NPORT-P false 0001756908 XXXXXXXX PIMCO Dynamic Income Strategy Fund 811-23390 0001756908 549300BX5QVFQJENPV35 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2026-06-30 2025-12-31 N 1448862082.910000 508705444.210000 940156638.700000 0.000000 9112430.080000 307477838.280000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 24000000.000000 0.000000 0.000000 6476550.060000 HKD USD JPY TRY CAD GBP EUR N Fund Securities Portfolio 0 N/A N/A 000000000 1.000000 NC USD 401450.080000 0.0427003 N/A DE US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A WESTERN MIDSTREAM PARTNERS LP Y 2026-12-16 0.000000 USD 0.000000 USD 15682500.000000 USD 401450.080000 N N N UNICORN BAY (HONG KONG) INVESTMENTS LIMITED N/A BA00077Z7 21975725.640000 PA 2858959.260000 0.304094 Long LON CORP HK N 3 2026-12-31 Fixed 13 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2MY5W7 2500000.000000 PA 2909677.650000 0.309489 Long DBT NUSS RO N 2 2036-02-22 Fixed 5.625 N N N N N N SOUNDVIEW HOME EQUITY LN TR 2006-3 N/A 83612HAD0 242524.110000 PA USD 232727.450000 0.0247541 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.34621 N N N N N N CSMC TRUST 2017 N/A 12652FAN2 5200000.000000 PA USD 836035.200000 0.0889251 Long ABS-MBS CORP US N 2 2032-11-10 Variable 3.77816 N N N N N N ACE SECURITIES CORP 2007-ASP1 N/A 00442JAE4 1501521.540000 PA USD 616443.960000 0.0655682 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.60621 N N N N N N ATLAS (RAND PARENT LLC) N/A 753272AA1 5000000.000000 PA USD 5212790.100000 0.55446 Long DBT CORP US N 2 2030-02-15 Fixed 8.5 N N N N N N ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA 2549002TO75PYMY3VY07 E4181LAA9 3000000.000000 PA USD 2793125.850000 0.297092 Long DBT CORP ES N 2 2030-12-30 Fixed 5.375 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 650929AD4 929074.000000 PA USD 650351.800000 0.0691748 Long DBT CORP US N 2 2029-04-30 Fixed 11.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNT4 760000.000000 PA USD 765581.250000 0.0814312 Long DBT UST US N 2 2035-08-15 Fixed 4.25 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 7408121.940000 PA USD 6996045.160000 0.744136 Long LON CORP US N 2 2028-06-28 Floating 8.8306 N N N N N N AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC) 254900TJV3VAFZD0GU41 861932AA9 500000.000000 PA USD 529743.000000 0.0563462 Long DBT CORP US N 2 2032-03-15 Fixed 7.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UN6 499000.000000 PA USD 503990.000000 0.053607 Long DBT UST US N 2 2045-08-15 Fixed 4.875 N N N N N N N/A N/A 000000000 -2427600.000000 PA USD -2432669.640000 -0.258752 Short RA US N 2 Reverse repurchase N 3.580000 2027-12-12 2800000.000000 USD 2823341.390000 USD CDS N N N N/A N/A 000000000 1.000000 NC USD -1238963.170000 -0.131783 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A MPLX LP Y 2026-04-15 0.000000 USD 0.000000 USD 21685650.000000 USD -1238963.170000 N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AD6 6000000.000000 PA USD 6166827.120000 0.655936 Long DBT CORP US N 2 2034-01-15 Fixed 6.625 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 500000.000000 PA USD 517422.000000 0.0550357 Long DBT CORP US N 2 2030-03-15 Fixed 6.125 N N N N N N N/A N/A 000000000 -2902532.400000 PA USD -2920231.400000 -0.310611 Short RA US N 2 Reverse repurchase N 4.480000 2026-02-13 3000000.000000 USD 3182781.000000 USD CDS N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAH5 56685750.000000 PA USD 56894115.480000 6.05156 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.59621 N N N N N N MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3 N/A 59024VAF6 1434265.050000 PA USD 1438085.070000 0.152962 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.10621 N N N N N N N/A N/A 000000000 -35588182.000000 PA USD -35602003.060000 -3.78682 Short RA US N 2 Reverse repurchase N 4.710000 2026-06-29 47635750.000000 USD 47810849.490000 USD PLCMO N N N VANTIVE HEALTH LLC 254900D597QQOG22WQ55 BA000FPR7 366305.330000 PA 269219.020000 0.0286355 Long LON CORP US N 3 2032-01-30 Floating 7.0016 N N N N N N SYNIVERSE HOLDINGS LLC 549300CYZBHMZC8VLL59 87168TAB7 5493544.920000 PA USD 5320415.850000 0.565907 Long LON CORP US N 2 2027-05-13 Floating 10.6719 N N N N N N INGENICO TERMINALS (POSEIDON BIDCO) 254900LGX7YG7Y9YM766 953RGXII1 4700000.000000 PA 1996336.900000 0.212341 Long LON CORP GB N 2 2030-11-30 Floating 7.018 N N N N N N RESIDENTIAL ASSET SEC TRUST 2005-A10 N/A 45660LXN4 1236409.340000 PA USD 519554.910000 0.0552626 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 1400000.000000 PA USD 1284878.000000 0.136666 Long DBT CORP US N 2 2031-02-01 Fixed 9 N N N N N N ANGLIAN WATER SERVICES FINANCING PLC 213800DL377MH46PDY63 048297II8 2000000.000000 PA 2837406.760000 0.301802 Long DBT CORP GB N 2 2029-01-15 Variable 6.625 N N N N N N MONG DUONG FINANCE HOLDINGS BV 549300995KGQFMWSV879 N6000DAA1 1911957.420000 PA USD 1892580.960000 0.201305 Long DBT CORP NL N 2 2029-05-07 Fixed 5.125 N N N N N N ACE SECURITIES CORP 2006-NC3 N/A 00442EAH8 17108207.770000 PA USD 4328592.130000 0.460412 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.24621 N N N N N N N/A N/A 000000000 1.000000 NC -420.510000 -0.0000447 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 786425.070000 TRY 17298.020000 USD 2026-02-18 -420.510000 N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 ACI2NPVJ5 1800000.000000 PA 2192725.780000 0.23323 Long DBT CORP FR N 2 2028-04-17 Fixed 5.875 N N N N N N N/A N/A 000000000 -16194960.000000 PA USD -16264868.250000 -1.73002 Short RA US N 2 Reverse repurchase N 4.440000 2026-03-02 22087551.210000 USD 19898789.310000 USD PLCMO N N N N/A N/A 000000000 -2445949.840000 PA USD -2461046.790000 -0.26177 Short RA US N 2 Reverse repurchase N 5.050000 2026-05-18 3487341.770000 USD 3159486.710000 USD PLCMO N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 31772YAD8 3500000.000000 PA USD 3432852.500000 0.365136 Long LON CORP US N 2 2032-09-15 Floating 7.7232 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAD7 1000000.000000 PA USD 1028944.430000 0.109444 Long DBT CORP US N 2 2032-04-15 Fixed 6.75 N N N N N N WEATHERFORD INTERNATIONAL LTD 549300A2JKMG5PGOGF82 947075AW7 3600000.000000 PA USD 3688711.200000 0.392351 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAG5 5000000.000000 PA USD 4382385.500000 0.466133 Long ABS-MBS CORP US N 2 2035-11-15 Floating 5.39712 N N N N N N COMETE HOLDING N/A 964NDFII9 1024654.000000 PA 1469091.510000 0.15626 Long LON CORP FR N 3 2026-03-28 Fixed 0 N N Y N N N VANTIVE HEALTH (SPRUCE BIDCO II INC) 254900ZDXA1N7X9RDU49 BA000FL00 458256.880000 PA USD 458256.880000 0.0487426 Long LON CORP US N 3 2032-01-30 Fixed 0.5 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAL8 2000000.000000 PA USD 2044296.000000 0.217442 Long DBT CORP US N 2 2033-07-01 Fixed 7.125 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAU4 2673050.610000 PA USD 2678490.270000 0.284898 Long LON CORP US N 2 2031-07-01 Floating 6.2356 N N N N N N N/A N/A 000000000 -15150524.910000 PA USD -15217948.960000 -1.61866 Short RA US N 2 Reverse repurchase N 4.330000 2026-02-26 14990000.000000 USD 15896247.430000 USD CDS N N N IRB INFRASTRUCTURE DEVELOPERS LIMITED 335800XGO3AITGW6AK27 ACI2N3LL0 4700000.000000 PA USD 4856911.290000 0.516607 Long DBT CORP IN N 2 2032-03-11 Fixed 7.11 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 46269KAT1 4500000.000000 PA USD 4395645.000000 0.467544 Long LON CORP US N 2 2030-09-20 Floating 5.9661 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A 83611DAD0 7122658.310000 PA USD 1914072.680000 0.203591 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.32621 N N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A 073871BB0 1105841.830000 PA USD 721259.130000 0.0767169 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.08432 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 600000.000000 PA USD 622221.130000 0.0661827 Long DBT CORP US N 2 2033-03-01 Fixed 6.875 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8 N/A 46649JAN8 987341.770000 PA USD 944383.710000 0.10045 Long ABS-MBS CORP US N 2 2035-02-15 Floating 7.048 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AA9 1000000.000000 PA USD 1062300.000000 0.112992 Long DBT CORP BM N 2 2031-02-26 Floating 13.83 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 46150DAA0 3600000.000000 PA USD 3598277.400000 0.382732 Long DBT CORP US N 2 2032-08-01 Fixed 6.75 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 P7721BAE1 2475330.000000 PA USD 2399035.870000 0.255174 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC -957243.650000 -0.101818 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 51862658.640000 CAD 36849244.610000 USD 2026-01-14 -957243.650000 N N N STRUCTURED ASSET SECURITIES CO-2007-TC1 N/A 86364GAG8 2772000.000000 PA USD 2897399.180000 0.308183 Long ABS-MBS CORP US N 2 2031-04-25 Floating 6.09621 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-WMC4 N/A 46630BAA4 5012467.120000 PA USD 3210529.300000 0.341489 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.10621 N N N N N N N/A N/A 000000000 -4999825.000000 PA -5890912.310000 -0.626588 Short RA LU N 2 Reverse repurchase N 2.120000 2027-11-19 5000000.000000 EUR 5080039.910000 EUR N N N OBX 2023-NQM10 TRUST N/A 67449CAA9 559781.940000 PA USD 565462.830000 0.0601456 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 6.465 N N N N N N N/A N/A 000000000 -6819812.000000 PA USD -6994459.810000 -0.743968 Short RA US N 2 Reverse repurchase N 5.360000 2026-01-12 11280340.640000 USD 10083627.350000 USD PLCMO N N N DATABRICKS INC 984500FEDAC7FBD96273 BA000TDP4 1069213.970000 PA USD 1071887.000000 0.114012 Long LON CORP US N 3 2031-12-08 Floating 4.5 N N N N N N N/A N/A 000000000 -21946152.130000 PA USD -22177775.480000 -2.35894 Short RA US N 2 Reverse repurchase N 4.470000 2026-01-09 25300000.000000 USD 25366143.670000 USD CDS N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250N956 727000.000000 NS 34788794.580000 3.70032 Long EC CORP CA N 1 N N N CSAB MORTGAGE BACKED TR 2006-2 N/A 12627HAK6 2719594.900000 PA USD 742461.650000 0.0789721 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.22 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 600000.000000 PA USD 627779.390000 0.0667739 Long DBT CORP US N 2 2030-03-15 Fixed 6.25 N N N N N N BRIGHTSPRING HEALTH (PHOENIX GUARANTOR INC) 254900JIOIDL3GSUFE55 71913BAK8 3940100.250000 PA USD 3963839.350000 0.421615 Long LON CORP US N 2 2031-02-21 Floating 6.2161 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 2700000.000000 PA USD 2676323.000000 0.284668 Long DBT CORP US N 2 2030-11-01 Fixed 7.375 N N N N N N GSAMP TRUST 2006-NC1 N/A 362334EE0 9042266.170000 PA USD 9583407.820000 1.01934 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.41621 N N N N N N N/A N/A 000000000 1.000000 NC 25786.020000 0.0027427 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1987500.950000 USD 1712413.680000 EUR 2026-01-14 25786.020000 N N N GSAA HOME EQUITY TRUST 2006-20 N/A 362351AB4 12420888.150000 PA USD 3527098.750000 0.375161 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.20621 N N N N N N DIRECT CHASSISLINK (DCLI BIDCO LLC) 2549007UUVJTHHNK9T70 233104AA6 3600000.000000 PA USD 3703364.820000 0.393909 Long DBT CORP US N 2 2029-11-15 Fixed 7.75 N N N N N N VERUS SECURITIZATION TRUST 2023-8 N/A 92540DAA3 497313.740000 PA USD 502368.640000 0.0534346 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.25912 N N N N N N N/A N/A 000000000 1.000000 NC USD -2993530.290000 -0.318408 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ENERGY TRANSFER LP Y 2026-04-15 0.000000 USD 0.000000 USD 17770246.660000 USD -2993530.290000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SJ7 537000.000000 PA USD 535328.710000 0.0569404 Long DBT UST US N 2 2026-02-03 None 0 N N N N N N SKECHERS (BEACH ACQUISITION BIDCO LLC) 254900F2FNX3GBTB6202 07337FAB1 700000.000000 PA USD 706566.000000 0.0751541 Long LON CORP US N 2 2032-09-12 Floating 6.9219 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2018-2 N/A 59980MAK7 2594501.210000 PA USD 2316962.230000 0.246444 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75 N N N N N N N/A N/A 000000000 1.000000 NC -7238.690000 -0.0007699 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 12068678.380000 TRY 266516.170000 USD 2026-02-09 -7238.690000 N N N WELLS FARGO HOME EQUITY ABS SER 2004-2 N/A 94980GAU5 1620967.090000 PA USD 1707100.090000 0.181576 Long ABS-MBS CORP US N 2 2034-10-25 Floating 8.34621 N N N N N N ALIGNED DATA CENTERS INTERNATIONAL LP 2549007PAQ06QVDCLR50 BA000JN59 8000000.000000 PA USD 8057874.000000 0.857078 Long LON CORP US N 3 2029-12-18 Floating 7.2232 N N N N N N KONA SPC LTD 254900UKS4SVVOMZWX26 ACI3000D0 1000000.000000 PA 1179491.200000 0.125457 Long DBT CORP KY N 3 2026-09-15 Floating 5.718 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 3500000.000000 PA USD 3569954.500000 0.379719 Long DBT CORP US N 2 2055-09-15 Floating 7.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RJ8 2450000.000000 PA USD 2446873.160000 0.260262 Long DBT UST US N 2 2026-01-15 None 0 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 650929AC6 3114001.000000 PA USD 2997225.960000 0.318801 Long DBT CORP US N 2 2029-04-30 Fixed 11.75 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325EL5 1481000.000000 PA USD 1581708.000000 0.168239 Long DBT NUSS CO N 2 2035-11-14 Fixed 8 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 4200000.000000 PA USD 3863410.320000 0.410933 Long DBT CORP US N 2 2031-06-15 Fixed 3.625 N N N N N N N/A N/A 000000000 5400000.000000 PA USD 5400000.000000 0.574372 Long RA US N 2 Repurchase N 3.900000 2026-01-02 5400000.000000 USD 5437335.920000 USD UST N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 N/A 35563PEX3 4899674.940000 PA USD 2088856.860000 0.222182 Long ABS-MBS CORP US N 2 2057-05-25 Variable 3.46334 N N N N N N GSAA HOME EQUITY TRUST 2006-2 N/A 362334AA2 3941018.370000 PA USD 3891202.320000 0.413889 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.46621 N N N N N N BEAR STEARNS MTGE FUND TR 2006-AR3 N/A 07400HAA1 13433787.400000 PA USD 11971647.260000 1.27337 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.20621 N N N N N N GSAA HOME EQUITY TRUST 2006-20 N/A 362351AE8 2127267.840000 PA USD 816165.660000 0.0868117 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.30621 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 2752902.520000 PA USD 2560694.870000 0.272369 Long LON CORP US N 2 2028-02-01 Floating 7.6904 N N N N N N GCAT 2023-NQM4 TRUST N/A 36171FAA1 828876.920000 PA USD 792952.230000 0.0843426 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.25 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 9446764.730000 PA USD 92020935.260000 9.78783 Long STIV RF US N 1 N N N TRONOX INCORPORATED 549300EPZ4YXC7E5P181 897051AD0 200000.000000 PA USD 199850.760000 0.0212572 Long DBT CORP US N 2 2030-09-30 Fixed 9.125 N N N N N N POPULAR ABS MTGE PASS THRU TRUST 2006-E N/A 73316TAD4 11351324.700000 PA USD 10147080.820000 1.0793 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.12621 N N N N N N EXCELERATE ENERGY LIMITED PARTNERSHIP LGL4IE90TNTFYJ55BK06 30069UAA6 4500000.000000 PA USD 4771161.000000 0.507486 Long DBT CORP US N 2 2030-05-15 Fixed 8 N N N N N N VERUS SECURITIZATION TRUST 2023-INV3 N/A 92540CAA5 658787.340000 PA USD 668516.310000 0.0711069 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.876 N N N N N N WHEELABRATOR TECHNOLOGIES INC (GRANITE ACQUISITION INC) 549300DJBUN7Z75R2S83 38723BAM3 1492509.370000 PA USD 1501524.130000 0.15971 Long LON CORP US N 2 2028-03-24 Floating 7.0806 N N N N N N VENTURE GLOBAL INC 2549007XC91CAB3E0N98 92333F101 15699112.000000 NS USD 107067943.840000 11.3883 Long EC CORP US N 1 N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 ACI2VYD73 700000.000000 PA 1087427.760000 0.115665 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75 N N N N N N CIM TRUST 2023-R1 N/A 12569RAB4 258638.640000 PA USD 257841.570000 0.0274254 Long ABS-MBS CORP US N 2 2062-04-25 Variable 5.4 N N N N N N MF1 2024-FL14 LLC N/A 55416AAA7 9000000.000000 PA USD 9026960.670000 0.960155 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 5.46804 N N N N N N AUCHAN (ELO SACA) 969500ASEC557H5A4F22 ACI1LZ6Q9 800000.000000 PA 939179.220000 0.099896 Long DBT CORP FR N 2 2026-01-29 Fixed 2.875 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR N/A 36255WAA3 998280.530000 PA USD 658865.150000 0.0700804 Long ABS-MBS CORP US N 2 2035-07-15 Floating 4.997 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2PJ5W7 4500000.000000 PA 104754.320000 0.0111422 Long DBT NUSS TR N 2 2028-05-17 Floating 42.56 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2003-6 N/A 64352VFD8 378088.170000 PA USD 383837.830000 0.040827 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.92621 N N N N N N MFA 2023-NQM4 TRUST N/A 55286LAA0 602420.190000 PA USD 607693.290000 0.0646375 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.105 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 ACI2Y4GV0 700000.000000 PA 843585.710000 0.0897282 Long DBT CORP DE N 2 2031-06-15 Fixed 7.125 N N N N N N GSAA HOME EQUITY TRUST 2006-4 N/A 362334FK5 4721186.870000 PA USD 2797795.170000 0.297588 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.10034 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SQ1 189000.000000 PA USD 188276.750000 0.0200261 Long DBT UST US N 2 2026-02-10 None 0 N N N N N N GATEWAY CASINOS & ENTERTAINMENT LIMITED 549300JSKBQMMD1B3U44 BA000DCX3 2632686.680000 PA USD 2641466.690000 0.28096 Long LON CORP CA N 2 2030-12-18 Floating 9.9506 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-4 N/A 66988XAD6 4555765.920000 PA USD 1786019.690000 0.18997 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.34621 N N N N N N N/A N/A 000000000 -10000967.910000 PA USD -10071620.520000 -1.07127 Short RA US N 2 Reverse repurchase N 4.360000 2026-01-09 10800000.000000 USD 10679349.490000 USD CDS N N N LEHMAN XS TRUST 2007-16N N/A 52525BAC6 1729135.560000 PA USD 1567706.750000 0.166749 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.64621 N N N N N N FIRST FRANKLIN MTG LOAN 2004-FF10 N/A 32027NMK4 198504.220000 PA USD 182504.220000 0.0194121 Long ABS-MBS CORP US N 2 2034-05-25 Floating 6.17121 N N N N N N DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC N/A 25260WAD3 3300000.000000 PA USD 3507744.900000 0.373102 Long DBT CORP KY N 2 2030-10-01 Fixed 8.5 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAL9 2850000.000000 PA USD 2488513.700000 0.264691 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.25 N N N N N N CARPENTER TECHNOLOGY CORPORATION DX6I6ZD3X5WNNCDJKP85 144285AN3 3200000.000000 PA USD 3254320.000000 0.346147 Long DBT CORP US N 2 2034-03-01 Fixed 5.625 N N N N N N N/A N/A 000000000 -19771347.480000 PA USD -20010778.500000 -2.12845 Short RA US N 2 Reverse repurchase N 5.190000 2026-04-09 60311275.340000 USD 28212690.000000 USD PLCMO N N N FHF TRUST 2022-2 N/A 31568EAC2 500000.000000 PA USD 499582.450000 0.0531382 Long ABS-O CORP US N 2 2030-01-15 Fixed 7.05 N N N N N N VANTIVE HEALTH LLC 254900D597QQOG22WQ55 BA000FPQ9 39265567.000000 PA 253206.580000 0.0269324 Long LON CORP US N 3 2032-01-30 Floating 5.75 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AN8 1400000.000000 PA USD 1448687.800000 0.15409 Long DBT CORP US N 2 2033-03-15 Fixed 6.75 N N N N N N GSAMP TRUST 2006-FM1 N/A 362334PF5 12697938.040000 PA USD 9638395.270000 1.02519 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.16621 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX2 N/A 76110W2M7 1822961.370000 PA USD 1830332.330000 0.194684 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.97121 N N N N N N SW (FINANCE) I PLC 549300BHN1HB5BNG2R96 ACI2LKWT5 2200000.000000 PA 3071943.740000 0.326748 Long DBT CORP GB N 2 2041-12-12 Fixed 7.375 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AR7 3000000.000000 PA USD 3182919.000000 0.338552 Long DBT CORP US N 2 2031-07-15 Fixed 7 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 N/A 35563PMB2 17286844.310000 PA USD 7792221.400000 0.828822 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.57926 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AJ9 4000000.000000 PA USD 4250775.760000 0.452135 Long DBT CORP US N 2 2029-07-15 Fixed 6.875 N N N N N N ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 N/A 020956AA6 900192.000000 PA USD 826717.070000 0.087934 Long DBT CORP LU N 2 2033-01-15 Fixed 10 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TH0 900000.000000 PA USD 891034.070000 0.0947751 Long DBT UST US N 2 2026-04-14 None 0 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-15 N/A 126670MK1 7200000.000000 PA USD 6132063.600000 0.652239 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.62621 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAJ9 5000000.000000 PA USD 3953631.000000 0.420529 Long ABS-MBS CORP US N 2 2035-11-15 Floating 5.74712 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2004-1 N/A 759950CA4 1184905.760000 PA USD 1091480.090000 0.116096 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.60621 N N N N N N STRUCTURED ASSET SEC CORP 2006-GEL1 N/A 863576EJ9 7884976.720000 PA USD 7107486.480000 0.75599 Long ABS-MBS CORP US N 2 2035-11-25 Floating 7.22121 N N N N N N CHARLES RIVER RE LTD N/A 159873AA6 1900000.000000 PA USD 1990630.000000 0.211734 Long DBT CORP BM N 2 2031-05-10 Floating 11.252 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAB0 3600000.000000 PA USD 3661728.880000 0.389481 Long DBT CORP US N 2 2034-10-01 Fixed 6.15 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2 N/A 35563VCH7 500000.000000 PA USD 418003.500000 0.044461 Long ABS-MBS CORP US N 2 2065-06-25 Fixed 5 N N N N N N SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3 N/A 83612KAD3 1132579.560000 PA USD 1129183.290000 0.120106 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.02621 N N N N N N SAXON ASSET SECURITIES TRUST 2007-2 N/A 80556YAC9 483325.320000 PA USD 360207.470000 0.0383136 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.02621 N N N N N N VARSITY BRANDS INC 254900PLBJA0I5NSTT38 92227QAG1 6268500.000000 PA USD 6298870.880000 0.669981 Long LON CORP US N 2 2031-08-26 Floating 6.6719 N N N N N N AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC) 254900TJV3VAFZD0GU41 86184XAD6 2100000.000000 PA USD 2102625.000000 0.223646 Long LON CORP US N 2 2032-04-09 Floating 6.1615 N N N N N N N/A N/A 000000000 1.000000 NC USD -827332.280000 -0.0879994 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A PLAINS ALL AMERICAN PIPELINE LP Y 2026-04-15 0.000000 USD 0.000000 USD 5532060.000000 USD -827332.280000 N N N BEIGNET INVESTOR LLC N/A 076912AA2 14990000.000000 PA USD 15850555.510000 1.68595 Long DBT CORP US N 2 2049-05-30 Fixed 6.581 N N N N N N N/A N/A 000000000 1.000000 NC -57569.710000 -0.0061234 N/A DFE DK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 25664626.280000 DKK 3982658.460000 USD 2026-01-14 -57569.710000 N N N NOMURA ASSET ACCEPT CORP 2006-AF2 N/A 65536VAE7 7830422.040000 PA USD 2021923.030000 0.215062 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.01 N N N N N N SYNEOS HEALTH INC (STAR PARENT INC) 254900GRGCJYRMDRWT73 87169DAB1 4924812.020000 PA USD 4936163.710000 0.525036 Long LON CORP US N 2 2030-09-27 Floating 7.6719 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CH1 N/A 46629TAN0 5000000.000000 PA USD 4459636.000000 0.47435 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.24121 N N N N N N HSI ASSET SECURI CORP TRUS 2007-NC1 N/A 40430TAA0 103867.630000 PA USD 67777.110000 0.0072091 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.04621 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 3000000.000000 PA USD 3116250.000000 0.331461 Long DBT CORP DE N 2 2031-10-03 Fixed 9.375 N N N N N N APS RESECURITIZATION TRUST 2014-1 N/A 00191PAB9 6514900.800000 PA USD 1732836.570000 0.184314 Long ABS-MBS CORP US N 2 2054-08-28 Variable 0.29601 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424RAD0 626000.000000 PA USD 655414.860000 0.0697134 Long ABS-O CORP US N 2 2054-06-25 Fixed 6.61 N N N N N N PFP 2024-11 LTD N/A 69291WAA0 265643.690000 PA USD 266481.660000 0.0283444 Long ABS-MBS CORP KY N 2 2039-09-17 Floating 5.60972 N N N N N N STRUCTURED ASSET SEC CORP 2005-S2 N/A 86359DCU9 1004245.510000 PA USD 867532.750000 0.0922753 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.64621 N N N N N N DRYDEN 123 CLO LTD 2025-123A N/A 26253PAC7 3000000.000000 PA USD 2418459.780000 0.25724 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0 N N N N N N PARK PLACE SECURITIES INC 2005-WCW3 N/A 70069FLZ8 5619000.000000 PA USD 5003133.440000 0.53216 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.80621 N N N N N N ASPIRE BAKERIES HOLDINGS LLC 549300MWN7R72KAKOD18 BA000LL56 992487.440000 PA USD 999439.810000 0.106306 Long LON CORP US N 2 2030-12-23 Floating 7.1995 N N N N N N MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17 N/A 55287HAA8 500000.000000 PA USD 499348.610000 0.0531133 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.05447 N N N N N N N/A N/A 000000000 -23313029.010000 PA USD -23492901.970000 -2.49883 Short RA US N 2 Reverse repurchase N 4.960000 2026-05-06 36618096.760000 USD 30669196.050000 USD PLCMO N N N PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC N/A 74168RAC7 2500000.000000 PA USD 2521397.280000 0.268189 Long DBT CORP US N 2 2029-04-01 Fixed 6.25 N N N N N N AG TRUST 2024-NLP N/A 00792MAA1 237582.840000 PA USD 239177.160000 0.0254401 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.76576 N N N N N N AMAWATERWAYS (LC AHAB US BIDCO LLC) 254900949U9K2Q5C5A85 50180PAB7 7914886.930000 PA USD 7947892.010000 0.84538 Long LON CORP US N 2 2031-05-01 Floating 6.7161 N N N N N N CAST & CREW LLC 549300XE7OZGFGN5F466 14835JAQ3 2969065.000000 PA USD 1793137.120000 0.190727 Long LON CORP US N 2 2028-12-29 Floating 7.4661 N N N N N N N/A N/A 000000000 1.000000 NC 39842.710000 0.0042379 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2571068.610000 USD 2220726.760000 EUR 2026-01-14 39842.710000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336V100 829136.000000 NS USD 44250988.320000 4.70677 Long EC CORP US N 1 N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AB7 1000000.000000 PA USD 1059800.000000 0.112726 Long DBT CORP BM N 2 2031-02-26 Floating 15.31 N N N N N N DENALI INTERMEDIATE HOLDINGS INC 2549003M8H6SW81O1D67 BA000K747 227272.730000 PA USD 226751.450000 0.0241185 Long LON CORP US N 3 2032-08-26 Floating 0.6325 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) 549300PND8ZZ4RWYRZ56 00187GAD1 5000000.000000 PA USD 5006700.000000 0.532539 Long LON CORP US N 2 2027-09-01 Floating 9.3306 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4 N/A 81377XAA0 20056366.540000 PA USD 9156792.310000 0.973965 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.22621 N N N N N N PATTERSON (PARADIGM PARENT LLC/PARADIGM PARENT CO-ISSUER INC) N/A 69902PAA6 200000.000000 PA USD 181372.000000 0.0192917 Long DBT CORP US N 2 2032-04-17 Fixed 8.75 N N N N N N DATABRICKS INC 984500FEDAC7FBD96273 BA000D1C1 1069213.970000 PA USD 1087925.210000 0.115717 Long LON CORP US N 2 2031-01-03 Floating 1 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AE0 3600000.000000 PA USD 3307619.660000 0.351816 Long DBT CORP US N 2 2030-08-15 Fixed 3.15 N N N N N N MI WINDOWS AND DOORS LLC 2549001JQBGDT0WEQ156 55336CAK8 2462625.000000 PA USD 2468018.150000 0.262511 Long LON CORP US N 2 2031-03-28 Floating 6.4661 N N N N N N GSAMP TRUST 2005-HE3 N/A 362341BT5 1822235.200000 PA USD 1779343.430000 0.18926 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.64621 N N N N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 21303.000000 NS USD 331080.570000 0.0352155 Long EC CORP LU N 3 N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02090DAE8 1925250.000000 PA USD 1847468.710000 0.196507 Long DBT CORP FR N 2 2032-07-15 Fixed 6.875 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-1 N/A 41161PA60 19070808.100000 PA USD 12329969.710000 1.31148 Long ABS-MBS CORP US N 2 2036-03-19 Floating 4.36552 N N N N N N SVF II FINCO (CAYMAN) LP N/A BA000KP88 837649.670000 PA USD 841399.170000 0.0894956 Long LON CORP GB N 3 2029-04-25 Floating 7.3219 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 N/A 36256BAC4 1847615.980000 PA USD 1823769.170000 0.193986 Long ABS-MBS CORP US N 2 2057-10-25 Fixed 3.75 N N N N N N ENTERPRISE PRODUCTS PARTNERS LP K4CDIF4M54DJZ6TB4Q48 293792107 1023587.000000 NS USD 32816199.220000 3.4905 Long EC CORP US N 1 N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAJ6 3000000.000000 PA USD 3021918.540000 0.321427 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N HARP FINCO LIMITED N/A BA0008GH5 3864857.140000 PA 5115532.040000 0.544115 Long LON CORP GB N 3 2032-03-27 Floating 8.7231 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 N/A 35563PYJ2 10408689.540000 PA USD 5053771.630000 0.537546 Long ABS-MBS CORP US N 2 2064-05-25 Variable 3.78593 N N N N N N N/A N/A 000000000 1.000000 NC USD -1301242.470000 -0.138407 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ENTERPRISE PRODUCTS PARTNERS LP Y 2026-04-15 0.000000 USD 0.000000 USD 13532000.000000 USD -1301242.470000 N N N DENALI INTERMEDIATE HOLDINGS INC 2549003M8H6SW81O1D67 BA000K739 2272727.270000 PA USD 2251876.200000 0.239521 Long LON CORP US N 3 2032-08-26 Floating 9.2274 N N N N N N N/A N/A 000000000 -7839840.780000 PA USD -7894830.730000 -0.839736 Short RA US N 2 Reverse repurchase N 4.430000 2026-02-05 9500000.000000 USD 9556012.200000 USD CDS N N N LONG BEACH MORTGAGE LOAN TR 2006-6 N/A 54251RAE3 1614819.340000 PA USD 642297.300000 0.0683181 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.34621 N N N N N N N/A N/A 000000000 -1959426.000000 PA USD -1961135.600000 -0.208597 Short RA US N 2 Reverse repurchase N 3.490000 2026-03-04 2430000.000000 USD 2617318.980000 USD CDS N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 ACI1NZ8Z5 3500000.000000 PA 4115617.670000 0.437759 Long DBT CORP FR N 2 2027-07-23 Fixed 3.25 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 ACI2CV330 2000000.000000 PA 2637464.690000 0.280535 Long DBT CORP GB N 2 2031-02-14 Fixed 4.5 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS14 N/A 74922GBA1 4119649.500000 PA USD 3456009.390000 0.367599 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.5 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 BA000KZZ7 3197680.820000 PA 3695683.410000 0.393092 Long LON CORP ES N 2 2029-12-31 Floating 7.48 N N N N N N LAKESHORE LEARNING MATERIALS LLC 9845007F777G13ADC933 51207KAB5 3589292.780000 PA USD 2709916.050000 0.288241 Long LON CORP US N 2 2028-09-29 Floating 7.3306 N N N N N N N/A N/A 000000000 1.000000 NC USD 63.520000 0.0000068 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-06-20 0.000000 USD -872.580000 USD 100000.000000 USD 936.100000 N N N N/A N/A 000000000 -13649322.190000 PA USD -13666800.890000 -1.45367 Short RA US N 2 Reverse repurchase N 4.610000 2026-06-23 20691782.190000 USD 18155393.470000 USD PLCMO N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RA7 200000.000000 PA USD 200000.000000 0.0212731 Long DBT UST US N 2 2026-01-02 None 0 N N N N N N BEAR STEARNS ASSETBK SEC 2005-AQ2 N/A 0738792W7 17460410.770000 PA USD 17138629.370000 1.82295 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.61121 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 ACI2PNX49 5100000.000000 PA 5965030.290000 0.634472 Long DBT CORP NL N 2 2029-07-02 Fixed 6.875 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 3700000.000000 PA USD 3906587.540000 0.415525 Long DBT CORP US N 2 2032-07-15 Fixed 7.375 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-CH2 N/A 46629QAG1 1917698.290000 PA USD 1146274.620000 0.121924 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.037 N N N N N N X CORPORATION N/A 90184NAG3 10014405.820000 PA USD 9860634.620000 1.04883 Long LON CORP US N 2 2029-10-26 Floating 10.4475 N N N N N N CRC INSURANCE GROUP LLC N/A 89788VAG7 3700000.000000 PA USD 3710804.000000 0.394701 Long LON CORP US N 2 2031-05-06 Floating 6.4219 N N N N N N N/A N/A 000000000 1.000000 NC USD 34336.240000 0.0036522 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-12-17 0.000000 USD -93187.000000 USD 10000000.000000 USD 127523.240000 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAD5 2000000.000000 PA USD 2160686.380000 0.229822 Long DBT CORP US N 2 2033-06-15 Fixed 9.625 N N N N N N VISTA MANAGEMENT HOLDING INC 5299005VABKD28UWHI65 92842EAB4 5940000.000000 PA USD 6005577.600000 0.638785 Long LON CORP US N 2 2031-04-01 Floating 7.4108 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765K109 117800.000000 NS USD 6173898.000000 0.656688 Long EC CORP US N 1 N N N COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC N/A 19240CAE3 100000.000000 PA USD 100405.700000 0.0106797 Long DBT CORP US N 2 2027-06-15 Fixed 7 N N N N N N CDK GLOBAL (CENTRAL PARENT LLC) N/A 15477BAE7 4532176.730000 PA USD 3853664.550000 0.409896 Long LON CORP US N 2 2029-07-06 Floating 6.9219 N N N N N N N/A N/A 000000000 -3150840.000000 PA USD -3158063.300000 -0.335908 Short RA US N 2 Reverse repurchase N 3.930000 2027-12-12 3200000.000000 USD 3336185.660000 USD CDS N N N N/A N/A 000000000 1.000000 NC -5970.760000 -0.0006351 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 6226119.450000 TRY 138647.830000 USD 2026-01-09 -5970.760000 N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAU6 1455205.550000 PA USD 1246379.620000 0.132572 Long ABS-MBS CORP US N 2 2037-08-25 Variable 6.95 N N N N N N N/A N/A 000000000 1.000000 NC 34230.030000 0.0036409 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2696693.730000 USD 2026000.000000 GBP 2026-01-14 34230.030000 N N N JP MORGAN MTGE ACQUIS CORP 2006-WMC3 N/A 46629KAB5 3337262.360000 PA USD 2146396.330000 0.228302 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.20621 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-2 N/A 026930AA5 2476584.210000 PA USD 2252549.180000 0.239593 Long ABS-MBS CORP US N 2 2047-03-25 Floating 3.97121 N N N N N N PRPM 2023-RCF2 LLC N/A 69380RAA3 330319.620000 PA USD 327727.830000 0.0348589 Long ABS-MBS CORP US N 2 2053-11-25 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RK5 500000.000000 PA USD 498681.480000 0.0530424 Long DBT UST US N 2 2026-01-29 None 0 N N N N N N STEENBOK LUX FINCO 2 SARL N/A 948FWKII5 8429418.910000 PA 3458916.830000 0.367909 Long LON CORP LU N 2 2026-06-30 Fixed 0 N N Y N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 65131PAD1 345567.180000 PA USD 220299.080000 0.0234322 Long LON CORP US N 2 2029-04-30 Floating 7.3837 N N N N N N GSAA HOME EQUITY TRUST 2006-16 N/A 362256AC3 12457461.960000 PA USD 3872341.010000 0.411882 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.32621 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 2700000.000000 PA USD 2854850.400000 0.303657 Long DBT CORP US N 2 2029-04-01 Fixed 7.25 N N N N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 ACI2VXTH6 660600.000000 PA 1026221.100000 0.109154 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75 N N N N N N PRKCM 2023-AFC4 TRUST N/A 69380GAA7 583974.590000 PA USD 591310.250000 0.0628949 Long ABS-MBS CORP US N 2 2058-11-25 Fixed 7.225 N N N N N N UNITED PACIFIC (AKA: APRO LLC) 549300HALLMPVGYAKP14 03834XAP8 4935018.840000 PA USD 4965862.710000 0.528195 Long LON CORP US N 2 2031-07-09 Floating 7.6774 N N N N N N N/A N/A 000000000 -3969738.900000 PA USD -3977202.010000 -0.423036 Short RA US N 2 Reverse repurchase N 4.230000 2026-03-17 4100000.000000 USD 4227042.600000 USD CDS N N N BDS 2025-FL14 LLC N/A 072921AA7 500000.000000 PA USD 499554.000000 0.0531352 Long ABS-CBDO CORP US N 2 2042-10-17 Floating 5.0129 N N N N N N N/A N/A 000000000 1.000000 NC -665961.600000 -0.0708352 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 37118934.360000 EUR 42974817.440000 USD 2026-01-14 -665961.600000 N N N TRANSOCEAN INTERNATIONAL LIMITED DOL4HJ22ADYSIWES4H94 893814AA1 1963000.000000 PA USD 2059453.990000 0.219054 Long DBT CORP BM N 2 2032-10-15 Fixed 7.875 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AH9 4000000.000000 PA USD 4020600.000000 0.427652 Long DBT CORP US N 2 2033-04-15 Fixed 6.25 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAE7 200000.000000 PA USD 204747.600000 0.021778 Long DBT CORP US N 2 2030-10-15 Fixed 7.25 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 900000.000000 PA USD 960455.700000 0.102159 Long DBT CORP AT N 2 2029-03-30 Fixed 12.25 N N N N N N RESIDENTIAL ASSET SEC TRUST 2005-A10 N/A 45660LXM6 4131308.490000 PA USD 1736028.300000 0.184653 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 N N N N N N VANTIVE HEALTH LLC 254900D597QQOG22WQ55 BA000FPP1 2023227.520000 PA USD 2040607.470000 0.21705 Long LON CORP US N 3 2032-01-30 Fixed 8.4475 N N Y N N N ANGLIAN WATER SERVICES FINANCING PLC 213800DL377MH46PDY63 ACI2GR269 2300000.000000 PA 3037138.890000 0.323046 Long DBT CORP GB N 2 2039-06-20 Fixed 6 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 3500000.000000 PA USD 3230891.270000 0.343655 Long DBT CORP US N 2 2028-10-12 Fixed 3.125 N N N N N N MEDIAPRO (SUBCALIDORA 2 SARL) N/A BA0007DG2 3338063.850000 PA 3942507.070000 0.419346 Long LON CORP ES N 3 2029-08-14 Floating 7.769 N N N N N N SW (FINANCE) I PLC 549300BHN1HB5BNG2R96 ACI1ML5J6 2500000.000000 PA 3152644.180000 0.335332 Long DBT CORP GB N 2 2028-05-28 Fixed 2.375 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B6 N/A 08162CAB6 464216.550000 PA USD 463406.720000 0.0492904 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.203 N N N N N N SMRT 2022-MINI N/A 78457JAA0 500000.000000 PA USD 500125.650000 0.053196 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.751 N N N N N N LUMMUS TECHNOLOGY HOLDINGS V LLC 549300K1Y0YC1YC1H809 45232UAH1 3267042.210000 PA USD 3273755.980000 0.348214 Long LON CORP US N 2 2029-12-31 Floating 6.2161 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAB6 768439.510000 PA USD 266553.760000 0.0283521 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.96621 N N N N N N FREDDIE MAC - SCRT 2017-2 N/A 35563PBM0 31748749.160000 PA USD 3830635.810000 0.407447 Long ABS-O USGSE US N 2 2056-08-25 Variable 1.53469 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP1 N/A 17326QAC7 16643050.000000 PA USD 15066771.760000 1.60258 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAH4 3500000.000000 PA USD 3574527.810000 0.380206 Long DBT CORP US N 2 2029-10-23 Fixed 6.35 N N N N N N ARGUS MEDIA (FLEET US BIDCO INC) N/A 33902UAD5 2409112.050000 PA USD 2424169.000000 0.257847 Long LON CORP GB N 3 2031-02-21 Floating 6.61835 N N N N N N PRPM 2023-NQM3 TRUST N/A 69380TAA9 644620.700000 PA USD 651370.390000 0.0692832 Long ABS-MBS CORP US N 2 2068-11-25 Fixed 6.221 N N N N N N IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) N/A 89157UAA5 700000.000000 PA USD 699675.550000 0.0744212 Long DBT CORP JE N 2 2030-05-15 Fixed 9.5 N N N N N N KIOXIA HOLDINGS CORPORATION 35380080RTKRARNH4R73 49726JAA6 900000.000000 PA USD 926762.100000 0.0985753 Long DBT CORP JP N 2 2030-07-24 Fixed 6.25 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45070BAK1 970100.430000 PA USD 977012.400000 0.10392 Long LON CORP US N 2 2030-10-11 Floating 6.1911 N N N N N N N/A N/A 000000000 -13082660.630000 PA USD -13218894.740000 -1.40603 Short RA US N 2 Reverse repurchase N 5.280000 2026-04-21 17826824.230000 USD 17498290.120000 USD PLCMO N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAE9 4100000.000000 PA USD 4226513.700000 0.449554 Long DBT CORP US N 2 2031-07-01 Fixed 9.25 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 ACI2Y9LD3 200000.000000 PA USD 205701.930000 0.0218795 Long DBT CORP CZ N 2 2031-01-10 Fixed 6.5 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2004-1 N/A 00252FAL5 3500000.000000 PA USD 2836160.600000 0.301669 Long ABS-MBS CORP US N 2 2035-01-25 Floating 6.54621 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE9 N/A 61744CJY3 1741137.550000 PA USD 1538924.790000 0.163688 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.72121 N N N N N N N/A N/A 000000000 1.000000 NC 336.160000 0.0000358 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 202860.490000 BRL 36874.340000 USD 2026-03-03 336.160000 N N N N/A N/A 000000000 1.000000 NC 3946.430000 0.0004198 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 144798.450000 USD 6601940.530000 TRY 2026-02-18 3946.430000 N N N CITIGROUP MTGE LOAN TR INC 2006-HE3 N/A 17310VAB6 2461748.400000 PA USD 1722153.020000 0.183177 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.04621 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 G4768PAS0 344431.050000 PA USD 277482.260000 0.0295145 Long LON CORP US N 2 2031-02-07 Floating 6.7161 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE1 N/A 07389UAT6 22785379.350000 PA USD 22035015.790000 2.34376 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.25121 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAD2 8700000.000000 PA USD 9077145.000000 0.965493 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75 N N N N N N FREDDIE MAC - SCRT 2017-2 N/A 35563PBN8 122836020.310000 PA USD 516316.640000 0.0549182 Long ABS-O USGSE US N 2 2056-08-25 Variable 0.075 N N N N N N N/A N/A 000000000 -2149650.000000 PA USD -2204700.150000 -0.234504 Short RA US N 2 Reverse repurchase N 5.360000 2026-01-12 3000000.000000 USD 2993643.600000 USD PLCMO N N N RESIDENTIAL ASSET SEC TRUST 2006-A1 N/A 45660L6K0 997589.400000 PA USD 424420.920000 0.0451436 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 N N N N N N STRUCTURED ASSET SECURITIES CO-2006-BC3 N/A 86359PAC4 3582665.000000 PA USD 3092470.090000 0.328931 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.16621 N N N N N N N/A N/A 000000000 -1002869.650000 PA USD -1004067.520000 -0.106798 Short RA US N 2 Reverse repurchase N 4.300000 2026-03-23 1184029.940000 USD 1181758.260000 USD PLCMO N N N N/A N/A 000000000 1284.000000 NC USD 1521226.720000 0.161806 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Emission 2026-12-24 42243600.000000 USD 1521226.720000 N N N UBISOFT ENTERTAINMENT 969500I7C8V1LBIMSM05 ACI1SYQ75 5400000.000000 PA 5850247.450000 0.622263 Long DBT CORP FR N 2 2027-11-24 Fixed 0.878 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAG7 3115000.000000 PA USD 3039398.330000 0.323286 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.627 N N N N N N N/A N/A 000000000 -542862.000000 PA -637971.420000 -0.067858 Short RA LU N 2 Reverse repurchase N 0.000000 2027-11-28 600000.000000 EUR 553120.750000 EUR CDS N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAK8 6599876.490000 PA USD 6628915.950000 0.705086 Long LON CORP US N 2 2031-05-19 Floating 7.6545 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 N/A 35563PUB3 589237.120000 PA USD 340071.250000 0.0361718 Long ABS-MBS CORP US N 2 2060-05-25 Variable 5.74501 N N N N N N COREWEAVE COMPUTE ACQUISITION CO II LLC N/A BA0004JK4 3579185.510000 PA USD 3700241.290000 0.393577 Long LON CORP US N 3 2029-05-30 Floating 9.838 N N N N N N N/A N/A 000000000 1.000000 NC USD 1047811.750000 0.111451 N/A DE US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A PLAINS ALL AMERICAN PIPELINE LP Y 2026-12-16 0.000000 USD 0.000000 USD 11550160.000000 USD 1047811.750000 N N N BEAR STEARNS ASSETBACK SEC 2006-HE8 N/A 07388JAT2 3264217.490000 PA USD 3190602.200000 0.339369 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.35621 N N N N N N N/A N/A 000000000 1.000000 NC -846906.220000 -0.0900814 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 24382857.000000 GBP 32019689.730000 USD 2026-01-14 -846906.220000 N N N VALARIS LIMITED N/A 91889FAC5 7850000.000000 PA USD 8172470.150000 0.869267 Long DBT CORP BM N 2 2030-04-30 Fixed 8.375 N N N N N N APEX CREDIT CLO 2021-2A N/A 58406DAC3 5100000.000000 PA USD 1871142.420000 0.199024 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS12 N/A 751151AH4 2191692.890000 PA USD 1790273.380000 0.190423 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N ARM MUSTANG EXPRESS HOLDCO LLC N/A 990ABAYE9 5700.000000 NS USD 6000000.000000 0.638192 Long EP CORP US N 3 N N N ABSLT DE 2024 LLC N/A 00401BAB6 2900000.000000 PA USD 2922669.300000 0.31087 Long DBT CORP US N 3 2033-05-20 Floating 12.2339 N N N N N N HESS MIDSTREAM LP N/A 428103105 172570.000000 NS USD 5953665.000000 0.633263 Long EC CORP US N 1 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 3200000.000000 PA USD 3152383.580000 0.335304 Long DBT CORP US N 2 2028-09-15 Fixed 8 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAD8 3000000.000000 PA USD 2958728.160000 0.314706 Long DBT CORP US N 2 2028-02-15 Fixed 5.95 N N N N N N CSMC 2021-RPL2 TRUST N/A 12656TAB4 2394586.610000 PA USD 2050497.920000 0.218102 Long ABS-MBS CORP US N 2 2060-01-25 Variable 1.11456 N N N N N N ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU N/A 29281MAA8 2000000.000000 PA USD 2076592.880000 0.220877 Long DBT CORP ES N 2 2032-06-30 Fixed 8.499 N N N N N N HOME EQUITY ASSET TRUST 2006-4 N/A 437084VR4 3402408.160000 PA USD 3499999.430000 0.372278 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.32621 N N N N N N N/A N/A 000000000 -16653397.350000 PA USD -16659933.810000 -1.77204 Short RA US N 2 Reverse repurchase N 4.710000 2026-06-29 22785379.240000 USD 22035015.690000 USD PLCMO N N N PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC 213800QSH7EDGMUDJW25 69828QAD9 8298000.000000 PA USD 6407674.110000 0.681554 Long DBT CORP GB N 2 2032-04-05 None 0 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAF9 300000.000000 PA USD 271471.860000 0.0288752 Long DBT CORP US N 2 2027-09-30 None 0 N N N N N N RESIDENTIAL ASSET MTGE PRO INC 2004-RS1 N/A 760985N98 3618415.610000 PA USD 3836868.040000 0.408109 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.02121 N N N N N N ARM MUSTANG EXPRESS HOLDCO LLC N/A 958LNU906 24000.000000 NS USD 24000000.000000 2.55277 Long EP CORP US N 3 N N N KRAKEN OIL & GAS PARTNERS LLC 549300DR5HSL4YAU3X12 50076PAA6 4600000.000000 PA USD 4559797.380000 0.485004 Long DBT CORP US N 2 2029-08-15 Fixed 7.625 N N N N N N BDO USA PC (AKA: BDO USA PA) 549300HCLKYOUFB75R55 BA000BL33 4444444.430000 PA USD 4455041.760000 0.473862 Long LON CORP US N 3 2028-08-31 Floating 8.865 N N N N N N N/A N/A 000000000 1.000000 NC -408.090000 -0.0000434 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 22036.740000 CAD 15656.100000 USD 2026-01-14 -408.090000 N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AJ6 200000.000000 PA USD 197932.950000 0.0210532 Long DBT CORP CA N 2 2029-07-01 Fixed 7.625 N N N N N N N/A N/A 000000000 -26996756.190000 PA USD -27007521.140000 -2.87266 Short RA US N 2 Reverse repurchase N 4.785000 2026-06-30 46881947.210000 USD 36072447.840000 USD PLCMO N N N FREDDIE MAC - SCRT 2017-2 N/A 35563PBK4 3181831.170000 PA USD 522598.590000 0.0555863 Long ABS-MBS USGSE US N 2 2056-08-25 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB N/A 02151CAR7 967002.430000 PA USD 558822.580000 0.0594393 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N SVF II FINCO (CAYMAN) LP N/A BA000KP70 107196.150000 PA USD 107675.980000 0.011453 Long LON CORP GB N 3 2029-04-25 Floating 7.3219 N N N N N N PATTERSON CO (PARADIGM PARENT LLC) 254900EDT9YE5UFH3458 69902BAB5 1097250.000000 PA USD 969184.470000 0.103088 Long LON CORP US N 2 2032-04-16 Floating 8.1719 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670CK2 507519.850000 PA USD 494505.010000 0.0525982 Long ABS-MBS CORP US N 2 2036-02-25 Variable 5.993 N N N N N N CENTEX HOME EQUITY 2004-D N/A 152314LQ1 402002.980000 PA USD 398534.660000 0.0423902 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.77621 N N N N N N SEC ASSET BACKED REC LLC 2007-BR3 N/A 81377NAB0 1461372.130000 PA USD 997672.180000 0.106118 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.28621 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AM8 2430000.000000 PA USD 2617343.280000 0.278394 Long DBT CORP US N 2 2029-07-15 Fixed 10.5 N N N N N N CASSINI SAS 9695009FFM30CUZ8FO85 945BLZII6 564707.310000 PA 809645.710000 0.0861182 Long LON CORP FR N 3 2031-10-16 Floating 0 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 600000.000000 PA USD 623114.020000 0.0662777 Long DBT CORP US N 2 2032-07-15 Fixed 9.625 N N N N N N N/A N/A 000000000 1.000000 NC 5.890000 0.0000006 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 176.580000 USD 3309.200000 MXN 2026-03-18 5.890000 N N N CHAMPION IRON CANADA INC N/A 15853BAA9 6500000.000000 PA USD 6927114.740000 0.736804 Long DBT CORP CA N 2 2032-07-15 Fixed 7.875 N N N N N N N/A N/A 000000000 -3468000.000000 PA USD -3475889.700000 -0.369714 Short RA US N 2 Reverse repurchase N 3.900000 2027-12-12 4000000.000000 USD 4019708.000000 USD CDS N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 958XBKII6 8000000.000000 PA USD 8043189.120000 0.855516 Long DBT CORP US Y 3 2055-06-15 Floating 6.69 N N N N N N CENTEX HOME EQUITY LOAN TRUST 2006-A N/A 15231AAH9 17000000.000000 PA USD 15487530.400000 1.64734 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.40121 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS1 N/A 76113AAK7 4100000.000000 PA USD 3464941.160000 0.368549 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.64121 N N N N N N N/A N/A 000000000 1.000000 NC USD -466883.110000 -0.0496601 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A WESTERN MIDSTREAM PARTNERS LP Y 2026-04-15 0.000000 USD 0.000000 USD 4913062.000000 USD -466883.110000 N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAC5 7147985.180000 PA USD 5647767.480000 0.600726 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.79621 N N N N N N N/A N/A 000000000 1.000000 NC 9563.540000 0.0010172 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 684100.220000 USD 590000.000000 EUR 2026-01-14 9563.540000 N N N ALTICE SA 549300LA7PKCH18B3S39 000000000 3764.000000 NS 62481.270000 0.0066458 Long EC CORP LU N 3 N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 65131PAC3 1958214.040000 PA USD 1642452.030000 0.1747 Long LON CORP US N 2 2029-04-30 Floating 7.3837 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424RAE8 902000.000000 PA USD 962697.740000 0.102398 Long ABS-O CORP US N 2 2054-06-25 Fixed 8.66 N N N N N N AMEX GBT (GBT US III LLC) N/A 36154HAC4 3960000.000000 PA USD 3978433.800000 0.423167 Long LON CORP US N 2 2031-07-25 Floating 6.358 N N N N N N STRUCTURED ASSET SEC CORP 2005-7XS N/A 86359B7L9 93578.000000 PA USD 95969.210000 0.0102078 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.52121 N N N N N N SEVITA (NATIONAL MENTOR HOLDINGS INC) 5493004QULJVJP3CNZ62 63688RAF4 2750000.000000 PA USD 2767127.610000 0.294326 Long DBT CORP US N 2 2030-12-15 Fixed 10.5 N N N N N N PTHW 2025-RTL1 PT N/A 990ABZHM5 4898518.440000 PA USD 4940182.250000 0.525464 Long ABS-MBS CORP US Y 3 2045-11-01 Fixed 7.75 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 N/A 35563PPP8 12062694.540000 PA USD 6348955.600000 0.675308 Long ABS-MBS CORP US N 2 2059-08-25 Variable 4.47027 N N N N N N SIXTH STREET LENDING PARTNERS 549300S9P1HMDERGCR64 829932AF9 3600000.000000 PA USD 3696533.530000 0.393183 Long DBT CORP US N 2 2030-07-15 Fixed 6.125 N N N N N N GOLDEN STATE FOODS LLC N/A 38121NAC7 3950099.500000 PA USD 3979725.250000 0.423304 Long LON CORP US N 2 2031-12-04 Floating 7.6719 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 N/A 35563PNE5 2495147.380000 PA USD 1041037.620000 0.11073 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.73467 N N N N N N N/A N/A 000000000 -16288488.190000 PA USD -16368423.940000 -1.74103 Short RA US N 2 Reverse repurchase N 4.530000 2026-02-24 18254356.000000 USD 18195081.780000 USD PLCMO N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 3900000.000000 PA USD 3813943.380000 0.405671 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2022-AHP N/A 05610FAF4 3000000.000000 PA USD 2993643.600000 0.31842 Long ABS-MBS CORP US N 2 2039-01-17 Floating 6.79012 N N N N N N N/A N/A 000000000 1.000000 NC 274579.050000 0.0292057 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 9908469.940000 USD 183794190.610000 MXN 2026-01-29 274579.050000 N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 1270000.000000 PA USD 1251362.750000 0.133102 Long DBT CORP US N 2 2028-09-30 Fixed 4.75 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAB3 2947687.500000 PA USD 2839610.540000 0.302036 Long LON CORP US N 2 2031-05-01 Floating 6.4495 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 2200000.000000 PA USD 2291377.000000 0.243723 Long DBT CORP US N 2 2032-03-01 Fixed 6.375 N N N N N N ANGLIAN WATER (OSPREY) FINANCING PLC 21380072JDZ74GW9ZY87 ACI1YTKG5 2500000.000000 PA 3087746.050000 0.328429 Long DBT CORP GB N 2 2028-07-31 Fixed 2 N N N N N N MORGAN STANLEY MTGE LN TRUST 2006-11 N/A 61749WAM9 2547808.540000 PA USD 418002.130000 0.0444609 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.731 N N N N N N COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC N/A 19240WAA7 100000.000000 PA USD 100291.150000 0.0106675 Long DBT CORP US N 2 2027-06-15 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC -46503.870000 -0.0049464 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10407639.540000 USD 57207672.260000 BRL 2026-02-03 -46503.870000 N N N ALTICE FRANCE LUX 3 N/A 929YHW907 54066.000000 NS 953820.050000 0.101453 Long EC CORP FR Y 3 N N N NUMERICABLE US LLC N/A BA000QF60 460884.270000 PA USD 461363.590000 0.0490731 Long LON CORP FR N 2 2031-05-31 Floating 10.8603 N N N N N N AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY 894500E9CKDEAOMG0B46 ACI2S8C83 1120221.950000 PA USD 1079917.690000 0.114866 Long DBT NUSS IE N 2 2027-10-25 Fixed 6 N N N N N N MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC) 213800227GGD6UI7PI97 ACI2YGQW0 1550000.000000 PA 1706492.590000 0.181511 Long DBT CORP GB N 2 2031-07-10 Fixed 6.5 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 ACI2D68P0 2000000.000000 PA 2712354.340000 0.2885 Long DBT CORP GB N 2 2030-04-28 Fixed 5.25 N N N N N N BDO USA PC (AKA: BDO USA PA) 549300HCLKYOUFB75R55 BA000RR32 340601.760000 PA USD 337340.520000 0.0358813 Long LON CORP US N 3 2028-08-31 Floating 8.34292 N N N N N N ANGEL OAK MORTGAGE TRUST 2023-7 N/A 03466DAA0 817224.760000 PA USD 815613.190000 0.0867529 Long ABS-MBS CORP US N 2 2067-11-25 Fixed 4.8 N N N N N N YINSON PRODUCTION FINANCIAL SERVICES PTE LTD 254900TYMSC94RS33U73 ACI2NT341 3000000.000000 PA USD 3146414.280000 0.334669 Long DBT CORP SG N 2 2029-05-03 Fixed 9.625 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 65131PAB5 328076.860000 PA USD 309417.490000 0.0329113 Long LON CORP US N 2 2029-04-30 Floating 9.4878 N N N N N N SEADRILL FINANCE LIMITED 213800WMN3OHFUDHD642 81172QAA2 4475000.000000 PA USD 4656926.650000 0.495335 Long DBT CORP BM N 2 2030-08-01 Fixed 8.375 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424R108 5009.000000 PA USD 2747951.930000 0.292287 Long ABS-O CORP US N 3 2054-06-25 Fixed 0 N N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAR3 997271.120000 PA USD 836851.480000 0.0890119 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.30621 N N N N N N STRUCTURED ASSET SEC CORP 2005-2XS N/A 86359B2K6 1100466.460000 PA USD 1056926.500000 0.11242 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.55121 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2MY762 2500000.000000 PA 3060397.050000 0.32552 Long DBT NUSS RO N 2 2031-03-22 Fixed 5.375 N N N N N N DATABRICKS INC 984500FEDAC7FBD96273 23803RAB7 4830786.030000 PA USD 4915324.790000 0.52282 Long LON CORP US N 2 2031-01-03 Floating 8.2722 N N N N N N ENVALIOR FINANCE GMBH 254900GAG6U7Z5TROP43 D255LZAC9 1970186.880000 PA USD 1840716.050000 0.195788 Long LON CORP DE N 2 2030-04-01 Floating 9.3404 N N N N N N N/A N/A 000000000 1.000000 NC -1036.010000 -0.0001102 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 634467.690000 MXN 34113.000000 USD 2026-01-30 -1036.010000 N N N COASTAL WASTE & RECYCLING (TIDAL WASTE & RECYCLING HOLDINGS LLC) 254900IQT82RE5KFAZ50 88636PAK7 2878253.140000 PA USD 2903797.640000 0.308863 Long LON CORP US N 2 2031-10-24 Floating 6.4219 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 400000.000000 PA USD 417796.860000 0.0444391 Long DBT CORP US N 2 2033-03-15 Fixed 6.25 N N N N N N INTEGRITY RE LTD N/A 45833UAL5 650000.000000 PA USD 696475.000000 0.0740807 Long DBT CORP BM N 2 2026-06-08 Floating 20.814 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2 N/A 76112B2D1 234205.140000 PA USD 232848.370000 0.024767 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.44621 N N N N N N BIOGROUP (CAB SELAS) 9695008EGX5O9K1MS743 ACI1VH241 3200000.000000 PA 3665290.820000 0.38986 Long DBT CORP FR N 2 2028-02-01 Fixed 3.375 N N N N N N TOWD POINT MORTGAGE TRUST 2018-4 N/A 89175TAA6 1489511.000000 PA USD 1422500.580000 0.151305 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE5 N/A 000797AC4 2081371.300000 PA USD 664029.250000 0.0706296 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.14621 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB N/A 12668BEK5 1432231.620000 PA USD 1107561.610000 0.117806 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.94621 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB1 N/A 81375WHH2 18026.920000 PA USD 15565.120000 0.0016556 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.736 N N N N N N INTEGRITY RE LTD N/A 45833UAM3 650000.000000 PA USD 712075.000000 0.07574 Long DBT CORP BM N 2 2026-06-08 Floating 26.376 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BW8 2600000.000000 PA USD 2658253.750000 0.282746 Long DBT CORP US N 2 2056-04-01 Floating 6.375 N N N N N N DIVERSIFIED GAS & OIL CORPORATION 5493008O08WU7K5XC271 ACI2W1Q54 2625000.000000 PA USD 2587810.790000 0.275253 Long DBT CORP US N 2 2029-04-09 Fixed 9.75 N N N N N N ALTICE FRANCE 5493001ZMCICV4N02J21 BA000QF86 76814.050000 PA 90473.180000 0.0096232 Long LON CORP FR N 2 2031-05-31 Floating 8.891 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A 476920AA1 5700000.000000 PA USD 5747516.400000 0.611336 Long DBT CORP US N 2 2031-09-20 Fixed 9.875 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAL5 5100000.000000 PA USD 5335706.700000 0.567534 Long DBT CORP US N 2 2033-04-01 Fixed 6.5 N N N N N N CREDIT OPPORTUNITIES PARTNERS JV LLC 5493003CSKFS2RY0JR63 955SEVII3 300000.000000 PA USD 305587.610000 0.0325039 Long DBT CORP US Y 3 2030-03-20 Fixed 6.74 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273V100 2154999.000000 NS USD 35535933.510000 3.77979 Long EC CORP US N 1 N N N N/A N/A 000000000 -3045570.000000 PA USD -3052587.500000 -0.324689 Short RA US N 2 Reverse repurchase N 3.950000 2027-12-12 3300000.000000 USD 3435260.400000 USD CDS N N N CLOVER HOLDINGS 2 LLC N/A 18914DAC2 2885500.000000 PA USD 2878286.250000 0.30615 Long LON CORP US N 2 2031-12-09 Fixed 7.75 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-5 N/A 542514HD9 1094271.910000 PA USD 1084667.270000 0.115371 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.49621 N N N N N N SABESP LUX SARL 984500C7VFFH4QD3B757 785170AB7 600000.000000 PA USD 602788.870000 0.0641158 Long DBT CORP LU N 2 2030-08-20 Fixed 5.625 N N N N N N CITY OF DETROIT 549300BQRJP7MKKHOY28 251093S84 497159.000000 PA USD 389813.470000 0.0414626 Long DBT MUN US N 2 2044-04-01 Variable 4 N N N N N N N/A N/A 000000000 -24822739.890000 PA USD -24855216.300000 -2.64373 Short RA US N 2 Reverse repurchase N 4.710000 2026-06-23 38773848.730000 USD 34216628.030000 USD PLCMO N N N N/A N/A 000000000 -4021935.990000 PA USD -4049382.350000 -0.430714 Short RA US N 2 Reverse repurchase N 4.310000 2026-02-05 4000000.000000 USD 4253815.800000 USD CDS N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP1 N/A 17326QAA1 2087435.440000 PA USD 2062632.740000 0.219392 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SF5 136000.000000 PA USD 135854.610000 0.0144502 Long DBT UST US N 2 2026-01-13 None 0 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF13 N/A 30247DAA9 10883895.640000 PA USD 7051583.470000 0.750043 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.08621 N N N N N N N/A N/A 000000000 1.000000 NC USD 351853.250000 0.037425 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2045-12-17 169514.000000 USD 0.000000 USD 6200000.000000 USD 182339.250000 N N N N/A N/A 000000000 -299382.760000 PA USD -299736.200000 -0.0318815 Short RA US N 2 Reverse repurchase N 4.250000 2026-03-23 335217.600000 USD 332611.620000 USD PLCMO N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AQ1 500000.000000 PA USD 508034.000000 0.0540372 Long DBT CORP US N 2 2030-10-01 Fixed 6 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAD1 1138909.340000 PA USD 668294.230000 0.0710833 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.08 N N N N N N GSAA HOME EQUITY TRUST 2006-2 N/A 362334AB0 734190.000000 PA USD 658959.900000 0.0700904 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.56621 N N N N N N CITIGROUP MTGE LOAN TR INC 2004-OPT1 N/A 17307GJN9 1894037.240000 PA USD 1538758.090000 0.16367 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.46621 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 119900.000000 NS USD 8053683.000000 0.856632 Long EC CORP US N 1 N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAN2 2500000.000000 PA USD 2215103.000000 0.23561 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.87 N N N N N N VIALTO PARTNERS (GALAXY US OPCO INC) N/A 36321DAB3 2032462.990000 PA USD 1960595.100000 0.208539 Long LON CORP US N 2 2030-07-31 Fixed 9.0904 N N Y N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 G4768PAN1 2839448.050000 PA USD 2311495.280000 0.245863 Long LON CORP US N 2 2030-02-18 Floating 6.9661 N N N N N N NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) 254900QKSDYFR3K5YD98 18972EAB1 5500000.000000 PA USD 5595722.000000 0.59519 Long DBT CORP US N 2 2030-04-15 Fixed 8.75 N N N N N N N/A N/A 000000000 -447750.000000 PA USD -448264.290000 -0.0476797 Short RA US N 2 Reverse repurchase N 4.135030 2026-03-23 500000.000000 USD 500125.650000 USD PLCMO N N N REALTRUCK GROUP INC 54930007KT5CX7XNSD31 89778PAH0 3283291.140000 PA USD 2570816.960000 0.273446 Long LON CORP US N 2 2028-01-31 Floating 8.8306 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 553283AG7 3600000.000000 PA USD 3161880.000000 0.336314 Long DBT CORP US N 2 2030-12-31 Fixed 5.75 N N N N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 74840YAH7 3391500.000000 PA USD 3394145.370000 0.361019 Long LON CORP US N 2 2032-08-20 Floating 7.7161 N N N N N N TC ENERGY CORPORATION 549300UGKOFV2IWJJG27 87807B909 337000.000000 NS 18557036.170000 1.97382 Long EC CORP CA N 1 N N N GSAA HOME EQUITY TRUST 2007-2 N/A 3622EUAA4 8407277.670000 PA USD 1488878.430000 0.158365 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.92621 N N N N N N MERRILL LYNCH MORTGAGE INV INC 2004-WMC4 N/A 59020UDG7 1174151.240000 PA USD 1171898.510000 0.124649 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.72121 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B5 N/A 08160BAB0 195724.810000 PA USD 194588.240000 0.0206974 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.0765 N N N N N N GFL ES US LLC 254900PGDQWC19PRP053 36257SAB8 2693250.000000 PA USD 2708062.880000 0.288044 Long LON CORP CA N 2 2032-03-03 Floating 6.2728 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF2 N/A 57645TAB3 735565.410000 PA USD 284276.910000 0.0302372 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.94621 N N N N N N SAXON ASSET SECURITIES TR 2004-3 N/A 805564QV6 1122113.370000 PA USD 1097528.880000 0.116739 Long ABS-MBS CORP US N 2 2034-12-26 Floating 4.74621 N N N N N N NCR VOYIX CORPORATION 549300YKTY8JX1DV2R67 62886EAZ1 3484000.000000 PA USD 3353350.000000 0.35668 Long DBT CORP US N 2 2030-10-01 Fixed 5.25 N N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAS1 2280157.080000 PA USD 1933969.270000 0.205707 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.50621 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 3000000.000000 PA USD 3136362.000000 0.3336 Long DBT CORP US N 2 2031-07-31 Fixed 8.5 N N N N N N WBI OPERATING LLC N/A 92944BAA9 2000000.000000 PA USD 2013420.000000 0.214158 Long DBT CORP US N 2 2030-10-15 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 16651.020000 0.0017711 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A PLAINS ALL AMERICAN PIPELINE LP Y 2026-11-04 0.000000 USD 0.000000 USD 604127.000000 USD 16651.020000 N N N FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7 N/A 320277AF3 1500000.000000 PA USD 1335046.500000 0.142003 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.32621 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 ACI2FPJG4 3300000.000000 PA 4026815.180000 0.428313 Long DBT CORP DE N 2 2030-05-15 Fixed 7.5 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AS0 700000.000000 PA USD 716744.000000 0.0762367 Long DBT CORP US N 2 2033-09-15 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 1841.600000 0.0001959 N/A DFE HK N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 17864772.000000 HKD 2298636.370000 USD 2026-01-21 1841.600000 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP N/A 466317AA2 939274.950000 PA USD 928354.660000 0.0987447 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.59662 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 N/A 55275NAA9 4597274.480000 PA USD 3550041.560000 0.377601 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.82927 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 2700000.000000 PA USD 2892766.500000 0.30769 Long DBT CORP BM N 2 2031-07-15 Fixed 9.125 N N N N N N THE ADT SECURITY CORPORATION 5493009JEEDYLVRA0J13 74166NAA2 5300000.000000 PA USD 5139314.230000 0.546644 Long DBT CORP US N 2 2032-07-15 Fixed 4.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2Q1SN0 46200000.000000 PA 1082226.550000 0.115111 Long DBT NUSS TR N 2 2026-05-20 Floating 42.56 N N N N N N WESTERN MIDSTREAM PARTNERS LP N/A 958669103 233278.000000 NS USD 9214481.000000 0.980101 Long EC CORP US N 1 N N N 2026-02-27 PIMCO Dynamic Income Strategy Fund /s/ Bijal Parikh Bijal Parikh Treasurer