NPORT-P false 0000052136 XXXXXXXX S000030600 C000094853 C000094854 C000094855 C000190722 Natixis Funds Trust II 811-00242 0000052136 R4B5ZXLI2IMIOWT67V76 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2810 Loomis Sayles Strategic Alpha Fund S000030600 XW1RTFP3MQA6N2KPMD54 2021-12-31 2021-12-31 N 1460972023.40 2717492.54 1458254530.86 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 14788620.17000000 USD ZAR N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 585000.00000000 PA USD 609999.98000000 0.041830830427 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N CLI Funding LLC N/A 12565KAA5 5400428.83000000 PA USD 5273146.66000000 0.361606739318 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 1695000.00000000 PA USD 1709407.50000000 0.117222848537 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAA2 210000.00000000 PA USD 210766.50000000 0.014453341000 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N Legacy Mortgage Asset Trust N/A 52475BAA0 162341.48000000 PA USD 162501.11000000 0.011143535409 Long ABS-O CORP US N 2 2059-01-25 Variable 3.75000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 1075000.00000000 PA USD 1072312.50000000 0.073533973480 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 1435000.00000000 PA USD 1470875.00000000 0.100865450363 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N DT Auto Owner Trust N/A 26252TAG1 1655000.00000000 PA USD 1691471.24000000 0.115992867102 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.48000000 N N N N N N CIFC Funding Ltd N/A 12549BAU2 730000.00000000 PA USD 724915.19000000 0.049711156362 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 2.07200000 N N N N N N LCM Ltd Partnership N/A 50200YAW8 310000.00000000 PA USD 308071.58000000 0.021126049909 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.13200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDV3 1565000.00000000 PA USD 1597432.59000000 0.109544154068 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.68000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 1330000.00000000 PA USD 1359336.08000000 0.093216653967 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 370000.00000000 PA USD 369355.52000000 0.025328604313 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 1985000.00000000 PA USD 1945300.00000000 0.133399208357 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 570000.00000000 PA USD 560886.78000000 0.038462886151 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 1330000.00000000 PA USD 1319511.90000000 0.090485705483 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 710000.00000000 PA USD 137903.30000000 0.009456737289 Long DBT CORP KY N 2 2024-02-08 Fixed 6.35000000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AG6 1830000.00000000 PA USD 1829984.26000000 0.125491416023 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.78200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 70000.00000000 PA USD 72938.01000000 0.005001733816 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 1234.00000000 NS 1019819.08000000 0.069934230164 Long EC CORP FR N 2 N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 330000.00000000 PA USD 333300.00000000 0.022856092194 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275R102 8738.00000000 NS USD 553727.06000000 0.037971907392 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 843.00000000 NS USD 542234.46000000 0.037183800806 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A 55819DAL0 300000.00000000 PA USD 300017.94000000 0.020573770466 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 3.12400000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAZ1 340000.00000000 PA USD 340170.00000000 0.023327203365 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.38200000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936100 13119.00000000 NS USD 388191.21000000 0.026620264280 Long EC US N 1 N N N Navient Student Loan Trust N/A 63941JAB4 695000.00000000 PA USD 711308.80000000 0.048778096343 Long ABS-O CORP US N 2 2068-10-15 Fixed 3.08000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAJ4 1715000.00000000 PA USD 1709568.60000000 0.117233895991 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.79100000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 1530000.00000000 PA USD 1617829.59000000 0.110942881078 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N OHA Loan Funding Ltd 54930016024GMIAF7A82 67110UAQ2 1570000.00000000 PA USD 1560193.78000000 0.106990497679 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 2.08200000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 3580000.00000000 PA USD 3364269.20000000 0.230705211525 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N N NCL Corp Ltd USD XXXX N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2680.00000000 NS USD 574431.20000000 0.039391696568 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46635TAX0 300000.00000000 PA USD 296340.66000000 0.020321600497 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.36000000 N N N N N N Progress Residential Trust N/A 74333PAL1 415000.00000000 PA USD 401828.65000000 0.027555453557 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAG6 1265000.00000000 PA USD 1326041.18000000 0.090933451735 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.73000000 N N N N N N Tricon American Homes N/A 89613GAE6 1040000.00000000 PA USD 1049434.88000000 0.071965137621 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.54400000 N N N N N N Accenture PLC N/A 000000000 1332.00000000 NS USD 552180.60000000 0.037865858690 Long EC CORP IE N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 2920225.00000000 PA USD 3055910.33000000 0.209559460665 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 2545000.00000000 PA USD 2476514.05000000 0.169827283069 Long DBT CORP IN N 2 2031-02-10 Fixed 2.80000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -32.00000000 NC USD -8432.00000000 -0.00057822553 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Chevron Corp Chevron Corp 100.00000000 120.00000000 USD 2022-02-18 XXXX -1976.72000000 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 10505.00000000 NS USD 548150.90000000 0.037589521472 Long EC CORP US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 220000.00000000 PA USD 33215.60000000 0.002277764224 Long DBT CORP KY N 2 2024-03-29 Fixed 9.50000000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -72.00000000 NC USD -3564.00000000 -0.00024440177 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Pfizer Inc Pfizer Inc 100.00000000 70.00000000 USD 2022-02-18 XXXX 5056.41000000 N N N SoFi Consumer Loan Program Trust N/A 83405RAC1 140611.54000000 PA USD 141430.57000000 0.009698620303 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACR4 285000.00000000 PA USD 287758.71000000 0.019733092125 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAA8 1385000.00000000 PA USD 1173787.50000000 0.080492635212 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CA0 7615000.00000000 PA USD 7509073.07000000 0.514935692712 Long DBT CORP JP N 2 2025-10-11 Fixed 0.96200000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 1525000.00000000 PA USD 1544062.50000000 0.105884292990 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 03234TAW8 618583.31000000 PA USD 613430.51000000 0.042066079481 Long LON CORP US N 2 2028-02-19 Floating 3.00000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 1020000.00000000 PA USD 152898.00000000 0.010485000853 Long DBT CORP KY N 2 2025-06-28 Fixed 8.75000000 Y N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 750000.00000000 PA USD 749062.50000000 0.051367061383 Long DBT CORP JP N 2 2031-07-06 Fixed 5.25000000 N N N N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 6552.00000000 NS USD 879868.08000000 0.060337071572 Long EC CORP US N 1 N N N World Financial Network Credit Card Master Trust N/A 981464HG8 6995000.00000000 PA USD 7089375.14000000 0.486154850883 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.71000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 2840000.00000000 PA USD 2787683.85000000 0.191165793831 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 2097716.46000000 PA USD 2039829.97000000 0.139881613726 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAG8 3210000.00000000 PA USD 3411824.90000000 0.233966350029 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.35000000 N N N N N N Countrywide Alternative Loan Trust N/A 12669FEE9 320265.33000000 PA USD 331392.69000000 0.022725298155 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 1265000.00000000 PA USD 1331364.32000000 0.091298486774 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 3090000.00000000 PA USD 3125720.40000000 0.214346695576 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387508 6293.00000000 NS USD 407031.24000000 0.027912221864 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2166.00000000 NS USD 545680.38000000 0.037420105232 Long EC CORP US N 1 N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2P1 3670000.00000000 PA USD 3619902.59000000 0.248235305524 Long DBT CORP US N 2 2024-09-13 Fixed 0.60000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1805000.00000000 PA USD 1775808.64000000 0.121776315617 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 11509.00000000 NS USD 1968844.63000000 0.135013784516 Long EC CORP US N 1 N N N Countrywide Home Loans N/A 12669FV75 38483.54000000 PA USD 38814.97000000 0.002661741772 Long ABS-MBS CORP US N 2 2034-09-20 Variable 2.60400000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 1570000.00000000 PA USD 1595719.11000000 0.109426651947 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 2082.00000000 NS USD 558121.74000000 0.038273273162 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1775000.00000000 PA USD 1842640.39000000 0.126359311835 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 685000.00000000 PA USD 679177.50000000 0.046574688137 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 690000.00000000 PA USD 655500.00000000 0.044951000400 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N Atlas Senior Loan Fund LTD N/A 04940AAL6 1105000.00000000 PA USD 1107485.92000000 0.075945995473 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 3.83200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 1800000.00000000 PA USD 1913193.72000000 0.131197515900 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 430000.00000000 PA USD 276748.00000000 0.018978031210 Long DBT CORP KY N 2 2025-01-02 Fixed 5.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1091.00000000 NS USD 547834.74000000 0.037567840758 Long EC CORP US N 1 N N N Oaktree CLO Ltd N/A 67400JAA1 2100000.00000000 PA USD 2096712.87000000 0.143782366221 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 7.36200000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 4360000.00000000 PA USD 4616759.18000000 0.316594879857 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 2155000.00000000 PA USD 2131230.35000000 0.146149407040 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 30215EBD8 586000000.00000000 PA 7794240.31000000 0.534491074435 Long DBT NUSS KR N 2 2023-08-09 Fixed 4.89000000 N N N N N N HPEFS Equipment Trust N/A 40440YAF6 700000.00000000 PA USD 690608.10000000 0.047358543065 Long ABS-O CORP US N 2 2031-03-20 Fixed 1.03000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 5205000.00000000 PA USD 5452758.00000000 0.373923611043 Long DBT CORP US N 2 2026-03-15 Fixed 5.37500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1280000.00000000 PA USD 1288000.00000000 0.088324772715 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N Medline Borrower, LP N/A 58503UAC7 1350000.00000000 PA USD 1349406.00000000 0.092535697400 Long LON CORP US N 2 2028-10-23 Floating 3.75000000 N N N N N N Blackbird Capital Aircraft N/A 09228YAB8 859677.47000000 PA USD 844086.10000000 0.057883317496 Long ABS-O CORP KY N 2 2041-12-16 Variable 4.21300000 N N N N N N PENN NATIONAL GAMING INC N/A 707569AU3 670000.00000000 PA USD 1587903.42000000 0.108890689958 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N Nelnet Student Loan Trust N/A 64034YAC5 810000.00000000 PA USD 812157.84000000 0.055693832785 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.90000000 N N N N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 3805000.00000000 PA USD 3743891.70000000 0.256737875368 Long DBT CORP MX N 2 2031-10-14 Fixed 2.50000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 1875000.00000000 PA USD 493162.50000000 0.033818684568 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -3645.00000000 -0.00024995636 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp Microsoft Corp 100.00000000 350.00000000 USD 2022-02-18 XXXX -1204.65000000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 205000.00000000 PA USD 54089.25000000 0.003709177571 Long DBT CORP KY N 2 2025-07-23 Fixed 9.95000000 Y N N N N N MOTEL 6 N/A 05601QAB0 650000.00000000 PA USD 652847.00000000 0.044769070569 Long LON CORP US N 2 2026-09-09 Floating 5.75000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 415000.00000000 PA USD 468950.00000000 0.032158309134 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N RBSCF Trust N/A 74932QAA8 1350000.00000000 PA USD 1397959.29000000 0.095865245772 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.83400000 N N N N N N MLCC Mortgage Investors Inc N/A 590219AE1 31245.41000000 PA USD 31863.45000000 0.002185040356 Long ABS-MBS CORP US N 2 2036-05-25 Variable 2.02200000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 6440.00000000 NS USD 308991.20000000 0.021189112974 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDN1 1165000.00000000 PA USD 1223024.57000000 0.083869073890 Long ABS-O CORP US N 2 2025-09-22 Fixed 4.24000000 N N N N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 83189DAC4 697250.64000000 PA USD 699282.99000000 0.047953424810 Long ABS-O CORP US N 2 2035-10-15 Floating 0.86000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 646560.00000000 PA USD 673140.08000000 0.046160671251 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J42 10765000.00000000 PA USD 10758563.39000000 0.737769927150 Long STIV UST US N 2 2022-06-16 None 0.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CL7 1340000.00000000 PA USD 1313200.00000000 0.090052866095 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -4500.00000000 -0.00030858810 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100.00000000 520.00000000 USD 2022-02-18 XXXX -1416.38000000 N N N Mill City Mortgage Trust N/A 59982HAH3 245000.00000000 PA USD 250166.56000000 0.017155205398 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 1015000.00000000 PA USD 1086050.00000000 0.074476024385 Long DBT CORP NL N 2 2025-01-31 Fixed 7.12500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 5080000.00000000 PA USD 5145430.40000000 0.352848579662 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 5460000.00000000 PA USD 5610150.00000000 0.384716788549 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 1630000.00000000 PA USD 1583602.67000000 0.108595765450 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 635000.00000000 PA USD 681050.20000000 0.046703108791 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Education Funding Trust N/A 28141PAA3 1572281.02000000 PA USD 1589632.71000000 0.109009276251 Long ABS-O CORP US N 2 2041-07-25 Fixed 2.79000000 N N N N N N Carval CLO LTD N/A 14687EAJ9 970000.00000000 PA USD 969123.22000000 0.066457754767 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 3.38300000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 3013500.00000000 PA USD 3097284.34000000 0.212396688949 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 2720000.00000000 PA USD 3311600.00000000 0.227093414072 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 5530000.00000000 PA USD 5035756.25000000 0.345327660119 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N Affirm Inc N/A 00833MAC8 995000.00000000 PA USD 997204.32000000 0.068383419965 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.66000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 255000.00000000 PA USD 277709.36000000 0.019043956601 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 1617161.84000000 PA USD 1608513.58000000 0.110304034443 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 134687500.00000000 PA 6582522.25000000 0.451397345984 Long DBT NUSS MX N 2 2023-03-09 Fixed 6.75000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 67000000.00000000 PA 310900.23000000 0.021320024962 Long DBT NUSS AR N 2 2025-04-12 Fixed 37.92200000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 580000.00000000 PA USD 565500.00000000 0.038779238331 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Artisan Partners Asset Management Inc 549300T1FUI6JF63XU51 04316A108 11417.00000000 NS USD 543905.88000000 0.037298418656 Long EC CORP US N 1 N N N Aimco 549300VLRW0CEQ83RF89 00140NAU4 3460000.00000000 PA USD 3460202.06000000 0.237283820264 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 3.12300000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 486000.00000000 PA USD 485591.76000000 0.033299520057 Long ABS-O CORP US N 2 2032-06-15 Variable 3.60300000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AN1 915000.00000000 PA USD 852979.13000000 0.058493158220 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N OneMain Financial Issuance Trust N/A 68269MAE4 810000.00000000 PA USD 802029.60000000 0.054999287369 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HNZ0 294782.72000000 PA USD 248764.66000000 0.017059069917 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAD0 190000.00000000 PA USD 203727.50000000 0.013970640631 Long ABS-O CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAD6 635000.00000000 PA USD 644828.66000000 0.044219211828 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.80000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAJ1 1909000.00000000 PA USD 1038725.08000000 0.071230711650 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 330000.00000000 PA USD 351684.52000000 0.024116813118 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 725000.00000000 PA USD 438835.25000000 0.030093186114 Long DBT CORP KY N 2 2027-01-16 Fixed 5.20000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 200000.00000000 PA USD 182268.00000000 0.012499052541 Long DBT CORP KY N 2 2025-07-12 Fixed 4.25000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 7290000.00000000 PA USD 7198521.73000000 0.493639592928 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65000000 N N N N N N Legacy Mortgage Asset Trust 2020-GSL N/A 52474PAA0 1648451.10000000 PA USD 1653407.99000000 0.113382674629 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.88200000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 1515000.00000000 PA USD 1492275.00000000 0.102332958233 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -7290.00000000 -0.00049991272 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Thermo Fisher Scientific Inc Thermo Fisher Scientific Inc 100.00000000 700.00000000 USD 2022-02-18 XXXX -1309.67000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 822.00000000 NS USD 548471.28000000 0.037611491573 Long EC CORP US N 1 N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 4365000.00000000 PA USD 4543965.00000000 0.311603009203 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 971.00000000 NS USD 551236.70000000 0.037801130621 Long EC CORP US N 1 N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 765000.00000000 PA USD 754596.00000000 0.051746521888 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N OVINTIV INC N/A 292505AD6 320000.00000000 PA USD 411733.85000000 0.028234703975 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -31.00000000 NC USD -8277.00000000 -0.00056759638 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 145.00000000 USD 2022-02-18 XXXX -2085.45000000 N N N MASTR Adjustable Rate Mortgages Trust N/A 576433MH6 181106.69000000 PA USD 184404.32000000 0.012645550971 Long ABS-MBS CORP US N 2 2034-05-25 Variable 2.75000000 N N N N N N MAPS LTD N/A 56564RAA8 1044633.78000000 PA USD 1023013.41000000 0.070153281772 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 1336117.50000000 PA USD 1336619.88000000 0.091658887506 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 645000.00000000 PA USD 457950.00000000 0.031403982659 Long DBT CORP KY N 2 2026-08-14 Fixed 6.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NU45 427720.99000000 PA USD 409298.49000000 0.028067698837 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.32200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 4030000.00000000 PA USD 4151077.60000000 0.284660703063 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N Hexion Holdings Corp 549300LBB370MUHGLV84 42830K103 108029.00000000 NS USD 3024812.00000000 0.207426888515 Long EC CORP US N 2 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 700000.00000000 PA USD 713177.01000000 0.048906209095 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 3335000.00000000 PA USD 3319042.66000000 0.227603795480 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 6088.00000000 NS USD 540797.04000000 0.037085229536 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 1050000.00000000 PA USD 1080187.50000000 0.074074002661 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 3769000.00000000 PA USD 3927599.52000000 0.269335663759 Long DBT CORP LU N 2 2024-11-26 Fixed 6.87500000 N N N N N N DT Auto Owner Trust N/A 26253AAD8 1110000.00000000 PA USD 1106946.39000000 0.075908997131 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.84000000 N N N N N N Bristol Park CLO, Ltd. 549300XRS6MFERKEPO61 11014PAN5 915000.00000000 PA USD 912987.82000000 0.062608262184 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.07400000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1165000.00000000 PA USD 1182661.40000000 0.081101164095 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796P94 14485000.00000000 PA USD 14447062.19000000 0.990709226974 Long STIV UST US N 2 2022-12-01 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -3937.50000000 -0.00027001459 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microchip Technology Inc Microchip Technology Inc 100.00000000 95.00000000 USD 2022-02-18 XXXX -1029.80000000 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1375000.00000000 PA USD 1449004.56000000 0.099365682007 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21525000.00000000 OU Notional Amount USD -176557.09000000 -0.01210742612 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UNITED MEXICAN STATES UNITED MEXICAN STATES Y buy protection 2026-06-20 74069.90000000 USD 0.00000000 USD 21525000.00000000 USD -250626.99000000 N N N Wingstop Funding LLC N/A 974153AB4 895500.00000000 PA USD 894115.56000000 0.061314094424 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21870FBA6 2628412.50000000 PA USD 2623155.68000000 0.179883252511 Long LON CORP US N 2 2028-06-02 Floating 4.00000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAG3 910000.00000000 PA USD 924422.32000000 0.063392384555 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAE5 4745000.00000000 PA USD 4815512.12000000 0.330224389370 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.94000000 N N N N N N Navient Student Loan Trust N/A 63941XAB3 1290000.00000000 PA USD 1300001.11000000 0.089147750443 Long ABS-O CORP US N 2 2069-07-15 Fixed 2.69000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 8756.00000000 NS USD 528774.84000000 0.036260805559 Long EC CORP US N 1 N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAJ6 850000.00000000 PA USD 850725.39000000 0.058338607698 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.92400000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 1577.00000000 NS USD 546320.11000000 0.037463974802 Long EC CORP IE N 1 N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 390000.00000000 PA USD 393900.00000000 0.027011745320 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CF0 375000.00000000 PA USD 376605.11000000 0.025825745919 Long DBT CORP US N 2 2059-03-01 Fixed 3.82500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 1560000.00000000 PA USD 1553089.20000000 0.106503300153 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAE3 610000.00000000 PA USD 609718.91000000 0.041811556014 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAG4 1350000.00000000 PA USD 1350059.81000000 0.092580532508 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.27400000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 1335000.00000000 PA USD 1538587.50000000 0.105508844131 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 5680000.00000000 PA USD 5054067.98000000 0.346583389459 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 330000000.00000000 OU Notional Amount -590164.05000000 -0.04047057886 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-07 27466.85000000 ZAR 0.00000000 ZAR 330000000.00000000 ZAR -591639.35000000 N N N Home Partners of America Trust N/A 437300AJ5 260535.44000000 PA USD 254226.99000000 0.017433649930 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N Progress Residential Trust N/A 74333HAL9 585000.00000000 PA USD 573963.21000000 0.039359604091 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N CarMax Auto Owner Trust N/A 14314AAG4 135000.00000000 PA USD 135681.29000000 0.009304362656 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.37000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AE8 400000.00000000 PA USD 399236.08000000 0.027377667722 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.93200000 N N N N N N Dryden Senior Loan Fund N/A 26245JAJ7 615000.00000000 PA USD 617132.94000000 0.042319974115 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 4.22200000 N N N N N N OHA Loan Funding Ltd N/A 67706HBE7 2245000.00000000 PA USD 2245209.46000000 0.153965539793 Long ABS-CBDO CORP KY N 2 2031-07-23 Floating 3.17400000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FLT0 156847.18000000 PA USD 160962.38000000 0.011038016792 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N GCAT N/A 36167CAA4 295183.66000000 PA USD 299429.49000000 0.020533417429 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 11011.00000000 NS USD 554183.63000000 0.038003216741 Long EC CORP US N 1 N N N MVW 2020-1 LLC N/A 55400EAC3 304867.19000000 PA USD 311356.29000000 0.021351299338 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 5807325.38000000 PA USD 5677763.95000000 0.389353424237 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N Sprite Limited N/A 85208HAA1 485067.74000000 PA USD 479557.32000000 0.032885707525 Long ABS-O CORP KY N 2 2037-12-15 Fixed 4.25000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 1315000.00000000 PA USD 1290840.04000000 0.088519528839 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 135000.00000000 PA USD 140225.71000000 0.009615996866 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 2845000.00000000 PA USD 2842356.71000000 0.194914992537 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAA3 770088.81000000 PA USD 748697.75000000 0.051342048603 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.22800000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 1260000.00000000 PA USD 1253700.00000000 0.085972645616 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 1455000.00000000 PA USD 1707573.45000000 0.117097078312 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 7070000.00000000 PA USD 7044053.10000000 0.483046885912 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 540000.00000000 PA USD 455652.00000000 0.031246397001 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15800000 N N N N N N Neuberger Berman CLO Ltd 549300Z5ZNFT7IECFZ07 64129JBJ8 3300000.00000000 PA USD 3292590.18000000 0.225789813117 Long ABS-CBDO CORP KY N 2 2030-01-28 Floating 2.03600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796F38 17410000.00000000 PA USD 17407833.50000000 1.193744516585 Long STIV UST US N 2 2022-03-24 None 0.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVU0 2730000.00000000 PA USD 2699298.04000000 0.185104725058 Long DBT CORP US N 2 2024-09-10 Fixed 0.62500000 N N N N N N MASTR Alternative Loans Trust N/A 576434RF3 183072.36000000 PA USD 190153.95000000 0.013039832620 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597FAC4 2173845.62000000 PA USD 2169176.20000000 0.148751548793 Long ABS-MBS CORP US N 2 2059-12-26 Variable 2.97300000 N N N N N N First Investors Auto Owner Trust N/A 32058RAE4 1475000.00000000 PA USD 1512425.18000000 0.103714759528 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N Apidos CLO 5493008YDOADR1DMZM86 03765LAV4 480000.00000000 PA USD 477520.37000000 0.032746023406 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.07200000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 2860000.00000000 PA USD 2891202.60000000 0.198264605994 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAL5 2435000.00000000 PA USD 2454363.36000000 0.168308296532 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.36300000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 90000.00000000 PA USD 95962.50000000 0.006580641305 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 405000.00000000 PA USD 403481.25000000 0.027668780824 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCM6 1170000.00000000 PA USD 1294148.70000000 0.088746420642 Long DBT CORP US N 2 2028-09-30 Fixed 6.50000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 2400000.00000000 PA USD 2496240.00000000 0.171179992736 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 4874.00000000 NS USD 556367.10000000 0.038152948489 Long EC CORP US N 1 N N N IndyMac INDX Mortgage Loan Trust N/A 45661EAF1 1902952.47000000 PA USD 1518873.10000000 0.104156926507 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.52200000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 210000.00000000 PA USD 134034.60000000 0.009191440668 Long DBT CORP KY N 2 2026-08-04 Fixed 6.70000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18453HAA4 2745000.00000000 PA USD 2840416.20000000 0.194781921803 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002NAJ6 4885000.00000000 PA USD 4776723.49000000 0.327564453866 Long ABS-MBS CORP US N 2 2031-09-15 Variable 3.03800000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 14685.00000000 NS USD 627196.35000000 0.043010073805 Long EC CORP US N 1 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAD1 4280000.00000000 PA USD 4098100.00000000 0.281027757039 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 270000.00000000 PA USD 42457.50000000 0.002911528755 Long DBT CORP KY N 2 2022-04-11 Fixed 9.50000000 Y N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 230000.00000000 PA USD 208138.50000000 0.014273125548 Long DBT CORP KY N 2 2026-12-14 Fixed 4.85000000 N N N N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133MAJ5 445000.00000000 PA USD 445000.00000000 0.030515934672 Long ABS-CBDO CORP KY N 3 2032-12-19 Floating 3.35400000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 4243654.00000000 PA USD 1095227.43000000 0.075105367877 Long ABS-MBS CORP US N 3 2027-11-15 Floating 3.61000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 795000.00000000 PA USD 830775.00000000 0.056970507028 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 3116.00000000 NS USD 541280.36000000 0.037118373270 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 4140000.00000000 PA USD 4221047.54000000 0.289458901081 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -9315.00000000 -0.00063877737 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written QUALCOMM Inc QUALCOMM Inc 100.00000000 200.00000000 USD 2022-02-18 XXXX -396.60000000 N N N Banco Macro SA 579100KKDKKIFEBKK040 05963GAJ7 21970000.00000000 PA 96187.43000000 0.006596065910 Long DBT CORP AR N 2 2022-05-08 Fixed 17.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 2704.00000000 NS USD 509622.88000000 0.034947457334 Long EC CORP US N 1 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 1665000.00000000 PA 2037772.00000000 0.139740488157 Long DBT CORP NL N 2 2025-01-31 Fixed 6.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 3525000.00000000 PA USD 4111031.25000000 0.281914519242 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 4400000.00000000 PA USD 1231296.00000000 0.084436288312 Long DBT CORP KY N 2 2027-01-13 Fixed 6.35000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAN7 1060000.00000000 PA USD 489214.85000000 0.033547973940 Long ABS-MBS CORP US N 3 2027-11-15 Floating 2.86000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 340000.00000000 PA USD 349224.20000000 0.023948096344 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 5430000.00000000 PA USD 5626837.50000000 0.385861136099 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N ARES CLO Ltd N/A 04018GAA4 500000.00000000 PA USD 489252.90000000 0.033550583224 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 6.37400000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AC1 1257363.16000000 PA USD 1278152.78000000 0.087649498283 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 2679.00000000 NS USD 991765.80000000 0.068010472726 Long EC CORP US N 1 N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 43959.00000000 NS USD 551685.45000000 0.037831903712 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 6281.00000000 NS USD 546823.86000000 0.037498519526 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 890000.00000000 PA USD 914475.00000000 0.062710245752 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Ballyrock Ltd N/A 05875HAG8 400000.00000000 PA USD 398905.64000000 0.027355007754 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.28200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 11700000.00000000 PA USD 11914578.00000000 0.817043784048 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 2329.00000000 NS USD 117824.11000000 0.008079804143 Long EP CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 5516.00000000 NS USD 1195372.36000000 0.081972819881 Long EC CORP US N 1 N N N Avid Automobile Receivables Trust N/A 05369DAD7 1035000.00000000 PA USD 1058657.82000000 0.072597601968 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.03000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -7790.00000000 -0.00053420029 N/A DE NL N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NXP Semiconductors NV NXP Semiconductors NV 100.00000000 250.00000000 USD 2022-02-18 XXXX -727.20000000 N N N Progress Residential Trust N/A 74333VAL8 470000.00000000 PA USD 461568.25000000 0.031652104638 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -29.00000000 NC USD -4799.50000000 -0.00032912635 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written TJX Cos Inc/The TJX Cos Inc/The 100.00000000 77.50000000 USD 2022-02-18 XXXX -1356.39000000 N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 000000000 1645000.00000000 PA USD 1692376.00000000 0.116054911141 Long DBT CORP IN N 2 2024-04-10 Fixed 5.37500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 2255000.00000000 PA USD 2250630.78000000 0.154337307539 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 220000.00000000 PA USD 141158.60000000 0.009679969923 Long DBT CORP KY N 2 2025-02-05 Fixed 7.35000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 683234AT5 7080000.00000000 PA USD 6982416.08000000 0.478820119000 Long DBT NUSS CA N 2 2026-04-14 Fixed 1.05000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 2185000.00000000 PA USD 2266937.50000000 0.155455543050 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 8123.00000000 NS USD 549033.57000000 0.037650050686 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46638UAM8 405000.00000000 PA USD 407240.95000000 0.027926602755 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.62400000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 3280000.00000000 PA USD 3326018.40000000 0.228082157786 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 645000.00000000 PA USD 125278.35000000 0.008590979650 Long DBT CORP KY N 2 2023-02-19 Fixed 7.95000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 1201.00000000 NS USD 556711.54000000 0.038176568508 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 025297AD4 2590000.00000000 PA USD 2614270.89000000 0.179273976845 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.40000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 2055000.00000000 PA USD 2104751.55000000 0.144333619780 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Social Professional Loan Program LLC N/A 83406TAC6 1350000.00000000 PA USD 1377816.75000000 0.094483968391 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.12000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -6330.00000000 -0.00043408059 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Anthem Inc Anthem Inc 100.00000000 480.00000000 USD 2022-02-18 XXXX -2518.89000000 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 2411.00000000 NS USD 549177.58000000 0.037659926191 Long EC CORP NL N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 2410000.00000000 PA USD 2455239.82000000 0.168368399894 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767JAJ1 4165000.00000000 PA USD 4146403.69000000 0.284340189058 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.66800000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 2090000.00000000 PA USD 2107733.65000000 0.144538117687 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 90000.00000000 PA USD 89125.22000000 0.006111773912 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 1325000.00000000 PA USD 1326682.75000000 0.090977447484 Long DBT CORP US N 2 2025-10-01 Fixed 5.62500000 N N N N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 36467J108 11744.00000000 NS USD 571463.04000000 0.039188154598 Long EC US N 1 N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 000000000 1338275.00000000 PA USD 1342544.10000000 0.092065141687 Long LON CORP LU N 2 2028-05-05 Floating 4.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 7993.00000000 NS USD 1307494.94000000 0.089661640840 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 87148.62000000 0.005976228302 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5186874000.00000000 COP 1361831.05000000 USD 2022-01-11 87148.62000000 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 1447725.00000000 PA USD 1414291.24000000 0.096985211433 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 9672.00000000 NS USD 1223991.60000000 0.083935388102 Long EP CORP BM N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 470000.00000000 PA USD 535800.00000000 0.036742556848 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 215000.00000000 PA USD 241174.33000000 0.016538562020 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 870000.00000000 PA USD 236622.60000000 0.016226426525 Long DBT CORP KY N 2 2024-04-08 Fixed 8.60000000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -5825.00000000 -0.00039945015 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written United Parcel Service Inc United Parcel Service Inc 100.00000000 220.00000000 USD 2022-02-18 XXXX -2457.73000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 215000.00000000 PA USD 220703.95000000 0.015134802966 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Arbys Funding LLC N/A 038779AB0 972687.50000000 PA USD 992136.39000000 0.068035885985 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -517.00000000 NC USD -915307.14000000 -0.06276730986 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYH2 COMDTY 2022-03-22 -74792880.36000000 USD -915307.14000000 N N N CIFC Funding Ltd N/A 12567HAJ1 5120000.00000000 PA USD 5120293.89000000 0.351124840118 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 3.12800000 N N N N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBU5 920000.00000000 PA USD 915496.32000000 0.062780282908 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 2.02800000 N N N N N N MASTR Alternative Loans Trust N/A 576434RG1 204720.55000000 PA USD 211402.14000000 0.014496930098 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 6.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 255000.00000000 PA USD 265200.00000000 0.018186125562 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 300000.00000000 PA USD 323538.00000000 0.022186661735 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust N/A 126192AG8 140000.00000000 PA USD 136674.02000000 0.009372439248 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.55800000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAA1 7720000.00000000 PA USD 7662100.00000000 0.525429534957 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 2124.00000000 NS USD 549011.52000000 0.037648538604 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92936TAE2 725000.00000000 PA USD 552885.00000000 0.037914163014 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 930000.00000000 PA USD 919035.30000000 0.063022968936 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 1010000.00000000 PA USD 1063211.85000000 0.072909895186 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAU9 300000.00000000 PA USD 299885.37000000 0.020564679461 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.97400000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 625000.00000000 PA USD 660131.25000000 0.045268588989 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 825000.00000000 PA USD 836962.50000000 0.057394815670 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 525000.00000000 PA USD 576996.00000000 0.039567578072 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 1415000.00000000 PA USD 1385758.88000000 0.095028601020 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N Oak Hill Credit Partners N/A 67112TAG5 1900000.00000000 PA USD 1852736.74000000 0.127051670390 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 6.38200000 N N N N N N OneMain Financial Issuance Trust N/A 682696AC3 1020000.00000000 PA USD 1034482.98000000 0.070939809073 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.76000000 N N N N N N SMB Private Education Loan Trust 549300GD7VLLBVPDNJ81 78448RAE6 800000.00000000 PA USD 822032.96000000 0.056371020463 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 1375000.00000000 PA USD 1412812.50000000 0.096883806640 Long DBT US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AB9 881940.92000000 PA USD 895275.60000000 0.061393644322 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 330000.00000000 PA USD 417450.00000000 0.028626689728 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 5295000.00000000 PA USD 5103056.25000000 0.349942766643 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Parallel Ltd N/A 69915XAS5 2610000.00000000 PA USD 2599824.92000000 0.178283342515 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.13200000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 780000.00000000 PA USD 969150.00000000 0.066459591209 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 44707.91000000 0.003065850923 N/A DFE GB N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1850153.20000000 USD 1400000.00000000 GBP 2022-01-31 44707.91000000 N N N Navient Student Loan Trust N/A 63940VAC6 1775000.00000000 PA USD 1833628.78000000 0.125741339471 Long ABS-O CORP US N 2 2042-06-16 Fixed 4.22000000 N N N N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAJ8 1740000.00000000 PA USD 1740092.05000000 0.119327045668 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.42400000 N N N N N N JP Morgan Mortgage Trust N/A 466247EV1 791875.49000000 PA USD 830503.02000000 0.056951855963 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83406HAC2 487693.15000000 PA USD 492436.55000000 0.033768902450 Long ABS-O CORP US N 2 2027-11-26 Fixed 4.17000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 1691.00000000 NS USD 568717.12000000 0.038999852766 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 9295000.00000000 PA USD 8795393.75000000 0.603145305834 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1868.00000000 NS USD 546390.00000000 0.037468767518 Long EC US N 1 N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 330000.00000000 PA USD 408293.50000000 0.027998781513 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 435000.00000000 PA USD 440550.60000000 0.030210816471 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 3805.00000000 NS USD 598754.80000000 0.041059690700 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 617459AJ1 1178230.76000000 PA USD 1142883.84000000 0.078373412584 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21100000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 37666.47000000 0.002582983231 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1480000.00000000 EUR 1723556.05000000 USD 2022-01-31 37666.47000000 N N N Countrywide Alternative Loan Trust N/A 12667FVB8 521533.46000000 PA USD 539770.49000000 0.037014833732 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 53440.80000000 0.003664710026 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1955000.00000000 EUR 2280184.93000000 USD 2022-01-26 53440.80000000 N N N 2020 CASH EXCH TRUST N/A 901375105 3751.00000000 NS USD 3911205.21000000 0.268211421753 Long EP CORP US N 2 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 195000.00000000 PA USD 211920.15000000 0.014532452703 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N Oak Hill Credit Partners N/A 67113GAJ6 1745000.00000000 PA USD 1739299.78000000 0.119272715646 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 2.12200000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 1090000.00000000 PA USD 1215350.00000000 0.083342789223 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N Flagship Credit Auto Trust N/A 33845WAG4 3305000.00000000 PA USD 3396287.74000000 0.232900887199 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.53000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 415000.00000000 PA USD 120462.05000000 0.008260701232 Long DBT CORP KY N 2 2025-02-20 Fixed 7.70000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 1180000.00000000 PA USD 1190371.49000000 0.081629884550 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 2400000.00000000 PA USD 2473920.00000000 0.169649395743 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 2120000.00000000 PA USD 2077600.00000000 0.142471698598 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N DISH DBS CORP N/A 25470XBD6 2155000.00000000 PA USD 1961050.00000000 0.134479266719 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 3520000.00000000 PA USD 3652000.00000000 0.250436389719 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 3504375.92000000 PA USD 1672288.19000000 0.114677386876 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.42500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 1884.00000000 NS USD 554103.24000000 0.037997703986 Long EC CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 2630000.00000000 PA USD 2725337.50000000 0.186890384519 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N Chevron Corp N/A 166764100 4601.00000000 NS USD 539927.35000000 0.037025590428 Long EC CORP US N 1 N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 2047719.93000000 PA USD 2000759.57000000 0.137202355806 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 1675000.00000000 PA USD 1678986.67000000 0.115136736040 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 415000.00000000 PA USD 416037.50000000 0.028529827351 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 2405000.00000000 PA USD 2153918.00000000 0.147705215682 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 36256WAC8 2650000.00000000 PA USD 2643772.50000000 0.181297053707 Long DBT CORP IN N 2 2026-02-02 Fixed 4.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 2735000.00000000 PA USD 2735000.00000000 0.187552991752 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357PAA6 2740492.41000000 PA USD 2723812.95000000 0.186785838298 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N DCAL Aviation Finance Limited N/A 001406AB3 2218114.39000000 PA USD 766207.47000000 0.052542780000 Long ABS-O CORP KY N 2 2040-02-15 Variable 5.07200000 N N N N N N TIF Funding II LLC N/A 872480AE8 4017744.79000000 PA USD 3891375.06000000 0.266851566557 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 1635000.00000000 PA USD 1639120.20000000 0.112402887514 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 6035000.00000000 PA USD 5965465.57000000 0.409082601408 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 880000.00000000 PA USD 907500.00000000 0.062231934192 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 680000.00000000 PA USD 729980.00000000 0.050058476387 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 590000.00000000 PA USD 162314.90000000 0.011130766033 Long DBT CORP KY N 2 2025-01-13 Fixed 8.05000000 Y N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 1065000.00000000 PA USD 1026415.05000000 0.070386549692 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 3520.13000000 0.000241393386 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 590000.00000000 EUR 675827.30000000 USD 2022-02-17 3520.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -61.00000000 NC USD -25620.00000000 -0.00175689493 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple Inc Apple Inc 100.00000000 185.00000000 USD 2022-02-18 XXXX -4469.66000000 N N N WF-RBS Commercial Mortgage Trust N/A 92936TAK8 975000.00000000 PA USD 198607.50000000 0.013619535944 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 4455000.00000000 PA USD 4771932.58000000 0.327235916571 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 1605000.00000000 PA USD 1574906.25000000 0.107999407282 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2620000.00000000 PA USD 1657123.80000000 0.113637486798 Long DBT CORP KY N 2 2026-01-26 Fixed 6.50000000 N N N N N N ELEMENT COMM AVIATION N/A 000000000 900.00000000 PA USD 783270.00000000 0.053712845283 Long ABS-O CORP US Y 3 N/A None 0.00000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1370000.00000000 PA USD 1357491.90000000 0.093090189076 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 2305000.00000000 PA USD 2894947.02000000 0.198521380097 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -43.00000000 NC USD -4214.00000000 -0.00028897561 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Coca-Cola Co/The Coca-Cola Co/The 100.00000000 60.00000000 USD 2022-02-18 XXXX -1043.69000000 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 845000.00000000 PA USD 868898.50000000 0.059584831153 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Lehman XS Trust N/A 525221HA8 322605.08000000 PA USD 298054.54000000 0.020439130048 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.62200000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 2865000.00000000 PA USD 2819274.60000000 0.193332133748 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 3375000.00000000 PA USD 3400312.50000000 0.233176885656 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 8820000.00000000 OU Notional Amount USD -36893.71000000 -0.00252999111 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 United Mexican States United Mexican States Y buy protection 2026-12-20 0.00000000 USD -4198.01000000 USD 8820000.00000000 USD -32695.70000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 240000.00000000 PA USD 271200.00000000 0.018597576366 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 4400000.00000000 PA USD 4600640.00000000 0.315489504927 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 555000.00000000 PA USD 488400.00000000 0.033492095492 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 1220000.00000000 PA USD 1238300.00000000 0.084916588551 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N Willis Engine Securitization Trust N/A 97064EAA6 585906.14000000 PA USD 579017.06000000 0.039706172533 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N Ovintiv Inc N/A 012873AK1 85000.00000000 PA USD 110798.52000000 0.007598023366 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N AIG CLO Ltd N/A 00871QAA6 1155000.00000000 PA USD 1155011.43000000 0.079205063694 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.74400000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 94767KAN1 972634.40000000 PA USD 973441.69000000 0.066753894426 Long LON CORP US N 2 2027-10-30 Floating 4.00000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 845000.00000000 PA USD 600372.50000000 0.041170624695 Long DBT CORP KY N 2 2026-02-13 Fixed 6.30000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 380000.00000000 PA USD 400179.90000000 0.027442390305 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360XAA4 2190303.14000000 PA USD 2177827.17000000 0.149344790220 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 5030000.00000000 PA USD 5136353.82000000 0.352226151971 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 2268.00000000 NS USD 524905.92000000 0.035995493851 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74333DAL8 795000.00000000 PA USD 785220.55000000 0.053846604511 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.64700000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 345000.00000000 PA USD 363572.36000000 0.024932023340 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N Apidos CLO 635400C39IXGGYE6DH05 03765YAY0 3175000.00000000 PA USD 3164357.08000000 0.216996211089 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.12400000 N N N N N N Greystone Commercial Real Estate Notes N/A 39809XAA6 1640000.00000000 PA USD 1640018.04000000 0.112464457013 Long ABS-CBDO CORP KY N 2 2039-12-15 Floating 1.89000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 2115000.00000000 PA USD 2249302.50000000 0.154246220560 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 1725000.00000000 PA USD 1847906.25000000 0.126720418890 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 8681.00000000 NS USD 514002.01000000 0.035247756761 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -46.00000000 NC USD -10396.00000000 -0.00071290709 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Johnson & Johnson Johnson & Johnson 100.00000000 175.00000000 USD 2022-02-18 XXXX 861.46000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 35003000.00000000 PA 6182556.83000000 0.423969663674 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 1165000.00000000 PA USD 1195581.25000000 0.081987144541 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 2680000.00000000 PA USD 2847821.60000000 0.195289748101 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AG5 7250000.00000000 PA USD 7193557.88000000 0.493299196249 Long DBT CORP US N 2 2024-06-03 Fixed 0.65000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1545.00000000 NS USD 578695.20000000 0.039684100940 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -9130.00000000 -0.00062609097 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Danaher Corp Danaher Corp 100.00000000 340.00000000 USD 2022-02-18 XXXX -3556.01000000 N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 000000000 103800000.00000000 PA 1406574.12000000 0.096456008895 Long DBT NUSS KR N 2 2022-08-09 Fixed 6.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 240000.00000000 PA USD 232462.80000000 0.015941167682 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAF5 160000.00000000 PA USD 168000.00000000 0.011520622528 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 2100000.00000000 PA USD 2092125.00000000 0.143467752420 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 1045000.00000000 PA USD 1042387.50000000 0.071481862592 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N Banc of America Funding Corporation N/A 05953YBT7 167809.47000000 PA USD 168613.16000000 0.011562670057 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 5.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDA9 330000.00000000 PA USD 344408.69000000 0.023617872100 Long ABS-O CORP US N 2 2024-09-20 Fixed 4.73000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1085000.00000000 PA USD 739904.90000000 0.050739077735 Long DBT CORP KY N 2 2026-03-22 Fixed 6.20000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 590000.00000000 PA USD 586896.60000000 0.040246513045 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Brex Inc N/A 05601DAA1 775000.00000000 PA USD 777659.96000000 0.053328136038 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 1890000.00000000 PA USD 1765961.76000000 0.121101064500 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Legacy Mortgage Asset Trust N/A 52473CAA0 2008100.74000000 PA USD 2009175.48000000 0.137779477963 Long ABS-O CORP US N 2 2059-05-25 Variable 3.43800000 N N N N N N Navient Student Loan Trust N/A 63935BAB9 730000.00000000 PA USD 738185.34000000 0.050621158678 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.78000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZQ3 6615000.00000000 PA USD 6497709.24000000 0.445581282450 Long DBT CORP CA N 2 2026-04-27 Fixed 1.20000000 N N N N N N OneMain Financial Issuance Trust N/A 68268LAB3 2747021.59000000 PA USD 2750658.65000000 0.188626785776 Long ABS-O CORP US N 2 2028-11-20 Fixed 4.16000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 3575000.00000000 PA USD 348003.91000000 0.023864414794 Long ABS-MBS CORP US N 3 2027-11-15 Floating 4.51000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579TM0 2031780.27000000 PA USD 1453362.50000000 0.099664528327 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.41200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -556.00000000 NC USD -712664.68000000 -0.04887107599 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT US Long Bond Future USH2 COMDTY 2022-03-22 -88490585.32000000 USD -712664.68000000 N N N DISH DBS CORP N/A 25470XBE4 6635000.00000000 PA USD 6739733.48000000 0.462178127163 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 1080000.00000000 PA USD 1238522.40000000 0.084931839661 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 360000.00000000 PA USD 399042.48000000 0.027364391576 Long DBT CORP US N 2 2025-04-23 Fixed 5.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 215000.00000000 PA USD 221376.90000000 0.015180950603 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N SLAM 2021-1 LLC N/A 78449AAC6 1046304.00000000 PA USD 1042990.36000000 0.071523203797 Long ABS-O CORP US N 2 2046-06-15 Fixed 3.42200000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 4003160.45000000 PA USD 4127895.33000000 0.283070975789 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 4075000.00000000 PA USD 3964086.65000000 0.271837773592 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N Avid Automobile Receivables Trust N/A 05369DAC9 1210000.00000000 PA USD 1231284.38000000 0.084435491468 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.14000000 N N N N N N Ovintiv Inc N/A 698900AG2 90000.00000000 PA USD 117287.26000000 0.008042989582 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 855000.00000000 PA USD 864918.00000000 0.059311867832 Long DBT CORP US N 2 2027-11-15 None 0.00000000 N N N N Y Guardant Health Inc USD XXXX N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 435000.00000000 PA USD 435000.00000000 0.029830183331 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 7052.00000000 NS USD 469169.56000000 0.032173365490 Long EC CORP US N 1 N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 1615950.00000000 PA USD 1617161.96000000 0.110897098262 Long LON CORP US N 2 2028-08-02 Floating 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 405000.00000000 PA USD 390318.75000000 0.026766160621 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 735000.00000000 PA USD 923961.15000000 0.063360759760 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 1775000.00000000 PA USD 1730625.00000000 0.118677841445 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AN7 657000.00000000 PA USD 680389.20000000 0.046657780627 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 680000.00000000 PA USD 736100.00000000 0.050478156208 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 2625000.00000000 PA USD 2613351.48000000 0.179210928181 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 695000.00000000 PA USD 781837.05000000 0.053614580545 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 26244PAG0 875000.00000000 PA USD 848822.19000000 0.058208095503 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.97400000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAC6 332110.45000000 PA USD 340056.13000000 0.023319394714 Long ABS-O CORP US N 2 2032-02-25 Fixed 4.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 470000.00000000 PA USD 479400.00000000 0.032874919285 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 420000.00000000 PA USD 448350.00000000 0.030745661371 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 2245000.00000000 PA USD 2012536.31000000 0.138009947331 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.34700000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 1455000.00000000 PA USD 1556850.00000000 0.106761197517 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 8035000.00000000 PA USD 7673505.35000000 0.526211658363 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 2550000.00000000 PA USD 2962845.00000000 0.203177493181 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 985000.00000000 PA USD 1005534.30000000 0.068954649460 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.67000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 225000.00000000 PA USD 226689.75000000 0.015545280004 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDW1 2360000.00000000 PA USD 2408065.18000000 0.165133392630 Long ABS-O CORP US N 2 2026-08-20 Fixed 3.02000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 7288.00000000 NS USD 553304.96000000 0.037942961828 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17322MAA4 2040000.00000000 PA USD 1887724.40000000 0.129450953866 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.94200000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 611817.08000000 PA USD 611816.47000000 0.041955396472 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.36000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 46635UAD1 1815000.00000000 PA USD 1786710.67000000 0.122523923786 Long DBT CORP IN N 2 2032-04-05 Fixed 5.05000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 1075000.00000000 PA USD 1136393.25000000 0.077928319504 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAB2 1110000.00000000 PA USD 1135224.75000000 0.077848189460 Long ABS-O CORP US N 2 2032-05-14 Fixed 4.83000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 67410789.34000000 PA USD 67410789.34000000 4.622703918515 Long RA CORP US N 2 Repurchase N 0.00000000 2022-01-03 49403100.00000000 USD 68759086.69000000 USD UST N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0TH2 103115.15000000 PA USD 103685.85000000 0.007110271067 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 1.90300000 N N N N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAF1 455000.00000000 PA USD 438688.23000000 0.030083104198 Long DBT US N 2 2031-02-01 Fixed 3.00000000 N N N N N N OneMain Holdings Inc 549300E3VEW8SMS5XW09 68268W103 3820.00000000 NS USD 191152.80000000 0.013108328892 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -5060.00000000 -0.00034699017 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Union Pacific Corp Union Pacific Corp 100.00000000 255.00000000 USD 2022-02-18 XXXX -2086.19000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -11505.00000000 -0.00078895691 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lam Research Corp Lam Research Corp 100.00000000 765.00000000 USD 2022-02-18 XXXX -4744.67000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -14.00000000 NC USD -5110.00000000 -0.00035041893 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lowe's Cos Inc Lowe's Cos Inc 100.00000000 270.00000000 USD 2022-02-18 XXXX -1585.82000000 N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 3195000.00000000 PA USD 2726692.24000000 0.186983285996 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -61.00000000 NC USD -8631.50000000 -0.00059190626 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cisco Systems Inc/Delaware Cisco Systems Inc/Delaware 100.00000000 65.00000000 USD 2022-02-18 XXXX -4134.08000000 N N N MASTR Alternative Loans Trust N/A 576434UQ5 557839.34000000 PA USD 576846.66000000 0.039557337062 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAT7 1370000.00000000 PA USD 115080.00000000 0.007891626431 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.88500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 855000.00000000 PA USD 224762.40000000 0.015413111719 Long DBT CORP KY N 2 2025-01-15 Fixed 10.50000000 Y N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 10035000.00000000 PA USD 8479575.00000000 0.581487992703 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N DirecTV Financing, LLC N/A 25460HAB8 1438575.00000000 PA USD 1438992.19000000 0.098679082392 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 3396.00000000 NS USD 1220250.72000000 0.083678856754 Long EC CORP US N 1 N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AQ4 890000.00000000 PA USD 886019.92000000 0.060758934825 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.49300000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 2622666.67000000 PA USD 2549665.27000000 0.174843637790 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 152000.00000000 PA USD 151916.70000000 0.010417708073 Long ABS-O CORP US N 2 2033-03-15 Variable 3.60900000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 2536049.96000000 PA USD 2627553.18000000 0.180184811663 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166NAE6 800000.00000000 PA USD 803547.76000000 0.055103395394 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 857.00000000 NS USD 570256.37000000 0.039105407041 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 6430000.00000000 PA USD 6428467.54000000 0.440833023588 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 7230000.00000000 PA USD 6843578.19000000 0.469299292076 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 2262912.50000000 PA USD 2421940.94000000 0.166084924733 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35200000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 170000.00000000 PA USD 187444.33000000 0.012854020065 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 1523487.50000000 PA USD 1525559.44000000 0.104615443169 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 410000.00000000 PA USD 254200.00000000 0.017431799087 Long DBT CORP KY N 2 2024-08-13 Fixed 7.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 2914.00000000 NS USD 4211895.60000000 0.288831305568 Long EP CORP US N 1 N N N MASTR Alternative Loans Trust N/A 576434KX1 200467.52000000 PA USD 207089.56000000 0.014201194346 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 1029296.41000000 0.070584139340 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 315790000.00000000 ZAR 20770601.89000000 USD 2022-01-31 1029296.41000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CN3 1560000.00000000 PA USD 1560000.00000000 0.106977209189 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N California Republic Auto Receivables Trust N/A 13057FAG6 1785000.00000000 PA USD 1818063.56000000 0.124673952422 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.33000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 1855000.00000000 PA USD 1924777.79000000 0.131991895054 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 2235000.00000000 PA USD 2271341.10000000 0.155757520510 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1342.00000000 NS USD 556943.42000000 0.038192469710 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754CAB5 640082.31000000 PA USD 642527.81000000 0.044061430731 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.15300000 N N N N N N OCTAGON INVESTMENT PARTNERS 39, LTD. N/A 67592AAA8 495000.00000000 PA USD 484239.15000000 0.033206764645 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.88200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 4830000.00000000 PA USD 4702077.45000000 0.322445591664 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 5290000.00000000 PA USD 5082605.55000000 0.348540357148 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Social Professional Loan Program LLC 5493005DZE8VF033DB25 83402DAD3 125000.00000000 PA USD 125918.65000000 0.008634888308 Long ABS-O CORP US N 2 2037-05-25 Variable 3.35000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 670000.00000000 PA USD 181831.30000000 0.012469105780 Long DBT CORP KY N 2 2023-01-13 Fixed 6.90000000 Y N N N N N Countrywide Alternative Loan Trust N/A 12667FT88 253899.59000000 PA USD 255746.76000000 0.017537868361 Long ABS-MBS CORP US N 2 2025-02-25 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 1670000.00000000 PA USD 1805702.80000000 0.123826311647 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Colony American Finance Ltd N/A 21872GAG0 1830000.00000000 PA USD 1918095.10000000 0.131533628691 Long ABS-O CORP US N 2 2052-06-15 Fixed 3.42400000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 6270000.00000000 PA USD 5775359.70000000 0.396046065880 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1915000.00000000 PA USD 1942069.94000000 0.133177706559 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 410000.00000000 PA USD 259325.00000000 0.017783246649 Long DBT CORP KY N 2 2025-01-10 Fixed 6.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 735000.00000000 PA USD 785509.20000000 0.053866398723 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 2135000.00000000 PA USD 2158508.53000000 0.148020011892 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Colony American Finance Ltd N/A 21872VAE2 245000.00000000 PA USD 272589.03000000 0.018692829285 Long ABS-O CORP US N 2 2052-05-15 Variable 4.71200000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 905000.00000000 PA USD 953707.63000000 0.065400628615 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 1140000.00000000 PA USD 1156405.74000000 0.079300678690 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 810000.00000000 PA USD 976054.05000000 0.066933037363 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 2655000.00000000 PA USD 2908419.75000000 0.199445274364 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N Galaxy CLO Ltd N/A 36321MAA5 1405000.00000000 PA USD 1370164.29000000 0.093959199920 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 6.01000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1660000.00000000 PA USD 1651700.00000000 0.113265548986 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 2530000.00000000 PA USD 3227696.15000000 0.221339696307 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEB7 7275000.00000000 PA USD 7201296.61000000 0.493829880696 Long DBT CORP US N 2 2025-01-22 Fixed 0.79100000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 3984.00000000 NS USD 560708.16000000 0.038450637260 Long EC CORP US N 1 N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 1240000.00000000 PA USD 1232250.00000000 0.084501708989 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Castlelake Aircraft Securitization Trust N/A 14856JAA2 527194.90000000 PA USD 522501.81000000 0.035830631686 Long ABS-O CORP US N 2 2041-08-15 Fixed 2.74100000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 6620000.00000000 PA USD 6778880.00000000 0.464862605021 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N BPR Trust N/A 05592CAQ9 2155000.00000000 PA USD 2149638.14000000 0.147411723708 Long ABS-MBS CORP US N 2 2023-12-15 Floating 6.97000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1615000.00000000 PA USD 1510025.00000000 0.103550166863 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 1421.00000000 NS USD 33421.92000000 0.002291912645 Long EC CORP JE N 1 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 1950000.00000000 PA USD 1895790.00000000 0.130004053468 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 600000.00000000 PA USD 588000.00000000 0.040322178848 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 26074.00000000 NS USD 541556.98000000 0.037137342524 Long EC CORP US N 1 N N N PENN NATIONAL GA N/A 707569AV1 875000.00000000 PA USD 848750.00000000 0.058203145064 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1790000.00000000 PA USD 1895842.70000000 0.130007667377 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1295000.00000000 PA USD 1389457.30000000 0.095282220668 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 3200812.50000000 PA USD 3183464.10000000 0.218306477547 Long LON CORP US N 2 2028-03-13 Floating 2.85400000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950VLJ3 119540000.00000000 PA 1616787.06000000 0.110871389444 Long DBT NUSS XX N 2 2022-11-25 Fixed 5.85000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 338660000.00000000 PA 17939207.85000000 1.230183583891 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 325000.00000000 PA USD 90899.25000000 0.006233428257 Long DBT CORP KY N 2 2026-01-13 Fixed 7.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 1585000.00000000 PA USD 1621756.15000000 0.111212145457 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 14315NAG5 2350000.00000000 PA USD 2419461.54000000 0.165914899545 Long ABS-O CORP US N 2 2025-08-15 Fixed 4.04000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 1365000.00000000 PA USD 1354961.24000000 0.092916648728 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N Ovintiv Inc N/A 292505AE4 695000.00000000 PA USD 909823.05000000 0.062391237657 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 195000.00000000 PA USD 233025.00000000 0.015979720622 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 440000.00000000 PA USD 393915.72000000 0.027012823321 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.17200000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 1270000.00000000 PA USD 1331912.50000000 0.091336078291 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 1785000.00000000 PA USD 1653557.49000000 0.113392926612 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Burnham Park CLO Ltd. 549300BOEG5O4MSO7220 12232KAL4 455000.00000000 PA USD 455038.77000000 0.031204344671 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.28200000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 3704780.14000000 PA USD 3606422.67000000 0.247310918202 Long ABS-O CORP BM N 2 2042-08-15 Fixed 3.96700000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 1358.00000000 NS USD 519502.90000000 0.035624981030 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A 55819DAJ5 475000.00000000 PA USD 475019.48000000 0.032574524539 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 2.27400000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268WAB0 327292.29000000 PA USD 319996.62000000 0.021943811126 Long ABS-O CORP US N 2 2052-03-25 Fixed 1.40000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAE8 379565.88000000 PA USD 380464.39000000 0.026090396563 Long ABS-O CORP BM N 2 2045-08-21 Fixed 2.73000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 6780000.00000000 PA USD 6908413.20000000 0.473745361581 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 5440000.00000000 PA USD 5920324.80000000 0.405987067052 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N CarMax Auto Owner Trust N/A 14315EAG5 1125000.00000000 PA USD 1155000.94000000 0.079204344341 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 420000.00000000 PA USD 449400.00000000 0.030817665262 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 1725000.00000000 PA USD 1768176.75000000 0.121252957736 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 1120103.83000000 PA USD 1132385.77000000 0.077653506026 Long ABS-MBS CORP US N 2 2060-06-25 Variable 3.25000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AL3 7600000.00000000 PA USD 7491859.52000000 0.513755271213 Long DBT CORP US N 2 2024-09-15 Fixed 0.85000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -63.00000000 NC USD -18207.00000000 -0.00124854746 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Procter & Gamble Co/The Procter & Gamble Co/The 100.00000000 165.00000000 USD 2022-02-18 XXXX -7829.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -14720.00000000 -0.00100942597 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard Inc Mastercard Inc 100.00000000 380.00000000 USD 2022-02-18 XXXX -4675.30000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 425000.00000000 PA USD 264562.50000000 0.018142408914 Long DBT CORP KY N 2 2024-05-24 Fixed 7.75000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAD9 730000.00000000 PA USD 721371.40000000 0.049468140488 Long DBT CORP FR N 2 2027-03-15 Fixed 3.12500000 N N N N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 7050.00000000 NS USD 552367.50000000 0.037878675382 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -6435.00000000 -0.00044128098 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written American Tower Corp American Tower Corp 100.00000000 300.00000000 USD 2022-02-18 XXXX -2187.56000000 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REA8 1200000.00000000 PA USD 1246231.20000000 0.085460471654 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.96000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAL2 3905000.00000000 PA USD 1884162.50000000 0.129206696096 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15800000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 1249840.65000000 PA USD 1233271.51000000 0.084571759175 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 505000.00000000 PA USD 517428.05000000 0.035482697913 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAB7 4810000.00000000 PA USD 4882150.00000000 0.334794090927 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 1720000.00000000 PA USD 1780200.00000000 0.122077453717 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 650.00000000 NS USD 222878.50000000 0.015283923024 Long EC CORP US N 1 N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 36256WAA2 425000.00000000 PA USD 410801.02000000 0.028170735033 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 255000.00000000 PA USD 263925.01000000 0.018098692952 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 1140000.00000000 PA USD 1302723.22000000 0.089334419501 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656PAC0 1496348.44000000 PA USD 1501203.34000000 0.102945220346 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.69100000 N N N N N N GLS Auto Receivables Trust N/A 36260CAC6 4540000.00000000 PA USD 4575393.84000000 0.313758246120 Long ABS-O CORP US N 2 2025-05-15 Fixed 1.92000000 N N N N N N TCW CLO N/A 87240UAE0 920000.00000000 PA USD 910002.27000000 0.062403527693 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 3.03400000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 570000.00000000 PA USD 566437.50000000 0.038843527519 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493BAG3 2995000.00000000 PA USD 3003416.55000000 0.205959692662 Long ABS-MBS CORP US N 2 2037-10-15 Floating 2.65000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 9012.00000000 NS USD 532158.60000000 0.036492847355 Long EC CORP US N 1 N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 3256000.00000000 PA USD 3404473.60000000 0.233462233646 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 1773.00000000 NS USD 202618.44000000 0.013894586693 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 2768.00000000 NS USD 4125787.04000000 0.282926399520 Long EP CORP US N 1 N N N Progress Residential Trust N/A 74332WAG8 1005000.00000000 PA USD 1001456.17000000 0.068674991149 Long ABS-O CORP US N 2 2036-09-17 Fixed 2.87100000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 1040000.00000000 PA USD 1185600.00000000 0.081302678984 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBD6 45000.00000000 PA USD 51772.50000000 0.003550306129 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 121060000.00000000 PA 599067.10000000 0.041081106715 Long DBT NUSS AR N 2 2022-05-31 Fixed 38.04500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -6457.50000000 -0.00044282392 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Costco Wholesale Corp Costco Wholesale Corp 100.00000000 585.00000000 USD 2022-02-18 XXXX -180.44000000 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CS9 7610000.00000000 PA USD 7601555.18000000 0.521277665807 Long DBT CORP US N 2 2024-10-18 Fixed 1.21500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 10417.00000000 NS USD 541267.32000000 0.037117479050 Long EC CORP US N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 2595000.00000000 PA USD 2692312.50000000 0.184625690716 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 5557.00000000 NS USD 484625.97000000 0.033233290879 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBU4 1690000.00000000 PA USD 1647860.53000000 0.113002256816 Long ABS-MBS CORP US N 2 2059-11-15 Variable 3.67100000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 2545000.00000000 PA USD 2532067.94000000 0.173636898525 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -37.00000000 NC USD -4366.00000000 -0.00029939903 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Morgan Stanley Morgan Stanley 100.00000000 105.00000000 USD 2022-02-18 XXXX 449.10000000 N N N GILBERT PARK CLO LTD N/A 375415AG1 650000.00000000 PA USD 650007.74000000 0.044574367934 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.07400000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 4729797.59000000 PA USD 4820796.06000000 0.330586736264 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 1125000.00000000 PA USD 1132335.00000000 0.077650024466 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 5205000.00000000 PA USD 5285623.94000000 0.362462370467 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 3138000.00000000 PA USD 3363668.33000000 0.230664006784 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.63900000 N N N N N N Freedom Financial N/A 35635CAC6 305000.00000000 PA USD 305299.21000000 0.020935934265 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N FINDETER 54930036EU95I2CWYJ76 31772MAA0 4801000000.00000000 PA 1180058.88000000 0.080922695937 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAC6 6355000.00000000 PA USD 6185483.04000000 0.424170328917 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 14425000.00000000 PA USD 14922765.21000000 1.023330625360 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 1145000.00000000 PA USD 1163903.95000000 0.079814869446 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Diamond Resorts Owner Trust N/A 25272XAC9 185122.00000000 PA USD 186024.17000000 0.012756632402 Long ABS-O CORP US N 2 2029-10-22 Fixed 6.07000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 2580000.00000000 PA USD 2705775.03000000 0.185548885516 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 555000.00000000 PA USD 153851.55000000 0.010550390672 Long DBT CORP KY N 2 2026-08-12 Fixed 7.85000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 2830000.00000000 PA USD 2869959.60000000 0.196807864420 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 3372792.75000000 PA USD 3345895.40000000 0.229445225726 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 39843UAA0 800000.00000000 PA USD 816176.00000000 0.055969378646 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 4112.00000000 NS USD 532051.68000000 0.036485515302 Long EC CORP US N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 885000.00000000 PA USD 559718.25000000 0.038382754049 Long DBT CORP KY N 2 2025-07-09 Fixed 7.00000000 N N N N N N Oak Hill Credit Partners N/A 67098EAG6 5105000.00000000 PA USD 5010982.75000000 0.343628814034 Long ABS-CBDO CORP KY N 2 2036-10-22 Floating 6.52800000 N N N N N N Generate CLO Ltd. 25490036G9JNQQPHIX69 98625DAG5 2435000.00000000 PA USD 2436711.07000000 0.167097788378 Long ABS-CBDO CORP KY N 2 2033-01-22 Floating 3.92800000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2045000.00000000 PA USD 535217.40000000 0.036702604975 Long DBT CORP KY N 2 2026-06-01 Fixed 11.65000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 10185000.00000000 PA USD 9897019.13000000 0.678689413991 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 2515000.00000000 PA USD 2012000.00000000 0.137973169801 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21100000 N N N N N N OVINTIV INC N/A 012873AH8 385000.00000000 PA USD 511953.65000000 0.035107290199 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 960000.00000000 PA USD 1064486.40000000 0.072997297623 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 3350000.00000000 PA USD 3485273.00000000 0.239003063336 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 1535000.00000000 PA USD 1542675.00000000 0.105789144991 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 570000.00000000 PA USD 561450.00000000 0.038501509038 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 1325000.00000000 PA USD 1326285.25000000 0.090950188868 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 3060000.00000000 PA USD 3603517.20000000 0.247111675207 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAE7 645000.00000000 PA USD 620812.50000000 0.042572300436 Long DBT CORP FR N 2 2030-03-15 Fixed 3.37500000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 10058.00000000 NS USD 443054.90000000 0.030382549179 Long EC CORP US N 1 N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 305000.00000000 PA USD 305762.50000000 0.020967704439 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 640000.00000000 PA USD 665520.00000000 0.045638123243 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 3550000.00000000 PA USD 3502889.94000000 0.240211147359 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 715000.00000000 PA USD 890082.05000000 0.061037495935 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 920000.00000000 PA USD 995900.00000000 0.068293976046 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Hayfin US XII, Ltd. N/A 42087DAJ8 1550000.00000000 PA USD 1554945.74000000 0.106630612632 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 4.29200000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CG2 5995000.00000000 PA USD 5957787.78000000 0.408556095929 Long DBT CORP DE N 2 2025-04-01 Fixed 1.44700000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 585000.00000000 PA USD 647887.50000000 0.044428972191 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 695000.00000000 PA USD 689787.50000000 0.047302270310 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 6587.00000000 NS USD 770481.39000000 0.052835864637 Long EC CORP US N 1 N N N Legacy Mortgage Asset Trust N/A 52474WAA5 1776375.32000000 PA USD 1782363.30000000 0.122225802305 Long ABS-O CORP US N 2 2059-04-25 Variable 3.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 5670000.00000000 PA USD 5730442.20000000 0.392965842295 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N OZLM Ltd N/A 67112WAW3 2050000.00000000 PA USD 2048111.54000000 0.140449523499 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.87400000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 5708.00000000 NS USD 530672.76000000 0.036390955678 Long EC CORP US N 1 N N N Dryden Senior Loan Fund N/A 26251LAG9 250000.00000000 PA USD 248161.43000000 0.017017703339 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 1.87200000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAE4 3680000.00000000 PA USD 3532800.00000000 0.242262233734 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 610000.00000000 PA USD 391138.10000000 0.026822347657 Long DBT CORP KY N 2 2024-02-21 Fixed 6.12500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -58993.65000000 -0.00404549745 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 17876000.00000000 BRL 3106114.58000000 USD 2022-03-03 -58993.65000000 N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 3094293.00000000 PA USD 3071428.03000000 0.210623589023 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.30600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 5695000.00000000 PA USD 5822111.32000000 0.399252064491 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 570000.00000000 PA USD 580995.30000000 0.039841830606 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 480000.00000000 PA USD 514264.80000000 0.035265777620 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Parallel Ltd N/A 69916DAE9 1645000.00000000 PA USD 1632821.41000000 0.111970947145 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.28200000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 5000.00000000 PA USD 5562.50000000 0.000381449183 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 30745.00000000 NS USD 2793490.70000000 0.191563999348 Long EP CORP JE N 1 N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 540000.00000000 PA USD 322077.60000000 0.022086514609 Long DBT CORP KY N 2 2025-04-21 Fixed 5.50000000 N N N N N N American Homes 4 Rent N/A 02665UAE5 2170000.00000000 PA USD 2330432.22000000 0.159809701988 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23100000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 4160000.00000000 PA USD 4226827.86000000 0.289855287300 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 5010000.00000000 PA USD 6678330.00000000 0.457967375288 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 1350000.00000000 PA USD 366633.00000000 0.025141907139 Long DBT CORP KY N 2 2022-06-16 Fixed 6.92000000 Y N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 7130000.00000000 PA USD 7437303.00000000 0.510014050538 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89176VAC6 655000.00000000 PA USD 672185.24000000 0.046095192970 Long ABS-O CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 2430000.00000000 PA USD 2576649.26000000 0.176694068523 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1070000.00000000 PA USD 1097755.80000000 0.075278751189 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N CIM Trust N/A 12565CAA3 2590257.65000000 PA USD 2583761.28000000 0.177181776248 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.56800000 N N N N N N MVW Owner Trust N/A 55389PAC3 287366.67000000 PA USD 289410.28000000 0.019846348759 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -2915.00000000 -0.00019989651 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Goldman Sachs Group Inc/The Goldman Sachs Group Inc/The 100.00000000 420.00000000 USD 2022-02-18 XXXX 852.27000000 N N N American Homes 4 Rent N/A 02665UAD7 300000.00000000 PA USD 315626.04000000 0.021644098017 Long ABS-O CORP US N 2 2036-10-17 Fixed 5.14900000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 2065000.00000000 PA USD 3911936.00000000 0.268261535775 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -353.00000000 NC USD -744762.22000000 -0.05107216910 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term US Treasury Bond Future WNH2 COMDTY 2022-03-22 -68840362.78000000 USD -744762.22000000 N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAN1 2565000.00000000 PA USD 2561727.32000000 0.175670794486 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.02400000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 2230000.00000000 PA USD 2213275.00000000 0.151775629916 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 5342.00000000 NS USD 524370.72000000 0.035958792440 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACP8 515000.00000000 PA USD 518173.34000000 0.035533806275 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AC3 689426.66000000 PA USD 701430.47000000 0.048100688539 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.53000000 N N N N N N OVINTIV INC N/A 292505AG9 140000.00000000 PA USD 181636.40000000 0.012455740486 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 4515000.00000000 PA USD 4689956.30000000 0.321614382177 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 2508.00000000 NS USD 518503.92000000 0.035556475843 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 13370000.00000000 OU Notional Amount USD 1222058.11000000 0.083802798766 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S37.V1 2I65BRYQ7 Y sell protection 2026-12-20 1109465.12000000 USD 0.00000000 USD 13370000.00000000 USD 112592.99000000 N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 2255000.00000000 PA USD 2246543.75000000 0.154057038909 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 1699593.00000000 PA USD 1299658.03000000 0.089124223686 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.88700000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 2931.00000000 NS USD 535991.97000000 0.036755721217 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -28.00000000 NC USD -11060.00000000 -0.00075844098 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Louisiana-Pacific Corp Louisiana-Pacific Corp 100.00000000 80.00000000 USD 2022-02-18 XXXX -4991.64000000 N N N Credit Suisse Mortgage Trust N/A 12655GAL1 632000.00000000 PA USD 624603.26000000 0.042832252311 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.71000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1870000.00000000 PA USD 2178738.81000000 0.149407306056 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -10050.00000000 -0.00068918009 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Accenture PLC Accenture PLC 100.00000000 420.00000000 USD 2022-02-18 XXXX -5782.74000000 N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 1325000.00000000 PA USD 1353156.25000000 0.092792871296 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAH1 993600.00000000 PA USD 1061578.14000000 0.072797863304 Long ABS-O CORP US N 2 2049-06-15 Fixed 4.08000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 5765000.00000000 PA USD 5880300.00000000 0.403242361025 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 2135000.00000000 PA USD 2212308.35000000 0.151709341763 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -12700.00000000 -0.00087090420 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Home Depot Inc/The Home Depot Inc/The 100.00000000 415.00000000 USD 2022-02-18 XXXX -7232.74000000 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 798.00000000 NS USD 573881.70000000 0.039354014532 Long EC CORP US N 1 N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AC4 1285000.00000000 PA USD 1130029.00000000 0.077491890207 Long DBT CORP US N 2 2026-04-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N Accelerated Assets LLC N/A 00436MAB1 567978.81000000 PA USD 578980.56000000 0.039703669541 Long ABS-O CORP US N 2 2033-12-02 Fixed 4.51000000 N N N N N N Navient Student Loan Trust N/A 63941HAB8 320000.00000000 PA USD 329964.83000000 0.022627382464 Long ABS-O CORP US N 2 2069-05-15 Fixed 3.33000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAD6 265000.00000000 PA USD 263853.58000000 0.018093794630 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 2.02400000 N N N N N N GLS Auto Receivables Trust N/A 36263DAD9 3120000.00000000 PA USD 3120483.29000000 0.213987560056 Long ABS-O CORP US N 2 2027-10-15 Fixed 2.48000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 7575000.00000000 PA USD 7508794.50000000 0.514916589737 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 5165000.00000000 PA USD 5270223.81000000 0.361406304487 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 845000.00000000 PA USD 837971.63000000 0.057464016895 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 263000.00000000 PA USD 266024.50000000 0.018242665760 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 1635000.00000000 PA USD 1637344.25000000 0.112281101505 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 1334.00000000 NS USD 573766.74000000 0.039346131135 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045VAT7 2905000.00000000 PA USD 3976303.72000000 0.272675560805 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 150000.00000000 PA USD 179178.00000000 0.012287155377 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 825000.00000000 PA USD 470167.50000000 0.032241799360 Long DBT CORP KY N 2 2031-01-11 Fixed 3.45000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 78898700.00000000 PA 4054658.35000000 0.278048740065 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 808876.58000000 PA USD 807584.40000000 0.055380208523 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 885000.00000000 PA USD 949162.50000000 0.065088945716 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Oak Hill Credit Partners N/A 67707FAG6 445000.00000000 PA USD 435871.98000000 0.029889979477 Long ABS-CBDO CORP KY N 2 2034-04-21 Floating 6.49000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CBA3 300000.00000000 PA USD 299998.56000000 0.020572441480 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.08200000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 1480000.00000000 PA USD 1496424.12000000 0.102617484693 Long DBT CORP IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 1540000.00000000 PA USD 919256.80000000 0.063038158328 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N HPEFS Equipment Trust N/A 40438FAF1 975000.00000000 PA USD 987193.84000000 0.067696949956 Long ABS-O CORP US N 2 2030-02-20 Fixed 2.26000000 N N N N N N Progress Residential Trust N/A 74333FAF6 400000.00000000 PA USD 386855.28000000 0.026528652701 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N Point Au Roche Park CLO, Ltd 5493000RMLD359CPH591 73052VAJ4 1190000.00000000 PA USD 1189970.13000000 0.081602361235 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 2.97600000 N N N N N N OneMain Financial Issuance Trust N/A 68267DAD8 3230000.00000000 PA USD 3234621.16000000 0.221814579797 Long ABS-O CORP US N 2 2031-02-14 Fixed 4.22000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -25.00000000 NC USD -8437.50000000 -0.00057860269 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written PepsiCo Inc PepsiCo Inc 100.00000000 175.00000000 USD 2022-02-18 XXXX -2269.32000000 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 2940000.00000000 PA USD 3131100.00000000 0.214715602368 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 855000.00000000 PA USD 872100.00000000 0.059804374445 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 605000.00000000 PA USD 640173.01000000 0.043899950005 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCM6 7370000.00000000 PA USD 7253210.19000000 0.497389861406 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 12321.00000000 NS USD 2187839.97000000 0.150031419323 Long EC CORP US N 1 N N N Springcastle SPV N/A 85022WAP9 2640750.37000000 PA USD 2652227.07000000 0.181876826978 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 1688.00000000 NS USD 555368.88000000 0.038084495418 Long EC CORP US N 1 N N N Regatta XIII Funding LLC N/A 75888FAJ4 920000.00000000 PA USD 912222.32000000 0.062555767919 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 3.22400000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 2345000.00000000 PA USD 2462250.00000000 0.168849123928 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QL75 124811.96000000 PA USD 132461.19000000 0.009083543866 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.75000000 N N N N N N Banc of America Funding Corporation N/A 05946XS61 343577.57000000 PA USD 368531.82000000 0.025272118975 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.75000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 785000.00000000 PA USD 206062.50000000 0.014130763569 Long DBT CORP KY N 2 2022-09-28 None 0.00000000 Y N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 1360000.00000000 PA USD 873351.20000000 0.059890175653 Long DBT CORP KY N 2 2026-01-07 Fixed 6.63000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 325000.00000000 PA USD 337313.26000000 0.023131302036 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N Marlette Funding Trust N/A 57108TAC1 310000.00000000 PA USD 305276.75000000 0.020934394067 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 5160000.00000000 PA USD 5495399.95000000 0.376847788483 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 4027200.00000000 PA USD 4181006.82000000 0.286713103338 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 1355000.00000000 PA USD 1408305.70000000 0.096574752225 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 3035000.00000000 PA USD 795989.45000000 0.054585083272 Long DBT CORP KY N 2 2025-04-16 Fixed 11.25000000 Y N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 3492450.00000000 PA USD 3507149.72000000 0.240503262344 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1755000.00000000 PA USD 1805368.52000000 0.123803388351 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Pikes Peak CLO 549300IOF5UIE4PES702 721327AG9 1045000.00000000 PA USD 1045173.57000000 0.071672917716 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 3.27400000 N N N N N N Ziggo B.V. 213800TQASLF9JXH5J59 000000000 1930000.00000000 PA 2163927.21000000 0.148391598599 Long LON CORP NL N 2 2029-01-31 Floating 3.00000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 1238857.80000000 PA USD 1230804.73000000 0.084402599405 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAA9 2575000.00000000 PA USD 2584656.25000000 0.177243148936 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1000000.00000000 PA USD 658240.00000000 0.045138896267 Long DBT CORP KY N 2 2023-08-27 Fixed 7.65000000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471WAC9 72402.97000000 PA USD 72554.14000000 0.004975409879 Long ABS-O CORP US N 2 2027-04-26 Fixed 3.79000000 N N N N N N ARES CLO Ltd N/A 04018FAG3 2555000.00000000 PA USD 2554975.22000000 0.175207768323 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 3.07200000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 1495.00000000 NS USD 368637.10000000 0.025279338565 Long EC CORP US N 1 N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 2158084.26000000 PA USD 2147960.26000000 0.147296662862 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693583AA4 3538647.87000000 PA USD 3528683.04000000 0.241979912650 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Colony American Finance Ltd N/A 21873AAJ6 1340000.00000000 PA USD 1295775.44000000 0.088857974556 Long ABS-O CORP US N 2 2052-12-15 Fixed 2.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 2480000.00000000 PA USD 3358232.16000000 0.230291220697 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Progress Residential Trust N/A 74333AAJ9 785000.00000000 PA USD 768119.99000000 0.052673931316 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.29600000 N N N N N N Navient Student Loan Trust N/A 63935CAC5 3410000.00000000 PA USD 3472719.45000000 0.238142201961 Long ABS-O CORP US N 2 2068-08-15 Fixed 3.12000000 N N N N N N American Homes 4 Rent N/A 02665XAE9 1200000.00000000 PA USD 1298138.88000000 0.089020047771 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.41800000 N N N N N N Social Professional Loan Program LLC 549300MIP15HTYPHSM46 78469PAC8 372451.29000000 PA USD 373937.97000000 0.025642846436 Long ABS-O CORP US N 2 2038-01-26 Fixed 3.57000000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 1125000.00000000 PA USD 1116286.46000000 0.076549493684 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1935000.00000000 PA USD 2045053.13000000 0.140239792623 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 290000.00000000 PA USD 302720.33000000 0.020759087223 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 475000.00000000 PA USD 479750.00000000 0.032898920582 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N Progress Residential Trust N/A 74333FAE9 930000.00000000 PA USD 902407.18000000 0.061882693377 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 200000.00000000 PA USD 54198.00000000 0.003716635117 Long DBT CORP KY N 2 2022-04-08 Fixed 7.12500000 Y N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -7275.00000000 -0.00049888410 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom Inc Broadcom Inc 100.00000000 690.00000000 USD 2022-02-18 XXXX -591.40000000 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 94068.00000000 NS USD 10910006.64000000 0.748155168327 Long EC CORP US N 1 N N N Trestles CLO LTD 6354005OLPZ8XONXGL10 89531VAA0 895000.00000000 PA USD 859684.11000000 0.058952953123 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.87400000 N N N N N N Progress Residential Trust N/A 74333BAJ7 2803000.00000000 PA USD 2810418.42000000 0.192724820017 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.46600000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 47000.00000000 PA USD 52905.16000000 0.003627978441 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Navient Student Loan Trust N/A 63940PAD7 1035000.00000000 PA USD 1051415.51000000 0.072100959588 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.68000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 14672.00000000 NS USD 549466.40000000 0.037679732061 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -43.00000000 NC USD -3139.00000000 -0.00021525734 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bristol-Myers Squibb Co Bristol-Myers Squibb Co 100.00000000 65.00000000 USD 2022-02-18 XXXX 1192.30000000 N N N WAVE 2017-1 LLC N/A 94353WAA3 1952776.65000000 PA USD 1899049.71000000 0.130227588518 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAA1 1900000.00000000 PA USD 1879159.89000000 0.128863641444 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAD9 510000.00000000 PA USD 534211.79000000 0.036633645134 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAL4 320000.00000000 PA USD 319655.23000000 0.021920400261 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 2.03200000 N N N N N N HPEFS Equipment Trust N/A 40438PAF9 5900000.00000000 PA USD 6033738.84000000 0.413764450053 Long ABS-O CORP US N 2 2030-07-22 Fixed 2.79000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 6185000.00000000 PA USD 6950554.56000000 0.476635210994 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328DAA8 3361043.19000000 PA USD 3363040.99000000 0.230620986860 Long ABS-MBS CORP US N 2 2070-11-25 Variable 3.22800000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 1630000.00000000 PA USD 1640643.90000000 0.112507375446 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 2585000.00000000 PA USD 2558688.06000000 0.175462376824 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92200000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 290000.00000000 PA USD 266800.00000000 0.018295845776 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 75000.00000000 PA USD 83497.50000000 0.005725852259 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 2660000.00000000 PA USD 2767424.10000000 0.189776478758 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N TICP CLO Ltd N/A 87250RAC8 610000.00000000 PA USD 609996.46000000 0.041830589042 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 2.28200000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 110000.00000000 PA USD 118525.00000000 0.008127867768 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 305.00000000 NS USD 731765.15000000 0.050180893288 Long EC CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 1530000.00000000 PA USD 1426725.00000000 0.097837858193 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 4460000.00000000 PA USD 4567637.28000000 0.313226338978 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 485000.00000000 PA USD 305035.90000000 0.020917877746 Long DBT CORP KY N 2 2024-07-16 Fixed 7.25000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 6850.00000000 NS USD 524984.00000000 0.036000848198 Long EC CORP US N 1 N N N DBUBS Mortgage Trust N/A 23305JAJ1 750000.00000000 PA USD 757957.50000000 0.051977037201 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAD9 2660000.00000000 PA USD 2672626.49000000 0.183275719940 Long ABS-O CORP US N 2 2026-12-14 Fixed 1.77000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2125000.00000000 PA USD 557281.25000000 0.038215636448 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 3265000.00000000 PA USD 3198067.50000000 0.219307907660 Long DBT CORP GB N 2 2028-03-15 Fixed 4.37500000 N N N N N N MAPS LTD N/A 56564RAB6 1369824.62000000 PA USD 1221601.38000000 0.083771478445 Long ABS-O CORP BM N 2 2043-05-15 Fixed 5.19300000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3C6 7290000.00000000 PA USD 7237527.38000000 0.496314410607 Long DBT CORP US N 2 2024-06-14 Fixed 0.43300000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 1770000.00000000 PA USD 1158819.00000000 0.079466168318 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 3815000.00000000 PA USD 3748237.50000000 0.257035889186 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 362679.00000000 NS USD 2458963.62000000 0.168623759978 Long EC CORP MX N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 665000.00000000 PA USD 799662.50000000 0.054836963169 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 3360000.00000000 PA USD 3607800.00000000 0.247405368791 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 1323241.32000000 PA USD 1311035.74000000 0.089904451675 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FLZ6 173730.33000000 PA USD 178121.69000000 0.012214718777 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAL9 2670000.00000000 PA USD 2803500.00000000 0.192250388438 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 2350000.00000000 PA USD 2302881.40000000 0.157920400812 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 625000.00000000 PA USD 657031.25000000 0.045056006074 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 690000.00000000 PA USD 815928.45000000 0.055952402871 Long DBT CORP US N 2 2050-02-01 Fixed 6.50000000 N N N N N N Sprite Limited N/A 85208HAB9 1021957.34000000 PA USD 908508.02000000 0.062301059298 Long ABS-O CORP KY N 2 2037-12-15 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 1420000.00000000 PA USD 1488771.54000000 0.102092707993 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 3166.00000000 NS USD 501336.10000000 0.034379190284 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 45888.14000000 0.003146785353 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1665000.00000000 EUR 1942322.40000000 USD 2022-01-26 45888.14000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNX8 1054051.18000000 PA USD 1072056.27000000 0.073516402473 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 2.30300000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HPQ8 565726.17000000 PA USD 594124.27000000 0.040742151485 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 1280000.00000000 PA USD 1254796.80000000 0.086047858823 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 465000.00000000 PA USD 468551.47000000 0.032130979886 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 710000.00000000 PA USD 843125.00000000 0.057817409934 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -7077.50000000 -0.00048534051 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Applied Materials Inc Applied Materials Inc 100.00000000 170.00000000 USD 2022-02-18 XXXX -2769.69000000 N N N Altice USA Inc 54930064K3612MGCER95 02156K103 247241.00000000 NS USD 4000359.38000000 0.274325180916 Long EC CORP US N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 2525000.00000000 PA USD 2596785.75000000 0.178074931025 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 630000.00000000 PA USD 117217.80000000 0.008038226353 Long DBT CORP KY N 2 2022-03-23 Fixed 8.25000000 Y N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 310000.00000000 PA USD 334531.85000000 0.022940566473 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 1610000.00000000 PA USD 1414787.50000000 0.097019242530 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 2308095.29000000 PA USD 2292432.56000000 0.157203870208 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 425000.00000000 PA USD 249441.00000000 0.017105450024 Long DBT CORP KY N 2 2026-05-17 Fixed 5.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 3845000.00000000 PA USD 3780335.44000000 0.259237009726 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 24947.69000000 0.001710791187 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1400000.00000000 GBP 1919808.80000000 USD 2022-01-31 24947.69000000 N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 530000.00000000 PA USD 545900.00000000 0.037435165703 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N NOKIA OYJ 549300A0JPRWG1KI7U06 000000000 1660000.00000000 PA 1973065.38000000 0.135303223013 Long DBT CORP FI N 2 2026-03-11 Fixed 2.00000000 N N N N N N Old Republic International Corp 549300IV6O2YY2A1KH37 680223104 20475.00000000 NS USD 503275.50000000 0.034512184899 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -208.00000000 NC USD -8944.00000000 -0.00061333599 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Ford Motor Co Ford Motor Co 100.00000000 24.00000000 USD 2022-02-18 XXXX -888.49000000 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 8639.00000000 NS USD 538641.65000000 0.036937423378 Long EC CORP US N 1 N N N Tricon American Homes N/A 89613JAJ9 1170000.00000000 PA USD 1130760.54000000 0.077542055661 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 1372000.00000000 PA USD 1409730.00000000 0.096672423789 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 1417000.00000000 PA USD 1416223.48000000 0.097117715051 Long ABS-O CORP US N 2 2033-03-15 Variable 3.60900000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 485000.00000000 PA USD 505006.25000000 0.034630871313 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 110000.00000000 PA USD 111375.00000000 0.007637555559 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N Banc of America Alternative Loan Trust N/A 05948XTV3 291286.12000000 PA USD 300529.07000000 0.020608821275 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.50000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 3420000.00000000 PA USD 3334292.92000000 0.228649584104 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 98250.00000000 PA USD 103408.62000000 0.007091259983 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 210000.00000000 PA USD 141831.90000000 0.009726141561 Long DBT CORP KY N 2 2027-01-14 Fixed 5.75000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 380000.00000000 PA USD 391400.00000000 0.026840307485 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 2460000.00000000 PA USD 2441168.70000000 0.167403470953 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N TICP CLO Ltd N/A 87248TAQ8 1030000.00000000 PA USD 1029994.34000000 0.070631999983 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.27400000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAA5 1110000.00000000 PA USD 1194184.86000000 0.081891386910 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 7389.00000000 NS USD 533338.02000000 0.036573726240 Long EC CORP US N 1 N N N DSLA Mortgage Loan Trust N/A 23332UFF6 386164.85000000 PA USD 287810.63000000 0.019736652546 Long ABS-MBS CORP US N 2 2045-09-19 Floating 0.76400000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 1110000.00000000 PA USD 1032755.10000000 0.070821319470 Long DBT CORP KY N 2 2026-08-17 Fixed 4.45000000 N N N N N N 2022-01-27 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer