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 617-449-2139 Loomis Sayles Strategic Alpha Fund S000030600 XW1RTFP3MQA6N2KPMD54 2024-12-31 2024-09-30 N 581877191.71 5535101.86 576342089.85 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 16988379.01000000 USD ZAR N Fund's Securities Portfolio N/A Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AW2 950000.00000000 PA USD 950932.90000000 0.164994526123 Long ABS-O CORP IE N 2 2027-11-15 Floating 6.42500000 N N N N N N CIFC Funding Ltd 2549009RG3XZEWMXDF59 12549BAU2 730000.00000000 PA USD 730185.42000000 0.126693058317 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 7.49100000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91824PAA5 520000.00000000 PA USD 523421.60000000 0.090817868279 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 14555000.00000000 PA 1363167.10000000 0.236520483929 Long DBT NUSS NO N 2 2025-03-13 Fixed 1.75000000 N N N N N N Progress Residential Trust N/A 74333VAJ3 570000.00000000 PA USD 547256.15000000 0.094953354897 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 2520000.00000000 PA USD 2625960.66000000 0.455625349292 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 239712.00000000 PA USD 5992.80000000 0.001039799123 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1.00000000 NC USD -232.50000000 -0.00004034062 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. 100.00000000 650.00000000 USD 2024-10-18 XXXX 244.20000000 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 2384.00000000 NS USD 126876.48000000 0.022014092365 Long EC CORP US N 1 N N N Focus Brands Funding LLC N/A 34417RAC0 248125.00000000 PA USD 267136.31000000 0.046350303874 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 408667.12000000 PA USD 421229.87000000 0.073086779088 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.19700000 N N N N N N Navient Student Loan Trust N/A 63941JAB4 695000.00000000 PA USD 620418.51000000 0.107647614312 Long ABS-O CORP US N 2 2068-10-15 Fixed 3.08000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 97.00000000 NS USD 92102.47000000 0.015980521225 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2120.00000000 NS USD 289040.80000000 0.050150909518 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46635TAX0 1945000.00000000 PA USD 1711619.45000000 0.296979776445 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 370494.40000000 0.064283765930 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N Tricon American Homes N/A 89613GAE6 1040000.00000000 PA USD 1013798.76000000 0.175902259761 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.54400000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -689560.70000000 -0.11964434181 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 254060000.00000000 ZAR 13957500.11000000 USD 2024-11-18 -689560.70000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -17621.12000000 -0.00305740641 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2255000.00000000 EUR 2498991.00000000 USD 2024-12-05 -17621.12000000 N N N SCF Equipment Trust Llc N/A 783896AE3 105000.00000000 PA USD 109417.04000000 0.018984738738 Long ABS-O CORP US N 2 2032-09-20 Fixed 5.82000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 220000.00000000 PA USD 4400.00000000 0.000763435479 Long DBT CORP KY N 2 2024-03-29 None 0.00000000 Y N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 200000.00000000 PA USD 218159.09000000 0.037852361269 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 1055000.00000000 PA USD 1148924.54000000 0.199347672195 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34535CAD8 460000.00000000 PA USD 476545.33000000 0.082684457441 Long ABS-O CORP US N 2 2036-02-15 Fixed 6.60000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042VAG4 1920000.00000000 PA USD 1930952.06000000 0.335035752898 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.48000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 420000.00000000 PA USD 423894.24000000 0.073549068767 Long ABS-O CORP US N 2 2028-07-17 Fixed 7.23000000 N N N N N N PRP Advisors, LLC N/A 69381KAA7 155000.00000000 PA USD 154770.29000000 0.026853893325 Long ABS-MBS CORP US N 2 2029-09-25 Variable 5.68900000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1.00000000 NC USD -825.00000000 -0.00014314415 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Linde PLC Linde PLC 100.00000000 475.00000000 USD 2024-10-18 XXXX -418.30000000 N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 194388.48000000 PA USD 194001.65000000 0.033660850633 Long LON CORP US N 2 2028-02-19 Floating 7.21000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 1020000.00000000 PA USD 17074.80000000 0.002962615484 Long DBT CORP KY N 2 2025-06-28 None 0.00000000 Y N N N N N Carval CLO LTD 254900DAR7W0XP2CHD65 146918AC1 1925000.00000000 PA USD 1930468.93000000 0.334951925947 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.08800000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 1590000.00000000 PA USD 1456512.73000000 0.252716703438 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 1356533.46000000 PA USD 1262495.71000000 0.219053185986 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 1500000.00000000 PA USD 1656210.00000000 0.287365790069 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Countrywide Alternative Loan Trust N/A 12669FEE9 205735.38000000 PA USD 208735.74000000 0.036217334058 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 105000.00000000 PA USD 107151.35000000 0.018591623254 Long ABS-O CORP US N 2 2030-12-20 Fixed 6.11000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1725000.00000000 PA USD 1746871.10000000 0.303096221977 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N tvc mortgage trust N/A 87306WAB3 525000.00000000 PA USD 526450.58000000 0.091343420734 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.95600000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 672.00000000 NS USD 165634.56000000 0.028738931776 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 2089.00000000 NS USD 338543.34000000 0.058739999379 Long EC CORP US N 1 N N N Countrywide Home Loans N/A 12669FV75 22401.07000000 PA USD 19632.32000000 0.003406365827 Long ABS-MBS CORP US N 3 2034-09-20 Variable 5.92600000 N N N N N N Wellfleet CLO Ltd N/A 94951AAE9 1055000.00000000 PA USD 1063562.38000000 0.184536649106 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 7.37200000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 1219951.84000000 PA USD 1085769.34000000 0.188389735735 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 3900000.00000000 PA USD 4310426.95000000 0.747893833525 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 5325000.00000000 PA USD 5240951.27000000 0.909347306451 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DV7 805000.00000000 PA USD 739617.55000000 0.128329608929 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 1800000.00000000 PA USD 1774521.72000000 0.307893827511 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 27950.00000000 0.004849550378 Long DBT CORP KY N 2 2025-01-02 None 0.00000000 Y N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 408.00000000 NS USD 238549.44000000 0.041390251415 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754NAB1 878992.15000000 PA USD 902451.57000000 0.156582624433 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 8.03000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DL6 320000.00000000 PA USD 343444.84000000 0.059590449153 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N OHA Loan Funding Ltd N/A 67706HCA4 885000.00000000 PA USD 898278.54000000 0.155858570078 Long ABS-CBDO CORP KY N 2 2037-04-23 Floating 7.67300000 N N N N N N Nelnet Student Loan Trust N/A 64034YAC5 810000.00000000 PA USD 709615.24000000 0.123123966216 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.90000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 1875000.00000000 PA USD 88125.00000000 0.015290398107 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 205000.00000000 PA USD 5793.30000000 0.001005184265 Long DBT CORP KY N 2 2025-07-23 None 0.00000000 Y N N N N N MLCC Mortgage Investors Inc N/A 590219AE1 12947.20000000 PA USD 12124.09000000 0.002103627379 Long ABS-MBS CORP US N 3 2036-05-25 Variable 6.42500000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962AAW2 1100000.00000000 PA USD 1125705.90000000 0.195319050929 Long ABS-O CORP US N 2 2029-11-15 Fixed 9.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1740000.00000000 PA USD 1487935.27000000 0.258168767508 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 1885000.00000000 PA USD 1997994.19000000 0.346668103056 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 83189DAC4 195667.90000000 PA USD 195371.05000000 0.033898452575 Long ABS-O CORP US N 2 2035-10-15 Floating 5.96100000 N N N N N N SCF Equipment Trust Llc N/A 783896AF0 100000.00000000 PA USD 103729.40000000 0.017997887335 Long ABS-O CORP US N 2 2033-06-21 Fixed 6.58000000 N N N N N N Mill City Mortgage Trust N/A 59982HAH3 245000.00000000 PA USD 215096.43000000 0.037320965063 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 3720000.00000000 PA USD 3323022.06000000 0.576571123039 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 537927.05000000 PA USD 534150.80000000 0.092679470995 Long LON CORP US N 2 2028-05-03 Floating 9.09500000 N N N N N N Aimco N/A 00901FAN6 700000.00000000 PA USD 702144.10000000 0.121827663182 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 6.93600000 N N N N N N Education Funding Trust N/A 28141PAA3 708982.54000000 PA USD 661401.45000000 0.114758484873 Long ABS-O CORP US N 2 2041-07-25 Fixed 2.79000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 960000.00000000 PA USD 1011132.38000000 0.175439621330 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 22033750.55000000 PA USD 22033750.55000000 3.823033392500 Long RA CORP US N 2 Repurchase N 3.00000000 2024-10-01 34100600.00000000 USD 22474427.71000000 USD UST N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551MAN9 1750000.00000000 PA USD 1752521.75000000 0.304076655317 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 7.03200000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DL1 1045000.00000000 PA USD 1078270.71000000 0.187088662964 Long DBT NUSS TR N 2 2032-07-17 Fixed 7.12500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 1644.00000000 NS USD 324657.12000000 0.056330628235 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 2928937.50000000 PA USD 2735041.84000000 0.474551813613 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 668503.70000000 PA USD 668976.27000000 0.116072777224 Long ABS-O CORP US N 2 2051-02-27 Variable 5.24000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 470000.00000000 PA 526952.35000000 0.091430481875 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 480000.00000000 PA USD 419495.09000000 0.072785780769 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 237000.00000000 PA USD 236171.92000000 0.040977732523 Long ABS-O CORP US N 2 2032-06-15 Variable 8.29700000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 810000.00000000 PA USD 729682.91000000 0.126605868780 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 232631.49000000 PA USD 145436.87000000 0.025234469694 Long ABS-MBS CORP US N 3 2035-11-25 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAD0 190000.00000000 PA USD 182886.78000000 0.031732331061 Long ABS-O CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1385000.00000000 PA USD 1415452.00000000 0.245592335685 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 725000.00000000 PA USD 34655.00000000 0.006012921945 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N Prestige Auto Receivables Trust N/A 74113VAJ9 210000.00000000 PA USD 221766.05000000 0.038478197915 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.71000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 400000.00000000 PA USD 35136.00000000 0.006096379323 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -105455.64000000 -0.01829740389 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 55000000.00000000 ZAR 3065402.99000000 USD 2024-11-18 -105455.64000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 920000.00000000 PA USD 827043.20000000 0.143498664172 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 309.00000000 NS USD 191138.13000000 0.033164006822 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 174.00000000 NS USD 154254.48000000 0.026764396131 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 320000.00000000 PA USD 345487.60000000 0.059944884485 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SMB Private Education Loan Trust 5493000RGRVHYZAIY180 831943AC9 230000.00000000 PA USD 236511.60000000 0.041036669742 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.88000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 1490000.00000000 PA USD 1697467.60000000 0.294524316355 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433MH6 181106.69000000 PA USD 174892.88000000 0.030345324951 Long ABS-MBS CORP US N 3 2034-05-25 Variable 7.75000000 N N N N N N Maps LTD N/A 56564RAA8 262577.83000000 PA USD 259579.19000000 0.045039082616 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 785616.00000000 PA USD 76118.33000000 0.013207144045 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N Y N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 645000.00000000 PA USD 38596.80000000 0.006696856030 Long DBT CORP KY N 2 2026-08-14 None 0.00000000 Y N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NU45 329940.66000000 PA USD 262936.08000000 0.045621530100 Long ABS-MBS CORP US N 3 2034-09-25 Floating 6.18900000 N N N N N N Affirm Inc N/A 00834BAB3 225000.00000000 PA USD 227941.65000000 0.039549714312 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.93000000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 11700.00000000 NS USD 822393.00000000 0.142691816975 Long EC CORP US N 1 N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 255000.00000000 PA USD 255554.63000000 0.044340789003 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -1606.00000000 -0.00027865395 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Comcast Corp. Comcast Corp. 100.00000000 42.50000000 USD 2024-10-18 XXXX 647.75000000 N N N DT Auto Owner Trust N/A 26253AAD8 781765.36000000 PA USD 774832.74000000 0.134439728356 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.84000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 375000.00000000 PA USD 338157.48000000 0.058673049557 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N Bristol Park CLO, Ltd. 549300XRS6MFERKEPO61 11014PAN5 915000.00000000 PA USD 915601.16000000 0.158864184331 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 7.51300000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -200.00000000 -0.00003470161 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Exxon Mobil Corp. Exxon Mobil Corp. 100.00000000 125.00000000 USD 2024-10-18 XXXX 1085.75000000 N N N Aqua Finance Trust N/A 038370AC6 195621.33000000 PA USD 189356.52000000 0.032854883121 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 3011.00000000 NS USD 137452.15000000 0.023849056388 Long EC CORP US N 1 N N N Signal Peak CLO, LLC N/A 82666TAC3 1030000.00000000 PA USD 1030605.64000000 0.178818388965 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.70700000 N N N N N N Madison Park Funding Ltd N/A 55822EAQ2 1900000.00000000 PA USD 1914877.00000000 0.332246600365 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 7.52900000 N N N N N N Navient Student Loan Trust N/A 63941XAB3 1290000.00000000 PA USD 1088210.33000000 0.188813267183 Long ABS-O CORP US N 2 2069-07-15 Fixed 2.69000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 535000.00000000 PA USD 536884.81000000 0.093153843777 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DN7 1695000.00000000 PA USD 1663015.35000000 0.288546573170 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 2685000.00000000 PA USD 2685165.32000000 0.465897835207 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N ARES CLO Ltd 5493005YAOTYJUJV3S58 04015WBN3 1660000.00000000 PA USD 1663021.20000000 0.288547588192 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 7.08000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 1360000.00000000 PA USD 1517096.27000000 0.263228436152 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 405000.00000000 PA USD 419500.66000000 0.072786747209 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 5680000.00000000 PA USD 2859879.43000000 0.496212142122 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 1215000.00000000 PA USD 1294975.66000000 0.224688719218 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 330000000.00000000 OU Notional Amount -8097.25000000 -0.00140493816 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-07 27466.85000000 ZAR 0.00000000 ZAR 330000000.00000000 ZAR -9572.55000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJV4 1105000.00000000 PA USD 1110956.64000000 0.192759935386 Long DBT UST US N 2 2026-01-31 Fixed 4.25000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CH8 385000.00000000 PA USD 283832.78000000 0.049247276053 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 227690.45000000 PA USD 193076.04000000 0.033500249834 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 805000.00000000 PA USD 827026.43000000 0.143495754442 Long DBT CORP US N 2 2030-08-02 Fixed 5.93500000 N N N N N N Progress Residential Trust N/A 74333HAL9 585000.00000000 PA USD 555509.21000000 0.096385327357 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N DISH DBS CORP N/A 25470XBF1 975000.00000000 PA USD 851877.97000000 0.147807697026 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AE8 400000.00000000 PA USD 400944.28000000 0.069567065647 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.34400000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FLT0 99496.34000000 PA USD 99918.13000000 0.017336601258 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N GCAT N/A 36167CAA4 139664.28000000 PA USD 134360.99000000 0.023312715202 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 645000.00000000 PA USD 551959.67000000 0.095769453545 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 8910.00000000 NS USD 372170.70000000 0.064574617497 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 340000.00000000 PA USD 363072.61000000 0.062996025519 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 107160.92000000 PA USD 104822.58000000 0.018187562880 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 1758788.62000000 PA USD 1647932.17000000 0.285929519815 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 170778.13000000 PA USD 4018.41000000 0.000697226537 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 N N Y N N N Willis Engine Securitization Trust N/A 97064FAA3 650180.61000000 PA USD 609768.63000000 0.105799774255 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.22800000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 127248.79000000 PA USD 897.10000000 0.000155654083 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 580000.00000000 PA USD 587655.59000000 0.101962983503 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N PRP Advisors, LLC N/A 693581AA8 96072.26000000 PA USD 93965.88000000 0.016303837886 Long ABS-MBS CORP US N 2 2054-01-25 Variable 4.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 3145000.00000000 PA USD 2895420.03000000 0.502378722809 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 416784.96000000 0.072315551360 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.29700000 N N N N N N Neuberger Berman CLO Ltd 549300Z5ZNFT7IECFZ07 64129JBJ8 3300000.00000000 PA USD 3300528.00000000 0.572668222246 Long ABS-CBDO CORP KY N 2 2030-01-28 Floating 7.42500000 N N N N N N MASTR Alternative Loans Trust N/A 576434RF3 75096.22000000 PA USD 74408.67000000 0.012910504249 Long ABS-MBS CORP US N 3 2034-06-25 Fixed 5.50000000 N N N N N N PRP Advisors, LLC N/A 74448BAA8 581545.35000000 PA USD 588758.84000000 0.102154406275 Long ABS-MBS CORP US N 2 2029-03-25 Variable 7.02600000 N N N N N N Apidos CLO Ltd 5493008YDOADR1DMZM86 03765LAV4 480000.00000000 PA USD 481099.20000000 0.083474590607 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 7.49800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 330000.00000000 PA USD 301907.11000000 0.052383318053 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAL5 1294803.28000000 PA USD 1191244.91000000 0.206690597646 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.68600000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 285000.00000000 PA USD 293455.10000000 0.050916826164 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 1230000.00000000 PA USD 839394.56000000 0.145641724729 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291VAB0 281029.47000000 PA USD 288493.33000000 0.050055919059 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 210000.00000000 PA USD 1375.50000000 0.000238660341 Long DBT CORP KY N 2 2026-08-04 None 0.00000000 Y N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAC0 290000.00000000 PA USD 319290.00000000 0.055399389637 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 2790000.00000000 PA USD 2645724.08000000 0.459054462027 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N RCO Mortgage LLC N/A 754921AA2 342666.10000000 PA USD 345001.71000000 0.059860578652 Long ABS-O CORP US N 2 2029-01-25 Variable 7.02100000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1400000.00000000 PA USD 1260694.29000000 0.218740625090 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N College Ave Student Loans N/A 19424KAE3 357168.85000000 PA USD 330878.01000000 0.057410002813 Long ABS-O CORP US N 2 2051-07-25 Fixed 4.12000000 N N N N N N Horizon Aircraft Finance N/A 44040JAA6 222196.29000000 PA USD 199615.37000000 0.034634876320 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 270000.00000000 PA USD 4581.90000000 0.000794996596 Long DBT CORP KY N 2 2022-04-11 None 0.00000000 Y N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 230000.00000000 PA USD 19561.50000000 0.003394077986 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N Lex Commercial Loan Master Trust N/A 52885AAA6 180000.00000000 PA USD 180089.46000000 0.031246973485 Long ABS-MBS CORP US N 2 2033-10-13 Variable 4.87400000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 4243654.00000000 PA USD 323366.43000000 0.056106683113 Long ABS-MBS CORP US N 3 2027-11-15 Floating 8.50000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 1415000.00000000 PA USD 1527276.39000000 0.264994769061 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797LE5 15280000.00000000 PA USD 15179823.25000000 2.633821738396 Long STIV UST US N 2 2024-11-21 None 0.00000000 N N N N N N Affirm Inc N/A 00792FAA6 625000.00000000 PA USD 637578.75000000 0.110625054325 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AZ5 335000.00000000 PA USD 342451.07000000 0.059418022044 Long ABS-O CORP IE N 2 2027-11-15 Fixed 7.29000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 1430000.00000000 PA USD 1475382.82000000 0.255990816215 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 275660.00000000 0.047829232821 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAN7 1060000.00000000 PA USD 334642.00000000 0.058063085430 Long ABS-MBS CORP US N 3 2027-11-15 Floating 8.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 720000.00000000 PA USD 739916.86000000 0.128381541627 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.02000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 1240.00000000 NS USD 205654.00000000 0.035682627318 Long EC CORP US N 1 N N N Sierra Receivables Funding Co LLC N/A 826943AC6 113833.86000000 PA USD 116908.95000000 0.020284645535 Long ABS-O CORP US N 2 2040-01-20 Fixed 7.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AC1 342283.72000000 PA USD 337296.37000000 0.058523640029 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 1798.00000000 NS USD 144361.42000000 0.025047870447 Long EC CORP US N 1 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 890000.00000000 PA USD 892678.90000000 0.154886987384 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAL4 450000.00000000 PA USD 563400.00000000 0.097754443050 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies, Inc. USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 7735000.00000000 PA USD 7668552.48000000 1.330555691671 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333VAL8 470000.00000000 PA USD 450839.04000000 0.078224208840 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 1190000.00000000 PA USD 1248217.00000000 0.216575714663 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 1889000.00000000 PA USD 1853637.73000000 0.321621093209 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAR6 2200000.00000000 PA USD 2205328.51000000 0.382642279444 Long DBT CORP ES N 2 2025-08-18 Fixed 5.14700000 N N N N N N Sixth Street CLO LTD. N/A 83012BAG2 430000.00000000 PA USD 430000.00000000 0.074608467362 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 6.83000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 220000.00000000 PA USD 550.00000000 0.000095429434 Long DBT CORP KY N 2 2025-02-05 None 0.00000000 Y N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 25000.00000000 PA USD 22946.64000000 0.003981427073 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 1775.00000000 NS USD 923000.00000000 0.160147942733 Long EC CORP US N 1 N N N Social Professional Loan Program LLC N/A 83406TAC6 1350000.00000000 PA USD 1162176.12000000 0.201646928181 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.12000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 1670000.00000000 PA USD 1507172.56000000 0.261506592446 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAL4 855000.00000000 PA USD 904774.47000000 0.156985666314 Long DBT CORP US N 2 2034-04-12 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFX4 1915000.00000000 PA USD 1914233.25000000 0.332134904549 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 1291.00000000 NS USD 223601.20000000 0.038796611237 Long EC CORP US N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 392332.00000000 PA USD 41445.95000000 0.007191206529 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 220000.00000000 PA USD 232512.50000000 0.040342793645 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -415.00000000 -0.00007200584 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Morgan Stanley Morgan Stanley 100.00000000 110.00000000 USD 2024-10-18 XXXX 88.60000000 N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBU5 920000.00000000 PA USD 920662.40000000 0.159742350283 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 7.44400000 N N N N N N New York Mortgage Trust N/A 67118PAA0 407856.08000000 PA USD 386263.77000000 0.067019878784 Long ABS-MBS CORP US N 2 2068-02-25 Variable 3.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 349.00000000 NS USD 204011.44000000 0.035397629913 Long EC CORP US N 1 N N N MASTR Alternative Loans Trust N/A 576434RG1 103340.84000000 PA USD 104126.38000000 0.018066766566 Long ABS-MBS CORP US N 3 2034-06-25 Fixed 6.00000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1000000.00000000 PA USD 25000.00000000 0.004337701590 Long DBT CORP KY N 2 2025-08-27 None 0.00000000 Y N N N N N American Credit Acceptance Receivables Trust N/A 02530EAG9 405000.00000000 PA USD 417393.36000000 0.072421113666 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.82000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 2150000.00000000 PA USD 2103951.17000000 0.365052493484 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AZ5 1405000.00000000 PA USD 1435741.40000000 0.249112710191 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 126192AG8 140000.00000000 PA USD 124516.41000000 0.021604601189 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.47900000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 2750000.00000000 PA USD 2640212.30000000 0.458098123752 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N Business Jet Securities, LLC N/A 12327CAB0 97522.84000000 PA USD 101416.34000000 0.017596552774 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.92400000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAU9 300000.00000000 PA USD 300719.43000000 0.052177245996 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 7.41300000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 1050000.00000000 PA USD 1033859.40000000 0.179382942562 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AC3 1020000.00000000 PA USD 955655.34000000 0.165813907543 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 375629.60000000 PA USD 371315.04000000 0.064426153588 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 255000.00000000 PA USD 262970.45000000 0.045627493572 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N Parallel Ltd N/A 69915XAS5 2610000.00000000 PA USD 2610955.52000000 0.453021836506 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.54400000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 950000.00000000 PA USD 852020.80000000 0.147832479182 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Navient Student Loan Trust N/A 63940VAC6 1743708.78000000 PA USD 1708297.72000000 0.296403429505 Long ABS-O CORP US N 2 2042-06-16 Fixed 4.22000000 N N N N N N JP Morgan Mortgage Trust N/A 466247EV1 512638.98000000 PA USD 522086.10000000 0.090586148260 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 605.00000000 NS USD 260331.50000000 0.045169614467 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 4965000.00000000 PA USD 2519703.44000000 0.437188864803 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 105953.00000000 NS USD 1125220.86000000 0.195234892577 Long EC CORP US N 1 N N N New York Mortgage Trust N/A 67119RAB3 445000.00000000 PA USD 444368.99000000 0.077101602993 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.63700000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1093.00000000 NS USD 254188.08000000 0.044103681559 Long EC US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -43.00000000 NC USD 39361.38000000 0.006829516825 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNZ4 Comdty 2024-12-19 -5762392.63000000 USD 39361.38000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 946000.00000000 PA USD 1521168.00000000 0.263934914140 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N Westlake Automobile Receivables Trust N/A 96042YAG8 195000.00000000 PA USD 200771.42000000 0.034835460317 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 407.00000000 NS USD 87667.80000000 0.015211070220 Long EC CORP US N 1 N N N JAZZ INVESTMENTS I LTD N/A 472145AG6 200000.00000000 PA USD 208300.00000000 0.036141729654 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 4000000.00000000 PA USD 4073437.52000000 0.706774256424 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AJ1 696407.55000000 PA USD 665076.17000000 0.115396078425 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.38500000 N N N N N N Helios Issuer, LLC N/A 86745CAA0 435852.30000000 PA USD 423984.70000000 0.073564764306 Long ABS-O CORP US N 2 2051-02-20 Fixed 5.30000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FVB8 101341.76000000 PA USD 100804.98000000 0.017490476884 Long ABS-MBS CORP US N 3 2034-09-25 Fixed 6.00000000 N N N N N N Oak Hill Credit Partners N/A 67113GAJ6 1745000.00000000 PA USD 1750235.70000000 0.303680007208 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 7.54100000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 635000.00000000 PA USD 653011.78000000 0.113302809477 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.47000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 415000.00000000 PA USD 25020.35000000 0.004341232479 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N Horizon Aircraft Finance N/A 440405AE8 310787.16000000 PA USD 287474.42000000 0.049879129958 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.45800000 N N N N N N DISH DBS CORP N/A 25470XBD6 1295000.00000000 PA USD 868849.95000000 0.150752472412 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 100000.00000000 PA USD 103360.60000000 0.017933897561 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 2145000.00000000 PA USD 1587011.24000000 0.275359247216 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 830000.00000000 PA USD 907197.31000000 0.157406048591 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 941396.38000000 PA USD 338705.00000000 0.058768048692 Long ABS-MBS CORP US N 2 2044-03-15 Variable 6.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 1170000.00000000 PA USD 1141558.59000000 0.198069620474 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1181276.00000000 PA USD 90131.36000000 0.015638517746 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N Y N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 1092699.15000000 PA USD 1027377.59000000 0.178258296260 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AS8 245000.00000000 PA USD 269501.23000000 0.046760636563 Long DBT US N 2 2033-12-01 Fixed 6.75000000 N N N N N N Post CLO LTD N/A 73743CAA0 2110000.00000000 PA USD 2119973.97000000 0.367832578486 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.23200000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -21.00000000 NC USD -630.00000000 -0.00010931008 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Williams Cos., Inc. Williams Cos., Inc. 100.00000000 47.00000000 USD 2024-10-18 XXXX 193.66000000 N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 290000.00000000 PA USD 300230.16000000 0.052092353705 Long DBT CORP US N 2 2031-09-30 Fixed 5.70000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1880000.00000000 PA USD 1903974.66000000 0.330354956462 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DCAL Aviation Finance Limited N/A 001406AB3 2218114.39000000 PA USD 776362.22000000 0.134705105469 Long ABS-O CORP KY N 2 2040-02-15 Variable 5.07200000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 290000.00000000 PA USD 298513.53000000 0.051794504558 Long ABS-O CORP US N 2 2034-10-16 Fixed 6.70000000 N N N N N N EverBright Solar Trust N/A 29977FAA2 427922.72000000 PA USD 431441.10000000 0.074858509832 Long ABS-O CORP US N 2 2054-06-22 Fixed 6.43000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 555570.00000000 PA USD 39501.03000000 0.006853747226 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N Y N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 645000.00000000 PA USD 495008.20000000 0.085887914264 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N ELEMENT COMM AVIATION N/A 000000000 900.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US Y 3 N/A None 0.00000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 200000.00000000 PA USD 197181.92000000 0.034212653122 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 110000.00000000 PA USD 113853.41000000 0.019754484707 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N Lehman XS Trust N/A 525221HA8 238434.30000000 PA USD 189588.95000000 0.032895211600 Long ABS-MBS CORP US N 3 2046-02-25 Floating 5.48900000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 730000.00000000 PA USD 770134.67000000 0.133624575328 Long ABS-O CORP US N 2 2030-09-12 Fixed 7.65000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -430.50000000 -0.00007469522 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp. Microsoft Corp. 100.00000000 450.00000000 USD 2024-10-18 XXXX 744.63000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 400000.00000000 PA USD 291196.52000000 0.050524944321 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 320000.00000000 PA USD 328960.00000000 0.057077212612 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 820000.00000000 PA 939161.93000000 0.162952167912 Long DBT NUSS CL N 2 2031-07-09 Fixed 3.87500000 N N N N N N Willis Engine Securitization Trust N/A 97064EAA6 465145.09000000 PA USD 458767.95000000 0.079599938661 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N Labrador Aviation Finance Limited N/A 50543LAA0 1870478.74000000 PA USD 1730273.64000000 0.300216428831 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.30000000 N N N N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 335067.03000000 PA USD 266783.72000000 0.046289126665 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 5245000.00000000 PA USD 5786202.96000000 1.003952871376 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 85000.00000000 PA USD 95900.24000000 0.016639464944 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 1375000.00000000 PA USD 1504341.15000000 0.261015319979 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 1045000.00000000 PA USD 1104640.24000000 0.191663989053 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 845000.00000000 PA USD 50564.80000000 0.008773400535 Long DBT CORP KY N 2 2026-02-13 None 0.00000000 Y N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 246.00000000 NS USD 117307.56000000 0.020353807585 Long EC CORP IE N 1 N N N Wellfleet CLO Ltd N/A 94951AAG4 565000.00000000 PA USD 569661.25000000 0.098840820414 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 7.77200000 N N N N N N PRP Advisors, LLC N/A 69360XAA4 1253269.20000000 PA USD 1253406.68000000 0.217476165991 Long ABS-O CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAM8 1525000.00000000 PA USD 1597105.31000000 0.277110649755 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N Progress Residential Trust N/A 74333DAL8 795000.00000000 PA USD 765011.49000000 0.132735662286 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.64700000 N N N N N N Apidos CLO Ltd 635400C39IXGGYE6DH05 03765YAY0 3175000.00000000 PA USD 3174853.95000000 0.550862761181 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.56300000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 780000.00000000 PA USD 685308.23000000 0.118906503978 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 1879.00000000 NS USD 151729.25000000 0.026326248363 Long EC CORP US N 1 N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 221480.98000000 PA USD 17718.48000000 0.003074299155 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 N N Y N N N DT Auto Owner Trust N/A 23345WAD7 665000.00000000 PA USD 690352.46000000 0.119781718558 Long ABS-O CORP US N 2 2029-05-15 Fixed 7.12000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 2299.00000000 NS USD 165206.14000000 0.028664597451 Long EC CORP US N 1 N N N Bankers Healthcare Group Securitization Trust N/A 08862HAB8 195000.00000000 PA USD 199461.02000000 0.034608095350 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.49000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -862.50000000 -0.00014965070 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Apple, Inc. Apple, Inc. 100.00000000 240.00000000 USD 2024-10-18 XXXX 421.38000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGV7 18060000.00000000 PA USD 18060705.42000000 3.133678025268 Long DBT UST US N 2 2026-04-15 Fixed 3.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 240000.00000000 PA USD 237291.79000000 0.041172038998 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 133734.03000000 PA USD 122381.21000000 0.021234126772 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 2636.00000000 NS USD 179221.64000000 0.031096399717 Long EP CORP US N 1 N N N Bankers Healthcare Group Securitization Trust N/A 08862GAB0 550000.00000000 PA USD 573922.25000000 0.099580138273 Long ABS-O CORP US N 2 2036-12-17 Fixed 7.45000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 1082250.16000000 PA USD 1082931.98000000 0.187897430895 Long LON CORP PA N 2 2028-10-18 Floating 7.59500000 N N N N N N Banc of America Funding Corporation N/A 05953YBT7 78296.55000000 PA USD 67102.91000000 0.011642895978 Long ABS-MBS CORP US N 3 2034-11-25 Fixed 5.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 2327.00000000 NS USD 272770.94000000 0.047327957614 Long EC CORP US N 1 N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 337685.00000000 PA USD 2532.64000000 0.000439433462 Long DBT CORP KY N 2 2099-12-31 Variable 0.00000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1085000.00000000 PA USD 25692.80000000 0.004457907977 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N SUBWAY FUNDING LLC N/A 864300AA6 1595000.00000000 PA USD 1643779.89000000 0.285209065752 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 740000.00000000 PA USD 778435.60000000 0.135064853618 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 520000.00000000 PA USD 518971.28000000 0.090045701873 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 1890000.00000000 PA USD 1390926.41000000 0.241336948054 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 1390000.00000000 PA USD 1450626.52000000 0.251695398539 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 1770000.00000000 PA USD 1846306.26000000 0.320349024045 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N Navient Student Loan Trust N/A 63935BAB9 730000.00000000 PA USD 626009.46000000 0.108617689220 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.78000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 3575000.00000000 PA USD 143000.00000000 0.024811653099 Long ABS-MBS CORP US N 3 2027-11-15 Floating 8.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579TM0 1598412.79000000 PA USD 959191.53000000 0.166427465023 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.27900000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 685000.00000000 PA 855838.25000000 0.148494837540 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N NMLT Trust N/A 62917MAA1 800767.61000000 PA USD 750739.65000000 0.130259382963 Long ABS-MBS CORP US N 2 2062-10-25 Variable 3.20000000 N N N N N N DISH DBS CORP N/A 25470XBE4 4420000.00000000 PA USD 4084625.12000000 0.708715395237 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 26445000.00000000 OU Notional Amount USD -1940825.00000000 -0.33674878760 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S43 2I65BRAD3 Y buy protection 2029-12-20 0.00000000 USD -1926442.10000000 USD 26445000.00000000 USD -14382.90000000 N N N SLAM 2021-1 LLC N/A 78449AAC6 860652.00000000 PA USD 778364.29000000 0.135052480758 Long ABS-O CORP US N 2 2046-06-15 Fixed 3.42200000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 1595000.00000000 PA USD 1347239.13000000 0.233756852696 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 90000.00000000 PA USD 100473.08000000 0.017432889558 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Flagship Credit Auto Trust N/A 33846BAL8 105000.00000000 PA USD 109018.00000000 0.018915502081 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.58000000 N N N N N N Ondeck Asset Securitization Trust LLC N/A 67108SAF5 165000.00000000 PA USD 165219.78000000 0.028666964101 Long ABS-O CORP US N 2 2031-10-17 Fixed 7.03000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -1700.00000000 -0.00029496370 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Emerson Electric Co. Emerson Electric Co. 100.00000000 110.00000000 USD 2024-10-18 XXXX -522.81000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 378000.00000000 PA USD 392704.20000000 0.068137345322 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 1815000.00000000 PA USD 1839109.95000000 0.319100406232 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 22064000000.00000000 PA 1496300.62000000 0.259620223188 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 200000.00000000 PA USD 443300.00000000 0.076916124608 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N Truist Insurance Holdings LLC N/A 89788VAB8 777000.00000000 PA USD 775057.50000000 0.134478726029 Long LON CORP US N 2 2031-05-06 Floating 7.85400000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1275.00000000 NC USD 1275.00000000 0.000221222781 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1275.00000000 NC N/A 1275.00000000 0.00000000 DIR US Long CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 1275.00000000 USD 1000.00000000 116.00000000 USD 2024-10-25 XXXX -16335.06000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2550.00000000 NC USD -239062.50000000 -0.04147927146 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 2550.00000000 NC N/A -239062.50000000 -0.04000000 DIR US Short CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 2550.00000000 USD 1000.00000000 111.25000000 USD 2024-10-25 XXXX 801506.44000000 N N N TIF Funding III LLC N/A 88655AAA8 158812.50000000 PA USD 161021.68000000 0.027938559899 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAC6 109236.25000000 PA USD 107987.72000000 0.018736740193 Long ABS-O CORP US N 2 2032-02-25 Fixed 4.00000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 2245000.00000000 PA USD 1829719.90000000 0.317471156839 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.45700000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAA4 2040000.00000000 PA USD 1621267.36000000 0.281302960264 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.95700000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -1920.00000000 -0.00033313548 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lockheed Martin Corp. Lockheed Martin Corp. 100.00000000 585.00000000 USD 2024-10-18 XXXX -826.59000000 N N N Extended Stay America Trust N/A 30227FAJ9 547986.76000000 PA USD 549045.58000000 0.095263835431 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.46100000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 1260000.00000000 PA USD 1344752.78000000 0.233325450922 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 387627.01000000 PA USD 388882.92000000 0.067474322429 Long LON CORP CA N 2 2030-01-31 Floating 7.09500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 485000.00000000 PA USD 513200.81000000 0.089044478797 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAF1 455000.00000000 PA USD 396937.09000000 0.068871785869 Long DBT US N 2 2031-02-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 1630000.00000000 PA USD 1493251.22000000 0.259091127699 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 1475000.00000000 PA USD 1524334.33000000 0.264484297927 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N MVW Owner Trust N/A 62847RAC1 103332.75000000 PA USD 105540.83000000 0.018312185047 Long ABS-O CORP US N 2 2043-02-20 Fixed 6.20000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 3195000.00000000 PA USD 1644872.58000000 0.285398656278 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N MASTR Alternative Loans Trust N/A 576434UQ5 326843.82000000 PA USD 326062.92000000 0.056574545871 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Palmer Square CLO Ltd N/A 69703LAE8 1650000.00000000 PA USD 1650136.95000000 0.286312066923 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.94400000 N N N N N N BINOM Securitization Trust N/A 05552CAB0 2315000.00000000 PA USD 1884150.49000000 0.326915303112 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N MidOcean Credit CLO 254900R5AXF91DYP1Y16 59801FAE3 600000.00000000 PA USD 603583.80000000 0.104726656378 Long ABS-CBDO CORP JE N 2 2037-07-21 Floating 7.24700000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 855000.00000000 PA USD 25650.00000000 0.004450481832 Long DBT CORP KY N 2 2025-01-15 None 0.00000000 Y N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DK8 330000.00000000 PA USD 350901.16000000 0.060884180798 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 402659.21000000 PA USD 400230.37000000 0.069443196505 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAF7 310000.00000000 PA USD 309924.98000000 0.053774483151 Long ABS-O CORP US N 2 2030-12-10 Fixed 5.38000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 7575000.00000000 PA USD 5630920.94000000 0.977010188769 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 785000.00000000 PA USD 793120.83000000 0.137612859440 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 498.00000000 NS USD 245912.40000000 0.042667784347 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 50000.00000000 PA USD 46219.32000000 0.008019424715 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OXVJK5CT5B2O86 74143RAA1 287470.54000000 PA USD 288174.84000000 0.050000658476 Long ABS-O CORP US N 2 2054-07-25 Variable 6.99600000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 79000.00000000 PA USD 78722.71000000 0.013659024976 Long ABS-O CORP US N 2 2033-03-15 Variable 7.89000000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AJ2 100000.00000000 PA USD 103458.10000000 0.017950814598 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.37000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAF4 290000.00000000 PA USD 293227.41000000 0.050877320113 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.65000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECW9 1050000.00000000 PA USD 1159176.90000000 0.201126539326 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1268.00000000 NS USD 218730.00000000 0.037951418758 Long EC CORP US N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 920000.00000000 PA USD 884310.26000000 0.153434960863 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 780000.00000000 PA USD 837187.01000000 0.145258697003 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 6650000.00000000 PA USD 5335664.54000000 0.925780822530 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 OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 10000.00000000 PA USD 10547.67000000 0.001830105797 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAE6 260000.00000000 PA USD 266426.84000000 0.046227205108 Long ABS-O CORP US N 2 2029-07-10 Fixed 6.69000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 391856.00000000 PA USD 48484.34000000 0.008412423949 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N 720 East CLO Ltd. N/A 81789MAJ7 975000.00000000 PA USD 974409.15000000 0.169067844802 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.53300000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 815000.00000000 PA USD 757729.62000000 0.131472199123 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Foundation Finance Trust N/A 35040VAD1 185000.00000000 PA USD 186925.67000000 0.032433111044 Long ABS-O CORP US N 2 2050-03-15 Fixed 6.59000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -162.00000000 NC USD 224925.00000000 0.039026301212 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USZ4 Comdty 2024-12-19 -20343300.00000000 USD 224925.00000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 410000.00000000 PA USD 10250.00000000 0.001778457652 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 912113.86000000 PA USD 910408.21000000 0.157963165632 Long LON CORP CA N 2 2028-09-29 Floating 8.84500000 N N N N N N Neuberger Berman CLO Ltd 549300BQ0WQMX5H5TS32 64134MAA4 575000.00000000 PA USD 575698.63000000 0.099888354527 Long ABS-CBDO CORP KY N 2 2035-10-14 Floating 6.69300000 N N N N N N MASTR Alternative Loans Trust N/A 576434KX1 115389.12000000 PA USD 113722.85000000 0.019731831494 Long ABS-MBS CORP US N 3 2033-11-25 Fixed 5.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -410.00000000 NC USD 28965.27000000 0.005025707910 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYZ4 Comdty 2024-12-19 -48530684.02000000 USD 28965.27000000 N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 696928AC4 1945000.00000000 PA USD 1961876.77000000 0.340401439449 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.47500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 768.00000000 NS USD 311193.60000000 0.053994598950 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 1030000.00000000 PA USD 1301570.30000000 0.225832942435 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2925000.00000000 OU Notional Amount USD -227351.48000000 -0.03944731505 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.42 2I65BRAB2 Y buy protection 2029-06-20 0.00000000 USD -189783.16000000 USD 2925000.00000000 USD -37568.32000000 N N N CoreVest American Finance Ltd N/A 21872GAG0 1666215.56000000 PA USD 1594654.77000000 0.276685461305 Long ABS-O CORP US N 2 2052-06-15 Fixed 3.42400000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 955000.00000000 PA USD 991412.24000000 0.172018018024 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BY9 200000.00000000 PA USD 225859.70000000 0.039188479199 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.00000000 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 435000.00000000 PA USD 442176.63000000 0.076721210855 Long ABS-O CORP US N 2 2032-08-20 Fixed 5.91000000 N N N N N N CoreVest American Finance Ltd N/A 21872VAE2 245000.00000000 PA USD 237386.99000000 0.041188556966 Long ABS-O CORP US N 2 2052-05-15 Variable 4.76200000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AK7 2145000.00000000 PA USD 2089400.59000000 0.362527850524 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 30180.00000000 PA USD 405.02000000 0.000070274235 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N N Y N China Aoyuan Group Ltd. USD XXXX N N N Affirm Inc N/A 00834KAA5 98509.40000000 PA USD 98870.54000000 0.017154835945 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.11000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1533.00000000 NC USD 612844.34000000 0.106333434741 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ4 Comdty 2024-12-31 318622429.86000000 USD 612844.34000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 2245.00000000 NS USD 255952.45000000 0.044409813981 Long EC CORP US N 1 N N N BPR Trust N/A 05592CAQ9 2155000.00000000 PA USD 2060785.77000000 0.357562948514 Long ABS-MBS CORP US N 2 2038-12-15 Floating 11.96700000 N N N N N N Fannie Mae - CAS N/A 20755CAB4 45000.00000000 PA USD 45822.65000000 0.007950599272 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 7.78000000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 120000.00000000 PA USD 125779.91000000 0.021823828628 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1010000.00000000 PA USD 846521.40000000 0.146878288937 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A 20754EAB1 255000.00000000 PA USD 263388.58000000 0.045700042498 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 7.98000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 5845000.00000000 PA 129082.12000000 0.022396788690 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 585000.00000000 PA USD 568721.26000000 0.098677724569 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 460000.00000000 PA USD 472972.30000000 0.082064507924 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 580000.00000000 PA USD 586380.00000000 0.101741658353 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 745000.00000000 PA USD 732789.45000000 0.127144878520 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 740000.00000000 PA USD 700905.80000000 0.121612808147 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N RFS Asset Securitization II LLC N/A 74969DAL9 645000.00000000 PA USD 649140.26000000 0.112631069538 Long ABS-O CORP US N 2 2031-07-15 Fixed 6.55000000 N N N N N N BPR Trust N/A 05602HAA1 1925000.00000000 PA USD 1927406.25000000 0.334420526271 Long ABS-MBS CORP US N 2 2039-05-15 Floating 8.09700000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23345AAG8 2290000.00000000 PA USD 2295162.35000000 0.398229175071 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.46000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 338660000.00000000 PA 17008366.67000000 2.951088766469 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 22750.00000000 0.003947308447 Long DBT CORP KY N 2 2026-01-13 None 0.00000000 Y N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 1365000.00000000 PA USD 1362776.13000000 0.236452647481 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 292505AE4 695000.00000000 PA USD 745698.30000000 0.129384668087 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 440000.00000000 PA USD 360599.01000000 0.062566835973 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.25300000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 735000.00000000 PA USD 744646.88000000 0.129202238239 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 940000.00000000 PA USD 960923.65000000 0.166728001810 Long ABS-O CORP US N 2 2030-12-20 Fixed 5.58000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 1040000.00000000 PA USD 958377.26000000 0.166286182612 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Bain Capital Credit CLO, Limited 2549007DKQFBF2N6NR86 05684DAS2 1045000.00000000 PA USD 1047703.42000000 0.181784991665 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 7.62900000 N N N N N N Marlette Funding Trust N/A 57108UAB0 695000.00000000 PA USD 730204.53000000 0.126696374056 Long ABS-O CORP US N 2 2033-12-15 Fixed 8.15000000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 730000.00000000 PA USD 747321.44000000 0.129666295965 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 2230000.00000000 PA USD 2318620.20000000 0.402299301202 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Foundation Finance Trust N/A 35042RAD8 140000.00000000 PA USD 147551.50000000 0.025601375051 Long ABS-O CORP US N 2 2049-06-15 Fixed 9.10000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 435000.00000000 PA USD 480575.82000000 0.083383779956 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 560000.00000000 PA USD 580909.84000000 0.100792541483 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 570000.00000000 PA USD 497106.22000000 0.086251937652 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 235000.00000000 PA USD 234674.49000000 0.040717916343 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 625000.00000000 PA USD 12500.00000000 0.002168850795 Long DBT CORP KY N 2 2024-05-24 None 0.00000000 Y N N N N N GS Mortgage Securities Trust N/A 36191YAL2 3905000.00000000 PA USD 2020518.46000000 0.350576245529 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.29700000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 371657.37000000 PA USD 367291.81000000 0.063728090741 Long ABS-O CORP US N 2 2051-08-25 Variable 4.86800000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEZ7 230000.00000000 PA USD 243727.09000000 0.042288615440 Long DBT NUSS DO N 2 2036-06-01 Fixed 6.60000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 105000.00000000 PA USD 96677.72000000 0.016774363993 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 2330000.00000000 PA USD 2295056.52000000 0.398210812713 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 2780000.00000000 PA USD 2175350.00000000 0.377440766223 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 442.00000000 NS USD 184459.86000000 0.032005273126 Long EC CORP US N 1 N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 588510.57000000 PA USD 583361.10000000 0.101217854859 Long LON CORP US N 2 2031-01-17 Floating 7.09500000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 765000.00000000 PA USD 788745.60000000 0.136853721754 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AG8 105000.00000000 PA USD 108415.65000000 0.018810989498 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.93000000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806FAA2 232516.76000000 PA USD 234615.69000000 0.040707714069 Long ABS-MBS CORP US N 2 2054-12-25 Variable 7.74500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 1389.00000000 NS USD 160151.70000000 0.027787611354 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBF5 20000.00000000 PA USD 18855.85000000 0.003271642021 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493BAG3 2995000.00000000 PA USD 2983768.75000000 0.517707938140 Long ABS-MBS CORP US N 2 2037-10-15 Floating 7.75100000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 1180000.00000000 PA USD 1130121.52000000 0.196085196605 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DN2 485000.00000000 PA USD 534362.44000000 0.092716192242 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 260000.00000000 PA USD 259640.16000000 0.045049661402 Long ABS-O CORP US N 2 2035-01-16 Fixed 5.39000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAC6 320000.00000000 PA USD 331361.25000000 0.057493848850 Long DBT CORP US N 2 2034-09-30 Fixed 5.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -671.00000000 -0.00011642391 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 630.00000000 USD 2024-10-18 XXXX 452.41000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 1565000.00000000 PA 2065294.24000000 0.358345204414 Long DBT NUSS GB N 2 2025-01-31 Fixed 0.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBU4 1690000.00000000 PA USD 1505347.05000000 0.261189851740 Long ABS-MBS CORP US N 2 2059-11-15 Variable 3.67100000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1179850.00000000 PA USD 105926.93000000 0.018379176510 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75000000 N N Y N N N Golub Capital Partners CLO, LTD 2549005QZPXI5WPU4V74 38178AAA1 435000.00000000 PA USD 435526.79000000 0.075567409993 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.86400000 N N N N N N Freedom Financial N/A 35635CAC6 2666.49000000 PA USD 2661.52000000 0.000461795181 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 2180000.00000000 PA USD 1482877.90000000 0.257291273032 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N SLAM LLC N/A 83100AAA0 740000.00000000 PA USD 739840.90000000 0.128368361955 Long ABS-O CORP US N 2 2049-09-15 Fixed 5.33500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 560000.00000000 PA USD 576861.60000000 0.100090139200 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 170000.00000000 PA USD 220150.00000000 0.038197800208 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 555000.00000000 PA USD 37001.85000000 0.006420119344 Long DBT CORP KY N 2 2026-08-12 None 0.00000000 Y N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 1015000.00000000 PA USD 898024.76000000 0.155814537201 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 1122392.11000000 PA USD 1116524.13000000 0.193725939795 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2045000.00000000 PA USD 57239.55000000 0.009931523483 Long DBT CORP KY N 2 2026-06-01 None 0.00000000 Y N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 455000.00000000 PA USD 479876.67000000 0.083262471794 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 2515000.00000000 PA USD 1977318.15000000 0.343080643392 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.38500000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 1510000.00000000 PA USD 1580484.99000000 0.274226890215 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAY2 371137.19000000 PA USD 370543.37000000 0.064292262620 Long LON CORP US N 2 2030-06-20 Floating 8.22500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 385000.00000000 PA USD 447144.21000000 0.077583126041 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 690000.00000000 PA USD 710998.83000000 0.123364030238 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 760000.00000000 PA USD 534584.00000000 0.092754634689 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 170000.00000000 PA USD 207400.00000000 0.035985572397 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N BX Trust N/A 05612TAA3 395000.00000000 PA USD 392713.74000000 0.068139000589 Long ABS-MBS CORP US N 2 2029-07-15 Floating 6.58800000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 1050000.00000000 PA USD 998284.34000000 0.173210382788 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Affirm Inc N/A 00834BAJ6 100000.00000000 PA USD 101210.20000000 0.017560785821 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 335000.00000000 PA USD 341699.80000000 0.059287670641 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 4195000.00000000 PA USD 4291986.13000000 0.744694202555 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAG4 677407.75000000 PA USD 620245.37000000 0.107617573125 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.84500000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 2015000.00000000 PA USD 2157040.82000000 0.374263975855 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 1630000.00000000 PA USD 1459496.72000000 0.253234449765 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAF4 875000.00000000 PA USD 903962.76000000 0.156844828083 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -210.00000000 -0.00003643669 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Elevance Health, Inc. Elevance Health, Inc. 100.00000000 570.00000000 USD 2024-10-18 XXXX 1383.40000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 2200000.00000000 PA USD 1559910.20000000 0.270656998243 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 222861.98000000 PA USD 4976.51000000 0.000863464613 Long DBT CORP VG N 2 2031-09-30 Fixed 9.80000000 N N Y N N N Mariner Finance Issuance Trust N/A 567928AD8 110000.00000000 PA USD 112260.50000000 0.019478101977 Long ABS-O CORP US N 2 2036-09-22 Fixed 6.77000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 1266.00000000 NS USD 123422.34000000 0.021414771222 Long EC CORP US N 1 N N N OHA Credit Partners Ltd 549300OYGEU6QQMCEG78 67109FAY1 485000.00000000 PA USD 487342.07000000 0.084557778892 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.08200000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6012000000.00000000 PA 404115.18000000 0.070117242366 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 2062.00000000 NS USD 225520.94000000 0.039129701608 Long EC CORP US N 1 N N N Dryden Senior Loan Fund N/A 26251LAG9 250000.00000000 PA USD 250171.50000000 0.043406772541 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 7.29100000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 610000.00000000 PA USD 32787.50000000 0.005688895636 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 2094367.02000000 PA USD 1926859.55000000 0.334325669413 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.08200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKH3 27660000.00000000 PA USD 27951726.70000000 4.849849974912 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N GITSIT Mortgage Loan Trust 2023-NPL1 N/A 375925AA2 882875.01000000 PA USD 894402.71000000 0.155186082320 Long ABS-O CORP US N 2 2054-06-25 Variable 7.46600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 1620000.00000000 PA USD 1453851.57000000 0.252254970720 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 200000.00000000 PA USD 172378.00000000 0.029908972992 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 540000.00000000 PA USD 35100.00000000 0.006090133033 Long DBT CORP KY N 2 2025-04-21 None 0.00000000 Y N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 122000.00000000 PA USD 272941.71000000 0.047357587586 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N Affirm Inc N/A 00834BAA5 240000.00000000 PA USD 242715.36000000 0.042113072127 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1310000.00000000 PA USD 1319730.98000000 0.228983966856 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 BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 2950000.00000000 PA USD 2803975.00000000 0.486512272725 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Ascent Education Funding Trust N/A 04362VAA3 153175.49000000 PA USD 157477.88000000 0.027323682023 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 2800000.00000000 PA USD 2875731.60000000 0.498962621443 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 305000.00000000 PA USD 349683.72000000 0.060672945141 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -6.00000000 NC USD -1320.00000000 -0.00022903064 N/A DE US N 1 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Procter & Gamble Co. Procter & Gamble Co. 100.00000000 175.00000000 USD 2024-10-18 XXXX -331.69000000 N N N CIM Trust N/A 12565CAA3 1007698.06000000 PA USD 1004166.88000000 0.174231050913 Long ABS-O CORP US N 2 2059-07-25 Variable 5.56800000 N N N N N N MVW Owner Trust N/A 55389PAC3 99112.84000000 PA USD 97320.22000000 0.016885842924 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 000000000 675000.00000000 PA 784278.60000000 0.136078661234 Long DBT NUSS TR N 2 2030-05-21 Fixed 5.87500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 85000.00000000 PA USD 292060.00000000 0.050674765064 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 Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAN1 2565000.00000000 PA USD 2567326.20000000 0.445451797675 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 7.46300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 1183.00000000 NS USD 123315.92000000 0.021396306494 Long EC CORP US N 1 N N N Carvana Auto Receivables Trust N/A 14688NAG4 209000.00000000 PA USD 217380.71000000 0.037717306063 Long ABS-O CORP US N 2 2031-03-10 Fixed 6.25000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 140000.00000000 PA USD 150022.65000000 0.026030139502 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 225000.00000000 PA USD 181248.61000000 0.031448095357 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 1699593.00000000 PA USD 1463791.47000000 0.253979623522 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.14900000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAC7 52561.76000000 PA USD 51833.73000000 0.008993570123 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.69000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 1637.00000000 NS USD 278371.85000000 0.048299760663 Long EC CORP US N 1 N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 359974.79000000 PA USD 360536.35000000 0.062555963957 Long LON CORP PA N 2 2027-08-08 Floating 7.59500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1265000.00000000 PA USD 1268038.92000000 0.220014977620 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 70000.00000000 PA USD 67050.73000000 0.011633842327 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 84422.00000000 NS 3328.23000000 0.000577474742 Long EC CORP KY N 2 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 865000.00000000 PA USD 913078.19000000 0.158426428692 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -696.00000000 -0.00012076161 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Starbucks Corp. Starbucks Corp. 100.00000000 100.00000000 USD 2024-10-18 XXXX 92.51000000 N N N Accelerated Assets LLC N/A 00436MAB1 210480.71000000 PA USD 206046.13000000 0.035750665035 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 281406.75000000 0.048826340285 Long ABS-O CORP US N 2 2069-05-15 Fixed 3.33000000 N N N N N N GLS Auto Receivables Trust N/A 36263DAD9 2065000.00000000 PA USD 2002339.43000000 0.347422037235 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 7552350.75000000 1.310393754508 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N Clover CLO N/A 00142DAA8 395000.00000000 PA USD 395018.17000000 0.068538837776 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.71400000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 25000.00000000 PA USD 26828.53000000 0.004654966290 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 825000.00000000 PA USD 42471.00000000 0.007369060970 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 1575000.00000000 PA USD 1452371.60000000 0.251998183991 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CBA3 300000.00000000 PA USD 300230.70000000 0.052092447400 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 7.49400000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 1615000.00000000 PA USD 1655672.16000000 0.287272470492 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 1540000.00000000 PA USD 100423.40000000 0.017424269677 Long DBT CORP KY N 2 2025-10-13 None 0.00000000 Y N N N N N Progress Residential Trust N/A 74333FAF6 400000.00000000 PA USD 378081.28000000 0.065600150788 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 200000.00000000 PA USD 194100.00000000 0.033677915151 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 1960135.00000000 PA USD 69800.41000000 0.012110933979 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 1371.00000000 NS USD 319443.00000000 0.055425936371 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -1950.00000000 -0.00033834072 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard, Inc. Mastercard, Inc. 100.00000000 490.00000000 USD 2024-10-18 XXXX -1206.58000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 822000.00000000 PA USD 816657.00000000 0.141696574722 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N Springcastle SPV N/A 85022WAP9 1082811.16000000 PA USD 1002734.03000000 0.173982439884 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAD8 299493.89000000 PA USD 291188.92000000 0.050523625660 Long LON CORP US N 2 2031-01-29 Floating 9.25200000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 255000.00000000 PA USD 258479.22000000 0.044848228951 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QL75 92646.40000000 PA USD 94146.68000000 0.016335208144 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLB5 825000.00000000 PA USD 834925.78000000 0.144866355364 Long DBT UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N Banc of America Funding Corporation N/A 05946XS61 138899.90000000 PA USD 138777.42000000 0.024079001420 Long ABS-MBS CORP US N 3 2035-11-25 Fixed 5.75000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 1360000.00000000 PA USD 8921.60000000 0.001547969540 Long DBT CORP KY N 2 2026-01-07 None 0.00000000 Y N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 735000.00000000 PA USD 751537.50000000 0.130397816372 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 815000.00000000 PA USD 852619.34000000 0.147936330699 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650BAC0 100087.00000000 PA USD 103004.10000000 0.017872041937 Long ABS-O CORP US N 2 2040-04-20 Fixed 7.30000000 N N N N N N Marlette Funding Trust N/A 57108TAC1 16960.80000000 PA USD 16936.67000000 0.002938648816 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAT5 625000.00000000 PA USD 634155.50000000 0.110031092847 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.69000000 N N N N N N Ascent Education Funding Trust N/A 04362VAC9 105000.00000000 PA USD 107570.93000000 0.018664423767 Long ABS-O CORP US N 2 2050-10-25 Fixed 8.01000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38190BAC9 815000.00000000 PA USD 816369.20000000 0.141646639101 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 7.16500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 4525000.00000000 PA USD 144076.00000000 0.024998347775 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 327809.92000000 PA USD 325431.69000000 0.056465022376 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 2135000.00000000 PA USD 2007489.47000000 0.348315610703 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 472629.00000000 PA USD 45689.05000000 0.007927418594 Long DBT CORP KY N 2 2032-09-30 Fixed 1.00000000 N N Y N N Sunac China Holdings Ltd. USD XXXX N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 1290000.00000000 PA USD 1310814.03000000 0.227436804128 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 1595000.00000000 PA USD 1705899.79000000 0.295987369314 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N CoreVest American Finance Ltd N/A 21873AAJ6 1340000.00000000 PA USD 1180372.23000000 0.204804099993 Long ABS-O CORP US N 2 2052-12-15 Fixed 2.25000000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 218345.88000000 PA USD 198453.04000000 0.034433202692 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 2980000.00000000 PA USD 2879033.40000000 0.499535510368 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Navient Student Loan Trust N/A 63935CAC5 3410000.00000000 PA USD 3019429.51000000 0.523895367556 Long ABS-O CORP US N 2 2068-08-15 Fixed 3.12000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -970.00000000 -0.00016830282 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 190.00000000 USD 2024-10-18 XXXX 2569.33000000 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 315000.00000000 PA USD 318291.75000000 0.055226185212 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N Progress Residential Trust N/A 74333FAE9 930000.00000000 PA USD 882006.61000000 0.153035259012 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 1342781.66000000 PA USD 1304512.38000000 0.226343417038 Long LON CORP US N 2 2030-09-27 Floating 8.35400000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -230.00000000 -0.00003990685 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Union Pacific Corp. Union Pacific Corp. 100.00000000 255.00000000 USD 2024-10-18 XXXX 357.43000000 N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 473224.51000000 PA USD 381235.34000000 0.066147405631 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 600000.00000000 PA USD 598452.00000000 0.103836247697 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DM4 795000.00000000 PA USD 872600.05000000 0.151403145001 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Navient Student Loan Trust N/A 63940PAD7 713431.93000000 PA USD 699448.66000000 0.121359982607 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.68000000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 1565133.22000000 PA USD 1570345.11000000 0.272467539271 Long LON CORP US N 2 2029-01-12 Floating 7.05400000 N N N N N N GLS Auto Receivables Trust N/A 36267PAJ5 230000.00000000 PA USD 237626.50000000 0.041230113882 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.44000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 1362792.23000000 PA USD 1317523.00000000 0.228600864521 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAD9 510000.00000000 PA USD 488532.57000000 0.084764340242 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 410000.00000000 PA USD 475417.55000000 0.082488778517 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300TB55YBQBSW5Z77 38138BAL4 320000.00000000 PA USD 320639.68000000 0.055633570000 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.44400000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -1815.00000000 -0.00031491713 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Fastenal Co. Fastenal Co. 100.00000000 72.50000000 USD 2024-10-18 XXXX -971.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -1650.00000000 -0.00028628830 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written American Tower Corp. American Tower Corp. 100.00000000 230.00000000 USD 2024-10-18 XXXX -669.86000000 N N N Exeter Automobile Receivables Trust N/A 30165BAG8 355000.00000000 PA USD 350395.30000000 0.060796410009 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.06000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWS4 628401.86000000 PA USD 638582.54000000 0.110799219985 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.48000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1275.00000000 NC USD 418359.38000000 0.072588725926 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1275.00000000 NC N/A 418359.38000000 0.07000000 DIR US Long CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 1275.00000000 USD 1000.00000000 110.25000000 USD 2024-10-25 XXXX -575430.38000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -387.00000000 NC USD -45013.52000000 -0.00781020869 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 -42479635.11000000 USD -45013.52000000 N N N Birch Grove CLO Ltd. 254900VS6E4BD1HWHW18 09077WAA6 1335000.00000000 PA USD 1333196.42000000 0.231320329276 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 6.58200000 N N N N N N New York Mortgage Trust 254900HCG7N4R7AWFZ60 67120TAA8 820000.00000000 PA USD 829461.16000000 0.143918199730 Long ABS-MBS CORP US N 2 2039-05-25 Variable 6.50900000 N N N N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 77342JAA1 1174687.50000000 PA USD 1176503.57000000 0.204132856287 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 6.49000000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 2485686.04000000 PA USD 2187453.43000000 0.379540808926 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92200000 N N N N N N Golub Capital Partners CLO, LTD N/A 38190BAE5 470000.00000000 PA USD 471825.48000000 0.081865525407 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 7.51500000 N N N N N N TICP CLO Ltd N/A 87250RAC8 610000.00000000 PA USD 610610.00000000 0.105945758734 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 7.69400000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 5000.00000000 PA USD 4969.47000000 0.000862243116 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAE3 100000.00000000 PA USD 102024.90000000 0.017702142841 Long ABS-O CORP US N 2 2030-05-10 Fixed 5.80000000 N N N N N N Progress Residential Trust N/A 74331GAG4 235000.00000000 PA USD 226005.38000000 0.039213755854 Long ABS-O CORP US N 2 2040-10-17 Fixed 4.50000000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 150000.00000000 PA USD 153739.65000000 0.026675068975 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N Boost Newco Borrower, LLC 254900S8RE1OL7TTCU64 92943EAE6 2420000.00000000 PA USD 2418983.60000000 0.419713160395 Long LON CORP US N 2 2031-01-31 Floating 7.10400000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 485000.00000000 PA USD 11722.45000000 0.002033939600 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 2515.00000000 NS USD 285603.40000000 0.049554492900 Long EC CORP US N 1 N N N DBUBS Mortgage Trust N/A 23305JAJ1 750000.00000000 PA USD 735911.63000000 0.127686601926 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.64800000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 930000.00000000 PA 1031419.31000000 0.178959567271 Long DBT CORP NL N 2 2030-05-09 Fixed 4.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2125000.00000000 PA USD 53401.25000000 0.009265547483 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N Maps LTD N/A 56564RAB6 281488.34000000 PA USD 273299.00000000 0.047419580282 Long ABS-O CORP BM N 2 2043-05-15 Fixed 5.19300000 N N N N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 203372AV9 1450000.00000000 PA USD 1202305.78000000 0.208609747782 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 287957.00000000 NS USD 1756537.70000000 0.304773455025 Long EC CORP MX N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 365000.00000000 PA USD 388968.88000000 0.067489237182 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -96.00000000 -0.00001665677 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 230.00000000 USD 2024-10-18 XXXX 654.86000000 N N N Countrywide Alternative Loan Trust N/A 12667FLZ6 87342.97000000 PA USD 87442.39000000 0.015171959768 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 465000.00000000 PA USD 435461.09000000 0.075556010513 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 770000.00000000 PA USD 765145.69000000 0.132758947068 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 1054.00000000 NS USD 222246.44000000 0.038561549453 Long EC CORP US N 1 N N N Morgan Stanley Mortgage Loan Trust N/A 61748HPQ8 451259.22000000 PA USD 416230.66000000 0.072219375841 Long ABS-MBS CORP US N 3 2035-11-25 Fixed 5.50000000 N N N N N N Aimco N/A 00140LAG9 1280203.04000000 PA USD 1281442.28000000 0.222340568660 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.45600000 N N N N N N LIBERTY MEDIA CORP N/A 531229AQ5 168000.00000000 PA USD 184721.58000000 0.032050683657 Long DBT CORP US N 2 2027-08-15 Fixed 2.25000000 N N N N N Liberty Media Corp.-Liberty Formula One USD XXXX N N N RYAN SPECIALTY GROUP LLC 549300K52N7QBO3PYY45 78350UAJ4 209216.23000000 PA USD 208758.05000000 0.036221205023 Long LON CORP US N 2 2031-09-15 Floating 7.09500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 860000.00000000 PA USD 904832.07000000 0.156995660378 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BQ4 115000.00000000 PA USD 411067.50000000 0.071323525947 Long DBT CORP LR N 2 2025-08-15 Fixed 6.00000000 N N N N N Royal Caribbean Cruises Ltd. USD XXXX N N N Altice USA Inc 54930064K3612MGCER95 02156K103 184712.00000000 NS USD 454391.52000000 0.078840592766 Long EC CORP US N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 945000.00000000 PA USD 905538.22000000 0.157118183097 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 12600.00000000 0.002186201601 Long DBT CORP KY N 2 2022-03-23 None 0.00000000 Y N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 2070000.00000000 PA USD 1994844.63000000 0.346121628999 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 1240000.00000000 PA USD 1130490.52000000 0.196149221080 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N SEB Funding LLC N/A 78433DAC8 535000.00000000 PA USD 550519.82000000 0.095519627959 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 1654085.70000000 PA USD 1648257.86000000 0.285986029656 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.07400000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 425000.00000000 PA USD 27387.00000000 0.004751865338 Long DBT CORP KY N 2 2026-05-17 None 0.00000000 Y N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 144275.00000000 PA USD 149928.85000000 0.026013864446 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 163000.00000000 PA USD 194377.50000000 0.033726063638 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix, Inc. USD XXXX N N N SBNA Auto Receivables Trust N/A 78437PAG8 100000.00000000 PA USD 102667.40000000 0.017813621772 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.04000000 N N N N N N Light and Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAW1 119116.28000000 PA USD 118903.06000000 0.020630639700 Long LON CORP US N 2 2029-04-14 Floating 7.33300000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 2379845.00000000 PA USD 68587.13000000 0.011900420116 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -480.00000000 -0.00008328387 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 120.00000000 USD 2024-10-18 XXXX 281.76000000 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 360000.00000000 PA USD 363066.84000000 0.062995024377 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 6118.00000000 NS USD 316545.32000000 0.054923165525 Long EC CORP US N 1 N N N Tricon American Homes N/A 89613JAJ9 1170000.00000000 PA USD 1080475.70000000 0.187471246509 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 778000.00000000 PA USD 775269.22000000 0.134515461156 Long ABS-O CORP US N 2 2033-03-15 Variable 7.92000000 N N N N N N OHA Credit Partners Ltd 549300OYGEU6QQMCEG78 67109FBC8 1090000.00000000 PA USD 1104140.57000000 0.191577292279 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.48200000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 125000.00000000 PA USD 124025.03000000 0.021519342797 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 570000.00000000 PA 751852.66000000 0.130452499173 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N Banc of America Alternative Loan Trust N/A 05948XTV3 168563.72000000 PA USD 166334.66000000 0.028860404771 Long ABS-MBS CORP US N 3 2033-10-25 Fixed 5.50000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 10000.00000000 PA USD 10519.36000000 0.001825193784 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N PRP Advisors, LLC N/A 69380RAA3 85926.60000000 PA USD 83966.89000000 0.014568932493 Long ABS-MBS CORP US N 2 2053-11-25 Variable 4.00000000 N N N N N N OHA Loan Funding Ltd 54930016024GMIAF7A82 67110UBE8 1535000.00000000 PA USD 1552362.39000000 0.269347392345 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.43500000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 2329.00000000 NS USD 166337.18000000 0.028860842011 Long EC CORP US N 1 N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 210000.00000000 PA USD 4827.90000000 0.000837679580 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N Bankers Healthcare Group Securitization Trust N/A 054977AB9 2340000.00000000 PA USD 2286954.54000000 0.396805053851 Long ABS-O CORP US N 2 2035-02-20 Fixed 2.70000000 N N N N N N Crockett Partners Equipment Company II LLC N/A 22689LAC9 465454.56000000 PA USD 467159.99000000 0.081056025271 Long ABS-O CORP US N 2 2031-01-20 Fixed 10.16000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 9515000.00000000 PA 481718.11000000 0.083581976482 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Galaxy CLO Ltd N/A 36321LAL3 1030000.00000000 PA USD 1030588.13000000 0.178815350839 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 6.72100000 N N N N N N TICP CLO Ltd N/A 87248TAQ8 1030000.00000000 PA USD 1033553.50000000 0.179329866445 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.71300000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAA5 425000.00000000 PA USD 409480.67000000 0.071048198146 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N GLS Auto Receivables Trust N/A 36269HAF9 190000.00000000 PA USD 193245.58000000 0.033529666391 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.95000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFF6 322554.02000000 PA USD 172598.24000000 0.029947186408 Long ABS-MBS CORP US N 2 2045-09-19 Floating 5.73900000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 1110000.00000000 PA USD 109612.50000000 0.019018652624 Long DBT CORP KY N 2 2026-08-17 None 0.00000000 Y N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 920000.00000000 PA USD 964260.28000000 0.167306934020 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.37900000 N N N N N N 2024-11-26 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer XXXX