NPORT-P false 0001756908 XXXXXXXX PIMCO Dynamic Income Strategy Fund 811-23390 0001756908 549300BX5QVFQJENPV35 1633 Broadway New York 10019 844-337-4626 PIMCO Dynamic Income Strategy Fund 549300BX5QVFQJENPV35 2026-06-30 2026-06-30 N 1513276431.39 479079210.27 1034197221.12 0.00000000 10136375.51000000 290091156.40000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 21951769.94000000 0.00000000 0.00000000 0.00000000 EUR USD N Fund Securities Portfolio 0 A&K TRAVEL GROUP HOLD 254900QJTRYLWP442517 00039UAA6 4967000.00000000 PA USD 5017292.37000000 0.485138836919 Long DBT CORP JE N 2 2033-05-15 Fixed 7.50000000 N N N N N N Ace Securities Corp. N/A 000797AC4 1988003.07000000 PA USD 592692.10000000 0.057309388180 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.06000000 N N N N N N APS RESECURITIZATION TRUST 549300FP1DPPUKF3RF96 00191PAB9 6455467.42000000 PA USD 1679298.18000000 0.162376976625 Long ABS-MBS CORP US N 2 2054-08-28 Variable 1.22000000 N N N N N N Aames Mortgage Investment Trust N/A 00252FAL5 3481094.10000000 PA USD 2836480.06000000 0.274268776020 Long ABS-O CORP US N 2 2035-01-25 Floating 6.46000000 N N N N N N ABSLT DE 2024 LLC CLN 2024 1 254900G6X0WGQXKN4946 00401BAB6 2900000.00000000 PA USD 2897996.80000000 0.280217036056 Long ABS-O CORP US N 3 2033-05-20 Variable 12.10000000 N N N N N N Ace Securities Corp. N/A 00442EAH8 16985752.96000000 PA USD 4338611.43000000 0.419514899227 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.16000000 N N N N N N Ace Securities Corp. N/A 00442JAE4 1479193.73000000 PA USD 599145.94000000 0.057933431628 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.52000000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 3191898.73000000 PA USD 2895323.46000000 0.279958541840 Long LON CORP US N 2 2030-11-06 Floating 6.64000000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 2100000.00000000 PA USD 1889372.73000000 0.182689789859 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAL0 2900000.00000000 PA USD 3007691.50000000 0.290823784726 Long DBT CORP US N 2 2033-08-01 Fixed 7.38000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02151CAR7 957648.05000000 PA USD 543551.55000000 0.052557823488 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Angel Oak Mortgage Trust 254900DRGJVOF9SOT744 03466DAA0 769134.27000000 PA USD 764341.10000000 0.073906706031 Long ABS-MBS CORP US N 2 2067-11-25 Variable 4.80000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAH4 3200000.00000000 PA USD 3189861.76000000 0.308438438516 Long DBT CORP US N 2 2029-10-23 Fixed 6.35000000 N N N N N N Apro LLC 549300HALLMPVGYAKP14 03834XAP8 4910031.40000000 PA USD 4924344.14000000 0.476151360633 Long LON CORP US N 2 2031-07-09 Floating 7.37000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4S7 5000000.00000000 PA USD 4923318.35000000 0.476052173556 Long DBT CORP US N 2 2035-08-22 Fixed 5.54000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 3200000.00000000 PA USD 3206924.80000000 0.310088321116 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N N BX Trust N/A 05610FAF4 2100000.00000000 PA USD 2094436.89000000 0.202518131670 Long ABS-MBS CORP US N 2 2039-01-17 Floating 6.67000000 N N N N N N BKV UPSTREAM MIDSTREAM L 254900LG75NBYHBBAU18 05619CAA3 3000000.00000000 PA USD 3013311.00000000 0.291367153040 Long DBT CORP US N 2 2030-10-15 Fixed 7.50000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 05974EAA8 4853486.17000000 PA USD 4932355.32000000 0.476925988512 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 20363350.00000000 PA USD 20363350.00000000 1.969000649406 Long RA CORP US N 2 Repurchase N 3.60000000 2026-07-06 20440000.00000000 USD 19944968.75000000 USD UST N N N BDS Ltd N/A 072921AA7 500000.00000000 PA USD 500390.00000000 0.048384388372 Long ABS-CBDO CORP US N 2 2042-10-17 Floating 4.92000000 N N N N N N BEACON POINT DC LLC 2549003M920HKF2V5011 07367AAA7 500000.00000000 PA USD 504495.44000000 0.048781357143 Long DBT CORP US N 2 2042-11-30 Fixed 6.13000000 N N N N N N Bear Stearns Alt-A Trust N/A 073871BB0 1088267.23000000 PA USD 706424.95000000 0.068306599125 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.99000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 0738792W7 16930870.56000000 PA USD 16401669.11000000 1.585932429042 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.53000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07388JAT2 3264217.49000000 PA USD 3198498.67000000 0.309273570328 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.27000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389UAT6 22798143.93000000 PA USD 22337215.62000000 2.159860340352 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.17000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 13790000.00000000 PA USD 14074742.13000000 1.360934050350 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAB0 195724.81000000 PA USD 195272.72000000 0.018881574617 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.08000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162CAB6 395619.04000000 PA USD 394978.30000000 0.038191777345 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AC4 2400000.00000000 PA USD 2345684.50000000 0.226812106249 Long DBT CORP XX N 2 2032-01-15 Fixed 8.75000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAE9 3800000.00000000 PA USD 3703138.00000000 0.358068840679 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAH5 56685750.00000000 PA USD 55957077.36000000 5.410677597779 Long ABS-O CORP US N 2 2037-10-25 Floating 5.51000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAG7 3115000.00000000 PA USD 3081026.88000000 0.297914828727 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.46000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAN2 2500000.00000000 PA USD 2353906.25000000 0.227607094848 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.70000000 N N N N N N CHARLOTTE BUYER INC N/A 12568YAJ3 300000.00000000 PA USD 300114.00000000 0.029019029820 Long LON CORP US N 2 2031-06-30 Floating 8.15000000 N N N N N N CSAB Mortgage Backed Trust N/A 12627HAK6 2673814.74000000 PA USD 742948.30000000 0.071838164406 Long ABS-O CORP US N 2 2036-09-25 Variable 6.22000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12652FAN2 5200000.00000000 PA USD 382200.00000000 0.036956200635 Long ABS-MBS CORP US N 2 2032-11-10 Variable 3.90000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12656TAB4 2245936.32000000 PA USD 1894844.59000000 0.183218882366 Long ABS-MBS CORP US N 2 2060-01-25 Variable 1.11000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAB6 2900000.00000000 PA USD 3032956.30000000 0.293266723025 Long DBT CORP US N 2 2033-12-15 Fixed 7.50000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670CK2 456691.85000000 PA USD 438987.60000000 0.042447184254 Long ABS-O CORP US N 2 2036-02-25 Variable 5.99000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670MK1 7200000.00000000 PA USD 6095919.60000000 0.589434923582 Long ABS-O CORP US N 2 2036-04-25 Floating 3.11000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BEK5 1375160.50000000 PA USD 1055295.69000000 0.102040081760 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.86000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 3000000.00000000 PA USD 3055601.91000000 0.295456403053 Long DBT CORP BM N 2 2031-06-15 Fixed 5.88000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CA8 3000000.00000000 PA USD 3033052.17000000 0.293275993017 Long DBT CORP BM N 2 2032-08-01 Fixed 5.75000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 3600000.00000000 PA USD 3975266.59000000 0.384381867289 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 4000000.00000000 PA USD 3496402.44000000 0.338078885593 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Centex Home Equity N/A 152314LQ1 360294.63000000 PA USD 353279.87000000 0.034159816211 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.69000000 N N N N N N Centex Home Equity N/A 15231AAH9 17000000.00000000 PA USD 15317610.30000000 1.481111144682 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.32000000 N N N N N N CHAMPION IRON CANADA INC N/A 15853BAA9 3000000.00000000 PA USD 3108963.00000000 0.300616065921 Long DBT CORP CA N 2 2032-07-15 Fixed 7.88000000 N N N N N N CHARLES RIVER RE LTD N/A 159873AA6 1900000.00000000 PA USD 1923275.00000000 0.185967914119 Long DBT CORP BM N 2 2031-05-10 Floating 11.15000000 N N N N N N CHARLOTTE BUYER INC N/A 160924AA4 100000.00000000 PA USD 101293.69000000 0.009794426820 Long DBT CORP US N 2 2031-06-30 Fixed 8.00000000 N N N N N N ChaseFlex Trust 5493006ND0ASVXWQFQ18 16165YAR3 958375.25000000 PA USD 810356.59000000 0.078356098184 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.07000000 N N N N N N ChaseFlex Trust 5493006ND0ASVXWQFQ18 16165YAS1 2191225.71000000 PA USD 1869871.07000000 0.180804108908 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.07000000 N N N N N N ChaseFlex Trust 5493006ND0ASVXWQFQ18 16165YAU6 1398449.19000000 PA USD 1190995.69000000 0.115161370160 Long ABS-MBS CORP US N 2 2037-08-25 Variable 4.20000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AJ7 3000000.00000000 PA USD 3040713.00000000 0.294016744379 Long DBT CORP US N 2 2033-01-15 Fixed 8.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GJN9 1894037.24000000 PA USD 1558801.74000000 0.150725771464 Long ABS-O CORP US N 2 2034-10-25 Floating 5.38000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17310VAB6 2421940.09000000 PA USD 1693144.41000000 0.163715815071 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.96000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17326QAA1 1481911.60000000 PA USD 1466856.27000000 0.141835255408 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17326QAC7 16643050.00000000 PA USD 14966179.50000000 1.447130121254 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAD5 2000000.00000000 PA USD 2193868.00000000 0.212132459379 Long DBT CORP US N 2 2033-06-15 Fixed 9.63000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 5100000.00000000 PA USD 5034812.31000000 0.486832898714 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N College Ave Student Loans N/A 19424R108 5009.00000000 PA USD 2794045.25000000 0.270165611833 Long ABS-O CORP US N 3 2054-06-25 None 0.00000000 N N N N N N College Ave Student Loans N/A 19424RAD0 626000.00000000 PA USD 641747.28000000 0.062052698159 Long ABS-O CORP US N 2 2054-06-25 Fixed 6.61000000 N N N N N N College Ave Student Loans N/A 19424RAE8 902000.00000000 PA USD 942685.61000000 0.091151435214 Long ABS-O CORP US N 2 2054-06-25 Fixed 8.66000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 199333AK1 3000000.00000000 PA USD 3008787.00000000 0.290929712298 Long DBT CORP US N 2 2033-02-01 Fixed 7.13000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 1300000.00000000 PA USD 1286303.66000000 0.124377017625 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N Cotiviti Corporation 254900YAQHVRTG4IFI64 22164MAB3 5526163.52000000 PA USD 5068541.92000000 0.490094327899 Long LON CORP US N 2 2031-05-01 Floating 6.37000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAE1 4830786.03000000 PA USD 4824747.55000000 0.466521032107 Long LON CORP US N 2 2032-01-05 Floating 8.11000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAF8 1069213.97000000 PA USD 1069213.97000000 0.103385886962 Long LON CORP US N 2 2032-01-05 Fixed 1.00000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAG7 5250000.00000000 PA USD 5228318.55000000 0.505543666452 Long DBT CORP US N 2 2034-06-01 Fixed 6.88000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 251093S84 494500.00000000 PA USD 404671.16000000 0.039129012507 Long DBT MUN US N 2 2044-04-01 Floating 4.00000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 25472YAB7 5884615.38000000 PA USD 5893560.00000000 0.569868094754 Long LON CORP US N 2 2033-06-03 Floating 6.14000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAB3 6600000.00000000 PA USD 6045833.64000000 0.584591944025 Long DBT US N 2 2031-03-01 Fixed 4.38000000 N N N N N N DORMAN PRODUCTS INC 2549000O0BBUX740XR59 258278AA8 500000.00000000 PA USD 506370.00000000 0.048962614640 Long DBT CORP US N 2 2034-06-15 Fixed 6.25000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26253PAC7 3000000.00000000 PA USD 2211183.12000000 0.213806716440 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 535983.79000000 0.051826071377 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11010382.42000000 USD 59605806.27000000 BRL 2026-07-02 535983.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -96.13000000 -0.00000929513 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12596.66000000 BRL 2344.00000000 USD 2026-07-02 -96.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -137936.76000000 -0.01333756823 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10805516.94000000 USD 187731809.66000000 MXN 2026-09-17 -137936.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 437.72000000 0.000042324615 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 736912.60000000 MXN 42013.74000000 USD 2026-12-16 437.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2159.98000000 -0.00020885571 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5727793.36000000 TRY 119894.28000000 USD 2026-07-09 -2159.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21551.98000000 0.002083933273 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1123546.61000000 USD 54245953.88000000 TRY 2026-07-21 21551.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -912.44000000 -0.00008822688 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2371671.42000000 TRY 49152.08000000 USD 2026-07-21 -912.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 540661.77000000 0.052278400962 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 22583934.36000000 EUR 26345062.79000000 USD 2026-07-02 540661.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -70417.23000000 -0.00680887828 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3431251.31000000 USD 2941391.90000000 EUR 2026-07-02 -70417.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -22229.15000000 -0.00214941111 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1155400.93000000 USD 991748.54000000 EUR 2026-07-02 -22229.15000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 869502.66000000 0.084075130182 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 43253433.07000000 CAD 31367252.05000000 USD 2026-07-02 869502.66000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 150071.05000000 0.014510873451 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 8206857.00000000 GBP 11036056.05000000 USD 2026-07-02 150071.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -361.98000000 -0.00003500106 N/A DFE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13613.28000000 USD 18793.65000000 CAD 2026-07-02 -361.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2869.69000000 -0.00027747995 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8566331.63000000 TRY 177960.28000000 USD 2026-07-21 -2869.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 46926.93000000 0.004537522345 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 16535263.73000000 DKK 2574617.00000000 USD 2026-07-02 46926.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 28070.51000000 0.002714231814 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8809775.43000000 DKK 1374791.20000000 USD 2026-07-02 28070.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -31740.72000000 -0.00306911673 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2191201.23000000 USD 1628000.00000000 GBP 2026-07-02 -31740.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3027.46000000 -0.00029273526 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11020808.67000000 TRY 229615.01000000 USD 2026-07-21 -3027.46000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 25989.14000000 0.002512977164 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2816471.00000000 GBP 3761896.94000000 USD 2026-07-02 25989.14000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -49.89000000 -0.00000482403 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 258847.84000000 TRY 5414.23000000 USD 2026-07-21 -49.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -44994.78000000 -0.00435069627 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3784257.17000000 USD 2819000.00000000 GBP 2026-07-02 -44994.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -454.00000000 -0.00004389878 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2889879.12000000 TRY 60549.56000000 USD 2026-07-21 -454.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 40523.32000000 0.003918335804 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7474000.00000000 EUR 8580314.93000000 USD 2026-07-02 40523.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10822.39000000 -0.00104645320 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4246000.00000000 GBP 5621284.07000000 USD 2026-07-02 -10822.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1205.11000000 0.000116526130 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11809158.74000000 HKD 1509557.00000000 USD 2026-08-19 1205.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 241.36000000 0.000023337908 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3178837.99000000 HKD 406265.73000000 USD 2026-08-19 241.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -89.28000000 -0.00000863278 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1516391.69000000 TRY 31920.81000000 USD 2026-07-21 -89.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -37178.29000000 -0.00359489362 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11607107.17000000 USD 61045258.74000000 BRL 2026-10-02 -37178.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 36649.53000000 0.003543766048 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 59730173.50000000 BRL 11607107.17000000 USD 2026-07-02 36649.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -99049.80000000 -0.00957745756 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 41999836.80000000 CAD 29556993.00000000 USD 2026-08-04 -99049.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -152971.91000000 -0.01479136734 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 30057934.36000000 EUR 34237279.73000000 USD 2026-08-04 -152971.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 153292.30000000 0.014822346924 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 34190900.33000000 USD 30057934.36000000 EUR 2026-07-02 153292.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -16021.76000000 -0.00154919774 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3141587.31000000 EUR 3573555.57000000 USD 2026-07-02 -16021.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15988.28000000 0.001545960448 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3578403.03000000 USD 3141587.31000000 EUR 2026-08-04 15988.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14065.49000000 -0.00136003943 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1768000.00000000 EUR 2006051.12000000 USD 2026-07-02 -14065.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 98992.22000000 0.009571889962 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 29556993.00000000 USD 42059601.04000000 CAD 2026-07-02 98992.22000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5382.47000000 -0.00052044908 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 791553.13000000 EUR 899046.05000000 USD 2026-07-02 -5382.47000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5381.95000000 0.000520398806 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 900259.50000000 USD 791553.13000000 EUR 2026-08-04 5381.95000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 119.80000000 0.000011583864 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 384280.68000000 CAD 271460.00000000 USD 2026-08-04 119.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -124.41000000 -0.00001202962 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 271460.00000000 USD 384821.70000000 CAD 2026-07-02 -124.41000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 3716.15000000 0.000359327014 N/A DFE XX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2016400.46000000 USD 1768000.00000000 EUR 2026-07-02 3716.15000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -3706.14000000 -0.00035835911 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1768000.00000000 EUR 2019119.65000000 USD 2026-08-04 -3706.14000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1820.68000000 -0.00017604765 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9377160.33000000 DKK 1434114.00000000 USD 2026-08-04 -1820.68000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3800.83000000 -0.00036751500 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1768000.00000000 EUR 2016315.78000000 USD 2026-07-02 -3800.83000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1841.63000000 0.000178073385 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1434114.00000000 USD 9393519.12000000 DKK 2026-07-02 1841.63000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -49613.97000000 -0.00479734126 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10822328.00000000 GBP 14305349.25000000 USD 2026-08-04 -49613.97000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 49619.75000000 0.004797900147 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 14305656.60000000 USD 10822328.00000000 GBP 2026-07-02 49619.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4191.71000000 -0.00040531050 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10250040.18000000 DKK 1565408.00000000 USD 2026-08-04 -4191.71000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4185.33000000 0.000404693603 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1565408.00000000 USD 10267730.23000000 DKK 2026-07-02 4185.33000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4420.06000000 -0.00042739043 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1768000.00000000 EUR 2018405.73000000 USD 2026-08-04 -4420.06000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4424.76000000 0.000427844893 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2015691.85000000 USD 1768000.00000000 EUR 2026-07-02 4424.76000000 N N N ELK GROVE VILLAGE PROPER 254900LQ6GXC66JXL664 28734DAA3 200000.00000000 PA USD 201502.34000000 0.019483937481 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 566422.00000000 NS 30716387.11000000 2.970070551604 Long EC CORP CA N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 3200000.00000000 PA USD 3659238.40000000 0.353824041031 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V100 2957838.00000000 NS USD 56553862.56000000 5.468382761534 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 3200000.00000000 PA USD 3310272.00000000 0.320081308709 Long DBT CORP US N 2 2030-05-15 Fixed 7.13000000 N N N N N N ENFRAGEN ENERGIA SUR SAU N/A 29281MAA8 2000000.00000000 PA USD 2090000.00000000 0.202089113886 Long DBT CORP ES N 2 2032-06-30 Fixed 8.50000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 1105419.00000000 NS USD 40635202.44000000 3.929154092678 Long EC CORP US N 1 N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAA0 5200000.00000000 PA USD 5191160.00000000 0.501950681551 Long DBT CORP MX N 2 2033-07-30 Fixed 6.13000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 4500000.00000000 PA USD 4748175.00000000 0.459116975276 Long DBT CORP US N 2 2030-05-15 Fixed 8.00000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 30247DAA9 10512645.14000000 PA USD 6695752.84000000 0.647434812554 Long ABS-O CORP US N 2 2036-10-25 Floating 4.00000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491BA2 300000.00000000 PA USD 312446.84000000 0.030211533508 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 3200000.00000000 PA USD 3013618.88000000 0.291396922990 Long DBT CORP US N 2 2028-10-12 Fixed 3.13000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 320277AF3 1500000.00000000 PA USD 1336367.55000000 0.129217863160 Long ABS-O CORP US N 2 2036-05-25 Floating 4.24000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027NMK4 191390.29000000 PA USD 177161.23000000 0.017130313868 Long ABS-O CORP US N 2 2034-05-25 Floating 6.09000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PBK4 3170790.45000000 PA USD 526709.83000000 0.050929341062 Long ABS-MBS USGSE US N 2 2056-08-25 None 0.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PBM0 30881831.51000000 PA USD 3832169.71000000 0.370545349739 Long ABS-MBS USGSE US N 2 2056-08-25 Variable 1.59000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PBN8 119509099.55000000 PA USD 499213.41000000 0.048270619936 Long ABS-MBS USGSE US N 2 2056-08-25 Variable 0.08000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PEX3 4892654.16000000 PA USD 2137208.70000000 0.206653881518 Long ABS-MBS USGSE US N 2 2057-05-25 Variable 3.40000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PMB2 17281559.49000000 PA USD 7748771.31000000 0.749254702271 Long ABS-MBS USGSE US N 2 2058-10-25 Variable 3.51000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PNE5 2491648.98000000 PA USD 1051305.19000000 0.101654226924 Long ABS-MBS USGSE US N 2 2059-02-25 Variable 4.56000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PPP8 12014545.91000000 PA USD 5765106.57000000 0.557447501527 Long ABS-MBS USGSE US N 2 2059-08-25 Variable 4.38000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PUB3 586822.36000000 PA USD 320156.55000000 0.030957011241 Long ABS-MBS USGSE US N 2 2060-05-25 Variable 5.48000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PYJ2 10332634.63000000 PA USD 4987560.67000000 0.482263979069 Long ABS-MBS USGSE US N 2 2064-05-25 Variable 3.62000000 N N N N N N Freddie Mac - SCRT N/A 35563VCH7 500000.00000000 PA USD 406120.25000000 0.039269129882 Long ABS-MBS USGSE US N 2 2065-06-25 Variable 5.00000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36171FAA1 793134.10000000 PA USD 747013.51000000 0.072231243204 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.25000000 N N N N N N GSAA Home Equity Trust N/A 362256AC3 12125022.62000000 PA USD 3610664.41000000 0.349127258927 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.24000000 N N N N N N GSAA Home Equity Trust N/A 3622EUAA4 8355679.81000000 PA USD 1470174.34000000 0.142156090731 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.84000000 N N N N N N GSAA Home Equity Trust N/A 362334AA2 3686364.09000000 PA USD 3637963.60000000 0.351766909222 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.38000000 N N N N N N GSAA Home Equity Trust N/A 362334AB0 734190.00000000 PA USD 661554.16000000 0.063967891857 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.48000000 N N N N N N GSAMP Trust N/A 362334EE0 9044706.21000000 PA USD 9593582.40000000 0.927635677613 Long ABS-O CORP US N 2 2036-02-25 Floating 4.33000000 N N N N N N GSAA Home Equity Trust N/A 362334FK5 4590084.01000000 PA USD 2676351.30000000 0.258785388835 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.96000000 N N N N N N GSAMP Trust N/A 362334PF5 12232524.25000000 PA USD 9215959.30000000 0.891122032799 Long ABS-O CORP US N 2 2036-04-25 Floating 4.08000000 N N N N N N GSAA Home Equity Trust N/A 362351AB4 12208336.57000000 PA USD 3355048.66000000 0.324410914232 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.12000000 N N N N N N GSAA Home Equity Trust N/A 362351AE8 2071850.90000000 PA USD 776440.01000000 0.075076590242 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.22000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 36255WAA3 998280.53000000 PA USD 653873.75000000 0.063225247239 Long ABS-MBS CORP US N 2 2035-07-15 Floating 4.87000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36256BAC4 1645816.48000000 PA USD 1613043.99000000 0.155970636650 Long ABS-MBS CORP US N 2 2057-10-25 Fixed 3.75000000 N N N N N N GFL Environmental Inc 254900PGDQWC19PRP053 36257SAB8 2679750.00000000 PA USD 2683233.68000000 0.259450869254 Long LON CORP US N 2 2032-03-03 Floating 6.16000000 N N N N N N Galaxy US Opco Inc N/A 36321DAB3 2056877.95000000 PA USD 1891052.45000000 0.182852207623 Long LON CORP US N 2 2030-07-31 Floating 5.66000000 N N Y N N N GENESIS ENERGY LP/FIN N/A 37185LAS1 5200000.00000000 PA USD 5162898.52000000 0.499217984206 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAL8 2000000.00000000 PA USD 2024904.00000000 0.195794763189 Long DBT CORP US N 2 2033-07-01 Fixed 7.13000000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 379968AA8 2625000.00000000 PA USD 2641590.60000000 0.255424260098 Long DBT CORP US N 2 2034-07-15 Fixed 6.38000000 N N N N N N GOLDEN STATE FOOD LLC N/A 38121NAD5 3940224.25000000 PA USD 3951512.99000000 0.382085051990 Long LON CORP US N 2 2031-12-04 Floating 7.23000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 600000.00000000 PA USD 579618.00000000 0.056045209575 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 40430TAA0 99756.38000000 PA USD 63842.42000000 0.006173137840 Long ABS-O CORP US N 2 2037-04-25 Floating 3.96000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PA60 18566346.98000000 PA USD 11862092.93000000 1.146985573714 Long ABS-MBS CORP US N 2 2036-03-19 Floating 4.27000000 N N N N N N Heartland Dental LLC 5493008FRC0GRKBN1075 42236WAX5 7181863.98000000 PA USD 7195329.97000000 0.695740601798 Long LON CORP US N 2 2032-08-25 Floating 7.15000000 N N N N N N Home Equity Asset Trust N/A 437084VR4 3403729.42000000 PA USD 3486269.18000000 0.337099066677 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.24000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 2800000.00000000 PA USD 2775916.64000000 0.268412695693 Long DBT US N 2 2028-02-15 Fixed 5.95000000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 5000000.00000000 PA USD 5066516.30000000 0.489898463903 Long DBT CORP US N 2 2042-11-15 Fixed 6.19000000 N N N N N N HYBAR LLC 636700GY538OO3EGRW14 44861JAA2 100000.00000000 PA USD 100610.29000000 0.009728346580 Long DBT CORP US N 2 2034-07-01 Fixed 7.38000000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45070BAK1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-10-11 None 0.00000000 N N N N N N Illuminate Buyer, LLC 549300K1Y0YC1YC1H809 45232UAH1 3250626.65000000 PA USD 3214430.92000000 0.310814113048 Long LON CORP US N 2 2029-12-31 Floating 6.14000000 N N N N N N Residential Asset Securitization Trust N/A 45660L6K0 999899.90000000 PA USD 388335.62000000 0.037549474323 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A 45660LXM6 4066847.19000000 PA USD 1610309.22000000 0.155706202561 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N Residential Asset Securitization Trust N/A 45660LXN4 1217117.50000000 PA USD 481929.97000000 0.046599426120 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAL5 4700000.00000000 PA USD 4770791.40000000 0.461303830891 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 46150DAA0 3300000.00000000 PA USD 3226736.70000000 0.312004000214 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629BAD1 1112765.68000000 PA USD 642603.26000000 0.062135465738 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.08000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629KAB5 3291698.06000000 PA USD 2165469.57000000 0.209386519880 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.12000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629QAG1 1872050.46000000 PA USD 1092662.13000000 0.105653168243 Long ABS-O CORP US N 2 2036-10-25 Variable 6.04000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629TAN0 5000000.00000000 PA USD 4406121.00000000 0.426042626108 Long ABS-O CORP US N 2 2036-07-25 Floating 5.16000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630BAA4 4943828.89000000 PA USD 3137363.21000000 0.303362177535 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.02000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AA2 939274.95000000 PA USD 931980.07000000 0.090116280624 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.47000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649JAN8 987341.77000000 PA USD 934447.70000000 0.090354884050 Long ABS-MBS CORP US N 2 2035-02-15 Floating 6.92000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46650GAG5 5000000.00000000 PA USD 1259277.00000000 0.121763719171 Long ABS-MBS CORP US N 2 2035-11-15 Floating 5.27000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46650GAJ9 5000000.00000000 PA USD 725000.00000000 0.070102683046 Long ABS-MBS CORP US N 2 2035-11-15 Floating 5.62000000 N N N N N N LC AHAB US Bidco LLC 254900949U9K2Q5C5A85 50180PAB7 5374811.55000000 PA USD 5379299.52000000 0.520142523122 Long LON CORP US N 2 2031-05-01 Floating 6.14000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AR7 2800000.00000000 PA USD 2904983.20000000 0.280892574518 Long DBT US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Lakeshore Intermediate LLC 9845007F777G13ADC933 51207KAB5 3570598.54000000 PA USD 3314729.45000000 0.320512314509 Long LON CORP US N 2 2028-09-29 Floating 7.26000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AS6 5300000.00000000 PA USD 5301908.32000000 0.512659308275 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52525BAC6 1668700.62000000 PA USD 1550940.08000000 0.149965601176 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.56000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251RAE3 1585910.44000000 PA USD 634073.00000000 0.061310646272 Long ABS-O CORP US N 2 2036-07-25 Floating 4.26000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 55275NAA9 4396843.86000000 PA USD 3304563.20000000 0.319529305679 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.54000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55286LAA0 503943.57000000 PA USD 506045.07000000 0.048931196068 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.11000000 N N N N N N MF1 N/A 55287HAA8 500000.00000000 PA USD 500312.50000000 0.048376894636 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 4.96000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AG7 3300000.00000000 PA USD 2755413.84000000 0.266430211156 Long DBT CORP US N 2 2030-12-31 Fixed 5.75000000 N N N N N N MI Windows and Doors LLC 2549001JQBGDT0WEQ156 55336CAK8 2426737.55000000 PA USD 2400249.71000000 0.232088199521 Long LON CORP US N 2 2031-03-28 Floating 6.39000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V100 829136.00000000 NS USD 46705230.88000000 4.516085513111 Long EC CORP US N 1 N N N MASTR Adjustable Rate Mortgages Trust N/A 57645TAB3 727423.02000000 PA USD 282269.88000000 0.027293621974 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.86000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 4000000.00000000 PA USD 3987452.80000000 0.385560192830 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N Mavis Tire Express Services Corp. 254900NVDM4GTLBL9E56 57777YAJ5 4000000.00000000 PA USD 4000100.00000000 0.386783093041 Long LON CORP US N 2 2033-05-06 Floating 6.92000000 N N N N N N Apex Credit CLO LLC 213800NFRK9CK455KQ32 58406DAC3 5100000.00000000 PA USD 1227651.65000000 0.118705757947 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.00000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 3100000.00000000 PA USD 3108974.50000000 0.300617177895 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020UDG7 982914.01000000 PA USD 1004153.41000000 0.097094963077 Long ABS-O CORP US N 2 2035-04-25 Floating 5.64000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024VAF6 1308264.73000000 PA USD 1313980.15000000 0.127053150324 Long ABS-O CORP US N 2 2037-06-25 Floating 4.02000000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 4800000.00000000 PA USD 4633154.40000000 0.447995247461 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 4000000.00000000 PA USD 3896124.80000000 0.376729382020 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N Mill City Mortgage Trust N/A 59980MAK7 2594501.21000000 PA USD 2313689.00000000 0.223718353980 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N Mill City Mortgage Trust N/A 59981TAL9 2850000.00000000 PA USD 2460828.23000000 0.237945739917 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.25000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CJY3 1741137.55000000 PA USD 1525548.51000000 0.147510405060 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.64000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61749WAM9 2525875.80000000 PA USD 407043.62000000 0.039358413626 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.73000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61750FAB6 759284.73000000 PA USD 255051.79000000 0.024661813510 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.88000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAZ1 3484000.00000000 PA USD 3170440.00000000 0.306560483363 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 3200000.00000000 PA USD 3346044.80000000 0.323540300792 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BX8 100000.00000000 PA USD 99421.55000000 0.009613403320 Long DBT CORP US N 2 2036-05-15 Fixed 5.50000000 N N N N N N NATIONAL MENTOR HOLDINGS 5493004QULJVJP3CNZ62 63688RAF4 2550000.00000000 PA USD 2689462.05000000 0.260053111251 Long DBT CORP US N 2 2030-12-15 Fixed 10.50000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VFD8 322820.22000000 PA USD 329541.72000000 0.031864494824 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.84000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 650929AC6 2932886.00000000 PA USD 2595604.11000000 0.250977672052 Long DBT CORP US N 2 2029-04-30 Fixed 11.75000000 N N N N N N NEWFOLD DIGITAL HLDGS GR 549300UTQC2651SB0W88 650929AD4 835330.00000000 PA USD 459045.64000000 0.044386663455 Long DBT CORP US N 2 2029-04-30 Fixed 11.75000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAB5 283156.80000000 PA USD 230066.32000000 0.022245884566 Long LON CORP US N 2 2029-04-30 Floating 9.36000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAC3 1501476.14000000 PA USD 1216195.67000000 0.117598040795 Long LON CORP US N 2 2029-04-30 Floating 7.21000000 N N N N N N Newfold Digital Holdings Group Inc. 549300UTQC2651SB0W88 65131PAD1 343720.17000000 PA USD 148801.62000000 0.014388128005 Long LON CORP US N 2 2029-04-30 Floating 7.21000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65536VAE7 7737331.20000000 PA USD 1975547.24000000 0.191022292427 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.01000000 N N N N N N NOVA SECURITISATION SARL 636700QG9R13IDZO4Y16 66984FAA5 6000000.00000000 PA USD 5790757.68000000 0.559927793436 Long DBT CORP LU N 2 2031-02-03 Fixed 5.75000000 N N N N N N NOVA SECURITISATION SARL 636700QG9R13IDZO4Y16 66984FAB3 4000000.00000000 PA USD 3764535.20000000 0.364005541991 Long DBT CORP LU N 2 2036-02-03 Fixed 6.50000000 N N N N N N Novastar Home Equity Loan N/A 66988XAD6 4477480.31000000 PA USD 1713257.69000000 0.165660635613 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.26000000 N N N N N N Onslow Bay Financial LLC 254900O44XNRXAW7W466 67449CAA9 476621.95000000 PA USD 477662.32000000 0.046186772720 Long ABS-MBS CORP US N 2 2063-10-25 Variable 6.47000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAL8 3800000.00000000 PA USD 3778085.93000000 0.365315807550 Long DBT CORP US N 2 2031-08-15 Fixed 6.30000000 N N N N N N PFP III N/A 69291WAA0 217579.65000000 PA USD 218193.62000000 0.021097873359 Long ABS-CBDO CORP KY N 2 2039-09-17 Floating 5.44000000 N N N N N N PRKCM Trust N/A 69380GAA7 444480.57000000 PA USD 445704.31000000 0.043096645484 Long ABS-MBS CORP US N 2 2058-11-25 Variable 7.23000000 N N N N N N PRP Advisors, LLC N/A 69380RAA3 298607.70000000 PA USD 294611.34000000 0.028486959158 Long ABS-MBS CORP US N 2 2053-11-25 Variable 4.00000000 N N N N N N PRP Advisors, LLC N/A 69380TAA9 533991.38000000 PA USD 535170.65000000 0.051747446141 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.22000000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 1400000.00000000 PA USD 1398945.72000000 0.135268756425 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 3500000.00000000 PA USD 3538041.50000000 0.342105106042 Long DBT CORP US N 2 2055-09-15 Fixed 7.38000000 N N N N N N PANAMA INFRASTRUCTURE 213800QSH7EDGMUDJW25 69828QAD9 7598000.00000000 PA USD 6189064.87000000 0.598441452327 Long DBT CORP GB N 2 2032-04-05 None 0.00000000 N N N N N N Paradigm Parent LLC 254900EDT9YE5UFH3458 69902BAB5 1091750.00000000 PA USD 940275.15000000 0.090918359747 Long LON CORP US N 2 2032-04-16 Floating 8.23000000 N N N N N N Park Place Securities Inc N/A 70069FLZ8 5619000.00000000 PA USD 4864811.64000000 0.470394963422 Long ABS-O CORP US N 2 2035-08-25 Floating 4.72000000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AE1 3600000.00000000 PA USD 3589334.60000000 0.347064808017 Long DBT CORP US N 2 2036-05-15 Fixed 6.05000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 2738170.80000000 PA USD 2478044.57000000 0.239610445608 Long LON CORP US N 2 2028-02-01 Floating 7.51000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAH3 4000000.00000000 PA USD 3928745.60000000 0.379883596645 Long DBT CORP US N 2 2034-03-01 Fixed 5.63000000 N N N N N N Phoenix Guarantor Inc 254900JIOIDL3GSUFE55 71913BAK8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-02-21 None 0.00000000 N N N N N N Phoenix Guarantor Inc 254900JIOIDL3GSUFE55 71913BAL6 3568915.01000000 PA USD 3566327.55000000 0.344840179142 Long LON CORP US N 2 2031-02-21 Floating 5.64000000 N N N N N N PIMCO PRV SHORT TERM FLT III LWVQWTQCFH3YG7CVH718 72201W154 2945812.32000000 NS USD 28695157.82000000 2.774631108457 Long STIV RF US N 1 N N N PIONEER OPCO LLC N/A 72382NAA4 100000.00000000 PA USD 101885.50000000 0.009851650915 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N Popular ABS Mortgage Pass-Through Trust 5493000XG3O6HY7E1142 73316TAD4 11384514.78000000 PA USD 10221245.06000000 0.988326486599 Long ABS-O CORP US N 2 2037-01-25 Floating 4.04000000 N N N N N N QuidelOrtho Corp 549300YU8CMO9HF53113 74840YAH7 3383000.00000000 PA USD 3335638.00000000 0.322534032376 Long LON CORP US N 2 2032-08-20 Floating 7.64000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 2000000.00000000 PA USD 2043314.00000000 0.197574887871 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922GBA1 3790641.85000000 PA USD 3157137.27000000 0.305274197757 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.50000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 18700000.00000000 PA USD 18648467.85000000 1.803182939304 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 751151AH4 2066030.03000000 PA USD 1683797.33000000 0.162812014537 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N REALTRUCK GROUP INC 54930007KT5CX7XNSD31 75607VAB6 453322.80000000 PA USD 464735.20000000 0.044936806105 Long LON CORP US N 2 2031-01-31 Floating 9.39000000 N N N N N N REALTRUCK GROUP INC 54930007KT5CX7XNSD31 75607VAD2 3274936.71000000 PA USD 2065273.34000000 0.199698210150 Long LON CORP US N 2 2031-01-31 Floating 9.90000000 N N N N N N RESILIENCE PARENT LLC 254900ZT6ZFUC887FB87 75908HAC1 3000000.00000000 PA USD 2996775.00000000 0.289768231706 Long LON CORP US N 2 2033-02-28 Floating 6.23000000 N N N N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 75915TAK8 6566543.79000000 PA USD 6477337.29000000 0.626315480038 Long LON CORP US N 2 2031-05-19 Floating 7.42000000 N N N N N N Renaissance Home Equity Loan Trust N/A 759950CA4 1137489.77000000 PA USD 1063793.74000000 0.102861786734 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.52000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 760985N98 3602645.28000000 PA USD 3870559.60000000 0.374257397037 Long ABS-O CORP US N 2 2034-01-25 Floating 5.46000000 N N N N N N Residential Asset Securities Corporation N/A 76110W2M7 1439561.00000000 PA USD 1441935.12000000 0.139425545781 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.89000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112B2D1 207264.30000000 PA USD 205583.90000000 0.019878597215 Long ABS-O CORP US N 2 2036-03-25 Floating 4.36000000 N N N N N N Residential Asset Securities Corporation N/A 76113AAK7 4100000.00000000 PA USD 3395706.51000000 0.328342258193 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.56000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 2604989.44000000 NS USD 2604989.44000000 0.251885171106 Long STIV RF US N 2 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 3000000.00000000 PA USD 3029646.00000000 0.292946639009 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N SMRT N/A 78457JAA0 500000.00000000 PA USD 499914.25000000 0.048338386508 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.63000000 N N N N N N First Advantage Holdings LLC 549300MRQE5MQEH3BI02 78477MAH4 4161714.02000000 PA USD 4116372.15000000 0.398025837426 Long LON CORP US N 2 2031-10-31 Floating 6.48000000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 1600000.00000000 PA USD 1577949.44000000 0.152577226836 Long DBT CORP US N 2 2031-03-01 Fixed 5.88000000 N N N N N N Salas O'Brien Inc 254900D503Y41OFSLN80 79400JAL2 2568571.79000000 PA USD 2574993.22000000 0.248984735929 Long LON CORP US N 2 2033-01-31 Floating 6.39000000 N N N N N N Salas O'Brien Inc 254900D503Y41OFSLN80 79400JAM0 331428.57000000 PA USD 332257.14000000 0.032127057897 Long LON CORP US N 2 2033-01-31 Floating 6.39000000 N N N N N N Saxon Asset Securities Trust N/A 80556YAC9 461850.90000000 PA USD 333405.73000000 0.032238118918 Long ABS-O CORP US N 2 2037-05-25 Floating 3.94000000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 5875000.00000000 PA USD 6162986.63000000 0.595919859785 Long DBT CORP BM N 2 2030-08-01 Fixed 8.38000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 81375WHH2 17523.42000000 PA USD 14949.79000000 0.001445545365 Long ABS-O CORP US N 2 2036-01-25 Variable 2.80000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377NAB0 1424452.96000000 PA USD 972868.18000000 0.094069889198 Long ABS-O CORP US N 2 2037-04-25 Floating 4.20000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377XAA0 19433618.05000000 PA USD 8466224.61000000 0.818627669568 Long ABS-O CORP US N 2 2036-11-25 Floating 4.14000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 6300000.00000000 PA USD 6335796.60000000 0.612629435721 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BW8 2600000.00000000 PA USD 2627664.00000000 0.254077650407 Long DBT CORP US N 2 2056-04-01 Fixed 6.38000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 2900000.00000000 PA USD 3056324.50000000 0.295526272705 Long DBT US N 2 2031-11-15 Fixed 8.63000000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BR5 3200000.00000000 PA USD 3182571.20000000 0.307733489803 Long DBT CORP US N 2 2055-12-15 Fixed 6.20000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AF9 3300000.00000000 PA USD 3319654.70000000 0.320988553460 Long DBT CORP US N 2 2030-07-15 Fixed 6.13000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611DAD0 7035853.72000000 PA USD 1838240.62000000 0.177745654548 Long ABS-O CORP US N 2 2036-11-25 Floating 4.24000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612HAD0 224961.31000000 PA USD 216268.60000000 0.020911736715 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.26000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612KAD3 773300.94000000 PA USD 765789.71000000 0.074046776993 Long ABS-MBS CORP US N 2 2037-08-25 Floating 3.94000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBB0 2700000.00000000 PA USD 2791052.10000000 0.269876194114 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBH7 500000.00000000 PA USD 502968.50000000 0.048633712190 Long DBT US N 2 2031-06-01 Fixed 6.13000000 N N N N N N STONEPEAK MOTION/FINCO N/A 86185LAA7 100000.00000000 PA USD 100186.00000000 0.009687320556 Long DBT CORP XX N 2 2033-07-15 Fixed 6.13000000 N N N N N N Structured Asset Securities Corporation N/A 863576EJ9 7227237.85000000 PA USD 6516045.85000000 0.630058340607 Long ABS-O CORP US N 2 2035-11-25 Floating 7.14000000 N N N N N N Structured Asset Securities Corporation N/A 86359B2K6 1014597.75000000 PA USD 982064.88000000 0.094959148984 Long ABS-O CORP US N 2 2035-02-25 Floating 4.47000000 N N N N N N Structured Asset Securities Corporation N/A 86359B7L9 88663.51000000 PA USD 91700.13000000 0.008866793308 Long ABS-O CORP US N 2 2035-04-25 Floating 4.44000000 N N N N N N Structured Asset Securities Corporation N/A 86359DCU9 1004245.51000000 PA USD 866267.00000000 0.083762263358 Long ABS-O CORP US N 2 2035-05-25 Floating 5.56000000 N N N N N N Structured Asset Securities Corporation N/A 86364GAG8 2772000.00000000 PA USD 2932985.56000000 0.283600216680 Long ABS-O CORP US N 2 2031-04-25 Floating 6.01000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765K109 369073.00000000 NS USD 24912427.50000000 2.408866219251 Long EC CORP US N 1 N N N Syniverse Holdings Inc 549300CYZBHMZC8VLL59 87168TAB7 5465154.50000000 PA USD 4766407.17000000 0.460879904979 Long LON CORP US N 2 2027-05-13 Floating 10.73000000 N N N N N N SYNERGY INFRASTRUCTURE H N/A 87191JAA2 2900000.00000000 PA USD 3038129.18000000 0.293766906152 Long DBT CORP US N 2 2030-12-01 Fixed 7.88000000 N N N N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 393461.00000000 NS 26055954.25000000 2.519437658301 Long EC CORP CA N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAT8 3900000.00000000 PA USD 4049038.50000000 0.391515120840 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N Third Coast Infrastructure LLC 5493006R4EN78GPJ4M96 88412KAE2 1987500.00000000 PA USD 2002098.19000000 0.193589592885 Long LON CORP US N 2 2030-09-25 Floating 6.89000000 N N N N N N Tidal Waste & Recycling Holdings LLC 254900IQT82RE5KFAZ50 88636PAK7 2863759.42000000 PA USD 2868828.27000000 0.277396633003 Long LON CORP US N 2 2031-10-24 Floating 6.48000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89175TAA6 1403606.07000000 PA USD 1327330.05000000 0.128343996956 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893814AA1 1963000.00000000 PA USD 2050284.80000000 0.198248917917 Long DBT CORP BM N 2 2032-10-15 Fixed 7.88000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BY4 2500000.00000000 PA USD 2582782.50000000 0.249737907553 Long DBT CORP BM N 2 2029-05-15 Fixed 8.25000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 1300000.00000000 PA USD 1350391.63000000 0.130573898519 Long DBT CORP BM N 2 2031-05-15 Fixed 8.50000000 N N N N N N TRILON GROUP LLC 2549002NLQ4H8WBFHA50 89620FAY5 3673469.39000000 PA USD 3678061.23000000 0.355644083632 Long LON CORP US N 2 2033-06-13 Floating 7.12000000 N N N N N N TRILON GROUP LLC 2549002NLQ4H8WBFHA50 89620FAZ2 326530.61000000 PA USD 326938.77000000 0.031612806853 Long LON CORP US N 2 2033-06-13 None 0.00000000 N N N N N N RealTruck Group Inc 54930007KT5CX7XNSD31 89778PAH0 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2028-01-31 None 0.00000000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 90290PAS3 7370131.58000000 PA USD 7266286.43000000 0.702601620040 Long LON CORP US N 2 2028-06-28 Floating 8.76000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 200000.00000000 PA USD 199278.00000000 0.019268858582 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TW7 100000.00000000 PA USD 99564.89000000 0.009627263346 Long STIV UST US N 2 2026-08-13 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TY3 200000.00000000 PA USD 198839.10000000 0.019226419868 Long STIV UST US N 2 2026-08-27 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UF2 100000.00000000 PA USD 99283.15000000 0.009600020960 Long STIV UST US N 2 2026-09-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UG0 600000.00000000 PA USD 595267.48000000 0.057558410315 Long STIV UST US N 2 2026-09-17 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 300000.00000000 PA USD 299188.03000000 0.028929494673 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797US4 100000.00000000 PA USD 99659.59000000 0.009636420207 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UT2 500000.00000000 PA USD 497933.49000000 0.048146860176 Long STIV UST US N 2 2026-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UU9 1300000.00000000 PA USD 1293667.70000000 0.125089071366 Long STIV UST US N 2 2026-08-18 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UV7 800000.00000000 PA USD 795538.88000000 0.076923324077 Long STIV UST US N 2 2026-08-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UW5 200000.00000000 PA USD 198748.89000000 0.019217697160 Long STIV UST US N 2 2026-09-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VB0 2500000.00000000 PA USD 2482430.55000000 0.240034540734 Long STIV UST US N 2 2026-09-08 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VC8 100000.00000000 PA USD 99231.03000000 0.009594981302 Long STIV UST US N 2 2026-09-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VD6 400000.00000000 PA USD 396663.31000000 0.038354706616 Long STIV UST US N 2 2026-09-22 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VN4 500000.00000000 PA USD 493816.27000000 0.047748752357 Long STIV UST US N 2 2026-10-27 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 499000.00000000 PA USD 495335.47000000 0.047895648903 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 760000.00000000 PA USD 750410.94000000 0.072559752112 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 -20440000.00000000 PA USD -19944968.75000000 -1.92854596228 Short DBT UST US N 2 2036-02-15 Fixed 4.13000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -5529135.10000000 PA USD -5529135.10000000 -0.53463062819 Short RA CORP US N 2 Reverse repurchase N 4.01000000 2026-09-04 6000000.00000000 USD 5983465.62000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -3468000.00000000 PA USD -3468000.00000000 -0.33533255835 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2027-12-12 4000000.00000000 USD 3987452.80000000 USD CDS N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -449859.38000000 PA USD -449859.38000000 -0.04349841314 Short RA CORP US N 2 Reverse repurchase N 4.19000000 2026-09-25 500000.00000000 USD 499914.25000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -35369544.38000000 PA USD -35369544.38000000 -3.41999994369 Short RA CORP US N 2 Reverse repurchase N 4.57000000 2026-12-30 47635750.00000000 USD 47023411.49000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -7618688.71000000 PA USD -7618688.71000000 -0.73667657912 Short RA CORP US N 2 Reverse repurchase N 4.64000000 2026-12-11 11384345.63000000 USD 10221093.19000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -12598456.00000000 PA USD -12598456.00000000 -1.21818699013 Short RA CORP US N 2 Reverse repurchase N 4.70000000 2026-10-21 17007129.19000000 USD 16475544.15000000 USD ABS N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -4653342.70000000 PA USD -4653342.70000000 -0.44994732193 Short RA CORP US N 2 Reverse repurchase N 4.04000000 2026-09-04 5000000.00000000 USD 4986221.35000000 USD CDS N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AZ5 5000000.00000000 PA USD 5025435.00000000 0.485926175140 Long DBT CORP US N 2 2031-07-31 Fixed 8.50000000 N N N N N N VALARIS LTD 5299008BQ9IREYWBTS30 91889FAC5 6650000.00000000 PA USD 6908804.70000000 0.668035511884 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N Venture Global Inc 2549007XC91CAB3E0N98 92333F101 5582756.00000000 NS USD 62136074.28000000 6.008145546234 Long EC CORP US N 1 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 -3414726.00000000 PA USD -3414726.00000000 -0.33018131650 Short RA CORP US N 2 Reverse repurchase N 4.13000000 2026-09-16 3800000.00000000 USD 3703138.00000000 USD CDS N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 -17633494.40000000 PA USD -17633494.40000000 -1.70504175024 Short RA CORP US N 2 Reverse repurchase N 4.19000000 2026-09-01 22087551.21000000 USD 19740696.73000000 USD PLCMO N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 -269990.43000000 PA USD -269990.43000000 -0.02610628074 Short RA CORP US N 2 Reverse repurchase N 4.28000000 2026-09-28 304111.45000000 USD 300041.43000000 USD PLCMO N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 -863288.89000000 PA USD -863288.89000000 -0.08347429990 Short RA CORP US N 2 Reverse repurchase N 4.33000000 2026-09-28 994802.43000000 USD 1016298.72000000 USD ABS N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 -2862041.42000000 PA USD -2862041.42000000 -0.27674038970 Short RA CORP US N 2 Reverse repurchase N 3.85000000 2028-05-12 3000000.00000000 USD 2991732.81000000 USD CDS N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 -13294536.17000000 PA USD -13294536.17000000 -1.28549331776 Short RA CORP US N 2 Reverse repurchase N 4.11000000 2026-08-27 13700000.00000000 USD 13982883.77000000 USD CDS N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAA5 561743.71000000 PA USD 564264.59000000 0.054560636837 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.88000000 N N N N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAA3 391813.63000000 PA USD 392914.90000000 0.037992260274 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.26000000 N N N N N N F. H. Deacon Hodgson N/A 000000000 -16691661.06000000 PA USD -16691661.06000000 -1.61397272387 Short RA CORP US N 2 Reverse repurchase N 4.57000000 2026-12-30 22798143.91000000 USD 22337215.60000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -2199200.00000000 PA USD -2199200.00000000 -0.21264802835 Short RA CORP US N 2 Reverse repurchase N 4.64000000 2026-12-11 2951748.21000000 USD 2943928.73000000 USD ABS N N N F. H. Deacon Hodgson N/A 000000000 -2413142.09000000 PA USD -2413142.09000000 -0.23333480700 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-07-16 3487341.77000000 USD 3288353.95000000 USD ABS N N N VISTAJET MALTA/VM HOLDS N/A 92841HAB8 1900000.00000000 PA USD 1883735.20000000 0.182144678164 Long DBT CORP XX N 2 2032-01-15 Fixed 8.75000000 N N N N N N VistaJet Malta Finance P.L.C. 5299005VABKD28UWHI65 92842EAB4 5880142.07000000 PA USD 5911747.83000000 0.571626737074 Long LON CORP US N 2 2031-04-01 Floating 7.44000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAD2 6575000.00000000 PA USD 5946370.83000000 0.574974551136 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 2365000.00000000 PA USD 2502484.99000000 0.241973671838 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAA9 2000000.00000000 PA USD 2012200.00000000 0.194566370795 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 -2044560.00000000 PA -2712006.49000000 -0.26223300881 Short RA CORP GB N 2 Reverse repurchase N 3.97480000 2028-01-16 2100000.00000000 USD 3545186.45000000 USD EQT N N N Comexposium 969500J1FGJJPV6I5P59 000000000 564707.31000000 PA 812995.49000000 0.078611262281 Long LON CORP FR N 2 2031-10-16 None 0.00000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 3600000.00000000 PA USD 3675062.20000000 0.355354097356 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N Steenbok Lux Finco 2 Sarl N/A 000000000 8522921.45000000 PA 3976435.61000000 0.384494903756 Long LON CORP LU N 2 2028-12-31 Fixed 10.00000000 N N N N N N Wells Fargo Home Equity Trust N/A 94980GAU5 1477916.32000000 PA USD 1585228.71000000 0.153281083881 Long ABS-MBS CORP US N 2 2034-10-25 Floating 8.26000000 N N N N N N Poseidon Bidco SASU 254900LGX7YG7Y9YM766 000000000 4700000.00000000 PA 1557363.66000000 0.150586718683 Long LON CORP FR N 2 2030-03-13 Variable 7.50000000 Y N N N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -26282352.26000000 PA USD -26282352.26000000 -2.54132884166 Short RA CORP US N 2 Reverse repurchase N 4.65000000 2026-12-30 26784589.40000000 USD 22805381.24000000 USD ABS 18566346.38000000 USD 11862092.55000000 USD PLCMO N N N BNY Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 000000000 -16985919.66000000 PA USD -16985919.66000000 -1.64242557542 Short RA CORP US N 2 Reverse repurchase N 4.68000000 2026-11-06 26580423.64000000 USD 22469472.89000000 USD ABS N N N CREDIT OPPORTUNITIES PARTNERS 549300G9QPHCCGZE5W46 000000000 300000.00000000 PA USD 298919.38000000 0.028903518003 Long DBT CORP US N 3 2030-03-20 Fixed 6.74000000 N N N N N N WAFC VOUSSOIR N/A 000000000 6277217.00000000 NS USD 6277217.00000000 0.606965177609 Long EP CORP US N 3 N N N Western Midstream Partners LP N/A 958669103 443487.00000000 NS USD 19406991.12000000 1.876527099829 Long EC CORP US N 1 N N N MUSTANG EXPRESS SERIES A PFD U N/A 000000000 20383.25000000 NS USD 20383250.00000000 1.970924847189 Long EP CORP US N 3 N N N DRSLF 2025 123A SUB 144A FEE N/A 000000000 3000000.00000000 PA USD 64005.99000000 0.006188953972 Long ABS-O CORP US N 3 2038-04-15 Variable 0.00000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 000000000 8000000.00000000 PA USD 8041099.04000000 0.777520851515 Long DBT CORP US N 3 2055-06-15 Variable 6.69000000 N N N N N N Comexposium 9695009FFM30CUZ8FO85 000000000 1024654.00000000 PA 1475169.64000000 0.142639103052 Long LON CORP FR N 2 2031-07-10 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -2412275.00000000 PA -2756265.16000000 -0.26651252814 Short RA CORP LU N 2 Reverse repurchase N 2.37000000 2028-06-16 2500000.00000000 USD 3290762.95000000 USD N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -491047.00000000 PA -651349.26000000 -0.06298114582 Short RA CORP GB N 2 Reverse repurchase N 3.00000000 2028-05-31 500000.00000000 USD 651463.08000000 USD EQT N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1482437.68000000 PA -1966379.38000000 -0.19013582127 Short RA CORP GB N 2 Reverse repurchase N 3.00000000 2028-06-01 1500000.00000000 USD 1954389.24000000 USD EQT N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -7276453.66000000 PA USD -7276453.66000000 -0.70358472362 Short RA CORP US N 2 Reverse repurchase N 4.12000000 2026-07-27 217658.86000000 USD 218273.05000000 USD ABS 8017715.34000000 USD 7861945.29000000 USD PLCMO N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -3884865.59000000 PA USD -3884865.59000000 -0.37564069122 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2028-01-15 4500000.00000000 USD 4748175.00000000 USD CDS N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -7808256.26000000 PA USD -7808256.26000000 -0.75500650171 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2028-01-16 9300000.00000000 USD 9495760.30000000 USD CDS N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -2802950.00000000 PA USD -2802950.00000000 -0.27102664199 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2028-02-26 3300000.00000000 USD 3428429.40000000 USD CDS N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -2659451.00000000 PA USD -2659451.00000000 -0.25715124211 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2028-04-26 3000000.00000000 USD 3108963.01000000 USD CDS N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -8586349.20000000 PA USD -8586349.20000000 -0.83024291930 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2028-01-15 9000000.00000000 USD 8831144.64000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -3045570.00000000 PA USD -3045570.00000000 -0.29448638400 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2027-12-12 3300000.00000000 USD 3428429.40000000 USD CDS N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -4327108.00000000 PA USD -4327108.00000000 -0.41840259397 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2026-08-03 4700000.00000000 USD 4687048.07000000 USD CDS N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AA9 1000000.00000000 PA USD 1026500.00000000 0.099255729858 Long DBT CORP BM N 2 2031-02-26 Floating 13.73000000 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AB7 1000000.00000000 PA USD 1019850.00000000 0.098612719041 Long DBT CORP BM N 2 2031-02-26 Floating 15.21000000 N N N N N N WS ESCROW LLC N/A 982104AA9 200000.00000000 PA USD 205517.43000000 0.019872170008 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAE5 5300000.00000000 PA USD 5234150.68000000 0.506107594674 Long DBT CORP US N 2 2033-03-01 Fixed 5.63000000 N N N N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -3114181.08000000 PA USD -3114181.08000000 -0.30112061958 Short RA CORP US N 2 Reverse repurchase N 4.11000000 2026-07-09 3300000.00000000 USD 3319654.70000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -6007515.88000000 PA USD -6007515.88000000 -0.58088687121 Short RA CORP US N 2 Reverse repurchase N 4.22000000 2026-08-06 7600000.00000000 USD 7627649.88000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -11710378.86000000 PA USD -11710378.86000000 -1.13231583114 Short RA CORP US N 2 Reverse repurchase N 4.23000000 2026-07-09 14100000.00000000 USD 13874845.60000000 USD CDS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -4462473.60000000 PA USD -4462473.60000000 -0.43149154811 Short RA CORP US N 2 Reverse repurchase N 4.57000000 2026-12-24 7200000.00000000 USD 6095919.60000000 USD ABS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -19400803.45000000 PA USD -19400803.45000000 -1.87592879325 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2026-10-09 59809277.28000000 USD 27561356.99000000 USD ABS N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -24321420.85000000 PA USD -24321420.85000000 -2.35171980288 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2026-12-24 38257709.96000000 USD 33436853.06000000 USD ABS N N N MUSTANG EXPRESS SERIES A PFD N/A 000000000 9316.75000000 NS USD 10001531.13000000 0.967081609363 Long EC CORP US N 3 N N N PTHW 2025 RTL1 PT N/A 000000000 9928688.96000000 PA USD 9882323.57000000 0.955555030335 Long ABS-MBS CORP US Y 3 2045-11-01 Fixed 7.75000000 N N N N N N SW (FINANCE) I PLC 549300BHN1HB5BNG2R96 000000000 2500000.00000000 PA 3125401.56000000 0.302205565454 Long DBT CORP GB N 2 2028-05-28 Fixed 2.38000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 4000000.00000000 PA 4010433.31000000 0.387782255463 Long DBT CORP LU N 2 2030-01-14 Fixed 1.75000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 3000000.00000000 PA 3557340.83000000 0.343971223027 Long DBT CORP DE N 2 2030-05-15 Fixed 7.50000000 N N N N N N ANGLIAN WATER SERV FIN 213800DL377MH46PDY63 000000000 2100000.00000000 PA 2672687.69000000 0.258431142089 Long DBT CORP GB N 2 2039-06-20 Fixed 6.00000000 N N N N N N SW (FINANCE) I PLC 549300BHN1HB5BNG2R96 000000000 2200000.00000000 PA 2866437.55000000 0.277165466263 Long DBT CORP GB N 2 2041-12-12 Fixed 7.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 2500000.00000000 PA 2880065.86000000 0.278483233292 Long DBT NUSS RO N 2 2036-02-22 Fixed 5.63000000 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 1700000.00000000 PA 1989148.77000000 0.192337470008 Long DBT CORP FR N 2 2028-04-17 Fixed 5.88000000 N N N N N N YINSON PRODUCTION FINANC 254900TYMSC94RS33U73 000000000 2800000.00000000 PA USD 2966882.91000000 0.286877865209 Long DBT CORP SG N 2 2029-05-03 Fixed 9.63000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 4500000.00000000 PA 97395.93000000 0.009417539325 Long DBT NUSS TR N 2 2028-05-17 Floating 40.76000000 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 000000000 4700000.00000000 PA 5253434.63000000 0.507972224515 Long DBT CORP NL N 2 2029-07-02 Fixed 6.88000000 N N N N N N AVENIR ISSUER IV IRLND 894500E9CKDEAOMG0B46 000000000 840165.62000000 PA USD 830921.61000000 0.080344598982 Long DBT NUSS IE N 2 2027-10-25 Fixed 6.00000000 N N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 4000000.00000000 PA 3826693.83000000 0.370015868526 Long DBT CORP SE N 2 2029-09-26 Fixed 1.13000000 N N N N N N THAMES WATER SUPER SEN 635400LBEYCV7F4FC741 000000000 1186296.00000000 PA 1671336.13000000 0.161607099290 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75000000 N N N N N N THAMES WATER SUPER SEN 635400LBEYCV7F4FC741 000000000 1100000.00000000 PA 1549756.34000000 0.149851141383 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75000000 N N N N N N DIVERSIFIED GAS & OIL CO 5493008O08WU7K5XC271 000000000 2625000.00000000 PA USD 2657095.93000000 0.256923522490 Long DBT CORP US N 2 2029-04-09 Fixed 9.75000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 600000.00000000 PA 703885.96000000 0.068061095661 Long DBT CORP DE N 2 2031-06-15 Fixed 7.13000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 1450000.00000000 PA 1441581.28000000 0.139391331804 Long DBT CORP GB N 2 2031-07-10 Fixed 6.50000000 N N N N N N ANGLIAN WATER OSPREY FIN 21380072JDZ74GW9ZY87 000000000 4000000.00000000 PA 5347406.26000000 0.517058656782 Long DBT CORP GB N 2 2031-08-27 Fixed 6.75000000 N N N N N N KONA SPC LTD 254900UKS4SVVOMZWX26 000000000 1000000.00000000 PA 1143033.72000000 0.110523766324 Long DBT CORP KY N 3 2026-09-15 Floating 5.72000000 N N N N N N ALTICE HOLDINGS 1 213800KN5HWZ17ATLB25 000000000 3764.00000000 PA 58060.07000000 0.005614023013 Long DBT CORP LU N 3 2099-12-31 None 0.00000000 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 000000000 700000.00000000 PA 798119.67000000 0.077172869323 Long DBT CORP NL N 2 2030-10-31 Fixed 7.50000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 4000000.00000000 PA 4716826.36000000 0.456085770071 Long DBT CORP AT N 2 2032-05-31 Fixed 7.25000000 N N N N N N NEO NEXT+ENERGY HOLD LTD 213800W7V6X99PYH4N59 000000000 4000000.00000000 PA USD 3940637.04000000 0.381033419886 Long DBT CORP GB N 2 2031-06-11 Fixed 6.63000000 N N N N N N THAMES WATER SUPER SEN 635400LBEYCV7F4FC741 000000000 530175.00000000 PA 746947.33000000 0.072224844038 Long DBT CORP GB N 3 2027-10-10 Fixed 9.75000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 106.00000000 NC USD -1177667.04000000 -0.11387257826 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLZ6 Comdty 2026-11-20 8422767.04000000 USD -1177667.04000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 39.00000000 NC USD -79006.00000000 -0.00763935527 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLM7 Comdty 2027-05-20 2678746.00000000 USD -79006.00000000 N N N ICE Futures U.S. Energy Division N/A 000000000 1284.00000000 NC USD 1598266.72000000 0.154541772822 N/A DCO US N 1 ICE Futures U.S. Energy Division N/A Long California Carbon Allowance Vintage Futures KBCZ26 Comdty 2026-12-24 40722373.28000000 USD 1598266.72000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 22.00000000 NC USD -465553.26000000 -0.04501590707 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COU6 Comdty 2026-07-31 2070453.26000000 USD -465553.26000000 N N N Coreweave Compute Acquisition Co., IV, LLC N/A 000000000 2260261.86000000 PA USD 2330538.01000000 0.225347541301 Long LON CORP US N 3 2029-05-16 Floating 9.73000000 N N N N N N UNICORN BAY N/A 000000000 19741678.84000000 PA 2548620.70000000 0.246434688466 Long LON CORP HK N 3 2026-12-31 Fixed 13.00000000 N N N N N N Subcalidora 2 N/A 000000000 3338063.85000000 PA 3793605.86000000 0.366816481666 Long LON CORP LU N 3 2029-08-14 Floating 8.04000000 N N N N N N HARP FINCO LIMITED 213800HW9TBHVUD68363 000000000 3864857.14000000 PA 5177804.92000000 0.500659334047 Long LON CORP GB N 3 2032-03-27 Floating 8.73000000 N N N N N N BDO USA, P.C. N/A 000000000 4421768.69000000 PA USD 4415965.60000000 0.426994533520 Long LON CORP US N 3 2028-08-31 Floating 8.65000000 N N N N N N OCS Group Holdings Ltd 54930002RKY3Y4LURL90 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP GB N 2 2031-11-28 None 0.00000000 N N N N N N Gateway Casinos & Entertainment Limited 549300JSKBQMMD1B3U44 000000000 2612842.31000000 PA USD 2607943.23000000 0.252170782974 Long LON CORP CA N 2 2030-12-18 Floating 9.92000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 458256.88000000 PA USD 458256.88000000 0.044310395603 Long LON CORP US N 3 2032-01-30 Floating 8.46000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 2013060.54000000 PA USD 2026024.23000000 0.195903081987 Long LON CORP US N 3 2032-01-30 Floating 8.41000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 38970336.00000000 PA 241536.75000000 0.023354998937 Long LON CORP US N 3 2032-01-30 Floating 5.98000000 N N N N N N SPRUCE BIDCO II INC 254900ZDXA1N7X9RDU49 000000000 364464.59000000 PA 258687.65000000 0.025013377015 Long LON CORP US N 3 2032-01-30 Floating 7.05000000 N N N N N N Aligned Data Centers International LP 2549007PAQ06QVDCLR50 000000000 7954902.92000000 PA USD 7954902.92000000 0.769186259404 Long LON CORP US N 3 2028-05-16 Floating 7.16000000 N N N N N N SOFTBANK VISION FUND II N/A 000000000 100860.76000000 PA USD 102617.65000000 0.009922444955 Long LON CORP GB N 3 2029-04-25 Floating 7.38000000 N N N N N N SOFTBANK VISION FUND II N/A 000000000 788143.89000000 PA USD 801872.51000000 0.077535744017 Long LON CORP GB N 3 2029-04-25 Floating 7.38000000 N N N N N N Promotora de Informaciones SA 959800U3NGPXSCQHQW54 000000000 3197680.82000000 PA 3571462.20000000 0.345336665682 Long LON CORP ES N 2 2029-12-31 Floating 7.67000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 0.00000000 PA 0.00000000 0.000000 Long LON CORP FR N 2 2031-05-30 Floating 9.08000000 N N N N N N BDO USA, PC N/A 000000000 338898.76000000 PA USD 335113.09000000 0.032403209287 Long LON CORP US N 3 2028-08-31 Floating 8.12000000 N N N N N N Nscale N/A 000000000 2980579.70000000 PA USD 2981106.31000000 0.288253173487 Long LON CORP US N 3 2032-08-23 Floating 8.66000000 N N N N N N PELICAN PIPELINE LLC 21380091KNGYV9OKWY26 000000000 2300000.00000000 PA USD 2305750.00000000 0.222950705427 Long LON CORP US N 2 2033-03-25 Floating 6.48000000 N N N N N N AIT WORLDWIDE LOGISTICS INC 254900T5IGTG0Y9WAD71 000000000 3100000.00000000 PA USD 3105146.00000000 0.300246987381 Long LON CORP US N 2 2033-04-29 Floating 7.91000000 N N N N N N PIONEER OPCO LLC N/A 000000000 200000.00000000 PA USD 201018.00000000 0.019437105021 Long LON CORP US N 2 2033-05-16 Floating 6.89000000 N N N N N N WORTHINGTON STEEL INC 2549009ZUUWL3QLK6G24 000000000 1000000.00000000 PA USD 998910.00000000 0.096587960168 Long LON CORP US N 2 2033-06-01 Floating 7.62000000 N N N N N N STORMLIGHT N/A 000000000 4409000.00000000 PA USD 4409000.00000000 0.426321006280 Long LON CORP US N 3 2030-05-13 Floating 8.37000000 N N N N N N STONEPEAK MOTION FINCO LLC N/A 000000000 600000.00000000 PA USD 600063.00000000 0.058022105237 Long LON CORP GB N 2 2033-06-24 Floating 6.13000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 000000000 3686694.33000000 PA USD 3520074.18000000 0.340367785574 Long LON CORP CA N 2 2030-08-01 Floating 7.98000000 N N N N N N SCUR-Alpha 1503 GmbH 254900GAG6U7Z5TROP43 000000000 1960348.26000000 PA USD 1712158.37000000 0.165554338673 Long LON CORP DE N 2 2030-03-29 Floating 9.16000000 N N N N N N ENFRAGEN ENERGIA SUR SA 2549002TO75PYMY3VY07 000000000 2931970.56000000 PA USD 2776193.79000000 0.268439494257 Long DBT CORP ES N 2 2030-12-30 Fixed 5.38000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 000000000 2825071.09000000 PA USD 2608953.15000000 0.252268435528 Long LON CORP US N 2 2030-02-18 Floating 6.89000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-02-07 Floating 6.64000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 1425000.00000000 PA USD 1368976.13000000 0.132370896193 Long LON CORP US N 2 2029-01-31 None 0.00000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 100000.00000000 PA USD 89014.00000000 0.008607062384 Long LON CORP US N 2 2031-03-31 None 0.00000000 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 000000000 3989795.92000000 PA USD 3916982.14000000 0.378746148220 Long LON CORP LU N 2 2030-11-15 Floating 8.17000000 N N N N N N SES S A 5493008JPA4HYMH1HX51 000000000 21303.00000000 NS USD 322207.88000000 0.031155361223 Long EC CORP LU N 3 N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 1571364.35000000 PA USD 1552419.62000000 0.150108662864 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 728688.00000000 NS USD 4182669.12000000 0.404436313943 Long EC CORP NL N 1 N N N CHILE ELEC PEC SPA N/A 000000000 1554558.01000000 PA USD 1435634.32000000 0.138816300284 Long DBT CORP CL N 2 2028-01-25 None 0.00000000 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 000000000 5534440.00000000 PA USD 5386377.68000000 0.520826934167 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 100000.00000000 OU Notional Amount USD -1512.75000000 -0.00014627287 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-06-20 0.00000000 USD -727.21000000 USD 100000.00000000 USD -785.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 194820.00000000 OU Notional Amount USD 7680.00000000 0.000742604973 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Sunoco LP Sunoco LP Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 202500.00000000 USD 7680.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD 201371.00000000 0.019471237776 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 0.00000000 USD -89124.26000000 USD 10000000.00000000 USD 290495.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6200000.00000000 OU Notional Amount USD 400120.10000000 0.038688955242 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-12-17 166627.58000000 USD 0.00000000 USD 6200000.00000000 USD 233492.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210748.92000000 OU Notional Amount USD 4375.24000000 0.000423056638 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Western Midstream Partners LP Western Midstream Partners LP Y equity-performance leg 2026-10-14 0.00000000 USD 0.00000000 USD 215124.16000000 USD 4375.24000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1431123.72000000 OU Notional Amount USD 516114.30000000 0.049904823708 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Plains All American Pipeline LP Plains All American Pipeline LP Y equity-performance leg 2026-12-16 0.00000000 USD 0.00000000 USD 1431123.72000000 USD 516114.30000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 15682500.00000000 OU Notional Amount USD 2259100.00000000 0.218439960373 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Western Midstream Partners LP Western Midstream Partners LP Y equity-performance leg 2026-12-16 0.00000000 USD 0.00000000 USD 15682500.00000000 USD 2259100.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 14765800.00000000 OU Notional Amount USD -135320.00000000 -0.01308454492 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Enterprise Products Partners LP Enterprise Products Partners LP Y equity-performance leg 2027-05-12 0.00000000 USD 0.00000000 USD 14765800.00000000 USD -135320.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 17554451.69000000 OU Notional Amount USD 384677.99000000 0.037195805804 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Energy Transfer LP Energy Transfer LP Y equity-performance leg 2027-05-12 0.00000000 USD 0.00000000 USD 17554451.69000000 USD 384677.99000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 21853230.00000000 OU Notional Amount USD 622440.00000000 0.060185812462 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MPLX LP MPLX LP Y equity-performance leg 2027-05-12 0.00000000 USD 0.00000000 USD 21853230.00000000 USD 622440.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3266340.00000000 OU Notional Amount USD 106050.00000000 0.010254330396 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Plains All American Pipeline LP Plains All American Pipeline LP Y equity-performance leg 2027-05-12 0.00000000 USD 0.00000000 USD 3266340.00000000 USD 106050.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4745144.25000000 OU Notional Amount USD 393373.75000000 0.038036628020 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Western Midstream Partners LP Western Midstream Partners LP Y equity-performance leg 2027-05-12 0.00000000 USD 0.00000000 USD 4745144.25000000 USD 393373.75000000 N N N 2026-08-03 PIMCO Dynamic Income Strategy Fund Bijal Parikh Bijal Parikh Treasurer