727
Long
DBT
NUSS
KE
N
2
2039-02-26
Fixed
8.70000000
N
N
N
N
N
N
Flutter Financing BV
635400VFWPBIKJK6GN11
Flutter Financing BV 2024 Term Loan B
000000000
3736297.56000000
PA
USD
3670912.35000000
0.060643828735
Long
LON
CORP
NL
N
2
2030-11-30
Floating
5.42000000
N
N
N
N
N
N
GOAT HOLDCO LLC
N/A
GOAT HOLDCO LLC
000000000
1697475.45000000
PA
USD
1690753.45000000
0.027931411289
Long
LON
CORP
US
N
2
2032-01-27
Floating
6.17000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAC8
436000.00000000
PA
USD
455394.21000000
0.007523156601
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.63000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAJ0
1895000.00000000
PA
USD
1933316.18000000
0.031938571159
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
7.38000000
N
N
N
N
N
N
MPOWER Education Trust
N/A
MPOWER Education Trust 2025-1
62477DAA3
20017208.16000000
PA
USD
20432114.84000000
0.337540522607
Long
ABS-O
CORP
US
N
2
2042-12-22
Fixed
6.25000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAY6
2470000.00000000
PA
USD
2514381.35000000
0.041537824232
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
893000.00000000
PA
USD
893860.35000000
0.014766659841
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389286AA3
275000.00000000
PA
USD
217302.22000000
0.003589853790
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
331596000.00000000
NC
USD
3704822.63000000
0.061204029856
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
331596000.00000000
OU
Notional Amount
N/A
3704822.63000000
0.06000000
DIR
US
N/A
N/A
2036-06-15
0.00000000
N/A
0.00000000
N/A
331596000.00000000
USD
1.00000000
3.50000000
USD
2026-06-11
XXXX
-1766511.37000000
N
N
N
ATLAS CC ACQUISITION CORP
6HHLXIOGCDNZ4IRAIW26
ATLAS CC ACQUISITION CORP 2025 2nd OUT TERM LOAN B
04921TAJ3
1659822.21000000
PA
USD
317441.00000000
0.005244156166
Long
LON
CORP
US
N
2
2029-05-25
Floating
8.18000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
6872000.00000000
PA
USD
6696769.38000000
0.110631280903
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS COMPANY
000000000
2386387.47000000
PA
USD
2378035.11000000
0.039285371098
Long
LON
CORP
US
N
2
2032-10-15
Floating
7.17000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKJ96
25388604.85000000
PA
USD
25662684.99000000
0.423950049756
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
5.02000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAU3
2480000.00000000
PA
USD
2637635.80000000
0.043573999723
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1325000.00000000
PA
USD
1270662.52000000
0.020991468304
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
4400000.00000000
OU
Notional Amount
USD
375411.20000000
0.006201829503
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
137BEMAJ6
Y
buy protection
2054-11-18
134689.60000000
USD
0.00000000
USD
4400000.00000000
USD
375411.20000000
N
N
N
ASURION LLC/ASURION CO
N/A
Asurion LLC and Asurion Co-Issuer Inc
045941AB7
1709000.00000000
PA
USD
1698884.03000000
0.028065729261
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
8.38000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
1287000.00000000
PA
USD
1261116.31000000
0.020833763987
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAB0
7315000.00000000
PA
USD
6272655.28000000
0.103624874758
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
9.63000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AC6
1698000.00000000
PA
USD
1714104.02000000
0.028317164975
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
10.38000000
N
N
N
N
N
N
XPLR INFRASTRUCTURE LP
5493008F4ZOQFNG3WN54
XPLR Infrastructure LP
65341BAG1
7372000.00000000
PA
USD
7298280.00000000
0.120568294796
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.50000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
ARCHROCK SERVICES/PARTNE
N/A
Archrock Services LP / Archrock Partners Finance Corp
03958CAA7
1147000.00000000
PA
USD
1160275.41000000
0.019167862520
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
CROSSCOUNTRY INTER
N/A
CrossCountry Intermediate HoldCo LLC
22757VAA8
1678000.00000000
PA
USD
1673630.16000000
0.027648532874
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.50000000
N
N
N
N
N
N
FLASH COMPUTE LLC
N/A
Flash Compute LLC
33853QAA9
2056000.00000000
PA
USD
2106002.58000000
0.034791367268
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
7.25000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
225000.00000000
PA
USD
223176.74000000
0.003686901431
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
GREEN INFRASTRUCTURE PARTNERS INC
549300W1V7LSCKWMX505
GREEN INFRASTRUCTURE PARTNERS INC
000000000
1868926.59000000
PA
USD
1865431.70000000
0.030817112953
Long
LON
CORP
CA
N
2
2032-09-24
Floating
6.42000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAH8
10900000.00000000
PA
USD
11226956.18000000
0.185470407051
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-7995918.29000000
OU
Notional Amount
USD
-568211.57000000
-0.00938691035
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
137BEMAI9
Y
sell protection
2059-11-17
0.00000000
USD
-1429503.05000000
USD
-7995918.29000000
USD
-568211.57000000
N
N
N
Flynn Restaurant Group LP
5493008VE8TQONGO3817
Flynn Restaurant Group LP 2025 Incremental Term Loan
34410JAG6
2767795.72000000
PA
USD
2717643.26000000
0.044895730736
Long
LON
CORP
US
N
2
2032-01-28
Floating
7.42000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1251000.00000000
PA
USD
1251356.52000000
0.020672531308
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38385DDW3
38961343.72000000
PA
USD
2554707.00000000
0.042204007888
Long
ABS-MBS
USGA
US
N
2
2055-02-20
Floating
1.64000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AC0
3957000.00000000
PA
USD
4164412.21000000
0.068796494377
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CX8
2574000.00000000
PA
USD
2661987.41000000
0.043976290686
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.25000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
10612000.00000000
PA
USD
11242727.98000000
0.185730958719
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CN8
18680000.00000000
PA
USD
18966341.74000000
0.313325808562
Long
DBT
NUSS
BR
N
2
2056-01-12
Fixed
7.25000000
N
N
N
N
N
N
ROCKET COS INC
N/A
Rocket Cos Inc
77311WAB7
1826000.00000000
PA
USD
1888227.04000000
0.031193694185
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
6.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280FE4
9529000.00000000
PA
USD
9635892.03000000
0.159185872684
Long
DBT
CORP
GB
N
2
2031-11-06
Fixed
4.62000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AN7
485000.00000000
PA
USD
429777.16000000
0.007099960445
Long
DBT
CORP
CA
N
2
2030-10-01
Fixed
7.38000000
N
N
N
N
N
N
VOLTAGRID LLC
254900R5BEUGIKK1FM03
VoltaGrid LLC
92874BAA3
2662000.00000000
PA
USD
2778469.84000000
0.045900591749
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
7.38000000
N
N
N
N
N
N
Flash Charm, Inc.
549300VQ6S3PWR8NUC48
Flash Charm Inc 2024 Term Loan
45168RAT0
677126.86000000
PA
USD
538315.85000000
0.008893030151
Long
LON
CORP
US
N
2
2028-03-02
Floating
7.16000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAK4
3237000.00000000
PA
USD
3223764.47000000
0.053256902307
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
STANDARD INDUSTRI INC/NY
54930064UHXCIUWVI755
Standard Industries Inc/NY
853496AD9
4051000.00000000
PA
USD
4040941.29000000
0.066756742781
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC
000000000
1000000.00000000
PA
USD
1002080.00000000
0.016554458975
Long
LON
CORP
US
N
2
2032-10-16
Floating
6.17000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
2092000.00000000
PA
USD
1860289.51000000
0.030732163475
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc 2025 Term Loan B1
12541HAX1
1742921.08000000
PA
USD
1740062.69000000
0.028746004726
Long
LON
CORP
US
N
2
2028-09-29
Floating
6.42000000
N
N
N
N
N
N
CHICAGO US MIDCO III LP
N/A
CHICAGO US MIDCO III LP
000000000
1161342.93000000
PA
USD
1143922.79000000
0.018897715649
Long
LON
CORP
US
N
2
2032-10-30
Floating
6.17000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
178000000.00000000
NC
USD
179424.00000000
0.002964101915
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
178000000.00000000
OU
Notional Amount
N/A
179424.00000000
0.00000000
DIR
US
N/A
N/A
2036-06-25
0.00000000
N/A
0.00000000
N/A
178000000.00000000
USD
1.00000000
4.25000000
USD
2026-06-23
XXXX
-2980076.00000000
N
N
N
BRADYPLUS HOLDINGS LLC
254900LMURL5G873DV35
BRADYPLUS HOLDINGS LLC
000000000
1772697.67000000
PA
USD
1756087.49000000
0.029010735979
Long
LON
CORP
US
N
2
2032-12-29
Floating
7.19000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc 2024 Term Loan B
89841EAB1
4996399.08000000
PA
USD
4719098.93000000
0.077959972892
Long
LON
CORP
US
N
2
2031-02-10
Floating
6.17000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
2432000.00000000
PA
USD
2608508.15000000
0.043092808114
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165
38384D6K8
63075320.85000000
PA
USD
8248195.71000000
0.136260994631
Long
ABS-CBDO
USGA
US
N
2
2050-02-20
Floating
2.37000000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust 2024-4
36271BAC5
7865875.84000000
PA
USD
7892151.80000000
0.130379114640
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
4.43000000
N
N
N
N
N
N
CIPHER COMPUTE LLC
N/A
Cipher Compute LLC
17253NAA5
3692000.00000000
PA
USD
3850382.82000000
0.063608698339
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
7.13000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
3054000.00000000
PA
USD
2963582.80000000
0.048958675836
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213CJ50
7418.82000000
PA
USD
7652.95000000
0.000126427477
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
Compass Power Generation LLC
5493001FXZ2XUTES8E29
Compass Power Generation LLC 2025 Term Loan B
20451VAG8
663795.83000000
PA
USD
665787.22000000
0.010998869570
Long
LON
CORP
US
N
2
2029-04-14
None
0.00000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAQ2
4296000.00000000
PA
USD
4431028.39000000
0.073201019579
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.38000000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc 2025 Repriced Term Loan
74345HAJ0
3732768.28000000
PA
USD
3567705.27000000
0.058938837745
Long
LON
CORP
US
N
2
2028-08-31
Floating
6.67000000
N
N
N
N
N
N
OWS Structured Asset Trust
N/A
OSAT 2021-RPL1 Trust
67114HAB0
7610855.90000000
PA
USD
7762894.92000000
0.128243778422
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
7.97000000
N
Y
N
N
N
N
Rackspace Finance, LLC
25490078N5MHLAGLZ689
Rackspace Finance LLC 2024 First Lien Second Out Term Loan
75008UAD9
826765.37000000
PA
USD
338287.59000000
0.005588543859
Long
LON
CORP
US
N
2
2028-05-15
Floating
6.53000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
894500E7NLBY9VZRT696
GFL Environmental Inc
36168QAQ7
3195000.00000000
PA
USD
3350045.68000000
0.055343080167
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAC2
2713000.00000000
PA
USD
2812552.77000000
0.046463645064
Long
DBT
CORP
CA
N
2
2031-02-04
Fixed
5.15000000
N
N
N
N
N
N
UTZ Quality Foods LLC
549300K2HU2ISL0R2Q75
UTZ Quality Foods LLC 2025 Term Loan B
91809EAG6
2460930.92000000
PA
USD
2454778.59000000
0.040553180845
Long
LON
CORP
US
N
2
2032-01-29
Floating
6.17000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
18903000.00000000
PA
USD
16799859.28000000
0.277535307799
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140MJ6V2
30960650.06000000
PA
USD
28339654.56000000
0.468173847182
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
ERM EMERALD US INC
254900PU6WN6UDDD0X02
ERM EMERALD US INC
000000000
898284.31000000
PA
USD
894170.17000000
0.014771778097
Long
LON
CORP
US
N
2
2032-01-12
Floating
6.92000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT1PBTE7DAT80
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBD0
10400000.00000000
PA
USD
10951486.00000000
0.180919612909
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
6.32000000
N
N
N
N
N
N
RIVERS ENT BORROWER LLC
N/A
Rivers Enterprise Borrower LLC
76884GAA3
2193000.00000000
PA
USD
2241089.75000000
0.037023020443
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
6.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAN8
2887000.00000000
PA
USD
2967905.18000000
0.049030081974
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
549300O4G48RRYGSD439
STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC
000000000
89771.39000000
PA
USD
90040.70000000
0.001487481113
Long
LON
CORP
US
N
2
2032-06-24
None
0.00000000
N
N
N
N
N
N
PYE-BARKER FIRE & SAFETY LLC
254900K8RDMGUBC44870
PYE-BARKER FIRE & SAFETY LLC
000000000
130000.00000000
PA
USD
130046.80000000
0.002148385773
Long
LON
CORP
US
N
2
2032-12-16
None
0.00000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC Repriced Term Loan B
92921HAD7
2264227.34000000
PA
USD
2253970.39000000
0.037235809867
Long
LON
CORP
US
N
2
2032-07-01
Floating
7.91000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAD0
993000.00000000
PA
USD
1020450.98000000
0.016857949349
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.50000000
N
N
N
N
N
N
CATAWBA NATION GAMING AUTHORITY
N/A
CATAWBA NATION GAMING AUTHORITY
000000000
3061756.49000000
PA
USD
3115337.23000000
0.051465673766
Long
LON
CORP
US
N
2
2032-03-29
Floating
8.42000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110
38384QUW6
49843639.17000000
PA
USD
3703382.39000000
0.061180236951
Long
ABS-CBDO
USGA
US
N
2
2054-07-20
Floating
2.29000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41
38381TNT8
11553465.83000000
PA
USD
1395353.66000000
0.023051378053
Long
ABS-CBDO
USGA
US
N
2
2049-03-20
Floating
2.27000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAE4
1726000.00000000
PA
USD
1802733.96000000
0.029781340196
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
6.75000000
N
N
N
N
N
N
FANNIE MAE FNMA_23-61
N/A
FANNIE MAE FNMA_23-61
3136BQWP0
111586769.92000000
PA
USD
6002408.58000000
0.099160373013
Long
ABS-CBDO
USGA
US
N
2
2053-12-25
Floating
2.03000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
3259000.00000000
PA
USD
3145751.55000000
0.051968121288
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAA8
3317000.00000000
PA
USD
3285883.36000000
0.054283112406
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAP7
3834000.00000000
PA
USD
4050196.01000000
0.066909631655
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.75000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2024-3
96043CAB6
1824441.01000000
PA
USD
1825633.65000000
0.030159645300
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.82000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
65342QAB8
2892000.00000000
PA
USD
2878684.05000000
0.047556140236
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AK6
2736000.00000000
PA
USD
2797934.58000000
0.046222151145
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
7.13000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LXII Ltd
55817HAW9
17900000.00000000
PA
USD
17975806.50000000
0.296962070144
Long
ABS-CBDO
CORP
KY
N
2
2038-07-16
Floating
4.97000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2024-3
69547XAC6
5583005.99000000
PA
USD
5615719.61000000
0.092772233653
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
7.30000000
N
N
N
N
N
N
GBT US III LLC
N/A
GBT US III LLC 2026 Term Loan B
36154HAD2
2228120.29000000
PA
USD
2125626.76000000
0.035115560628
Long
LON
CORP
US
N
2
2031-07-25
Floating
5.67000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBW2
6986000.00000000
PA
USD
4908456.46000000
0.081088177688
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAJ6
3735000.00000000
PA
USD
3866257.55000000
0.063870950422
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
5.13000000
N
N
N
N
N
N
JH NORTH AMERICA HOLDING
254900A6FXA0D81TL967
JH North America Holdings Inc
46593WAA3
695000.00000000
PA
USD
709619.94000000
0.011722990364
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
5.88000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GD35
11264000.00000000
PA
USD
11264062.15000000
0.186083401281
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
4.37000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAQ8
3248000.00000000
PA
USD
3363947.81000000
0.055572744706
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
8.88000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
1.00000000
NC
-7405.79000000
-0.00012234437
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
74178347.69000000
USD
62761046.41000000
EUR
2026-03-06
-7405.79000000
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust
69545AAB0
5731199.48000000
PA
USD
5764563.08000000
0.095231142241
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
6.57000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
1343812.90000000
PA
USD
1339338.00000000
0.022125993907
Long
LON
CORP
US
N
2
2032-01-28
Floating
6.42000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
407000.00000000
PA
USD
392369.21000000
0.006481977476
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
GNMA_19-5
N/A
GNMA_19-5
38381BC44
7675474.38000000
PA
USD
910315.87000000
0.015038506630
Long
ABS-CBDO
USGA
US
N
2
2049-01-20
Floating
2.37000000
N
N
N
N
N
N
FORTRESS INTERMEDIATE 3 INC
254900NLAZ3JQJW5JP75
FORTRESS INTERMEDIATE 3 INC
000000000
3372765.70000000
PA
USD
3271582.73000000
0.054046864609
Long
LON
CORP
US
N
3
2031-06-27
Floating
6.67000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1
N/A
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1
69381AAD3
11431000.00000000
PA
USD
11216557.87000000
0.185298625959
Long
ABS-CBDO
CORP
US
N
2
2053-06-25
Floating
4.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AH3
2679000.00000000
PA
USD
2739176.09000000
0.045251455180
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.63000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29365BAA1
2603000.00000000
PA
USD
2606130.32000000
0.043053526132
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133
38380HAZ5
6613576.69000000
PA
USD
916715.80000000
0.015144234096
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Floating
2.47000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAT1
995000.00000000
PA
USD
998167.00000000
0.016489815834
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBY6
3963000.00000000
PA
USD
3994666.54000000
0.065992279414
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
5.88000000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
GATES GLOBAL LLC
000000000
1458366.01000000
PA
USD
1457870.17000000
0.024084156874
Long
LON
CORP
US
N
2
2031-06-04
Floating
5.42000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAD7
1763000.00000000
PA
USD
1775774.52000000
0.029335967627
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.75000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_326
N/A
FREDDIE MAC FHLMC_326
31325VB86
586364.05000000
PA
USD
65247.25000000
0.001077890910
Long
ABS-CBDO
USGA
US
N
2
2044-03-15
Floating
2.23000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
6715000.00000000
PA
USD
5817555.80000000
0.096106587125
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
3910000.00000000
PA
USD
3668093.47000000
0.060597260564
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
4570000.00000000
PA
USD
4795208.17000000
0.079217304933
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
MPOWR_25-1
N/A
MPOWR_25-1
62477DAB1
4696000.00000000
PA
USD
4833682.49000000
0.079852904438
Long
ABS-MBS
CORP
US
N
2
2042-12-22
Fixed
8.18000000
N
N
N
N
N
N
Broadstreet Partners Inc
549300BS9N54G8DD0R75
Broadstreet Partners Inc 2024 Term Loan B4
11132VAY5
3670337.12000000
PA
USD
3504804.92000000
0.057899717851
Long
LON
CORP
US
N
2
2031-06-13
Floating
6.17000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAE2
962000.00000000
PA
USD
892224.91000000
0.014739642213
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AE0
15238000.00000000
PA
USD
15176765.60000000
0.250721642484
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
7.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
2108000.00000000
PA
USD
2101824.79000000
0.034722349771
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAQ7
2103000.00000000
PA
USD
2162817.49000000
0.035729955102
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.38000000
N
N
N
N
N
N
COVIA HOLDINGS LLC
213800IE4YGTGVTQ1806
COVIA HOLDINGS LLC
000000000
1805925.00000000
PA
USD
1802168.68000000
0.029772001715
Long
LON
CORP
US
N
2
2032-02-26
Floating
6.40000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAD7
2287000.00000000
PA
USD
2395138.12000000
0.039567914485
Long
DBT
CORP
XX
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAP3
1007000.00000000
PA
USD
1068637.21000000
0.017653990551
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
11.50000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-67
N/A
FANNIE MAE FNMA_19-67
3136B64Z3
16356164.78000000
PA
USD
2364772.67000000
0.039066274300
Long
ABS-CBDO
USGA
US
N
2
2049-11-25
Floating
2.27000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900IG6Y30I2QE2R92
Sri Lanka Government International Bond
000000000
12925970.00000000
PA
USD
12857852.99000000
0.212412980831
Long
DBT
NUSS
LK
N
2
2038-02-15
Variable
3.60000000
N
N
N
N
N
N
19th Holdings Golf LLC
549300INS30LLUJP0S18
19th Holdings Golf LLC 2022 Term Loan B
68250XAB7
1820088.06000000
PA
USD
1812134.28000000
0.029936634396
Long
LON
CORP
US
N
2
2029-02-07
Floating
7.02000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NRD5
50962.52000000
PA
USD
52007.86000000
0.000859174900
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
2170000.00000000
PA
USD
2109711.07000000
0.034852631883
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
OSAIC HOLDINGS INC
549300XL60BDV6UW5C86
Osaic Holdings Inc
00791GAB3
4826000.00000000
PA
USD
4870435.51000000
0.080460067900
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
6.75000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AJ5
985000.00000000
PA
USD
986201.13000000
0.016292138499
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBA1
1687000.00000000
PA
USD
1730358.96000000
0.028585698163
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.75000000
N
N
N
N
N
N
SYNERGY INFRASTRUCTURE H
N/A
Synergy Infrastructure Holdings LLC
87191JAA2
2702000.00000000
PA
USD
2819728.57000000
0.046582189978
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.88000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBR0
8509000.00000000
PA
USD
8625193.55000000
0.142489035582
Long
DBT
NUSS
MX
N
2
2038-02-09
Fixed
6.13000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
22562000.00000000
PA
USD
21586689.67000000
0.356614210993
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.63000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
664000.00000000
PA
USD
657711.92000000
0.010865464830
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CK4
17155000.00000000
PA
USD
17708033.17000000
0.292538428712
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
2000000.00000000
PA
USD
1727399.93000000
0.028536814700
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp 2025 Repriced Term Loan
57777YAG1
2765916.01000000
PA
USD
2758448.04000000
0.045569829667
Long
LON
CORP
US
N
2
2028-05-04
Floating
6.67000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc 2025 Repriced Term Loan
04009DAJ3
2199520.38000000
PA
USD
2120095.70000000
0.035024186980
Long
LON
CORP
US
N
2
2030-08-09
Floating
6.67000000
N
N
N
N
N
N
ROBLOX CORP
529900ANZDBDFU91SO19
ROBLOX Corp
771049AA1
2221000.00000000
PA
USD
2114868.50000000
0.034937833128
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.88000000
N
N
N
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
039853AA4
5071000.00000000
PA
USD
5195205.65000000
0.085825302172
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
GRANT THORNTON ADVISORS LLC
254900XS1SHU0YY3WF58
GRANT THORNTON ADVISORS LLC
000000000
1524213.97000000
PA
USD
1410980.11000000
0.023309528526
Long
LON
CORP
US
N
2
2031-06-02
Floating
6.42000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
4100000.00000000
PA
USD
4100052.00000000
0.067733257454
Long
DBT
US
N
2
2028-10-01
Fixed
5.88000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
1511000.00000000
PA
USD
1539223.34000000
0.025428119147
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
4254465.00000000
PA
USD
4304432.02000000
0.071109635245
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
Flutter Financing BV 2025 Term Loan B
000000000
1192741.61000000
PA
USD
1174850.49000000
0.019408644258
Long
LON
CORP
NL
N
2
2032-06-04
Floating
5.67000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
3925000.00000000
PA
USD
3211574.76000000
0.053055527113
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
46150DAA0
4419000.00000000
PA
USD
4355077.84000000
0.071946309113
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
6.75000000
N
N
N
N
N
N
GNMA_18-155
N/A
GNMA_18-155
38381A3Y0
8468995.16000000
PA
USD
1162884.50000000
0.019210964941
Long
ABS-CBDO
USGA
US
N
2
2048-11-20
Floating
2.32000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2024-8 LLC
74448KAA8
8534032.98000000
PA
USD
8538072.99000000
0.141049795465
Long
ABS-MBS
CORP
US
N
2
2029-12-25
Variable
5.90000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2025-4
91684AAE9
5375000.00000000
PA
USD
5402714.58000000
0.089253369859
Long
ABS-O
CORP
US
N
2
2035-11-20
Fixed
7.67000000
N
N
N
N
N
N
TIDAL WASTE & RECYCLING HOLDINGS LLC
254900IQT82RE5KFAZ50
TIDAL WASTE & RECYCLING HOLDINGS LLC
000000000
1556186.16000000
PA
USD
1556668.58000000
0.025716316207
Long
LON
CORP
US
N
2
2031-10-24
Floating
6.42000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya Ai Debt Grantor Trust 2024-9
69546QAB4
8062037.53000000
PA
USD
8081488.81000000
0.133506980444
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.31000000
N
N
N
N
N
N
EFS Cogen Holdings I LLC
549300KDKPYR8NXXKI52
EFS Cogen Holdings I LLC 2025 Term Loan B
26844HAM9
2922417.60000000
PA
USD
2918764.58000000
0.048218274486
Long
LON
CORP
US
N
2
2031-10-03
Floating
6.67000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAF3
3785000.00000000
PA
USD
3988877.44000000
0.065896642920
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
7.88000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654922AC7
1322000.00000000
PA
USD
1412292.46000000
0.023331208675
Long
DBT
CORP
JP
N
2
2032-07-17
Fixed
7.75000000
N
N
N
N
N
N
STACR_19-CS02
N/A
STACR_19-CS02
3137G0WA3
7646288.00000000
PA
USD
7401863.70000000
0.122279507585
Long
ABS-CBDO
CORP
US
N
2
2032-02-25
Floating
4.45000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAR3
1408000.00000000
PA
USD
1480169.78000000
0.024452548598
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCA1
7793000.00000000
PA
USD
7897832.53000000
0.130472960852
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
5.25000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
9465000.00000000
PA
USD
7777225.59000000
0.128480522483
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAH0
5155000.00000000
PA
USD
5259187.86000000
0.086882294498
Long
DBT
CORP
BM
N
2
2033-10-15
Fixed
5.88000000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS INC
000000000
1353233.94000000
PA
USD
988347.94000000
0.016327604009
Long
LON
CORP
US
N
2
2028-04-12
Floating
7.01000000
N
N
N
N
N
N
Tiger Acquisition LLC
25490011XE2GWJKY5N51
Tiger Acquisition LLC 2025 Term Loan B
88675UAE2
2200951.77000000
PA
USD
2197276.18000000
0.036299216009
Long
LON
CORP
US
N
2
2032-08-23
Floating
6.18000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAB7
3005000.00000000
PA
USD
2928568.43000000
0.048380235041
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
DAVE & BUSTERS INC
549300JAVWTAY1FT5Z45
DAVE & BUSTERS INC
000000000
1269428.54000000
PA
USD
1132964.97000000
0.018716691398
Long
LON
CORP
US
N
2
2031-11-01
Floating
6.94000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AX2
750000.00000000
PA
USD
766139.10000000
0.012656692380
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
6.25000000
N
N
N
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
310000000.00000000
PA
7150042.27000000
0.118119393091
Long
DBT
NUSS
TR
N
2
2026-08-12
Fixed
36.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCT8
1145000.00000000
PA
USD
1181465.67000000
0.019517927675
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.38000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBL1
2513000.00000000
PA
USD
2499410.17000000
0.041290498883
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2024-3
69547XAB8
7367730.20000000
PA
USD
7412844.29000000
0.122460907999
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
6.57000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2026-1
694969AC0
28690000.00000000
PA
USD
28895274.08000000
0.477352735643
Long
ABS-O
CORP
US
N
2
2033-09-15
Fixed
5.37000000
N
N
N
N
N
N
Brand Industrial Services Inc
549300B658W2BPDQMW42
Brand Industrial Services Inc 2024 Term Loan B
10524MAS6
141030.12000000
PA
USD
120228.18000000
0.001986181216
Long
LON
CORP
US
N
2
2030-08-01
Floating
8.16000000
N
N
N
N
N
N
US FERTILITY ENTERPRISES LLC
254900DAI0GZFFDITB24
US Fertility Enterprises LLC 2025 Term Loan
90356EAG5
1272020.23000000
PA
USD
1273292.25000000
0.021034911699
Long
LON
CORP
US
N
2
2032-12-10
Floating
7.17000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
6770000.00000000
PA
USD
6460638.04000000
0.106730368220
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GOVERNMENT NATIONAL MORTGAGE ASS
38379HLN3
4138348.15000000
PA
USD
196447.39000000
0.003245329972
Long
ABS-CBDO
USGA
US
N
2
2038-12-20
Fixed
3.50000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
3058000.00000000
PA
USD
2565973.21000000
0.042390126772
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
52109SAB5
3369000.00000000
PA
USD
3143274.57000000
0.051927201337
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
9.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
2738.00000000
NC
USD
1362750.17000000
0.022512765231
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
310255874.83000000
USD
1362750.17000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AB6
2939000.00000000
PA
USD
3057600.93000000
0.050511864480
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
1723000.00000000
PA
USD
1616121.54000000
0.026698484884
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
860000.00000000
PA
USD
848279.58000000
0.014013661091
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
549300K1Y0YC1YC1H809
Illuminate Buyer LLC 2025 Term Loan B
45232UAH1
3470453.36000000
PA
USD
3468509.91000000
0.057300120758
Long
LON
CORP
US
N
2
2029-12-31
Floating
6.17000000
N
N
N
N
N
N
Fleet Midco I Limited
N/A
Fleet Midco I Limited 2024 1st Lien Term Loan B
33902UAD5
2176659.55000000
PA
USD
2168497.08000000
0.035823782481
Long
LON
CORP
US
N
3
2031-02-21
Floating
6.42000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
26873CAB8
1526000.00000000
PA
USD
1590490.89000000
0.026275064055
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
6.75000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDINGS LLC
N/A
Raven Acquisition Holdings LLC Delayed Draw Term Loan
75419XAD6
241481.54000000
PA
USD
229752.78000000
0.003795538251
Long
LON
CORP
US
N
2
2031-11-19
Floating
3.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AP8
26996696.00000000
PA
USD
24436918.47000000
0.403700267734
Long
DBT
NUSS
GH
N
2
2035-07-03
Variable
5.00000000
N
N
N
N
N
N
EDGEX Issuer Trust
N/A
EDGEX 2025-2NN Issuer Trust
28057AAB6
13374011.45000000
PA
USD
13523865.91000000
0.223415578988
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
6.48000000
N
N
N
N
N
N
TECTA AMERICA CORP
54930083ULRH07WCC129
TECTA AMERICA CORP
87876GAN2
1901639.54000000
PA
USD
1901335.28000000
0.031410243584
Long
LON
CORP
US
N
2
2032-02-18
Floating
6.42000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
910000.00000000
PA
USD
907592.64000000
0.014993518606
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381USC7
17885907.69000000
PA
USD
18038898.38000000
0.298004354132
Long
ABS-MBS
USGA
US
N
2
2055-09-20
Floating
4.76000000
N
N
N
N
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises Inc 2025 Repriced Term Loan B
23338DAS5
1338808.96000000
PA
USD
1344833.60000000
0.022216781753
Long
LON
CORP
US
N
2
2030-10-11
Floating
6.92000000
N
N
N
N
N
N
Boxer Parent Company Inc
5493006T045HLTF7YX04
Boxer Parent Company Inc 2025 USD Term Loan B
05988HAQ0
3158765.92000000
PA
USD
2900315.69000000
0.047913497031
Long
LON
CORP
US
N
2
2031-07-30
Floating
6.67000000
N
N
N
N
N
N
HUDBAY MINERALS INC
894500LX3TMESP27BE29
Hudbay Minerals Inc
443628AH5
5064000.00000000
PA
USD
5106132.59000000
0.084353806565
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
4224000.00000000
PA
USD
3985311.26000000
0.065837729280
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
2465000.00000000
PA
USD
2460622.11000000
0.040649716363
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900SOM2S14IE3BZ76
Bain Capital Credit CLO 2018-2
05682VAL9
955557.03000000
PA
USD
955709.92000000
0.015788420747
Long
ABS-CBDO
CORP
KY
N
2
2031-07-19
Floating
4.75000000
N
N
N
N
N
N
ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC
254900YYHRDANYFAHC43
ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC
000000000
1970514.32000000
PA
USD
1970021.69000000
0.032544949751
Long
LON
CORP
US
N
2
2028-10-05
None
0.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AN6
2249000.00000000
PA
USD
2272095.17000000
0.037535232994
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.38000000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAB7
865000.00000000
PA
USD
877530.56000000
0.014496890123
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.63000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654922AD5
3869000.00000000
PA
USD
4215661.96000000
0.069643145227
Long
DBT
CORP
JP
N
2
2035-07-17
Fixed
8.13000000
N
N
N
N
N
N
GATES CORPORATION/DE
984500F43C791F4C7894
Gates Corp/DE
367398AA2
1888000.00000000
PA
USD
1964670.75000000
0.032456551703
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.88000000
N
N
N
N
N
N
ARDONAGH GROUP FINANCE
254900SRT1BTAJ76NW62
Ardonagh Group Finance Ltd
039956AA5
14093000.00000000
PA
USD
13934816.34000000
0.230204520025
Long
DBT
CORP
JE
N
2
2032-02-15
Fixed
8.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
3726000.00000000
PA
USD
3639306.86000000
0.060121702969
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
4986000.00000000
PA
USD
4751412.80000000
0.078493801165
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDW7
7472000.00000000
PA
USD
7569443.92000000
0.125047949104
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
Corporation Service Company
549300NOPSIMGJNT8J31
Corporation Service Company Term Loan B
22006VAL3
2159257.73000000
PA
USD
2130647.57000000
0.035198504897
Long
LON
CORP
US
N
2
2029-11-02
Floating
5.67000000
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
N/A
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
3137G0WX3
1128930756.63000000
PA
USD
2938493.87000000
0.048544204274
Long
ABS-CBDO
CORP
US
N
2
2030-05-25
Fixed
0.09000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
178000000.00000000
NC
USD
17.80000000
0.000000294057
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
178000000.00000000
OU
Notional Amount
N/A
17.80000000
0.00000000
DIR
US
N/A
N/A
2031-03-03
0.00000000
N/A
0.00000000
N/A
178000000.00000000
USD
1.00000000
3.50000000
USD
2026-02-27
XXXX
-1259332.20000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
OTC (GENERIC) 1 YEAR
000000000
142925000.00000000
NC
USD
2567404.65000000
0.042413774300
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
W22LROWP2IHZNBB6K528
IRS Swap
N/A
142925000.00000000
OU
Notional Amount
N/A
2567404.65000000
0.04000000
DIR
GB
N/A
N/A
2036-11-18
0.00000000
N/A
0.00000000
N/A
142925000.00000000
USD
1.00000000
3.50000000
USD
2026-11-16
XXXX
151972.15000000
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
3538000.00000000
PA
USD
3407301.57000000
0.056288953034
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
CPV FAIRVIEW LLC
549300SLZ4P6TH9PTH93
CPV FAIRVIEW LLC
000000000
408529.25000000
PA
USD
408145.23000000
0.006742598860
Long
LON
CORP
US
N
2
2031-08-14
Floating
6.17000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
2407000.00000000
PA
USD
2378947.85000000
0.039300449651
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AR2
2405000.00000000
PA
USD
2444290.66000000
0.040379919222
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.38000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAP4
1495000.00000000
PA
USD
1530320.37000000
0.025281041218
Long
DBT
CORP
CA
N
2
2032-11-15
Fixed
8.38000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90
38383RM79
33352411.81000000
PA
USD
4079443.55000000
0.067392803858
Long
ABS-CBDO
USGA
US
N
2
2050-05-20
Floating
2.27000000
N
N
N
N
N
N
HighTower Holdings LLC
254900MKOSB7RTMA9K12
HighTower Holdings LLC 2025 1st Lien Term Loan B
43117LAP8
1381384.18000000
PA
USD
1359806.96000000
0.022464143115
Long
LON
CORP
US
N
2
2032-02-03
Floating
6.41000000
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
N/A
STARFRUIT US HOLDCO LLC
000000000
1130681.14000000
PA
USD
1129267.79000000
0.018655613625
Long
LON
CORP
US
N
2
2028-04-03
Floating
7.04000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147
38381AFR2
20215473.18000000
PA
USD
2968644.26000000
0.049042291647
Long
ABS-CBDO
USGA
US
N
2
2048-10-20
Floating
2.37000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009BGMXB527HV965
Iliad Holding SAS
449691AC8
5063000.00000000
PA
USD
5120990.51000000
0.084599260847
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Resonetics LLC
5493007F3QX6Z23QGO95
Resonetics LLC 2025 Repriced Term Loan B
76118EAL2
2781090.97000000
PA
USD
2764070.69000000
0.045662716391
Long
LON
CORP
US
N
2
2031-06-18
Floating
6.42000000
N
N
N
N
N
N
RED SPV LLC
N/A
RED SPV LLC
000000000
761404.34000000
PA
USD
758077.00000000
0.012523505704
Long
LON
CORP
US
N
2
2032-03-15
Floating
5.93000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure LLC 2024 1st Lien Term Loan B6
00488PAV7
1388448.21000000
PA
USD
1342282.31000000
0.022174634194
Long
LON
CORP
US
N
2
2030-11-06
Floating
6.67000000
N
N
N
N
N
N
RESTORATION HARDWARE INC.
549300H9H1H3OC7C3H47
RESTORATION HARDWARE INC.
000000000
969924.76000000
PA
USD
964211.90000000
0.015928874283
Long
LON
CORP
US
N
2
2028-10-20
Floating
7.02000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
894500E7NLBY9VZRT696
GFL Environmental Inc
36168QAL8
2000000.00000000
PA
USD
1968744.06000000
0.032523843180
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
171484AJ7
1149000.00000000
PA
USD
1184439.05000000
0.019567048201
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.75000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AV1
1314000.00000000
PA
USD
1281580.85000000
0.021171840177
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
6.25000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAD2
1387000.00000000
PA
USD
1441315.92000000
0.023810679055
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
6.63000000
N
N
N
N
N
N
PING IDENTITY CORP
254900DJEBSADAC6R313
PING IDENTITY CORP
000000000
1707811.97000000
PA
USD
1667251.44000000
0.027543155800
Long
LON
CORP
US
N
2
2032-11-15
Floating
6.41000000
N
N
N
N
N
N
SOUTHCROSS ENERGY PARTNERS LLC
549300WNMFRZ945UFD66
SOUTHCROSS ENERGY PARTNERS LLC
000000000
272263.00000000
NS
USD
0.27000000
0.000000004460
Long
EC
CORP
US
N
3
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
2610000.00000000
PA
USD
2566666.84000000
0.042401585607
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAC6
2923000.00000000
PA
USD
3045206.92000000
0.050307114230
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
7.63000000
N
N
N
N
N
N
GIP PILOT ACQUISITION PARTNERS LP
254900NQOAOPPA12X060
GIP PILOT ACQUISITION PARTNERS LP
000000000
2456304.90000000
PA
USD
2457533.05000000
0.040598684791
Long
LON
CORP
US
N
2
2030-10-04
Floating
5.65000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
20109000.00000000
PA
USD
19936687.79000000
0.329356019599
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
N
N
N
FHLMC_4903
N/A
FHLMC_4903
3137FN5P1
18201816.53000000
PA
USD
2114530.51000000
0.034932249500
Long
ABS-CBDO
USGA
US
N
2
2049-08-25
Floating
2.27000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1751000.00000000
PA
USD
1105135.11000000
0.018256939406
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BW6
1743000.00000000
PA
USD
1774866.52000000
0.029320967379
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO BCC_21-6A
N/A
BAIN CAPITAL CREDIT CLO BCC_21-6A
05684JAA8
11450000.00000000
PA
USD
10424034.20000000
0.172206057919
Long
ABS-MBS
CORP
KY
N
2
2034-10-21
Floating
10.43000000
N
N
N
N
N
N
LAVENDER DUTCH BORROWERCO BV
N/A
LAVENDER DUTCH BORROWERCO BV
000000000
1575859.50000000
PA
USD
1571919.85000000
0.025968268670
Long
LON
CORP
NL
N
2
2032-12-30
Floating
6.93000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
1280000.00000000
PA
USD
1279991.58000000
0.021145585282
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
CACI INTERNATIONAL INC
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190AG1
1534000.00000000
PA
USD
1580505.65000000
0.026110106920
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.38000000
N
N
N
N
N
N
BEACH ACQUISITION BIDCO
254900F2FNX3GBTB6202
Beach Acquisition Bidco LLC
07337JAC1
5408323.00000000
PA
USD
5976363.43000000
0.098730104605
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
10.00000000
N
N
Y
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAD8
5094000.00000000
PA
USD
5131120.64000000
0.084766611579
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
6091000.00000000
PA
USD
5949048.14000000
0.098278853359
Long
DBT
NUSS
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
499000.00000000
PA
USD
495034.18000000
0.008178012757
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.88000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAM0
1652000.00000000
PA
USD
1687584.73000000
0.027879063727
Long
DBT
CORP
CA
N
2
2031-08-06
Fixed
4.70000000
N
N
N
N
N
N
SNF GROUP SACA
969500F7036FEDYPRV54
SNF Group SACA
7846ELAD9
1001000.00000000
PA
USD
985415.30000000
0.016279156511
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.13000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
6635000.00000000
PA
USD
6638731.35000000
0.109672487007
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
ITASCA PARK LLC
N/A
ITASCA PARK LLC
000000000
13.00000000
OU
% Ownership
USD
12850500.00000000
0.212291508722
Long
EC
CORP
US
Y
3
N
N
N
CHAMBERLAIN GROUP INC
25490092IFNOZBRVE539
Chamberlain Group Inc 2025 Term Loan B
15963CAE6
2563100.59000000
PA
USD
2552617.51000000
0.042169489310
Long
LON
CORP
US
N
2
2032-09-08
Floating
6.42000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197
38383LFC9
52457513.08000000
PA
USD
6959821.53000000
0.114976927982
Long
ABS-CBDO
USGA
US
N
2
2052-11-20
Floating
3.14000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
975000.00000000
PA
USD
920215.44000000
0.015202048488
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JX90
48015637.43000000
PA
USD
6179334.05000000
0.102083198970
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Floating
2.27000000
N
N
N
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
AVAYA HOLDINGS CORP
000000000
1279278.57000000
PA
USD
1162544.40000000
0.019205346455
Long
LON
CORP
US
N
2
2028-08-01
Floating
11.17000000
N
N
N
N
N
N
USALCO LLC
5493006WBYB0CYPCSG20
USALCO LLC 2025 Delayed Draw Term Loan
91732NAP8
273229.41000000
PA
USD
273229.41000000
0.004513776403
Long
LON
CORP
US
N
2
2031-09-30
Floating
1.00000000
N
N
N
N
N
N
Bombardier Recreational Products Inc
N/A
Bombardier Recreational Products Inc 2023 Term Loan B3
09776MAS3
1898660.63000000
PA
USD
1903881.95000000
0.031452314820
Long
LON
CORP
CA
N
2
2029-12-13
Floating
5.92000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAL1
6300000.00000000
PA
USD
5663244.67000000
0.093557352263
Long
DBT
CORP
ID
N
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
STANDARD BUILDING SOLUTI
54930064UHXCIUWVI755
Standard Building Solutions Inc
853191AA2
778000.00000000
PA
USD
801512.85000000
0.013241070167
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
3811000.00000000
PA
USD
3581559.46000000
0.059167710310
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
2831000.00000000
PA
USD
2629967.06000000
0.043447311393
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
SUNRISE FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
Sunrise Financing Partnership Term Loan AAA
000000000
2529049.23000000
PA
USD
2501659.63000000
0.041327660181
Long
LON
CORP
US
N
2
2032-02-15
Floating
6.13000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
13826000.00000000
PA
USD
14644620.96000000
0.241930561321
Long
DBT
NUSS
GT
N
2
2036-08-15
Fixed
6.25000000
N
N
N
N
N
N
FRONTERA GENERATION HOLDINGS LLC
549300GLB8UW9UT6MD14
FRONTERA GENERATION HOLDINGS LLC
000000000
1125277.00000000
PA
USD
1074639.54000000
0.017753149626
Long
LON
CORP
US
N
2
2028-07-28
Floating
5.43000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
58064LAA2
2108000.00000000
PA
USD
2152024.15000000
0.035551648076
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.38000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
1102000.00000000
PA
USD
1096544.05000000
0.018115014260
Long
DBT
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389375AN6
2221000.00000000
PA
USD
2307902.02000000
0.038126765636
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
9.63000000
N
N
N
N
N
N
FIBERCOP SPA
8156007022402E114A31
Fibercop SpA
683879AF7
2101000.00000000
PA
USD
2138032.89000000
0.035320511101
Long
DBT
CORP
IT
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
CMLTI_14-C
N/A
CMLTI_14-C
17323GAC2
67093.27000000
PA
USD
66877.17000000
0.001104817347
Long
ABS-CBDO
CORP
US
N
2
2054-02-25
Fixed
4.25000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
449934AD0
823000.00000000
PA
USD
822105.59000000
0.013581264233
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Standard Industries Inc
54930064UHXCIUWVI755
Standard Industries Inc 2021 Term Loan B
85350EAB2
643125.60000000
PA
USD
644077.43000000
0.010640221730
Long
LON
CORP
US
N
2
2028-09-22
Floating
5.43000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
5224000.00000000
PA
USD
5026699.31000000
0.083041561060
Long
DBT
US
N
2
2029-02-01
Fixed
3.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050635
203000000.00000000
PA
USD
203910544.32000000
3.368622006777
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132E0L83
24075965.87000000
PA
USD
24533601.35000000
0.405297478307
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFG6
4816000.00000000
PA
USD
4838333.70000000
0.079929742879
Long
DBT
CORP
US
N
2
2032-01-22
Fixed
4.35000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
5171833.34000000
PA
USD
5282462.24000000
0.087266789517
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AU7
1641000.00000000
PA
USD
1666802.69000000
0.027535742407
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.00000000
N
N
N
N
N
N
CACI INTERNATIONAL INC
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190AE6
2852000.00000000
PA
USD
2941500.93000000
0.048593881198
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCVE7
29245998.76000000
PA
USD
3562297.18000000
0.058849495572
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
3750000.00000000
PA
USD
3511211.68000000
0.058005558148
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.88000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
369469698.75000000
NS
USD
369395804.81000000
6.102454590780
Long
STIV
RF
US
N
1
N
N
N
PROAMPAC PG BORROWER LLC
549300ZI6LTXYFEY1578
PROAMPAC PG BORROWER LLC
000000000
2195938.87000000
PA
USD
2165744.71000000
0.035778313061
Long
LON
CORP
US
N
2
2033-02-18
None
0.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCV LLC
92873BAA4
515006.02000000
PA
USD
515134.36000000
0.008510069684
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
6.24000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BX9
2523000.00000000
PA
USD
2611346.33000000
0.043139695124
Long
DBT
CORP
PA
N
2
2033-02-15
Fixed
6.13000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BE3
5899000.00000000
PA
USD
5967234.84000000
0.098579299411
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust
69545AAC8
6221765.93000000
PA
USD
6265384.24000000
0.103504756471
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
7.10000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AH4
2845000.00000000
PA
USD
2844896.81000000
0.046997971748
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2025-NQM3
06745VAA6
8391866.54000000
PA
USD
8509975.35000000
0.140585619722
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.64000000
N
N
N
N
N
N
SNACKING INVESTMENTS BIDCO PTY LTD
254900AD4L6DCZFKHI06
SNACKING INVESTMENTS BIDCO PTY LTD
000000000
661748.35000000
PA
USD
660921.16000000
0.010918481786
Long
LON
CORP
AU
N
2
2032-10-29
Floating
6.67000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152
38382BWU3
17390030.30000000
PA
USD
2337014.87000000
0.038607712747
Long
ABS-CBDO
USGA
US
N
2
2049-12-20
Floating
2.27000000
N
N
N
N
N
N
STANDARD BUILDING SOLUTI
54930064UHXCIUWVI755
Standard Building Solutions Inc
853191AC8
1750000.00000000
PA
USD
1782083.75000000
0.029440196720
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
6.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DSBH4
32010911.92000000
PA
USD
33036430.46000000
0.545765041450
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
5.50000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AS2
3394000.00000000
PA
USD
3491241.17000000
0.057675643382
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
ALKERMES INC
549300YHRMYLL071E243
ALKERMES INC
000000000
453492.86000000
PA
USD
452359.13000000
0.007473016784
Long
LON
CORP
US
N
2
2031-08-12
Floating
6.42000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-9495152.97000000
OU
Notional Amount
USD
-496619.89000000
-0.00820420884
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
137BEMAI9
Y
sell protection
2059-11-17
0.00000000
USD
-1875666.22000000
USD
-9495152.97000000
USD
-496619.89000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030633
32000000.00000000
PA
USD
29346519.04000000
0.484807346231
Long
ABS-MBS
USGA
US
N
2
2056-03-20
Fixed
3.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAU8
1669000.00000000
PA
USD
1681677.88000000
0.027781481991
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.50000000
N
N
N
N
N
N
HILTON GRAND VAC LLC/INC
N/A
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc
43283QAC4
3880000.00000000
PA
USD
3960647.29000000
0.065430278099
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.63000000
N
N
N
N
N
N
BARRACUDA NETWORKS INC
549300CXGRZWNMPU8080
BARRACUDA NETWORKS INC
000000000
783211.78000000
PA
USD
516919.77000000
0.008539564831
Long
LON
CORP
US
N
2
2029-08-15
Floating
8.17000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC
000000000
159979.16000000
PA
USD
159886.37000000
0.002641338369
Long
LON
CORP
US
N
2
2032-08-19
Floating
6.17000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-X2
00833QAB1
4343461.18000000
PA
USD
4345425.29000000
0.071786848049
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
5.33000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAS1
10482000.00000000
PA
USD
10535826.09000000
0.174052870805
Long
DBT
CORP
US
N
2
2032-01-16
Fixed
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BU2D1
47821455.39000000
PA
USD
48269370.27000000
0.797414687342
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
4.97000000
N
N
N
N
N
N
UNLOCK HEA TRUST
N/A
Unlock Hea Trust 2023-1
91528JAA8
11421308.61000000
PA
USD
11432029.79000000
0.188858243016
Long
ABS-MBS
CORP
US
N
2
2038-10-25
Fixed
7.00000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2024 USD 1st Lien Term Loan B
000000000
1931170.10000000
PA
USD
1631838.73000000
0.026958134390
Long
LON
CORP
US
N
2
2031-02-07
Floating
6.67000000
N
N
N
N
N
N
WhiteWater DBR HoldCo LLC
21380025GXMNBTSJP816
WhiteWater DBR HoldCo LLC 1st Lien Term Loan B
96616PAD0
1434527.86000000
PA
USD
1437755.55000000
0.023751861397
Long
LON
CORP
US
N
2
2031-03-03
Floating
5.94000000
N
N
N
N
N
N
WSA A/S
N/A
WSA A/S
000000000
2368537.32000000
PA
USD
2362615.98000000
0.039030645572
Long
LON
CORP
DK
N
2
2029-02-28
Floating
7.20000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79
38384PDP2
41993807.51000000
PA
USD
4972066.81000000
0.082139026852
Long
ABS-CBDO
USGA
US
N
2
2054-05-20
Floating
3.59000000
N
N
N
N
N
N
Adeia Inc
N/A
Adeia Inc 2025 Repriced Term Loan
98422BAD1
2151571.94000000
PA
USD
2140814.08000000
0.035366456631
Long
LON
CORP
US
N
3
2028-06-08
Floating
6.17000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAB6
3291000.00000000
PA
USD
3416702.33000000
0.056444254503
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
455000.00000000
PA
USD
448215.80000000
0.007404568570
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_318
N/A
FREDDIE MAC FHLMC_318
31325UVQ6
3379694.37000000
PA
USD
392048.26000000
0.006476675351
Long
ABS-CBDO
USGA
US
N
2
2043-11-15
Floating
2.18000000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
3650000.00000000
PA
USD
4091516.19000000
0.067592245043
Long
DBT
NUSS
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
19411000.00000000
PA
USD
17490864.74000000
0.288950785145
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
ENGINEERED MACHINERY HOLDINGS INC
5493008AR0NPSLW8EW07
ENGINEERED MACHINERY HOLDINGS INC
000000000
545456.34000000
PA
USD
546819.98000000
0.009033519205
Long
LON
CORP
US
N
2
2032-11-26
Floating
6.92000000
N
N
N
N
N
N
HILCORP ENERGY I LP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP Term Loan B
431319AH5
705210.18000000
PA
USD
704328.67000000
0.011635578070
Long
LON
CORP
US
N
2
2030-02-11
Floating
5.42000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAA1
7073426.15000000
PA
USD
7132863.44000000
0.117835597150
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.13000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
423000.00000000
PA
USD
433544.93000000
0.007162204372
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.13000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
127160783.00000000
NC
USD
5417.05000000
0.000089490192
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
127160783.00000000
OU
Notional Amount
N/A
5417.05000000
0.00000000
DIR
US
N/A
N/A
2031-03-06
0.00000000
N/A
0.00000000
N/A
127160783.00000000
USD
1.00000000
3.40000000
USD
2026-03-04
XXXX
-1011869.21000000
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAE5
2969000.00000000
PA
USD
3082109.07000000
0.050916741334
Long
DBT
CORP
XX
N
2
2032-09-15
Fixed
6.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
3311000.00000000
PA
USD
3309208.86000000
0.054668451933
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
-455000000.00000000
NC
USD
-92183.00000000
-0.00152287211
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
455000000.00000000
OU
Notional Amount
N/A
-92183.00000000
0.00000000
DIR
US
N/A
N/A
2031-04-02
0.00000000
N/A
0.00000000
N/A
455000000.00000000
USD
1.00000000
2.65000000
USD
2026-03-31
XXXX
829951.85000000
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AF4
1293000.00000000
PA
USD
1302823.70000000
0.021522774123
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
UPSTREAM NEWCO INC
549300Q4K2W4R1EBTH48
Upstream Newco Inc 2025 Term Loan
91678HAJ1
1085106.01000000
PA
USD
999805.83000000
0.016516889465
Long
LON
CORP
US
N
2
2030-05-20
Floating
8.18000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2024 USD Term Loan
68163YAJ4
3045368.06000000
PA
USD
2982572.57000000
0.049272388682
Long
LON
CORP
US
N
2
2031-06-20
Floating
6.67000000
N
N
N
N
N
N
HILLENBRAND
U246OE781574J2BUD366
HILLENBRAND
000000000
1937746.65000000
PA
USD
1935440.73000000
0.031973668932
Long
LON
CORP
US
N
2
2033-02-10
Floating
7.17000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
6892000.00000000
PA
USD
6796807.32000000
0.112283917392
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
1111000.00000000
PA
USD
1170026.99000000
0.019328959569
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
XPLOR T1 LLC
254900GF3CVSREM2EJ05
XPLOR T1 LLC
000000000
1843910.07000000
PA
USD
1659519.06000000
0.027415416131
Long
LON
CORP
US
N
2
2032-06-24
Floating
7.29000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647CB1
909000.00000000
PA
USD
923348.19000000
0.015253801823
Long
DBT
CORP
US
N
2
2034-07-31
Fixed
6.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCV3
1500000.00000000
PA
USD
1522618.31000000
0.025153802438
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
7.38000000
N
N
N
N
N
N
USALCO LLC
5493006WBYB0CYPCSG20
USALCO LLC 2025 Term Loan
91732NAN3
2625479.48000000
PA
USD
2625479.48000000
0.043373176135
Long
LON
CORP
US
N
2
2031-09-30
Floating
7.17000000
N
N
N
N
N
N
Primo Brands Corporation
254900J0WS4AXV2LAX55
Primo Brands Corporation 2025 Term Loan B
89678QAD8
3789377.01000000
PA
USD
3785322.38000000
0.062533893548
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.92000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
1848000.00000000
PA
USD
1852869.04000000
0.030609576589
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
American Axle and Manufacturing Inc
RY5TAKFOBLDUGX31MS24
American Axle and Manufacturing Inc 2022 Term Loan B
02406MAU1
793573.53000000
PA
USD
791589.60000000
0.013077137113
Long
LON
CORP
US
N
2
2029-12-13
Floating
6.66000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC 2025 Repriced Term Loan B
04349HAN4
3866373.44000000
PA
USD
3673054.77000000
0.060679221722
Long
LON
CORP
US
N
2
2028-12-11
None
0.00000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2025 Term Loan
92537EAG3
1403468.68000000
PA
USD
1403468.68000000
0.023185438972
Long
LON
CORP
US
N
2
2032-08-12
Floating
5.42000000
N
N
N
N
N
N
Lealand Finance Company BV
N/A
Lealand Finance Company BV 2020 Take Back Term Loan
000000000
132899.02000000
PA
USD
108977.20000000
0.001800313933
Long
LON
CORP
NL
N
2
2027-12-31
Floating
4.79000000
N
N
N
N
N
N
EnergySolutions LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC 2023 Term Loan B
29276MAP2
2483577.60000000
PA
USD
2497038.59000000
0.041251320151
Long
LON
CORP
US
N
2
2030-09-20
Floating
6.92000000
N
N
N
N
N
N
FANNIE MAE FNMA_06-5
N/A
FANNIE MAE FNMA_06-5
31394VL81
1646270.52000000
PA
USD
16.46000000
0.000000271920
Long
ABS-CBDO
USGA
US
N
2
2034-08-25
Floating
0.00000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CM0
18252000.00000000
PA
USD
14901099.08000000
0.246167604786
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAL0
7685000.00000000
PA
USD
7655698.20000000
0.126472878191
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.88000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98379YAA0
2781000.00000000
PA
USD
2882458.76000000
0.047618498812
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTJ8
9950000.00000000
PA
USD
10375463.00000000
0.171403656975
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.92000000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP
549300W5GPFXXB6TQ330
SCIENTIFIC GAMES HOLDINGS LP
000000000
565586.43000000
PA
USD
553805.26000000
0.009148916710
Long
LON
CORP
US
N
2
2029-04-04
Floating
6.65000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
29245000.00000000
PA
USD
24878598.81000000
0.410996869870
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Plano HoldCo Inc
254900C53JLEP3CCOQ10
Plano HoldCo Inc Term Loan B
72712EAB3
2952385.92000000
PA
USD
2509528.03000000
0.041457646914
Long
LON
CORP
US
N
2
2031-10-02
Floating
7.17000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAC3
2041000.00000000
PA
USD
2155822.66000000
0.035614399831
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383VJ74
53281826.22000000
PA
USD
6234645.02000000
0.102996941569
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Floating
2.27000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
491340.96000000
PA
USD
491776.91000000
0.008124202340
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
3191000.00000000
PA
USD
3247443.22000000
0.053648077558
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
465453676.00000000
NC
USD
6453654.85000000
0.106615005243
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
465453676.00000000
OU
Notional Amount
N/A
6453654.85000000
0.11000000
DIR
US
N/A
N/A
2031-04-20
0.00000000
N/A
0.00000000
N/A
465453676.00000000
USD
1.00000000
3.50000000
USD
2026-04-16
XXXX
-1924511.32000000
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC 2024 1st Lien Term Loan B
03765VAP5
1254810.39000000
PA
USD
1251811.39000000
0.020680045805
Long
LON
CORP
US
N
2
2030-10-13
Floating
5.67000000
N
N
N
N
N
N
WULF COMPUTE LLC
N/A
WULF Compute LLC
982911AA7
1771000.00000000
PA
USD
1875136.02000000
0.030977429263
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
7.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL SERVICES INC
254900ZM5MY0A8BPJI72
GFL ENVIRONMENTAL SERVICES INC
000000000
2244375.00000000
PA
USD
2245317.64000000
0.037092865597
Long
LON
CORP
CA
N
2
2032-03-03
Floating
6.27000000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc
96208TAD6
3004000.00000000
PA
USD
3014954.42000000
0.049807339990
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
757000.00000000
PA
USD
452392.69000000
0.007473571199
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.38000000
N
N
N
N
N
N
INVENERGY THERMAL OPERATING I LLC
549300JF5R5BXJAMZL67
INVENERGY THERMAL OPERATING I LLC
000000000
857258.50000000
PA
USD
865025.26000000
0.014290301352
Long
LON
CORP
US
N
2
2032-05-17
Floating
6.41000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAF0
2647000.00000000
PA
USD
2689261.78000000
0.044426865929
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAA1
4850000.00000000
PA
USD
4837871.12000000
0.079922101013
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
4.92000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAD4
4437000.00000000
PA
USD
4125071.18000000
0.068146576739
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
8.75000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
2489000.00000000
PA
USD
2412761.71000000
0.039859057904
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AH0
2439000.00000000
PA
USD
2460238.02000000
0.040643371159
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.80000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
2916000.00000000
PA
USD
2717226.97000000
0.044888853585
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
1315000.00000000
PA
USD
831029.99000000
0.013728696188
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
29103CAA6
7652000.00000000
PA
USD
7922179.32000000
0.130875172188
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBQFEOXM0S98
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
15400000.00000000
PA
USD
16492439.04000000
0.272456695561
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
6.67000000
N
N
N
N
N
N
BCP VI SUMMIT HOLDINGS LP
254900LK60A9DK5W5N81
BCP VI SUMMIT HOLDINGS LP
000000000
2330640.08000000
PA
USD
2336466.68000000
0.038598656595
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.67000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
1229000.00000000
PA
USD
1183963.00000000
0.019559183809
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
7092000.00000000
PA
USD
6763937.29000000
0.111740901303
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAG9
7283000.00000000
PA
USD
7686930.41000000
0.126988837335
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
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
10689000.00000000
PA
USD
9694625.69000000
0.160156158455
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051
3137F7YV1
30368900.18000000
PA
USD
4408966.04000000
0.072836547413
Long
ABS-CBDO
USGA
US
N
2
2050-12-25
Fixed
2.50000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98380MAB1
3776000.00000000
PA
USD
3996450.54000000
0.066021751268
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
8.63000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-128
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-128
38384UNK1
53922270.21000000
PA
USD
6049857.64000000
0.099944236095
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Floating
2.42000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS
N/A
TransMontaigne Partners LLC
89377AAA3
5178000.00000000
PA
USD
5416793.83000000
0.089485960438
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAF8
8076000.00000000
PA
USD
7060393.03000000
0.116638378935
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAM0
2579000.00000000
PA
USD
2408855.30000000
0.039794523631
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
MRP BUYER LLC
254900P4JAIDEHZ3O147
MRP Buyer LLC Delayed Draw Term Loan
55351DAC4
293960.27000000
PA
USD
293716.28000000
0.004852221486
Long
LON
CORP
US
N
2
2032-06-03
Floating
5.46000000
N
N
N
N
N
N
HUDBAY MINERALS INC
894500LX3TMESP27BE29
Hudbay Minerals Inc
443628AJ1
1464000.00000000
PA
USD
1464205.75000000
0.024188821271
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
2719000.00000000
PA
USD
2729024.46000000
0.045083749266
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
382.85000000
NS
USD
8805.50000000
0.000145467715
Long
EC
CORP
BM
N
3
N
N
N
Sovos Compliance LLC
549300M9XYG5WP2QHH07
Sovos Compliance LLC 2025 Repriced Term Loan B
84611YAF7
3114886.06000000
PA
USD
2797572.62000000
0.046216171531
Long
LON
CORP
US
N
2
2029-08-13
Floating
6.92000000
N
N
N
N
N
N
AL GCX FUND VIII HOLDINGS LLC
254900KQJGH397AKYT16
AL GCX FUND VIII HOLDINGS LLC
000000000
146916.48000000
PA
USD
146806.29000000
0.002425254176
Long
LON
CORP
US
N
2
2032-01-30
Floating
5.67000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
2526000.00000000
PA
USD
2547955.83000000
0.042092477904
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust 2023-4
76088UAA6
6436329.34000000
PA
USD
6448320.87000000
0.106526887375
Long
ABS-O
CORP
US
N
2
2032-03-25
Fixed
7.54000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
722000.00000000
PA
USD
716764.67000000
0.011841021998
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AE6
1071000.00000000
PA
USD
1112372.30000000
0.018376498488
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.13000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2024-NPL1 Trust
58004YAA7
24480590.34000000
PA
USD
24655971.74000000
0.407319049040
Long
ABS-MBS
CORP
US
N
2
2054-09-25
Variable
6.33000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBN9
805000.00000000
PA
USD
873573.79000000
0.014431523898
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.88000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AA4
1765000.00000000
PA
USD
1958638.61000000
0.032356900164
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.50000000
N
N
N
N
N
N
Emerald X, Inc.
549300YQCBSQUCZ74696
Emerald X Inc 2025 Term Loan B1
29088UAH0
1533802.72000000
PA
USD
1534446.92000000
0.025349212225
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.92000000
N
N
N
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
COLUMBUS MCKINNON CORP
000000000
2255864.82000000
PA
USD
2247405.33000000
0.037127354438
Long
LON
CORP
US
N
2
2033-01-24
Floating
7.16000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
1598000.00000000
PA
USD
1595896.70000000
0.026364368562
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AX4
5589000.00000000
PA
USD
5996136.67000000
0.099056760451
Long
DBT
NUSS
HU
N
2
2055-09-23
Fixed
6.75000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
5930000.00000000
PA
USD
5805954.11000000
0.095914926079
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
3427000.00000000
PA
USD
3453018.81000000
0.057044206281
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BX3L6
107059271.01000000
PA
USD
8498354.23000000
0.140393637690
Long
ABS-MBS
USGSE
US
N
2
2055-12-25
Floating
1.88000000
N
N
N
N
N
N
ACCESS CIG LLC
5493002EU9Z6IQMPAN35
ACCESS CIG LLC
000000000
3315945.08000000
PA
USD
3014194.08000000
0.049794779100
Long
LON
CORP
US
N
2
2030-08-19
Floating
7.67000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-42
N/A
FANNIE MAE FNMA_16-42
3136AS2T2
16422730.95000000
PA
USD
2213008.98000000
0.036559123394
Long
ABS-CBDO
USGA
US
N
2
2046-07-25
Floating
2.22000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
1379000.00000000
PA
USD
1353073.01000000
0.022352897607
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AL0
879000.00000000
PA
USD
907377.83000000
0.014989969924
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
6.88000000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P200
6584.00000000
NS
USD
139975.84000000
0.002312414478
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
2376000.00000000
PA
USD
2504696.29000000
0.041377826099
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.38000000
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
N/A
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS
3137G0WV7
14608000.00000000
PA
USD
12600672.36000000
0.208164331833
Long
ABS-CBDO
CORP
US
N
2
2033-06-25
Floating
4.45000000
N
N
N
N
N
N
DRAKE SOFTWARE LLC
25490030X7DBAF7KCR65
Drake Software LLC 2024 Term Loan B
23344UAF7
1911900.74000000
PA
USD
1737439.80000000
0.028702674328
Long
LON
CORP
US
N
2
2031-06-26
Floating
7.92000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-R3
69549EAA0
14815655.95000000
PA
USD
14830902.74000000
0.245007954428
Long
ABS-O
CORP
US
N
2
2033-01-18
Fixed
4.84000000
N
N
N
N
N
N
USI Inc
2549006D7UF7072T7I27
USI Inc 2024 Term Loan D
90351NAR6
1847446.09000000
PA
USD
1838208.86000000
0.030367388991
Long
LON
CORP
US
N
2
2029-11-21
Floating
5.92000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
8311000.00000000
PA
USD
8930492.18000000
0.147532598616
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2026-NPL1 LLC
91825GAA4
12301219.11000000
PA
USD
12266952.83000000
0.202651252768
Long
ABS-O
CORP
US
N
2
2056-01-25
Variable
5.10000000
N
N
N
N
N
N
ASHLAND INC
529900E4L9R04SB8HB11
Ashland Inc
04433LAA0
5270000.00000000
PA
USD
4839732.30000000
0.079952847887
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.38000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
14147000.00000000
PA
USD
13554267.37000000
0.223917814061
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAE8
1003049.60000000
PA
USD
962954.92000000
0.015908108851
Long
DBT
CORP
FR
N
2
2032-07-15
Fixed
6.88000000
N
N
N
N
N
N
Fugue Finance BV
254900Y4DWBRGAFENC88
Fugue Finance BV 2025 Repriced Term Loan
000000000
755045.84000000
PA
USD
748439.19000000
0.012364288146
Long
LON
CORP
US
N
2
2032-01-09
Floating
5.92000000
N
N
N
N
N
N
White Cap Buyer LLC
254900L2N0T6GULCL366
White Cap Buyer LLC 2024 Term Loan B
96350TAH3
3802888.12000000
PA
USD
3754553.41000000
0.062025587174
Long
LON
CORP
US
N
2
2029-10-19
Floating
6.92000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BU0
4365000.00000000
PA
USD
4488050.81000000
0.074143035498
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.38000000
N
N
N
N
N
N
LC AHAB US BIDCO LLC
254900949U9K2Q5C5A85
LC AHAB US BIDCO LLC
000000000
2476566.32000000
PA
USD
2470374.90000000
0.040810833401
Long
LON
CORP
US
N
2
2031-05-01
None
0.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2025-2
52611JAB6
10537348.42000000
PA
USD
10579659.04000000
0.174776995398
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
5.18000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
855000.00000000
PA
USD
900706.04000000
0.014879751305
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.38000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBC7
1495000.00000000
PA
USD
1540891.28000000
0.025455673678
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.00000000
N
N
N
N
N
N
PEX HOLDINGS LLC
2138006XMWHEBFQ55Z05
PEX HOLDINGS LLC
000000000
3428080.83000000
PA
USD
3333808.61000000
0.055074842193
Long
LON
CORP
US
N
3
2031-11-26
Floating
6.42000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAD8
1508000.00000000
PA
USD
1535303.07000000
0.025363355906
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
6.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215
38383LSG6
58822510.43000000
PA
USD
8093753.91000000
0.133709601088
Long
ABS-CBDO
USGA
US
N
2
2049-12-20
Floating
2.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNDC4
49987927.52000000
PA
USD
45766564.51000000
0.756068092982
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32
38383VQT8
64262963.22000000
PA
USD
6455535.97000000
0.106646081528
Long
ABS-CBDO
USGA
US
N
2
2053-02-20
Floating
2.09000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
3427000.00000000
PA
USD
3368487.16000000
0.055647735209
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAE1
1548000.00000000
PA
USD
1568362.43000000
0.025909499746
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
15700000.00000000
PA
USD
16685167.15000000
0.275640582666
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.72000000
N
N
N
N
N
N
DAYFORCE INC
549300T64GVCHFJ8L449
DAYFORCE INC
000000000
6043777.89000000
PA
USD
5555984.58000000
0.091785405153
Long
LON
CORP
US
N
2
2033-02-04
Floating
6.66000000
N
N
N
N
N
N
US FERTILITY ENTERPRISES LLC
254900DAI0GZFFDITB24
US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan
90356EAH3
192730.34000000
PA
USD
192923.07000000
0.003187107863
Long
LON
CORP
US
N
2
2032-12-10
Floating
1.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AG5
817000.00000000
PA
USD
835867.87000000
0.013808618436
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.13000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBC3
1692000.00000000
PA
USD
1722580.88000000
0.028457203526
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.38000000
N
N
N
N
N
N
SAZERAC COMPANY INC
9QU0CG1O4LSOB6IFK895
Sazerac Company Inc Repriced Term Loan B
80583EAP1
3667782.06000000
PA
USD
3663894.21000000
0.060527888381
Long
LON
CORP
US
N
2
2032-07-09
Floating
5.67000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDV9
2333000.00000000
PA
USD
2412113.33000000
0.039848346604
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKPN8
13587246.00000000
PA
USD
13822380.09000000
0.228347062249
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Floating
7.62000000
N
N
N
N
N
N
PG INVESTMENT COMPANY 59 SA RL
254900XMCCB3IEZ2A005
PG Investment Company 59 Sa rl 2025 Repriced Term Loan B
91728NAD1
3447763.35000000
PA
USD
3438075.13000000
0.056797335235
Long
LON
CORP
LU
N
2
2031-03-26
Floating
5.92000000
N
N
N
N
N
N
AMENTUM HOLDINGS INC
2549009FJIBLW40CU216
Amentum Holdings Inc
02352BAA3
4353000.00000000
PA
USD
4560098.13000000
0.075333264226
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.25000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140
38382XTQ8
38539357.16000000
PA
USD
7149933.30000000
0.118117592896
Long
ABS-CBDO
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
3094000.00000000
PA
USD
3254314.25000000
0.053761587641
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
720000.00000000
PA
USD
696265.65000000
0.011502376196
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-10
N/A
PAGAYA AI DEBT SELECTION TRUST PAID_24-10
69544MAD1
13106403.28000000
PA
USD
13228849.85000000
0.218541885009
Long
ABS-MBS
CORP
US
N
2
2032-06-15
Fixed
6.43000000
N
N
N
N
N
N
UNITI SERVICES LLC
549300KT9GVEBYCD2N29
Uniti Services LLC
97382BAB5
1879000.00000000
PA
USD
1954838.38000000
0.032294119995
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
7.50000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98380MAA3
2256000.00000000
PA
USD
2386771.76000000
0.039429701405
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
8.38000000
N
N
N
N
N
N
CORNERSTONE GENERATION LLC
254900JBGAU2N55LVN75
CORNERSTONE GENERATION LLC
000000000
1408987.36000000
PA
USD
1410748.59000000
0.023305703793
Long
LON
CORP
US
N
2
2032-08-11
Floating
5.92000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
2549004H0JOYEPRCTE90
Bain Capital Credit CLO 2021-5 Ltd
05682FAA8
8600000.00000000
PA
USD
7805489.00000000
0.128947436763
Long
ABS-CBDO
CORP
KY
N
2
2034-10-23
Floating
10.43000000
N
N
N
N
N
N
SANMINA CORP
X5K24XLM8QYRXF00EB42
SANMINA CORP
000000000
1416541.62000000
PA
USD
1420082.97000000
0.023459908658
Long
LON
CORP
US
N
3
2032-10-27
Floating
5.67000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
3281000.00000000
PA
USD
3194626.58000000
0.052775541533
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2024 Term Loan B9
89334GBG8
909710.71000000
PA
USD
900731.87000000
0.014880178019
Long
LON
CORP
US
N
2
2031-06-24
Floating
5.42000000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC 2025 Term Loan B
84410HAQ3
548625.00000000
PA
USD
547220.52000000
0.009040136165
Long
LON
CORP
US
N
2
2031-12-04
Floating
6.18000000
N
N
N
N
N
N
LEEWARD RENEWABL
254900EVJU1A57NUX379
Leeward Renewable Energy Operations LLC
524590AA4
1411000.00000000
PA
USD
1329154.54000000
0.021957762158
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBY5
875000.00000000
PA
USD
874304.62000000
0.014443597281
Long
DBT
CORP
US
N
2
2040-01-17
Fixed
6.65000000
N
N
N
N
N
N
JUNE PURCHASER LLC
N/A
JUNE PURCHASER LLC
000000000
179947.34000000
PA
USD
178448.38000000
0.002947984577
Long
LON
CORP
US
N
2
2031-11-28
Floating
2.75000000
N
N
N
N
N
N
LACKAWANNA ENERGY CENTER LLC
549300IW2LJBNY42EC59
LACKAWANNA ENERGY CENTER LLC
000000000
1399521.73000000
PA
USD
1404476.04000000
0.023202080658
Long
LON
CORP
US
N
2
2032-08-05
Floating
6.67000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
997000.00000000
PA
USD
941536.94000000
0.015554281740
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAC6
2367000.00000000
PA
USD
2192466.90000000
0.036219766236
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AN3
2209000.00000000
PA
USD
2251505.71000000
0.037195093114
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAD0
4496192.90000000
PA
USD
4299502.70000000
0.071028202399
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434M2C5
7000000.00000000
PA
USD
6522111.62000000
0.107745917735
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
Project Boost Purchaser LLC
254900SVSL94NTLSDY26
Project Boost Purchaser LLC 2025 Refinancing Term Loan
74339NAG1
3449346.22000000
PA
USD
3281190.59000000
0.054205587390
Long
LON
CORP
US
N
2
2031-07-16
Floating
6.42000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAG9
696000.00000000
PA
USD
731678.96000000
0.012087407518
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.38000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAM8
3807000.00000000
PA
USD
3799864.05000000
0.062774123350
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.88000000
N
N
N
N
N
N
BEACON MOBILITY CORP
254900EBTYFG24UQEM31
BEACON MOBILITY CORP
000000000
133588.46000000
PA
USD
133839.61000000
0.002211043362
Long
LON
CORP
US
N
2
2030-08-06
Floating
1.38000000
N
N
N
N
N
N
ALPHA GENERATION LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAC5
1644000.00000000
PA
USD
1665110.06000000
0.027507779995
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
KODIAK BP LLC
549300Y1Q6ZUH0EXO182
KODIAK BP LLC
000000000
2297846.07000000
PA
USD
2295617.16000000
0.037923818555
Long
LON
CORP
US
N
2
2031-12-04
Floating
7.42000000
N
N
N
N
N
N
PCI Gaming Authority
549300KPXAJ1LRW5LP59
PCI Gaming Authority Term Loan
70455DAG9
2385358.73000000
PA
USD
2378918.26000000
0.039299960821
Long
LON
CORP
US
N
2
2031-07-18
Floating
5.67000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS Trust 2024-3AL
00092KAB0
2489680.89000000
PA
USD
2508108.44000000
0.041434195149
Long
ABS-O
CORP
US
N
2
2031-12-26
Fixed
5.45000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
3320000.00000000
PA
USD
3191687.55000000
0.052726988472
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AF7
1847000.00000000
PA
USD
1906885.35000000
0.031501931279
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.50000000
N
N
N
N
N
N
USI INC
2549006D7UF7072T7I27
USI INC
000000000
1315552.35000000
PA
USD
1307330.15000000
0.021597221115
Long
LON
CORP
US
N
2
2030-09-29
Floating
5.92000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
2781000.00000000
PA
USD
2815326.35000000
0.046509464875
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
WINDSTREAM SERVICES/ESCR
N/A
Windstream Services LLC / Windstream Escrow Finance Corp
97381AAA0
4339000.00000000
PA
USD
4562965.31000000
0.075380630318
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAP4
1584000.00000000
PA
USD
1639284.21000000
0.027081134443
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
2730000.00000000
PA
USD
2683299.08000000
0.044328361545
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
PRKCM TRUST PRKCM_22-AFC1
N/A
PRKCM TRUST PRKCM_22-AFC1
69377CAE3
11924140.10000000
PA
USD
11556343.58000000
0.190911918906
Long
ABS-CBDO
CORP
US
N
2
2057-04-25
Floating
4.10000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AL9
1540000.00000000
PA
USD
1600540.12000000
0.026441078311
Long
DBT
US
N
2
2033-06-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
391000000.00000000
NC
USD
395692.00000000
0.006536870290
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
IRS Swap
N/A
391000000.00000000
OU
Notional Amount
N/A
395692.00000000
0.01000000
DIR
US
N/A
N/A
2031-05-07
0.00000000
N/A
0.00000000
N/A
391000000.00000000
USD
1.00000000
3.60000000
USD
2026-05-05
XXXX
-2184908.00000000
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAV4
13488000.00000000
PA
USD
13691911.93000000
0.226191715568
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.60000000
N
N
N
N
N
N
VS Buyer LLC
254900G5QLDMHSCYJK25
VS Buyer LLC 2025 Term Loan B
91834WAG5
2520687.68000000
PA
USD
2434555.78000000
0.040219098058
Long
LON
CORP
US
N
2
2031-04-12
Floating
5.92000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
2024000.00000000
PA
USD
1962961.33000000
0.032428311918
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2025 Repriced Term Loan B
31774BAH7
924705.33000000
PA
USD
912379.01000000
0.015072589903
Long
LON
CORP
US
N
2
2029-06-27
Floating
5.42000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CW0
1981000.00000000
PA
USD
2030239.00000000
0.033539745564
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAG8
1285000.00000000
PA
USD
1294054.69000000
0.021377909226
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
DECHRA PHARMACEUTICALS HOLDINGS LTD
254900O65L5G9CGTAS28
DECHRA PHARMACEUTICALS HOLDINGS LTD
000000000
3713432.35000000
PA
USD
3709570.38000000
0.061282463147
Long
LON
CORP
GB
N
2
2032-01-27
Floating
6.39000000
N
N
N
N
N
N
Apex Group Treasury LLC
254900N6HRPDDNW7HP03
Apex Group Treasury LLC 2025 USD Term Loan B
000000000
2117362.98000000
PA
USD
1873866.24000000
0.030956452374
Long
LON
CORP
US
N
2
2032-02-27
Floating
7.17000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBJ5
1805889.00000000
PA
USD
1607072.26000000
0.026548989899
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.13000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
38381RQK8
4892641.56000000
PA
USD
590868.66000000
0.009761207679
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Floating
2.27000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
29000000.00000000
PA
USD
26389998.34000000
0.435965336973
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
144456000.00000000
NC
USD
2265879.03000000
0.037432541757
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
144456000.00000000
OU
Notional Amount
N/A
2265879.03000000
0.04000000
DIR
US
N/A
N/A
2056-11-02
0.00000000
N/A
0.00000000
N/A
144456000.00000000
USD
1.00000000
3.50000000
USD
2026-10-29
XXXX
-1641655.77000000
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AA3
330000.00000000
PA
USD
344371.95000000
0.005689058077
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EM3
3976000.00000000
PA
USD
3960631.28000000
0.065430013612
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.05000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CB5
1262000.00000000
PA
USD
1341494.77000000
0.022161623957
Long
DBT
CORP
CA
N
2
2031-07-01
Fixed
7.25000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320BD7
569000.00000000
PA
USD
570789.77000000
0.009429502465
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
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AR7
966000.00000000
PA
USD
1017737.36000000
0.016813120083
Long
DBT
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAB6
7282000.00000000
PA
USD
7567871.99000000
0.125021980668
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.75000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc 2025 Term Loan B
172442AV7
3779136.02000000
PA
USD
3785031.47000000
0.062529087687
Long
LON
CORP
US
N
2
2030-05-24
Floating
5.92000000
N
N
N
N
N
N
Paradigm Parent LLC
254900EDT9YE5UFH3458
Paradigm Parent LLC 1st Lien Term Loan
69902BAB5
1997500.00000000
PA
USD
1665415.63000000
0.027512828041
Long
LON
CORP
US
N
2
2032-04-16
Floating
8.17000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
1198453.58000000
PA
USD
1198440.52000000
0.019798353846
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
4.24000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCU5
3054000.00000000
PA
USD
3122959.43000000
0.051591593251
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58
38382RBL1
41796362.82000000
PA
USD
5941219.23000000
0.098149519006
Long
ABS-CBDO
USGA
US
N
2
2051-04-20
Variable
2.52000000
N
N
N
N
N
N
EDGEX Issuer Trust
N/A
EDGEX 2025-1NN Issuer Trust
280579103
5500000.00000000
PA
USD
4246852.94000000
0.070158423248
Long
ABS-O
CORP
US
N
2
2031-01-15
Variable
0.00000000
N
N
N
N
N
N
APA CORP
549300VCIWLRHYVSHC79
APA Corp
03743QAT5
1019000.00000000
PA
USD
1036306.55000000
0.017119884907
Long
DBT
CORP
US
N
2
2055-02-15
Fixed
6.75000000
N
N
N
N
N
N
ALERA GROUP INC
2549003D76KZAKICNX26
Alera Group Inc 2026 Term Loan B
01451PAE6
1727767.24000000
PA
USD
1641136.99000000
0.027111742549
Long
LON
CORP
US
N
2
2032-05-30
Floating
6.42000000
N
N
N
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
CQP Holdco LP 2026 Term Loan B
12657QAF0
3266327.32000000
PA
USD
3253457.99000000
0.053747442143
Long
LON
CORP
US
N
2
2032-12-31
Floating
5.42000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AH9
4284000.00000000
PA
USD
4359211.81000000
0.072014602699
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAC6
1493000.00000000
PA
USD
1570668.56000000
0.025947597237
Long
DBT
US
N
2
2031-11-15
Fixed
8.63000000
N
N
N
N
N
N
Ivory Coast Government International Bonds
254900ICW11T82O6H590
Ivory Coast Government International Bonds
000000000
14496000.00000000
PA
USD
15808472.91000000
0.261157508630
Long
DBT
NUSS
CI
N
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CC3
1269000.00000000
PA
USD
1336517.05000000
0.022079391539
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
6601000.00000000
PA
USD
6479403.94000000
0.107040382712
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
CHICAGO US MIDCO III LP
N/A
CHICAGO US MIDCO III LP
000000000
172476.67000000
PA
USD
169889.52000000
0.002806591379
Long
LON
CORP
US
N
2
2032-10-30
Floating
1.25000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
254900H1TTX80VH1NW52
GoldenTree Loan Management US CLO 27 Ltd
38140AAC2
33000000.00000000
PA
USD
33060951.00000000
0.546170123153
Long
ABS-CBDO
CORP
KY
N
2
2039-01-20
Floating
4.91000000
N
N
N
N
N
N
SGH2 LLC
N/A
SGH2 LLC
000000000
802717.66000000
PA
USD
802717.66000000
0.013260973745
Long
LON
CORP
US
N
2
2032-08-18
Floating
8.17000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBZ3
1823000.00000000
PA
USD
1839387.41000000
0.030386858752
Long
DBT
CORP
BM
N
2
2033-09-15
Fixed
6.25000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2025 Incremental Term Loan B
58503UAJ2
4573736.63000000
PA
USD
4581237.56000000
0.075682489664
Long
LON
CORP
US
N
2
2030-10-23
Floating
5.42000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-76
N/A
FANNIE MAE FNMA_18-76
3136B3GB0
5985297.75000000
PA
USD
870453.82000000
0.014379981691
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Floating
2.37000000
N
N
N
N
N
N
UWM HOLDINGS LLC
N/A
UWM Holdings LLC
903522AB6
4426000.00000000
PA
USD
4269002.86000000
0.070524342079
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.25000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc 2024 Term Loan B8
78466DBJ2
832432.62000000
PA
USD
824682.67000000
0.013623837845
Long
LON
CORP
US
N
2
2031-05-09
Floating
5.67000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
2967000.00000000
PA
USD
2716856.71000000
0.044882736854
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
7900000.00000000
PA
USD
8762147.67000000
0.144751530953
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Ellucian Holdings, Inc.
549300RP8NIJ7FY7OS79
Ellucian Holdings Inc 2024 1st Lien Term Loan B
28917XAB6
3613920.04000000
PA
USD
3488733.85000000
0.057634222212
Long
LON
CORP
US
N
2
2029-10-09
Floating
6.17000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
9107000.00000000
PA
USD
9392126.97000000
0.155158850206
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
4523000.00000000
PA
USD
4520849.56000000
0.074684874035
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.8.BBB-)
000000000
-3498802.62000000
OU
Notional Amount
USD
-281291.20000000
-0.00464695795
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.8.BBB
2I65AAJ56
Y
sell protection
2057-10-17
0.00000000
USD
-654383.44000000
USD
-3498802.62000000
USD
-281291.20000000
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBA5
5091000.00000000
PA
USD
5090157.65000000
0.084089899004
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Lealand Finance Company BV
N/A
Lealand Finance Company BV 2020 Make Whole Term Loan
000000000
8648.87000000
PA
USD
7059.64000000
0.000116625938
Long
LON
CORP
NL
N
2
2027-06-30
Floating
6.79000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
3491761.64000000
PA
USD
3283897.07000000
0.054250298702
Long
LON
CORP
CA
N
2
2030-08-01
Floating
7.92000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
6800000.00000000
PA
USD
5660432.60000000
0.093510896593
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAB3
3512000.00000000
PA
USD
3437998.01000000
0.056796061205
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.75000000
N
N
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
Motion Finco Sarl 2024 USD Term Loan B
000000000
1386052.41000000
PA
USD
1165670.08000000
0.019256982993
Long
LON
CORP
LU
N
2
2029-11-12
Floating
7.17000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
1364029.28000000
PA
USD
1362324.24000000
0.022505728826
Long
LON
CORP
US
N
2
2028-12-08
Floating
6.79000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
636000000.00000000
NC
USD
3655918.80000000
0.060396133832
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
636000000.00000000
OU
Notional Amount
N/A
3655918.80000000
0.06000000
DIR
US
N/A
N/A
2031-08-07
0.00000000
N/A
0.00000000
N/A
636000000.00000000
USD
1.00000000
3.40000000
USD
2026-08-05
XXXX
-6494641.20000000
N
N
N
TURQUOISE TOPCO LTD
N/A
TURQUOISE TOPCO LTD
000000000
2394809.39000000
PA
USD
2352900.23000000
0.038870140438
Long
LON
CORP
JE
N
2
2032-12-30
Floating
6.94000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAB6
1946000.00000000
PA
USD
2011498.27000000
0.033230146883
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.25000000
N
N
N
N
N
N
First Brands Group, LLC
2549005IXRZR7KSBJD91
First Brands Group LLC 2025 DIP Term Loan
31935HAM9
726560.19000000
PA
USD
133505.43000000
0.002205522676
Long
LON
CORP
US
N
2
2026-06-29
Floating
13.67000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CK5
1908000.00000000
PA
USD
1960599.52000000
0.032389294587
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.13000000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC 2024 Term Loan B
46269KAT1
1889412.70000000
PA
USD
1815895.65000000
0.029998772594
Long
LON
CORP
US
N
2
2030-09-20
Floating
5.92000000
N
N
N
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAC2
2701000.00000000
PA
USD
2612049.03000000
0.043151303796
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
9.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EG6
34080000.00000000
PA
USD
35428097.25000000
0.585275609226
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AQ3
310000.00000000
PA
USD
313353.74000000
0.005176634234
Long
DBT
CORP
MX
N
2
2034-01-28
Fixed
6.05000000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAB6
27914000.00000000
PA
USD
28450568.04000000
0.470006148649
Long
DBT
CORP
XX
N
2
2033-06-15
Fixed
5.40000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XDT9
21248000.00000000
PA
USD
18402042.72000000
0.304003533917
Long
DBT
CORP
US
N
2
2065-09-26
Fixed
6.10000000
N
N
N
N
N
N
UWM HOLDINGS LLC
N/A
UWM Holdings LLC
903522AA8
3760000.00000000
PA
USD
3731019.56000000
0.061636805685
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.63000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6
N/A
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6
17316YAD0
5516.22000000
PA
USD
5491.30000000
0.000090716809
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Floating
6.04000000
N
N
N
N
N
N
NEPTUNE US BIDCO INC
N/A
NEPTUNE US BIDCO INC
000000000
1899186.73000000
PA
USD
1785710.32000000
0.029500108009
Long
LON
CORP
US
N
2
2033-02-03
Floating
8.76000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
3376000.00000000
PA
USD
3149374.29000000
0.052027969305
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
1957000.00000000
PA
USD
1967050.76000000
0.032495869699
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
645000.00000000
PA
USD
362617.44000000
0.005990475345
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BY2
5613000.00000000
PA
USD
5732961.63000000
0.094709083217
Long
DBT
CORP
US
N
2
2033-05-31
Fixed
6.38000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAD1
2518000.00000000
PA
USD
2590229.32000000
0.042790840066
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF
529900WK4REQHLNVIB89
COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF
19761L847
2876000.00000000
NS
USD
58386538.80000000
0.964551294574
Long
EC
RF
US
N
1
N
N
N
SV RNO PROPERTY OWNER 1
N/A
SV RNO Property Owner 1 LLC
78488XAA2
9573000.00000000
PA
USD
9614361.56000000
0.158830187228
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.88000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
3430000.00000000
PA
USD
3381105.92000000
0.055856198350
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
SIX FLAGS/CAN WON/MILLEN
N/A
Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC
83003AAA8
3246000.00000000
PA
USD
3282796.16000000
0.054232111562
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.63000000
N
N
N
N
N
N
Construction Partners Inc
549300MHLFL4E8JLZU44
Construction Partners Inc Term Loan B
21043XAH5
2089447.24000000
PA
USD
2097282.67000000
0.034647313507
Long
LON
CORP
US
N
2
2031-11-03
Floating
6.17000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DS4
18654000.00000000
PA
USD
14729349.93000000
0.243330292139
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
4449000.00000000
PA
USD
4275927.76000000
0.070638742100
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
21231000.00000000
PA
USD
20566416.46000000
0.339759198420
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDEN STATE FOOD LLC
N/A
Golden State Food LLC 2026 Term Loan B
38121NAD5
2522565.02000000
PA
USD
2521202.83000000
0.041650515744
Long
LON
CORP
US
N
2
2031-12-04
Floating
7.17000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1124000.00000000
PA
USD
1083010.73000000
0.017891442499
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XHCD7
70051243.48000000
PA
USD
66961768.59000000
1.106214923986
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
EDGEX_25-2NN
N/A
EDGEX_25-2NN
28057AAA8
18871681.19000000
PA
USD
18924353.94000000
0.312632166026
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Fixed
5.50000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BF2
2454000.00000000
PA
USD
2461914.92000000
0.040671073710
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.38000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAD2
4003000.00000000
PA
USD
3912932.50000000
0.064642025131
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
6695000.00000000
PA
USD
6316081.31000000
0.104342276994
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
3204.00000000
NC
USD
3406105.12000000
0.056269187564
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
386180269.88000000
USD
3406105.12000000
N
N
N
TRANSOCEAN INTERNTNL LTD
DOL4HJ22ADYSIWES4H94
Transocean International Ltd
893830BZ1
3061000.00000000
PA
USD
3237513.66000000
0.053484040262
Long
DBT
CORP
BM
N
2
2031-05-15
Fixed
8.50000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAK0
2383000.00000000
PA
USD
2396728.12000000
0.039594181439
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
3205621.03000000
PA
USD
3176834.55000000
0.052481615468
Long
LON
CORP
US
N
2
2029-04-13
Floating
6.85000000
N
N
N
N
N
N
JUNE PURCHASER LLC
N/A
JUNE PURCHASER LLC
000000000
1071586.42000000
PA
USD
1062660.11000000
0.017555248279
Long
LON
CORP
US
N
2
2031-11-28
Floating
6.42000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
2863000.00000000
PA
USD
2848984.40000000
0.047065499132
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAG0
1458000.00000000
PA
USD
1477276.12000000
0.024404745053
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
Allied Universal Holdco LLC 2025 USD Term Loan B
01957TAX5
2239581.55000000
PA
USD
2238193.01000000
0.036975166017
Long
LON
CORP
US
N
2
2032-08-20
Floating
6.92000000
N
N
N
N
N
N
NCR ATLEOS LLC
9845005FC3S0VA714741
NCR Atleos Corp
638962AA8
4022000.00000000
PA
USD
4314772.95000000
0.071280468413
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6
69548KAB5
6600808.86000000
PA
USD
6666262.48000000
0.110127303950
Long
ABS-O
CORP
US
N
2
2031-11-15
Fixed
6.59000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-31
N/A
FANNIE MAE FNMA_16-31
3136ASJN7
4663850.55000000
PA
USD
617394.94000000
0.010199424402
Long
ABS-CBDO
USGA
US
N
2
2046-06-25
Floating
2.22000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAA1
1436000.00000000
PA
USD
1484138.22000000
0.024518107612
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
4232000.00000000
PA
USD
4113957.33000000
0.067962974857
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CDS: (CMBX.NA.11.BBB-)
000000000
4400000.00000000
OU
Notional Amount
USD
-99115.56000000
-0.00163739868
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.11.BBB-
137BEMAJ6
Y
buy protection
2054-11-18
609216.36000000
USD
0.00000000
USD
4400000.00000000
USD
-99115.56000000
N
N
N
ROCKPOINT GAS STORAGE PARTNERS LP
549300ZXM0KTRM0NMI59
ROCKPOINT GAS STORAGE PARTNERS LP
000000000
2083547.30000000
PA
USD
2085380.82000000
0.034450693789
Long
LON
CORP
US
N
2
2031-09-18
Floating
6.17000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AT0
2099000.00000000
PA
USD
2126382.19000000
0.035128040405
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.63000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
158000000000.00000000
PA
36094668.90000000
0.596287437657
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
5851000.00000000
PA
USD
5437329.55000000
0.089825212527
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AJ9
1330000.00000000
PA
USD
1341504.99000000
0.022161792792
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
CoreLogic Inc
54930086CD8K2UIL0516
CoreLogic Inc Term Loan
21870FBA6
3244486.69000000
PA
USD
3074151.14000000
0.050785275557
Long
LON
CORP
US
N
2
2028-06-02
Floating
7.29000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2H6
10572000.00000000
PA
USD
10950211.98000000
0.180898565975
Long
DBT
CORP
US
N
2
2029-04-12
Fixed
5.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
169000.00000000
PA
USD
167138.09000000
0.002761137488
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
TOSCA SERVICES LLC
5493005QOAEK5WNBJW47
TOSCA SERVICES LLC
000000000
789407.93000000
PA
USD
796417.87000000
0.013156900602
Long
LON
CORP
US
N
2
2028-11-30
Floating
9.17000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBR1
2645000.00000000
PA
USD
2721532.10000000
0.044959974751
Long
DBT
CORP
BM
N
2
2032-02-01
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAQ4
1187000.00000000
PA
USD
1211911.63000000
0.020020897892
Long
DBT
US
N
2
2033-01-15
Fixed
6.25000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
718000.00000000
PA
USD
708266.21000000
0.011700626613
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
11038000.00000000
PA
USD
11735896.67000000
0.193878153401
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.13000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1142000.00000000
PA
USD
1126165.72000000
0.018604367127
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
1528000.00000000
PA
USD
1386120.31000000
0.022898842214
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
3110000.00000000
PA
USD
3159316.19000000
0.052192210459
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SWP: OIS 1.780500 09-AUG-2049
000000000
53500000.00000000
OU
Notional Amount
USD
20085606.61000000
0.331816172977
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
Y
2049-08-09
0.00000000
USD
-12046.36000000
USD
53500000.00000000
USD
20085606.61000000
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc 2025 Term Loan B
18972FAE2
688046.17000000
PA
USD
680429.50000000
0.011240761459
Long
LON
CORP
US
N
2
2032-04-01
Floating
6.92000000
N
N
N
N
N
N
TNT CRANE AND RIGGING
N/A
TNT CRANE AND RIGGING
000000000
23468.00000000
NS
USD
11053.43000000
0.000182603737
Long
EC
CORP
US
N
2
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC
000000000
760755.31000000
PA
USD
759979.34000000
0.012554932546
Long
LON
CORP
US
N
2
2032-02-10
Floating
5.92000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AR9
718000.00000000
PA
USD
732749.08000000
0.012105086005
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
2857000.00000000
PA
USD
2781113.68000000
0.045944268242
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1358000.00000000
PA
USD
1337020.53000000
0.022087709077
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAZ7
673000.00000000
PA
USD
688239.97000000
0.011369791182
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.50000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-9
N/A
PAGAYA AI DEBT SELECTION TRUST PAID_24-9
69546QAC2
6206266.84000000
PA
USD
6222977.83000000
0.102804198457
Long
ABS-MBS
CORP
US
N
2
2032-03-15
Fixed
5.77000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BJ2
3036000.00000000
PA
USD
3034436.66000000
0.050129188488
Long
DBT
NUSS
ZA
N
2
2055-12-11
Fixed
7.25000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAB2
1268000.00000000
PA
USD
1308813.99000000
0.021621734296
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
6.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
5604000.00000000
PA
USD
5268932.33000000
0.087043274089
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
REWORLD HOLDING CORP
40XIFLS8XDQGGHGPGC04
REWORLD HOLDING CORP
000000000
670370.62000000
PA
USD
669056.69000000
0.011052881533
Long
LON
CORP
US
N
2
2031-01-15
Floating
5.92000000
N
N
N
N
N
N
KKR Apple Bidco LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC 2025 Term Loan
48254EAG6
3507922.68000000
PA
USD
3507922.68000000
0.057951223549
Long
LON
CORP
US
N
2
2031-09-23
Floating
6.17000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAC3
1504000.00000000
PA
USD
1504659.07000000
0.024857114048
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
9.75000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc 2024 Term Loan B2
78571YBL3
827703.81000000
PA
USD
571115.63000000
0.009434885704
Long
LON
CORP
US
N
2
2029-11-15
Floating
9.77000000
N
N
N
N
N
N
Nielsen Consumer Inc
N/A
Nielsen Consumer Inc 2025 USD 1st Lien Term Loan
45674PAS3
4343419.08000000
PA
USD
4191399.41000000
0.069242325544
Long
LON
CORP
US
N
2
2030-10-31
Floating
5.92000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
WINDSOR HOLDINGS III LLC
000000000
3003182.16000000
PA
USD
2996605.19000000
0.049504208928
Long
LON
CORP
US
N
2
2030-08-01
Floating
6.42000000
N
N
N
N
N
N
WIRECO WORLDGROUP INC
N/A
WIRECO WORLDGROUP INC 2023 TERM LOAN B
97654QAK3
2362813.67000000
PA
USD
2350999.60000000
0.038838741845
Long
LON
CORP
US
N
2
2028-11-13
Floating
7.42000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
25418000.00000000
PA
USD
22910455.02000000
0.378482943209
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
PRIMO / TRITON WATER HLD
N/A
Primo Water Holdings Inc / Triton Water Holdings Inc
74168RAC7
3257000.00000000
PA
USD
3256836.67000000
0.053803258265
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBC1
1278000.00000000
PA
USD
1278767.66000000
0.021125366004
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAH7
854000.00000000
PA
USD
865763.70000000
0.014302500452
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.75000000
N
N
N
N
N
N
GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT HOLDINGS LLC
N/A
GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT HOLDINGS LLC
000000000
1732500.00000000
PA
USD
1721671.88000000
0.028442186757
Long
LON
CORP
US
N
2
2031-11-26
Floating
6.17000000
N
N
N
N
N
N
ECL Entertainment LLC
254900UPSGHOBB360Z85
ECL Entertainment LLC 2025 Term Loan B
26826TAM5
1264259.59000000
PA
USD
1254777.64000000
0.020729048543
Long
LON
CORP
US
N
2
2030-08-30
Floating
6.67000000
N
N
N
N
N
N
LONG RIDGE ENERGY LLC
984500764EC9AZ2FC764
Long Ridge Energy LLC
54288CAA1
2970000.00000000
PA
USD
3189180.00000000
0.052685563502
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.75000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
6791000.00000000
PA
USD
6654051.43000000
0.109925576218
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79
38384PCG3
26944509.78000000
PA
USD
3044260.77000000
0.050291483740
Long
ABS-CBDO
USGA
US
N
2
2054-05-20
Floating
3.59000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAE6
2325000.00000000
PA
USD
2374872.21000000
0.039233119682
Long
DBT
CORP
KY
N
2
2030-03-15
Fixed
5.88000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAF8
11895000.00000000
PA
USD
12023109.80000000
0.198622942218
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.63000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
2701000.00000000
PA
USD
2093644.32000000
0.034587207612
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc
040133AA8
4801000.00000000
PA
USD
4744216.41000000
0.078374916103
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AQ4
3156000.00000000
PA
USD
3261335.85000000
0.053877585155
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.13000000
N
N
N
N
N
N
HARBOR FREIGHT TOOLS USA INC
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc 2024 Term Loan B
41151PAR6
1391727.23000000
PA
USD
1368861.15000000
0.022613719214
Long
LON
CORP
US
N
2
2031-06-11
Floating
5.92000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-6
N/A
PAGAYA AI DEBT SELECTION TRUST PAID_24-6
69548KAC3
5053424.91000000
PA
USD
5110103.62000000
0.084419408366
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Fixed
7.07000000
N
N
N
N
N
N
FREDDIE MAC REMICS FHLMC_5356
N/A
FREDDIE MAC REMICS FHLMC_5356
3137HAU38
76122334.25000000
PA
USD
8789678.47000000
0.145206342444
Long
ABS-CBDO
USGA
US
N
2
2049-07-15
Floating
2.23000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
6344000.00000000
PA
USD
6634112.67000000
0.109596185965
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009BGMXB527HV965
Iliad Holding SAS
449691AG9
1563000.00000000
PA
USD
1606847.07000000
0.026545269738
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
QNITY ELECTRONICS INC
254900RSUG4J9TFFZX53
Qnity Electronics Inc
74743LAA8
1621000.00000000
PA
USD
1658567.51000000
0.027399696433
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAH9
2699000.00000000
PA
USD
2913725.57000000
0.048135029552
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.50000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
4245000.00000000
PA
USD
2969529.82000000
0.049056921184
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
A-AG US GSI BIDCO INC
N/A
A-AG US GSI BIDCO INC
000000000
1449314.67000000
PA
USD
1443879.74000000
0.023853033611
Long
LON
CORP
US
N
3
2031-10-31
Floating
8.67000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT LLC
549300LWV74H4IE3FG45
Peninsula Pacific Entertainment LLC 2025 Term Loan B
70715SAB3
1062548.59000000
PA
USD
1067861.33000000
0.017641172938
Long
LON
CORP
US
N
3
2032-10-01
Floating
8.42000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2025-H5 Mortgage Trust
227920AA3
10126854.72000000
PA
USD
10246685.79000000
0.169276244952
Long
ABS-MBS
CORP
US
N
2
2070-07-25
Variable
5.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKF25
28665719.92000000
PA
USD
29194639.72000000
0.482298285106
Long
ABS-MBS
USGSE
US
N
2
2054-06-25
Floating
7.62000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2024 Term Loan B2
74839XAK5
248734.18000000
PA
USD
248604.84000000
0.004106976114
Long
LON
CORP
US
N
2
2029-03-19
Floating
5.92000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP 2024 USD Term Loan B
000000000
2110065.31000000
PA
USD
2102152.57000000
0.034727764728
Long
LON
CORP
US
N
2
2030-05-06
Floating
6.17000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
11152000.00000000
PA
USD
12296414.36000000
0.203137960107
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Madison Safety & Flow LLC
5493007D2J7BBIFYBY65
Madison Safety & Flow LLC 2025 1st Lien Term Loan B
55822DAN1
1332898.34000000
PA
USD
1331565.44000000
0.021997590461
Long
LON
CORP
US
N
2
2031-09-26
Floating
6.17000000
N
N
N
N
N
N
Carroll County Energy LLC
549300P5WM1CIGEGUG23
Carroll County Energy LLC 2024 Term Loan B
14474FAY0
1760589.04000000
PA
USD
1767737.03000000
0.029203187512
Long
LON
CORP
US
N
2
2031-06-30
Floating
6.42000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
2271000.00000000
PA
USD
2324600.33000000
0.038402623340
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96950GAE2
1054000.00000000
PA
USD
1047766.98000000
0.017309212324
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
2010000.00000000
PA
USD
1947896.03000000
0.032179431698
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO
000000000
1794733.11000000
PA
USD
1789600.17000000
0.029564368709
Long
LON
CORP
US
N
2
2029-12-14
Floating
5.67000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
FIRST STUDENT BIDCO INC 2026 TERM LOAN C
33718FAR1
509310.79000000
PA
USD
508358.38000000
0.008398129836
Long
LON
CORP
US
N
2
2030-08-15
Floating
5.90000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
44984WAJ6
24631000.00000000
PA
USD
21955128.82000000
0.362700861553
Long
DBT
CORP
GB
N
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
000000000
990000.00000000
PA
USD
991732.50000000
0.016383517269
Long
LON
CORP
US
N
2
2031-12-15
Floating
6.15000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC
000000000
1139145.36000000
PA
USD
1139145.36000000
0.018818792041
Long
LON
CORP
US
N
2
2032-09-30
Floating
6.67000000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAD2
2977000.00000000
PA
USD
2976984.89000000
0.049180079665
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
7.75000000
N
N
N
N
N
N
DARKTRACE FINCO US LLC
N/A
DARKTRACE FINCO US LLC
000000000
2813089.03000000
PA
USD
2665401.86000000
0.044032697732
Long
LON
CORP
US
N
2
2031-10-09
Floating
6.90000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAV1
1080000.00000000
PA
USD
1152900.00000000
0.019046020030
Long
DBT
CORP
CA
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAC0
2844000.00000000
PA
USD
2867548.88000000
0.047372186146
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AS0
1545000.00000000
PA
USD
1581944.35000000
0.026133874384
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
3005000.00000000
PA
USD
2923283.13000000
0.048292921371
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45774NAD0
5949075.00000000
PA
USD
5351915.15000000
0.088414158339
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
11.50000000
N
N
N
N
N
N
Charter NEX US Inc
549300KRNU8RNVGYXG75
Charter NEX US Inc 2025 Repriced Term Loan B
16125TAP7
3562370.44000000
PA
USD
3557917.48000000
0.058777142503
Long
LON
CORP
US
N
2
2030-11-29
Floating
6.17000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
N/A
APPLIED SYSTEMS INC
000000000
1989127.09000000
PA
USD
1946579.66000000
0.032157685138
Long
LON
CORP
US
N
2
2031-02-24
Floating
5.92000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BK2
3883000.00000000
PA
USD
3819325.88000000
0.063095634673
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XHCE5
55675812.37000000
PA
USD
53295468.73000000
0.880446322303
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
KARMAN HOLDINGS INC
N/A
KARMAN HOLDINGS INC
000000000
1260416.36000000
PA
USD
1261991.88000000
0.020848228489
Long
LON
CORP
US
N
2
2032-04-01
Floating
6.42000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
3452000.00000000
PA
USD
3206035.44000000
0.052964017009
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO X Mortgage LLC 2025-1
75523XAA5
15133732.16000000
PA
USD
15137666.93000000
0.250075728656
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Variable
5.88000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
6693000.00000000
PA
USD
6562818.73000000
0.108418403148
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.11.BBB-)
000000000
13000000.00000000
OU
Notional Amount
USD
-1494088.47000000
-0.02468248670
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.11.BBB-
137BEMAJ6
Y
buy protection
2054-11-18
3001204.47000000
USD
0.00000000
USD
13000000.00000000
USD
-1494088.47000000
N
N
N
FREDDIE_MAC FHLMC_304
N/A
FREDDIE_MAC FHLMC_304
31325UQS8
1630817.36000000
PA
USD
280208.98000000
0.004629079578
Long
ABS-CBDO
USGA
US
N
2
2042-12-15
Fixed
4.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BY7
2619000.00000000
PA
USD
2709916.40000000
0.044768082258
Long
DBT
CORP
PA
N
2
2030-03-15
Fixed
5.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55
38382EMH7
30909818.62000000
PA
USD
4020841.94000000
0.066424699566
Long
ABS-CBDO
USGA
US
N
2
2050-04-20
Floating
2.27000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
1799000.00000000
PA
USD
1755066.50000000
0.028993869125
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc 2024 Term Loan B1
78571YBK5
721863.36000000
PA
USD
498684.86000000
0.008238322345
Long
LON
CORP
US
N
2
2029-11-15
Floating
9.77000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-26
N/A
FANNIE MAE FNMA_16-26
3136AR3V8
7355683.76000000
PA
USD
947846.05000000
0.015658508851
Long
ABS-CBDO
USGA
US
N
2
2046-05-25
Floating
2.27000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GOVERNMENT NATIONAL MORTGAGE ASS
38379VGC2
7360187.02000000
PA
USD
1075583.14000000
0.017768737990
Long
ABS-CBDO
USGA
US
N
2
2046-02-20
Floating
2.32000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030439
19000000.00000000
PA
USD
18394021.60000000
0.303871024235
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129
38380GMB7
6207211.02000000
PA
USD
856634.23000000
0.014151680721
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Floating
2.42000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
1882000.00000000
PA
USD
1737450.61000000
0.028702852910
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAF1
2402000.00000000
PA
USD
2516461.69000000
0.041572191651
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8Y1
7611000.00000000
PA
USD
7409249.26000000
0.122401517754
Long
DBT
CORP
US
N
2
2065-11-15
Fixed
5.75000000
N
N
N
N
N
N
ENDEAVOR GROUP HOLDINGS INC
N/A
ENDEAVOR GROUP HOLDINGS INC
000000000
444296.66000000
PA
USD
442408.40000000
0.007308629758
Long
LON
CORP
US
N
2
2032-03-24
None
0.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97
38384PQM5
63337428.88000000
PA
USD
6225017.86000000
0.102837899951
Long
ABS-CBDO
USGA
US
N
2
2054-06-20
Floating
2.99000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2025 USD Term Loan
31732FAX4
2494511.74000000
PA
USD
2496083.28000000
0.041235538337
Long
LON
CORP
US
N
2
2028-10-21
Floating
6.42000000
N
N
N
N
N
N
TOSCA SERVICES LLC
5493005QOAEK5WNBJW47
TOSCA SERVICES LLC
000000000
1917233.59000000
PA
USD
1779825.46000000
0.029402889550
Long
LON
CORP
US
N
2
2028-11-30
Floating
5.27000000
N
N
N
N
N
N
EP WEALTH ADVISORS LLC
N/A
EP WEALTH ADVISORS LLC
000000000
1000000.00000000
PA
USD
991250.00000000
0.016375546322
Long
LON
CORP
US
N
2
2032-10-18
Floating
6.67000000
N
N
N
N
N
N
EMRLD Borrower LP
5493000GJYE7GAQCUC61
EMRLD Borrower LP 2024 Term Loan B
26872NAD1
136228.20000000
PA
USD
135586.57000000
0.002239903311
Long
LON
CORP
US
N
2
2031-08-04
Floating
6.12000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030637
72000000.00000000
PA
USD
65101542.48000000
1.075483807885
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QF1
10427000.00000000
PA
USD
10509764.17000000
0.173622325354
Long
DBT
CORP
US
N
2
2031-09-11
Fixed
4.50000000
N
N
N
N
N
N
CALABRIO INC
N/A
CALABRIO INC
000000000
1230791.75000000
PA
USD
980534.86000000
0.016198531168
Long
LON
CORP
US
N
2
2032-10-25
Floating
7.67000000
N
N
N
N
N
N
CITCO FUNDING LLC
N/A
CITCO FUNDING LLC
000000000
892603.01000000
PA
USD
881222.32000000
0.014557878357
Long
LON
CORP
US
N
2
2033-01-30
Floating
5.67000000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
1053000.00000000
PA
USD
674149.86000000
0.011137021196
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
PETSMART LLC
894500NGJMHSFNESGA67
PETSMART LLC
000000000
3194351.00000000
PA
USD
3173044.68000000
0.052419006448
Long
LON
CORP
US
N
2
2032-08-18
Floating
7.68000000
N
N
N
N
N
N
RIVERS ENTERPRISE
N/A
Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp
76883NAA9
5384000.00000000
PA
USD
5526934.61000000
0.091305496826
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.63000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042632
101000000.00000000
PA
USD
99873869.19000000
1.649926024068
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.50000000
N
N
N
N
N
N
Apidos CLO
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03759CAS9
2341303.77000000
PA
USD
2345724.15000000
0.038751590899
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
4.88000000
N
N
N
N
N
N
RYAN SPECIALTY
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351GAA3
1741000.00000000
PA
USD
1756203.15000000
0.029012646693
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
5.88000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
1390000.00000000
PA
USD
1373652.42000000
0.022692871460
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAD9
4200000.00000000
PA
USD
4151374.92000000
0.068581117080
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.26000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
Star Parent Inc Term Loan B
87169DAB1
1861780.69000000
PA
USD
1799950.95000000
0.029735364600
Long
LON
CORP
US
N
2
2030-09-27
Floating
7.67000000
N
N
N
N
N
N
MPOWER Education Trust
N/A
MPOWER Education Trust 2025-A
624930AA1
6073770.35000000
PA
USD
6278861.53000000
0.103727402611
Long
ABS-O
CORP
US
N
2
2042-07-21
Fixed
6.62000000
N
N
N
N
N
N
CINEWORLD GROUP PLC
213800J2J3TOOI176M73
CINEWORLD GROUP PLC
000000000
31900.76000000
NS
USD
529552.62000000
0.008748260740
N/A
DE
GB
N
2
N/A
N/A
CINEWORLD GROUP PLC
CINEWORLD GROUP PLC
2099-12-31
XXXX
138232.05000000
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
1355000.00000000
PA
USD
1409622.43000000
0.023287099520
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138
38382J2S4
27639017.41000000
PA
USD
4351420.57000000
0.071885890657
Long
ABS-CBDO
USGA
US
N
2
2050-09-20
Fixed
3.00000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAB9
5031000.00000000
PA
USD
5275151.81000000
0.087146020503
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AA4
4145697.00000000
PA
USD
4202916.81000000
0.069432594111
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
6.75000000
N
N
Y
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAF9
7615000.00000000
PA
USD
7605626.67000000
0.125645691650
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.25000000
N
N
N
N
N
N
CONCENTRA HEALTH SERVICE
984500GB84105F75DE32
Concentra Health Services Inc
20600DAA1
6249000.00000000
PA
USD
6532947.16000000
0.107924921909
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638FC1
19017000.00000000
PA
USD
19661409.32000000
0.324808392525
Long
DBT
NUSS
PE
N
2
2036-03-30
Fixed
5.50000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC
000000000
1200041.51000000
PA
USD
1020035.28000000
0.016851081945
Long
LON
CORP
US
N
2
2029-12-31
Floating
7.09000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
294600000.00000000
NC
USD
3890664.36000000
0.064274153294
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
294600000.00000000
OU
Notional Amount
N/A
3890664.36000000
0.06000000
DIR
US
N/A
N/A
2033-12-18
0.00000000
N/A
0.00000000
N/A
294600000.00000000
USD
1.00000000
3.25000000
USD
2026-12-16
XXXX
1106694.36000000
N
N
N
2026-03-31
COLUMBIA FUNDS SERIES TRUST I
Jennifer Borges
Jennifer Borges
Senior Manager