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 2024-12-31 2024-03-31 N 11599000936.48 83704591.59 11515296344.89 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 0.00000000 USD N Fund's Securities Portfolio N/A CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 3104444.60000000 PA USD 2753738.60000000 0.023913744966 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 10718569.59000000 0.093081144149 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N AMER AIRLINE 16-3 A PTT N/A 023771S25 10422344.28000000 PA USD 9409583.20000000 0.081713773733 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECH6 10000000.00000000 PA USD 10657348.00000000 0.092549489659 Long DBT CORP GB N 2 2034-06-27 Fixed 7.11900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 41690000.00000000 PA USD 32971973.14000000 0.286331954927 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 3380000.00000000 PA USD 3405241.84000000 0.029571465101 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 10115000.00000000 PA USD 8382624.58000000 0.072795561042 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 3285000.00000000 PA USD 2938635.38000000 0.025519407334 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 9037029.74000000 0.078478481745 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12025000.00000000 PA USD 11148555.59000000 0.096815186132 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 1023334.40000000 0.008886739597 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 39385000.00000000 PA USD 31344621.57000000 0.272199869036 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 2090408.62000000 PA USD 1871234.92000000 0.016249993608 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 8853401.17000000 0.076883832641 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.72600000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 22500000.00000000 PA USD 21342501.45000000 0.185340444664 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 1639842.82000000 0.014240561170 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 15340000.00000000 PA USD 13437840.00000000 0.116695563861 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 2218048.82000000 0.019261760649 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N Willis Engine Securitization Trust N/A 97064EAC2 972396.55000000 PA USD 893761.76000000 0.007761517665 Long ABS-O CORP US N 2 2043-09-15 Variable 5.43800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 15245000.00000000 PA USD 15350528.63000000 0.133305545686 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682685AD4 1555000.00000000 PA USD 1589239.55000000 0.013801117247 Long ABS-O CORP US N 2 2033-02-14 Fixed 7.07000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 30235000.00000000 PA USD 31906905.10000000 0.277082796172 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N Focus Brands Funding LLC N/A 34417RAC0 4872787.50000000 PA USD 5169038.36000000 0.044888452760 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 5095000.00000000 PA USD 4276592.85000000 0.037138365543 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Navient Student Loan Trust N/A 63942TAC9 5525000.00000000 PA USD 5818863.70000000 0.050531601842 Long ABS-O CORP US N 2 2072-03-15 Fixed 7.23000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 6791000.00000000 PA USD 6002751.65000000 0.052128503428 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 498491.50000000 0.004328950684 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 418406.18000000 0.003633481653 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N Marlette Funding Trust N/A 57109LAB9 5024000.00000000 PA USD 5048630.66000000 0.043842820095 Long ABS-O CORP US N 2 2033-06-15 Fixed 6.54000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAJ4 1515000.00000000 PA USD 1434621.07000000 0.012458394704 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 6489548.88000000 0.056355899888 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 33645000.00000000 PA USD 30580250.03000000 0.265561989149 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 2571762.38000000 PA USD 2572189.29000000 0.022337152366 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.37900000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 6110000.00000000 PA USD 5585835.44000000 0.048507960826 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N Verus Securitization Trust N/A 92539LAA8 11520879.39000000 PA USD 9550705.33000000 0.082939292606 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.04600000 N N N N N N CVS PASS-THROUGH TR 2014 N/A 12665VAA0 984225.02000000 PA USD 861086.58000000 0.007477763091 Long DBT CORP US N 2 2036-08-11 Fixed 4.16300000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 3055000.00000000 PA USD 3110342.24000000 0.027010527101 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DA4 4360000.00000000 PA USD 4154971.22000000 0.036082190988 Long DBT CORP US N 2 2033-08-03 Fixed 4.42000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 2807780.00000000 PA USD 2687548.89000000 0.023338946819 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 12955000.00000000 PA USD 13324087.95000000 0.115707729535 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 10270000.00000000 PA USD 10008199.11000000 0.086912214937 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 20265000.00000000 PA USD 19393605.00000000 0.168416030462 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 970000.00000000 PA USD 948424.83000000 0.008236217302 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 19434706.34000000 0.168772958662 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AY6 4720000.00000000 PA USD 4592282.04000000 0.039879842450 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N SMB Private Education Loan Trust N/A 83207DAC2 4205000.00000000 PA USD 4232513.74000000 0.036755578087 Long ABS-O CORP US N 2 2052-11-15 Fixed 6.36000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 510000.00000000 PA USD 370180.19000000 0.003214682270 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 17165000.00000000 PA USD 17974364.08000000 0.156091198538 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 9945000.00000000 PA USD 10337964.24000000 0.089775928733 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 3565000.00000000 PA USD 2575284.70000000 0.022364033220 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 31710000.00000000 PA USD 31824137.93000000 0.276364037683 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 4007000.00000000 PA USD 4040054.14000000 0.035084239423 Long ABS-O CORP US N 2 2028-07-17 Fixed 7.23000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 61445000.00000000 PA USD 60070761.07000000 0.521660574516 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 5320000.00000000 PA USD 4938253.66000000 0.042884295046 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAG8 2730000.00000000 PA USD 2774388.98000000 0.024093074957 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 6782000.00000000 PA USD 6267582.79000000 0.054428323877 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 32846000.00000000 PA USD 29035923.45000000 0.252150900683 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 4921794.53000000 PA USD 4462507.43000000 0.038752866590 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Westlake Automobile Receivables Trust N/A 959926AG1 7350000.00000000 PA USD 7506240.42000000 0.065184952216 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.01000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 11115000.00000000 PA USD 10154330.55000000 0.088181235166 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 3100000.00000000 PA USD 3140963.40000000 0.027276444356 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 24120000.00000000 PA USD 25413555.60000000 0.220693891315 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 1736774.91000000 0.015082329259 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 5490790.90000000 0.047682584412 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 4965000.00000000 PA USD 4968798.23000000 0.043149547186 Long ABS-O CORP US N 2 2030-12-20 Fixed 6.11000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 11000000.00000000 PA USD 10872442.90000000 0.094417395561 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 31410000.00000000 PA USD 31591660.36000000 0.274345178915 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 421792.67000000 PA USD 398964.79000000 0.003464650652 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 6325000.00000000 PA USD 6566889.06000000 0.057027529846 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 3525000.00000000 PA USD 3040464.39000000 0.026403700772 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 12421745.22000000 0.107871693857 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 837887.94000000 0.007276303752 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 4108119.66000000 0.035675327294 Long DBT 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 3786457.97000000 0.032881984593 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 24520000.00000000 PA USD 26346108.36000000 0.228792273953 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 8207009.10000000 PA USD 8401888.63000000 0.072962852004 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.62000000 N N N N N N Helios Issuer, LLC N/A 86746AAB1 7039389.28000000 PA USD 6817599.95000000 0.059204728613 Long ABS-O CORP US N 2 2050-05-20 Fixed 5.60000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 3335000.00000000 PA USD 3166237.33000000 0.027495925724 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 10714000.00000000 PA USD 8991178.19000000 0.078080302240 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DV7 24900000.00000000 PA USD 21786623.02000000 0.189197241369 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 2540000.00000000 PA USD 2456222.42000000 0.021330084319 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 9925000.00000000 PA USD 9069481.67000000 0.078760297593 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 19924413.30000000 0.173025623511 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 1340000.00000000 PA USD 1504150.00000000 0.013062190975 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 1074800.40000000 PA USD 1066315.39000000 0.009259990868 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 7081227.64000000 0.061494098179 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.45700000 N N N N N N Fannie Mae - CAS N/A 20754NAB1 3237843.43000000 PA USD 3322836.82000000 0.028855851560 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 8.07000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 9007000.00000000 PA USD 9765652.85000000 0.084805918645 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 3657556.62000000 0.031762592211 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 19105000.00000000 PA USD 17197593.10000000 0.149345640658 Long ABS-O CORP US N 2 2028-02-20 Fixed 4.08000000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAJ4 10925000.00000000 PA USD 10942043.00000000 0.095021809880 Long LON CORP US N 2 2031-01-25 None 0.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 3390000.00000000 PA USD 3322659.65000000 0.028854312997 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 14938070.98000000 0.129723721670 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 149600.62000000 0.001299146939 Long ABS-O CORP US N 2 2037-06-17 Fixed 3.07700000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAW6 2910000.00000000 PA USD 2887896.80000000 0.025078788365 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.02000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 2895000.00000000 PA USD 2825926.54000000 0.024540632349 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 5933000.00000000 PA USD 6287200.10000000 0.054598682584 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 10300000.00000000 PA USD 9463991.23000000 0.082186258577 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 69377VAA9 15732316.52000000 PA USD 15780477.86000000 0.137039268355 Long ABS-O 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 3036336.98000000 0.026367857926 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 348343951.66000000 PA USD 348343951.66000000 3.025054164711 Long RA CORP US N 2 Repurchase N 3.50000000 2024-04-01 373802200.00000000 USD 355310879.47000000 USD UST N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 11996000.00000000 PA USD 9691585.43000000 0.084162709666 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 16934000.00000000 PA USD 17542184.61000000 0.152338108239 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N Hardee's Funding N/A 411707AD4 4964085.00000000 PA USD 4914563.29000000 0.042678565473 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BC2 4800000.00000000 PA USD 4198845.07000000 0.036463195946 Long DBT CORP US N 2 2032-02-14 Fixed 3.00000000 N N N N N N Mill City Mortgage Trust N/A 59982HAH3 1750000.00000000 PA USD 1468296.90000000 0.012750839023 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N Mill City Mortgage Trust N/A 59981AAG1 2744944.13000000 PA USD 2515214.54000000 0.021842377865 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N Foundation Finance Trust N/A 35042RAA4 6678719.29000000 PA USD 6796892.55000000 0.059024903453 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.53000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 25002000.00000000 PA USD 21178966.68000000 0.183920292154 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 17891000.00000000 PA USD 13235877.73000000 0.114941703049 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Clover CLO 549300BOP4S1F44PKE29 00141UAC7 8720000.00000000 PA USD 8727882.88000000 0.075793819095 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.69900000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAD1 12997000.00000000 PA USD 12974450.21000000 0.112671439982 Long ABS-O CORP US N 2 2030-03-11 Fixed 5.08000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 14145000.00000000 PA USD 14493066.02000000 0.125859253517 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 3874500.00000000 PA USD 3789665.50000000 0.032909839108 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 680548.70000000 0.005909953852 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 17554520.65000000 0.152445235660 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 3705000.00000000 PA USD 3687329.04000000 0.032021138923 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 21903833.45000000 PA USD 22941461.85000000 0.199225978758 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAF7 2675000.00000000 PA USD 2709422.70000000 0.023528901201 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 19420000.00000000 PA USD 18944115.04000000 0.164512614114 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 6763780.00000000 PA USD 6125292.70000000 0.053192662321 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 26973250.21000000 0.234238437310 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 2185000.00000000 PA USD 1774722.40000000 0.015411869107 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 21640000.00000000 PA USD 18231700.00000000 0.158325929736 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 PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 17300000.00000000 PA USD 17033297.49000000 0.147918880937 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 6248497.88000000 PA USD 6105481.64000000 0.053020621069 Long ABS-O CORP US N 2 2051-02-27 Variable 5.24000000 N N N N N N Morgan Stanley Eaton Vance CLO 2022-16 Ltd N/A 61774JAE4 13895000.00000000 PA USD 13852404.88000000 0.120295687276 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.26400000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAG0 3083000.00000000 PA USD 2906653.63000000 0.025241674577 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.24100000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 5443000.00000000 PA USD 5204052.30000000 0.045192517362 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 4125000.00000000 PA USD 3861519.09000000 0.033533822963 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 8450000.00000000 PA USD 9071011.63000000 0.078773583921 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 2575000.00000000 PA USD 2590115.77000000 0.022492827734 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 946377.90000000 0.008218441555 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAE3 13370000.00000000 PA USD 13379528.80000000 0.116189183493 Long ABS-O CORP US N 2 2029-08-13 Fixed 5.96000000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 12966814.10000000 PA USD 11962534.35000000 0.103883860143 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 264000.00000000 PA USD 261360.00000000 0.002269676716 Long ABS-O CORP US N 3 2032-06-15 Variable 8.29700000 N N N N N N LAD Auto Receivables Trust N/A 501689AF0 295000.00000000 PA USD 292819.07000000 0.002542870467 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.64000000 N N N N N N FirstKey Homes 2021-SFR3 Trust N/A 33768JAC5 10000000.00000000 PA USD 9189687.00000000 0.079804172856 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.43500000 N N N N N N AGL CLO 5 Ltd 549300N06ILVP775P131 00119TAK0 5565000.00000000 PA USD 5566113.00000000 0.048336689159 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.27900000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 20665000.00000000 PA USD 20962576.00000000 0.182041133568 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 27064000.00000000 PA USD 26224640.35000000 0.227737433449 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 1605000.00000000 PA USD 1501975.05000000 0.013043303489 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 7658161.76000000 0.066504252523 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 4790000.00000000 PA USD 3100801.23000000 0.026927672003 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 136867.50000000 0.001188571235 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N Ballyrock Ltd N/A 05875MAY8 1150000.00000000 PA USD 1154263.05000000 0.010023737257 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 7.31900000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAJ9 2725000.00000000 PA USD 2810024.36000000 0.024402536207 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.71000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 20995000.00000000 PA USD 20081660.81000000 0.174391176818 Long DBT US N 2 2032-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 8265000.00000000 PA USD 7815270.19000000 0.067868598044 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCT5 13965000.00000000 PA USD 14012005.07000000 0.121681671494 Long DBT CORP JP N 2 2026-01-13 Fixed 5.46400000 N N N N N N Legacy Mortgage Asset Trust 2020-GSL N/A 52474PAA0 4660196.61000000 PA USD 4659180.22000000 0.040460793022 Long ABS-MBS CORP US N 2 2059-10-25 Variable 6.88200000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 12935000.00000000 PA USD 11796616.52000000 0.102443012899 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 11260000.00000000 PA USD 11944492.36000000 0.103727181674 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAH5 12180000.00000000 PA USD 12214365.14000000 0.106070784234 Long DBT CORP IE N 2 2028-05-03 Fixed 5.45000000 N N N N N N SMB Private Education Loan Trust 5493000RGRVHYZAIY180 831943AC9 17513000.00000000 PA USD 17516064.78000000 0.152111280989 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.88000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 15785000.00000000 PA USD 17062006.50000000 0.148168192888 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBE4 13515000.00000000 PA USD 14027420.41000000 0.121815539868 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N PRP Advisors, LLC N/A 69360MAA8 4877144.82000000 PA USD 4683135.41000000 0.040668822318 Long ABS-O CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N MAPS LTD N/A 56564RAA8 2852178.40000000 PA USD 2683049.93000000 0.023299877394 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 6412079.06000000 0.055683144123 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 5568696.12000000 PA USD 5460875.58000000 0.047422796743 Long ABS-O CORP US N 2 2051-04-25 Variable 5.24000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAG5 2550000.00000000 PA USD 2392499.25000000 0.020776705855 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 3946549.13000000 0.034272232444 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 4210000.00000000 PA USD 3419196.88000000 0.029692652082 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 11923000.00000000 PA USD 11350076.24000000 0.098565211871 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 3335583.63000000 0.028966546149 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.97600000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 370000.00000000 PA USD 300073.70000000 0.002605870409 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 10410000.00000000 PA USD 10840736.44000000 0.094142053450 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 11950000.00000000 PA USD 10126136.51000000 0.087936395266 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2640000.00000000 PA USD 2476816.80000000 0.021508928001 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 2470000.00000000 PA USD 2185950.00000000 0.018983011244 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N Fannie Mae - CAS N/A 20754GAA8 9832472.37000000 PA USD 9835540.10000000 0.085412826604 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.42000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10856.00000000 NC USD 7781146.56000000 0.067572264985 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM4 Comdty 2024-06-18 1195029728.44000000 USD 7781146.56000000 N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 29075000.00000000 PA USD 25652302.63000000 0.222767194709 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 15677204.56000000 0.136142432556 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 1554230.40000000 0.013497094242 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 8.47700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADF9 53355000.00000000 PA USD 53176351.99000000 0.461788827637 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826944AC4 5297050.17000000 PA USD 5359110.41000000 0.046539057697 Long ABS-O CORP US N 2 2040-09-20 Fixed 7.12000000 N N N N N N SCOTT Trust 2023-SFS N/A 810064AA3 7345000.00000000 PA USD 7386942.15000000 0.064148953954 Long ABS-MBS CORP US N 2 2040-03-15 Fixed 5.91000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 25345000.00000000 PA USD 26190751.75000000 0.227443141414 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 23985000.00000000 PA USD 29083059.72000000 0.252560236827 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Home Partners of America Trust N/A 43732VAG1 10335474.31000000 PA USD 9271968.47000000 0.080518713477 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 1997462.00000000 0.017346162358 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.17600000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 4755000.00000000 PA USD 4764777.56000000 0.041377811020 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 7170000.00000000 PA USD 7172485.84000000 0.062286593633 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 7.04600000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 10505000.00000000 PA USD 10370019.15000000 0.090054296818 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Morgan Stanley BAML Trust N/A 553514AC4 844174.41000000 PA USD 752094.65000000 0.006531266130 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJG0 17240000.00000000 PA USD 17247602.84000000 0.149779930306 Long ABS-O CORP US N 2 2028-10-20 Fixed 5.13000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 6060000.00000000 PA USD 4675429.38000000 0.040601902373 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 2439045.41000000 0.021180917424 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.19800000 N N N N N N Firstkey Homes Trust N/A 33767TAC4 6000000.00000000 PA USD 5434661.40000000 0.047195150148 Long ABS-O CORP US N 2 2038-09-17 Fixed 1.60700000 N N N N N N Hin Timeshare Trust N/A 40472QAA5 5745000.00000000 PA USD 5762028.18000000 0.050038036429 Long ABS-O CORP US N 2 2043-03-15 Fixed 5.49000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 4914124.63000000 PA USD 4909517.64000000 0.042634748537 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.13900000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 15655000.00000000 PA USD 16741898.63000000 0.145388343717 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 4660000.00000000 PA USD 4661829.70000000 0.040483801374 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 10565000.00000000 PA USD 11091412.64000000 0.096318950965 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N TIF Funding III LLC N/A 88655AAE0 3825000.00000000 PA USD 3840242.63000000 0.033349056029 Long ABS-O CORP US N 2 2034-05-22 Fixed 6.31000000 N N N N N N DT Auto Owner Trust N/A 23345YAG6 10500000.00000000 PA USD 10151799.00000000 0.088159250929 Long ABS-O CORP US N 2 2027-12-15 Fixed 3.40000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CH8 21935000.00000000 PA USD 15272284.11000000 0.132626062348 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 974485.15000000 PA USD 791083.15000000 0.006869846214 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 1675000.00000000 PA USD 1605889.15000000 0.013945704060 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N Verus Securitization Trust N/A 92538QAA8 12805902.90000000 PA USD 11080418.90000000 0.096223480213 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N Progress Residential Trust N/A 74333HAL9 1795000.00000000 PA USD 1620347.22000000 0.014071259405 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N DISH DBS CORP N/A 25470XBF1 6160000.00000000 PA USD 4233490.80000000 0.036764062975 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GCAT N/A 36167CAA4 3041028.21000000 PA USD 2867168.07000000 0.024898777974 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 250000.00000000 PA USD 236408.22000000 0.002052992931 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 6833563.06000000 0.059343353877 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 11620000.00000000 PA USD 12051009.04000000 0.104652183313 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 44875000.00000000 PA USD 46436816.04000000 0.403262014707 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 280702.44000000 PA USD 269835.38000000 0.002343277775 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CY8 880000.00000000 PA USD 875674.71000000 0.007604447890 Long ABS-O CORP US N 2 2035-05-15 Fixed 6.69000000 N N N N N N PRP Advisors, LLC N/A 693581AA8 2528476.01000000 PA USD 2411238.16000000 0.020939436448 Long ABS-MBS CORP US N 2 2054-01-25 Variable 4.00000000 N N N N N N Octagon Investment Partners 28, LTD 254900BI638DCRT6IN48 67591EAU7 1986282.00000000 PA USD 1986875.90000000 0.017254231593 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 7.38000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 7560000.00000000 PA USD 7056365.12000000 0.061278189537 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 63340000.00000000 PA USD 56119822.73000000 0.487350225727 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 3200000.00000000 PA USD 3110794.88000000 0.027014457872 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 1586325.64000000 0.013775812558 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 4729448.74000000 PA USD 4342004.26000000 0.037706404854 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.77200000 N N N N N N Madison Park Funding Ltd N/A 55817EAN6 4410000.00000000 PA USD 4412751.84000000 0.038320784006 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.64600000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 4225000.00000000 PA USD 4324135.40000000 0.037551229864 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 7435000.00000000 PA USD 6083004.66000000 0.052825428697 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 547901.26000000 0.004758030046 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 20925000.00000000 PA USD 21263647.90000000 0.184655672447 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 19498000.00000000 PA USD 20179044.86000000 0.175236869774 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 2460000.00000000 PA USD 2406743.21000000 0.020900401847 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 6640000.00000000 PA USD 6660581.08000000 0.057841160839 Long DBT CORP US N 2 2034-07-21 Fixed 5.42400000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 189696.90000000 PA USD 187695.39000000 0.001629965780 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 544522.82000000 0.004728691331 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 7.27900000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 12655000.00000000 PA USD 11547541.59000000 0.100280020975 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N RCO Mortgage LLC N/A 754921AA2 5965547.93000000 PA USD 5934861.15000000 0.051538935449 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.02100000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 3619000.00000000 PA USD 3752723.17000000 0.032589028172 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 2875000.00000000 PA USD 2339632.94000000 0.020317609464 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 17585000.00000000 PA USD 17490201.02000000 0.151886677478 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 6925000.00000000 PA USD 5934095.38000000 0.051532285425 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 3335000.00000000 PA USD 2747439.57000000 0.023859043551 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N Flagship Credit Auto Trust N/A 33846AAG1 2104976.72000000 PA USD 2087027.16000000 0.018123955280 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.86000000 N N N N N N Horizon Aircraft Finance III Limited N/A 44040JAA6 2282645.92000000 PA USD 1829396.90000000 0.015886668004 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 6220000.00000000 PA USD 414687.40000000 0.003601187390 Long DBT CORP KY N 2 2031-01-12 None 0.00000000 Y N N N N N Towd Point Mortgage Trust N/A 89175TAB4 1775000.00000000 PA USD 1470260.55000000 0.012767891558 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 8627860.25000000 0.074925212444 Long DBT CORP US N 2 2025-01-10 Fixed 1.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 4480000.00000000 PA USD 4694732.90000000 0.040769536096 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 3575000.00000000 PA USD 3230203.05000000 0.028051410517 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKB6 1305145000.00000000 PA USD 1304074376.51000000 11.32471399304 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 17242.00000000 NC USD 15501292.93000000 0.134614798140 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM4 Comdty 2024-06-18 2061082082.07000000 USD 15501292.93000000 N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 20470000.00000000 PA USD 21384735.93000000 0.185707213166 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 4155000.00000000 PA USD 4100985.00000000 0.035613369184 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.87600000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 6960000.00000000 PA USD 5999178.96000000 0.052097477827 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 5515000.00000000 PA USD 6138845.77000000 0.053310358553 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Affirm Inc N/A 00792FAA6 8060000.00000000 PA USD 8180900.00000000 0.071043764354 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 8000000.00000000 PA USD 7451960.00000000 0.064713575550 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 24855000.00000000 PA USD 23845863.14000000 0.207079891179 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 45370000.00000000 PA USD 32778733.40000000 0.284653841449 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 27310000.00000000 PA USD 27118939.79000000 0.235503620382 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 14870000.00000000 PA USD 14902490.95000000 0.129414741085 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.02000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 5370000.00000000 PA USD 4281819.55000000 0.037183754735 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 31570000.00000000 PA USD 32363831.44000000 0.281050790797 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826943AC6 1167682.67000000 PA USD 1175048.76000000 0.010204242468 Long ABS-O CORP US N 2 2040-01-20 Fixed 7.00000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 3495000.00000000 PA USD 124911.30000000 0.001084742383 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 2945612.56000000 0.025579997872 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.16000000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 3730000.00000000 PA USD 3748470.96000000 0.032552101550 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 17900000.00000000 PA USD 17657992.00000000 0.153343791346 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 3240504.60000000 0.028140870221 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N SIRIUSPOINT LTD 549300OGXFI85N3YZZ51 82968FAA2 3159000.00000000 PA USD 3017228.66000000 0.026201919339 Long DBT CORP BM N 2 2026-11-01 Fixed 4.60000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 34100000.00000000 PA USD 32354686.98000000 0.280971379380 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 2315202.06000000 0.020105449227 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 8137441.22000000 0.070666363906 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 1843471.92000000 0.016008896903 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N DT Auto Owner Trust N/A 23346KAG5 9695000.00000000 PA USD 9811048.18000000 0.085200136289 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.44000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 18295000.00000000 PA USD 18661977.03000000 0.162062499053 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 11298000.00000000 PA USD 10968326.62000000 0.095250059499 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 13590000.00000000 PA USD 11517798.16000000 0.100021726015 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 9358675.22000000 PA USD 8546716.56000000 0.074220552420 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 5828276.20000000 0.050613340946 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 6744188.44000000 0.058567215623 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 8515061.35000000 0.073945655369 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 4375000.00000000 PA USD 3537152.50000000 0.030716990636 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2235000.00000000 PA USD 2021307.81000000 0.017553241787 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 4740000.00000000 PA USD 4492771.55000000 0.039015683274 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 50438000.00000000 PA USD 43258464.93000000 0.375660891690 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 13005026.74000000 0.112936969666 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 6662592.90000000 0.057858631688 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 3215000.00000000 PA USD 2956299.88000000 0.025672807641 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 134983.80000000 0.001172212993 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 2065000.00000000 PA USD 1861475.36000000 0.016165240600 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 34931000.00000000 PA USD 31444114.22000000 0.273063873288 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 12492092.46000000 0.108482596416 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 4210000.00000000 PA USD 4143724.54000000 0.035984523679 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 1730000.00000000 PA USD 1714128.46000000 0.014885665194 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.97900000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 6185000.00000000 PA USD 5370336.79000000 0.046636548718 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 18470000.00000000 PA USD 19256485.11000000 0.167225267446 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 8205000.00000000 PA USD 8155508.10000000 0.070823258522 Long DBT CORP US N 2 2039-02-07 Fixed 5.94200000 N N N N N N ELFI Graduate Loan Program N/A 26857EAA6 2621069.02000000 PA USD 2363779.64000000 0.020527301853 Long ABS-O CORP US N 2 2044-03-25 Fixed 2.54000000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAA3 2000000.00000000 PA USD 1957558.00000000 0.016999631979 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N New York Mortgage Trust N/A 67118PAA0 21203557.10000000 PA USD 19375301.59000000 0.168257081795 Long ABS-MBS CORP US N 2 2068-02-25 Variable 3.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAG9 4795000.00000000 PA USD 4827893.70000000 0.041925917973 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.82000000 N N N N N N Venture CDO Ltd 549300ITFR7G25007V93 92331EAF3 2318850.05000000 PA USD 2319473.82000000 0.020142545623 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 6.55900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 21297000.00000000 PA USD 17034041.70000000 0.147925343732 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 51155000.00000000 PA USD 48565494.00000000 0.421747669755 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AZ5 58315000.00000000 PA USD 57895715.15000000 0.502772255406 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 126192AG8 2010000.00000000 PA USD 1701355.46000000 0.014774743168 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.47300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 29600000.00000000 PA USD 27348117.84000000 0.237493825785 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 11582027.13000000 0.100579496897 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 4540000.00000000 PA USD 4315369.38000000 0.037475104858 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 6675000.00000000 PA USD 6545431.58000000 0.056841190916 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3G39 41993869.45000000 PA USD 41913056.45000000 0.363977228155 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 6.22000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2170000.00000000 PA USD 2024667.72000000 0.017582419586 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 13940000.00000000 PA USD 12377255.88000000 0.107485343922 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 1712923.89000000 PA USD 1661840.73000000 0.014431593249 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 4895000.00000000 PA USD 4257656.32000000 0.036973918798 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 7248000.00000000 PA USD 6596733.86000000 0.057286705113 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N Progress Residential Trust N/A 74331GAC3 1285000.00000000 PA USD 1226073.76000000 0.010647348737 Long ABS-O CORP US N 2 2028-10-17 Fixed 4.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 610000.00000000 PA USD 650038.57000000 0.005645000793 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 2888409.03000000 0.025083236622 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59800000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 11318000.00000000 PA USD 9911316.34000000 0.086070875148 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 4980000.00000000 PA USD 4259124.18000000 0.036986665843 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 7095000.00000000 PA USD 6027931.16000000 0.052347164844 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAU6 1226205.47000000 PA USD 1191224.65000000 0.010344715535 Long ABS-MBS CORP US N 2 2034-08-05 Fixed 3.91400000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 16970000.00000000 PA USD 18073919.37000000 0.156955746762 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 2433196.40000000 PA USD 2442320.89000000 0.021209362024 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.82000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 6298186.53000000 PA USD 6184742.33000000 0.053708928930 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 13696000.00000000 PA USD 12776115.01000000 0.110949077013 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 13410905.69000000 PA USD 13648127.98000000 0.118521725982 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 2424581.89000000 PA USD 2268423.78000000 0.019699221905 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 2621257.56000000 0.022763266193 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 38005000.00000000 PA USD 19299478.67000000 0.167598627876 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 3544741.22000000 0.030782891849 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.62600000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AD6 25937000.00000000 PA USD 25327698.11000000 0.219948296174 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 8398000.00000000 PA USD 8973145.43000000 0.077923703926 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 4230000.00000000 PA USD 4141780.77000000 0.035967643783 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 10585000.00000000 PA USD 11325333.32000000 0.098350341847 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 3835000.00000000 PA USD 5771675.00000000 0.050121810391 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AG6 3220000.00000000 PA USD 2956259.81000000 0.025672459669 Long DBT CORP NL N 2 2029-03-31 Fixed 4.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 4049000.00000000 PA USD 3912766.58000000 0.033978861358 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 25479000.00000000 PA USD 24887465.27000000 0.216125269594 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 9583998.86000000 0.083228416993 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Helios Issuer, LLC N/A 86745CAA0 33146156.39000000 PA USD 32464074.78000000 0.281921314117 Long ABS-O CORP US N 2 2051-02-20 Fixed 5.30000000 N N N N N N HPEFS Equipment Trust N/A 40441RAF0 3135000.00000000 PA USD 3010694.43000000 0.026145175424 Long ABS-O CORP US N 2 2029-11-20 Fixed 2.40000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 1795000.00000000 PA USD 1794141.99000000 0.015580510794 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 1871494.91000000 0.016252251387 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 8400000.00000000 PA USD 8514928.80000000 0.073944504292 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.47000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 4125000.00000000 PA USD 3873596.72000000 0.033638706325 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Horizon Aircraft Finance I Limited N/A 440405AE8 2742220.94000000 PA USD 2399393.96000000 0.020836580215 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.45800000 N N N N N N Jack in the Box Funding, LLC N/A 466365AD5 100800.00000000 PA USD 93460.14000000 0.000811617323 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.44500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 3260000.00000000 PA USD 2676056.09000000 0.023239142179 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N MED Trust N/A 58403YAK2 9434720.57000000 PA USD 9408185.42000000 0.081701635270 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.88900000 N N N N N N DISH DBS CORP N/A 25470XBD6 3270000.00000000 PA USD 1363879.07000000 0.011844064009 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 3460000.00000000 PA USD 3485645.52000000 0.030269698804 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBL4 4210000.00000000 PA USD 4357979.82000000 0.037845138235 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N Progress Residential Trust N/A 74333AAG5 1770000.00000000 PA USD 1655428.25000000 0.014375906623 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.89600000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 535000.31000000 PA USD 158991.93000000 0.001380702026 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.85500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 16452000.00000000 PA USD 15746890.97000000 0.136747596400 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAA8 2010462.06000000 PA USD 1739300.99000000 0.015104265994 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 22310345.83000000 0.193745303306 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 94705.00000000 0.000822427813 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N College Ave Student Loans N/A 19425MAD0 3510000.00000000 PA USD 3584585.39000000 0.031128902658 Long ABS-O CORP US N 2 2054-06-25 Fixed 7.58000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 1817938.84000000 PA USD 1758279.18000000 0.015269074519 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N CarMax Auto Owner Trust N/A 14318DAG4 11965000.00000000 PA USD 12109758.55000000 0.105162370010 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.27000000 N N N N N N Madison Park Funding Ltd 254900Q2IOW6JYPYIV98 55818RBJ4 13180000.00000000 PA USD 13179538.70000000 0.114452449205 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 7.11700000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAC9 3453984.41000000 PA USD 3424720.87000000 0.029740622971 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 13165078.61000000 0.114326876319 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 4358674.40000000 PA USD 4053610.78000000 0.035201966658 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 1059983.00000000 PA USD 1053921.49000000 0.009152360985 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.27000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 8432000.00000000 PA USD 7182668.50000000 0.062375020884 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AS8 3365000.00000000 PA USD 3546555.21000000 0.030798644722 Long DBT US N 2 2033-12-01 Fixed 6.75000000 N N N N N N Post CLO LTD N/A 73743CAA0 19620000.00000000 PA USD 19769445.54000000 0.171679867785 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.26800000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 34120000.00000000 PA USD 33838706.87000000 0.293858758441 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 6692591.09000000 PA USD 6370704.23000000 0.055323840908 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 10970000.00000000 PA USD 10499992.54000000 0.091182998904 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 8390627.87000000 0.072865062423 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.55700000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 11905000.00000000 PA USD 11782801.13000000 0.102323038653 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 20942000.00000000 PA USD 19104130.08000000 0.165902200931 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 100000.00000000 PA USD 97785.52000000 0.000849179361 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 875000.00000000 PA USD 876426.13000000 0.007610973298 Long DBT US N 2 2034-02-15 Fixed 5.45000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 14735000.00000000 PA USD 12301123.39000000 0.106824201666 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 8255000.00000000 PA USD 8038553.90000000 0.069807616402 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 3003950.00000000 0.026086606110 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 5728274.63000000 0.049744917181 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N EverBright Solar Trust N/A 29977FAA2 7974000.00000000 PA USD 7961568.53000000 0.069139067650 Long ABS-O CORP US N 2 2054-06-22 Fixed 6.43000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 8430000.00000000 PA USD 8464478.70000000 0.073506390512 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 4113000.00000000 PA USD 3988228.40000000 0.034634179447 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 26845000.00000000 PA USD 23426710.18000000 0.203439924413 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 18380000.00000000 PA USD 13379255.62000000 0.116186811170 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 6835000.00000000 PA USD 6616792.63000000 0.057460897503 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 2035000.00000000 PA USD 2095199.37000000 0.018194923580 Long ABS-O CORP US N 2 2033-12-15 Fixed 7.62000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 1795000.00000000 PA USD 1798003.04000000 0.015614040543 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 410000.00000000 PA USD 294357.45000000 0.002556229915 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAL0 10660000.00000000 PA USD 10505596.30000000 0.091231662523 Long DBT CORP XX N 2 2030-01-15 Fixed 5.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 6390000.00000000 PA USD 5520429.44000000 0.047939968496 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 2397440.05000000 0.020819612263 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.79000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 11365000.00000000 PA USD 11768805.27000000 0.102201497187 Long ABS-O CORP US N 2 2030-09-12 Fixed 7.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 2025000.00000000 PA USD 1715174.78000000 0.014894751542 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 6885000.00000000 PA USD 6756579.12000000 0.058674817543 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 13555000.00000000 PA USD 11674590.76000000 0.101383328837 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 5027328.00000000 0.043657825638 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 GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 360000.00000000 PA USD 367180.24000000 0.003188630400 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT58 4797075.19000000 PA USD 4884716.31000000 0.042419371275 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.42000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 2275000.00000000 PA USD 1610624.70000000 0.013986828056 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1400000.00000000 PA USD 1213788.38000000 0.010540661253 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N Willis Engine Securitization Trust N/A 97064EAA6 3085616.05000000 PA USD 2949108.40000000 0.025610356100 Long ABS-O CORP US N 2 2043-09-15 Variable 4.75000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AE9 5195000.00000000 PA USD 4256391.92000000 0.036962938621 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 89221000.00000000 PA USD 95434769.78000000 0.828765208655 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 1110000.00000000 PA USD 1216234.50000000 0.010561903606 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Progress Residential Trust N/A 74334FAE8 1260000.00000000 PA USD 1203924.96000000 0.010455006314 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.65000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 31921000.00000000 PA USD 34034997.59000000 0.295563366939 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 15915000.00000000 PA USD 16317897.77000000 0.141706277296 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N CAL Funding IV Ltd N/A 12807CAA1 6146875.00000000 PA USD 5563652.12000000 0.048315318628 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 6015000.00000000 PA USD 5537156.73000000 0.048085229977 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N SOLVENTUM CORP N/A 83444MAJ0 16565000.00000000 PA USD 16524217.96000000 0.143497982727 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N OCP CLO Ltd 254900K70GBA8CMARX66 670898AE5 14755000.00000000 PA USD 14755191.82000000 0.128135580518 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 7.12800000 N N N N N N Mill City Mortgage Trust N/A 59981BAC8 3886998.14000000 PA USD 3697809.78000000 0.032112154730 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 13000.00000000 0.000112893316 Long DBT CORP KY N 2 2030-07-13 None 0.00000000 Y N N N N N DT Auto Owner Trust N/A 23345WAD7 7695000.00000000 PA USD 7861704.48000000 0.068271838123 Long ABS-O CORP US N 2 2029-05-15 Fixed 7.12000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAG5 5405000.00000000 PA USD 5404962.17000000 0.046937239026 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.12900000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2283756.92000000 PA USD 2059847.57000000 0.017887924967 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 7893646.99000000 0.068549230116 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 11565000.00000000 PA USD 11390481.84000000 0.098916098195 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAL7 565000.00000000 PA USD 568651.60000000 0.004938228100 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.29000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAA8 2452199.65000000 PA USD 2395989.84000000 0.020807018492 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 000000000 3490857.06000000 PA USD 3491590.14000000 0.030321322486 Long LON CORP PA N 2 2028-10-18 Floating 8.69500000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 92916XAL1 3335000.00000000 PA USD 3333804.07000000 0.028951092270 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.25900000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 41913000.00000000 PA USD 40783092.58000000 0.354164507438 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBD1 16115000.00000000 PA USD 17410402.34000000 0.151193697656 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N LAD Auto Receivables Trust N/A 50168BAE8 5370000.00000000 PA USD 5487436.53000000 0.047653454723 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.43000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAB8 9490000.00000000 PA USD 9537886.54000000 0.082827972935 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.49000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 5780000.00000000 PA USD 5306371.77000000 0.046081070005 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 2541399.77000000 PA USD 2287536.81000000 0.019865201393 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 5444649.89000000 PA USD 4223459.57000000 0.036676950757 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 58160000.00000000 PA USD 60321814.18000000 0.523840745156 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAG8 2230000.00000000 PA USD 2235418.90000000 0.019412604183 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.77000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862GAB0 8750000.00000000 PA USD 9052995.00000000 0.078617125680 Long ABS-O CORP US N 2 2036-12-17 Fixed 7.45000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAA0 9300000.00000000 PA USD 9332726.70000000 0.081046344101 Long ABS-O CORP US N 2 2035-04-17 Fixed 5.81000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 14147000.00000000 PA USD 11693428.21000000 0.101546915162 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1835000.00000000 PA USD 48168.75000000 0.000418302304 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N CANYON CAPITAL CLO LTD N/A 13877PAC1 3920000.00000000 PA USD 3911362.67000000 0.033966669661 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.27600000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 49304000.00000000 PA USD 46254078.72000000 0.401675105309 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Toorak Mortgage Corp. N/A 89054YAA1 5790000.00000000 PA USD 5785773.30000000 0.050244241456 Long ABS-MBS CORP US N 2 2039-02-25 Variable 6.59700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 11410000.00000000 PA USD 11753098.70000000 0.102065099742 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 13210798.24000000 0.114723910217 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 469814AB3 22510000.00000000 PA USD 23265907.18000000 0.202043494871 Long DBT CORP US N 2 2028-08-18 Fixed 6.35000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 4204000.00000000 PA USD 3006070.62000000 0.026105021789 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 592037.03000000 PA USD 550244.19000000 0.004778376287 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 8198789.05000000 0.071199114677 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 750000.00000000 PA USD 759929.25000000 0.006599302590 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 28065000.00000000 PA USD 28009553.94000000 0.243237803883 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N BB-UBS Trust N/A 05490AAA1 681100.29000000 PA USD 632129.18000000 0.005489473836 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 21590000.00000000 PA USD 21718562.84000000 0.188606199871 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 4495000.00000000 PA USD 4604561.13000000 0.039986475311 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N NMLT Trust N/A 62917MAA1 13316842.83000000 PA USD 12001205.34000000 0.104219682937 Long ABS-MBS CORP US N 2 2062-10-25 Variable 3.20000000 N N N N N N DISH DBS CORP N/A 25470XBE4 9616000.00000000 PA USD 7571721.10000000 0.065753593075 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 51043000.00000000 PA USD 41599652.48000000 0.361255596330 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AE3 2970000.00000000 PA USD 3048387.21000000 0.026472503344 Long ABS-O CORP US N 2 2033-07-15 Fixed 7.71000000 N N N N N N Flagship Credit Auto Trust N/A 33846BAL8 1800000.00000000 PA USD 1817624.52000000 0.015784435463 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.58000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBC8 6084000.00000000 PA USD 6165210.94000000 0.053539316361 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7047.00000000 NC USD 3974655.98000000 0.034516315177 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM4 Comdty 2024-06-28 -758113765.36000000 USD 3974655.98000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 5200000.00000000 PA USD 4273339.56000000 0.037110113643 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N SMB Private Education Loan Trust N/A 831943AA3 27530000.00000000 PA USD 27563861.90000000 0.239367369058 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24000000 N N N N N N COLT Funding LLC N/A 12658YAA3 19425469.62000000 PA USD 16799435.57000000 0.145888000333 Long ABS-MBS CORP US N 2 2066-12-25 Variable 1.90700000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AU3 10115000.00000000 PA USD 10115088.71000000 0.087840455052 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAJ3 4075000.00000000 PA USD 4075211.90000000 0.035389552973 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.07600000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 17108000.00000000 PA USD 17336562.88000000 0.150552468306 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 910000.00000000 PA USD 460034.58000000 0.003994986895 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 2416545.27000000 0.020985523929 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381WAA6 5280702.49000000 PA USD 4541929.04000000 0.039442571897 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.89900000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 11790000.00000000 PA USD 12140937.25000000 0.105433128999 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 16655000.00000000 PA USD 17411193.63000000 0.151200569299 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 10260000.00000000 PA USD 9144375.82000000 0.079410685979 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 1746347.01000000 0.015165454346 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 1910000.00000000 PA USD 2004113.34000000 0.017403923268 Long ABS-O CORP US N 2 2028-10-16 Fixed 8.71000000 N N N N N N TIF Funding III LLC N/A 88655AAA8 16490000.00000000 PA USD 16588099.01000000 0.144052732236 Long ABS-O CORP US N 2 2034-05-22 Fixed 5.48000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 6325000.00000000 PA USD 6380423.32000000 0.055408242470 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 3409754.50000000 0.029610653498 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 831196.51000000 0.007218194696 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 569905.00000000 0.004949112753 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 4350000.00000000 PA USD 4253865.00000000 0.036940994591 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 5158122.78000000 PA USD 4611208.05000000 0.040044197838 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 340000.00000000 PA USD 330800.34000000 0.002872703663 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 6943761.72000000 0.060300330204 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 14713753.12000000 0.127775722650 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 33981347.26000000 0.295097462038 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 1401058.27000000 0.012166931948 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 5138465.64000000 0.044622956162 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 3979237.95000000 0.034556105468 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 2782260.25000000 0.024161429863 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 930443.03000000 PA USD 926357.27000000 0.008044580376 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.41000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBB9 480000.00000000 PA USD 475200.00000000 0.004126684939 Long ABS-O CORP US N 3 2032-09-15 Variable 7.99000000 N N N N N N MAPS LTD N/A 55283LAA3 1177656.84000000 PA USD 1068747.14000000 0.009281108431 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.45800000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 6440000.00000000 PA USD 6909926.80000000 0.060006504331 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 5270000.00000000 PA USD 5328861.53000000 0.046276373359 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N Progress Residential Trust N/A 74333VAE4 8750000.00000000 PA USD 8065764.00000000 0.070043911666 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.08800000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 92100000.00000000 PA USD 93612797.76000000 0.812943019061 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 5800000.00000000 PA USD 4793664.10000000 0.041628664659 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 15530000.00000000 PA USD 15877452.69000000 0.137881407603 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 3900000.00000000 PA USD 3568500.00000000 0.030989215501 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N KFC HLD/PIZZA HUT/TACO N/A 48250NAC9 1430000.00000000 PA USD 1390457.21000000 0.012074871269 Long DBT CORP US N 2 2027-06-01 Fixed 4.75000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 17545000.00000000 PA USD 17199562.81000000 0.149362745819 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBA1 190000.00000000 PA USD 188100.00000000 0.001633479455 Long ABS-O CORP US N 3 2032-09-15 Variable 8.06600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 16243000.00000000 PA USD 14295397.05000000 0.124142676157 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 3850000.00000000 PA USD 3906676.24000000 0.033925972228 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 3685000.00000000 PA USD 3418717.51000000 0.029688489185 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 27620000.00000000 PA USD 27654331.66000000 0.240153017618 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N MVW Owner Trust N/A 62847RAC1 3915000.00000000 PA USD 3964442.54000000 0.034427620629 Long ABS-O CORP US N 2 2043-02-20 Fixed 6.20000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BC7 11425000.00000000 PA USD 11192939.40000000 0.097200619634 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 1649679.55000000 0.014325984330 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.57700000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 9406000.00000000 PA USD 4393162.60000000 0.038150669061 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 5878200.00000000 PA USD 5643153.71000000 0.049005718489 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.47600000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 14690000.00000000 PA USD 14403761.68000000 0.125083725582 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N VIBRANT CLO LTD 5493000EYXFKXA2VRV24 92557EAL7 1830000.00000000 PA USD 1802247.14000000 0.015650896737 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.32900000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAF0 475000.00000000 PA USD 474910.70000000 0.004124172628 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.59000000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 9063000.00000000 PA USD 9606836.73000000 0.083426743370 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797JU2 28575000.00000000 PA USD 28074446.87000000 0.243801340661 Long STIV UST US N 2 2024-08-01 None 0.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177JAB4 4495000.00000000 PA USD 4001665.21000000 0.034750866066 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 6730794.45000000 PA USD 6604699.75000000 0.057355881708 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 14585000.00000000 PA USD 13837627.85000000 0.120167362050 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 54516000.00000000 PA USD 37583472.14000000 0.326378679404 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 6235374.10000000 0.054148620350 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 7.22600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 17700000.00000000 PA USD 15647989.62000000 0.135888727057 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 218545000.00000000 PA USD 185771786.37000000 1.613261012187 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 4778412.59000000 PA USD 4840207.02000000 0.042032848092 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.32000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 289000.00000000 PA USD 286110.00000000 0.002484608223 Long ABS-O CORP US N 3 2033-03-15 Variable 7.96000000 N N N N N N NEWMONT / NEWCREST FIN N/A 65163LAA7 4280000.00000000 PA USD 3866450.39000000 0.033576646872 Long DBT CORP US N 2 2030-05-13 Fixed 3.25000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAF4 19730000.00000000 PA USD 19730000.00000000 0.171337318720 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.65000000 N N N N N N Westlake Flooring Master Trust N/A 96043GAA9 4990000.00000000 PA USD 5002794.36000000 0.043444773023 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.43000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECW9 21030000.00000000 PA USD 22476539.30000000 0.195188544235 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N Foundation Finance Trust N/A 35042RAB2 2375000.00000000 PA USD 2453244.38000000 0.021304222718 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.97000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 23155000.00000000 PA USD 21647408.05000000 0.187988284466 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 20425000.00000000 PA USD 21065207.33000000 0.182932394435 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 35520000.00000000 PA USD 22111200.00000000 0.192015900744 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 16412352.74000000 0.142526533824 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 5257839.15000000 0.045659607816 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 4295000.00000000 PA USD 4346616.75000000 0.037746460184 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAD9 8040000.00000000 PA USD 7648514.71000000 0.066420476563 Long ABS-O CORP US N 2 2035-05-14 Fixed 5.20000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAE6 1595000.00000000 PA USD 1609366.48000000 0.013975901546 Long ABS-O CORP US N 2 2029-07-10 Fixed 6.69000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 11779000.00000000 PA USD 10758529.87000000 0.093428163268 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 41995000.00000000 PA USD 40246156.02000000 0.349501695958 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 6475000.00000000 PA USD 6620752.25000000 0.057495283245 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Regatta XV Funding Ltd. N/A 75888RAE9 1015000.00000000 PA USD 1015115.71000000 0.008815367660 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 7.43600000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 8560000.00000000 PA USD 7198423.97000000 0.062511842981 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 3512752.10000000 PA USD 3176000.71000000 0.027580711905 Long ABS-O CORP US N 2 2050-11-25 Fixed 1.40000000 N N N N N N ANCHORAGE CAPITAL CLO LTD 5493009A4SIPWYPZDB35 03328WAS7 7655000.00000000 PA USD 7655007.66000000 0.066476861999 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.71600000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 25627000.00000000 PA USD 24875598.16000000 0.216022214409 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 15365000.00000000 PA USD 13662551.85000000 0.118646984331 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Willis Engine Securitization Trust N/A 97064GAB9 2425592.36000000 PA USD 1943045.02000000 0.016873599791 Long ABS-O CORP US N 2 2046-05-15 Fixed 5.43800000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 6035000.00000000 PA USD 6102730.81000000 0.052996732582 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 26330000.00000000 PA USD 26380080.98000000 0.229087295627 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N AMER AIRLINE 17-2 A PTT N/A 02377CAA2 4456258.18000000 PA USD 4034705.51000000 0.035037791379 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N AUTONATION INC N/A 05329RAA1 4890000.00000000 PA USD 4346533.08000000 0.037745733586 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 9179.00000000 NS USD 10957339.46000000 0.095154645888 Long EP CORP US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 7510000.00000000 PA USD 7481371.88000000 0.064968991295 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Neuberger Berman CLO Ltd 549300BQ0WQMX5H5TS32 64134MAA4 4395000.00000000 PA USD 4397869.94000000 0.038191548079 Long ABS-CBDO CORP KY N 2 2035-10-14 Floating 6.70600000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 9641000.00000000 PA USD 9113857.98000000 0.079145665964 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 165382.65000000 0.001436199686 Long DBT CORP VG N 2 2029-08-05 None 0.00000000 Y N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 10460000.00000000 PA USD 9246495.65000000 0.080297504927 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CC3 5005000.00000000 PA USD 4213647.04000000 0.036591737752 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 8810000.00000000 PA USD 10689578.52000000 0.092829382760 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 3182647.32000000 PA USD 3184302.30000000 0.027652803754 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.61900000 N N N N N N SMB Private Education Loan Trust N/A 831943AD7 4464000.00000000 PA USD 4471057.58000000 0.038827116958 Long ABS-O CORP US N 2 2056-03-15 Fixed 6.22000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 11520000.00000000 PA USD 10993854.87000000 0.095471749408 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 23220000.00000000 PA USD 19098974.77000000 0.165857431697 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N EWC Master Issuer LLC N/A 26929HAB1 11957025.00000000 PA USD 11379055.89000000 0.098816874088 Long ABS-O CORP US N 2 2052-03-15 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 16455000.00000000 PA USD 15029878.85000000 0.130520990514 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 1609942.04000000 0.013980899768 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVN6 426.77000000 PA USD 434.87000000 0.000003776455 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 3075000.00000000 PA USD 3207178.88000000 0.027851466292 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 13685000.00000000 PA USD 14114676.57000000 0.122573281201 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAH2 6095000.00000000 PA USD 6135304.71000000 0.053279607630 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 26609000.00000000 PA USD 24076372.41000000 0.209081657031 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 7265000.00000000 PA USD 5740661.19000000 0.049852483323 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAA8 3738926.63000000 PA USD 3390061.59000000 0.029439638273 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 6810000.00000000 PA USD 6932447.61000000 0.060202077327 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 582181.08000000 PA USD 537343.59000000 0.004666346170 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 6510000.00000000 PA USD 6014393.70000000 0.052229604170 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N CoreVest American Finance Ltd N/A 21872VAE2 1259000.00000000 PA USD 1180098.72000000 0.010248096832 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 813321.46000000 0.007062965951 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 5070000.00000000 PA USD 4448193.40000000 0.038628562103 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 37789656.67000000 0.328169206750 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 1362283.76000000 0.011830210176 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N SMB Private Education Loan Trust N/A 78449UAB4 553688.89000000 PA USD 519430.17000000 0.004510784216 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Affirm Inc N/A 00834KAA5 4229060.66000000 PA USD 4250654.24000000 0.036913112026 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.11000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAG5 2929000.00000000 PA USD 2621637.77000000 0.022766567976 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16300000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AB6 4655000.00000000 PA USD 4510533.89000000 0.039169933234 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 1860000.00000000 PA USD 1919510.14000000 0.016669220509 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1325000.00000000 PA USD 511768.13000000 0.004444246284 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 319118.00000000 0.002771253039 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 Y N N N N N Sequoia Mortgage Trust N/A 81746JAA5 340363.79000000 PA USD 312069.62000000 0.002710044193 Long ABS-MBS CORP US N 2 2047-12-25 Variable 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 34695000.00000000 PA USD 35443832.94000000 0.307797835838 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340EBC9 6680000.00000000 PA USD 6679879.76000000 0.058008752531 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.82900000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 4290000.00000000 PA USD 4508781.98000000 0.039154719470 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 11170000.00000000 PA USD 10998093.70000000 0.095508559837 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 7555000.00000000 PA USD 6549426.25000000 0.056875881035 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N BPR Trust N/A 05602HAA1 4400000.00000000 PA USD 4419250.00000000 0.038377214685 Long ABS-MBS CORP US N 2 2039-05-15 Floating 8.32500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 7360000.00000000 PA USD 6290135.90000000 0.054624177369 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAL3 15275000.00000000 PA USD 15384075.26000000 0.133596868020 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N Progress Residential Trust N/A 74334FAG3 1935000.00000000 PA USD 1832671.20000000 0.015915102356 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.65000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 4130000.00000000 PA USD 4164741.48000000 0.036167036915 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 67590EBG8 7892486.30000000 PA USD 7887750.81000000 0.068498027091 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.54100000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 325000.00000000 PA USD 324730.09000000 0.002819988997 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AA0 2965000.00000000 PA USD 3019874.89000000 0.026224899468 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 10740000.00000000 PA USD 10729088.37000000 0.093172490300 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 5032172.50000000 PA USD 4850676.63000000 0.042123767245 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 32180000.00000000 PA USD 32037700.04000000 0.278218632681 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 5140000.00000000 PA USD 4724244.93000000 0.041025821555 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 2039600.00000000 PA USD 1881571.79000000 0.016339760034 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 15736452.34000000 0.136656946279 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHA5 7985000.00000000 PA USD 8284660.28000000 0.071944829137 Long ABS-O CORP US N 2 2029-06-20 Fixed 7.24000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 1920000.00000000 PA USD 1589486.50000000 0.013803261786 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 1785000.00000000 PA USD 1802010.69000000 0.015648843382 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 17882249.26000000 0.155291264110 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 199245000.00000000 PA USD 198521180.77000000 1.723978044716 Long DBT UST US N 2 2025-06-30 Fixed 4.62500000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAG5 4500000.00000000 PA USD 4615747.20000000 0.040083616276 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.12000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAN6 4895000.00000000 PA USD 4334276.28000000 0.037639294293 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 5305000.00000000 PA USD 5216837.43000000 0.045303544726 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 16405000.00000000 PA USD 14517304.54000000 0.126069743280 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 340000.00000000 PA USD 293094.04000000 0.002545258334 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.77200000 N N N N N N PRP Advisors, LLC N/A 69360HAA9 4657943.14000000 PA USD 4567272.08000000 0.039662653423 Long ABS-O CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N Prestige Auto Receivables Trust N/A 74113GAL7 4970000.00000000 PA USD 4985854.30000000 0.043297663826 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.33000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 4780000.00000000 PA USD 4253472.87000000 0.036937589295 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N SLM Student Loan Trust N/A 78443CAK0 243000.00000000 PA USD 240570.00000000 0.002089134250 Long ABS-O CORP US N 3 2032-06-15 Variable 8.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 15320000.00000000 PA USD 14168404.79000000 0.123039862506 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 10565000.00000000 PA USD 10515682.58000000 0.091319252801 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 5015000.00000000 PA USD 5135400.12000000 0.044596334876 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 37065000.00000000 PA USD 37241800.05000000 0.323411564362 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Carlyle Global Market Strategies N/A 14317KAC8 7170000.00000000 PA USD 7171039.65000000 0.062274034772 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.22900000 N N N N N N Oak Hill Credit Partners N/A 67115LAA2 10050000.00000000 PA USD 10060632.90000000 0.087367555281 Long ABS-CBDO CORP KY N 2 2034-10-18 Floating 6.71000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 13080000.00000000 PA USD 14040189.72000000 0.121926429850 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 10265000.00000000 PA USD 10346709.40000000 0.089851872588 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 47680000.00000000 PA USD 42589615.97000000 0.369852539564 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 1534000.00000000 PA USD 1299774.61000000 0.011287374385 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N AUTONATION INC N/A 05329WAQ5 1960000.00000000 PA USD 1881936.04000000 0.016342923218 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 3965186.91000000 PA USD 3957653.05000000 0.034368660010 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Magnetite CLO Ltd 549300B3V0K3DX0M2K31 55953MAN2 5806553.70000000 PA USD 5796787.08000000 0.050339886238 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 6.59600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 28715000.00000000 PA USD 27761819.36000000 0.241086451694 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 3360566.29000000 0.029183498099 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 4181999.69000000 0.036316908959 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 2537433.46000000 PA USD 2224913.26000000 0.019321372141 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 21330000.00000000 PA USD 20508097.51000000 0.178094396320 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 11968497.50000000 0.103935644741 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 5873446.46000000 PA USD 5725430.32000000 0.049720216905 Long ABS-O CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 294851.52000000 PA USD 292837.68000000 0.002543032078 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 29285000.00000000 PA USD 25513069.74000000 0.221558082187 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 11320000.00000000 PA USD 10940130.23000000 0.095005199191 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 2935000.00000000 PA USD 1601640.65000000 0.013908809656 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 13145000.00000000 PA USD 12602965.93000000 0.109445432861 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 15983130.52000000 PA USD 15490140.45000000 0.134517948874 Long ABS-O CORP US N 2 2051-09-25 Variable 1.91700000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 12340000.00000000 PA USD 12359250.40000000 0.107328982510 Long LON CORP US N 2 2031-01-17 Floating 8.07700000 N N N N N N Octane Receivables Trust N/A 67571FAB0 17135000.00000000 PA USD 17129739.56000000 0.148756393643 Long ABS-O CORP US N 2 2030-05-20 Fixed 5.68000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656PAC0 2654631.50000000 PA USD 2637580.80000000 0.022905018863 Long ABS-MBS CORP US N 2 2060-03-25 Variable 4.08100000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 15445000.00000000 PA USD 15438683.00000000 0.134071087166 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 9873000.00000000 PA USD 8573779.05000000 0.074455565824 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 7340000.00000000 PA USD 7344904.44000000 0.063783894222 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N Maps LTD N/A 55292RAA9 4722032.58000000 PA USD 4212529.99000000 0.036582037177 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 36610000.00000000 PA USD 36520734.94000000 0.317149761900 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 8890000.00000000 PA USD 8049107.35000000 0.069899263630 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 14460000.00000000 PA USD 14885590.48000000 0.129267975692 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 5278000.00000000 PA USD 4857704.42000000 0.042184797286 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 7373.00000000 NS USD 8990267.55000000 0.078072394150 Long EP CORP US N 1 N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 6815000.00000000 PA USD 5951633.68000000 0.051684589799 Long DBT US N 2 2030-07-15 Fixed 2.65000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 3555000.00000000 PA USD 3657956.21000000 0.031766062291 Long DBT CORP KR N 2 2028-01-17 Fixed 6.37500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 3105000.00000000 PA USD 3100643.59000000 0.026926303041 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 10116029.17000000 0.087848622102 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 18196471.20000000 0.158019999268 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 7566698.77000000 PA USD 6724706.80000000 0.058398035088 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 2555000.00000000 PA USD 2420983.71000000 0.021024067792 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 4185523.70000000 PA USD 3911820.59000000 0.033970646285 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 12409961.85000000 0.107769365879 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N Golub Capital Partners CLO, LTD 2549005QZPXI5WPU4V74 38178AAA1 3990000.00000000 PA USD 3992529.66000000 0.034671532025 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.89900000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 10685000.00000000 PA USD 9774132.60000000 0.084879557653 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 59227.20000000 0.000514335004 Long DBT CORP KY N 2 2024-11-07 None 0.00000000 Y N N N N N American Homes 4 Rent N/A 02666AAE8 15451000.00000000 PA USD 15342838.36000000 0.133238762603 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.63900000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 2085000.00000000 PA USD 1719975.71000000 0.014936443305 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 8230800.55000000 0.071477105785 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 14615000.00000000 PA USD 12530854.23000000 0.108819207553 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AB8 20385000.00000000 PA USD 21278888.77000000 0.184788025706 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAE5 4835000.00000000 PA USD 4896554.39000000 0.042522174361 Long ABS-O CORP US N 2 2033-09-15 Fixed 7.15000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 1310000.00000000 PA USD 920149.90000000 0.007990674946 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 9102000.00000000 PA USD 7667152.98000000 0.066582333188 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 5898603.58000000 PA USD 5724176.56000000 0.049709329126 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AD7 5260000.00000000 PA USD 5281986.80000000 0.045869308455 Long ABS-O CORP US N 2 2036-05-20 Fixed 8.20000000 N N N N N N Galaxy CLO Ltd N/A 36321LAC3 4465000.00000000 PA USD 4467040.51000000 0.038792232316 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 7.28700000 N N N N N N Canyon Capital CLO Ltd N/A 13877BAC2 2525000.00000000 PA USD 2525227.25000000 0.021929329253 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.27600000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 6975000.00000000 PA USD 7251044.69000000 0.062968806644 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 170890000.00000000 PA USD 112406903.16000000 0.976152934265 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Flagship Credit Auto Trust N/A 337955AL2 2520000.00000000 PA USD 2524475.52000000 0.021922801154 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.46000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 3456000.00000000 PA USD 2616054.45000000 0.022718081859 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21200000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3520000.00000000 PA USD 3519799.36000000 0.030566294210 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.57600000 N N N N N N LAD Auto Receivables Trust N/A 501689AE3 790000.00000000 PA USD 783527.53000000 0.006804232444 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.33000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 30940000.00000000 PA USD 31986106.15000000 0.277770586114 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 16065000.00000000 PA USD 12651187.50000000 0.109864193860 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N VICI PROPERTIES / NOTE N/A 92564RAH8 7785000.00000000 PA USD 7551125.37000000 0.065574737669 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAJ1 8898552.35000000 PA USD 8898116.32000000 0.077272143534 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.55600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 8910000.00000000 PA USD 8409029.90000000 0.073024867516 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 14785487.91000000 0.128398674833 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.22900000 N N N N N N BRITISH AIR 19-1 A PTT 635400GSHSFIWYIDXC76 11043XAB9 4029153.34000000 PA USD 3737724.68000000 0.032458779766 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 236644.53000000 0.002055045071 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 11480000.00000000 PA USD 11354516.14000000 0.098603768413 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAC4 9295000.00000000 PA USD 9489460.70000000 0.082407438035 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 6.80400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 7565000.00000000 PA USD 6831778.26000000 0.059327854493 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 4321154.24000000 PA USD 4172823.27000000 0.036237219998 Long ABS-MBS CORP US N 2 2060-09-27 Variable 4.03700000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 17125000.00000000 PA USD 11347829.19000000 0.098545698261 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N MED Trust N/A 58403YAN6 7957808.63000000 PA USD 7932825.09000000 0.068889456705 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.23900000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 13455000.00000000 PA USD 12045940.19000000 0.104608164907 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BW8 4135000.00000000 PA USD 4191390.24000000 0.036398457447 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 7210000.00000000 PA USD 6612794.83000000 0.057426180203 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBY5 36125000.00000000 PA USD 36427515.45000000 0.316340234406 Long DBT US N 2 2028-03-15 Fixed 5.50000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 5070000.00000000 PA USD 4234747.41000000 0.036774975503 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 14787000.00000000 PA USD 13501397.52000000 0.117247503803 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 52928000.00000000 PA USD 52612733.31000000 0.456894305923 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 2114741.72000000 0.018364631327 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBG8 4402000.00000000 PA USD 4288361.62000000 0.037240566734 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 11262000.00000000 PA USD 10865031.17000000 0.094353031347 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 46970000.00000000 PA USD 39445055.60000000 0.342544858756 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Battalion CLO LTD 549300WH2OE0BGHQQP83 07132ACE1 5320000.00000000 PA USD 5320766.08000000 0.046206071651 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 7.11000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 5280000.00000000 PA USD 4341843.53000000 0.037705009058 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N OCP CLO Ltd 254900U8BS6KLMI9K654 67092RAN8 6205000.00000000 PA USD 6202582.53000000 0.053863855034 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 7.10800000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 7056000.00000000 PA USD 6692362.69000000 0.058117155560 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 19240000.00000000 PA USD 13077301.02000000 0.113564606835 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 3625000.00000000 PA USD 3134260.55000000 0.027218236128 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 6440000.00000000 PA USD 6648344.95000000 0.057734901047 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1970000.00000000 PA USD 1929822.84000000 0.016758777040 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 2330000.00000000 PA USD 2414608.50000000 0.020968704822 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 27080000.00000000 PA USD 27410148.53000000 0.238032506581 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 6765000.00000000 PA USD 7129873.79000000 0.061916546274 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N LAD Auto Receivables Trust N/A 50571AAF8 2715000.00000000 PA USD 2778868.75000000 0.024131977734 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.76000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 15805000.00000000 PA USD 16365846.11000000 0.142122665538 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Rad CLO Ltd N/A 750103AC7 4310000.00000000 PA USD 4310383.59000000 0.037431807752 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.22900000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 3809000.00000000 PA USD 3152517.33000000 0.027376779855 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 7435000.00000000 PA USD 6431290.61000000 0.055849979170 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327RAA8 2534382.23000000 PA USD 2413777.57000000 0.020961488942 Long ABS-MBS CORP US N 2 2066-01-25 Variable 3.50000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1265000.00000000 PA USD 44237.05000000 0.000384159023 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 116070000.00000000 PA USD 81430359.38000000 0.707149490044 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 19660000.00000000 PA USD 19787986.60000000 0.171840880228 Long ABS-O CORP US N 2 2036-05-20 Fixed 7.21000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 3527261.77000000 PA USD 3246703.37000000 0.028194700967 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.94900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4349.00000000 NC USD 4724572.90000000 0.041028669679 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNM4 Comdty 2024-06-18 556296427.10000000 USD 4724572.90000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 4690000.00000000 PA USD 3950086.46000000 0.034302950976 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 1385000.00000000 PA USD 1122155.85000000 0.009744915079 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 5578000.00000000 PA USD 5148306.69000000 0.044708416837 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 11449077.06000000 PA USD 10170386.89000000 0.088320670049 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N Affirm Inc N/A 00834BAA5 5520000.00000000 PA USD 5517140.64000000 0.047911408223 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 12240000.00000000 PA USD 12386880.00000000 0.107568920755 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 15219259.36000000 0.132165590048 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N AASET 2022-1 LLC N/A 00255EAA9 2399956.63000000 PA USD 2346065.60000000 0.020373471335 Long ABS-O CORP KY N 2 2047-05-16 Fixed 6.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 25811000.00000000 PA USD 26477896.87000000 0.229936738725 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 26675000.00000000 PA USD 26309552.50000000 0.228474819162 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89176VAC6 1943340.00000000 PA USD 1600637.24000000 0.013900095942 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 15815000.00000000 PA USD 14268609.30000000 0.123910048622 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 693972AA9 11230331.26000000 PA USD 11199324.32000000 0.097256066926 Long ABS-MBS CORP US N 2 2029-02-25 Variable 6.95900000 N N N N N N College Ave Student Loans N/A 19424KAD5 466322.45000000 PA USD 415955.75000000 0.003612201870 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 51030000.00000000 PA USD 51490188.54000000 0.447146013422 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 4885000.00000000 PA USD 5357863.12000000 0.046528226104 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBA4 9940000.00000000 PA USD 9548461.41000000 0.082919806177 Long DBT CORP AU N 2 2027-09-15 Fixed 4.50000000 N N N N N N MVW Owner Trust N/A 55389PAC3 175219.46000000 PA USD 168390.81000000 0.001462322852 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 6517679.02000000 0.056600184874 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 11157000.00000000 PA USD 11554300.77000000 0.100338718378 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 4355000.00000000 PA USD 4227618.51000000 0.036713067413 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 21570000.00000000 PA USD 23078697.26000000 0.200417744960 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 4425000.00000000 PA USD 4612906.03000000 0.040058943268 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 1645000.00000000 PA USD 1706545.78000000 0.014819816432 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -19696.00000000 NC USD -7240918.06000000 -0.06288086596 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYM4 Comdty 2024-06-18 -2250105331.94000000 USD -7240918.06000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 6970000.00000000 PA USD 5377410.76000000 0.046697979790 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CD1 25175000.00000000 PA USD 26392371.87000000 0.229194030961 Long DBT CORP US N 2 2033-11-15 Fixed 6.10000000 N N N N N N Qatar Government International Bonds 52990074F6OJOAXK4P65 000000000 19675000.00000000 PA USD 19110358.98000000 0.165956293330 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAC7 387861.82000000 PA USD 373857.53000000 0.003246616663 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.69000000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742YAC9 12875000.00000000 PA USD 12839014.38000000 0.111495301514 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.21800000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 10657000.00000000 PA USD 9779813.80000000 0.084928893769 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 21470000.00000000 PA USD 21513696.60000000 0.186827120689 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAC7 4650000.00000000 PA USD 4650511.50000000 0.040385512979 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.24600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 1370000.00000000 PA USD 1214797.50000000 0.010549424553 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 550000.00000000 PA USD 468204.01000000 0.004065931053 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 10700000.00000000 PA USD 10803885.23000000 0.093822033809 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.62000000 N N N N N N PRP Advisors, LLC N/A 69380XAA0 20629000.00000000 PA USD 19650092.06000000 0.170643390074 Long ABS-MBS CORP US N 2 2064-12-25 Variable 4.20000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1600000.00000000 PA USD 1420755.14000000 0.012337981563 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 20095000.00000000 PA USD 20196690.95000000 0.175390110207 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 4287000.00000000 PA USD 4129831.85000000 0.035863878152 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 14769856.68000000 0.128262931648 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 4995000.00000000 PA USD 4384235.93000000 0.038073148955 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 12580532.84000000 0.109250621635 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAS6 5298225.03000000 PA USD 4784942.53000000 0.041552925662 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.07000000 N N N N N N Clover CLO N/A 00142DAA8 3620000.00000000 PA USD 3620781.92000000 0.031443236991 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.74900000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 18615000.00000000 PA USD 19698113.78000000 0.171060415555 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N Tricon American Homes N/A 89613GAB2 1505000.00000000 PA USD 1388369.72000000 0.012056743295 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.04900000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AC5 4390000.00000000 PA USD 4396558.75000000 0.038180161572 Long DBT CORP NL N 2 2028-05-15 Fixed 6.12500000 N N N N N N SEB Funding LLC N/A 78433DAA2 6179512.50000000 PA USD 5828284.46000000 0.050613412676 Long ABS-O CORP US N 2 2052-01-30 Fixed 4.96900000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 710000.00000000 PA USD 627896.17000000 0.005452713948 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 24625000.00000000 PA USD 25690573.49000000 0.223099542734 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 6065000.00000000 PA USD 218036.75000000 0.001893453224 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 14805000.00000000 PA USD 13191280.32000000 0.114554414623 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 2755000.00000000 PA USD 2558231.10000000 0.022215938030 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 551479.91000000 PA USD 547550.45000000 0.004754983576 Long ABS-O CORP US N 2 2050-12-26 Variable 5.28900000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 2080000.00000000 PA USD 1997768.66000000 0.017348825424 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 17306800.00000000 PA USD 16156806.41000000 0.140307343607 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 16610000.00000000 PA USD 17089804.10000000 0.148409590063 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 5155000.00000000 PA USD 4376543.45000000 0.038006346679 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 2355000.00000000 PA USD 2191123.56000000 0.019027938963 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 16975000.00000000 PA USD 17133461.63000000 0.148788716476 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 18993000.00000000 PA USD 17403547.24000000 0.151134167274 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 1290000.00000000 PA USD 1194724.99000000 0.010375112843 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 16765000.00000000 PA USD 16083402.16000000 0.139669893663 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 1250187.50000000 0.010856754898 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 7.23600000 N N N N N N Flagship Credit Auto Trust N/A 33843EAL5 11331000.00000000 PA USD 11435434.43000000 0.099306471040 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.62000000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 529101.41000000 PA USD 476191.27000000 0.004135293228 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 3743811.16000000 0.032511635374 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 8549452.80000000 0.074244314205 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 5651171.82000000 0.049075348568 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 21060000.00000000 PA USD 21116567.16000000 0.183378408401 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 10710000.00000000 PA USD 9636643.80000000 0.083685590985 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 27825000.00000000 PA USD 25095883.93000000 0.217935198351 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N TIC Home Improvement Trust N/A 87252DAA1 9560553.30000000 PA USD 9574148.41000000 0.083142874688 Long ABS-O CORP US N 2 2046-10-15 Fixed 6.67000000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 2105000.00000000 PA USD 2039115.61000000 0.017707886526 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.47600000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KAX4 5972000.00000000 PA USD 6508902.45000000 0.056523968251 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 1149547.61000000 PA USD 1087032.91000000 0.009439903910 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HU0 9000000.00000000 PA USD 9100170.54000000 0.079026802849 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAE3 33300000.00000000 PA USD 33711916.34000000 0.292757696635 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 13315000.00000000 PA USD 13687820.00000000 0.118866415505 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550AAX4 6500000.00000000 PA USD 6503783.00000000 0.056479510428 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 7.37800000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 1804310.85000000 PA USD 1725986.62000000 0.014988642656 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650BAC0 1462170.31000000 PA USD 1485164.84000000 0.012897321923 Long ABS-O CORP US N 2 2040-04-20 Fixed 7.30000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAT5 8286000.00000000 PA USD 8406338.41000000 0.073001494344 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.69000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 7805000.00000000 PA USD 7898925.37000000 0.068595068102 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 1213983.44000000 PA USD 1147027.40000000 0.009960902139 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 2983809.66000000 0.025911705358 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 4580000.00000000 PA USD 4622099.36000000 0.040138779077 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1415000.00000000 PA USD 38473.85000000 0.000334110810 Long DBT CORP KY N 2 2025-07-08 None 0.00000000 Y N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 47080000.00000000 PA USD 46655649.13000000 0.405162383430 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Home Partners of America Trust N/A 43732TAG6 2418901.79000000 PA USD 2155148.13000000 0.018715524685 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.12100000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDS7 25580000.00000000 PA USD 25223794.92000000 0.219045990346 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 1456241.57000000 PA USD 1420042.32000000 0.012331791362 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 28350000.00000000 PA USD 25502117.76000000 0.221462974084 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 2310000.00000000 PA USD 189997.50000000 0.001649957537 Long DBT CORP KY N 2 2025-07-16 None 0.00000000 Y N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 2450793.79000000 PA USD 2397774.05000000 0.020822512753 Long ABS-O CORP US N 2 2051-03-27 Variable 5.11600000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 3122000.00000000 PA USD 2971353.51000000 0.025803534889 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 000000000 3180364.45000000 PA USD 3182368.08000000 0.027636006792 Long LON CORP PA N 2 2027-08-08 Floating 8.31900000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 15960000.00000000 PA USD 16301576.40000000 0.141564540865 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 37860000.00000000 PA USD 39252132.27000000 0.340869493014 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 19005000.00000000 PA USD 18845078.82000000 0.163652573547 Long DBT CORP XX N 2 2033-06-15 Fixed 5.40000000 N N N N N N MED Trust N/A 58403YAR7 5720545.78000000 PA USD 5699093.73000000 0.049491507290 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.43900000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAF9 4130000.00000000 PA USD 4168940.94000000 0.036203505451 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.76000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 000000000 7445000.00000000 PA USD 6697116.99000000 0.058158442383 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 3087279.56000000 PA USD 2641420.82000000 0.022938365986 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 25545000.00000000 PA USD 24168834.91000000 0.209884610748 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CL4 32845000.00000000 PA USD 33076032.39000000 0.287235615995 Long DBT CORP US N 2 2034-03-08 Fixed 4.98500000 N N N N N N Progress Residential Trust N/A 74333AAJ9 1818000.00000000 PA USD 1701540.01000000 0.014776345818 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.29600000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAF8 10070000.00000000 PA USD 10464422.16000000 0.090874102121 Long DBT CORP US N 2 2028-08-11 Fixed 7.95000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 3175000.00000000 PA USD 3194250.03000000 0.027739190849 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAH4 25795000.00000000 PA USD 25796837.89000000 0.224022353549 Long DBT CORP FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 2470000.00000000 PA USD 2414805.58000000 0.020970416285 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 2415537.84000000 0.020976775305 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BZ2 4385000.00000000 PA USD 4225888.65000000 0.036698045134 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABL3 1440000.00000000 PA USD 1439324.64000000 0.012499240982 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 7.27600000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 1435000.00000000 PA USD 1346908.25000000 0.011696687689 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 19485000.00000000 PA USD 20020015.04000000 0.173855838706 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N RELIANCE INC 549300E287ZOFT3C5Z56 759509AG7 1855000.00000000 PA USD 1557032.44000000 0.013521427441 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 1127384.66000000 0.009790322595 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 6038276.94000000 PA USD 5888432.27000000 0.051135742352 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N CarMax Auto Owner Trust N/A 142921AH8 1540000.00000000 PA USD 1560392.68000000 0.013550608106 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.55000000 N N N N N N First Investors Auto Owner Trust N/A 32057KAD2 2660000.00000000 PA USD 2543545.73000000 0.022088408789 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.79000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 8215000.00000000 PA USD 6240023.64000000 0.054188997426 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AU4 13060000.00000000 PA USD 13231462.52000000 0.114903360918 Long DBT CORP US N 2 2033-09-20 Fixed 5.50000000 N N N N N N GTCR W Merger Sub LLC 254900S8RE1OL7TTCU64 92943EAB2 19355000.00000000 PA USD 19407452.05000000 0.168536279646 Long LON CORP US N 2 2031-01-31 Floating 8.30900000 N N N N N N Extended Stay America Trust N/A 30227FAE0 6258994.84000000 PA USD 6260175.29000000 0.054363996396 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.81900000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 810000.00000000 PA USD 808826.64000000 0.007023932478 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 15393466.27000000 0.133678420502 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 5973838.44000000 0.051877418184 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 9785000.00000000 PA USD 9826586.25000000 0.085335070463 Long LON CORP US N 2 2029-01-12 Floating 7.82600000 N N N N N N CarMax Auto Owner Trust N/A 14318WAH0 4250000.00000000 PA USD 4269609.50000000 0.037077721424 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 8249000.00000000 PA USD 7468494.47000000 0.064857162562 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N GLS Auto Receivables Trust N/A 36267PAJ5 3550000.00000000 PA USD 3587948.44000000 0.031158107725 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.44000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 2782649.93000000 PA USD 2459114.01000000 0.021355195179 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 1417543.93000000 0.012310095090 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 12845000.00000000 PA USD 13722827.30000000 0.119170422445 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 13015000.00000000 PA USD 14568470.40000000 0.126514072792 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 10495000.00000000 PA USD 10435115.63000000 0.090619601245 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 1979420.97000000 PA USD 1919714.31000000 0.016670993542 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 1384695.73000000 0.012024837993 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 3366952.28000000 0.029238954683 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 40885000.00000000 PA USD 38415911.10000000 0.333607663662 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 5922985.94000000 0.051435809922 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AF9 21010000.00000000 PA USD 22086945.29000000 0.191805270385 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.84000000 N N N N N N Mill City Mortgage Trust N/A 59982HAG5 540000.00000000 PA USD 463278.42000000 0.004023156731 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.85000000 N N N N N N Affirm Inc N/A 00834JAA8 8710000.00000000 PA USD 8762647.60000000 0.076095719446 Long ABS-O CORP US N 2 2028-01-18 Fixed 6.61000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 27205000.00000000 PA USD 26529819.51000000 0.230387640191 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N Mosaic Solar Loans LLC N/A 618937AA4 3864879.99000000 PA USD 3874893.89000000 0.033649971081 Long ABS-O CORP US N 2 2049-09-20 Fixed 5.50000000 N N N N N N Horizon Aircraft Finance II LLC 549300KSCDSEIWTVMM32 44040HAA0 2031667.41000000 PA USD 1802162.13000000 0.015650158502 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 940000.00000000 PA USD 943469.54000000 0.008193185062 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 12845000.00000000 PA USD 11793603.35000000 0.102416846225 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.16000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 37630000.00000000 PA USD 33081812.42000000 0.287285810361 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AN0 12275000.00000000 PA USD 12440589.75000000 0.108035341665 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 6760000.00000000 PA USD 6656327.15000000 0.057804219280 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Hayfin Kingsland VIII Ltd 549300ROX4COSD406L14 42086PAE3 13735000.00000000 PA USD 13714968.88000000 0.119102179129 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.05900000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAE3 7375000.00000000 PA USD 7429906.88000000 0.064522064022 Long ABS-O CORP US N 2 2030-05-10 Fixed 5.80000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 50385000.00000000 PA USD 43207946.46000000 0.375222184179 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 8608367.21000000 0.074755932910 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 4080000.00000000 PA USD 4164472.61000000 0.036164702021 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N CarMax Auto Owner Trust N/A 14318XAG0 3035000.00000000 PA USD 3122117.85000000 0.027112787691 Long ABS-O CORP US N 2 2030-04-15 Fixed 7.16000000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 2395000.00000000 PA USD 2439194.94000000 0.021182215958 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AT0 4380000.00000000 PA USD 4101115.46000000 0.035614502112 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N DBUBS Mortgage Trust N/A 23305JAJ1 5095000.00000000 PA USD 4336857.38000000 0.037661708827 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 4625000.00000000 PA USD 3898970.23000000 0.033859052457 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 5825000.00000000 PA USD 2304181.85000000 0.020009748607 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 20792544.69000000 0.180564564447 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 5225000.00000000 PA USD 5408715.65000000 0.046969834626 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 11295000.00000000 PA USD 11741467.52000000 0.101964093396 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 40895000.00000000 PA USD 41543008.67000000 0.360763695746 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 15639628.45000000 0.135816117810 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N PRP Advisors, LLC N/A 69359UAA3 169990.68000000 PA USD 168339.22000000 0.001461874839 Long ABS-O CORP US N 2 2026-03-25 Variable 5.11500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 8460000.00000000 PA USD 8778250.56000000 0.076231217131 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 8755000.00000000 PA USD 7843446.38000000 0.068113282933 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 126192AF0 475344.79000000 PA USD 433266.98000000 0.003762534345 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 2567286.23000000 0.022294573696 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797GK7 80000000.00000000 PA USD 78531192.00000000 0.681972826820 Long STIV UST US N 2 2024-08-08 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 52295000.00000000 PA USD 48989038.22000000 0.425425770668 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N LAD Auto Receivables Trust N/A 50571AAG6 1460000.00000000 PA USD 1493195.00000000 0.012967056646 Long ABS-O CORP US N 2 2031-04-15 Fixed 7.37000000 N N N N N N Aimco N/A 00140LAG9 2505000.00000000 PA USD 2505751.25000000 0.021760197696 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.48700000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 3140000.00000000 PA USD 3017482.22000000 0.026204121280 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N SMB Private Education Loan Trust 549300QHI21JZK7YIR34 78449PAD1 215000.00000000 PA USD 201212.27000000 0.001747347736 Long ABS-O CORP US N 2 2042-07-15 Fixed 3.96000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 15315000.00000000 PA USD 15628767.59000000 0.135721801001 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 11823450.25000000 0.102676039729 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 68492770.79000000 0.594798160104 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 5498299.79000000 0.047747792373 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 1564226.76000000 0.013583903645 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 276262.69000000 0.002399093186 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 4741730.92000000 0.041177671663 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 9199500.63000000 0.079889395413 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.50000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 6820000.00000000 PA USD 5707658.00000000 0.049565880278 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N CIFC Funding Ltd N/A 12553SAG9 4415000.00000000 PA USD 4415463.58000000 0.038344333031 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.22600000 N N N N N N SEB Funding LLC N/A 78433DAC8 12125000.00000000 PA USD 12248747.75000000 0.106369366303 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 4100000.00000000 PA USD 4123165.00000000 0.035805982551 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N MVW Owner Trust N/A 62847RAA5 11134000.00000000 PA USD 11177133.12000000 0.097063356297 Long ABS-O CORP US N 2 2043-02-20 Fixed 5.32000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SC8 14455000.00000000 PA USD 13648922.13000000 0.118528622461 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 12059932.96000000 0.104729679539 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 13654595.40000000 0.118577889713 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 17360000.00000000 PA USD 17779310.32000000 0.154397331927 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 716000.00000000 PA USD 716804.07000000 0.006224799158 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.04000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAR8 17555000.00000000 PA USD 18162415.99000000 0.157724260375 Long DBT US N 2 2031-01-15 Fixed 5.90000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 431000.00000000 PA USD 426690.00000000 0.003705419185 Long ABS-O CORP US N 3 2033-03-15 Variable 7.96000000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAZ0 1405000.00000000 PA USD 1295809.86000000 0.011252944094 Long ABS-MBS CORP US N 2 2046-10-15 Variable 6.04900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 11800000.00000000 PA USD 10832185.12000000 0.094067792921 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 5240000.00000000 PA USD 4304183.68000000 0.037377967106 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 2685000.00000000 PA USD 2697968.55000000 0.023429432202 Long DBT CORP GB N 2 2031-03-26 Fixed 5.25000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBP8 8685000.00000000 PA USD 8874693.69000000 0.077068739042 Long DBT CORP US N 2 2033-09-15 Fixed 5.25000000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 3739636.77000000 PA USD 3605581.64000000 0.031311236220 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AY4 12730000.00000000 PA USD 12819258.30000000 0.111323737714 Long DBT CORP CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 28278000.00000000 PA USD 28989401.24000000 0.251746897098 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 2050000.00000000 PA USD 2055891.99000000 0.017853574310 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 5205000.00000000 PA USD 5179372.14000000 0.044978192352 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N PRP Advisors, LLC N/A 69380RAA3 1152756.56000000 PA USD 1105651.35000000 0.009601588329 Long ABS-MBS CORP US N 2 2053-11-25 Variable 4.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 8600000.00000000 PA USD 9045642.80000000 0.078553278431 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 11405000.00000000 PA USD 9987617.74000000 0.086733484235 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 2582697.40000000 0.022428405858 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N PRP Advisors, LLC N/A 69359XAA7 3542176.27000000 PA USD 3534180.87000000 0.030691184700 Long ABS-MBS CORP US N 2 2025-10-25 Variable 5.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJL6 222230000.00000000 PA USD 222551191.24000000 1.932657089965 Long DBT UST US N 2 2025-11-30 Fixed 4.87500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 5120000.00000000 PA USD 147865.60000000 0.001284079849 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N Bankers Healthcare Group Securitization Trust N/A 054977AB9 11270000.00000000 PA USD 10520858.31000000 0.091364199364 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 962882.81000000 PA USD 926100.69000000 0.008042352209 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 641815.89000000 0.005573594207 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AC6 792993.63000000 PA USD 808686.82000000 0.007022718267 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.94000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BE3 21420000.00000000 PA USD 21423224.14000000 0.186041448681 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N Helios Issuer, LLC N/A 86744WAA7 10095677.91000000 PA USD 9934059.23000000 0.086268376709 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.30000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHP2 2810000.00000000 PA USD 2939359.76000000 0.025525697923 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.34000000 N N N N N N GLS Auto Receivables Trust N/A 36269HAF9 4140000.00000000 PA USD 4164281.10000000 0.036163038929 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.95000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 252474.09000000 PA USD 253590.03000000 0.002202201510 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2024-04-29 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer XXXX