NPORT-P false 0000872649 XXXXXXXX S000006701 C000125485 C000018234 C000082998 C000018236 C000018238 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Investment Grade Bond Fund S000006701 LXBMZ6T88WCKRZUWOE84 2022-12-31 2022-12-31 N 7013088750.80 18910091.52 6994178659.28 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 13299287.78000000 USD N Fund's Securities Portfolio N/A CLI Funding LLC N/A 12565KAA5 3714866.00000000 PA USD 3167569.28000000 0.045288652668 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 10622000.00000000 PA USD 10196261.64000000 0.145782115909 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BJ0 24360000.00000000 PA USD 23431622.13000000 0.335016065094 Long DBT CORP US N 2 2023-11-22 Fixed 0.87500000 N N N N N N AMER AIRLINE 16-3 A PTT N/A 023771S25 11174614.54000000 PA USD 8669902.91000000 0.123958842522 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 9645000.00000000 PA USD 9417860.25000000 0.134652840723 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 10115000.00000000 PA USD 8046879.61000000 0.115051101809 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N DT Auto Owner Trust N/A 26252TAG1 2156040.56000000 PA USD 2132632.43000000 0.030491534944 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.48000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 3285000.00000000 PA USD 2785227.00000000 0.039822073980 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AE2 8760000.00000000 PA USD 9141487.14000000 0.130701367313 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 6944700.42000000 PA USD 6927744.24000000 0.099050146950 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12025000.00000000 PA USD 10565916.08000000 0.151067288880 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N CarMax Auto Owner Trust N/A 14317CAG7 1100000.00000000 PA USD 957299.42000000 0.013687088457 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 9915000.00000000 PA USD 7121823.83000000 0.101825020162 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N UNITED AIR 2018-1 A PTT N/A 90931VAA4 2301928.19000000 PA USD 1917860.45000000 0.027420810125 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N Palmer Square CLO Ltd N/A 69701XAA2 8844000.00000000 PA USD 8615479.88000000 0.123180723566 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.22900000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 22500000.00000000 PA USD 19883147.18000000 0.284281373819 Long DBT CORP FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 1770000.00000000 PA USD 1555417.29000000 0.022238741184 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BW3 560000.00000000 PA USD 557334.60000000 0.007968549663 Long DBT CORP US N 2 2023-12-15 Fixed 4.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 9035000.00000000 PA USD 7871743.75000000 0.112547078555 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 2420000.00000000 PA USD 2047475.12000000 0.029273989409 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 655000.00000000 PA USD 616331.87000000 0.008812069293 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N CarMax Auto Owner Trust N/A 14315XAG3 4625000.00000000 PA USD 4447289.00000000 0.063585579045 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.64000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 8426000.00000000 PA USD 7027057.09000000 0.100470082797 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 530000.00000000 PA USD 462296.74000000 0.006609735932 Long ABS-O CORP US N 2 2030-09-20 Fixed 1.93000000 N N N N N N Navient Student Loan Trust N/A 63942BAB0 560000.00000000 PA USD 394710.62000000 0.005643416321 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAJ4 1515000.00000000 PA USD 1352528.52000000 0.019337917801 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.79100000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 7385000.00000000 PA USD 6063784.88000000 0.086697597750 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 4129054.43000000 PA USD 4071152.70000000 0.058207731004 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.04300000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 8135000.00000000 PA USD 6895049.23000000 0.098582686629 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AU4 3595000.00000000 PA USD 3386175.44000000 0.048414197076 Long ABS-O CORP US N 2 2048-11-15 Fixed 5.65300000 N N N N N N CVS PASS-THROUGH TR 2014 N/A 12665VAA0 1058000.03000000 PA USD 939779.11000000 0.013436589995 Long DBT CORP US N 2 2036-08-11 Fixed 4.16300000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 2845117.50000000 PA USD 2607336.80000000 0.037278670263 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 10270000.00000000 PA USD 9713579.82000000 0.138880922166 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 8800000.00000000 PA USD 8524980.90000000 0.121886804945 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 970000.00000000 PA USD 908304.22000000 0.012986574467 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 19600000.00000000 PA USD 19311996.82000000 0.276115291884 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 510000.00000000 PA USD 411801.85000000 0.005887779967 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 2010000.00000000 PA USD 1731707.34000000 0.024759266589 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 3095000.00000000 PA USD 2495189.00000000 0.035675225377 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 61445000.00000000 PA USD 58889779.57000000 0.841982775087 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBX8 79165000.00000000 PA USD 78076481.25000000 1.116306646619 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N CarMax Auto Owner Trust N/A 14315PAH8 2315000.00000000 PA USD 2247227.22000000 0.032129965925 Long ABS-O CORP US N 2 2026-01-15 Fixed 2.85000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 5320000.00000000 PA USD 4714296.61000000 0.067403148241 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 10085000.00000000 PA USD 8908189.42000000 0.127365768790 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N BRASS PLC 2138001JRCRN7WGSM347 10554MAA8 811281.65000000 PA USD 811105.60000000 0.011596867044 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 5.34400000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 10466000.00000000 PA USD 8217634.33000000 0.117492485255 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 5748684.26000000 PA USD 4591651.18000000 0.065649612394 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAG8 12815000.00000000 PA USD 12794015.44000000 0.182923772229 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 11115000.00000000 PA USD 9602248.50000000 0.137289150989 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 3515000.00000000 PA USD 3087857.20000000 0.044148960877 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 1960000.00000000 PA USD 1654097.53000000 0.023649632223 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 6235000.00000000 PA USD 4998526.86000000 0.071466959931 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N EDvestinU Private Education Loan Issue No. 1, LLC N/A 28166LAA2 2179235.93000000 PA USD 1845660.29000000 0.026388520795 Long ABS-O CORP US N 2 2045-11-25 Fixed 1.80000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 4205000.00000000 PA USD 3355779.23000000 0.047979604089 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 761831.72000000 PA USD 696428.70000000 0.009957262087 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 3525000.00000000 PA USD 2854483.88000000 0.040812281456 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 13620000.00000000 PA USD 12018473.10000000 0.171835374609 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1110000.00000000 PA USD 819229.95000000 0.011713025787 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 4880000.00000000 PA USD 3900997.82000000 0.055774923833 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 4615000.00000000 PA USD 3971256.88000000 0.056779460083 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 30355000.00000000 PA USD 30484827.73000000 0.435860008945 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 3335000.00000000 PA USD 3022343.75000000 0.043212275482 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 2540000.00000000 PA USD 2002963.58000000 0.028637581016 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 9925000.00000000 PA USD 8730950.35000000 0.124831674672 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 20295000.00000000 PA USD 19483808.85000000 0.278571792331 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 5755000.00000000 PA USD 4860615.45000000 0.069495157141 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 7022604.67000000 PA USD 6793914.25000000 0.097136698688 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N BANK 2021-BN35 N/A 06540CCL9 8625000.00000000 PA USD 6656852.63000000 0.095177045858 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.45700000 N N N N N N HPEFS Equipment Trust N/A 40440YAF6 2795000.00000000 PA USD 2636347.14000000 0.037693448629 Long ABS-O CORP US N 2 2031-03-20 Fixed 1.03000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 9007000.00000000 PA USD 8919976.98000000 0.127534302661 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N Tricon American Homes N/A 89613GAD8 3950000.00000000 PA USD 3426098.07000000 0.048984995049 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.54800000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REU4 7500000.00000000 PA USD 6075727.50000000 0.086868348607 Long ABS-O CORP US N 2 2028-02-20 Fixed 4.08000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 3390000.00000000 PA USD 3172647.17000000 0.045361254330 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 24760000.00000000 PA USD 14605925.73000000 0.208829748874 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Progress Residential Trust N/A 74333LAE6 155000.00000000 PA USD 142077.29000000 0.002031364895 Long ABS-O CORP US N 2 2037-06-17 Fixed 3.07700000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066GAG4 25880000.00000000 PA USD 25461750.73000000 0.364042040822 Long ABS-O CORP US N 2 2025-03-18 Fixed 3.62000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 4895000.00000000 PA USD 4051320.32000000 0.057924175480 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 2895000.00000000 PA USD 2764751.20000000 0.039529319090 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 6130000.00000000 PA USD 5198577.15000000 0.074327199850 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69377VAA9 15156275.37000000 PA USD 15041522.66000000 0.215057741483 Long ABS-MBS CORP US N 2 2027-09-27 Variable 6.90000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 3045000.00000000 PA USD 2934568.60000000 0.041957301106 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N RBSCF Trust N/A 74932QAA8 4735000.00000000 PA USD 4557309.18000000 0.065158604062 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.83400000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 6566000.00000000 PA USD 4827758.53000000 0.069025381895 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Hardee's Funding N/A 411707AD4 5029747.50000000 PA USD 4723652.16000000 0.067536910195 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBA7 36220000.00000000 PA USD 35408700.25000000 0.506259590652 Long DBT CORP US N 2 2025-03-30 Fixed 4.62500000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23343GAG7 2355182.91000000 PA USD 2352712.32000000 0.033638150161 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.87000000 N N N N N N Mill City Mortgage Trust N/A 59981AAG1 2744944.13000000 PA USD 2425277.82000000 0.034675662978 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4701.00000000 NC USD -3695442.00000000 -0.05283596802 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYH3 Comdty 2023-03-22 559735598.25000000 USD -3695442.00000000 N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 25002000.00000000 PA USD 18672993.72000000 0.266979078311 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 72295125.46000000 PA USD 72295125.46000000 1.033647108285 Long RA CORP US N 2 Repurchase N 1.80000000 2023-01-03 76819900.00000000 USD 73741111.83000000 USD UST N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 1525000.00000000 PA USD 1461549.71000000 0.020896659653 Long DBT CORP XX N 2 2027-06-01 Fixed 4.40000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 2639000.00000000 PA USD 2645201.65000000 0.037820046911 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 17891000.00000000 PA USD 13098082.68000000 0.187271205356 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N AIG CLO LTD 549300BOP4S1F44PKE29 00141UAC7 8720000.00000000 PA USD 8567870.88000000 0.122500028915 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.36300000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 3725000.00000000 PA USD 3258604.71000000 0.046590241238 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 15955000.00000000 PA USD 14729101.40000000 0.210590865883 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 3925750.00000000 PA USD 3676131.19000000 0.052559869701 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 650000.00000000 PA USD 636950.00000000 0.009106859161 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 16735000.00000000 PA USD 16584170.46000000 0.237113909550 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 8070000.00000000 PA USD 7989606.10000000 0.114232227817 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 3705000.00000000 PA USD 3581884.59000000 0.051212369092 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 19420000.00000000 PA USD 18729307.31000000 0.267784227747 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 2477380.00000000 PA USD 2057927.36000000 0.029423431402 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 23975000.00000000 PA USD 25372383.83000000 0.362764308234 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 6175000.00000000 PA USD 5831559.84000000 0.083377335983 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 2185000.00000000 PA USD 1685352.25000000 0.024096499847 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 17800000.00000000 PA USD 13673867.44000000 0.195503548109 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 6152375.86000000 PA USD 5561826.53000000 0.079520795806 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N Morgan Stanley Eaton Vance CLO 2022-16 Ltd N/A 61774JAE4 13895000.00000000 PA USD 13199513.57000000 0.188721424101 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.81400000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAG0 3083000.00000000 PA USD 2742724.67000000 0.039214392477 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.24100000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 7688000.00000000 PA USD 7191047.68000000 0.102814755388 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 2575000.00000000 PA USD 2576172.91000000 0.036833101290 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 1110000.00000000 PA USD 938671.50000000 0.013420753825 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CC1 9260000.00000000 PA USD 8943529.04000000 0.127871040699 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22200000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 15981865.22000000 PA USD 13357003.68000000 0.190973155400 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 369000.00000000 PA USD 359489.03000000 0.005139831959 Long ABS-O CORP US N 2 2032-06-15 Variable 7.88400000 N N N N N N AGL CLO 5 Ltd 549300N06ILVP775P131 00119TAK0 5565000.00000000 PA USD 5307941.52000000 0.075890848355 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.94300000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 34334000.00000000 PA USD 32472017.74000000 0.464272065697 Long DBT CORP GB N 2 2028-03-15 Fixed 4.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAD0 565000.00000000 PA USD 500297.39000000 0.007153054195 Long ABS-O CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AH0 7458000.00000000 PA USD 7537315.83000000 0.107765560435 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CM9 19755000.00000000 PA USD 19006850.49000000 0.271752430355 Long DBT CORP DE N 2 2023-11-08 Fixed 0.96200000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 4790000.00000000 PA USD 3086435.06000000 0.044128627682 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 4345000.00000000 PA USD 782099.00000000 0.011182142151 Long DBT CORP KY N 2 2027-01-16 Fixed 5.20000000 Y N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 10660000.00000000 PA USD 10143203.20000000 0.145023507321 Long DBT CORP XX N 2 2030-01-15 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 8265000.00000000 PA USD 7406697.60000000 0.105898032647 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 2050000.00000000 PA USD 457601.00000000 0.006542598098 Long DBT CORP KY N 2 2025-07-12 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796YL7 300000000.00000000 PA USD 297512100.00000000 4.253710328163 Long STIV UST US N 2 2023-03-16 None 0.00000000 N N N N N N Legacy Mortgage Asset Trust 2020-GSL N/A 52474PAA0 5580969.82000000 PA USD 5539390.48000000 0.079200014038 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.88200000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 6910000.00000000 PA USD 6184450.00000000 0.088422819908 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BY5 35505000.00000000 PA USD 34109003.05000000 0.487677034168 Long DBT CORP US N 2 2027-08-05 Fixed 3.75000000 N N N N N N COMM Mortgage Trust N/A 12624PAJ4 738267.15000000 PA USD 663680.39000000 0.009489039704 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAB4 1525000.00000000 PA USD 1476675.04000000 0.021112915639 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.24000000 N N N N N N OVINTIV INC N/A 292505AD6 11260000.00000000 PA USD 11330345.05000000 0.161996791931 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360MAA8 5891178.47000000 PA USD 5278146.56000000 0.075464851802 Long ABS-MBS CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N MAPS LTD N/A 56564RAA8 9126400.46000000 PA USD 7657405.92000000 0.109482561041 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 6405000.00000000 PA USD 6193352.86000000 0.088550109479 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 8745706.32000000 PA USD 7692879.83000000 0.109989752975 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAG5 2550000.00000000 PA USD 2223703.02000000 0.031793626218 Long ABS-O CORP US N 2 2028-01-18 Fixed 1.50000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 4610000.00000000 PA USD 3815969.17000000 0.054559217828 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 11923000.00000000 PA USD 10863850.22000000 0.155327033369 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 3335000.00000000 PA USD 3214079.57000000 0.045953638398 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 5.47900000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 370000.00000000 PA USD 314070.84000000 0.004490460643 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 11950000.00000000 PA USD 9381911.90000000 0.134138865434 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 4874000.00000000 PA USD 4127900.70000000 0.059019091462 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2640000.00000000 PA USD 2206560.76000000 0.031548532965 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 29075000.00000000 PA USD 24708722.64000000 0.353275543043 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 16595000.00000000 PA USD 15110092.01000000 0.216038118928 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 1585000.00000000 PA USD 1412342.78000000 0.020193118431 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 7.22500000 N N N N N N DT Auto Owner Trust N/A 26253KAD6 2614542.97000000 PA USD 2580392.07000000 0.036893425171 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.96000000 N N N N N N Home Partners of America Trust N/A 43732VAG1 10451466.15000000 PA USD 8529639.06000000 0.121953405475 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N Octagon Investment Partners 26 Ltd 549300ZYOSZSIH0Y3392 67590YAQ3 2000000.00000000 PA USD 1924398.00000000 0.027514281429 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.67900000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 7170000.00000000 PA USD 6892850.82000000 0.098551254633 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 5.54900000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 1985000.00000000 PA USD 1559157.95000000 0.022292223661 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 3225000.00000000 PA USD 2827970.12000000 0.040433198203 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AC4 921983.91000000 PA USD 742197.05000000 0.010611639853 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 6060000.00000000 PA USD 4694478.38000000 0.067119795027 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N Tricon American Homes N/A 89612LAD8 2575000.00000000 PA USD 2313702.13000000 0.033080397895 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.19800000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3460601.44000000 PA USD 3321701.20000000 0.047492369895 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.01800000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 2655000.00000000 PA USD 2338618.33000000 0.033436639867 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N DT Auto Owner Trust N/A 23345YAG6 10500000.00000000 PA USD 9434785.50000000 0.134894831253 Long ABS-O CORP US N 2 2027-12-15 Fixed 3.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2108.00000000 NC USD -4827211.66000000 -0.06901756296 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNH3 Comdty 2023-03-22 287957961.66000000 USD -4827211.66000000 N N N Home Partners of America Trust N/A 437300AJ5 1000266.58000000 PA USD 763742.04000000 0.010919681598 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 1675000.00000000 PA USD 1430603.60000000 0.020454204413 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 4350000.00000000 PA USD 4165125.00000000 0.059551309780 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 2225000.00000000 PA USD 1922720.82000000 0.027490301773 Long DBT CORP NL N 2 2030-05-01 Fixed 3.40000000 N N N N N N Progress Residential Trust N/A 74331AAG7 3860000.00000000 PA USD 3614905.83000000 0.051684493721 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.13600000 N N N N N N Progress Residential Trust N/A 74333HAL9 1795000.00000000 PA USD 1469422.54000000 0.021009222263 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 4134104.53000000 PA USD 4114922.28000000 0.058833531147 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N GCAT N/A 36167CAA4 3952976.37000000 PA USD 3707302.45000000 0.053005544047 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 250000.00000000 PA USD 200387.10000000 0.002865055494 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 8340000.00000000 PA USD 6492754.64000000 0.092830837705 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 436643.62000000 PA USD 408298.33000000 0.005837688024 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N Sequoia Mortgage Trust 549300RES143ZXEZ6T39 81747CAA9 212115.80000000 PA USD 207065.62000000 0.002960542332 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.50000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 6355000.00000000 PA USD 6063020.16000000 0.086686664086 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N HPEFS Equipment Trust N/A 40438PAE2 1779215.13000000 PA USD 1770617.96000000 0.025315595243 Long ABS-O CORP US N 2 2030-07-22 Fixed 2.00000000 N N N N N N Octagon Investment Partners 28, LTD 254900BI638DCRT6IN48 67591EAU7 1986282.00000000 PA USD 1922780.56000000 0.027491155912 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 7560000.00000000 PA USD 6581571.65000000 0.094100708183 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 33030000.00000000 PA USD 27878472.75000000 0.398595376356 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAB6 1095000.00000000 PA USD 775139.55000000 0.011082638687 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 3200000.00000000 PA USD 2879181.76000000 0.041165401975 Long ABS-O CORP US N 2 2028-03-13 Fixed 2.46000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 1790000.00000000 PA USD 1531629.90000000 0.021898638490 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 6478000.00000000 PA USD 6120834.82000000 0.087513275227 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.06400000 N N N N N N Madison Park Funding Ltd N/A 55817EAN6 4410000.00000000 PA USD 4323749.22000000 0.061819256136 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 5.14900000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 7435000.00000000 PA USD 5914700.57000000 0.084566049255 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1035000.00000000 PA USD 583729.65000000 0.008345935647 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 19498000.00000000 PA USD 19663953.72000000 0.281147432428 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 3925000.00000000 PA USD 3324802.03000000 0.047536704336 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAG0 2593702.55000000 PA USD 2574269.23000000 0.036805883226 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.69000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 1089096.49000000 PA USD 1046933.54000000 0.014968641651 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N Neuberger Berman CLO Ltd 549300FCSYYS3J0RKL34 64128QAU9 545455.00000000 PA USD 526248.44000000 0.007524092043 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 5.97800000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 12655000.00000000 PA USD 10230263.91000000 0.146268266916 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 2240000.00000000 PA USD 2176476.87000000 0.031118405405 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N Flagship Credit Auto Trust N/A 33846AAG1 4610000.00000000 PA USD 4433522.29000000 0.063388748071 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.86000000 N N N N N N DISH NETWORK CORP N/A 25470MAD1 9050000.00000000 PA USD 8154050.00000000 0.116583381655 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 6220000.00000000 PA USD 3290815.40000000 0.047050776943 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAB4 1775000.00000000 PA USD 1450281.50000000 0.020735551244 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVY2 8900000.00000000 PA USD 8324442.96000000 0.119019592800 Long DBT CORP US N 2 2025-01-10 Fixed 1.25000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 3445000.00000000 PA USD 775745.10000000 0.011091296602 Long DBT CORP KY N 2 2026-12-14 Fixed 4.85000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 3575000.00000000 PA USD 2963594.92000000 0.042372307948 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 3563333.41000000 PA USD 3540881.20000000 0.050626118841 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AX8 1261000.00000000 PA USD 1390040.93000000 0.019874255401 Long DBT CORP US N 2 2027-05-15 Fixed 7.87500000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 4155000.00000000 PA USD 3737048.55000000 0.053430842019 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.37900000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 7115000.00000000 PA USD 6409483.00000000 0.091640252733 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 21520000.00000000 PA USD 20478871.87000000 0.292798809804 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 25480000.00000000 PA USD 17154834.75000000 0.245273041849 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 22100000.00000000 PA USD 20610438.34000000 0.294679895153 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 5370000.00000000 PA USD 3000922.58000000 0.042906004066 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 3495000.00000000 PA USD 647588.55000000 0.009258964941 Long DBT CORP KY N 2 2022-07-03 None 0.00000000 Y N N N N N Magnetite CLO Ltd 549300XD71H6EU9N2I97 55954LAE3 2945000.00000000 PA USD 2856650.00000000 0.040843251783 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.79400000 N N N N N N CarMax Auto Owner Trust N/A 14316LAG8 5811000.00000000 PA USD 5691432.86000000 0.081373855848 Long ABS-O CORP US N 2 2025-10-15 Fixed 3.41000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAC0 5000000.00000000 PA USD 4573401.00000000 0.065388678539 Long ABS-O CORP US N 2 2026-03-20 Fixed 4.21000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AA7 6585000.00000000 PA USD 5752461.08000000 0.082246413199 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAY5 8396000.00000000 PA USD 8005149.41000000 0.114454459915 Long ABS-O CORP US N 2 2025-03-25 Fixed 6.31000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 6665000.00000000 PA USD 5768957.40000000 0.082482271057 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 3270000.00000000 PA USD 3225855.00000000 0.046121998838 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N SIRIUS INTERNATIONAL GRP 549300PB35NLMKG2ND86 82968FAA2 3159000.00000000 PA USD 2714370.75000000 0.038808999344 Long DBT CORP BM N 2 2026-11-01 Fixed 4.60000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1025000.00000000 PA USD 893036.38000000 0.012768280930 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CoreVest American Finance Ltd N/A 21872FAF4 2434000.00000000 PA USD 2188250.95000000 0.031286746544 Long ABS-O CORP US N 2 2052-03-15 Fixed 4.81800000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 8330000.00000000 PA USD 7844527.60000000 0.112157952808 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Progress Residential Trust N/A 74333VAL8 2015000.00000000 PA USD 1700426.46000000 0.024312024940 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 13045000.00000000 PA USD 10755863.40000000 0.153783080529 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 11298000.00000000 PA USD 9938342.19000000 0.142094485630 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 10076683.46000000 PA USD 9227219.04000000 0.131927128108 Long DBT CORP US N 2 2036-01-10 Fixed 4.70400000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAE5 5730000.00000000 PA USD 5717557.25000000 0.081747372043 Long DBT CORP SG N 2 2028-01-15 Fixed 6.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 7480000.00000000 PA USD 6331380.03000000 0.090523567361 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 9675000.00000000 PA USD 8198944.85000000 0.117225270462 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 5560000.00000000 PA USD 5505845.60000000 0.078720402612 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 2390000.00000000 PA USD 2167968.28000000 0.030996752951 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 13590000.00000000 PA USD 10622759.40000000 0.151880012185 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2235000.00000000 PA USD 1903048.21000000 0.027209030576 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Ballyrock Ltd N/A 05875MAQ5 1170000.00000000 PA USD 1125814.95000000 0.016096456851 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.07500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 7820000.00000000 PA USD 7099859.17000000 0.101510978141 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 9900000.00000000 PA USD 7739431.52000000 0.110655330626 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 14045000.00000000 PA USD 12352611.63000000 0.176612755146 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 7155000.00000000 PA USD 6234008.40000000 0.089131386309 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 7435000.00000000 PA USD 6058262.02000000 0.086618634083 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 3780000.00000000 PA USD 700207.20000000 0.010011285586 Long DBT CORP KY N 2 2026-07-15 Fixed 5.60000000 Y N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 3564000.00000000 PA USD 2331801.39000000 0.033339173955 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 32366000.00000000 PA USD 27455921.15000000 0.392553900715 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAF7 13665000.00000000 PA USD 11614816.82000000 0.166064056779 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 339825.00000000 PA USD 274348.88000000 0.003922531770 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 1730000.00000000 PA USD 1622807.47000000 0.023202259322 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.64300000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 6185000.00000000 PA USD 5027493.45000000 0.071881112778 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 1625000.00000000 PA USD 1493432.01000000 0.021352500168 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N ELFI Graduate Loan Program N/A 26857EAA6 3218494.49000000 PA USD 2935307.21000000 0.041967861460 Long ABS-O CORP US N 2 2044-03-25 Fixed 2.54000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 11022000.00000000 PA USD 8098528.25000000 0.115789553634 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 565000.00000000 PA USD 516317.24000000 0.007382099673 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust N/A 126192AG8 2010000.00000000 PA USD 1791960.43000000 0.025620741437 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.29800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 13705000.00000000 PA USD 11747410.28000000 0.167959825624 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 14195000.00000000 PA USD 10878014.75000000 0.155529552216 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAE2 1443876.72000000 PA USD 1025137.60000000 0.014657011922 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.65100000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 6675000.00000000 PA USD 6152741.33000000 0.087969461887 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2170000.00000000 PA USD 1894236.40000000 0.027083042802 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 13940000.00000000 PA USD 11363738.28000000 0.162474235125 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N SMB Private Education Loan Trust 549300GD7VLLBVPDNJ81 78448RAE6 2500000.00000000 PA USD 2350607.00000000 0.033608049129 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 610000.00000000 PA USD 633143.40000000 0.009052433900 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46590JAW7 3031000.00000000 PA USD 2849881.99000000 0.040746485453 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59800000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8G0 13945000.00000000 PA USD 12996741.67000000 0.185822271679 Long DBT CORP US N 2 2027-08-15 Fixed 3.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 11318000.00000000 PA USD 9112754.48000000 0.130290559105 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 16970000.00000000 PA USD 17467007.01000000 0.249736357346 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796XR5 187905000.00000000 PA USD 187741874.03000000 2.684259055649 Long STIV UST US N 2 2023-01-12 None 0.00000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 20450682.94000000 PA USD 19650067.33000000 0.280948890316 Long ABS-O CORP US N 2 2026-04-16 Fixed 0.51000000 N N N N N N Firstkey Homes Trust N/A 33767JAG7 11696000.00000000 PA USD 10244394.24000000 0.146470296786 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.96800000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 14214749.99000000 PA USD 14048319.86000000 0.200857320699 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 3903088.82000000 PA USD 3427121.19000000 0.048999623214 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 2685000.00000000 PA USD 2516146.79000000 0.035974871569 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 26515000.00000000 PA USD 14653092.10000000 0.209504114976 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090XAJ0 3545000.00000000 PA USD 3240243.44000000 0.046327719062 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 7.12900000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AD6 25937000.00000000 PA USD 24814437.30000000 0.354787009437 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 9720000.00000000 PA USD 9404528.07000000 0.134462222487 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 9966000.00000000 PA USD 8100069.81000000 0.115811594249 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AG6 3220000.00000000 PA USD 2856650.85000000 0.040843263936 Long DBT CORP NL N 2 2029-03-31 Fixed 4.12500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 25479000.00000000 PA USD 23108800.74000000 0.330400492548 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 10120000.00000000 PA USD 9238458.13000000 0.132087820172 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N HPEFS Equipment Trust N/A 40441RAF0 3135000.00000000 PA USD 2840021.58000000 0.040605505211 Long ABS-O CORP US N 2 2029-11-20 Fixed 2.40000000 N N N N N N 2020 CASH EXCH TRUST N/A 901375105 13185.00000000 NS USD 15083903.70000000 0.215663688830 Long EP CORP US N 2 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 205000.00000000 PA USD 194563.47000000 0.002781791536 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 1955000.00000000 PA USD 1765267.25000000 0.025239092908 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 4125000.00000000 PA USD 3351348.37000000 0.047916253405 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 275000.00000000 PA USD 259144.66000000 0.003705147846 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 4125000.00000000 PA USD 4096166.25000000 0.058565364849 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBG7 25560000.00000000 PA USD 24317784.00000000 0.347686057000 Long DBT CORP GB N 2 2024-01-22 Fixed 0.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 4145000.00000000 PA USD 3257141.00000000 0.046569313691 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N MED Trust N/A 58403YAK2 2465000.00000000 PA USD 2347545.95000000 0.033564283447 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.76800000 N N N N N N DISH DBS CORP N/A 25470XBD6 3270000.00000000 PA USD 2109509.70000000 0.030160935297 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 1633138.74000000 PA USD 650969.10000000 0.009307298708 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.37800000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAA8 2705204.64000000 PA USD 2323002.51000000 0.033213371049 Long ABS-O CORP US N 2 2051-10-25 Fixed 1.69000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 24260000.00000000 PA USD 20969772.68000000 0.299817515415 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 85000.00000000 PA USD 88443.93000000 0.001264536328 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 2091107.32000000 PA USD 1869223.69000000 0.026725420968 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAC9 20913908.34000000 PA USD 20315268.63000000 0.290459675390 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.30000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 15815000.00000000 PA USD 13124468.06000000 0.187648453082 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 6880650.54000000 PA USD 5435989.15000000 0.077721622721 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813GAC5 11391682.96000000 PA USD 11019237.58000000 0.157548700380 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.27000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 4280000.00000000 PA USD 3571855.38000000 0.051068975415 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 8125000.00000000 PA USD 7737847.81000000 0.110632687366 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N SMB Private Education Loan Trust N/A 83192CAB3 9549120.39000000 PA USD 8926468.09000000 0.127627109984 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 745000.00000000 PA USD 685645.85000000 0.009803093163 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N BPR Trust N/A 055980AA4 8370000.00000000 PA USD 8236727.00000000 0.117765464699 Long ABS-MBS CORP US N 2 2024-08-15 Floating 7.56800000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 100000.00000000 PA USD 96594.94000000 0.001381076245 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 8255000.00000000 PA USD 7849596.95000000 0.112230432369 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 4115000.00000000 PA USD 2634052.65000000 0.037660642919 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 6704000.00000000 PA USD 5486051.67000000 0.078437396830 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 8430000.00000000 PA USD 8092798.90000000 0.115707637654 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAG2 3733376.58000000 PA USD 3711871.21000000 0.053070866370 Long ABS-O CORP US N 2 2025-09-12 Fixed 2.89000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 9088000.00000000 PA USD 5896748.80000000 0.084309381948 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 4113000.00000000 PA USD 3904216.35000000 0.055820941102 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAK8 834835.00000000 PA USD 18783.79000000 0.000268563199 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.65100000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 8365000.00000000 PA USD 6726558.58000000 0.096173673960 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 6970000.00000000 PA USD 5687589.70000000 0.081318907867 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 6615000.00000000 PA USD 6308385.82000000 0.090194805241 Long DBT US N 2 2027-03-01 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 4335000.00000000 PA USD 3918405.37000000 0.056023810098 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 6617643.43000000 PA USD 6187547.56000000 0.088467107596 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.11500000 N N N N N N Madison Park Funding Ltd 254900Q2IOW6JYPYIV98 55818RBA3 13180000.00000000 PA USD 12807875.88000000 0.183121943317 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.02500000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 410000.00000000 PA USD 355097.35000000 0.005077041455 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 6390000.00000000 PA USD 5139724.17000000 0.073485743221 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N SCF Equipment Trust Llc N/A 784033AJ1 2555000.00000000 PA USD 2262817.87000000 0.032352874872 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.79000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 9600000.00000000 PA USD 8875473.31000000 0.126898006790 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 6885000.00000000 PA USD 6652343.87000000 0.095112581391 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 10720000.00000000 PA USD 8416057.60000000 0.120329462685 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 13555000.00000000 PA USD 11211747.15000000 0.160301126067 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 5120000.00000000 PA USD 5433856.00000000 0.077691123786 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Progress Residential Trust N/A 74333QAJ4 1400000.00000000 PA USD 1087131.64000000 0.015543378185 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 3625000.00000000 PA USD 2961265.18000000 0.042338998247 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N Ovintiv Inc N/A 012873AK1 1110000.00000000 PA USD 1181469.08000000 0.016892177588 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CAL Funding IV Ltd N/A 12807CAA1 7076562.50000000 PA USD 6114629.79000000 0.087424558162 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 1750000.00000000 PA USD 1495532.50000000 0.021382532143 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N OCP CLO Ltd 254900K70GBA8CMARX66 670898AE5 14755000.00000000 PA USD 14109867.14000000 0.201737299365 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 5.62900000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 4539007.70000000 PA USD 4506745.34000000 0.064435662277 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Mill City Mortgage Trust N/A 59981BAC8 5056499.19000000 PA USD 4698322.58000000 0.067174757879 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 73624.00000000 0.001052646830 Long DBT CORP KY N 2 2030-07-13 Fixed 4.60000000 Y N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAG5 5405000.00000000 PA USD 5240520.45000000 0.074926888563 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 5.79300000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2369309.73000000 PA USD 2037445.49000000 0.029130589726 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.40600000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 9180000.00000000 PA USD 7807209.95000000 0.111624399809 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 5955000.00000000 PA USD 5716770.11000000 0.081736117827 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAA8 3145002.05000000 PA USD 2945182.77000000 0.042109058310 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 92916XAL1 3335000.00000000 PA USD 3197180.79000000 0.045712026325 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.89400000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAX6 3980000.00000000 PA USD 3609967.26000000 0.051613884000 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15000000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 980000.00000000 PA USD 861485.35000000 0.012317176783 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 5780000.00000000 PA USD 4890114.09000000 0.069916917028 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAF5 2065000.00000000 PA USD 1756396.08000000 0.025112256428 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAG3 1941756.32000000 PA USD 1938423.68000000 0.027714815054 Long ABS-O CORP US N 2 2024-07-18 Fixed 4.01000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 3735000.00000000 PA USD 3112193.83000000 0.044496916387 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1835000.00000000 PA USD 297471.85000000 0.004253134849 Long DBT CORP KY N 2 2026-03-22 Fixed 6.20000000 N N N N N N CANYON CAPITAL CLO LTD N/A 13877PAC1 3920000.00000000 PA USD 3737868.96000000 0.053442571917 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.77900000 N N N N N N Brex Inc N/A 05601DAA1 3460000.00000000 PA USD 3422461.08000000 0.048932994805 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 49304000.00000000 PA USD 44646220.06000000 0.638333995096 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N AMER AIRLN 15-2 B PTT N/A 02377BAC0 1533252.90000000 PA USD 1480171.68000000 0.021162909215 Long DBT CORP US N 2 2023-09-22 Fixed 4.40000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AV0 11410000.00000000 PA USD 10392912.60000000 0.148593753552 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 13025000.00000000 PA USD 11851099.86000000 0.169442338226 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 748011.14000000 PA USD 641335.33000000 0.009169558875 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 12790000.00000000 PA USD 9406900.47000000 0.134496142124 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N BB-UBS Trust N/A 05490AAA1 766973.66000000 PA USD 746316.99000000 0.010670545125 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 7090000.00000000 PA USD 6371336.12000000 0.091094843731 Long DBT CORP GB N 2 2031-04-01 Fixed 4.64400000 N N N N N N DISH DBS CORP N/A 25470XBE4 4326000.00000000 PA USD 3643941.21000000 0.052099630099 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 2935000.00000000 PA USD 2569240.30000000 0.036733981574 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 9073034.28000000 PA USD 8601114.92000000 0.122975339049 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 18551000.00000000 PA USD 13740506.98000000 0.196456333893 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Dell Equipment Finance Trust N/A 24704GAE3 940000.00000000 PA USD 921371.27000000 0.013173401980 Long ABS-O CORP US N 2 2024-01-22 Fixed 1.37000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAJ3 4075000.00000000 PA USD 3925296.73000000 0.056122340037 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.57900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 1115000.00000000 PA USD 622950.50000000 0.008906699847 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 2515000.00000000 PA USD 2340354.53000000 0.033461463368 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 11790000.00000000 PA USD 12273749.83000000 0.175485220322 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 10260000.00000000 PA USD 8226765.95000000 0.117623045546 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 1795000.00000000 PA USD 1674939.47000000 0.023947622038 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 6325000.00000000 PA USD 6357122.27000000 0.090891619726 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 3365000.00000000 PA USD 3281650.97000000 0.046919747548 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N Progress Residential Trust N/A 74333QAL9 960000.00000000 PA USD 748660.22000000 0.010704047701 Long ABS-O CORP US N 2 2040-11-17 Fixed 3.01000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 857000.00000000 PA USD 713452.50000000 0.010200661646 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N General Motors N/A 361886CK8 1400000.00000000 PA USD 1352744.40000000 0.019341004368 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.48000000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 4350000.00000000 PA USD 4253242.95000000 0.060811185375 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.67000000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 5216010.79000000 PA USD 4256021.74000000 0.060850915415 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 345000.00000000 PA USD 322692.51000000 0.004613729870 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 7000000.00000000 PA USD 6768896.96000000 0.096779011371 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2H3 14970000.00000000 PA USD 13803722.33000000 0.197360161963 Long DBT CORP CH N 2 2025-02-21 Fixed 3.70000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 26914000.00000000 PA USD 35127345.38000000 0.502236890008 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Mill City Mortgage Trust N/A 59980MAG6 1467785.72000000 PA USD 1389166.57000000 0.019861754148 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 5620000.00000000 PA USD 5056007.32000000 0.072288792813 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 4245000.00000000 PA USD 3852877.97000000 0.055086925251 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Towd Point Mortgage Trust N/A 89178WBD9 3325000.00000000 PA USD 2700727.93000000 0.038613939699 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAD2 10768291.48000000 PA USD 10507740.82000000 0.150235522023 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.41000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 12340000.00000000 PA USD 12015917.05000000 0.171798829217 Long ABS-O CORP US N 2 2025-06-18 Fixed 2.99000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBB9 743171.00000000 PA USD 723372.92000000 0.010342499887 Long ABS-O CORP US N 2 2032-09-15 Variable 7.79200000 N N N N N N MAPS LTD N/A 55283LAA3 2334839.03000000 PA USD 2048730.42000000 0.029291937192 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.45800000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAB2 4675000.00000000 PA USD 4594248.73000000 0.065686751137 Long ABS-O CORP US N 2 2032-05-14 Fixed 4.83000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 6440000.00000000 PA USD 7071892.80000000 0.101111126045 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 5800000.00000000 PA USD 4442226.21000000 0.063513193276 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBB7 225000.00000000 PA USD 224646.31000000 0.003211904084 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 3900000.00000000 PA USD 3599271.00000000 0.051460953105 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBA1 340000.00000000 PA USD 330942.40000000 0.004731683534 Long ABS-O CORP US N 2 2032-09-15 Variable 7.71700000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EA7 19045000.00000000 PA USD 18019541.21000000 0.257636272789 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BC7 11425000.00000000 PA USD 10579095.40000000 0.151255721584 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N Madison Park XLIV N/A 04965FAL5 1651667.00000000 PA USD 1547975.35000000 0.022132339269 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 7.32500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 9406000.00000000 PA USD 7359090.74000000 0.105217368593 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 10475000.00000000 PA USD 10004183.42000000 0.143035857494 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N VIBRANT CLO LTD N/A 92557EAL7 1830000.00000000 PA USD 1635796.74000000 0.023387974767 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.99300000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 9135000.00000000 PA USD 8551564.45000000 0.122266886028 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAT7 6706000.00000000 PA USD 117355.00000000 0.001677895371 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.70200000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 9063000.00000000 PA USD 9430317.95000000 0.134830955990 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 14585000.00000000 PA USD 13504944.43000000 0.193088353728 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 6270000.00000000 PA USD 3833636.38000000 0.054811816608 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAC8 6235000.00000000 PA USD 5968316.58000000 0.085332629758 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.72900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 218545000.00000000 PA USD 191602499.22000000 2.739456747587 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR N/A 35564KUW7 6511148.32000000 PA USD 6478593.88000000 0.092628372759 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 5.92800000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 386000.00000000 PA USD 376010.32000000 0.005376046828 Long ABS-O CORP US N 2 2033-03-15 Variable 7.82600000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 17050349.62000000 PA USD 16636803.62000000 0.237866437654 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 29500000.00000000 PA USD 26802597.59000000 0.383212938869 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 15105000.00000000 PA USD 13209322.50000000 0.188861668302 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 20440000.00000000 PA USD 12805660.00000000 0.183090261542 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 PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AC7 14489000.00000000 PA USD 15617996.79000000 0.223299940576 Long DBT CORP US N 2 2040-06-15 Fixed 7.62500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 5085000.00000000 PA USD 5085000.00000000 0.072703318684 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 8604945.00000000 PA USD 7845851.17000000 0.112176876688 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35200000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAD9 8040000.00000000 PA USD 7404856.08000000 0.105871703322 Long ABS-O CORP US N 2 2035-05-14 Fixed 5.20000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 4125000.00000000 PA USD 3575178.75000000 0.051116491644 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 10036000.00000000 PA USD 8279007.32000000 0.118369971991 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 17625000.00000000 PA USD 16072894.91000000 0.229803893966 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Regatta XV Funding Ltd. N/A 75888RAE9 1015000.00000000 PA USD 975458.65000000 0.013946721945 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 6.20800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 3515000.00000000 PA USD 2839927.17000000 0.040604155374 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Laurel Road Prime Student Loan Trust N/A 51889CAB8 4778996.16000000 PA USD 4249779.68000000 0.060761668911 Long ABS-O CORP US N 2 2050-11-25 Fixed 1.40000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 5125000.00000000 PA USD 3995809.83000000 0.057130508450 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N ANCHORAGE CAPITAL CLO LTD 5493009A4SIPWYPZDB35 03328WAS7 7655000.00000000 PA USD 7487937.28000000 0.107059565458 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.21900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 25627000.00000000 PA USD 24307225.39000000 0.347535094170 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N AMER AIRLINE 17-2 A PTT N/A 02377CAA2 4799665.79000000 PA USD 3744004.74000000 0.053530298872 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 17832.00000000 NS USD 20685120.00000000 0.295747663988 Long EP CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796S34 154080000.00000000 PA USD 153698003.32000000 2.197513257915 Long STIV UST US N 2 2023-01-26 None 0.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 7510000.00000000 PA USD 7376580.49000000 0.105467430120 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 9641000.00000000 PA USD 8526001.86000000 0.121901402228 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 2185000.00000000 PA USD 1184707.00000000 0.016938472088 Long DBT CORP VG N 2 2029-08-05 Fixed 4.75000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 9670000.00000000 PA USD 8488064.04000000 0.121358982283 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 10460000.00000000 PA USD 8775171.19000000 0.125463926752 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401BB3 8810000.00000000 PA USD 9020269.86000000 0.128968250589 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N 522 Funding CLO LTD N/A 33835NAA9 3285000.00000000 PA USD 3215660.22000000 0.045976237906 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.28300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 19320000.00000000 PA USD 15117380.49000000 0.216142326732 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 16455000.00000000 PA USD 14421111.65000000 0.206187350259 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAQ6 1610000.00000000 PA USD 1534999.76000000 0.021946819416 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.94400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVN6 626.51000000 PA USD 647.76000000 0.000009261416 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVX4 5730000.00000000 PA USD 5517129.07000000 0.078881729203 Long DBT CORP US N 2 2024-01-10 Fixed 0.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796YV5 154075000.00000000 PA USD 151903947.66000000 2.171862559708 Long STIV UST US N 2 2023-04-27 None 0.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 7910000.00000000 PA USD 6626802.54000000 0.094747401558 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 9060000.00000000 PA USD 6423430.92000000 0.091839674576 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 873531.45000000 PA USD 783973.34000000 0.011208940723 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N CoreVest American Finance Ltd N/A 21872VAE2 1259000.00000000 PA USD 1159177.04000000 0.016573454818 Long ABS-O CORP US N 2 2052-05-15 Variable 4.59600000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 860000.00000000 PA USD 777431.77000000 0.011115411942 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 2900000.00000000 PA USD 2821821.80000000 0.040345291955 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 5070000.00000000 PA USD 4168690.23000000 0.059602284029 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 39092000.00000000 PA USD 36892025.38000000 0.527467586648 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAG9 1395000.00000000 PA USD 1306771.83000000 0.018683706746 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535MAE9 2525000.00000000 PA USD 2414043.93000000 0.034515045262 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.73000000 N N N N N N SMB Private Education Loan Trust N/A 78449UAB4 761271.92000000 PA USD 694564.63000000 0.009930610352 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 16870000.00000000 PA USD 13788256.72000000 0.197139040789 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAG5 2929000.00000000 PA USD 2479878.56000000 0.035456322762 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16300000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 8600000.00000000 PA USD 6449498.62000000 0.092212380240 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1620000.00000000 PA USD 1100306.56000000 0.015731747980 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 4210000.00000000 PA USD 2144995.00000000 0.030668290080 Long DBT CORP VG N 2 2030-01-14 Fixed 4.75000000 N N N N N N Sequoia Mortgage Trust N/A 81746JAA5 398351.79000000 PA USD 365371.85000000 0.005223942192 Long ABS-MBS CORP US N 2 2047-12-25 Variable 4.00000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340EBC9 6680000.00000000 PA USD 6191117.52000000 0.088518149472 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.49300000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBY1 4880000.00000000 PA USD 4700533.80000000 0.067206373027 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 2295000.00000000 PA USD 1841122.26000000 0.026323637837 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 4675000.00000000 PA USD 4573365.50000000 0.065388170974 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 7360000.00000000 PA USD 6036107.86000000 0.086301882666 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 67590EBG8 9536000.00000000 PA USD 9421529.86000000 0.134705307355 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 5.19700000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 325000.00000000 PA USD 321923.50000000 0.004602734869 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 4465000.00000000 PA USD 4333327.15000000 0.061956197590 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 14315NAG5 13585000.00000000 PA USD 13248812.01000000 0.189426273697 Long ABS-O CORP US N 2 2025-08-15 Fixed 4.04000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 5098560.00000000 PA USD 4714087.79000000 0.067400162615 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 950000.00000000 PA USD 789184.00000000 0.011283440678 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 1118614.50000000 PA USD 855751.28000000 0.012235193318 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 16050000.00000000 PA USD 15468621.97000000 0.221164238483 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 2930000.00000000 PA USD 2734774.10000000 0.039100718372 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDL5 1940000.00000000 PA USD 1874385.90000000 0.026799228205 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 1920000.00000000 PA USD 1461874.60000000 0.020901304802 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 11923492.75000000 PA USD 9240826.12000000 0.132121676756 Long ABS-O CORP BM N 2 2042-08-15 Fixed 3.96700000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 1785000.00000000 PA USD 1807584.00000000 0.025844121062 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 21550000.00000000 PA USD 16655634.47000000 0.238135673699 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAN3 3865000.00000000 PA USD 3795416.01000000 0.054265356875 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 340000.00000000 PA USD 315243.10000000 0.004507221152 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.06400000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360HAA9 5754005.40000000 PA USD 5216437.45000000 0.074582559355 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N SLM Student Loan Trust N/A 78443CAK0 295000.00000000 PA USD 287396.38000000 0.004109079764 Long ABS-O CORP US N 2 2032-06-15 Variable 7.81800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 15320000.00000000 PA USD 13493388.74000000 0.192923135043 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 5512474.26000000 PA USD 5363802.83000000 0.076689531270 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 5015000.00000000 PA USD 5018510.50000000 0.071752678112 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Carlyle Global Market Strategies N/A 14317KAC8 7170000.00000000 PA USD 6880747.86000000 0.098378211298 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.89300000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 930000.00000000 PA USD 760275.00000000 0.010870111231 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 1495468.92000000 PA USD 1471142.43000000 0.021033812569 Long ABS-MBS CORP US N 2 2060-06-25 Variable 3.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 1960000.00000000 PA USD 1748701.93000000 0.025002248515 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 5232337.66000000 PA USD 5154009.57000000 0.073689990220 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Magnetite CLO Ltd 549300B3V0K3DX0M2K31 55953MAN2 6060000.00000000 PA USD 5949653.46000000 0.085065791851 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.36800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 28715000.00000000 PA USD 26818559.46000000 0.383441155373 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 3695000.00000000 PA USD 3258990.00000000 0.046595749962 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAD9 4930000.00000000 PA USD 3991095.80000000 0.057063109114 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZF9 66850000.00000000 PA USD 65660380.18000000 0.938786144572 Long STIV UST US N 2 2023-05-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCU3 200000000.00000000 PA USD 193960938.00000000 2.773176772409 Long DBT UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 3295577.60000000 PA USD 2849381.44000000 0.040739328787 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 9470000.00000000 PA USD 8834787.34000000 0.126316294884 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 12445000.00000000 PA USD 11535478.21000000 0.164929704715 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 7778093.59000000 PA USD 6852883.91000000 0.097979823562 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 325733.76000000 PA USD 316772.82000000 0.004529092484 Long DBT CORP US N 2 2033-01-10 Fixed 5.77300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 18485000.00000000 PA USD 14109146.32000000 0.201726993365 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 2935000.00000000 PA USD 1866782.77000000 0.026690521660 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 5890000.00000000 PA USD 5526134.94000000 0.079010491570 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824WAA0 12545931.79000000 PA USD 10922065.42000000 0.156159371272 Long ABS-O CORP US N 2 2051-09-25 Variable 1.91700000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 460000.00000000 PA USD 444514.39000000 0.006355490925 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796T33 66030000.00000000 PA USD 65632619.57000000 0.938389234351 Long STIV UST US N 2 2023-02-23 None 0.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656PAC0 3094413.86000000 PA USD 2903244.07000000 0.041509435366 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.69100000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 22660000.00000000 PA USD 21047454.12000000 0.300928173918 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 7340000.00000000 PA USD 7249582.87000000 0.103651668382 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAZ9 15160000.00000000 PA USD 14069482.53000000 0.201159896184 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 15150000.00000000 PA USD 15094613.42000000 0.215816812170 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 3210000.00000000 PA USD 2733924.90000000 0.039088576846 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 18269.00000000 NS USD 21648765.00000000 0.309525479039 Long EP CORP US N 1 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 14200000.00000000 PA USD 14082378.13000000 0.201344272373 Long DBT CORP DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 6815000.00000000 PA USD 5667934.37000000 0.081037883733 Long DBT US N 2 2030-07-15 Fixed 2.65000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 3105000.00000000 PA USD 2998145.68000000 0.042866301049 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 10155000.00000000 PA USD 10048372.50000000 0.143667655481 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3F6 18770000.00000000 PA USD 17317413.54000000 0.247597529082 Long DBT CORP US N 2 2025-01-07 Fixed 1.71600000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 8331385.04000000 PA USD 6809224.33000000 0.097355596156 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 9785000.00000000 PA USD 7888369.63000000 0.112784788811 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 5133890.11000000 PA USD 4767024.38000000 0.068157029041 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 12430000.00000000 PA USD 12015449.56000000 0.171792145230 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 975000.00000000 PA USD 808885.60000000 0.011565126363 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 720000.00000000 PA USD 189000.00000000 0.002702247243 Long DBT CORP KY N 2 2024-11-07 Fixed 6.45000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 15451000.00000000 PA USD 15016880.98000000 0.214705424490 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.63900000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 2085000.00000000 PA USD 1560417.13000000 0.022310226918 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 12605000.00000000 PA USD 8063082.58000000 0.115282765465 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2520000.00000000 PA USD 2065768.06000000 0.029535534630 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 2610000.00000000 PA USD 2125427.40000000 0.030388520275 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 6918220.97000000 PA USD 6223718.06000000 0.088984259098 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N Galaxy CLO Ltd N/A 36321LAC3 4465000.00000000 PA USD 4303809.04000000 0.061534159329 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 6.36500000 N N N N N N Canyon Capital CLO Ltd N/A 13877BAC2 2525000.00000000 PA USD 2422997.58000000 0.034643061008 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.77900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 282435000.00000000 PA USD 196402649.76000000 2.808087401362 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 3456000.00000000 PA USD 2589625.73000000 0.037025444389 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21100000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3520000.00000000 PA USD 3254852.48000000 0.046536593337 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.07900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 46205000.00000000 PA USD 37021756.25000000 0.529322427314 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 7785000.00000000 PA USD 7326288.03000000 0.104748368420 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAJ1 9544130.47000000 PA USD 9421793.81000000 0.134709081208 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 5.32800000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 8910000.00000000 PA USD 8074512.86000000 0.115446191087 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Alinea CLO LTD N/A 016269AB8 14785000.00000000 PA USD 14263991.39000000 0.203940906929 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.89300000 N N N N N N BRITISH AIR 19-1 A PTT 635400GSHSFIWYIDXC76 11043XAB9 4988475.56000000 PA USD 4281558.69000000 0.061216032626 Long DBT CORP US N 2 2029-06-15 Fixed 3.35000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 235000.00000000 PA USD 229891.49000000 0.003286897592 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 7565000.00000000 PA USD 6534642.61000000 0.093429735331 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660KAC5 5120852.72000000 PA USD 4831116.41000000 0.069073391535 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N Dell Equipment Finance Trust N/A 24704GAF0 945000.00000000 PA USD 927490.10000000 0.013260886591 Long ABS-O CORP US N 2 2026-03-23 Fixed 1.92000000 N N N N N N MED Trust N/A 58403YAN6 4990000.00000000 PA USD 4740764.47000000 0.067781575234 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.11800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 7210000.00000000 PA USD 6450115.53000000 0.092221200575 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 1610000.00000000 PA USD 1335125.33000000 0.019089093874 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 24997000.00000000 PA USD 23268715.42000000 0.332686889390 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 2280000.00000000 PA USD 1994555.33000000 0.028517363183 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 11262000.00000000 PA USD 10465385.70000000 0.149629945270 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 16790000.00000000 PA USD 12414885.98000000 0.177503129170 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Drive Auto Receivables Trust N/A 26208MAG1 3147455.93000000 PA USD 3144627.63000000 0.044960642030 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.30000000 N N N N N N Battalion CLO LTD 549300WH2OE0BGHQQP83 07132ACE1 5320000.00000000 PA USD 5120899.00000000 0.073216588386 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 5.74400000 N N N N N N OCP CLO Ltd 254900U8BS6KLMI9K654 67092RAN8 6205000.00000000 PA USD 5905168.20000000 0.084429759199 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.73900000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 2375000.00000000 PA USD 2179062.50000000 0.031155373720 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1970000.00000000 PA USD 1849353.65000000 0.026441326996 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 6765000.00000000 PA USD 7021839.45000000 0.100395483044 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAG1 10515000.00000000 PA USD 10438865.09000000 0.149250764078 Long ABS-O CORP US N 2 2024-11-18 Fixed 4.04000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285HAG5 4466440.31000000 PA USD 4458661.11000000 0.063748172976 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.65000000 N N N N N N Rad CLO Ltd N/A 750103AC7 4310000.00000000 PA USD 4116756.84000000 0.058859760960 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.89300000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327RAA8 3288287.61000000 PA USD 3103347.74000000 0.044370438491 Long ABS-MBS CORP US N 2 2066-01-25 Variable 3.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAE6 5050000.00000000 PA USD 4976619.46000000 0.071153736592 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.19800000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1265000.00000000 PA USD 236150.20000000 0.003376382152 Long DBT CORP KY N 2 2024-02-21 Fixed 6.12500000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 142940000.00000000 PA USD 102062510.51000000 1.459249405569 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 4990000.00000000 PA USD 4731288.96000000 0.067646098140 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.29600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 4690000.00000000 PA USD 3438772.58000000 0.049166210180 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 5335000.00000000 PA USD 3867886.74000000 0.055301514708 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 1055000.00000000 PA USD 905432.65000000 0.012945517895 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 5578000.00000000 PA USD 4755345.01000000 0.067990042028 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAA1 12671398.29000000 PA USD 10643362.54000000 0.152174587732 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 718592AB4 3755000.00000000 PA USD 3822965.50000000 0.054659248587 Long DBT CORP US N 2 2023-11-15 Fixed 7.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAD1 8618880.04000000 PA USD 8525001.47000000 0.121887099047 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.56000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 7215000.00000000 PA USD 8665215.00000000 0.123891816639 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 Towd Point Mortgage Trust N/A 89177JAC2 17610000.00000000 PA USD 14025503.87000000 0.200531106699 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 22495000.00000000 PA USD 20333704.92000000 0.290723270172 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 13985000.00000000 PA USD 15027733.21000000 0.214860585382 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89176VAC6 1943340.00000000 PA USD 1553655.63000000 0.022213553666 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 4665000.00000000 PA USD 3844846.35000000 0.054972092325 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N College Ave Student Loans N/A 19424KAD5 745000.00000000 PA USD 668388.45000000 0.009556353684 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36258NAC6 947408.75000000 PA USD 941075.32000000 0.013455122693 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N MVW Owner Trust N/A 55389PAC3 279407.78000000 PA USD 258266.00000000 0.003692585113 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 7820000.00000000 PA USD 6229472.14000000 0.089066528658 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 1645000.00000000 PA USD 1564309.34000000 0.022365876197 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 3363000.00000000 PA USD 3184833.64000000 0.045535491658 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 1360000.00000000 PA USD 1001705.91000000 0.014321994887 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAG7 10835000.00000000 PA USD 9879587.90000000 0.141254440031 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742YAC9 12875000.00000000 PA USD 12397891.13000000 0.177260143527 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.86300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 5870000.00000000 PA USD 5727002.51000000 0.081882416635 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAC7 4650000.00000000 PA USD 4483795.05000000 0.064107528109 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.74900000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 550000.00000000 PA USD 446976.72000000 0.006390696345 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 10129000.00000000 PA USD 6981919.70000000 0.099824726249 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1600000.00000000 PA USD 1320387.98000000 0.018878385073 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 4287000.00000000 PA USD 3948586.28000000 0.056455324811 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 16635000.00000000 PA USD 14041236.20000000 0.200756041331 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAA7 7981115.34000000 PA USD 7966896.18000000 0.113907530363 Long ABS-MBS CORP US N 2 2059-11-25 Variable 6.25000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAA9 6700000.00000000 PA USD 6604650.56000000 0.094430681310 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 23900000.00000000 PA USD 19805848.98000000 0.283176194730 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 12384000.00000000 PA USD 10061135.97000000 0.143850142527 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 6079000.00000000 PA USD 5565240.00000000 0.079569600250 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2S5 23395000.00000000 PA USD 22568330.19000000 0.322673058402 Long DBT CORP US N 2 2024-01-10 Fixed 0.95000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAS6 6418175.00000000 PA USD 5570522.78000000 0.079645131349 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.07000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 3780000.00000000 PA USD 3402736.65000000 0.048650982706 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 786276.95000000 PA USD 783463.18000000 0.011201646657 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AC5 4390000.00000000 PA USD 4324676.80000000 0.061832518308 Long DBT CORP NL N 2 2028-05-15 Fixed 6.12500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 200000.00000000 PA USD 174302.89000000 0.002492113777 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 710000.00000000 PA USD 589280.48000000 0.008425299219 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 6065000.00000000 PA USD 1085635.00000000 0.015521979819 Long DBT CORP KY N 2 2031-01-11 Fixed 3.45000000 Y N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 2755000.00000000 PA USD 2445938.59000000 0.034971062495 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 1169229.88000000 PA USD 1103704.02000000 0.015780323519 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 8875000.00000000 PA USD 8266126.10000000 0.118185801402 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 148875.00000000 PA USD 130539.26000000 0.001866398706 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N CIFC Funding Ltd 549300X1SKS4LNS5LQ62 12551AAC9 2535000.00000000 PA USD 2488951.73000000 0.035586047358 Long ABS-CBDO CORP KY N 2 2029-04-23 Floating 5.97800000 N N N N N N HPEFS Equipment Trust N/A 40438FAF1 3645000.00000000 PA USD 3607771.79000000 0.051582494038 Long ABS-O CORP US N 2 2030-02-20 Fixed 2.26000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 2355000.00000000 PA USD 2092119.15000000 0.029912292091 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAZ7 4402000.00000000 PA USD 4200960.66000000 0.060063673872 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 2480000.00000000 PA USD 2466674.12000000 0.035267530901 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 3710000.00000000 PA USD 3224291.10000000 0.046099638814 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468W2 30210000.00000000 PA USD 30007363.71000000 0.429033417243 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 1290000.00000000 PA USD 1171144.95000000 0.016744567261 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N CoreVest American Finance Ltd N/A 12468RAA8 10390000.00000000 PA USD 9448096.63000000 0.135085148525 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Galaxy CLO Ltd N/A 36319XAC1 1250000.00000000 PA USD 1203757.50000000 0.017210848601 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 6.00800000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 1359302.73000000 PA USD 1039907.78000000 0.014868190114 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBR1 4030000.00000000 PA USD 3606687.59000000 0.051566992576 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 3.41900000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 8064000.00000000 PA USD 7125753.60000000 0.101881206459 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 6325000.00000000 PA USD 5260398.07000000 0.075211090912 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 27825000.00000000 PA USD 23039544.64000000 0.329410296224 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306CAB7 100000.00000000 PA USD 105364.81000000 0.001506464377 Long DBT CORP US N 2 2028-02-01 Fixed 6.95000000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 2105000.00000000 PA USD 1914023.88000000 0.027365956365 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.97900000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDW0 23335000.00000000 PA USD 20733385.05000000 0.296437738582 Long DBT CORP US N 2 2026-01-15 Fixed 0.85000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 5972000.00000000 PA USD 5946908.28000000 0.085026542353 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAX7 1565000.00000000 PA USD 1451744.55000000 0.020756469354 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550AAX4 6500000.00000000 PA USD 6284070.00000000 0.089847147265 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 5.87900000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAP4 3595000.00000000 PA USD 3577526.43000000 0.051150057844 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 2368801.22000000 PA USD 2227538.00000000 0.031848457245 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 2501000.00000000 PA USD 1716679.05000000 0.024544398043 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 4685000.00000000 PA USD 3879466.39000000 0.055467075963 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 2715000.00000000 PA USD 2724344.35000000 0.038951597931 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 2446250.00000000 PA USD 2203454.80000000 0.031504125178 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AA1 2872000.00000000 PA USD 2926597.98000000 0.041843340334 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 2921000.00000000 PA USD 2700058.77000000 0.038604372314 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479CAD0 4186570.51000000 PA USD 4142042.15000000 0.059221280321 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.55000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1415000.00000000 PA USD 233941.95000000 0.003344809467 Long DBT CORP KY N 2 2025-07-08 Fixed 6.75000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 15237950.00000000 PA USD 12818788.30000000 0.183277964782 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N Home Partners of America Trust N/A 43732TAG6 2430559.55000000 PA USD 2020134.05000000 0.028883077605 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.12100000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1800000.00000000 PA USD 1752012.40000000 0.025049580305 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDS7 25580000.00000000 PA USD 23883783.04000000 0.341480882938 Long DBT CORP US N 2 2024-07-12 Fixed 0.55000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 2712152.96000000 PA USD 2340259.56000000 0.033460105524 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 2310000.00000000 PA USD 595493.95000000 0.008514136956 Long DBT CORP KY N 2 2025-07-16 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 119815000.00000000 PA USD 119815000.00000000 1.713067478495 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 4325365.72000000 PA USD 3921175.43000000 0.056063415320 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N MED Trust N/A 58403YAR7 3048000.00000000 PA USD 2879843.67000000 0.041174865703 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.31800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 000000000 7445000.00000000 PA USD 5899701.43000000 0.084351597484 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZP7 174920000.00000000 PA USD 171501480.72000000 2.452060335811 Long STIV UST US N 2 2023-06-08 None 0.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 1230000.00000000 PA USD 1144818.23000000 0.016368158232 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Progress Residential Trust N/A 74333AAJ9 1818000.00000000 PA USD 1586117.19000000 0.022677676211 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.29600000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 7275000.00000000 PA USD 6177379.36000000 0.088321726694 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 2470000.00000000 PA USD 2362478.95000000 0.033777789574 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 2671000.00000000 PA USD 2303673.98000000 0.032937019373 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABL3 1440000.00000000 PA USD 1377234.72000000 0.019691157276 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 6.37500000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 1435000.00000000 PA USD 1269076.47000000 0.018144753398 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AG7 1855000.00000000 PA USD 1460745.66000000 0.020885163664 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 1325000.00000000 PA USD 1081875.46000000 0.015468227403 Long DBT CORP GB N 2 2031-03-17 Fixed 2.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 7410000.00000000 PA USD 6908454.15000000 0.098774344873 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N First Investors Auto Owner Trust N/A 32057KAD2 2660000.00000000 PA USD 2407492.05000000 0.034421369073 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.79000000 N N N N N N First Investors Auto Owner Trust N/A 32059TAG4 3252333.97000000 PA USD 3237958.98000000 0.046295056757 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.55000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 810000.00000000 PA USD 793906.83000000 0.011350965834 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 17195000.00000000 PA USD 14966893.91000000 0.213990729135 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 6260000.00000000 PA USD 5897637.52000000 0.084322088515 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 3178941.44000000 PA USD 2400132.58000000 0.034316146282 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 1525000.00000000 PA USD 1382304.23000000 0.019763639125 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 13015000.00000000 PA USD 13440822.56000000 0.192171564593 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 2430253.52000000 PA USD 2183720.83000000 0.031221976680 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 2105000.00000000 PA USD 1341142.23000000 0.019175121130 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 3740000.00000000 PA USD 3296492.77000000 0.047131949734 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 5480000.00000000 PA USD 4829746.82000000 0.069053809679 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 5600000.00000000 PA USD 5704169.97000000 0.081555966009 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328DAA8 1398708.27000000 PA USD 1376491.19000000 0.019680526578 Long ABS-MBS CORP US N 2 2070-11-25 Variable 6.22800000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 27205000.00000000 PA USD 26332046.23000000 0.376485181645 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N Horizon Aircraft Finance II LLC 549300KSCDSEIWTVMM32 44040HAA0 2396216.12000000 PA USD 1880845.15000000 0.026891580007 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 6090000.00000000 PA USD 6067162.50000000 0.086745889625 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 22935000.00000000 PA USD 18899270.48000000 0.270214293924 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 200000.00000000 PA USD 182556.00000000 0.002610113479 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 6760000.00000000 PA USD 6481150.00000000 0.092664919152 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 3195000.00000000 PA USD 3029473.57000000 0.043314214828 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N Hayfin Kingsland VIII Ltd N/A 42086PAE3 13735000.00000000 PA USD 13180792.75000000 0.188453761222 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.72300000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 18255000.00000000 PA USD 13891044.04000000 0.198608653234 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AR1 8785000.00000000 PA USD 8490627.39000000 0.121395632048 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N DBUBS Mortgage Trust N/A 23305JAJ1 5095000.00000000 PA USD 4549715.78000000 0.065050036632 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 3950000.00000000 PA USD 2823731.80000000 0.040372600380 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 28090000.00000000 PA USD 20391909.10000000 0.291555450516 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REN0 11000000.00000000 PA USD 10293118.00000000 0.147166929834 Long ABS-O CORP US N 2 2025-03-20 Fixed 3.04000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 11295000.00000000 PA USD 11447821.35000000 0.163676421602 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 12240000.00000000 PA USD 11975126.40000000 0.171215620637 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 16180000.00000000 PA USD 15094111.01000000 0.215809628911 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 235972.02000000 PA USD 217255.10000000 0.003106227486 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 8755000.00000000 PA USD 7013410.40000000 0.100274967821 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 126192AF0 625014.97000000 PA USD 623850.38000000 0.008919565976 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.93400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 2870000.00000000 PA USD 2364306.00000000 0.033803912012 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 36385000.00000000 PA USD 32958069.68000000 0.471221444082 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Aimco N/A 00140LAG9 2505000.00000000 PA USD 2456788.77000000 0.035126194077 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 5.03400000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 3140000.00000000 PA USD 2796318.02000000 0.039980648997 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 2545000.00000000 PA USD 2468650.00000000 0.035295781252 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 11405000.00000000 PA USD 10997838.42000000 0.157242743655 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 70245000.00000000 PA USD 67873278.03000000 0.970425282744 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AD8 5274000.00000000 PA USD 5552817.02000000 0.079391981396 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 1870000.00000000 PA USD 1413969.83000000 0.020216381349 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N Progress Residential Trust N/A 74333AAC4 295000.00000000 PA USD 260603.91000000 0.003726011626 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.49500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 5450000.00000000 PA USD 4216501.50000000 0.060285870656 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N Firstkey Homes Trust N/A 33767PAG3 9710000.00000000 PA USD 8508001.04000000 0.121644033623 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.50000000 N N N N N N CIFC Funding Ltd N/A 12553SAG9 4415000.00000000 PA USD 4251335.95000000 0.060783919843 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.72900000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SC8 14455000.00000000 PA USD 13093151.95000000 0.187200707728 Long DBT NUSS CA N 2 2025-07-23 Fixed 0.60000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 14460000.00000000 PA USD 10611471.14000000 0.151718617109 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 14040000.00000000 PA USD 13266698.42000000 0.189682006512 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 1015000.00000000 PA USD 814197.48000000 0.011641073522 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 568000.00000000 PA USD 553300.16000000 0.007910866835 Long ABS-O CORP US N 2 2033-03-15 Variable 7.77000000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAZ0 1405000.00000000 PA USD 1331618.96000000 0.019038961182 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.75600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 11800000.00000000 PA USD 10178334.50000000 0.145525800752 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 5620360.42000000 PA USD 5345030.77000000 0.076421135781 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AY4 11685000.00000000 PA USD 10970452.43000000 0.156851189602 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAG8 11520000.00000000 PA USD 10397260.80000000 0.148655922396 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 2050000.00000000 PA USD 2021523.04000000 0.028902936834 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 1975000.00000000 PA USD 1858317.00000000 0.026569481429 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 370425RZ5 1468000.00000000 PA USD 1526245.78000000 0.021821658472 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796YU7 190090000.00000000 PA USD 187943566.45000000 2.687142774093 Long STIV UST US N 2 2023-04-13 None 0.00000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 14625000.00000000 PA USD 10889001.05000000 0.155686629988 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 3145000.00000000 PA USD 2447768.06000000 0.034997219534 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAF1 8000000.00000000 PA USD 7673273.28000000 0.109709426278 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 4001837.50000000 PA USD 3456947.31000000 0.049426065280 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359XAA7 4224581.19000000 PA USD 4075748.77000000 0.058273443795 Long ABS-MBS CORP US N 2 2025-10-25 Variable 2.95100000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 5120000.00000000 PA USD 832051.20000000 0.011896338948 Long DBT CORP KY N 2 2027-01-14 Fixed 5.75000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 054977AB9 11270000.00000000 PA USD 9795565.06000000 0.140053114699 Long ABS-O CORP US N 2 2035-02-20 Fixed 2.70000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 1144069.01000000 PA USD 1016299.38000000 0.014530646549 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 685000.00000000 PA USD 601527.30000000 0.008600399407 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Helios Issuer, LLC N/A 86744WAA7 10779254.32000000 PA USD 10362111.19000000 0.148153367175 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.30000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 309512.46000000 PA USD 307330.40000000 0.004394088498 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2023-01-27 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer