NPORT-P false 0001699360 XXXXXXXX S000057729 C000186140 Morningstar Funds Trust 811-23235 0001699360 254900AE65UZA65M0T82 22 W. WASHINGTON STREET CHICAGO 60602 312-696-6000 Morningstar Global Income Fund S000057729 254900KWJANYEXMVH449 2027-04-30 2026-07-31 N 144654280.390000000000 1861082.910000000000 142793197.480000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 904933.809999999900 0.000000000000 0.000000000000 239116.060000000000 GBP USD UST 50% Morningstar Global Markets NR Index, 50% Bloomberg Multiverse TR Index 50% F00000VN9R, 50% XIUSA04GRK Gc Ferry Acquisition I Inc. N/A 32009UAE7 13125 PA USD 13123.56 0.0091906059 Long LON CORP US N 2 2032-06-04 Fixed 7.174768728680 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAG8 50000 PA USD 51590.05 0.0361292071 Long DBT CORP US Y 2 2034-01-15 Fixed 8.375000000000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 374276AM5 30000 PA USD 23532.95 0.0164804419 Long DBT CORP US Y 2 2030-02-21 Fixed 11.250000000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 50000 PA USD 50753 0.0355430097 Long DBT CORP US Y 2 2032-07-15 Fixed 6.875000000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AD8 280000 PA USD 293074.88 0.2052442870 Long DBT CORP US Y 2 2036-01-15 Fixed 6.750000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 10000 PA USD 10299.68 0.0072130047 Long DBT CORP CA Y 2 2033-06-15 Fixed 6.750000000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 100000 PA USD 103186.1 0.0722626160 Long DBT CORP US Y 2 2033-06-15 Fixed 7.250000000000 N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 50000 PA USD 50597.47 0.0354340899 Long DBT CORP US Y 2 2033-06-30 Fixed 6.875000000000 N N N N N N Power Home Remodeling N/A 40445XAC0 59400 PA USD 58942.03 0.0412778977 Long LON CORP US N 2 2032-02-20 Floating 8.300000000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 40000 PA USD 37382.26 0.0261793003 Long DBT CORP US Y 2 2030-06-01 Fixed 9.250000000000 N N N N N CFC Group N/A 12531JAB7 109450 PA USD 104433.91 0.0731364742 Long LON CORP GB N 2 2032-05-30 Floating 8.080000000000 N N N N N N Action Nederland B.V. 7245002S0K5Q59JCVQ03 N6872NAM8 93022.13 PA USD 93254.69 0.0653075158 Long LON CORP NL N 2 2030-10-28 Floating 6.810000000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 200000 PA USD 197025.28 0.1379794580 Long DBT CORP IE Y 2 2031-06-04 Fixed 5.875000000000 N N N N N DWIGHT 2025-FL1 ISSUER LLC N/A 233636AA7 100000 PA USD 100093.75 0.0700970017 Long ABS-CBDO CORP US Y 2 2042-09-18 Floating 5.329740000000 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAE8 100000 PA USD 101911.9 0.0713702766 Long DBT CORP US Y 2 2033-05-01 Fixed 6.750000000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAA9 50000 PA USD 50405.35 0.0352995457 Long DBT CORP US Y 2 2030-08-01 Fixed 6.125000000000 N N N N N N First Eagle Holdings N/A 32009UAD9 76490.62 PA USD 76482.21 0.0535615221 Long LON CORP US N 2 2032-06-04 Floating 7.830000000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 30000 PA USD 29795.88 0.0208664562 Long DBT CORP US Y 2 2037-02-15 Fixed 7.500000000000 N N N N N N Novolex N/A 18972FAE2 29849.24 PA USD 28482.14 0.0199464264 Long LON CORP US N 2 2032-03-27 Floating 7.550000000000 N N N N N N Austin Powder Holdings Company 254900BOO8W9IR1VYO11 00036FAB0 59100 PA USD 59296.8 0.0415263479 Long LON CORP US N 2 2031-01-08 Floating 8.490000000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 170000 PA USD 169316.6 0.1185746961 Long DBT CORP US Y 2 2049-12-31 Fixed 9.000000000000 N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 035198AD2 280000 PA USD 285920.98 0.2002343144 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.000000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 071734AK3 10000 PA USD 7850 0.0054974608 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.250000000000 N N N N N First Brands (Trico Group) 2549005IXRZR7KSBJD91 31935HAH0 4740.59 PA USD 2.09 0.0000014637 Long LON CORP US N 3 2027-03-30 Floating 9.930000000000 N N N N N N NielsenIQ/Global Connect 254900QPZS54FU2J9C09 45674PAS3 88605.69 PA USD 86833.58 0.0608107260 Long LON CORP US N 2 2030-10-31 Floating 6.750000000000 N N N N N N DREAM FINDERS HOMES INC N/A 26154DAB6 70000 PA USD 68323.4 0.0478477975 Long DBT CORP US Y 2 2030-09-15 Fixed 6.875000000000 N N N N N N SPIRIT AIRLINES LLC TL N/A LX2755044 4987.56 PA USD 4488.8 0.0031435671 Long DBT CORP US N 2 2026-07-14 Fixed 0 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 60000 PA USD 62422.92 0.0437156119 Long DBT CORP US Y 2 2036-01-15 Fixed 8.500000000000 N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 10000 PA USD 10252.94 0.0071802720 Long DBT CORP US N 2 2031-02-15 Fixed 7.000000000000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC N/A 91327CAA6 50000 PA USD 51063.1 0.0357601769 Long DBT CORP US Y 2 2032-06-15 Fixed 8.625000000000 N N N N N N Cloudera 549300PGONC4JOI0RG62 74339VAB4 88356.82 PA USD 77920.11 0.0545685028 Long LON CORP US N 2 2028-08-10 Floating 3.880000000000 N N N N N N GREYWOLF CLO IV LTD 5493008JNE27URH1VF66 39809TBC0 100000 PA USD 99881.1 0.0699480800 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 7.249520000000 N N N N N N Starwood Property Mortgage 5493008SB15CNJRIOK13 85570DAN2 46517.6 PA USD 46415.73 0.0325055611 Long LON CORP US N 2 2027-11-18 Floating 6.070000000000 N N N N N N AGL CLO 44 LTD 254900WK97J0UDI0DQ10 00122AAA8 125000 PA USD 124956.4 0.0875086504 Long ABS-CBDO CORP KY Y 2 2037-10-22 Floating 8.483220000000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 110000 PA USD 116903.16 0.0818688579 Long DBT CORP US Y 2 2030-12-15 Fixed 9.250000000000 N N N N N N GFL ENVIRONMENTAL HOLDINGS (US) INC N/A 36273TAA8 40000 PA USD 37002.27 0.0259131882 Long DBT CORP US Y 2 2034-02-01 Fixed 5.500000000000 N N N N N N GALAXY XXII CLO LTD 54930022KENWLYJ8SJ86 36320TBT9 100000 PA USD 93617.86 0.0655618486 Long ABS-CBDO CORP KY Y 2 2034-04-16 Variable 0.000000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q109 3669 NS USD 190200.96 0.1332002948 Long EC CORP US N 1 N N N PETCO HEALTH AND WELLNESS COMPANY INC 2549007TYGV6RVSE9M61 71601VAA3 50000 PA USD 50159.75 0.0351275487 Long DBT CORP US Y 2 2031-02-01 Fixed 8.250000000000 N N N N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAJ3 70000 PA USD 56095.96 0.0392847566 Long DBT CORP US N 2 2029-08-01 Fixed 4.625000000000 N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 60000 PA USD 58891.21 0.0412423078 Long DBT CORP US Y 2 2028-09-01 Fixed 4.625000000000 N N N N N N CSMC 2020-RPL4 TRUST N/A 126405AA7 137778.95 PA USD 123014.36 0.0861486136 Long ABS-O CORP US Y 2 2060-01-25 Variable 2.000000000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 30000 PA USD 29475 0.0206417396 Long DBT CORP US Y 2 2029-01-15 Fixed 6.000000000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 60000 PA USD 59552.55 0.0417054531 Long DBT CORP US Y 2 2029-02-15 Fixed 6.375000000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 100000 PA USD 99168.88 0.0694493027 Long DBT CORP US Y 2 2033-08-15 Fixed 6.000000000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 60000 PA USD 59573.21 0.0417199216 Long DBT CORP US Y 2 2032-08-15 Fixed 5.750000000000 N N N N N N VodafoneZiggo N/A N9833RAJ8 94211.68 PA USD 78498.11 0.0549732840 Long LON CORP US N 2 2028-04-15 Floating 4.340000000000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AC8 70000 PA USD 56325.31 0.0394453734 Long DBT CORP US Y 2 2028-04-01 Fixed 6.125000000000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 726503AE5 130000 PA USD 129936.34 0.0909961695 Long DBT CORP US N 2 2049-12-31 Floating 8.022680000000 N N N N N N COLT 2022-3 MORTGAGE LOAN TRUST N/A 12659YAA2 161309.69 PA USD 155271.56 0.1087387654 Long ABS-O CORP US Y 2 2067-02-25 Variable 4.212042000000 N N N N N N Hexion 549300LBB370MUHGLV84 00217XAE6 63425.01 PA USD 62222.47 0.0435752340 Long LON CORP US N 2 2029-03-15 Floating 8.460000000000 N N N N N N Focus Financial 5493007L0E0VKRC2CP39 34416DBD9 9850.44 PA USD 9713.22 0.0068022988 Long LON CORP US N 2 2031-09-15 Floating 7.050000000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAR3 100000 PA USD 103288.9 0.0723346082 Long DBT CORP US Y 2 2032-04-15 Fixed 6.875000000000 N N N N N N EUC (End User Computing) 254900B0G2IU0VBDOY26 60753DAC8 92794.96 PA USD 85777.81 0.0600713560 Long LON CORP US N 2 2031-04-18 Floating 9.820000000000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09290D101 306 NS USD 333659.34 0.2336661311 Long EC CORP US N 1 N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 1699.03 NS USD 1699.03 0.0011898536 Long STIV RF US N 1 N N N CARRIAGE SERVICES INC N/A 143905AP2 110000 PA USD 104282.89 0.0730307128 Long DBT CORP US Y 2 2029-05-15 Fixed 4.250000000000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 02090DAE8 640245 PA USD 621549.01 0.4352791456 Long DBT CORP FR Y 2 2032-07-15 Fixed 6.875000000000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 50000 PA USD 51683.25 0.0361944763 Long DBT CORP US Y 2 2032-07-15 Fixed 7.375000000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 1196 NS USD 267485.4 0.1873236294 Long EC CORP US N 1 N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158106 2056 NS USD 606293.84 0.4245957445 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 1249 NS USD 481064.84 0.3368961887 Long EC CORP US N 1 N N N Birdsboro Power 5493004U0WMJ34B88L14 09085PAE3 60000 PA USD 60112.8 0.0420978037 Long LON CORP US N 2 2033-06-24 Floating 7.480000000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 50000 PA USD 50580.6 0.0354222756 Long DBT CORP US Y 2 2030-03-15 Fixed 6.125000000000 N N N N N TEAM Services 254900SLCOEZGQJACP02 87821RAB0 70000 PA USD 69337.8 0.0485581955 Long LON CORP US N 2 2033-01-31 Floating 8.920000000000 N N N N N N MF1 2026-FL21 LLC N/A 55287NAA5 100000 PA USD 100076.88 0.0700851874 Long ABS-CBDO CORP US Y 2 2041-02-18 Floating 5.019610000000 N N N N N N GEE AUTOMOTIVE HOLDINGS LLC N/A 36846VAA1 70000 PA USD 70529.55 0.0493927941 Long DBT CORP US Y 2 2031-03-01 Fixed 7.250000000000 N N N N N N ARINI US CLO VIII LTD N/A 04040JAJ1 130000 PA USD 130000 0.0910407514 Long ABS-CBDO CORP KY Y 2 2039-10-15 Floating 0.000000000000 N N N N N N HIH TRUST 2024-61P N/A 40444VAJ0 123207.8 PA USD 123973.51 0.0868203193 Long ABS-O CORP US Y 2 2041-10-15 Floating 7.941920000000 N N N N N N Blackhawk Network Holdings 549300LFU3K8UIR03132 09238FAN1 98012.48 PA USD 97552.8 0.0683175401 Long LON CORP US N 2 2029-03-12 Floating 7.170000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBQ9 130000 PA USD 117914.4 0.0825770429 Long DBT CORP US N 2 2066-02-15 Fixed 5.750000000000 N N N N N N QTS THUNDER MANAGING I TL N/A LX2936354 90000 PA USD 88650 0.0620827894 Long LON CORP US N 2 2033-07-15 Fixed 0 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DG8 20000 PA USD 18706.58 0.0131004700 Long DBT CORP US N 2 2046-03-13 Fixed 5.650000000000 N N N N N N AKUMIN INC N/A 01021XAC4 250000 PA USD 238675 0.1671473181 Long DBT CORP US Y 2 2031-08-31 Fixed 9.750000000000 N N N N N N Michaels Stores N/A 59408UAE7 100000 PA USD 99739 0.0698485655 Long LON CORP US N 2 2033-02-18 Floating 8.630000000000 N N N N N N VERUS SECURITIZATION TRUST 2024-4 213800WNY873LW1L3M73 92540GAC2 97447.44 PA USD 97939.63 0.0685884424 Long ABS-O CORP US Y 2 2069-06-25 Variable 6.674000000000 N N N N N N BroadStreet Partners N/A 11132VAY5 39820.33 PA USD 39139 0.0274095690 Long LON CORP US N 2 2031-05-09 Floating 7.490000000000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAD2 200000 PA USD 202586.1 0.1418737752 Long DBT CORP TR Y 2 2029-05-20 Fixed 7.375000000000 N N N N N N Innomotics N/A 26806DAC6 137563.1 PA USD 132748.39 0.0929654860 Long LON CORP DE N 2 2031-09-30 Floating 7.210000000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 80000 PA USD 80454.96 0.0563436924 Long DBT CORP US Y 2 2040-04-15 Fixed 6.875000000000 N N N N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 1061226.75 NS USD 1061226.75 0.7431913906 Long STIV RF US N 1 N N N BUENOS AIRES, PROVINCE OF 549300L6AYROPOTQ4L07 11943IAA5 177880 PA USD 147338 0.1031827864 Long DBT NUSS AR Y 2 2037-09-01 Variable 6.625000000000 N N N N N N ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC N/A 77313LAB9 10000 PA USD 8831.63 0.0061849095 Long DBT CORP US Y 2 2033-10-15 Fixed 4.000000000000 N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537101 3265 NS USD 417430.25 0.2923320280 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 5906 NS USD 385720.86 0.2701255149 Long EC CORP US N 1 N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 N/A 10568KAC2 106263.21 PA USD 105094.44 0.0735990522 Long ABS-O CORP US Y 2 2061-11-25 Variable 5.239000000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 50000 PA USD 53521 0.0374814774 Long DBT CORP US Y 2 2029-02-01 Fixed 9.500000000000 N N N N N N VERDE PURCHASER LLC 2549004HFEKMUGBG3Z35 92339LAA0 20000 PA USD 20518.6 0.0143694520 Long DBT CORP US Y 2 2030-11-30 Fixed 10.500000000000 N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 N/A 10569KAC1 84416.94 PA USD 84701.96 0.0593179237 Long ABS-O CORP US Y 2 2064-02-25 Variable 6.589000100000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-COPT N/A 05618XAA8 100000 PA USD 100124.57 0.0701185853 Long ABS-O CORP US Y 2 2042-08-15 Floating 5.426370000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128BAR2 70000 PA USD 69710.26 0.0488190343 Long DBT CORP US N 2 2049-12-31 Fixed 6.100000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680103 6620 NS USD 601162.2 0.4210019879 Long EC CORP US N 1 N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 1057 NS USD 110160.54 0.0771469103 Long EC CORP US N 1 N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 499198.44 NS USD 499198.44 0.3495953931 Long STIV RF US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 15878 NS USD 743249.18 0.5205074143 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 2774 NS USD 321756.26 0.2253302438 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 3593 NS USD 921065.55 0.6450346139 Long EC CORP US N 1 N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 20000 PA USD 20738.7 0.0145235910 Long DBT CORP US Y 2 2031-06-15 Fixed 7.500000000000 N N N N N N EXXONMOBIL HOLDINGS CORP N/A 30233Q108 5442 NS USD 845904.48 0.5923983039 Long EC CORP US N 1 N N N COCA-COLA COMPANY (THE) UWJKFUJFZ02DKWI3RY53 191216100 10533 NS USD 922585.47 0.6460990343 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746U109 4492 NS USD 310711.64 0.2175955476 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 4903 NS USD 303740.85 0.2127138095 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 3226 NS USD 420057.46 0.2941718985 Long EC CORP US N 1 N N N SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI N/A 78457JAQ5 210000 PA USD 209212.5 0.1465143324 Long ABS-O CORP US Y 2 2039-01-15 Floating 7.026370000000 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC N/A 03881KAA1 150000 PA USD 150057.24 0.1050871068 Long ABS-CBDO CORP US Y 2 2042-08-20 Floating 5.023610000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822V101 5876 NS USD 448338.8 0.3139777020 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 G5960L103 8481 NS USD 724192.59 0.5071618276 Long EC CORP IE N 1 N N N OBX 2024-NQM3 TRUST 2549001QDCO9VU0HH514 67118KAD5 200000 PA USD 200672.66 0.1405337674 Long ABS-O CORP US Y 2 2063-12-25 Variable 6.845000000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 50000 PA USD 51520.1 0.0360802201 Long DBT CORP US Y 2 2029-04-01 Fixed 7.250000000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 60000 PA USD 61363.68 0.0429738118 Long DBT CORP US Y 2 2032-05-15 Fixed 8.625000000000 N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAG0 150000 PA USD 147370.4 0.1032054766 Long DBT CORP US Y 2 2032-04-23 Fixed 6.875000000000 N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAF2 200000 PA USD 205193.85 0.1437000177 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.750000000000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBR1 110000 PA USD 107817.96 0.0755063700 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.750000000000 N N N N N BLACKSTONE INC 5299004LW4QWGZUB8Y96 09260D107 1056 NS USD 134904 0.0944750887 Long EC CORP US N 1 N N N LD HOLDINGS GROUP LLC N/A 521088AD6 30000 PA USD 27094.26 0.0189744753 Long DBT CORP US Y 2 2027-11-01 Fixed 8.750000000000 N N N N N N NATIONAL COLLEGIATE STUDENT LOAN TRUST 2007-2 (THE) 635400VQIBXGEB9ZUC59 63543LAD7 122152.64 PA USD 120311.93 0.0842560655 Long ABS-O CORP US N 2 2033-01-25 Floating 4.128880000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAC7 210000 PA USD 184212.84 0.1290067337 Long DBT CORP US Y 2 2033-11-01 Fixed 3.875000000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056107 3045 NS USD 286047.3 0.2003227780 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973304 8577 NS USD 540436.77 0.3784751512 Long EC CORP US N 1 N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849R105 609 NS USD 125904.66 0.0881727297 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516205 609 NS USD 148017.45 0.1036586144 Long EC CORP US N 1 N N N FIRSTCASH HOLDINGS INC N/A 31944TAA8 50000 PA USD 49222.12 0.0344709138 Long DBT CORP US Y 2 2030-01-01 Fixed 5.625000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 N/A 64831MAA0 171321.4 PA USD 159754.19 0.1118780116 Long ABS-O CORP US Y 2 2062-03-27 Variable 3.850040000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506101 4512 NS USD 357440.64 0.2503204959 Long EC CORP US N 1 N N N KIMBERLY CLARK CORP MP3J6QPYPGN75NVW2S34 494368103 2630 NS USD 287485.3 0.2013298288 Long EC CORP US N 1 N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 35563PC80 130000 PA USD 120224.65 0.0841949421 Long ABS-O USGSE US Y 2 2061-11-25 Variable 4.500000000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 150000 PA USD 158500.79 0.1110002387 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAL6 50000 PA USD 45802.85 0.0320763529 Long DBT CORP US N 2 2066-05-15 Fixed 6.450000000000 N N N N N N BLACK DIAMOND CLO 202 FRN N/A 09204WAM6 150000 PA USD 147029.7 0.1029668798 Long DBT CORP KY N 2 2034-11-22 Floating 7.6332204 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 221625AT3 300000 PA USD 313984.52 0.2198875896 Long DBT NUSS CI Y 2 2033-01-30 Fixed 7.625000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20753UAF7 200000 PA USD 206042.24 0.1442941566 Long ABS-O USGSE US Y 2 2044-01-25 Floating 6.316080000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AC6 40000 PA USD 41877.76 0.0293275595 Long DBT CORP US Y 2 2031-05-15 Fixed 10.375000000000 N N N N N N SCHWAB STRATEGIC TRUST 549300NAZEQOIX80E226 808524847 130569 NS USD 3170215.32 2.2201444998 Long EC RF US N 1 N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 607 NS USD 353723.18 0.2477171085 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 3670 NS USD 722366.1 0.5058827120 Long EC CORP US N 1 N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAN7 65594.43 PA USD 21.65 0.0000151618 Long LON CORP US N 3 2026-06-29 Fixed 13.863720000000 N N N N N N GRANITE RIDGE RESOURCES INC 254900CAHJQKOQ1YZC67 387432AA5 130000 PA USD 127088 0.0890014386 Long DBT CORP US Y 2 2029-11-04 Fixed 8.875000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM1 N/A 10569FAA6 123349.89 PA USD 119901.51 0.0839686428 Long ABS-O CORP US Y 2 2061-09-25 Variable 4.626000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2022-3 N/A 03464TAC3 115873.73 PA USD 106076.69 0.0742869351 Long ABS-O CORP US Y 2 2067-01-25 Variable 0.000000000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AE6 10000 PA USD 10158.43 0.0071140854 Long DBT CORP US Y 2 2030-12-15 Fixed 6.125000000000 N N N N N N SPIRIT AIRLINES LLC TL N/A LX2795008 9850.52 PA USD 8865.47 0.0062086081 Long DBT CORP US N 3 2026-07-14 Fixed 0 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 580135101 1324 NS USD 358327.36 0.2509414778 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS PARTNERS LP K4CDIF4M54DJZ6TB4Q48 293792107 13771 NS USD 523986.55 0.3669548405 Long EC CORP US N 1 N N N MF1 2022-FL9 LLC N/A 55285AAA5 132864.17 PA USD 132893.93 0.0930674096 Long ABS-CBDO CORP US Y 2 2037-06-19 Floating 5.817380000000 N N N N N N AAR CORP MP76T5YQX3YK5VVAQ802 00253PAA6 30000 PA USD 30646.95 0.0214624720 Long DBT CORP US Y 2 2029-03-15 Fixed 6.750000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 2254 NS USD 235385.22 0.1648434408 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P105 5223 NS USD 232057.89 0.1625132668 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 3825 NS USD 533817 0.3738392370 Long EC CORP US N 1 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 21179 NS USD 529686.79 0.3709467953 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 693475105 1350 NS USD 337324.5 0.2362328920 Long EC CORP US N 1 N N N T. ROWE PRICE GROUP INC 549300SIV6FPS9Y7IH33 74144T108 3035 NS USD 339161.25 0.2375191928 Long EC CORP US N 1 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAG1 50000 PA USD 51575.25 0.0361188424 Long DBT CORP US Y 2 2031-02-15 Fixed 7.125000000000 N N N N N N JAMESTOWN CLO IX LTD 254900NFTK4YH0WYT485 47048JBK8 150000 PA USD 147939.47 0.1036040040 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 7.060150000000 N N N N N N BEUSA INVESTMENTS LLC 254900LSHKD9PYNOU509 08782JAA3 100000 PA USD 97737.01 0.0684465449 Long DBT CORP US Y 2 2031-08-01 Fixed 7.000000000000 N N N N N N OBRA CLO 5 LTD FRN N/A 673935AJ1 150000 PA USD 150000 0.1050470209 Long DBT CORP KY N 2 2039-10-20 Floating .0000108 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 100000 PA USD 99931.71 0.0699835229 Long DBT CORP US N 2 2049-12-31 Fixed 6.125000000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LBA6 20000 PA USD 18680.81 0.0130824229 Long DBT CORP US Y 2 2034-05-01 Fixed 7.000000000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GF66 190000 PA USD 188572.29 0.1320597153 Long DBT CORP US N 2 2049-12-31 Fixed 6.500000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EC6 50000 PA USD 49525.69 0.0346835079 Long DBT CORP US N 2 2031-07-09 Fixed 4.800000000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 50000 PA USD 48302.6 0.0338269615 Long DBT CORP US Y 2 2034-09-15 Fixed 6.250000000000 N N N N N N ARC FALCON I INC N/A 03881HAA8 100000 PA USD 94155.9 0.0659386453 Long DBT CORP US Y 2 2033-03-01 Fixed 9.750000000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAG7 40000 PA USD 34874 0.0244227320 Long DBT CORP US Y 2 2033-08-15 Fixed 6.625000000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 100000 PA USD 100739.3 0.0705490890 Long DBT CORP US Y 2 2030-08-01 Fixed 6.375000000000 N N N N N N Edelman Financial Center/Financial Engines 549300Z31KZXNP05U733 27943UAN6 40000 PA USD 40122.4 0.0280982573 Long LON CORP US N 2 2031-11-28 Floating 7.680000000000 N N N N N N GB AIT BUYER INC 254900T5IGTG0Y9WAD71 36147AAA3 110000 PA USD 109173.43 0.0764556239 Long DBT CORP US Y 2 2034-04-30 Fixed 8.750000000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 3233 NS USD 232614.35 0.1629029632 Long EC CORP US N 1 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110D104 949 NS USD 169396.5 0.1186306512 Long EC CORP US N 1 N N N PROCTER & GAMBLE COMPANY (THE) 2572IBTT8CCZW6AU4141 742718109 5031 NS USD 726929.19 0.5090783054 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 1205 NS USD 276390.85 0.1935602360 Long EC CORP US N 1 N N N PIONEER OPCO LLC 254900MLGLU5YE2NRP61 72382NAA4 20000 PA USD 20193.24 0.0141415980 Long DBT CORP US Y 2 2033-05-15 Fixed 7.000000000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAK7 200000 PA USD 192393.19 0.1347355430 Long DBT CORP KY Y 2 2033-05-15 Fixed 6.250000000000 N N N N N N WORTHINGTON STEEL INC 2549009ZUUWL3QLK6G24 982104AA9 30000 PA USD 31039.71 0.0217375271 Long DBT CORP US Y 2 2033-06-01 Fixed 7.750000000000 N N N N N N STONEPEAK MOTION FINCO TL N/A 86185RAB2 50000 PA USD 50010.5 0.0350230269 Long LON CORP US N 2 2033-06-24 Fixed 0 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244109 2170 NS USD 228392.5 0.1599463448 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 30166 NS USD 722777.36 0.5061707229 Long EC CORP US N 1 N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829107 3015 NS USD 256998.6 0.1799795820 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 2241 NS USD 617933.34 0.4327470432 Long EC CORP US N 1 N N N Harbor Freight 549300Y48HLCFTTB4249 41151PAR6 89440.07 PA USD 89339 0.0625653053 Long LON CORP US N 2 2031-06-05 Floating 7.840000000000 N N N N N N Gen Digital (fka NortonLifelock) YF6ZV0M6AU4FY94MK914 66877AAF5 59528.8 PA USD 58903.75 0.0412510897 Long LON CORP US N 2 2029-09-12 Floating 7.100000000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 30000 PA USD 25205 0.0176514011 Long DBT CORP US Y 2 2030-04-01 Fixed 6.125000000000 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAG3 110000 PA USD 109091.99 0.0763985904 Long ABS-CBDO CORP JE Y 2 2037-10-20 Floating 6.629210000000 N N N N N N VENTAS INC ORQTRC074CWLT3DKHT41 92276F100 2828 NS USD 264446.28 0.1851952927 Long EC CORP US N 1 N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978V103 2327 NS USD 179853.83 0.1259540603 Long EC CORP US N 1 N N N MOUNTAIN VIEW CLO XIX LTD 254900L6WFB2NIQTBG86 623910AN6 100000 PA USD 99915.95 0.0699724859 Long ABS-CBDO CORP KY Y 2 2038-10-17 Floating 7.149520000000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 110000 PA USD 106950.54 0.0748989041 Long DBT CORP US Y 2 2042-11-15 Fixed 6.192000000000 N N N N N N APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC N/A 00188QAA4 20000 PA USD 20257.6 0.0141866702 Long DBT CORP US Y 2 2029-11-01 Fixed 7.875000000000 N N N N N N Qualitytech LP 549300GWD2FYVWRWCZ90 74758JAB3 138250 PA USD 136176.25 0.0953660625 Long LON CORP US N 2 2031-12-31 Fixed 11.160649253510 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109104 4011 NS USD 256182.57 0.1794081052 Long EC CORP US N 1 N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413106 1029 NS USD 335917.05 0.2352472358 Long EC CORP US N 1 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 194800 PA USD 210715.67 0.1475670226 Long DBT CORP US N 2 2029-11-30 Fixed 10.750000000000 N N N N N N AMMC CLO 24 LTD N/A 00177LAQ3 150000 PA USD 150300.29 0.1052573180 Long ABS-CBDO CORP KY Y 2 2035-01-20 Variable 0.000000000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 40000 PA USD 40528.86 0.0283829067 Long DBT CORP US Y 2 2033-03-01 Fixed 6.750000000000 N N N N N SPIRIT AIRLINES LLC TL N/A LX2812563 120214.43 PA USD 30053.61 0.0210469480 Long LON CORP US N 3 2026-07-14 Fixed 0 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 50000 PA USD 50232.9 0.0351787766 Long DBT CORP US Y 2 2033-08-15 Fixed 6.250000000000 N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AD6 60000 PA USD 60669.3 0.0424875282 Long DBT CORP US Y 2 2034-01-15 Fixed 6.625000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 40000 PA USD 37030.72 0.0259331121 Long DBT CORP US N 2 2036-02-04 Fixed 5.700000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBP1 130000 PA USD 120063.29 0.0840819396 Long DBT CORP US N 2 2056-02-15 Fixed 5.650000000000 N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 50000 PA USD 47299.39 0.0331244001 Long DBT CORP US Y 2 2032-06-30 Fixed 8.250000000000 N N N N N N ADT Corp 549300O6QPZVWXV2DC15 03765VAP5 79180.41 PA USD 78972.96 0.0553058279 Long LON CORP US N 2 2030-10-13 Floating 6.510000000000 N N N N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X149 11052 NS USD 496013.76 0.3473651188 Long EC CORP JE N 1 N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 1950 NS USD 489333 0.3426864925 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DJ2 90000 PA USD 82762.19 0.0579594767 Long DBT CORP US N 2 2066-03-13 Fixed 5.950000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EE2 40000 PA USD 39301.79 0.0275235730 Long DBT CORP US N 2 2036-07-09 Fixed 5.300000000000 N N N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAE7 30000 PA USD 28875 0.0202215515 Long DBT CORP CA N 2 2040-03-15 Fixed 6.500000000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91086QBB3 150000 PA USD 115950 0.0812013472 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.750000000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 100000 PA USD 92341.18 0.0646677724 Long DBT CORP US Y 2 2030-05-15 Fixed 5.250000000000 N N N N N N SG RESIDENTIAL MTG TR 2022-1 N/A 78433QAA3 180159.08 PA USD 167960.04 0.1176246789 Long ABS-O CORP US Y 2 2062-03-27 Variable 3.952293000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 N/A 36264EAG9 156856.25 PA USD 141039.49 0.0987718550 Long ABS-O CORP US Y 2 2062-05-25 Variable 4.000000000000 N N N N N N JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE 5493000JZ4MYPVMBVN50 41809JAA3 230000 PA USD 236006.46 0.1652785036 Long DBT NUSS JO Y 2 2028-01-15 Fixed 7.750000000000 N N N N N N SOFTBANK CORP 353800M1YCTS9JRBJ535 J75963132 1060211 NS 1488088.78 1.0421286212 Long EC CORP JP N 2 N N N MIDEA GROUP CO LTD 3003003TRPHLHZD2IF61 Y6S40V111 3011 NS 38148.7 0.0267160486 Long EC CORP CN Y 2 N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 4265 NS USD 529243.85 0.3706365985 Long EC CORP US N 1 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177J102 18893 NS USD 363501.32 0.2545648717 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 7137 NS USD 1501767.54 1.0517080411 Long EC CORP US N 1 N N N KT&G CORP 988400ZJV6ISYBLQX875 Y49904108 14600 NS 1816801.13 1.2723303085 Long EC CORP KR N 2 N N N JAMAICA, GOVERNMENT OF 529900Y93KNSXZI8KK56 470160CF7 10000000 PA 66860.76 0.0468234910 Long DBT NUSS JM N 2 2030-11-03 Fixed 9.625000000000 N N N N N N J.B. POINDEXTER & CO. INC 549300W6P81HOZZGPQ16 465965AC5 90000 PA USD 92732.31 0.0649416860 Long DBT CORP US Y 2 2031-12-15 Fixed 8.750000000000 N N N N N N VINCI SA 213800WFQ334R8UXUG83 F5879X108 17 NS 2400.28 0.0016809484 Long EC CORP FR N 2 N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 40000 PA USD 41527.32 0.0290821417 Long DBT CORP US N 2 2029-04-15 Fixed 8.250000000000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600WAE9 60000 PA USD 62139.48 0.0435171150 Long DBT CORP US Y 2 2031-06-01 Fixed 7.375000000000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAA8 150000 PA USD 155279.7 0.1087444659 Long DBT CORP US Y 2 2032-01-15 Fixed 7.000000000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 683879AD2 200000 PA USD 192733.4 0.1349737967 Long DBT CORP US Y 2 2034-09-30 Fixed 6.000000000000 N N N N N N FIGRE TRUST 2023-HE1 N/A 05593JAC4 200000 PA USD 200250 0.1402377729 Long ABS-O CORP US Y 2 2041-06-15 Floating 5.317930000000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAE3 160000 PA USD 160722.56 0.1125561741 Long DBT CORP US Y 2 2033-01-15 Fixed 7.375000000000 N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BW7 220000 PA USD 218807.56 0.1532338822 Long DBT CORP CH Y 2 2049-12-31 Fixed 7.000000000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH N/A 05971PAB4 250000 PA USD 247987.5 0.1736689873 Long DBT CORP KY Y 2 2049-12-31 Fixed 7.500000000000 N N N N N N DIAMOND SPORTS NET TL N/A 25277EAB8 36286.33 PA USD 6350.11 0.0044470676 Long LON CORP US N 2 2028-01-02 Fixed 0 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 190000 PA USD 164355.29 0.1151002239 Long DBT CORP US N 2 2045-11-15 Fixed 5.500000000000 N N N N N N RR 18 LTD 54930003V8ISBLDELD80 749737AJ1 150000 PA USD 148677.02 0.1041205202 Long ABS-CBDO CORP KY Y 2 2040-07-15 Variable 9.140460000000 N N N N N N IntraFi Network (fka Promontory Interfinancial Network) 254900PILSANV8WOOF24 65343UAJ1 39700 PA USD 38779.36 0.0271577083 Long LON CORP US N 2 2031-07-31 Floating 8.250000000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 532716AN7 40000 PA USD 39272.17 0.0275028298 Long DBT CORP US N 2 2037-07-15 Fixed 7.600000000000 N N N N N N PETROLEOS DEL PERU' - PETROPERU SA 549300ZMGDLC9JT2OR80 716564AB5 250000 PA USD 178962.5 0.1253298499 Long DBT CORP PE Y 2 2047-06-19 Fixed 5.625000000000 N N N N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAH7 90000 PA USD 87328.69 0.0611574582 Long DBT CORP US N 2 2027-10-15 Fixed 5.000000000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAF8 135505.42 PA USD 118450.42 0.0829524250 Long ABS-O CORP US Y 2 2053-01-15 Fixed 3.860000000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AX3 260000 PA USD 264847.96 0.1854765946 Long DBT CORP CA Y 2 2034-02-15 Fixed 7.250000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 50000 PA USD 46913.95 0.0328544712 Long DBT CORP US N 2 2046-05-15 Fixed 6.200000000000 N N N N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 100 NS USD 100 0.0000700313 Long STIV RF US N 1 N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 110.01 NS USD 110.01 0.0000770415 Long STIV RF US N 1 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 2432 NS USD 651265.28 0.4560898499 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 3827 NS USD 730268.14 0.5114166171 Long EC CORP US N 1 N N N CARRIAGE PURCHASER INC N/A 14445LAA5 200000 PA USD 197699.5 0.1384516234 Long DBT CORP US Y 2 2029-10-15 Fixed 7.875000000000 N N N N N BX TRUST 2018-BILT N/A 05609QAA4 144001.62 PA USD 144001.62 0.1008462746 Long ABS-O CORP US Y 2 2038-11-15 Floating 4.640850000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 11698 NS USD 728902.38 0.5104601570 Long EC CORP US N 1 N N N VCI ASSET HLDGS 2 LLC N/A LX2849847 105462.5 PA USD 108626.38 0.0760725174 Long DBT CORP US N 2 2031-02-18 Fixed 0 N N N N N N SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA N/A 78451FAA4 130000 PA USD 128549.76 0.0900251288 Long ABS-O CORP US Y 2 2041-04-15 Variable 4.965300000000 N N N N N N VERUS SECURITIZATION TRUST 2023-8 213800DTJD5UKJR53O34 92540DAC9 38388.03 PA USD 38472.66 0.0269429221 Long ABS-O CORP US Y 2 2068-12-25 Variable 6.967690000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAG8 50000 PA USD 51380 0.0359821062 Long DBT CORP CA Y 2 2029-05-01 Fixed 9.750000000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 P8T60NEH0 1998000 PA 342014.16 0.2395171241 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.000000000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 180000 PA USD 173597.49 0.1215726611 Long DBT CORP US Y 2 2029-04-15 Fixed 6.875000000000 N N N N N N JANE STREET GROUP LLC / JSG FINANCE INC N/A 47077WAC2 50000 PA USD 51601.15 0.0361369805 Long DBT CORP US Y 2 2031-04-30 Fixed 7.125000000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 80000 PA USD 82425.6 0.0577237582 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.000000000000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAA8 20000 PA USD 20081.09 0.0140630579 Long DBT CORP US Y 2 2031-07-15 Fixed 6.500000000000 N N N N N N APLD COMPUTECO 3 LLC N/A 03790NAA5 110000 PA USD 107280.26 0.0751298114 Long DBT CORP US Y 2 2031-06-15 Fixed 7.000000000000 N N N N N N Allen Media 549300ERNJNM4RN5JP79 01771JAH6 75637.21 PA USD 55404.26 0.0388003497 Long LON CORP US N 2 2027-02-10 Floating 5.630000000000 N N N N N N Pye-Barker Fire & Safety 254900K8RDMGUBC44870 69380SAB9 43500 PA USD 43644.86 0.0305650835 Long LON CORP US N 2 2032-12-09 Floating 6.240000000000 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAG4 200000 PA USD 199500 0.1397125378 Long DBT CORP US Y 2 2056-01-15 Variable N/A N N N N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 43644ABL2 90000 PA USD 88475.4 0.0619605146 Long LON CORP US N 2 2033-01-14 Floating 5.920000000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AH1 220000 PA USD 220812.62 0.1546380527 Long DBT CORP US Y 2 2033-07-15 Fixed 6.625000000000 N N N N N N YONDR JK 1 LLC N/A 985925AA4 80000 PA USD 76193.07 0.0533590334 Long DBT CORP US Y 2 2031-06-30 Fixed 6.875000000000 N N N N N SILVER POINT CLO LTD N/A 82810RAL2 100000 PA USD 100003.5 0.0700337984 Long ABS-CBDO CORP KY Y 2 2039-07-15 Floating 0.000000000000 N N N N N N PremiStars (fka Reedy Industries) 254900K7OD47ERJZN242 88366MAE4 76017.28 PA USD 74382.91 0.0520913540 Long LON CORP US N 2 2028-08-31 Floating 9.590000000000 N N N N N N Spencer Spirit N/A 84823UAE2 117306.04 PA USD 117623.94 0.0823736299 Long LON CORP US N 2 2031-06-25 Floating 10.840000000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBK0 150000 PA USD 153456.18 0.1074674303 Long DBT CORP IE N 2 2055-03-10 Fixed 6.950000000000 N N N N N N VANGUARD CHARLOTTE FUNDS 549300Z9BHDBGHMJLU94 92203J407 207488 NS USD 9911701.76 6.9412982796 Long EC RF US N 1 N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAF8 280000 PA USD 206350.5 0.1445100352 Long DBT CORP NL N 2 2046-10-01 Fixed 4.100000000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 210000 PA USD 211202.91 0.1479082433 Long DBT CORP CA Y 2 2030-05-18 Fixed 5.875000000000 N N N N N N CUSHMAN & WAKEFIELD U.S. BORROWER LLC 549300870CMN3WI5IF97 23166MAA1 10000 PA USD 9999.84 0.0070030227 Long DBT CORP US Y 2 2028-05-15 Fixed 6.750000000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 400000 PA USD 226470.52 0.1586003563 Long DBT CORP US Y 2 2029-02-01 Fixed 6.500000000000 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3 N/A 382371AC6 420765.32 PA USD 225146.14 0.1576728752 Long ABS-O CORP US Y 2 2048-05-20 Fixed 3.500000000000 N N N N N N DISH DBS CORP N/A 25470XBE4 80000 PA USD 79600 0.0557449524 Long DBT CORP US Y 2 2026-12-01 Fixed 5.250000000000 Y N N N N N UST Holdings 25490026BE8J60RWBT21 90355HAB0 75879.96 PA USD 73476.84 0.0514568210 Long LON CORP US N 2 2028-11-02 Floating 3.880000000000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 490000 PA USD 410110.4 0.2872058384 Long DBT CORP US Y 2 2028-10-01 Fixed 9.500000000000 N N N N N N Peninsula Pacific Entertainment 549300LWV74H4IE3FG45 70715SAB3 100407.32 PA USD 100470.58 0.0703609008 Long LON CORP US N 2 2032-08-14 Floating 8.980000000000 N N N N N N WBI OPERATIONS LLC 254900A83461EGRMOV11 92944BAB7 60000 PA USD 59893.2 0.0419440149 Long DBT CORP US Y 2 2033-10-15 Fixed 6.500000000000 N N N N N N FREDDIE MAC MSCR TRUST MN12 529900KABSM46L5D1T20 355913AB0 110000 PA USD 109991.81 0.0770287464 Long ABS-O USGSE US Y 2 2045-11-25 Floating 6.366080000000 N N N N N N CLYDESDALETL N/A 18972FAC6 70000 PA USD 68285 0.0478209055 Long LON CORP US N 2 2029-03-30 Fixed 6.817555314990 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 N/A 10568KAA6 85010.52 PA USD 84413.52 0.0591159253 Long ABS-O CORP US Y 2 2061-11-25 Variable 4.272000000000 N N N N N N COGENT COMMUNICATIONS GROUP LLC 549300KFWFYF8Q1U0Y26 19240CAE3 130000 PA USD 128156.48 0.0897497096 Long DBT CORP US Y 2 2027-06-15 Fixed 7.000000000000 N N N N N EVERTEC 54930056CPTQSUNQYB82 U3000JAQ2 92000 PA USD 92172.5 0.0645496436 Long LON CORP US N 2 2030-10-12 Floating 8.890000000000 N N N N N N ASURION LLC / ASURION CO-ISSUER INC N/A 045941AA9 100000 PA USD 101162.6 0.0708455317 Long DBT CORP US Y 2 2032-12-31 Fixed 8.000000000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 50000 PA USD 49890.76 0.0349391714 Long DBT CORP US Y 2 2027-04-15 Fixed 5.625000000000 N N N N N N AADVANTAGE LOYALTY IP LTD / AMERICAN AIRLINES INC N/A 00253XAB7 265833.33 PA USD 264371.53 0.1851429442 Long DBT CORP KY Y 2 2029-04-20 Fixed 5.750000000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 127000 PA USD 130174.75 0.0911631312 Long DBT CORP US Y 2 2049-12-31 Fixed 7.875000000000 N N N N N N AAG FH UK LTD / GLOBAL AUTO HOLDINGS UK LTD N/A 00033GAA3 200000 PA USD 198456.21 0.1389815576 Long DBT CORP GB Y 2 2029-01-15 Fixed 8.375000000000 N N N N N N UKG N/A 89841EAB1 69649.12 PA USD 66802.56 0.0467827328 Long LON CORP US N 2 2031-01-30 Floating 8.810000000000 N N N N N N Electronic Arts 6488ICS9P20290MA1H31 67123SAB5 30000 PA USD 30153.9 0.0211171824 Long LON CORP US N 2 2033-03-24 Floating 7.190000000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 40000 PA USD 42049.72 0.0294479854 Long DBT CORP US Y 2 2038-07-15 Fixed 7.500000000000 N N N N N N VANGUARD SCOTTSDALE FUNDS 549300Y88GQ3VLJIBX57 92206C706 75268 NS USD 4391887.8 3.0756981968 Long EC RF US N 1 N N N VANGUARD SCOTTSDALE FUNDS 549300Y88GQ3VLJIBX57 92206C847 188905 NS USD 9968516.85 6.9810866525 Long EC RF US N 1 N N SALT 2021-1 TRUST N/A 78433XAB6 86647.57 PA USD 84869.11 0.0594349811 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.675000000000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 035198AF7 210000 PA USD 214333.38 0.1501005537 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.750000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 400000 PA USD 463786.57 0.3247959834 Long DBT CORP IT Y 2 2053-11-28 Fixed 7.800000000000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 2023-2 N/A 55361AAZ7 90000 PA USD 93510.7 0.0654868030 Long ABS-O CORP US N 2 2056-12-15 Variable 7.010862000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 390000 PA USD 223238.5 0.1563369292 Long DBT CORP US Y 2 2029-01-31 Fixed 11.750000000000 N N N N N N VERUS SECURITIZATION TRUST 2024-1 984500A3F1D749452747 92540EAC7 76453.61 PA USD 76443.29 0.0535342659 Long ABS-O CORP US Y 2 2069-01-25 Fixed 6.118000000000 N N N N N N CALABRIO INC TL N/A 12804VAC8 30000 PA USD 23094 0.0161730393 Long DBT CORP US N 2 2032-10-25 Fixed 0 N N N N N N Pye-Barker Fire & Safety LLC 254900K8RDMGUBC44870 69380SAC7 6500 PA USD 6521.65 0.0045671994 Long LON CORP US N 2 2032-12-09 Fixed 6.160300544560 N N N N N N COLT 2024-1 MORTGAGE LOAN TRUST 2138001HZNOLT1K3WY73 19688TAD7 160000 PA USD 160236.99 0.1122161229 Long ABS-O CORP US Y 2 2069-02-25 Variable 6.586000000000 N N N N N N VERUS SECURITIZATION TRUST 2024-3 2138005NRONUFED1TZ38 92540MAC9 61021.65 PA USD 61339.41 0.0429568152 Long ABS-O CORP US Y 2 2069-04-25 Variable 6.845000000000 N N N N N N BLUE RACER MIDSTREAM LLC N/A 095796AK4 50000 PA USD 51365.92 0.0359722458 Long DBT CORP US Y 2 2032-07-15 Fixed 7.250000000000 N N N N N N MPH ACQUISITION HOLDINGS LLC 5493002WXOPRPTXWTU06 553283AG7 11644 PA USD 8965.88 0.0062789266 Long DBT CORP US Y 2 2030-12-31 Fixed 5.750000000000 N N N N N N ARBOR REALTY SR INC 549300TW7RTL2CI3CN08 03881NAL1 170000 PA USD 162981.09 0.1141378531 Long DBT CORP US Y 2 2028-12-15 Fixed 8.500000000000 N N N N N SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND COMPANY AND MILLENNIUM OPERATIONS LLC N/A 83003AAA8 50000 PA USD 50570.65 0.0354153075 Long DBT CORP US Y 2 2032-01-15 Fixed 8.625000000000 N N N N N LifePoint Health N/A 75915TAK8 92794.96 PA USD 88387.2 0.0618987470 Long LON CORP US N 2 2031-05-16 Floating 8.690000000000 N N N N N N AAG FH UK LTD / GLOBAL AUTO HOLDINGS UK LTD N/A 00033YAA4 220000 PA USD 231305.14 0.1619861058 Long DBT CORP GB Y 2 2029-08-15 Fixed 11.500000000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCV3 120000 PA USD 114082.75 0.0798936868 Long DBT CORP US Y 2 2036-02-01 Fixed 7.375000000000 N N N N N N Relativity N/A 75944WAB6 20000 PA USD 19700 0.0137961754 Long LON CORP US N 2 2033-01-14 Floating 6.420000000000 N N N N N N Two Kings Casino N/A 14907EAD6 70000 PA USD 70227.5 0.0491812644 Long LON CORP US N 2 2031-12-16 Floating 9.100000000000 N N N N N N LifePoint Health 549300G8ZVHRTBBBSZ90 75915TAL6 19351.94 PA USD 18408.53 0.0128917416 Long LON CORP US N 2 2031-05-17 Floating 8.020000000000 N N N N N N MCCLATCHY MEDIA CO LLC N/A 00456LAC6 125334 PA USD 144760.77 0.1013779175 Long DBT CORP US Y 2 2031-12-01 Fixed 12.500000000000 N N Y N N N Veritext 5493007T812R37X02Y38 91838LAK6 9949.36 PA USD 9797.63 0.0068614123 Long LON CORP US N 2 2030-08-09 Floating 7.440000000000 N N N N N N MF1 2025-FL17 LLC N/A 55287HAA8 120000 PA USD 119999.46 0.0840372386 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 4.989610000000 N N N N N N RIDE TRUST 2025-SHRE 5493000HCHF3YP6AGZ15 765692AG3 200000 PA USD 199931.28 0.1400145690 Long ABS-O CORP US Y 2 2047-02-14 Variable 6.746680000000 N N N N N N Virgin Media 213800IQ982XX69LE276 G9368PBK9 100000 PA USD 85125 0.0596141844 Long LON CORP US N 2 2031-02-28 Floating 8.750000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GS1 549300WZ62L3Y22NOZ64 36253PAB8 131633.1 PA USD 130439.21 0.0913483361 Long ABS-O CORP US N 2 2050-05-10 Fixed 3.164000000000 N N N N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 1330.4 NS USD 1330.4 0.0009316970 Long STIV RF US N 1 N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAE7 80000 PA USD 80221.77 0.0561803863 Long DBT CORP CA Y 2 2031-07-30 Fixed 8.500000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 N/A 17326DAC6 250000 PA USD 246897.93 0.1729059468 Long ABS-O CORP US N 2 2050-09-15 Fixed 3.203000000000 N N N N N N MARKS AND SPENCER PLC 213800CN1RI3UCIZWB95 57069PAA0 100000 PA USD 106545.41 0.0746151861 Long DBT CORP GB Y 2 2037-12-01 Fixed 7.125000000000 N N N N N N Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) N/A 59909TAC8 69631.58 PA USD 68952.67 0.0482884838 Long LON CORP US N 2 2027-08-17 Floating 4.280000000000 N N N N N N Authentic Brands 54930020NXD0RJB64985 00076VBM1 93034.03 PA USD 93017.28 0.0651412544 Long LON CORP US N 2 2032-02-12 Floating 6.550000000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 80000 PA USD 78751.98 0.0551510726 Long DBT CORP US Y 2 2033-04-01 Fixed 6.250000000000 N N N N N N URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS 549300RDR012H2V82H43 917288BP6 60000 PA 1735.67 0.0012155131 Long DBT NUSS UY N 2 2045-05-16 Fixed 3.400000000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 190000 PA USD 185441.9 0.1298674610 Long DBT CORP US Y 2 2028-02-15 Fixed 8.250000000000 N N N N N 720 EAST CLO VII LTD N/A 81789NAA4 150000 PA USD 148324.59 0.1038737087 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 8.479210000000 N N N N N N EXTENDED STAY AMERICA INC 549300IESZBC3BJUJW64 30227TAG5 96313.33 PA USD 97152.77 0.0680373937 Long ABS-O CORP US Y 2 2042-10-15 Floating 6.276370000000 N N N N N N Dayforce (Ceridian HCM) N/A 23923YAB7 120000 PA USD 111556.8 0.0781247300 Long LON CORP US N 2 2032-10-07 Floating 6.940000000000 N N N N N N AMMC CLO 30 LTD N/A 03165UAU2 100000 PA USD 99941.69 0.0699905120 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 0.000000000000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047AL3 40000 PA USD 39475.92 0.0276455186 Long DBT CORP US N 2 2031-03-01 Fixed 5.375000000000 N N N N N TKC HOLDINGS INC N/A 87256YAE3 50000 PA USD 51112.45 0.0357947374 Long DBT CORP US Y 2 2030-08-15 Fixed 8.500000000000 N N N N N N VCI ASSET HOLDINGS 1 L TL N/A LX2765266 104210.53 PA USD 110419.39 0.0773281865 Long LON CORP US N 2 2030-11-20 Fixed 0 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2026-1325 N/A 67124GAJ3 100000 PA USD 102415.51 0.0717229615 Long ABS-O CORP US Y 2 2041-05-09 Variable 8.222900000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 100000 PA USD 96083.28 0.0672884155 Long DBT CORP US Y 2 2031-04-30 Fixed 6.250000000000 N N N N N N REDWOOD FUNDING TRUST 2026-2 N/A 75805CAA0 135508.09 PA USD 135059.42 0.0945839314 Long ABS-O CORP US Y 2 2056-11-27 Fixed 6.259000000000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAA1 60000 PA USD 58399.77 0.0408981457 Long DBT CORP US Y 2 2031-07-15 Fixed 5.350000000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 50000 PA USD 52392.6 0.0366912436 Long DBT CORP US Y 2 2031-02-15 Fixed 7.125000000000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 52500 PA USD 48300 0.0338251407 Long DBT CORP US Y 2 2028-06-28 Fixed 10.625000000000 N N N N N N KKR Real Estate Finance Trust/KREF Holdings X N/A 48266YAH6 128452.48 PA USD 125295.12 0.0877458606 Long LON CORP US N 2 2032-03-05 Floating 6.730000000000 N N N N N N Action Nederland B.V. 7245002S0K5Q59JCVQ03 N6872NAQ9 29925 PA USD 29917.52 0.0209516423 Long LON CORP NL N 2 2032-09-27 Floating 6.250000000000 N N N N N N SPIRIT AIRLINES LLC TL N/A 84859TAB8 20110.59 PA USD 18099.53 0.0126753447 Long DBT CORP US N 2 2026-07-14 Fixed 0 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 10000 PA USD 10313.31 0.0072225499 Long DBT CORP US Y 2 2034-06-15 Fixed 6.500000000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AE0 50000 PA USD 48125 0.0337025859 Long DBT CORP US N 2 2027-12-01 Fixed 4.500000000000 N N N N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 247970.67 NS USD 247970.67 0.1736572010 Long STIV RF US N 1 N N N KINGPIN INTERMEDIATE HOLDINGS LLC 549300HRZOJTMNZCST05 49579RAB4 10000 PA USD 8114.52 0.0056827077 Long DBT CORP US Y 2 2032-10-15 Fixed 7.250000000000 N N N N N RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP N/A 76884GAA3 90000 PA USD 90398.88 0.0633075536 Long DBT CORP US Y 2 2030-10-15 Fixed 6.250000000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 80000 PA USD 83983.36 0.0588146785 Long DBT CORP US Y 2 2030-08-15 Fixed 9.875000000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 X6983S100 1232 NS 0 0.0000000000 Long EC CORP RU N 3 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 30000 PA USD 26626.49 0.0186468897 Long DBT CORP US N 2 2053-02-10 Fixed 5.700000000000 N N N N N N Internet Brands 2549005VFKP807SR8N49 45567YAN5 98939.41 PA USD 95826.78 0.0671087851 Long LON CORP US N 2 2028-04-25 Floating 9.240000000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCU5 210000 PA USD 201249.38 0.1409376522 Long DBT CORP US Y 2 2033-02-01 Fixed 7.000000000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 180000 PA USD 183361.32 0.1284104028 Long DBT CORP US Y 2 2033-02-15 Fixed 9.500000000000 N N N N N N ASE TECHNOLOGY HOLDING CO LTD 300300GO8QHPMV87NZ73 Y0249T100 40770 NS 695719.98 0.4872220752 Long EC CORP TW N 2 N N N SOPAIPILLA INVESTOR LLC N/A 83577VAA8 90000 PA USD 93283.54 0.0653277198 Long DBT CORP US Y 2 2048-11-30 Fixed 7.534000000000 N N N N N N TULIP HOLDCO DE LLC TL N/A LX2936800 50000 PA USD 49844 0.0349064247 Long DBT CORP US N 2 2033-07-22 Fixed 0 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 40000 PA USD 41233.56 0.0288764176 Long DBT CORP US Y 2 2031-01-30 Fixed 7.250000000000 N N N N N ALTICE FRANCE SA N/A 000000000 3362 NS 65490.38 0.0458637954 Long EC CORP FR N 2 N N N BAY TRUST 2026-MDWS 375X9PSJLLOV7F21O626 05494UAG0 200000 PA USD 199500 0.1397125378 Long ABS-O CORP US Y 2 2041-06-15 Floating 6.867670000000 N N N N N N MLTI TRUST 2026-MLT1 N/A 55292MAA0 120000 PA USD 120292.12 0.0842421923 Long ABS-O CORP US Y 2 2031-06-15 Variable 0.000000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAM8 50000 PA USD 49110.2 0.0343925347 Long DBT CORP US Y 2 2033-10-15 Fixed 5.750000000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 20000 PA USD 19750.51 0.0138315482 Long DBT CORP US Y 2 2036-02-01 Fixed 6.500000000000 N N N N N GAZPROM PJSC 213800FD9J2IHTA7YX78 X3123F106 33780 NS 0 0.0000000000 Long EC CORP RU N 3 N N N ROSNEFT OIL CO PJSC 253400JT3MQWNDKMJE44 X7394C106 17410 NS 0 0.0000000000 Long EC CORP RU N 3 N N N SPIRIT AVIATION HOLDINGS INC N/A 84863V101 8659 NS USD 129.89 0.0000909637 Long EC CORP US N 1 N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBD1 130000 PA USD 128013.86 0.0896498308 Long DBT CORP US Y 2 2033-10-15 Fixed 7.750000000000 N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 T9T23L642 20550 NS 1938108.98 1.3572838302 Long EC CORP IT N 2 N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 50320 NS USD 1325932 0.9285680434 Long EC CORP US N 1 N N N CAPITAL FOUR US CLO I LTD 549300NMXY8VXHO96C52 14016TAS8 100000 PA USD 97912.16 0.0685692048 Long ABS-CBDO CORP KY Y 2 2035-01-18 Floating 6.979210000000 N N N N N N BXMT 2026-FL6 LTD / BXMT 2026-FL6 LLC N/A 05620AAA4 100000 PA USD 99855.04 0.0699298298 Long ABS-CBDO CORP US Y 2 2043-08-19 Floating 5.179210000000 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AB1 60000 PA USD 58950 0.0412834792 Long DBT CORP US Y 2 2033-10-01 Fixed 6.250000000000 N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAH8 160000 PA USD 161115.78 0.1128315514 Long DBT CORP US Y 2 2031-03-24 Fixed 7.500000000000 N N N N N SYMPHONY CLO XXV LTD 5493006CLZCEH6WYKR81 87167WAJ4 250000 PA USD 247202.7 0.1731193813 Long ABS-CBDO CORP KY Y 2 2034-04-19 Floating 7.590820000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 20000 PA USD 18040.85 0.0126342503 Long DBT CORP US N 2 2052-11-09 Fixed 6.900000000000 N N N N N MELCO RESORTS FINANCE LTD 5493000FQDBWKDBZEF60 58547DAJ8 200000 PA USD 193108.64 0.1352365823 Long DBT CORP KY Y 2 2033-09-24 Fixed 6.500000000000 N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAB9 90000 PA USD 87151.53 0.0610333906 Long DBT CORP LR N 2 2036-01-15 Fixed 5.375000000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 G6S9A7120 87580 NS 1401792.78 0.9816943697 Long EC CORP GB N 2 N N N Celsius N/A 15118XAD6 47375 PA USD 47315.78 0.0331358782 Long LON CORP US N 2 2032-04-01 Floating 6.500000000000 N N N N N N CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL N/A 23292NAB4 40000 PA USD 39407.66 0.0275977152 Long DBT CORP US Y 2 2034-04-15 Fixed 6.375000000000 N N N N N Lucky Strike Entertainment (fka Bowlero/Bowlmor) 549300HRZOJTMNZCST05 49579GAJ1 149250 PA USD 128728.13 0.0901500437 Long LON CORP US N 2 2032-09-22 Floating 7.310000000000 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAE7 50000 PA USD 51244 0.0358868636 Long DBT CORP US Y 2 2030-10-15 Fixed 7.250000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CY9 60000 PA USD 44203.8 0.0309565167 Long DBT CORP US N 2 2049-08-15 Fixed 4.400000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 50000 PA USD 49642.82 0.0347655357 Long DBT CORP US Y 2 2030-12-31 Fixed 6.000000000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 50000 PA USD 50167.5 0.0351329761 Long DBT CORP US Y 2 2030-10-01 Fixed 6.000000000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AL3 80000 PA USD 80057.28 0.0560651918 Long DBT CORP US Y 2 2033-10-15 Fixed 7.875000000000 N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 210000 PA USD 205458.73 0.1438855167 Long DBT CORP US Y 2 2036-01-15 Fixed 6.000000000000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 60000 PA USD 62338.02 0.0436561553 Long DBT CORP US Y 2 2030-10-15 Fixed 7.750000000000 N N N N N N Cloud Software Group (Citrix/TIBCO) N/A 88632NBK5 69649.12 PA USD 63022.7 0.0441356459 Long LON CORP US N 2 2031-03-21 Floating 7.480000000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AB8 120000 PA USD 119898.52 0.0839665489 Long DBT CORP US Y 2 2032-09-15 Fixed 6.250000000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAC5 10000 PA USD 10131.35 0.0070951209 Long DBT CORP US Y 2 2029-08-01 Fixed 6.500000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 130000 PA USD 130590.07 0.0914539854 Long DBT CORP US N 2 2049-12-31 Fixed 6.625000000000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 254945AA6 30000 PA USD 30543.87 0.0213902837 Long DBT CORP US Y 2 2030-02-01 Fixed 8.875000000000 N N N N N N FIVE POINT OPERATING COMPANY LP N/A 33834YAC2 110000 PA USD 112739.33 0.0789528717 Long DBT CORP US Y 2 2030-10-01 Fixed 8.000000000000 N N N N N N Talen Energy Supply K5K33XN0PQAU1XF7NN66 87422LBA7 39800 PA USD 39302.5 0.0275240703 Long LON CORP US N 2 2032-10-11 Floating 5.930000000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 40000 PA USD 39607.41 0.0277376028 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.875000000000 N N N N N N First Brands (Trico Group) 2549005IXRZR7KSBJD91 31935HAG2 46504.55 PA USD 20.46 0.0000143284 Long LON CORP US N 3 2027-03-30 Floating 6.160000000000 N N N N N N Sedgwick CMS 549300BIN4DWJG5VWF64 81527CAP2 92210.16 PA USD 91537.95 0.0641052596 Long LON CORP US N 2 2028-02-17 Floating 6.810000000000 N N N N N N GALAXY HELIOS DATA CENTERS II LLC N/A 36322DAA4 140000 PA USD 140380.82 0.0983105795 Long DBT CORP US Y 2 2031-08-01 Fixed 9.875000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20755DAB2 200000 PA USD 204959.6 0.1435359692 Long ABS-O USGSE US Y 2 2042-07-25 Floating 7.216080000000 N N N N N N GAIA PURCHASER INC N/A 36276MAA0 40000 PA USD 40122.98 0.0280986635 Long DBT CORP US Y 2 2033-07-15 Fixed 7.625000000000 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 21867FAC8 110000 PA USD 109385.43 0.0766040903 Long DBT CORP US Y 2 2034-07-01 Fixed 6.000000000000 N N N N N N DWIGHT 2026-FL2 ISSUER LLC N/A 233641AJ8 200000 PA USD 199771.82 0.1399028970 Long ABS-CBDO CORP US Y 2 2044-01-18 Floating 0.000000000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 120000 PA USD 123476.88 0.0864725226 Long DBT CORP US Y 2 2031-08-15 Fixed 8.875000000000 N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 10000 PA USD 9797.52 0.0068613353 Long DBT CORP US Y 2 2029-09-30 Fixed 9.000000000000 N N N N N N Osmose Utilities Services 549300FSLVHLFZ3S0D82 68835HAH3 69530.83 PA USD 69357 0.0485716415 Long LON CORP US N 2 2028-06-17 Floating 3.370000000000 N N N N N N R.R. DONNELLEY & SONS COMPANY SU4X0P4WWRGOQDTSV032 257867BJ9 130000 PA USD 134736.68 0.0943579123 Long DBT CORP US Y 2 2029-08-01 Fixed 9.500000000000 N N N N N Ascensus N/A 03836BAH2 109725 PA USD 107325.31 0.0751613606 Long LON CORP US N 2 2028-08-02 Floating 7.440000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 80000 PA USD 64153 0.0449272102 Long DBT CORP US N 2 2055-08-03 Fixed 6.000000000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAP6 14654.5 PA USD 14650.84 0.0102601806 Long LON CORP US N 2 2030-12-31 Fixed 12.723825876810 N N N N N N ALLWYN ENT FIN US LLC TL N/A LX2579204 37994.16 PA USD 37305.71 0.0261256913 Long LON CORP US N 2 2031-06-02 Fixed 0 N N N N N N COLT 2025-11 MORTGAGE LOAN TRUST 213800CETFGZSOQ6WF79 12676KAG8 88171.68 PA USD 87290.83 0.0611309443 Long ABS-O CORP US Y 2 2070-11-25 Variable 5.409000000000 N N N N N N CONTINGENT ROLL-UP N/A 01999HN17 45800.06 PA USD 458 0.0003207436 Long DBT CORP US N 3 2026-07-14 Fixed 0 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 40000 PA USD 37589.08 0.0263241391 Long DBT CORP US N 2 2033-05-04 Fixed 5.350000000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AY1 230000 PA USD 222558.4 0.1558606460 Long DBT CORP CA Y 2 2036-02-15 Fixed 6.375000000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 40000 PA USD 39932.96 0.0279655899 Long DBT CORP US Y 2 2031-02-15 Fixed 6.125000000000 N N N N N N TransDigm 88Q84GB3X55CF5OC7582 89364MCG7 40000 PA USD 40038 0.0280391508 Long LON CORP US N 2 2033-02-10 Floating 6.140000000000 N N N N N N SANDSTONE PEAK III LT FRN N/A 799928AY2 150000 PA USD 150076.88 0.1051008610 Long DBT CORP KY N 2 2037-04-25 Floating 6.8601492 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00401YAB6 100000 PA USD 98921.04 0.0692757370 Long DBT CORP US Y 2 2031-05-15 Fixed 5.875000000000 N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 80000 PA USD 79771.18 0.0558648321 Long DBT CORP US Y 2 2034-06-15 Fixed 6.375000000000 N N N N N INCREF 2026-FL2 LLC N/A 44989VAJ3 120000 PA USD 120050.21 0.0840727795 Long ABS-CBDO CORP US Y 2 2043-12-19 Floating 6.269610000000 N N N N N N athenahealth 254900AA3KZN4Q7A5Z33 04686RAF0 39899.24 PA USD 39575.26 0.0277150878 Long LON CORP US N 2 2032-02-16 Floating 6.890000000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAH4 60000 PA USD 58803.8 0.0411810934 Long DBT CORP US Y 2 2036-06-15 Fixed 6.625000000000 N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAB6 40000 PA USD 40059.76 0.0280543896 Long DBT CORP US Y 2 2034-07-15 Fixed 6.875000000000 N N N N N N HUDSON YARDS 2026-10HY MORTGAGE TRUST N/A 44420QAA0 100000 PA USD 99238.37 0.0694979675 Long ABS-O CORP US Y 2 2039-12-10 Variable 5.085830000000 N N N N N N Pathfinder Power N/A 70320UAB5 70000 PA USD 69825 0.0488993882 Long LON CORP US N 2 2033-06-22 Floating 5.730000000000 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAJ2 100000 PA USD 99750 0.0698562689 Long ABS-O CORP US Y 2 2038-05-15 Floating 6.690850000000 N N N N N N SONRAVA HEALTH HOLDING TL N/A LX2368368 329574.87 PA USD 12359.06 0.0086552162 Long LON CORP US N 3 2028-08-18 Fixed 0 N N N N N N PALMER SQUARE CLO 2022-3 LTD 5493000CAZ8VWJGUOH13 69690ABC0 150000 PA USD 147172.98 0.1030672207 Long ABS-CBDO CORP JE Y 2 2037-07-20 Floating 6.679210000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 110000 PA USD 110958.98 0.0777060686 Long DBT CORP US Y 2 2032-10-15 Fixed 6.750000000000 N N N N N N Internet Brands 2549005VFKP807SR8N49 45567YAP0 66974.23 PA USD 59724.27 0.0418257109 Long LON CORP US N 2 2031-12-11 Floating 8.690000000000 N N N N N N MF1 2025-FL17 LLC N/A 55287HAJ9 100000 PA USD 99745.84 0.0698533556 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 6.410610000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 923725AE5 100000 PA USD 98889.95 0.0692539643 Long DBT RF CA Y 2 2033-02-15 Fixed 7.250000000000 N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 70000 PA USD 70003.43 0.0490243452 Long DBT CORP BM Y 2 2033-02-15 Fixed 6.125000000000 N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 70000 PA USD 70854.28 0.0496202069 Long DBT CORP US Y 2 2032-03-01 Fixed 6.375000000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAQ4 121483.25 PA USD 104258.14 0.0730133801 Long LON CORP US N 2 2030-12-31 Fixed 12.723825876810 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 170000 PA USD 173148.91 0.1212585145 Long DBT CORP US Y 2 2033-03-15 Fixed 6.750000000000 N N N N N N AmWINS Group 549300SJE7MUB8NMRG61 03234TBB3 93031.08 PA USD 92177.05 0.0645528300 Long LON CORP US N 2 2032-01-30 Floating 5.650000000000 N N N N N N Petco Animal Supplies 2549007TYGV6RVSE9M61 71601HAG1 79800 PA USD 79562.2 0.0557184806 Long LON CORP US N 2 2031-03-06 Floating 7.920000000000 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBF6 39900 PA USD 37339.62 0.0261494390 Long LON CORP US N 2 2033-02-14 Floating 7.380000000000 N N N N N N Nexstar Broadcasting N/A 65336RBF4 61000 PA USD 60895.08 0.0426456449 Long LON CORP US N 2 2033-03-18 Floating 6.410000000000 N N N N N N CoreWeave N/A 21882DAB6 50000 PA USD 49875 0.0349281344 Long LON CORP US N 2 2031-11-06 Floating 8.160000000000 N N N N N N Starwood Property Mortgage 5493008SB15CNJRIOK13 85570DAQ5 49625.62 PA USD 49532.82 0.0346885012 Long LON CORP US N 2 2032-09-24 Floating 5.640000000000 N N N N N N Warner Bros. Discovery 549300DXR29GD4N0A520 25472YAB7 68653.85 PA USD 68697.1 0.0481095047 Long LON CORP US N 2 2033-05-27 Floating 6.170000000000 N N N N N N BANK5 2026-5YR20 N/A 06211HAC8 100000 PA USD 102065.7 0.0714779848 Long ABS-O CORP US N 2 2059-06-15 Variable 5.713000000000 N N N N N N ROCKET COMPANIES INC N/A 77311WAF8 110000 PA USD 110869.44 0.0776433625 Long DBT CORP US Y 2 2034-06-15 Fixed 6.500000000000 N N N N N N Madison Air 549300IXDNBXNHUPBU73 55759VAG3 49877.52 PA USD 49807.19 0.0348806462 Long LON CORP US N 2 2032-05-06 Floating 5.390000000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAD1 70000 PA USD 66858.89 0.0468221814 Long DBT CORP US Y 2 2034-07-01 Fixed 7.125000000000 N N N N N KNDR TRUST 2021-KIND N/A 482606AQ3 158696.76 PA USD 158057.75 0.1106899718 Long ABS-O CORP US Y 2 2038-08-15 Floating 7.041480000000 N N N N N N GEO GROUP INC (THE) 54930024XOXET7NQVZ63 36162JAH9 90000 PA USD 97056 0.0679696244 Long DBT CORP US N 2 2031-04-15 Fixed 10.250000000000 N N N N N N BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV N/A 08861RAG6 250000 PA USD 250546.88 0.1754613556 Long ABS-O CORP US Y 2 2029-11-15 Floating 6.367270000000 N N N N N N Jane Street Group 5493002N1IVX6KHGYO08 47077DAM2 92981.78 PA USD 92571.73 0.0648292297 Long LON CORP US N 2 2031-12-11 Floating 6.460000000000 N N N N N N MPH ACQUISITION HOLDINGS LLC 5493002WXOPRPTXWTU06 553283AF9 18722 PA USD 17598.68 0.0123245927 Long DBT CORP US Y 2 2030-12-31 Fixed 11.500000000000 N N Y N N N Endeavor N/A 26875YAB8 99000 PA USD 99154.44 0.0694391902 Long LON CORP US N 2 2032-01-27 Floating 7.290000000000 N N N N N N Cotiviti Inc 254900YAQHVRTG4IFI64 22164MAF4 118800 PA USD 110696.65 0.0775223554 Long LON CORP US N 2 2032-02-13 Floating 7.070000000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 50000 PA USD 49438.41 0.0346223846 Long DBT CORP US Y 2 2034-07-31 Fixed 6.125000000000 N N N N N N MICHAELS COMPANIES INC (THE) 549300H9LWMBP7HYLR98 59408QAA4 230000 PA USD 225146.01 0.1576727841 Long DBT CORP US Y 2 2034-03-15 Fixed 11.000000000000 N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 70000 PA USD 68002.17 0.0476228358 Long DBT CORP US Y 2 2034-04-15 Fixed 5.500000000000 N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DG4 10000 PA USD 9871.05 0.0069128293 Long DBT CORP US Y 2 2036-05-15 Fixed 6.125000000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAP3 90000 PA USD 88632.52 0.0620705479 Long DBT CORP US Y 2 2033-05-01 Fixed 6.375000000000 N N N N N N CORE SCIENTIFIC FINANCE I LLC N/A 21874LAA0 140000 PA USD 137091.54 0.0960070525 Long DBT CORP US Y 2 2031-05-15 Fixed 7.750000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 30000 PA USD 27531.6 0.0192807504 Long DBT CORP US N 2 2056-05-15 Fixed 6.300000000000 N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 254948AR3 110000 PA USD 76450 0.0535389650 Long DBT CORP US N 2 2042-03-15 Fixed 5.050000000000 N N N N N N STINGRAY COMPUTE LLC N/A 86083AAA4 90000 PA USD 87801.85 0.0614888185 Long DBT CORP US Y 2 2031-06-15 Fixed 6.000000000000 N N N N N Aveanna/Epic Health 5493006D6JRLPIY8YV18 05549DAP3 79600 PA USD 79916.81 0.0559668187 Long LON CORP US N 2 2032-09-17 Floating 6.890000000000 N N N N N N Opella (Sanofi consumer healthcare) N/A F7000QAD3 168727.12 PA USD 168968.4 0.1183308470 Long LON CORP FR N 2 2032-04-28 Floating 6.140000000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817AAB3 80000 PA USD 81699.2 0.0572150505 Long DBT CORP US Y 2 2028-06-30 Fixed 13.500000000000 N N Y N N N KATAYMA CLO II LTD 254900HW0KYG9AOGVP97 485862AG1 150000 PA USD 150146.6 0.1051496869 Long ABS-CBDO CORP JE Y 2 2037-04-20 Floating 8.229210000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 70000 PA USD 70530.04 0.0493931372 Long DBT CORP US Y 2 2033-03-15 Fixed 8.000000000000 N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 200000 PA USD 177704 0.1244485053 Long DBT CORP DE Y 2 2031-10-03 Fixed 9.375000000000 N N N N N CLARITEV CORP N/A 62548MAA8 101289 PA USD 58747.62 0.0411417498 Long DBT CORP US Y 2 2031-03-31 Fixed 6.750000000000 N N Y N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAD4 50000 PA USD 52246.75 0.0365891029 Long DBT CORP US Y 2 2031-02-15 Fixed 10.000000000000 N N N N N N Virtu Financial 549300FRO9M476YHHY64 91820UAV2 148500 PA USD 148222.31 0.1038020806 Long LON CORP US N 2 2031-06-20 Floating 6.810000000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 100000 PA USD 101416.64 0.0710234393 Long DBT CORP US Y 2 2033-03-15 Fixed 6.250000000000 N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05618UAJ5 100000 PA USD 99008.8 0.0693371966 Long ABS-O CORP US Y 2 2045-03-15 Variable 7.875390000000 N N N N N N MLTI TRUST 2026-SF75 N/A 55318JAJ8 110000 PA USD 110114.43 0.0771146189 Long ABS-O CORP US Y 2 2031-03-15 Floating 6.926370000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAN9 150000 PA USD 145027.89 0.1015649853 Long DBT CORP US Y 2 2034-07-15 Fixed 5.625000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 20000 PA USD 18390.02 0.0128787788 Long DBT CORP US N 2 2056-03-13 Fixed 5.800000000000 N N N N N N Freddie Mac Stacr Remic Trust N/A 35564UEP8 130000 PA USD 131839.51 0.0923289851 Long ABS-O USGSE US Y 2 2046-03-25 Floating 5.716080000000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65346UAB5 50000 PA USD 49743.74 0.0348362113 Long DBT CORP US Y 2 2033-09-15 Fixed 6.500000000000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAE2 50000 PA USD 51164.25 0.0358310136 Long DBT CORP US Y 2 2032-06-01 Fixed 9.250000000000 N N N N N N Sotera Health (fka Sterigenics Nordin) 549300OVT7MBXFLOFU20 83600VAJ0 187619.15 PA USD 188030.04 0.1316799703 Long LON CORP US N 2 2031-05-30 Floating 5.900000000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 254948AQ5 58000 PA USD 51537.06 0.0360920975 Long DBT CORP US N 2 2032-03-15 Fixed 4.279000000000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAC7 100000 PA USD 95802.69 0.0670919145 Long DBT CORP US Y 2 2033-07-15 Fixed 5.650000000000 N N N N N N WHITEBOX CLO I LTD 549300E4AC0513DYO913 96467KBJ7 150000 PA USD 150018.93 0.1050602778 Long ABS-CBDO CORP KY Y 2 2039-07-20 Floating 0.000000000000 N N N N N N CIFC FDG 2024-II LTD /LLC N/A 17181UAU2 150000 PA USD 150000 0.1050470209 Long ABS-CBDO CORP KY Y 2 2037-04-22 Variable 0.000000000000 N N N N N N BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3 N/A 06427DAC7 110000 PA USD 101381.1 0.0709985502 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.250000000000 N N N N N N BX TRUST 2019-IMC N/A 05608BAN0 300000 PA USD 294916.17 0.2065337672 Long ABS-O CORP US Y 2 2034-04-15 Floating 5.873010000000 N N N N N N WW INTL INC TL N/A 92941PAE3 66774.06 PA USD 48912 0.0342537326 Long LON CORP US N 2 2030-06-25 Fixed 10.494193343870 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 N/A 05613GAG7 100000 PA USD 93754.56 0.0656575815 Long ABS-O CORP US Y 2 2041-08-13 Variable 7.712710000000 N N N N N N Acrisure N/A 00488PAV7 20000 PA USD 18270 0.0127947271 Long LON CORP US N 2 2030-11-06 Floating 7.400000000000 N N N N N N ARBOR REALTY SR INC 549300TW7RTL2CI3CN08 03881NAJ6 50000 PA USD 45464.47 0.0318393809 Long DBT CORP US Y 2 2030-07-15 Fixed 7.875000000000 N N N N N NEW MOUNTAIN CLO 5 LTD 2549000KVE2J1UOHZ207 64754WAQ6 100000 PA USD 99935.66 0.0699862891 Long ABS-CBDO CORP KY Y 2 2036-07-20 Variable 6.825230000000 N N N N N N PARK OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AS6 190000 PA USD 198528.15 0.1390319381 Long DBT CORP US Y 2 2030-08-01 Fixed 8.500000000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 77586RAW0 60000 PA USD 63846.13 0.0447123050 Long DBT NUSS RO Y 2 2037-02-10 Fixed 7.500000000000 N N N N N N BABCOCK & WILCOX ENTERPRISES INC 5493006H661OZN2C0T54 05614LAB6 120000 PA USD 119850 0.0839325697 Long DBT CORP US Y 2 2030-06-30 Fixed 8.750000000000 N N N N N N TEAM SERVICES HOLDING INC N/A 87821TAA8 70000 PA USD 70888.79 0.0496443747 Long DBT CORP US Y 2 2033-02-15 Fixed 9.000000000000 N N N N N BX TRUST 2018-BILT N/A 12433LAG0 150000 PA USD 151312.5 0.1059661823 Long ABS-O CORP US Y 2 2042-02-15 Floating 6.126370000000 N N N N N N ADVANCED DRAINAGE SYSTEMS INC 6QQTOZ5MF5DHM7K92I60 00790RAC8 50000 PA USD 48415.21 0.0339058238 Long DBT CORP US Y 2 2034-03-01 Fixed 5.375000000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 110000 PA USD 102145.53 0.0715338908 Long DBT CORP US Y 2 2031-03-01 Fixed 5.875000000000 N N N N N N ARC FALCON I INC TL N/A LX2852924 60000 PA USD 55135.8 0.0386123436 Long LON CORP US N 2 2033-03-04 Fixed 0 N N N N N N VCI ASSET HOLDINGS 3 L TL N/A LX2896475 50000 PA USD 50875 0.0356284479 Long LON CORP US N 2 2031-04-24 Fixed 0 N N N N N N 720 EAST CLO 2022-I LTD N/A 81785CAE4 250000 PA USD 245868 0.1721846729 Long ABS-CBDO CORP KY Y 2 2038-01-20 Floating 9.629210000000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232AE2 80000 PA USD 81857.04 0.0573255879 Long DBT CORP US Y 2 2034-07-15 Fixed 6.875000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 G06940103 41661 NS 1179395.25 0.8259463832 Long EC CORP GB N 2 N N N NN GROUP NV 724500OHYNDT9OY6Q215 N64038107 20020 NS 1887109.04 1.3215678851 Long EC CORP NL N 2 N N N NORTHERN INSTITUTIONAL FUNDS 549300Y178DO5JBR1S04 665279873 1605216.31 NS USD 1605216.31 1.1241546084 Long STIV RF US N 1 N N N GRUPO FINANCIERO BANORTE SAB DE CV N/A P49501201 150670 NS 1736756.77 1.2162741648 Long EC CORP MX N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625H100 5282 NS USD 1858154.78 1.3012908267 Long EC CORP US N 1 N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 110448107 31107 NS USD 1886639.55 1.3212390949 Long EC CORP GB N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250N105 23593 NS 1283785.03 0.8990519525 Long EC CORP CA N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 7860 NS USD 2014911 1.4110693195 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 5788 NS USD 1139252.04 0.7978335524 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS PARTNERS LP K4CDIF4M54DJZ6TB4Q48 293792107 42090 NS USD 1601524.5 1.1215691842 Long EC CORP US N 1 N N N NOVARTIS AG 5493007HIVTX6SY6XD66 66987V109 12952 NS USD 2022454.8 1.4163523443 Long EC CORP CH N 1 N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 2938 NS USD 433678.18 0.3037106723 Long EC CORP US N 1 N N N SIEMENS AG W38RGI023J3WT1HWRP32 D69671218 2665 NS 873178.2 0.6114984575 Long EC CORP DE N 2 N N N ZURICH INSURANCE GROUP AG 529900QVNRBND50TXP03 H9870Y105 685 NS 521783.81 0.3654122320 Long EC CORP CH N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273V100 66954 NS USD 1363183.44 0.9546557287 Long EC CORP US N 1 N N N BANK POLSKA KASA OPIEKI SA 5493000LKS7B3UTF7H35 X0R77T117 21348 NS 1407149.64 0.9854458509 Long EC CORP PL N 2 N N N MACQUARIE KOREA INFRASTRUCTURE FUND N/A Y53643105 9673 NS 68459.21 0.0479429071 Long EC CORP KR N 2 N N N HON HAI PRECISION INDUSTRY COMPANY LTD 30030004CM3GSZXX7O56 Y36861105 91400 NS 698022.51 0.4888345680 Long EC CORP TW N 2 N N N FIDEICOMISO IRREVOCABLE 1721 BANCO ACTINVER SA 549300JMTSVQ6LKX5222 P4559M101 258679 NS 1157816.11 0.8108342207 Long EC CORP MX N 1 N N N COMPAGNIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 F80343100 5049 NS 474540.98 0.3323274416 Long EC CORP FR N 2 N N N MS & AD INSURANCE GROUP HOLDINGS INC 529900CXROT5S2HMMP26 J4687C105 56632 NS 1743335.2 1.2208811279 Long EC CORP JP N 2 N N N PETROLEO BRASILEIRO SA 5493000J801JZRCMFE49 P78331132 132178 NS 1283149.91 0.8986071694 Long EC CORP BR N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 G51502105 6858 NS USD 1005794.28 0.7043712850 Long EC CORP IE N 1 N N N COPA HOLDINGS SA 529900BB9UQJV6QQHA59 P31076105 9120 NS USD 1287926.4 0.9019522097 Long EC CORP PA N 1 N N N QUANTA COMPUTER INC 529900DE8BIV3XOXIK04 Y7174J106 19700 NS 175249.37 0.1227294949 Long EC CORP TW N 2 N N N RIO TINTO LTD 529900X2VMAQT2PE0V24 Q81437107 16142 NS 1923831.99 1.3472854617 Long EC CORP AU N 2 N N N KIA CORP 988400V8MJK9N7OI5X76 Y47601102 3000 NS 270480.67 0.1894212573 Long EC CORP KR N 2 N N N VOLVO AB 549300HGV012CNC8JD22 928856301 32410 NS 1239739.05 0.8682059593 Long EC CORP SE N 2 N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 T3679P115 167716 NS 1894085.03 1.3264532649 Long EC CORP IT N 2 N N N MORGAN STANLEY CAPITAL I TRUST 2021-230P N/A 61772WAG2 110000 PA USD 101043.25 0.0707619493 Long ABS-O CORP US Y 2 2038-12-15 Floating 5.239750000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 100000 PA USD 103115 0.0722128237 Long DBT CORP CL Y 2 2030-04-15 Fixed 7.875000000000 N N N N N N BANK 2024-BNK48 N/A 06541GAH0 190000 PA USD 186763.58 0.1307930513 Long ABS-O CORP US N 2 2057-10-15 Variable 5.053000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 60000 PA USD 59841.89 0.0419080818 Long DBT CORP US Y 2 2034-11-01 Fixed 6.250000000000 N N N N N HIH TRUST 2024-61P N/A 40444VAL5 164277.06 PA USD 165201.12 0.1156925700 Long ABS-O CORP US Y 2 2041-10-15 Floating 9.189920000000 N N N N N N ROCK TRUST 2024-CNTR N/A 74970WAJ9 200000 PA USD 207801.52 0.1455262041 Long ABS-O CORP US Y 2 2041-11-13 Fixed 8.819060000000 N N N N N N Natgasoline 549300OHXDYMQYZOWC24 63232EAD9 38750 PA USD 39040.63 0.0273406792 Long LON CORP US N 2 2030-03-24 Floating 9.800000000000 N N N N N N Bausch Health (fka Valeant) N/A C6903HAB0 39600 PA USD 38375.96 0.0268752018 Long LON CORP CA N 2 2030-09-25 Floating 10.560000000000 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 U4582NMK7 14000000 PA 144752.31 0.1013719929 Long DBT NUSS US Y 2 2030-10-06 Fixed 7.350000000000 N N N N N N SolarWinds 254900ZM34IBOK68V949 85554UAB0 116881.37 PA USD 90583.06 0.0634365373 Long LON CORP US N 2 2032-03-12 Floating 8.300000000000 N N N N N N 1261229 B.C. LTD N/A 68288AAA5 200000 PA USD 204449.6 0.1431788094 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.000000000000 N N N N N N NEW GENERATION 0.00% N/A 64199ANB6 189189.18 PA USD 190500.12 0.1334098006 Long DBT CORP US N 3 2029-09-30 Fixed 0 N N N N N N Action Nederland B.V. 7245002S0K5Q59JCVQ03 N6872NAN6 88650 PA USD 88827.3 0.0622069549 Long LON CORP NL N 2 2031-07-01 Floating 6.810000000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 110000 PA USD 110246.95 0.0772074244 Long DBT CORP CA Y 2 2033-03-31 Fixed 6.750000000000 N N N N N N CURRENCY CONTRACT - AUD N/A 000000000 -287618.08 NC USD 4202.86 0.0029433195 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK NEW YORK N/A -287618.08 USD 415279 AUD 2026-10-16 4202.86 N N N CURRENCY CONTRACT - CAD N/A 000000000 -110895.79 NC USD 1492.96 0.0010455400 N/A DFE CORP XX N 2 CITIBANK NEW YORK E57ODZWZ7FF32TWEFA76 -110895.79 USD 157000 CAD 2026-10-16 1492.96 N N N CURRENCY CONTRACT - CAD N/A 000000000 -120556.33 NC USD 578.7 0.0004052714 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -120556.33 USD 169218 CAD 2026-10-16 578.7 N N N CURRENCY CONTRACT - JPY N/A 000000000 -137664.7 NC USD 2577.14 0.0018048059 N/A DFE CORP XX N 2 CITIBANK NEW YORK E57ODZWZ7FF32TWEFA76 -137664.7 USD 22173910 JPY 2026-10-16 2577.14 N N N CURRENCY CONTRACT - USD N/A 000000000 -1508080 NC -3219.49 -0.0022546522 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK NEW YORK N/A -1508080 BRL 291715.19 USD 2026-09-02 -3219.49 N N N CURRENCY CONTRACT - USD N/A 000000000 -1453355.64 NC -813.65 -0.0005698101 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -1453355.64 MXN 82552.3 USD 2026-10-16 -813.65 N N N CURRENCY CONTRACT - USD N/A 000000000 -11522 NC -118.45 -0.0000829521 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -11522 EUR 13209.6 USD 2026-10-16 -118.45 N N N CURRENCY CONTRACT - USD N/A 000000000 -117641.98 NC -1455.84 -0.0010195444 N/A DFE CORP XX N 2 CITIBANK NEW YORK E57ODZWZ7FF32TWEFA76 -117641.98 GBP 157096.81 USD 2026-10-16 -1455.84 N N N CURRENCY CONTRACT - USD N/A 000000000 -16614250.97 NC -247.05 -0.0001730124 N/A DFE CORP XX N 2 CITIBANK NEW YORK E57ODZWZ7FF32TWEFA76 -16614250.97 INR 172631.74 USD 2026-10-16 -247.05 N N N CURRENCY CONTRACT - USD N/A 000000000 -76445 NC -118.39 -0.0000829101 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -76445 CAD 54604.91 USD 2026-10-16 -118.39 N N N CURRENCY CONTRACT - USD N/A 000000000 -80000 NC -168.85 -0.0001182479 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -80000 CAD 57099.3 USD 2026-10-16 -168.85 N N N CURRENCY CONTRACT - USD N/A 000000000 -60000 NC -40.02 -0.0000280265 N/A DFE CORP XX N 2 BNP PARIS R0MUWSFPU8MPRO8K5P83 -60000 CAD 42911.09 USD 2026-10-16 -40.02 N N N CURRENCY CONTRACT - USD N/A 000000000 -105000 NC 27.94 0.0000195668 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -105000 CAD 75192.39 USD 2026-10-16 27.94 N N N CURRENCY CONTRACT - USD N/A 000000000 -17748500 NC -3129.64 -0.0021917291 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK NEW YORK N/A -17748500 JPY 109123.11 USD 2026-10-16 -3129.64 N N N CURRENCY CONTRACT - USD N/A 000000000 -40000 NC -36.62 -0.0000256455 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -40000 EUR 46233.28 USD 2026-10-16 -36.62 N N N CURRENCY CONTRACT - USD N/A 000000000 -44256 NC -9.1 -0.0000063729 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -44256 EUR 51183.92 USD 2026-10-16 -9.1 N N N ICE Futures Europe N/A 000000000 15 NC 4845330.15 3.3932499835 N/A DIR CORP GB N 1 ICE Futures Europe N/A Long 3mo SONIA SFI 2027-03-16 3595125 GBP -5649.03 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3 NC USD -324000 -0.2269015651 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10yr 6% TY 2026-09-21 -324000 USD 4531.25 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 20 NC USD 2166250 1.5170540602 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 20yr 6% US 2026-09-21 2166250 USD -63916.3 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5 NC USD -548515.63 -0.3841328857 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10YR 6% TY 2026-09-21 -548515.63 USD 2609.37 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1 NC USD 109687.5 0.0768156340 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 30yr 6.00% WN 2026-09-21 109687.5 USD -5531.25 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 12 NC USD 2467312.5 1.7278921850 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 2yr 6% TU 2026-09-30 2467312.5 USD -6757.79 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 44 NC USD 4662968.75 3.2655398382 N/A DIR CORP US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 5yr 6% FV 2026-09-30 4662968.75 USD -39593.86 N N N ICE Futures Europe N/A 000000000 2 NC 233133.82 0.1632667551 N/A DIR CORP GB N 1 ICE Futures Europe N/A Long UK 10yr 4.0 % G 2026-09-28 172980 GBP -4317.12 N N N Sydney Futures Exchange N/A 000000000 8 NC 608638.71 0.4262378886 N/A DIR CORP AU N 1 Sydney Futures Exchange N/A Long Aust 10yr 6% XM 2026-09-15 864973.6 AUD -3163.09 N N N Eurex N/A 000000000 2 NC 286811.49 0.2008579506 N/A DIR CORP DE N 1 Eurex N/A Long Euro-Bund 10yr 6% RX 2026-09-08 248720 EUR -2684.05 N N N CALL JUN 27 CME 3MCALL JU N/A 000000000 36 NC USD 3825 0.0026786990 N/A DIR CORP US N 1 Chicago Mercantile Exchange N/A Call Purchased FUT JUN 27 CME 3MO SOFR SFRM7C9750 2500 USD 1.000000000000 USD 2027-06-11 XXXX -4003.02 N N N FXO EURUSD PUT 1.14 13082 N/A 000000000 -226315.79 NC -234.35 -0.0001641185 N/A DFE CORP XX N 2 OTCEXCH N/A Put Written Other N/A 1 EUR 1.140000000000 EUR 2026-08-13 XXXX 1016.95 N N N FXO EURUSD PUT 1.156 1308 N/A 000000000 384083.045 NC 2303.24 0.0016129900 N/A DFE CORP XX N 2 OTCEXCH N/A Put Purchased Other N/A 1 EUR 1.156000000000 EUR 2026-08-13 XXXX 186.67 N N N WTS. SPIRIT AIRLINES LLC N/A 000000000 6153 NC USD 92.3 0.0000646389 N/A DE CORP US N 3 N/A N/A Call Purchased SPIRIT AIRLINES LLC SPIRIT AIRLINES LLC 1 11.500000000000 USD 2030-03-12 XXXX -74810.38 N N N Northern Institutional Funds 549300Y178DO5JBR1S04 665279105 460002.5 NS USD 460002.5 0.3221459482 Long STIV RF US N 1 N N Northern Institutional Funds 549300Y178DO5JBR1S04 665279105 4333172.5 NS USD 4333172.5 3.0345790811 Long STIV RF US N 1 N N Northern Institutional Funds 549300Y178DO5JBR1S04 665279105 31193.75 NS USD 31193.75 0.0218454034 Long STIV RF US N 1 N N CDS_SN_CCP MGM RESORTS INTL 4.75 5% 20300620 N/A 000000000 75000 OU NOTIONAL USD -8288.84 -0.0058047863 N/A DCR CORP US N 2 UBS Securities LLC 549300SZJ9VS8SGXAN81 Y 2030-06-20 -10116.450000000000 USD 0.000000000000 USD 75000 USD -818.85 N N N CDS_SN_CCP CAESARS ENTERTAIN INC 5% 20300620 N/A 000000000 75000 OU NOTIONAL USD 5214.78 0.0036519807 N/A DCR CORP US N 2 UBS Securities LLC 549300SZJ9VS8SGXAN81 Y 2030-06-20 0.000000000000 USD 8273.850000000000 USD 75000 USD -818.72 N N N EQIX RCV WAM EM FRO PAY SOFR 1D 09-10-26 N/A 000000000 2819.59 OU NOTIONAL USD -10368.45 -0.0072611652 N/A DE CORP US N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2026-10-09 0.000000000000 USD 0.000000000000 USD 547000.46 USD -10368.45 N N N OIS BRL RCV 13.25% PAY BZDIO1D 02-JAN-2031 N/A 000000000 887812.59 OU NOTIONAL -8787.47 -0.0061539836 N/A DIR CORP BR N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2031-01-02 0.000000000000 BRL 0.000000000000 BRL 887812.59 BRL -8787.47 N N N OIS_CCP MXN RCV 8.885% PAY MXIBTIEF1D 10-NOV-2034 N/A 000000000 3550000 OU NOTIONAL 9333.37 0.0065362848 N/A DIR CORP MX N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2034-11-10 0.000000000000 MXN 0.000000000000 MXN 140000 MXN 9333.37 N N N OIS_CCP MXN RCV 8.902% PAY MXIBTIEF1D 16-NOV-2029 N/A 000000000 20240000 OU NOTIONAL 50445.09 0.0353273762 N/A DIR CORP MX N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2029-11-16 0.000000000000 MXN 0.000000000000 MXN 22000000 MXN 50445.09 N N N OIS BRL RCV 10.23% PAY BZDIO1D 02-JAN-2029 N/A 000000000 3493323.32 OU NOTIONAL -128755.36 -0.0901691133 N/A DIR CORP BR N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2029-01-02 0.000000000000 BRL 0.000000000000 BRL 4416981.63 BRL -128755.36 N N N OIS BRL RCV 13.3% PAY BZDIO1D 02-JAN-2031 N/A 000000000 1441859.87 OU NOTIONAL -13601.21 -0.0095251106 N/A DIR CORP BR N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 Y 2031-01-02 0.000000000000 BRL 0.000000000000 BRL 1441859.87 BRL -13601.21 N N N 2026-08-28 Morningstar Funds Trust D. Scott Schilling D. Scott Schilling Chief Compliance Officer XXXX