NPORT-P false 0001819559 XXXXXXXX Western Asset Diversified Income Fund 811-23598 0001819559 549300M67UHXW4GHZ644 One Madison Avenue 17TH FLOOR NEW YORK 10010 1-888-777-0102 Western Asset Diversified Income Fund 549300M67UHXW4GHZ644 2026-12-31 2026-03-31 N 1111161810.11 377610764.86 733551045.25 0.00000000 0.00000000 354000000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 750000.00000000 0.00000000 0.00000000 15309765.68000000 USD N Aag FH UK PLC / Global Auto Holdings PLC 984500ADEF1BB0584352 00033YAA4 8500000.00000000 PA USD 8464028.00000000 1.153843083560 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -50642.36000000 -0.00690372678 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2511554.44000000 USD 2127403.00000000 EUR 2026-04-16 -50642.36000000 N N N Cerdia Finanz Gmbh 391200KURNDJSX9GX570 15679GAC6 3620000.00000000 PA USD 3603818.60000000 0.491283956765 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Stena International SA 213800A4LTGG4W55QP46 85858EAE3 5000000.00000000 PA USD 5126865.00000000 0.698910462086 Long DBT CORP LU N 2 2031-02-15 Fixed 7.62500000 N N N N N N GEO Group Inc 54930024XOXET7NQVZ63 36162JAH9 2100000.00000000 PA USD 2241778.96000000 0.305606402515 Long DBT CORP US N 2 2031-04-15 Fixed 10.25000000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 000000000 557668.32000000 PA USD 29166.05000000 0.003976008239 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 Y N Y N N N MidCap Financial Issuer Trust N/A 59590AAG4 1890000.00000000 PA USD 1775691.67000000 0.242067908088 Long DBT CORP US N 2 2056-01-15 Variable 7.42219000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 55179.02000000 PA USD 52753.05000000 0.007191462726 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N Northern Oil And Gas, Inc. OKFF0PIZDDMNH4UCYE51 665531AL3 2500000.00000000 PA USD 2588270.00000000 0.352841157648 Long DBT CORP US N 2 2033-10-15 Fixed 7.87500000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAW0 850000.00000000 PA USD 899651.81000000 0.122643381919 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N ARC FALCON I INC N/A 03881HAA8 3990000.00000000 PA USD 3845043.30000000 0.524168471287 Long DBT CORP US N 2 2033-03-01 Fixed 9.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1381205.76000000 -0.18829034038 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2029-01-02 0.00000000 USD 0.00000000 USD 63990000.00000000 BRL -1381205.76000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 35563PC80 5000000.00000000 PA USD 4662750.00000000 0.635640836475 Long ABS-O USGSE US N 2 2061-11-25 Variable 4.50000000 N N N N N N Spirit Airlines, LLC N/A 000000000 1215609.92358000 PA USD 151951.24000000 0.020714473925 Long DBT CORP US N 3 2026-07-14 None 0.00000000 N N N N N N WHITEBOX CLO II LTD 549300C89ZJ5IWOT1F21 96466EAJ3 1430000.00000000 PA USD 1384869.06000000 0.188789733034 Long ABS-CBDO CORP KY N 2 2037-10-26 Variable 9.41802000 N N N N N N Renew 2024-2 N/A 75975DAC8 1756711.70000000 PA USD 1759892.40000000 0.239914101601 Long ABS-O CORP KY N 2 2060-11-20 Fixed 8.22300000 N N N N N N Ivory Coast (Republic Of) 254900ICW11T82O6H590 221625AU0 1000000.00000000 PA USD 1028574.75000000 0.140218565110 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAL4 2000000.00000000 PA USD 1988049.80000000 0.271017240432 Long DBT CORP US N 2 2027-04-15 Fixed 5.62500000 N N N N N N TEAM SERVICES HOLDING, INC 254900SLCOEZGQJACP02 87821RAB0 3870000.00000000 PA USD 3683756.25000000 0.502181310196 Long LON CORP US N 2 2033-01-31 Floating 0.00000000 N N N N N N Starlight Parent LLC 254900ZM34IBOK68V949 85554UAB0 3482500.00000000 PA USD 2968831.25000000 0.404720471632 Long LON CORP US N 2 2032-04-16 Floating 7.67401000 N N N N N N Chimera Investment Corporation 2JBBQFJOL123LOUBE657 16934Q505 77758.00000000 NS USD 1533387.76000000 0.209036272244 Long EP CORP US N 1 N N N ABRY LIQUID CREDIT CLO 2025-2 LTD N/A 003945AA0 2810000.00000000 PA USD 2784579.90000000 0.379602744489 Long ABS-CBDO CORP KY N 2 2039-01-15 Variable 9.53481000 N N N N N N CAFL 2024-RTL1 ISSUER LLC N/A 12770DAB0 4570000.00000000 PA USD 4645935.12000000 0.633348578818 Long ABS-O CORP US N 2 2031-11-30 Fixed 8.68000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 83553.97000000 0.011390341618 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 Caesars Entertainment Inc. CZR 4.625 10/15/29 144A Y Default Event 2030-06-20 104567.12000000 USD 0.00000000 USD 1123000.00000000 USD -21013.15000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 286420.77000000 0.039045785818 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-11-10 0.00000000 USD 0.00000000 USD 173910000.00000000 MXN 286420.77000000 N N N HALSEYPOINT CLO LTD 2019-1 549300POBLM5RW6LD816 40638CAN9 2930000.00000000 PA USD 2577612.12000000 0.351388241716 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 14.39763000 N N N N N N Granite Ridge Resources Inc 254900CAHJQKOQ1YZC67 387432AA5 6790000.00000000 PA USD 6531131.25000000 0.890344481449 Long DBT CORP US N 2 2029-11-05 Fixed 8.87500000 N N N N N N SARATOGA INVESTMENT CORP CLO 2013-1 LTD 549300471O2DE0Y4L506 80349BCB1 4000000.00000000 PA USD 672333.60000000 0.091654644125 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 13.92924000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 216271.07352000 PA USD 115800.88000000 0.015786342443 Long DBT NUSS UA N 2 2034-02-01 Variable 4.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA1 5493003FQV7GR462GO02 35565HBE4 2225000.00000000 PA USD 2474451.87000000 0.337325109959 Long ABS-O USGSE US N 2 2050-01-25 Floating 9.02638000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA6 5493000ITBQFEOXM0S98 35566CBE4 5000000.00000000 PA USD 5827886.50000000 0.794475931530 Long ABS-O USGSE US N 2 2050-12-27 Floating 9.31190000 N N N N N N Turning Point Brands Inc 549300IYG00QF0VVP302 90041LAG0 2000000.00000000 PA USD 2051800.00000000 0.279707869450 Long DBT CORP US N 2 2032-03-15 Fixed 7.62500000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LBF5 3000000.00000000 PA USD 3015764.55000000 0.411118567620 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N Hartwick PK CLO Ltd. / Hartwick PK CLO LLC 2549003E1ZAWJG55NM75 417402AE4 525000.00000000 PA USD 486605.65000000 0.066335622197 Long ABS-CBDO CORP JE N 2 2037-01-21 Floating 8.51763000 N N N N N N ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A' N/A 000000000 5018.00000000 NS 73950.71000000 0.010081194823 Long EC CORP LU N 2 N N N NEW GENERATION GAS 9845008CB7EPB0KCD474 000000000 4474324.21000000 PA USD 4653373.51000000 0.634362603684 Long DBT CORP US N 3 2029-09-30 Floating 9.41017000 N N N N N N LCM 33 Ltd / LCM 33 LLC 5493006LYYH2XWCWW153 50202FAA5 3000000.00000000 PA USD 1309251.30000000 0.178481280679 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 10.27924000 N N N N N N Buenos Aires (City Of) 5299007MC8RF52X0ON96 11942GAD4 3400170.00000000 PA USD 3431230.55000000 0.467756207590 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N HILDENE COM 2015-R FDG CDO LTD 549300845E8YWIPN4S43 43133KAC9 428069.01000000 PA USD 381962.47000000 0.052070332729 Long ABS-CBDO CORP KY N 2 2035-11-01 Fixed 2.60000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -34890.48000000 -0.00475638065 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3749313.80000000 USD 588598000.00000000 JPY 2026-04-16 -34890.48000000 N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 27034RAC7 1294000.00000000 PA USD 1374162.01000000 0.187330114093 Long DBT CORP US N 2 2031-07-15 Fixed 9.87500000 N N N N N N DISH DBS CORP N/A 25470XBE4 4500000.00000000 PA USD 4463992.62000000 0.608545601414 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Spirit Airlines, LLC N/A 000000000 251618.73000000 PA USD 249102.54000000 0.033958446602 Long LON CORP US N 2 2026-07-14 Floating 11.67812000 N N N N N N LAKESIDE PARK CLO LTD N/A 51219AAA5 2000000.00000000 PA USD 1902382.20000000 0.259338762083 Long ABS-CBDO CORP US N 2 2038-04-15 Floating 8.27219000 N N N N N N VERICAST CORPORATION 549300J73P7FL8TVF308 92342KAD1 7168481.78000000 PA USD 6964646.00000000 0.949442584138 Long LON CORP US N 2 2030-06-14 Floating 11.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -2431618.19000000 PA USD -2431618.19000000 -0.33148588714 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2032-04-14 3500000.00000000 USD 3403112.62000000 USD N N N CLARITEV CORP N/A 62548MAA8 1947887.59000000 PA USD 1266126.93000000 0.172602430082 Long DBT CORP US N 2 2031-03-31 Fixed 6.75000000 N N Y N N N APIDOS CLO XLVI LTD 254900XSALC4GJ58ZP29 03769YAE0 3500000.00000000 PA USD 2493786.05000000 0.339960806565 Long ABS-CBDO CORP JE N 2 2036-10-24 Variable 0.01000000 N N N N N N Kenya (Republic of) 549300VVURQQYU45PR87 491798AK0 1006000.00000000 PA USD 970111.23000000 0.132248633040 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 21052000.00000000 PA 3551357.81000000 0.484132335847 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 219290.58670000 PA USD 1644.68000000 0.000224207982 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N Harbor Freight Tools USA Inc 549300Y48HLCFTTB4249 41151PAR6 1732412.07000000 PA USD 1717019.59000000 0.234069544460 Long LON CORP US N 2 2031-06-11 Floating 5.91774000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 196741.00000000 NS 1502.23000000 0.000204788747 Long EC CORP KY N 2 N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307BN6 7780000.00000000 PA USD 5630930.60000000 0.767626279924 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Aston Martin Capital Holdings Ltd. 213800H4GKEF3CJ8C774 04625HAJ8 2000000.00000000 PA USD 1506710.00000000 0.205399475572 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N Natgasoline LLC 549300OHXDYMQYZOWC24 63232EAD9 2437500.00000000 PA USD 2460351.56000000 0.335402911076 Long LON CORP US N 2 2030-03-29 Floating 9.17274000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 81462.51000000 0.011105227172 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3514416.00000000 GBP 4733023.58000000 USD 2026-04-16 81462.51000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 5720.66000000 0.000779858475 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -952284.62000000 USD 6590000.00000000 CNY 2026-04-16 5720.66000000 N N N OCEAN TRAILS CLO XVI LTD 254900R3RT6TSDP3UQ20 674914AA4 1020000.00000000 PA USD 975261.07000000 0.132950675527 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 10.35763000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA2 5493007ZK0X40BI7UF30 35565KBE7 5437500.00000000 PA USD 5979070.65000000 0.815085833319 Long ABS-O USGSE US N 2 2050-02-25 Floating 8.57638000 N N N N N N Apld Computeco LLC N/A 00202DAA5 2050000.00000000 PA USD 2113964.10000000 0.288182276296 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N Burford Capital Global Finance LLC 549300JVAOO67CSCH406 12116LAA7 4000000.00000000 PA USD 3766880.00000000 0.513513002863 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Aes Andes S.A 549300IF4IFG0FS0RM26 00111VAD9 300000.00000000 PA USD 308082.30000000 0.041998754141 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N Borr IHC Ltd / Borr Finance LLC/ Borr Natt Inc/ Borr West Africa Assets Inc/ Prospector Rig 5 Contracting Co Ltd. 254900WQF2MM46DNLY83 100018AA8 3329268.31000000 PA USD 3416848.67000000 0.465795624193 Long DBT CORP BM N 2 2028-11-15 Fixed 10.00000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02090DAA6 1316349.00000000 PA USD 1331106.59000000 0.181460662978 Long DBT CORP LU N 2 2029-11-01 Fixed 9.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 6645000.00000000 PA USD 6650933.99000000 0.906676370113 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229AY2 4500000.00000000 PA USD 3616117.20000000 0.492960540839 Long DBT CORP US N 2 2046-04-01 Fixed 7.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 10744.06000000 0.001464664261 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 TRANSOCEAN INC TRANSOCEAN INC Y Default Event 2029-06-20 44370.15000000 USD 0.00000000 USD -604000.00000000 USD -33626.09000000 N N N MULTIFAMILY CONNECTICUT AVENUE 549300HG8ZEWVWVSN227 62547NAD1 2000000.00000000 PA USD 2043708.40000000 0.278604796930 Long ABS-O CORP US N 2 2049-10-25 Floating 12.52638000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 532716AN7 4275000.00000000 PA USD 4166197.83000000 0.567949273193 Long DBT CORP US N 2 2037-07-15 Fixed 7.60000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DB3 1000000.00000000 PA USD 1008811.51000000 0.137524377687 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 1962616.82000000 PA USD 1952980.37000000 0.266236464748 Long LON CORP US N 2 2029-01-20 Floating 9.03485000 N N N N N N Plains All American Pipeline L.P. 5521FA2ITF25TVH63740 726503AE5 7000000.00000000 PA USD 6987188.60000000 0.952515662712 Long DBT CORP US N 2 N/A Floating 8.02414000 N N N N N N Michaels Companies Inc. 549300H9LWMBP7HYLR98 59408QAA4 4060000.00000000 PA USD 3785269.54000000 0.516019923154 Long DBT CORP US N 2 2034-03-15 Fixed 11.00000000 N N N N N N Export Credit Bank of Turkey, Inc. 789000JVRVYLAXGDWR11 90016LAA4 3200000.00000000 PA USD 3207816.22000000 0.437299659072 Long DBT NUSS TR N 2 2026-07-06 Fixed 5.75000000 N N N N N N OBRA CLO 3 LTD N/A 67443FAA8 2750000.00000000 PA USD 2708589.40000000 0.369243479037 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 9.55891000 N N N N N N Nexstar Broadcasting N/A 65336RBF4 2810000.00000000 PA USD 2781900.00000000 0.379237412040 Long LON CORP US N 2 2033-03-07 Floating 6.41000000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 922966AB2 2125000.00000000 PA USD 2382981.38000000 0.324855563280 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N AGL CLO 16 Ltd. 2549009GL17CEZFCKZ48 00120LAL2 380000.00000000 PA USD 367626.17000000 0.050115962942 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 6.06763000 N N N N N N MPT Operating Partnership LP / MPT Finance Corporation WUQXXXF7PXTUPGROE843 55342UAH7 5610000.00000000 PA USD 5226837.22000000 0.712538991505 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Gray Media Inc. 529900TM5726KDN7UU35 389375AN6 2450000.00000000 PA USD 2452122.93000000 0.334281158193 Long DBT CORP US N 2 2032-07-15 Fixed 9.62500000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BC7 5000000.00000000 PA USD 4712208.95000000 0.642383237064 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N Vericast Corporation 549300J73P7FL8TVF308 92342NAL7 676657.45000000 PA USD 833980.31000000 0.113690835205 Long DBT CORP US N 2 2030-12-15 Fixed 13.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -31931.48000000 -0.00435300040 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -5020696.00000000 AUD 3431390.18000000 USD 2026-04-16 -31931.48000000 N N N AGL CLO 44 LTD 254900WK97J0UDI0DQ10 00122AAA8 3600000.00000000 PA USD 3539617.92000000 0.482531916888 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 8.58098000 N N N N N N BWAY 2013-1515 MORTGAGE TRUST N/A 05604FAS4 3000000.00000000 PA USD 2553927.60000000 0.348159492994 Long ABS-O CORP US N 2 2033-03-10 Variable 3.92795500 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BK6 3830000.00000000 PA USD 3866300.40000000 0.527066306433 Long DBT CORP US N 2 2029-08-01 Fixed 10.87500000 N N N N N N APEX CREDIT CLO 2021-2 LTD 254900H6CNZLCIDMYC58 03755QAJ2 970000.00000000 PA USD 934939.06000000 0.127453851515 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 7.41763000 N N N N N N NMEF FUNDING 2025-A LLC N/A 62919VAE1 3420000.00000000 PA USD 3528430.42000000 0.481006801482 Long ABS-O CORP US N 2 2032-07-15 Fixed 8.07000000 N N N N N N DRYDEN 113 CLO LTD 254900XN9Y85HJGYJ219 26253EBR8 1970000.00000000 PA USD 1965075.00000000 0.267885242986 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 6.67219000 N N N N N N NAVESINK CLO LIMITED 2024-2 254900HNRWNLGN0X1N35 63943AAE5 1750000.00000000 PA USD 1726881.10000000 0.235413896712 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 10.71219000 N N N N N N Equipmentshare Com Inc. 254900PWJK48CGPKPI80 29450YAA7 3890000.00000000 PA USD 4022964.09000000 0.548423196456 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAF8 3000000.00000000 PA USD 2227488.30000000 0.303658254517 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK) ZTMSNXROF84AHWJNKQ93 000000000 227000000.00000000 PA 5627989.20000000 0.767225298967 Long DBT NUSS US N 2 2028-05-10 Fixed 8.05000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 1605964.91000000 PA USD 1536812.06000000 0.209503083657 Long LON CORP US N 2 2031-02-10 Floating 6.16684000 N N N N N N Allen Media LLC 549300ERNJNM4RN5JP79 01771JAG8 4677994.05000000 PA USD 2982221.21000000 0.406545833355 Long LON CORP US N 2 2027-02-10 Floating 9.32194000 N N N N N N KNDR TRUST 2021-KIND N/A 482606AS9 5951128.60000000 PA USD 5880120.92000000 0.801596692973 Long ABS-O CORP US N 2 2038-08-16 Floating 7.74000000 N N N N N N Empire Today Ip, LLC 254900NVZEWAL7SJT856 000000000 1786154.78000000 PA USD 35723.10000000 0.004869886046 Long LON CORP US N 3 2029-08-03 Floating 8.92845000 N N N N N N Mcclatchy Media Co LLC N/A 00456LAC6 8253621.75000000 PA USD 9336909.60000000 1.272837065731 Long DBT CORP US N 2 2031-12-01 Fixed 11.00000000 N N N N N N Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. 549300FGXN1K3HLB1R50 77313LAB9 1000000.00000000 PA USD 897127.00000000 0.122299191829 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -164106.19000000 -0.02237147517 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.46.V1 Y Default Event 2031-06-20 0.00000000 USD -130283.68000000 USD -3310100.00000000 USD -33822.51000000 N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBK5 3000000.00000000 PA USD 2767421.31000000 0.377263631197 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -68.00000000 NC USD -12218.75000000 -0.00166569866 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2026-06-30 0.00000000 USD 100000.00000000 109.00000000 USD 2026-04-24 XXXX 3288.63000000 N N N Oak-Eagle AcquireCo Inc. 6488ICS9P20290MA1H31 67124CAB9 750000.00000000 PA USD 785660.00000000 0.107103657623 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N BX TRUST 2019-IMC N/A 05608BAS9 4000000.00000000 PA USD 3903382.00000000 0.532121387499 Long ABS-O CORP US N 2 2034-04-17 Floating 7.31930000 N N N N N N Petco Health and Wellness Company Inc 2549007TYGV6RVSE9M61 71601HAG1 3610000.00000000 PA USD 3536572.60000000 0.482116769228 Long LON CORP US N 2 2031-01-22 Floating 5.88000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2021-L6 N/A 61692CAL2 7195000.00000000 PA USD 4415938.45000000 0.601994704880 Long ABS-O CORP US N 2 2054-06-17 Fixed 2.25000000 N N N N N N SIXTH STREET CLO XIX LTD N/A 83011MAG9 450000.00000000 PA USD 432693.14000000 0.058986098213 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 11.57763000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AD9 5000000.00000000 PA USD 4374750.00000000 0.596379765024 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N Country Garden Holdings Co Ltd. 549300MGHLPT1EFHGF84 000000000 2628484.25000000 PA USD 294127.39000000 0.040096376646 Long DBT CORP KY N 2 2031-12-31 None 0.00000000 N N N Y Y Country Garden Holdings Co Ltd HKD XXXX N N N Team Services Group LLC 254900SLCOEZGQJACP02 87821EAB9 462713.18000000 PA USD 462713.18000000 0.063078525072 Long LON CORP US N 2 2027-12-20 Floating 8.92845000 N N N N N N Triton Water Holdings Inc 254900J0WS4AXV2LAX55 89678QAD8 1458552.50000000 PA USD 1461710.27000000 0.199264969965 Long LON CORP US N 2 2028-03-31 Floating 5.94961000 N N N N N N CCO HOLDINGS LLC N/A 1248EPCQ4 5000000.00000000 PA USD 4524810.00000000 0.616836419128 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAQ4 4383153.72000000 PA USD 3902847.74000000 0.532048555485 Long LON CORP US N 2 2030-12-31 Floating 8.52845000 N N N N N N Getty Images Inc. 5493005NV20IG4VEKZ40 374276AM5 2500000.00000000 PA USD 2253862.50000000 0.307253668929 Long DBT CORP US N 2 2030-02-21 Fixed 11.25000000 N N N N N N RAILWORKS HOLDINGS LP N/A 75079MAA7 8000000.00000000 PA USD 8022405.60000000 1.093639720364 Long DBT CORP US N 2 2028-11-15 Fixed 8.25000000 N N N N N N Neptune BidCo US Inc. 549300VG15T3VCYZ4531 640695AD4 1300000.00000000 PA USD 1262935.70000000 0.172167391509 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N Senegal (Republic of) 549300NP14ZLQGWIUZ97 000000000 550000.00000000 PA USD 294328.08000000 0.040123735342 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Plastics Management LLC N/A 72759JAB6 4780725.61000000 PA USD 4763878.33000000 0.649426970467 Long LON CORP US N 2 2027-08-03 Floating 8.69961000 N N N N N N SILVER POINT CLO 16 LTD N/A 82810KAA1 3380000.00000000 PA USD 3303373.37000000 0.450326312175 Long ABS-CBDO CORP JE N 2 2039-04-18 Variable 8.40520000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -124498.10000000 -0.01697197499 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -5068075.06000000 USD 4273610.81000000 EUR 2026-04-16 -124498.10000000 N N N AMSR 2026-SFR1 TRUST N/A 66982GAG2 1258000.00000000 PA USD 1015143.85000000 0.138387622316 Long ABS-O CORP US N 2 2043-04-09 Fixed 3.77500000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAP6 528767.92000000 PA USD 528635.73000000 0.072065295717 Long LON CORP US N 2 2030-12-31 Floating 7.41684000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA3 5493000ISUYHCRLRBE46 35564KFH7 5000000.00000000 PA USD 6309421.50000000 0.860120306672 Long ABS-O USGSE US N 2 2033-10-25 Floating 9.91190000 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 3500000.00000000 PA USD 3545549.00000000 0.483340460484 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N JB Poindexter & Co Inc 549300W6P81HOZZGPQ16 465965AC5 2955000.00000000 PA USD 2998793.10000000 0.408804965846 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N Oak-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67123SAB5 750000.00000000 PA USD 746250.00000000 0.101731161700 Long LON CORP US N 2 2033-03-24 Floating 0.00000000 N N N N N N NCR Voyix Corporation 549300YKTY8JX1DV2R67 62886EBA5 3000000.00000000 PA USD 2872312.20000000 0.391562689276 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CQ4 2840000.00000000 PA USD 2965987.26000000 0.404332769915 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N Venture 43 Limited 549300OLN5VHTMLSN650 92290CAG4 1500000.00000000 PA USD 1429569.75000000 0.194883472562 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 7.40380000 N N N N N N Nexus Buyer LLC 254900PILSANV8WOOF24 65343UAH5 3898836.71000000 PA USD 3759940.65000000 0.512567008710 Long LON CORP US N 2 2031-07-31 Floating 7.16774000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AM6 3250000.00000000 PA USD 3120264.55000000 0.425364338338 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N LATAM Airlines Group SA 549300HX3UUDPEFTG707 51817RAD8 1000000.00000000 PA USD 1011250.00000000 0.137856800361 Long DBT CORP CL N 2 2030-04-15 Fixed 7.87500000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174UAJ7 5628750.00000000 PA USD 4950654.49000000 0.674888887700 Long LON CORP N/A N 2 2029-05-01 Floating 9.55722000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -68.00000000 NC USD -9562.50000000 -0.00130359026 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short US TREASURY N/B United States Treasury Note/Bond 2026-06-30 0.00000000 USD 100000.00000000 107.00000000 USD 2026-04-24 XXXX 5757.36000000 N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AK3 7616000.00000000 PA USD 5721520.00000000 0.779975713626 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N Empire Communities Corp. 549300JM1L6KK2QFP273 29163VAG8 3000000.00000000 PA USD 3016032.00000000 0.411155027251 Long DBT CORP CA N 2 2029-05-01 Fixed 9.75000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -15717.00000000 -0.00214259118 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 NABORS INDUSTRIES INC NABORS INDUSTRIES INC Y Default Event 2029-06-20 0.00000000 USD -70933.89000000 USD 604000.00000000 USD 55216.89000000 N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 3790000.00000000 PA USD 3965363.30000000 0.540570874471 Long DBT CORP US N 2 2034-01-15 Fixed 8.37500000 N N N N N N APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC N/A 00188QAA4 2170000.00000000 PA USD 1964229.75000000 0.267770015831 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N Magenta Security Holdings LLC N/A 55909UAE9 377438.20000000 PA USD 271074.23000000 0.036953696917 Long LON CORP US N 2 2028-07-27 Floating 10.67684000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WBL6 4000000.00000000 PA USD 400386.00000000 0.054581886644 Long ABS-O CORP US N 2 2033-07-08 Variable 5.36350000 N N N N N N BALBOA BAY LOAN FUNDING 2024-2 LTD 254900FG1DS8PNX30R63 05765BAE9 200000.00000000 PA USD 192600.50000000 0.026255909693 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 11.46763000 N N N N N N FREMF 2021-KF117 MORTGAGE TRUST N/A 30320YAE5 3293585.51000000 PA USD 3041047.54000000 0.414565224832 Long ABS-O USGSE US N 2 2031-07-25 Variable 10.06889000 N N N N N N UNITI GROUP LP N/A 91327CAA6 1420000.00000000 PA USD 1447265.09000000 0.197295757312 Long DBT CORP US N 2 2032-06-15 Fixed 8.62500000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 78204.00000000 PA USD 59242.11000000 0.008076071922 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N LIGHTHOUSE PARK CLO LTD N/A 53229QAA4 1140000.00000000 PA USD 1106949.46000000 0.150902853614 Long ABS-CBDO CORP KY N 2 2037-10-26 Floating 8.57086000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 27927WAQ5 930000.00000000 PA USD 913725.00000000 0.124561883718 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N Apld Computeco 2 LLC N/A 03772CAA1 710000.00000000 PA USD 705270.76000000 0.096144742014 Long DBT CORP US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Egypt (Arab Republic of) 529900GFIVH4086NMH82 000000000 700000.00000000 PA USD 662100.00000000 0.090259567386 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05290000 N N N N N N WIND RIVER 2021-4 CLO LTD N/A 97316VAL0 3000000.00000000 PA USD 2423985.30000000 0.330445347422 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 12.17924000 N N N N N N WAVE 2019-1 LLC N/A 94354KAB6 250265.60000000 PA USD 244842.72000000 0.033377734458 Long ABS-O CORP US N 2 2044-09-15 Fixed 4.58100000 N N N N N N Spirit Airlines, LLC N/A 000000000 127399.78000000 PA USD 126125.78000000 0.017193865487 Long LON CORP US N 2 2026-07-14 Floating 11.67812000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 000000000 2500000.00000000 PA USD 1962500.00000000 0.267534210837 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N Greystone CRE Notes 2025-HC4 LLC N/A 39809NAJ9 3500000.00000000 PA USD 3487858.85000000 0.475475956661 Long ABS-CBDO CORP US N 2 2042-10-15 Floating 7.61251000 N N N N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 199333AK1 600000.00000000 PA USD 600285.00000000 0.081832750956 Long DBT CORP US N 2 2033-02-01 Fixed 7.12500000 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 446438TA1 761335.41000000 PA USD 753774.28000000 0.102756895362 Long ABS-O CORP US N 2 2033-03-21 Floating 7.17294000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-JERI N/A 63875LAS2 2500000.00000000 PA USD 1695460.00000000 0.231130472920 Long ABS-O CORP US N 2 2039-01-18 Variable 11.28031000 N N N N N N TCI-Symphony CLO 2016-1 Ltd. 5493005WLG3H3B8NI222 87230XAD8 3500000.00000000 PA USD 3005730.70000000 0.409750721434 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 10.66341000 N N N N N N VOYA CLO 2020-3 LTD N/A 92918NBE6 1250000.00000000 PA USD 1233224.50000000 0.168117066697 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.36969000 N N N N N N Spirit Airlines Contingent N/A 000000000 3190690.16000000 PA USD 2233483.11000000 0.304475485988 Long DBT CORP US N 3 2026-07-14 None 0.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -26509.81000000 -0.00361390119 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3504353.68000000 USD 62417000.00000000 MXN 2026-04-16 -26509.81000000 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAH6 940000.00000000 PA USD 659138.25000000 0.089855812253 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N Hexion Holdings Corporation 549300LBB370MUHGLV84 00217XAE6 2689492.00000000 PA USD 2579115.25000000 0.351593153155 Long LON CORP US N 2 2029-03-15 Floating 7.67495000 N N N N N N Balboa Bay Loan Funding 2021-1 Ltd / Llc 549300MALKZHG9DP8554 05766CAG1 2620000.00000000 PA USD 2527909.62000000 0.344612639620 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 10.81763000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 170.00000000 NC USD -426084.07000000 -0.05808512887 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-06-18 19723741.17000000 USD -426084.07000000 N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 N/A 64830GCC8 5732900.94000000 PA USD 4916855.17000000 0.670281257431 Long ABS-O CORP US N 2 2057-12-25 Variable 5.58972300 N N N N N N POINT BROADBAND FUNDING LLC N/A 73052AAA9 2000000.00000000 PA USD 2041504.40000000 0.278304340675 Long ABS-O CORP US N 2 2055-07-15 Fixed 8.15600000 N N N N N N AKUMIN INC N/A 01021XAC4 6982000.00000000 PA USD 6423440.00000000 0.875663669432 Long DBT CORP US N 2 2031-08-31 Fixed 9.75000000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262AZ6 6670000.00000000 PA USD 2901450.00000000 0.395534846387 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 000000000 454176.18140000 PA USD 6812.64000000 0.000928720645 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 Y N Y N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 184.00000000 NC USD 73064.84000000 0.009960430221 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-06-30 19831998.12000000 USD 73064.84000000 N N N ARC Falcon I Inc N/A 000000000 1600000.00000000 PA USD 1471000.00000000 0.200531375358 Long DBT CORP CA N 2 2033-03-04 Floating 0.00000000 N N N N N N DCert Buyer Inc 549300EF826JEEUCHZ67 24022KAJ8 5000000.00000000 PA USD 3862500.00000000 0.526548223877 Long LON CORP US N 2 2029-02-19 Floating 10.66774000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBL3 600000.00000000 PA USD 522344.76000000 0.071207690777 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N American Money Management Corp N/A 00177MAE8 1890000.00000000 PA USD 1738263.05000000 0.236965520157 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 10.16763000 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAD0 762196.00000000 PA USD 722862.11000000 0.098542850518 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N ABC TECHNOLOGIES INC N/A 000000000 3980686.85000000 PA USD 3831625.66000000 0.522339336139 Long DBT CORP CA N 3 2031-09-08 Floating 0.00000000 N N N N N N GRAFTECH GLOBAL ENTERPRISES INC N/A 38431AAB2 1500000.00000000 PA USD 965544.45000000 0.131626075138 Long DBT CORP US N 2 2029-12-23 Fixed 9.87500000 N N N N N N Ghana (Republic of) 213800PP4399SNNXZ126 374422AM5 205397.50000000 PA USD 196349.91000000 0.026767041131 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 34.00000000 NC -94665.04000000 -0.01290503784 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-06-08 5028871.85000000 USD -94665.04000000 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967QJ3 1920000.00000000 PA USD 1922746.04000000 0.262114825198 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N NELNET STUDENT LOAN TRUST 2021-A N/A 639931AE4 1500000.00000000 PA USD 1477630.80000000 0.201435306999 Long ABS-O CORP US N 2 2054-08-20 Fixed 5.86000000 N N N N N N Park-Ohio Industries, Inc. 5493006LQUO5SLMNYM18 700677AS6 7690000.00000000 PA USD 7888440.45000000 1.075377167148 Long DBT CORP US N 2 2030-08-01 Fixed 8.50000000 N N N N N N MIRA TRUST 2023-MILE N/A 55318EAG5 13750000.00000000 PA USD 13827228.94000000 1.884971608933 Long ABS-O CORP US N 2 2038-06-11 Fixed 9.30000000 N N N N N N Kingpin Intermediate Holdings Llc 549300HRZOJTMNZCST05 49579RAB4 4000000.00000000 PA USD 3544300.00000000 0.483170192851 Long DBT CORP US N 2 2032-10-15 Fixed 7.25000000 N N N N N N Greywolf CLO VI LTD 5493006V5AX99BBCEZ73 39809HAA1 3000000.00000000 PA USD 3014961.60000000 0.411009106935 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 9.67963000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AW5 2420000.00000000 PA USD 2525519.26000000 0.344286778180 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N Black Diamond CLO Ltd 549300IEWA7GZ3ECTT90 09204WAM6 2270000.00000000 PA USD 2251131.08000000 0.306881313110 Long ABS-CBDO CORP KY N 2 2034-11-22 Floating 7.56920000 N N N N N N HIH TRUST 2024-61P N/A 40444VAL5 3611149.75000000 PA USD 3625200.37000000 0.494198787320 Long ABS-O CORP US N 2 2041-10-15 Floating 9.10951000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 3699.11000000 0.000504274381 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -1039321.57000000 USD 165280000.00000000 JPY 2026-04-16 3699.11000000 N N N Neptune BidCo US Inc. 549300VG15T3VCYZ4531 640695AC6 2280000.00000000 PA USD 2302601.64000000 0.313897942741 Long DBT CORP US N 2 2031-05-15 Fixed 10.37500000 N N N N N N Legg Mason Partners Institutional Trust 549300WB3XRN9YTWFB76 52470G494 1896534.57000000 NS USD 1896534.57000000 0.258541594655 Long STIV RF US N 1 N N N NYC COMMERCIAL MORTGAGE TRUST 2025-28L N/A 67123JAN9 3500000.00000000 PA USD 3509325.40000000 0.478402344693 Long ABS-O CORP US N 2 2038-11-05 Variable 9.32058000 N N N N N N MPT Operating Partnership LP / MPT Finance Corporation WUQXXXF7PXTUPGROE843 55342UAQ7 900000.00000000 PA USD 913141.80000000 0.124482380048 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAD5 3000000.00000000 PA USD 3046137.00000000 0.415259036126 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N Discovery Communications, LLC L2Z2MO2EQURH3BREWI15 25470DBY4 5000000.00000000 PA USD 3621325.00000000 0.493670484617 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A 476920AA1 7620000.00000000 PA USD 7211707.75000000 0.983122823789 Long DBT CORP US N 2 2031-09-20 Fixed 9.87500000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 6198500.00000000 PA USD 6699746.48000000 0.913330643229 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115QAF7 3000000.00000000 PA USD 3120471.00000000 0.425392482255 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N VCI Asset Holdings 1 LLC N/A 000000000 4060000.00000000 PA USD 4359445.30000000 0.594293379885 Long DBT CORP US N 2 2030-11-20 Fixed 10.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA5 5493000ISU5NYXNHD479 35564KJB6 5025000.00000000 PA USD 6135173.25000000 0.836366233778 Long ABS-O USGSE US N 2 2034-01-25 Floating 9.16190000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78573NAM4 2000000.00000000 PA USD 1700020.00000000 0.231752106551 Long DBT CORP US N 2 2030-07-15 Fixed 11.12500000 N N N N N N DAVIS PARK CLO LTD N/A 239088AJ6 2500000.00000000 PA USD 2288057.50000000 0.311915239548 Long ABS-CBDO CORP JE N 2 2038-07-20 Floating 9.66763000 N N N N N N ETHIOPIA, REPUBLIC OF N/A 000000000 560000.00000000 PA USD 573626.54000000 0.078198585321 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 Y N N N N N Uzbekistan (The Republic of) 213800L6VDKUM3TCM927 000000000 590000.00000000 PA USD 533959.95000000 0.072791110238 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N EASY STREET MORTGAGE LOAN TRUST 2025-RTL1 N/A 27786FAB5 2990000.00000000 PA USD 3022069.54000000 0.411978083811 Long ABS-O CORP US N 2 2040-05-25 Variable 8.29900000 N N N N N N DRYDEN 95 CLO LTD N/A 262485AC9 6870000.00000000 PA USD 1923812.28000000 0.262260178409 Long ABS-CBDO CORP KY N 2 2034-08-21 Variable 0.01000000 N N N N N N Pm General Purchaser Llc N/A 69356MAA4 11000000.00000000 PA USD 10431960.00000000 1.422117801828 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 378474.37752000 PA USD 199377.92000000 0.027179829037 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N SYMPHONY CLO XXI LTD/LLC 5493005CJY0RF4FJJP54 87167CAW9 2800000.00000000 PA USD 2562694.96000000 0.349354687256 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 10.53380000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -2313890.13000000 PA USD -2313890.13000000 -0.31543682542 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2026-07-06 3200000.00000000 USD 3207816.22000000 USD N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAE8 762196.00000000 PA USD 722892.20000000 0.098546952482 Long DBT CORP FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAE9 5000000.00000000 PA USD 5108930.00000000 0.696465506126 Long DBT CORP US N 2 N/A Fixed 7.87500000 N N N N N N Spirit Airlines, LLC N/A 000000000 513694.36000000 PA USD 508557.42000000 0.069328156955 Long LON CORP US N 2 2040-01-02 None 11.67812000 N N N N N N Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC 254900X2QXEN0FVXRF65 36173XAA0 1814466.87000000 PA USD 1813693.73000000 0.247248469175 Long ABS-O CORP KY N 2 2060-09-30 Fixed 5.92300000 N N N N N N AMC Entertainment Holdings Inc 549300ZO77UNR6NRBR11 00165CBA1 4780000.00000000 PA USD 3405519.60000000 0.464251209517 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 486609.91428000 PA USD 251558.61000000 0.034293265837 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N BLUEMOUNTAIN FUJI US CLO II LLC N/A 09629HAA2 5350000.00000000 PA USD 4354785.51000000 0.593658142565 Long ABS-CBDO CORP US N 2 2030-10-21 Floating 10.07924000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAQ8 3770000.00000000 PA USD 3929893.24000000 0.535735483637 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N N U.S. Renal Care Inc. 54930058SS5MF69JGN89 90355YAA5 1883000.00000000 PA USD 1572305.00000000 0.214341593564 Long DBT CORP US N 2 2028-06-28 Fixed 10.62500000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAM9 807808.21000000 PA USD 196903.25000000 0.026842474191 Long LON CORP US N 2 2026-06-29 Floating 13.67115000 N N N N N N Riserva Clo Ltd / Riserva Clo Llc 549300640C8OB2I8SN35 76761TAJ4 2500000.00000000 PA USD 1552038.00000000 0.211578731984 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 12.43924000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A 84863V101 168247.00000000 NS USD 42061.75000000 0.005733990875 Long EC CORP US N 1 N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 70334.00000000 PA USD 1673.25000000 0.000228102735 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N N Y N China Aoyuan Group Ltd HKD XXXX N N N Cogent Communications Group LLC 549300KFWFYF8Q1U0Y26 19240CAE3 2530000.00000000 PA USD 2504327.08000000 0.341397793134 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 000000000 23320000.00000000 PA 1300223.23000000 0.177250545605 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 8103.34000000 0.001104672953 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1065003.20000000 CAD 774228.35000000 USD 2026-04-16 8103.34000000 N N N BLUE RACER MIDSTREAM LLC N/A 095796AK4 1000000.00000000 PA USD 1039448.00000000 0.141700840961 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -169.00000000 NC USD 530474.10000000 0.072315908134 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-06-18 -20229536.60000000 USD 530474.10000000 N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAM0 10000000.00000000 PA USD 9175622.00000000 1.250849829662 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Vortex Opco LLC N/A 92905YAA6 4075500.00000000 PA USD 59767.21000000 0.008147655215 Long DBT CORP KY N 2 2030-04-30 Fixed 8.00000000 N N N N N N Huntington National Bank of Ohio 2WHM8VNJH63UN14OL754 44644NAR0 679047.04000000 PA USD 664172.92000000 0.090542154400 Long ABS-O CORP US N 2 2033-09-20 Floating 6.92294000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307AY3 5000000.00000000 PA USD 2757195.35000000 0.375869595967 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N El Salvador (Republic of) 529900AKDMUSFSDOM949 283875CE0 440000.00000000 PA USD 458233.60000000 0.062467854550 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N Valor N/A 000000000 785808.00000000 NS USD 785808.00000000 0.107123833452 Long EC CORP US N 3 N N N ATP Tower HoldingsLLC/Andean Telecom Partners Chile SpA 254900CIKL1FQZ45N873 00193BAA0 1900000.00000000 PA USD 1927964.92000000 0.262826279436 Long DBT CORP US N 2 2030-02-03 Fixed 7.87500000 N N N N N N Teva Pharmaceutical Finance Company LLC 5493006PITD7MU7WW480 88163VAD1 2000000.00000000 PA USD 2063068.00000000 0.281243958870 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N Orbia Advance Corp S A B De Cv 549300MVHZ20SBIOEQ79 000000000 1080000.00000000 PA USD 878526.00000000 0.119763444642 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N CAPITAL FOUR US CLO IV LTD N/A 14016AAA8 2660000.00000000 PA USD 2646513.80000000 0.360781136791 Long ABS-CBDO CORP KY N 2 2038-10-18 Variable 9.88816000 N N N N N N AMSR 2026-SFR1 TRUST N/A 66982GAF4 5100000.00000000 PA USD 4374970.74000000 0.596409857000 Long ABS-O CORP US N 2 2043-04-09 Fixed 3.77500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05618UAJ5 2150000.00000000 PA USD 2132447.83000000 0.290702036866 Long ABS-O CORP US N 2 2045-03-15 Variable 7.92251000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9739.40000000 -0.00132770583 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1501970.34000000 USD 1290000.00000000 EUR 2026-04-16 -9739.40000000 N N N Petco Health and Wellness Company Inc 2549007TYGV6RVSE9M61 71601VAA3 1930000.00000000 PA USD 1928676.64000000 0.262923303359 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 35563PGW3 9332186.09000000 PA USD 2730022.79000000 0.372165346594 Long ABS-O USGSE US N 2 2057-08-27 Variable 2.20535400 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -150.00000000 NC USD 243483.48000000 0.033192438559 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-06-30 -31360280.29000000 USD 243483.48000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 65440.03000000 0.008920991991 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3393109.00000000 EUR 3990480.52000000 USD 2026-04-16 65440.03000000 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AX3 1380000.00000000 PA USD 1406015.76000000 0.191672518102 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -140020.33000000 -0.01908801451 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 MGM Resorts International MGM 4.75 10/15/28 Y Default Event 2030-06-20 0.00000000 USD -127924.80000000 USD -1123000.00000000 USD -12095.53000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 58173.55000000 0.007930402441 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -5438023.82000000 USD 7967708.14000000 AUD 2026-04-16 58173.55000000 N N N WW International Inc SGT8R1MU6ESIC7UJC518 92941PAE3 8100710.22000000 PA USD 5978324.14000000 0.814984066713 Long LON CORP N/A N 2 2030-06-24 Floating 10.50623000 N N N N N N FREDDIE MAC MSCR TRUST MN7 529900NYZHC090WEXH18 35563QAC1 1960000.00000000 PA USD 2280126.41000000 0.310834048259 Long ABS-O USGSE US N 2 2043-09-25 Floating 12.51190000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAD4 7230000.00000000 PA USD 7386307.18000000 1.006924770652 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DX0 8610000.00000000 PA USD 9214172.31000000 1.256105129924 Long DBT CORP US N 2 2096-11-01 Fixed 7.50000000 N N N N N N Versant Media Group Inc. 254900D2Q5F5F229PU30 925283AA1 1070000.00000000 PA USD 1095916.47000000 0.149398801500 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N TEAM SERVICES HOLDING INC N/A 87821TAA8 1760000.00000000 PA USD 1727078.76000000 0.235440842349 Long DBT CORP US N 2 2033-02-15 Fixed 9.00000000 N N N N N N LifePoint Health, Inc 549300G8ZVHRTBBBSZ90 53219LAV1 3000000.00000000 PA USD 3176286.00000000 0.433001359696 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N OCEAN TRAILS CLO X 635400RMMLHBGDGXBC03 67516BAE1 3750000.00000000 PA USD 3455437.88000000 0.471056227426 Long ABS-CBDO CORP KY N 2 2034-10-16 Floating 11.50380000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAF1 420000.00000000 PA USD 430955.28000000 0.058749187638 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N Buenos Aires (City Of) 5299007MC8RF52X0ON96 000000000 1333400.00000000 PA USD 1345580.61000000 0.183433807192 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAB1 790000.00000000 PA USD 745364.13000000 0.101610397098 Long DBT CORP NL N 2 2033-01-15 Fixed 7.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2729.28000000 0.000372064087 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -458009.71000000 USD 73010000.00000000 JPY 2026-04-16 2729.28000000 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAF0 5890000.00000000 PA USD 4142331.57000000 0.564695749099 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Getty Images Inc. 5493005NV20IG4VEKZ40 374276AR4 1820000.00000000 PA USD 1633958.51000000 0.222746395166 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 59046.30000000 PA USD 54323.92000000 0.007405608696 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -58358.78000000 -0.00795565358 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2141582.18000000 USD 3020000.00000000 AUD 2026-04-16 -58358.78000000 N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAB7 5000000.00000000 PA USD 5202476.70000000 0.709218088323 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AF9 360063.79500000 PA USD 325833.52000000 0.044418656630 Long DBT CORP US N 2 2030-12-31 Fixed 11.50000000 N N N N N N Triton Water Holdings Inc 254900J0WS4AXV2LAX55 89678QAF3 1120000.00000000 PA USD 1123147.20000000 0.153110980793 Long LON CORP US N 2 2031-03-19 Floating 0.00000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAG9 420000.00000000 PA USD 430748.64000000 0.058721017819 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N Goldentree Loan Management US CLO 8 Ltd. 549300LOEERRNVSKVY31 38136QAJ8 7000000.00000000 PA USD 6247379.60000000 0.851662558516 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 11.97924000 N N N N N N Angola (Republic of) 549300QHR2R3J8JSGK83 000000000 620000.00000000 PA USD 540690.34000000 0.073708618302 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N FREDDIE MAC MSCR TRUST MN2 549300OXOJE8K5OHDX86 35563JAC7 2500000.00000000 PA USD 2520032.00000000 0.343538737531 Long ABS-O USGSE US N 2 2041-07-25 Floating 9.16190000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 786962.00000000 PA USD 5902.22000000 0.000804609309 Long DBT CORP KY N 2 N/A Variable 0.01000000 N N N N N N Sotera Health Holdings LLC 549300OVT7MBXFLOFU20 83600WAE9 2500000.00000000 PA USD 2585557.50000000 0.352471381063 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N Mozambique (Republic of) 213800759WLKYIKPER73 000000000 460000.00000000 PA USD 345876.28000000 0.047150949104 Long DBT NUSS MZ N 2 2031-09-15 Variable 9.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBF6 970000.00000000 PA USD 939086.10000000 0.128019189132 Long LON CORP US N 2 2033-03-11 Floating 0.00000000 N N N N N N CSMC MORTGAGE-BACKED TRUST N/A 12660WAS4 7860000.00000000 PA USD 573.78000000 0.000078219505 Long ABS-O CORP US N 2 2038-07-15 Floating 10.03748000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 2750000.00000000 PA USD 2540725.00000000 0.346359672779 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 1315228.27500000 PA USD 890067.85000000 0.121336866161 Long DBT CORP US N 2 2030-01-15 Fixed 12.75000000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 2315561.36000000 PA USD 2252855.96000000 0.307116454211 Long LON CORP US N 2 2027-10-01 Floating 7.79961000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2024-70P N/A 36269JAN8 17680000.00000000 PA USD 17722594.66000000 2.416000191773 Long ABS-O CORP US N 2 2041-03-12 Variable 9.33333300 N N N N N N Upbound Group Inc 529900QUHE15UQNCCJ63 76009NAL4 2000000.00000000 PA USD 1939936.80000000 0.264458324006 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 922966AD8 1180000.00000000 PA USD 1250566.36000000 0.170481163935 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 98262P200 4403.00000000 NS USD 60497.22000000 0.008247172489 Long EC CORP US N 1 N N N Cushman & Wakefield U S Borrower LLC 549300870CMN3WI5IF97 23166MAC7 1000000.00000000 PA USD 1059880.07000000 0.144486205406 Long DBT CORP US N 2 2031-09-01 Fixed 8.87500000 N N N N N N Eagle Funding Luxco S.a.r.l. 894500VDP08MVIZ6OA60 26951TAA8 1150000.00000000 PA USD 1157475.00000000 0.157790655128 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N WIND RIVER 2021-4 CLO LTD N/A 97316VAC0 2450000.00000000 PA USD 635383.25000000 0.086617455474 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 10.18924000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1251.06000000 -0.00017054845 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -429255.28000000 USD 370000.00000000 EUR 2026-04-16 -1251.06000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -17.00000000 NC USD 20789.30000000 0.002834063169 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-03-17 -4116301.80000000 USD 20789.30000000 N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 220731.66324000 PA USD 94908.03000000 0.012938163010 Long DBT NUSS UA N 2 2034-02-01 Variable 0.01000000 N N N N N N Sunnova Helios Ii Issuer Llc N/A 86745JAB3 3252830.33000000 PA USD 2910932.82000000 0.396827574420 Long ABS-O CORP US N 2 2048-07-20 Fixed 7.71000000 N N N N N N BENCHMARK 2021-B27 MORTGAGE TRUST N/A 08163HBA5 5000000.00000000 PA USD 2413219.50000000 0.328977719495 Long ABS-O CORP US N 2 2054-07-17 Fixed 2.25000000 N N N N N N Allen Media LLC / Allen Media Co-Issuer Inc 549300ERNJNM4RN5JP79 01771YAA8 7160000.00000000 PA USD 2935671.60000000 0.400200043202 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N 1261229 B.C. LTD N/A 68288AAA5 2920000.00000000 PA USD 2992091.88000000 0.407891434328 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N AGL CLO 17 LTD 254900ISUA07JPVCOS18 00120EAE4 1530000.00000000 PA USD 1391607.37000000 0.189708320778 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.31969000 N N N N N N RJET 2023-1 A N/A 000000000 4312500.00000000 PA USD 4506637.54000000 0.614359091869 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -241677.58000000 -0.03294625255 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2026-04-09 0.00000000 USD 0.00000000 USD 5431000.00000000 USD -241677.58000000 N N N BALBOA BAY LOAN FUNDING 2023-1 LTD 549300M8J7UGFY6KJG66 05765DAZ8 2250000.00000000 PA USD 2216191.05000000 0.302118177644 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.91763000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAF8 2500000.00000000 PA USD 2592025.50000000 0.353353119293 Long ABS-O CORP US N 2 2050-03-25 Floating 11.27638000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1, LLC 2549001VJ64UFK8PZA41 07337GAD5 1612396.87000000 PA USD 1610731.10000000 0.219579961126 Long ABS-O CORP US N 2 2048-07-27 Floating 5.91190000 N N N N N N Spirit Aviation Holdings Inc. N/A 84863V135 119540.00000000 NS USD 29885.00000000 0.004074017778 Long EC CORP US N 2 N N N Autokiniton US Holdings Inc 254900EHNKMJ1OSEZL85 05278HAC0 2800425.58000000 PA USD 2771721.22000000 0.377849808537 Long LON CORP US N 2 2028-04-06 Floating 7.78222000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 000000000 1000000.00000000 PA USD 883180.00000000 0.120397892650 Long DBT NUSS EC N 2 2035-07-31 Variable 6.90000000 N N N N N N Knight Health Holdings LLC 2549008OACTDEJGJC870 49902TAB8 956495.84000000 PA USD 680068.54000000 0.092709095625 Long LON CORP US N 2 2028-12-23 Floating 9.03222000 N N N N N N Jamaica (Government of) 529900Y93KNSXZI8KK56 470160CF7 82000000.00000000 PA 547155.10000000 0.074589914845 Long DBT NUSS JM N 2 2030-11-03 Fixed 9.62500000 N N N N N N Team Services Group LLC 254900SLCOEZGQJACP02 87821EAG8 2970000.00000000 PA USD 2970000.00000000 0.404879799331 Long LON CORP US N 3 2027-12-20 Floating 8.91684000 N N N N N N THE MICHAELS COMPANIES, INC. N/A 59408UAE7 2650000.00000000 PA USD 2577284.00000000 0.351343511360 Long LON CORP US N 2 2033-03-15 Floating 8.66804000 N N N N N N Discovery Global Holdings Inc. 549300DXR29GD4N0A520 55903VBW2 800000.00000000 PA USD 529044.58000000 0.072121031443 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N BALBOA BAY LOAN FUNDING 2024-2 LTD 254900FG1DS8PNX30R63 05765BAA7 1630000.00000000 PA USD 1591064.19000000 0.216898905713 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 9.41763000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 280.00000000 NC USD -957512.62000000 -0.13053115065 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-06-18 32842512.62000000 USD -957512.62000000 N N N VCI ASSET HOLDINGS 2 LLC N/A 000000000 4220000.00000000 PA USD 4346600.00000000 0.592542267937 Long DBT CORP US N 2 2031-02-06 Fixed 7.37500000 N N N N N N Citrix Systems Inc. HCTKJGUQOPZ5NBK7NP58 177376AE0 8164000.00000000 PA USD 7744293.50000000 1.055726598734 Long DBT CORP US N 2 2027-12-01 Fixed 4.50000000 N N N N N N Pinnacle Bidco PLC 2138006Z5V8OBL2A2Q06 000000000 2500000.00000000 PA 3435843.14000000 0.468385010456 Long DBT CORP GB N 2 2028-10-11 Fixed 10.00000000 N N N N N N STACR TRUST 2018-HRP1 549300D2VO9JVX6KU482 3137G0VB2 4673149.32000000 PA USD 5483288.36000000 0.747499222515 Long ABS-O USGSE US N 2 2043-05-25 Floating 15.52638000 N N N N N N SEB FUNDING LLC N/A 78433DAC8 2030000.00000000 PA USD 2067926.49000000 0.281906283603 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N CCO HOLDINGS LLC N/A 1248EPCV3 2910000.00000000 PA USD 2900518.26000000 0.395407828641 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 69120.97000000 0.009422789381 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2767447.00000000 EUR 3270415.57000000 USD 2026-04-16 69120.97000000 N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAD8 3000000.00000000 PA USD 2972533.14000000 0.405225124992 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AG7 223925.00500000 PA USD 171550.18000000 0.023386263452 Long DBT CORP US N 2 2030-12-31 Fixed 5.75000000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 000000000 599522.52000000 PA USD 8243.43000000 0.001123770466 Long DBT CORP VG N 2 2031-09-30 Fixed 9.80000000 Y N Y N N N Diversified Healthcare Trust N/A 25525PAE7 1170000.00000000 PA USD 1181516.31000000 0.161068042592 Long DBT CORP US N 2 2030-10-15 Fixed 7.25000000 N N N N N N Catawba Nation Gaming Authority N/A 14907EAD6 3000000.00000000 PA USD 3054390.00000000 0.416384111205 Long LON CORP US N 2 2032-03-29 Floating 8.41684000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AG3 9921000.00000000 PA USD 10874398.18000000 1.482432374735 Long DBT CORP US N 2 2029-04-30 Fixed 11.87500000 N N N N N N Asurion LLC / Asurion Co-Issuer Inc. 549300KNQVXGIOXWK278 045941AA9 4790000.00000000 PA USD 4973399.47000000 0.677989555356 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 115818.30000000 PA USD 96949.18000000 0.013216419038 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N El Salvador (Republic of) 529900AKDMUSFSDOM949 283875CG5 900000.00000000 PA USD 956880.00000000 0.130444909893 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65000000 N N N N N N FIVE POINT OPERATING COMPANY LP N/A 33834YAC2 2170000.00000000 PA USD 2166260.66000000 0.295311508861 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N SOLRR AIRCRAFT 2021-1 LTD N/A 83438LAC5 2742560.59000000 PA USD 2672469.79000000 0.364319539492 Long ABS-O CORP KY N 2 2046-10-15 Fixed 5.68200000 N N N N N N MPT Operating Partnership LP / MPT Finance Corporation 254900U6E39J1MQCCY14 55342UAJ3 3890000.00000000 PA USD 3029336.76000000 0.412968774240 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N CB Poly US Holdings Inc 549300WD5JEKCROPPM83 12511PAB7 4825000.00000000 PA USD 4350533.63000000 0.593078512827 Long LON CORP US N 2 2029-05-18 Floating 9.20074000 N N N N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X508 107413.00000000 NS USD 2273933.21000000 0.309989771635 Long EP CORP US N 1 N N N Nigeria (Federal Republic of) 549300GSBZD84TNEQ285 000000000 940000.00000000 PA USD 948796.70000000 0.129342968855 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAD3 4510000.00000000 PA USD 4845895.78000000 0.660607848816 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAJ2 1650000.00000000 PA USD 1632421.07000000 0.222536806479 Long ABS-O CORP US N 2 2038-05-17 Floating 6.68748000 N N N N N N Angola (Republic of) 549300QHR2R3J8JSGK83 035198AF7 3500000.00000000 PA USD 3403112.62000000 0.463923082386 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1866668.49000000 PA USD -1866668.49000000 -0.25447015611 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2032-09-23 2750000.00000000 USD 2540725.00000000 USD N N N Corecivic Inc 529900JFA3K6PTLT8B15 21871NAC5 3359000.00000000 PA USD 3508955.84000000 0.478351965104 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N Grupo Televisa S.A.B. 549300O4AF0C816ILN62 40049JBA4 1910000.00000000 PA USD 1187846.23000000 0.161930957319 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N Kenya (Republic of) 549300VVURQQYU45PR87 000000000 550000.00000000 PA USD 458190.66000000 0.062462000833 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU N/A 36256AAS1 5000000.00000000 PA USD 4982690.50000000 0.679256137969 Long ABS-O CORP US N 2 2032-11-15 Floating 8.41951000 N N N N N N Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 254900TBF2Z4GR7NSX02 505742AP1 7000000.00000000 PA USD 6788825.40000000 0.925474163517 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 7500000.00000000 PA USD 7832797.50000000 1.067791744108 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N AMMC CLO 23 LTD/LLC 549300ICO4ZE2FVC2Y46 00177JCE3 1500000.00000000 PA USD 1496360.55000000 0.203988605794 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 8.56763000 N N N N N N Greystone Select Holdings LLC N/A 39808KAB3 3294753.07000000 PA USD 3249450.22000000 0.442975337713 Long LON CORP US N 2 2028-06-16 Floating 8.93081000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJU9 1320000.00000000 PA USD 1341674.27000000 0.182901282560 Long ABS-O CORP US N 2 2029-12-20 Fixed 7.37000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA1 5493000IT1PBTE7DAT80 35564KBE8 6000000.00000000 PA USD 6712638.00000000 0.915088056034 Long ABS-O USGSE US N 2 2051-01-25 Floating 8.41190000 N N N N N N WELLESLEY PARK CLO LTD 254900LVLIQL8YP6PL27 94949BAA0 1130000.00000000 PA USD 1103901.41000000 0.150487333791 Long ABS-CBDO CORP KY N 2 2039-01-24 Floating 8.50747000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 836205BH6 1340000.00000000 PA USD 1244860.00000000 0.169703254880 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5691.52000000 0.000775886018 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -957068.17000000 USD 6622705.00000000 CNY 2026-04-16 5691.52000000 N N N MIDOCEAN CREDIT CLO XVIII LTD N/A 59803MAA4 2680000.00000000 PA USD 2662437.42000000 0.362951895064 Long ABS-CBDO CORP KY N 2 2035-10-18 Variable 9.06969000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBD1 5810000.00000000 PA USD 5659596.53000000 0.771534110222 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N EyeCare Partners LLC 254900ZAACWK09RJ8W93 30233PAT7 1101112.80000000 PA USD 462467.38000000 0.063045016838 Long LON CORP US N 2 2028-11-30 Floating 8.34020000 N N N N N N SOUND POINT CLO XXVI LTD N/A 83615BAJ7 4200000.00000000 PA USD 3760235.64000000 0.512607222680 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 10.78924000 N N N N N N COMMUNITY HEALTH SYSTEMS INC 549300BQWM4WENQ3YW73 12543DBN9 2424000.00000000 PA USD 2603645.06000000 0.354937134485 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 922966AF3 2450000.00000000 PA USD 2551875.90000000 0.347879798757 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N ELMWOOD CLO II LLC N/A 29001RAC2 4600000.00000000 PA USD 1544591.22000000 0.210563563367 Long ABS-CBDO CORP US N 2 2034-04-20 Variable 0.01000000 N N N N N N SPIRIT AVIA HOL RESTRICT N/A 000000000 977.00000000 NS USD 244.25000000 0.000033296932 Long EC CORP US N 2 N N N Angola (Republic of) 549300QHR2R3J8JSGK83 035198AD2 1600000.00000000 PA USD 1584299.58000000 0.215976732670 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N LD Holdings Group LLC N/A 521088AC8 4100000.00000000 PA USD 3443105.38000000 0.469375021996 Long DBT CORP US N 2 2028-04-01 Fixed 6.12500000 N N N N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAF8 2000000.00000000 PA USD 1993662.34000000 0.271782359647 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N Arini US CLO III Ltd. / Arini US CLO III LLC 254900RLGVSRR5ZHHW52 03990MAA5 1440000.00000000 PA USD 1433810.88000000 0.195461636826 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 9.17000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 155444.83452000 PA USD 72569.30000000 0.009892876640 Long DBT NUSS UA N 2 2036-02-01 Variable 0.01000000 N N N N N N 720 EAST CLO VII LTD N/A 81789NAA4 2600000.00000000 PA USD 2529085.52000000 0.344772942029 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.41763000 N N N N N N Cim Trust N/A 12566PCU7 169865082.04000000 PA USD 1503441.87000000 0.204953953748 Long ABS-O CORP US N 2 2051-07-01 Variable 0.19000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBQ2 1550000.00000000 PA USD 1610633.09000000 0.219566600092 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -16228.57000000 -0.00221233002 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -13578845.00000000 BRL 2569658.23000000 USD 2026-06-02 -16228.57000000 N N N StoneX Group Inc 549300JUF07L8VF02M60 861896AA6 3000000.00000000 PA USD 3117786.00000000 0.425026454558 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A 17324DAA2 15318.78000000 PA USD 15020.87000000 0.002047692535 Long ABS-O CORP US N 2 2048-09-17 Fixed 3.22500000 N N N N N N BLUEMOUNTAIN CLO XXIX LTD N/A 09630LAE2 7000000.00000000 PA USD 6269186.00000000 0.854635275976 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 10.78963000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 186533.79960000 PA USD 87066.98000000 0.011869246259 Long DBT NUSS UA N 2 2035-02-01 Variable 0.01000000 N N N N N N Ueno Bank SA 98450099V56Z7DB78D05 903934AB3 1500000.00000000 PA USD 1486695.00000000 0.202670967429 Long DBT CORP PY N 2 2031-03-06 Fixed 6.70000000 N N N N N N BANK 2021-BNK35 N/A 06540CCJ4 21846154.00000000 PA USD 8291159.41000000 1.130277090284 Long ABS-O CORP US N 2 2064-06-17 Variable 1.66217400 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 2500000.00000000 PA USD 2579937.50000000 0.351705244877 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N Saavi Energia S.a.r.l. 254900A2V0IO8K56UH35 78518PAA3 1800000.00000000 PA USD 1891170.00000000 0.257810279495 Long DBT CORP LU N 2 2035-02-10 Fixed 8.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 973.00000000 NC USD -1903482.08000000 -0.25948870120 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-06-18 109952096.32000000 USD -1903482.08000000 N N N BRES COMMERCIAL MORTGAGE TRUST 2025-ATCAP N/A 05619GAL0 2000000.00000000 PA USD 1997159.00000000 0.272259035404 Long ABS-O CORP US N 2 2042-11-17 Floating 8.86102000 N N N N N N Elevation Clo 2021-14 Ltd/ Elevation Clo 2021-14 Llc 549300JPI8D017HI2768 28623TAJ3 4400000.00000000 PA USD 3848795.72000000 0.524680013057 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 10.11763000 N N N N N N PBF Holding Company LLC and PBF Finance Corp. 549300TILVIIV9FLL461 69318FAJ7 2000000.00000000 PA USD 1992124.80000000 0.271572757328 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N BENCHMARK 2021-B27 MORTGAGE TRUST N/A 08163HAY4 5000000.00000000 PA USD 2969992.00000000 0.404878708745 Long ABS-O CORP US N 2 2054-07-17 Fixed 2.25000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAD9 1805134.07000000 PA USD 5270.99000000 0.000718558038 Long LON CORP US N 2 2027-03-30 Floating 10.78214000 N N N N N N CARVAL CLO XI-C LTD /LLC 254900BDRF474L9PWM54 14688TAA4 2070000.00000000 PA USD 2006810.56000000 0.273574766608 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 10.01763000 N N N N N N Carbon Revolution Ltd 894500NF581BXOY0Z956 14115DAA2 3350252.00000000 PA USD 3320937.30000000 0.452720682698 Long DBT CORP AU N 2 2027-05-15 Fixed 8.50000000 N N N N N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 55955CAG7 2750000.00000000 PA USD 2619029.60000000 0.357034403666 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 8.36802000 N N N N N N Arbor Realty Senior Incorporated 549300TW7RTL2CI3CN08 03881NAL1 2970000.00000000 PA USD 2920038.13000000 0.398068839095 Long DBT CORP US N 2 2028-12-15 Fixed 8.50000000 N N N N N N VistaJet Malta Finance PLC /XO Management Holding Inc. 5299001UK94VGT0CPQ36 92840JAD1 6500000.00000000 PA USD 6421814.10000000 0.875442021599 Long DBT CORP MT N 2 2027-05-01 Fixed 7.87500000 N N N N N N Bahamas (Commonwealth of) 549300W13SXC7EKNJC20 056732AP5 3000000.00000000 PA USD 3210240.00000000 0.437630076432 Long DBT NUSS BS N 2 2036-06-24 Fixed 8.25000000 N N N N N N Babcock & Wilcox Enterprises Inc. 5493006H661OZN2C0T54 05614LAB6 5000000.00000000 PA USD 5025000.00000000 0.685023902908 Long DBT CORP US N 2 2030-06-30 Fixed 8.75000000 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAJ2 2700000.00000000 PA USD 2556697.50000000 0.348537094528 Long ABS-O CORP US N 2 2036-12-15 Floating 7.02000000 N N N N N N TKC HOLDINGS INC N/A 87256YAE3 2900000.00000000 PA USD 2926230.50000000 0.398913002571 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Planview Parent Inc 549300SEALM1D9FKMA32 72751PAJ3 4080031.27000000 PA USD 3072793.95000000 0.418892995913 Long LON CORP US N 2 2027-12-17 Floating 7.19961000 N N N N N N Titan International, Inc. 254900CXRGBE7C4B5A06 88830MAM4 5230000.00000000 PA USD 5222684.28000000 0.711972849581 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -14269.86000000 -0.00194531247 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -13212704.63000000 CNY 1906495.05000000 USD 2026-04-16 -14269.86000000 N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI N/A 63875JAN8 1240552.00000000 PA USD 1243204.55000000 0.169477578697 Long ABS-O CORP US N 2 2035-03-15 Floating 8.86551000 N N N N N N Full House Resorts Inc. 5493009DKIWW0H901Y82 359678AC3 7059000.00000000 PA USD 6441337.50000000 0.878103513274 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 000000000 59069.03616000 PA USD 34740.25000000 0.004735900824 Long DBT NUSS UA N 2 2030-02-01 Variable 0.01000000 N N N N N N Six Flags Entertainment Corp/ Canadas Wonderland Company/ Millennium Operations LLC 529900AS2CYWYFHRS781 83003AAA8 830000.00000000 PA USD 831907.62000000 0.113408279544 Long DBT CORP US N 2 2032-01-15 Fixed 8.62500000 N N N N N N Gee Automotive Holdings LLC N/A 36846VAA1 1870000.00000000 PA USD 1877034.94000000 0.255883343382 Long DBT CORP US N 2 2031-03-01 Fixed 7.25000000 N N N N N N DS Parent Inc 254900EH8GRZUGRWRH57 23344YAG7 4465909.08000000 PA USD 3970930.05000000 0.541329751448 Long LON CORP US N 2 2031-01-31 Floating 9.19961000 N N N N N N SMB Private Education Loan Trust 2015-C 549300GD7VLLBVPDNJ81 78448R106 7570.00000000 PA USD 2134262.20000000 0.290949377527 Long ABS-O CORP US N 2 2046-09-17 Fixed 0.01000000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAD7 2000000.00000000 PA USD 2029816.00000000 0.276710940996 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 108596.40000000 PA USD 96215.17000000 0.013116356472 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LTD 549300MGHLPT1EFHGF84 000000000 10500.00000000 NS 429.79000000 0.000058590332 Long EC CORP KY N 2 N N N Ghana (Republic of) 213800PP4399SNNXZ126 374422AL7 7760.00000000 PA USD 7628.70000000 0.001039968526 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBJ5 1900000.00000000 PA USD 1727299.50000000 0.235470934324 Long DBT CORP US N 2 2029-05-01 Fixed 9.12500000 N N N N N N DISH Network Corporation 529900U350CWHH15G169 25470MAG4 1000000.00000000 PA USD 1030790.00000000 0.140520555000 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N National Collegiate Commutatio N/A 63546VAA8 27730207.78000000 PA USD 2062961.08000000 0.281229383198 Long ABS-O CORP US N 2 2038-03-29 Floating 5.81926000 N N N N N N RR LTD 2021-18 54930003V8ISBLDELD80 749737AJ1 2370000.00000000 PA USD 2301540.42000000 0.313753273872 Long ABS-CBDO CORP KY N 2 2040-07-16 Variable 8.57219000 N N N N N N Country Garden Holdings Co Ltd. 549300MGHLPT1EFHGF84 000000000 1268733.47500000 PA USD 177622.69000000 0.024214087233 Long DBT CORP KY N 2 2032-12-31 Fixed 5.00000000 N N Y N N N MAGNETITE LTD 2022-32 549300QUG3I8PF6T6C52 55953XAE8 2420000.00000000 PA USD 2347933.61000000 0.320077740356 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 8.27219000 N N N N N N Apidos Loan Fund 2024-1 Ltd/Apidos Loan Fund 2024-1 LLC 549300092LX0NPUDVC76 037985AG3 1750000.00000000 PA USD 1712758.78000000 0.233488697356 Long ABS-CBDO CORP JE N 2 2038-10-25 Floating 8.41802000 N N N N N N VOYA CLO 2018-2 LTD N/A 92917TAA3 6750000.00000000 PA USD 6112504.35000000 0.833275937588 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 9.18380000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 430000.00000000 PA USD 409704.00000000 0.055852145894 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453HAD8 3590000.00000000 PA USD 3607214.05000000 0.491746835255 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAK9 3843000.00000000 PA USD 3796649.96000000 0.517571338025 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N REDWOOD FUNDING TRUST 2025-3 N/A 75806GAA0 3827337.27000000 PA USD 3863700.80000000 0.526711920733 Long ABS-O CORP US N 2 2056-12-28 Variable 6.23100000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AU9 2000000.00000000 PA USD 2076188.00000000 0.283032518792 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA2 5493000ISZLYXFDXNW47 35564KDY2 4500000.00000000 PA USD 5607781.20000000 0.764470480454 Long ABS-O USGSE US N 2 2033-08-25 Floating 9.66190000 N N N N N N SYMP SERIES 2021-28A CLASS A 54930054F3QGDZOYIH14 87168DAC0 10325000.00000000 PA USD 2633604.98000000 0.359021365595 Long ABS-CBDO CORP KY N 2 2050-10-23 Variable 0.01000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAN7 2308523.66000000 PA USD 8795.48000000 0.001199027669 Long LON CORP US N 2 2026-06-29 Floating 10.67115000 N N N N N N New Residential Mortgage Loan Trust 2017-2 N/A 64829KBN9 2819937.44000000 PA USD 2543546.91000000 0.346744364481 Long ABS-O CORP US N 2 2057-03-25 Variable 5.16530900 N N N N N N BAYFRT 7A C N/A 000000000 3000000.00000000 PA USD 2990817.00000000 0.407717638651 Long DBT CORP US N 2 2048-04-11 Floating 0.00010000 N N N N N N FORTRESS CREDIT BSL XIII LTD N/A 34963GAE8 3000000.00000000 PA USD 2672726.40000000 0.364354521380 Long ABS-CBDO CORP KY N 2 2034-10-16 Variable 11.06380000 N N N N N N CARRIAGE PURCHASER INC N/A 14445LAA5 8250000.00000000 PA USD 7885437.45000000 1.074967788685 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAG0 8455000.00000000 PA USD 8040984.02000000 1.096172389374 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N WULF Compute LLC N/A 982911AA7 1710000.00000000 PA USD 1808008.65000000 0.246473461077 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AA4 3183257.00000000 PA USD 3218298.29000000 0.438728608027 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N N N N N Ivory Coast (Republic Of) 254900ICW11T82O6H590 221625AT3 2040000.00000000 PA USD 2078433.36000000 0.283338613373 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N Ghana (Republic of) 213800PP4399SNNXZ126 374422AP8 337560.00000000 PA USD 288757.93000000 0.039364394866 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Uruguay (Republic Of) 549300RDR012H2V82H43 917288BP6 4020055.20000000 PA 105878.28000000 0.014433662208 Long DBT NUSS UY N 2 2045-05-16 Fixed 3.40000000 N N N N N N Sri Lanka (Democratic Socialist Republic of) 254900IG6Y30I2QE2R92 000000000 54275.40000000 PA USD 48522.60000000 0.006614754394 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N SOHO TRUST 2021-SOHO N/A 83410JAJ7 4050000.00000000 PA USD 2967024.74000000 0.404474202472 Long ABS-O CORP US N 2 2038-08-12 Variable 2.69658900 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229BG0 2500000.00000000 PA USD 2581875.00000000 0.351969371009 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N CoreWeave Inc. 984500511DP2B6186053 21873SAB4 6380000.00000000 PA USD 6205279.87000000 0.845923390087 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 020956AA6 1200000.00000000 PA USD 1091985.48000000 0.148862916503 Long DBT CORP FR N 2 2033-01-15 Fixed 10.00000000 N N N N N N Symphony CLO Ltd 54930054F3QGDZOYIH14 87168DAG1 249757.20000000 PA USD 37.46000000 0.000005106665 Long ABS-CBDO CORP KY N 3 2050-10-23 Variable 0.01000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -58390.38000000 -0.00795996139 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -97912567.88000000 MXN 5397248.69000000 USD 2026-04-16 -58390.38000000 N N N RENEW 2024-1 N/A 75973VAC0 615640.15000000 PA USD 619500.46000000 0.084452263276 Long ABS-O CORP US N 2 2059-11-20 Fixed 9.00100000 N N N N N N BANK 2021-BNK35 N/A 06540CAQ0 9451000.00000000 PA USD 3815987.74000000 0.520207525394 Long ABS-O CORP US N 2 2064-06-17 Variable 1.66217400 N N N N N N Blackstone Mortgage Trust, Inc 549300OLDJ20R2Y2UW20 09257WAE0 2000000.00000000 PA USD 1990000.00000000 0.271283097868 Long DBT CORP US N 2 2027-03-15 Fixed 5.50000000 N N N N Y Blackstone Mortgage Trust Inc USD XXXX N N N Connect Finco SARL/Connect US Finco LLC 2594001KNYIQ456J2792 20752TAB0 2000000.00000000 PA USD 2103580.00000000 0.286766682921 Long DBT CORP LU N 2 2029-09-15 Fixed 9.00000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-28L N/A 67123JAL3 1500000.00000000 PA USD 1515121.80000000 0.206546198769 Long ABS-O CORP US N 2 2038-11-05 Variable 8.12980000 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR1 549300MHCI0CUXMJQS62 35564PAC2 3460000.00000000 PA USD 4087730.15000000 0.557252310724 Long ABS-O USGSE US N 2 2048-01-27 Floating 12.12638000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906BA9 970000.00000000 PA USD 1000419.36000000 0.136380333240 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N LUXCO3 DUMMY EQUITY N/A 000000000 61743.00000000 NS 1050859.15000000 0.143256445042 Long EC CORP US N 2 N N N Boots Group Finco LP/ The Boots Group Luxco S.a.r.l. 254900YVLYOVF1PF1N93 000000000 640000.00000000 PA 845568.23000000 0.115270537132 Long DBT CORP US N 2 2032-08-31 Fixed 7.37500000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBJ8 13930000.00000000 PA USD 13409962.45000000 1.828088520469 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKK9 840000.00000000 PA USD 853411.19000000 0.116339714260 Long ABS-O CORP US N 2 2028-10-20 Fixed 7.43000000 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAQ0 15903970.36000000 PA USD 3197890.84000000 0.435946599859 Long ABS-O CORP US N 2 2038-08-16 Floating 9.28748000 N N N N N N GREYWOLF CLO V LLC N/A 39808TAE8 6250000.00000000 PA USD 6277925.63000000 0.855826689996 Long ABS-CBDO CORP US N 2 2031-01-27 Floating 9.77963000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -896.93000000 -0.00012227233 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -740000.00000000 AUD 509561.78000000 USD 2026-04-16 -896.93000000 N N N OCP CLO 2023-26 Ltd / OCP CLO 2023-26 LLC 254900Y4WANLHOK54N29 67351PAG3 1780000.00000000 PA USD 1721804.32000000 0.234721813996 Long ABS-CBDO CORP JE N 2 2037-04-17 Floating 8.11763000 N N N N N N Pampa Energia SA 254900QNIK0CVURGML24 697660AE8 1210000.00000000 PA USD 1262816.50000000 0.172151141788 Long DBT CORP AR N 2 2031-09-10 Fixed 7.95000000 N N N N N N 2026-05-27 Western Asset Diversified Income Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX