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 2024-06-30 N 12921637157.25 297438325.33 12624198831.92 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 2971914.62000000 PA USD 2640668.58000000 0.020917514173 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 10672044.49000000 0.084536410049 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 10033395.56000000 PA USD 9125658.21000000 0.072287028519 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 10609436.90000000 0.084040476875 Long DBT CORP GB N 2 2034-06-27 Fixed 7.11900000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AW2 31890000.00000000 PA USD 32135808.12000000 0.254557208325 Long ABS-O CORP IE N 2 2027-11-15 Floating 6.73700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 41690000.00000000 PA USD 32981841.58000000 0.261258888735 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 52560000.00000000 PA USD 44067661.10000000 0.349072932759 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 2963736.13000000 0.023476627463 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 8968063.75000000 0.071038676350 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91824PAA5 40345000.00000000 PA USD 39110846.45000000 0.309808542868 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12025000.00000000 PA USD 11221831.13000000 0.088891432077 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 1034795.30000000 0.008196918582 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 49825000.00000000 PA USD 39429776.57000000 0.312334882355 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 1896925.21000000 0.015026103717 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 8859477.00000000 0.070178528696 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.74000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 22500000.00000000 PA USD 21235707.45000000 0.168214298053 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 1645997.69000000 0.013038432869 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 12999116.00000000 0.102969829397 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 2250487.95000000 0.017826778395 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 958065.11000000 PA USD 884801.87000000 0.007008776412 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 15153078.90000000 0.120032004420 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 1583493.82000000 0.012543321291 Long ABS-O CORP US N 2 2033-02-14 Fixed 7.07000000 N N N N N N Nelnet Student Loan Trust N/A 64034QAC2 6710000.00000000 PA USD 5555994.74000000 0.044010671995 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 30235000.00000000 PA USD 31514202.03000000 0.249633283264 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 4860575.00000000 PA USD 5144473.89000000 0.040750894044 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 4262711.68000000 0.033766195675 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 5265109.28000000 PA USD 5312890.15000000 0.042084968881 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.19700000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 3000000.00000000 PA USD 2400105.72000000 0.019011944852 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Navient Student Loan Trust N/A 63942TAC9 5525000.00000000 PA USD 5763497.68000000 0.045654363946 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 6014477.47000000 0.047642448840 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Frontier Issuer LLC N/A 35910EAK0 17740000.00000000 PA USD 17749615.08000000 0.140599932845 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.19000000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 530000.00000000 PA USD 502256.14000000 0.003978518927 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 425125.79000000 0.003367546690 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 5035817.45000000 0.039890194356 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 1451228.95000000 0.011495612270 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 6536465.49000000 0.051777269805 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 30596803.37000000 0.242366298070 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 1842383.56000000 PA USD 1842385.40000000 0.014594077806 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.38600000 N N N N N N Verus Securitization Trust N/A 92539LAA8 11274474.22000000 PA USD 9455957.90000000 0.074903429721 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 969004.52000000 PA USD 842728.86000000 0.006675503699 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 3104139.68000000 0.024588805367 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 4113413.01000000 0.032583556903 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 2686309.54000000 0.021279049670 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 13249078.50000000 0.104949856037 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 10035285.93000000 0.079492457807 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 19383472.50000000 0.153542199058 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 6183000.00000000 PA USD 6146376.36000000 0.048687258825 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 4569680.41000000 0.036197785466 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 4282425.40000000 0.033922353861 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 403081.56000000 0.003192927847 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 17912089.46000000 0.141886940300 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 10208253.60000000 0.080862585704 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 2471258.00000000 0.019575563034 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 31450474.90000000 0.249128481884 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 4029179.55000000 0.031916318838 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 60051104.20000000 0.475682496762 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 4969595.91000000 0.039365634018 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 2769251.12000000 0.021936054373 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 22442.00000000 NC USD 34598696.75000000 0.274066475113 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU4 Comdty 2024-09-19 2620570428.25000000 USD 34598696.75000000 N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 6782000.00000000 PA USD 6309776.66000000 0.049981600765 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N Clover CLO N/A 18914GAC5 8720000.00000000 PA USD 8740866.96000000 0.069238983608 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.85400000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 32846000.00000000 PA USD 29053371.57000000 0.230140319847 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 4654791.23000000 PA USD 4289995.24000000 0.033982316795 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 7452125.31000000 0.059030481135 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 10206348.75000000 0.080847496826 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Verus Securitization Trust N/A 92538KAA1 7268223.89000000 PA USD 6043935.91000000 0.047875797826 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.01300000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 3100000.00000000 PA USD 3147116.90000000 0.024929240594 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 25321899.60000000 0.200582230501 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Cedar Fair LP 549300TUVLNQQ6BVKH61 15018LAN1 6355000.00000000 PA USD 6335172.40000000 0.050182767907 Long LON CORP US N 2 2031-05-01 Floating 7.32900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 1960000.00000000 PA USD 1733242.11000000 0.013729521635 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 5488444.29000000 0.043475584970 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 4930756.40000000 0.039057974812 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 10859680.70000000 0.086022731775 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 31339222.59000000 0.248247219544 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 371014.97000000 PA USD 353256.86000000 0.002798251712 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 6521055.96000000 0.051655206376 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 5595000.00000000 PA USD 4791812.68000000 0.037957360651 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 12335314.07000000 0.097711658650 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N GLS Auto Select Receivables Trust N/A 37989EAJ5 6289000.00000000 PA USD 6298232.25000000 0.049890154091 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.34000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1110000.00000000 PA USD 842553.97000000 0.006674118343 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 4100868.47000000 0.032484187904 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 4027487.89000000 0.031902918700 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 25964997.68000000 0.205676399949 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 7863541.85000000 PA USD 8064401.09000000 0.063880498060 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.63500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 3335000.00000000 PA USD 3181763.42000000 0.025203685892 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 35914000.00000000 PA USD 30071571.17000000 0.238205778999 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 21572233.03000000 0.170880016365 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 2461869.09000000 0.019501190711 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 9089539.50000000 0.072000921571 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 19944708.30000000 0.157987913257 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 111221.15000000 PA USD 110935.67000000 0.000878754140 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N Bank N/A 06540CCL9 8625000.00000000 PA USD 7015453.39000000 0.055571474145 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 3054000.69000000 PA USD 3139818.11000000 0.024871424728 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 8.08500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 9007000.00000000 PA USD 9597693.56000000 0.076026159661 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DL6 6430000.00000000 PA USD 6583674.36000000 0.052151225179 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Tricon American Homes N/A 89613GAD8 3950000.00000000 PA USD 3705480.78000000 0.029352205469 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 17071761.84000000 0.135230457530 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 10897687.50000000 PA USD 10904553.04000000 0.086378178807 Long LON CORP US N 2 2031-01-25 Floating 7.35000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 3390000.00000000 PA USD 3345098.30000000 0.026497509620 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 14668884.47000000 0.116196557621 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 153708.94000000 0.001217573820 Long ABS-O CORP US N 2 2037-06-17 Fixed 3.07700000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAF2 2690000.00000000 PA USD 2714336.43000000 0.021501058927 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 2895000.00000000 PA USD 2839143.09000000 0.022489689269 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 6222061.69000000 0.049286784633 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 12374000.00000000 PA USD 11385199.85000000 0.090185523862 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 3045000.00000000 PA USD 3030235.40000000 0.024003387782 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 11996000.00000000 PA USD 9606247.93000000 0.076093921348 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 17693919.85000000 0.140158754512 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BC2 4800000.00000000 PA USD 4160583.74000000 0.032957210159 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 1462414.45000000 0.011584215913 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 2521567.99000000 0.019974083294 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 6067669.51000000 PA USD 6127454.26000000 0.048537371294 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 21068910.38000000 0.166893049297 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 13094430.06000000 0.103724840160 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAD1 12997000.00000000 PA USD 12896507.20000000 0.102157034847 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 14562291.65000000 0.115352204475 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 650000.00000000 PA USD 684075.60000000 0.005418764462 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 17448819.54000000 0.138217242712 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 3679290.93000000 0.029144747947 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 20763309.16000000 PA USD 21931639.80000000 0.173726983327 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 2703102.21000000 0.021412069359 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 18858203.29000000 0.149381386819 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 438110604.20000000 PA USD 438110604.20000000 3.470403231389 Long RA CORP US N 2 Repurchase N 3.50000000 2024-07-01 479540400.00000000 USD 446872816.24000000 USD UST N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 6746120.00000000 PA USD 6185126.15000000 0.048994207334 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 26662722.65000000 0.211203285095 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 1775276.12000000 0.014062485418 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 17870000.00000000 PA USD 14808816.28000000 0.117304998734 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 16855726.83000000 0.133519180539 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 5050661.87000000 PA USD 4995933.40000000 0.039574261040 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 13957762.33000000 0.110563549543 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.27900000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAG0 3083000.00000000 PA USD 2937211.71000000 0.023266519714 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 5185328.38000000 0.041074514502 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N CLSEC Holdings 22T LLC N/A 12567UAB9 7294183.78000000 PA USD 6327032.63000000 0.050118290390 Long ABS-O CORP US N 2 2037-05-11 Fixed 3.46400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 51565000.00000000 PA USD 54647401.01000000 0.432878171023 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 2581855.94000000 0.020451641917 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAG9 13635036.36000000 PA USD 13635036.36000000 0.108007142009 Long LON CORP US N 2 2028-02-11 Floating 7.34400000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAE3 13370000.00000000 PA USD 13366590.65000000 0.105880704415 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 12054339.39000000 0.095485975391 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 244000.00000000 PA USD 242497.45000000 0.001920893778 Long ABS-O CORP US N 2 2032-06-15 Variable 8.29700000 N N N N N N LAD Auto Receivables Trust N/A 501689AF0 295000.00000000 PA USD 293198.73000000 0.002322513562 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 9226348.00000000 0.073084622025 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 5573419.85000000 0.044148701428 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.28600000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 20665000.00000000 PA USD 20983241.00000000 0.166214436887 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 8914000.00000000 PA USD 8641037.81000000 0.068448207486 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 1496259.65000000 0.011852313718 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 7650823.08000000 0.060604424739 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 3410168.65000000 0.027012951042 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 30720000.00000000 PA USD 30725652.48000000 0.243386949849 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 4345000.00000000 PA USD 192266.25000000 0.001522997637 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 1151700.85000000 0.009122961903 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 2810729.59000000 0.022264617560 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.71000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 39385000.00000000 PA USD 37523491.21000000 0.297234634130 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 7805853.30000000 0.061832464807 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 13963561.88000000 0.110609489488 Long DBT CORP JP N 2 2026-01-13 Fixed 5.46400000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 12935000.00000000 PA USD 11460410.00000000 0.090781285629 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 11777152.66000000 0.093290297600 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 12186744.19000000 0.096534792839 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 17599671.84000000 0.139412188245 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 16921835.70000000 0.134042848384 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 13972245.97000000 0.110678278725 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N PRP Advisors, LLC N/A 69360MAA8 4570632.94000000 PA USD 4436698.77000000 0.035144398698 Long ABS-O CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N MAPS LTD N/A 56564RAA8 2531801.27000000 PA USD 2463885.70000000 0.019517164873 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 6379649.27000000 0.050535082304 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 4573007.99000000 PA USD 4546859.99000000 0.036017018192 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 2411004.60000000 0.019098278093 Long ABS-O CORP US N 2 2028-01-18 Fixed 1.50000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAE3 2199375.00000000 PA USD 1944045.16000000 0.015399354730 Long ABS-O CORP US N 2 2051-12-05 Fixed 4.00800000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 5680000.00000000 PA USD 4831052.72000000 0.038268192574 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 3411807.95000000 0.027025936421 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 11446206.74000000 0.090668777420 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 3338668.50000000 0.026446577279 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.99000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 370000.00000000 PA USD 310149.54000000 0.002456785924 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 44475000.00000000 PA USD 45722088.34000000 0.362178138579 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 10065060.54000000 0.079728311269 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N CarMax Auto Owner Trust N/A 14319EAG1 11525000.00000000 PA USD 11603715.75000000 0.091916452715 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.69000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2640000.00000000 PA USD 2482816.35000000 0.019667120132 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 2196432.68000000 0.017398590668 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 9110250.46000000 PA USD 9121638.27000000 0.072255185389 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.43500000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 29075000.00000000 PA USD 25596678.08000000 0.202758831833 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 15488844.18000000 0.122691700172 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HR4 19300000.00000000 PA USD 19411650.50000000 0.153765405301 Long ABS-O CORP US N 2 2031-02-17 Fixed 5.47000000 N N N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 1585000.00000000 PA USD 1585824.20000000 0.012561780918 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 8.48800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADF9 53355000.00000000 PA USD 52440699.65000000 0.415398239113 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 4550968.62000000 PA USD 4589583.59000000 0.036355444421 Long ABS-O CORP US N 2 2040-09-20 Fixed 7.12000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 13340000.00000000 PA USD 13791625.70000000 0.109247532327 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N SCOTT Trust 2023-SFS N/A 810064AA3 7345000.00000000 PA USD 7380835.52000000 0.058465773695 Long ABS-MBS CORP US N 2 2040-03-10 Fixed 5.91000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 25345000.00000000 PA USD 25944115.25000000 0.205510984066 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 13050000.00000000 PA USD 11505672.14000000 0.091139820381 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 33985000.00000000 PA USD 40877573.64000000 0.323803309693 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 10330874.92000000 PA USD 9388079.27000000 0.074365743085 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 2002772.00000000 0.015864547340 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.19000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AP6 25240000.00000000 PA USD 25472299.37000000 0.201773591410 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 7170000.00000000 PA USD 7179518.89000000 0.056871085330 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 7.05900000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 10505000.00000000 PA USD 10385484.62000000 0.082266484853 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 824867.82000000 PA USD 750629.72000000 0.005945959264 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 17086719.16000000 0.135348938871 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 4477092.25000000 0.035464367359 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 2453606.00000000 0.019435736339 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 5472334.20000000 0.043347972198 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 5384049.11000000 PA USD 5373679.43000000 0.042566498686 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 4879395.34000000 PA USD 4867239.30000000 0.038554837140 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.14300000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 26520000.00000000 PA USD 27937850.69000000 0.221303950151 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 4658660.76000000 0.036902625045 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 38390000.00000000 PA USD 39467323.98000000 0.312632306457 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 3753281.25000000 PA USD 3769007.50000000 0.029855419343 Long ABS-O CORP US N 2 2049-04-20 Fixed 6.31000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCE3 20060000.00000000 PA USD 19827477.52000000 0.157059293694 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Madison Park Funding Ltd N/A 55817EAW6 2420000.00000000 PA USD 2436327.74000000 0.019298870149 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 6.85200000 N N N N N N DT Auto Owner Trust N/A 23345YAG6 10500000.00000000 PA USD 10151148.00000000 0.080410235414 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 15189987.50000000 0.120324368320 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 970912.93000000 PA USD 793229.07000000 0.006283401272 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N Verus Securitization Trust N/A 92538QAA8 12487166.89000000 PA USD 10919418.07000000 0.086495929091 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 1646584.91000000 0.013043084412 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 4270810.54000000 0.033830349132 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GCAT N/A 36167CAA4 2838794.29000000 PA USD 2682897.36000000 0.021252020787 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 235977.24000000 0.001869245273 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 6816433.62000000 0.053994979885 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 11984833.14000000 0.094935395897 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 45842303.06000000 0.363130394810 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 255810.39000000 PA USD 246172.45000000 0.001950004537 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N HILTON GRND VACATNS BORRWR LLC 254900HF0EZ734FDVY79 000000000 48802731.79000000 PA USD 48766129.74000000 0.386290887756 Long LON CORP US N 2 2031-01-17 None 0.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CY8 880000.00000000 PA USD 877559.58000000 0.006951408098 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 2442954.75000000 PA USD 2329244.98000000 0.018450636044 Long ABS-MBS CORP US N 2 2054-01-25 Variable 4.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 7560000.00000000 PA USD 7113792.17000000 0.056350444608 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 68715000.00000000 PA USD 60583315.00000000 0.479898295381 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 74448BAA8 8921217.42000000 PA USD 8941780.83000000 0.070830481593 Long ABS-MBS CORP US N 2 2029-03-25 Variable 7.02600000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 3200000.00000000 PA USD 3140255.68000000 0.024874890848 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 1577961.95000000 0.012499501718 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 3625760.24000000 PA USD 3339292.19000000 0.026451517711 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.68600000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 4225000.00000000 PA USD 4308262.08000000 0.034127013819 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 6121311.93000000 0.048488716088 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 390658.29000000 0.003094519463 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 20846338.32000000 0.165129990406 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 19689220.98000000 0.155964122889 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 2409060.53000000 0.019082878542 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 6606553.52000000 0.052332457750 Long DBT CORP US N 2 2034-07-21 Fixed 5.42400000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 5615000.00000000 PA USD 5616375.68000000 0.044488967219 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 48485.09000000 PA USD 48286.44000000 0.000382491123 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 545471.91000000 0.004320843779 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 7.28600000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 12655000.00000000 PA USD 11581082.78000000 0.091737170288 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N RCO Mortgage LLC N/A 754921AA2 5455209.56000000 PA USD 5426149.66000000 0.042982130844 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 3722116.49000000 0.029483981831 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 21925000.00000000 PA USD 17815047.15000000 0.141118239558 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 6925000.00000000 PA USD 5903520.40000000 0.046763525183 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 2733469.55000000 0.021652618010 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 1115144.53000000 PA USD 1109605.27000000 0.008789510405 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 2194570.57000000 PA USD 1906280.81000000 0.015100212182 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 528886.60000000 0.004189466650 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 1471298.92000000 0.011654592418 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 8704391.53000000 0.068950050976 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 4649577.68000000 0.036830675291 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 3290551.91000000 0.026065431587 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BL1 18980000.00000000 PA USD 19060867.90000000 0.150986752932 Long DBT CORP CH N 2 2030-09-13 Fixed 5.61700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKB6 1305145000.00000000 PA USD 1300454635.16000000 10.30128448129 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 20470000.00000000 PA USD 21196844.87000000 0.167906456102 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 4068546.92000000 0.032228159380 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.89000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 6830000.00000000 PA USD 5776551.73000000 0.045757768923 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 6084318.97000000 0.048195683948 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 8150417.08000000 0.064561856071 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 7512941.60000000 0.059512224894 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 23799051.48000000 0.188519301675 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 31753295.63000000 0.251527214144 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 26880563.91000000 0.212928869925 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 14983190.44000000 0.118686267853 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 4574564.94000000 0.036236477268 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 32087557.63000000 0.254175001972 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 1028594.95000000 PA USD 1035495.18000000 0.008202462538 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 157275.00000000 0.001245821632 Long DBT CORP KY N 2 2022-07-03 None 0.00000000 Y N N N N N Auxilior Term Funding LLC N/A 05335JAB9 3730000.00000000 PA USD 3747038.64000000 0.029681397527 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 17669627.00000000 0.139966323687 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 3245148.00000000 0.025705773833 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 34100000.00000000 PA USD 32490128.77000000 0.257363886632 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 2315841.23000000 0.018344460989 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 8155411.53000000 0.064601418581 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 1857455.81000000 0.014713454966 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 9742804.11000000 0.077175623100 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 18637919.28000000 0.147636452246 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 10907437.18000000 0.086401024930 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 33215000.00000000 PA USD 28247364.60000000 0.223755701063 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 9209947.61000000 PA USD 8356830.16000000 0.066196914919 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 5805828.70000000 0.045989680432 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 6750628.42000000 0.053473717499 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 8535206.63000000 0.067609887515 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 3741198.13000000 0.029635133126 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2235000.00000000 PA USD 2022241.72000000 0.016018772731 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 4475748.79000000 0.035453725417 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 43337155.77000000 0.343286384720 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 13055767.11000000 0.103418579537 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 6642272.70000000 0.052615399903 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 2962007.79000000 0.023462936772 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 172179.00000000 0.001363880609 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 1879427.12000000 0.014887496189 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAL4 14567000.00000000 PA USD 14607521.17000000 0.115710480835 Long DBT CORP US N 2 2034-04-12 Fixed 6.10000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 34931000.00000000 PA USD 31486163.81000000 0.249411184259 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 12606318.47000000 0.099858364382 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 4114943.04000000 0.032595676722 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 1729963.15000000 0.013703548027 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.98600000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 19745000.00000000 PA USD 16976981.62000000 0.134479675471 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 19248651.98000000 0.152474245980 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 8114710.13000000 0.064279010795 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 2520752.08000000 PA USD 2276695.38000000 0.018034375173 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 1962356.40000000 0.015544403459 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 20597398.37000000 PA USD 18970636.44000000 0.150272002941 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 4853469.27000000 0.038445760674 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.82000000 N N N N N N Venture CDO Ltd 549300ITFR7G25007V93 92331EAF3 2067016.45000000 PA USD 2067309.97000000 0.016375771623 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 6.57400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 21297000.00000000 PA USD 16975154.00000000 0.134465198354 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 48383688.11000000 0.383261454878 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 56450086.30000000 0.447157772557 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 1776835.38000000 0.014074836777 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.46800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 29600000.00000000 PA USD 27643049.28000000 0.218968741288 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 16415000.00000000 PA USD 13570650.99000000 0.107497126516 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 4302318.83000000 0.034079935584 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 36891000.00000000 PA USD 36553313.07000000 0.289549567118 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Octane Receivables Trust N/A 67578YAD8 7119000.00000000 PA USD 7122794.43000000 0.056421754163 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.90000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 6675000.00000000 PA USD 6492145.05000000 0.051426194536 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3G39 40454278.48000000 PA USD 40219184.91000000 0.318588018499 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 6.23500000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 1725000.00000000 PA USD 1723364.70000000 0.013651279759 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2170000.00000000 PA USD 2018204.36000000 0.015986791612 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 12536214.12000000 0.099303047162 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 1422084.55000000 PA USD 1393552.27000000 0.011038738287 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 5810000.00000000 PA USD 5726383.93000000 0.045360374992 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 4895000.00000000 PA USD 4244090.90000000 0.033618694988 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 6656574.07000000 0.052728685270 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 1214440.65000000 0.009619942351 Long ABS-O CORP US N 2 2040-10-17 Fixed 4.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 610000.00000000 PA USD 646662.22000000 0.005122402051 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 2917469.65000000 0.023110137037 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 4980000.00000000 PA USD 4253231.75000000 0.033691102355 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 6045696.33000000 0.047889742632 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 967779.06000000 PA USD 954192.80000000 0.007558442422 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 17876568.46000000 0.141605567988 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 2247996.69000000 PA USD 2262046.67000000 0.017918338423 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.83500000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 3929603.09000000 PA USD 3882253.73000000 0.030752476111 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 12928535.05000000 0.102410736888 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 13330539.63000000 0.105595133659 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 1998302.84000000 PA USD 1892305.46000000 0.014989509316 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 2627449.44000000 0.020812801469 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 13841500.81000000 0.109642607774 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 3520075.11000000 0.027883552507 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.64000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AD6 25937000.00000000 PA USD 25283169.73000000 0.200275439785 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 8843245.16000000 0.070049951507 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 4108332.51000000 0.032543312765 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 11203278.53000000 0.088744471464 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 6254885.00000000 0.049546787746 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N Westlake Automobile Receivables Trust N/A 96042YAG8 4310000.00000000 PA USD 4304586.64000000 0.034097899576 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 4049000.00000000 PA USD 3892704.96000000 0.030835263384 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 24694026.92000000 0.195608665934 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 9582718.68000000 0.075907539223 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 125445000.00000000 PA USD 125699810.16000000 0.995705246990 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N Helios Issuer, LLC N/A 86745CAA0 24581406.50000000 PA USD 23678064.39000000 0.187560927273 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 3041954.77000000 0.024096220366 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 1791204.47000000 0.014188658574 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 1865565.20000000 0.014777691834 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 8473785.60000000 0.067123353432 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 3864196.05000000 0.030609435905 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 2655088.47000000 PA USD 2415036.61000000 0.019130216833 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 100275.00000000 PA USD 93391.22000000 0.000739779381 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.44500000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 21490000.00000000 PA USD 21490940.62000000 0.170236075224 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N MED Trust N/A 58403YAK2 9434720.57000000 PA USD 9419985.42000000 0.074618481104 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.89300000 N N N N N N DISH DBS CORP N/A 25470XBD6 3270000.00000000 PA USD 1294954.34000000 0.010257715022 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 3507000.64000000 0.027779985777 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 4328346.76000000 0.034286110490 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 1676339.39000000 0.013278778418 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 204370.12000000 0.001618875959 Long ABS-MBS CORP US N 2 2044-03-15 Variable 6.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 23082000.00000000 PA USD 21280789.67000000 0.168571407606 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 8500000.00000000 PA USD 8479696.05000000 0.067170171849 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAA8 1894039.09000000 PA USD 1638444.20000000 0.012978599448 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 22474561.77000000 0.178027628281 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 98091.51000000 0.000777011763 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 3557754.25000000 0.028182020081 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 1744507.25000000 PA USD 1699579.21000000 0.013462867882 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 12079783.83000000 0.095687528300 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 13186418.66000000 0.104453508975 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 7.12500000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAC9 747038.30000000 PA USD 745185.65000000 0.005902835181 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 13170497.62000000 0.104327393724 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 4086057.60000000 PA USD 3841098.45000000 0.030426473007 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 8432000.00000000 PA USD 7196921.96000000 0.057008940177 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 3535511.28000000 0.028005826960 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 19779255.54000000 0.156677313177 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.27500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 34120000.00000000 PA USD 33431003.58000000 0.264816833330 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 6158607.45000000 PA USD 5893356.23000000 0.046683011797 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 10471648.26000000 0.082949012443 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAP1 10465000.00000000 PA USD 8615032.36000000 0.068242210651 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N BPR Trust N/A 055980AA4 8370000.00000000 PA USD 8377373.97000000 0.066359648493 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.56100000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 11905000.00000000 PA USD 11761222.12000000 0.093164107097 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 19071669.98000000 0.151072319391 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 6260000.00000000 PA USD 6288658.28000000 0.049814315852 Long ABS-O CORP US N 2 2034-10-16 Fixed 6.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 100000.00000000 PA USD 97517.91000000 0.000772468109 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 9655000.00000000 PA USD 9570654.60000000 0.075811976089 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 12200584.72000000 0.096644427756 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 8003057.40000000 0.063394576610 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 3024947.69000000 0.023961502272 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 5645366.26000000 0.044718610148 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N EverBright Solar Trust N/A 29977FAA2 7788045.68000000 PA USD 7717781.93000000 0.061134825526 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 8439905.25000000 0.066854977193 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 3925998.10000000 0.031098988159 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 23208597.24000000 0.183842139600 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 13194005.07000000 0.104513603165 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 6586601.75000000 0.052174413899 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 2085290.96000000 0.016518204345 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 1814023.41000000 0.014369414124 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 305269.07000000 0.002418126283 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAL0 10660000.00000000 PA USD 10497548.00000000 0.083154171918 Long DBT CORP LU N 2 2030-01-15 Fixed 5.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 6390000.00000000 PA USD 5511733.67000000 0.043660067014 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 19180000.00000000 PA USD 19387437.26000000 0.153573605090 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N SCF Equipment Trust Llc N/A 784033AJ1 2555000.00000000 PA USD 2430942.49000000 0.019256211997 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 11772593.22000000 0.093254180932 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 1701936.16000000 0.013481537978 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 6774994.71000000 0.053666730065 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 11611109.98000000 0.091975024590 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 360000.00000000 PA USD 364405.03000000 0.002886559653 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT58 4547638.68000000 PA USD 4653790.57000000 0.036864046835 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.43500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 2275000.00000000 PA USD 1467877.09000000 0.011627487094 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 1222955.72000000 0.009687392731 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 3040192.88000000 PA USD 2930025.41000000 0.023209594913 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 4244996.74000000 0.033625870413 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N CarMax Auto Owner Trust N/A 14319EAJ5 390000.00000000 PA USD 393152.37000000 0.003114275806 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.42000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 89221000.00000000 PA USD 92939741.99000000 0.736203090805 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 1209267.19000000 0.009578961850 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 1199618.41000000 0.009502531019 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 33544169.76000000 0.265713255998 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 16314561.99000000 0.129232454330 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 5960937.50000000 PA USD 5421202.63000000 0.042942943961 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 5533347.67000000 0.043831277878 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAJ0 12760000.00000000 PA USD 12196769.01000000 0.096614202393 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 14761005.29000000 0.116926273789 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 7.12900000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAM8 32990000.00000000 PA USD 33077095.91000000 0.262013426359 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N Mill City Mortgage Trust N/A 59981BAC8 3500153.58000000 PA USD 3340889.24000000 0.026464168415 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 20200.00000000 0.000160010154 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 7840227.74000000 0.062104754878 Long ABS-O CORP US N 2 2029-05-15 Fixed 7.12000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAE7 8930000.00000000 PA USD 9047759.91000000 0.071669973124 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.07000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300TB55YBQBSW5Z77 38138BAG5 5405000.00000000 PA USD 5406897.16000000 0.042829626117 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 7.13600000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2232831.23000000 PA USD 2068988.98000000 0.016389071556 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 7762321.58000000 0.061487637222 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 11000000.00000000 PA USD 11113104.20000000 0.088030174017 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 11565000.00000000 PA USD 11363183.81000000 0.090011128320 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 582407.65000000 0.004613422663 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 2185465.15000000 PA USD 2149964.89000000 0.017030505607 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 92916XAL1 3335000.00000000 PA USD 3340211.94000000 0.026458803322 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.28800000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 43200000.00000000 PA USD 42398665.92000000 0.335852329993 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 17249738.21000000 0.136640260817 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 5449073.25000000 0.043163715357 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 9544311.27000000 0.075603302808 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 5389622.85000000 0.042692791215 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10694.00000000 NC USD 10287531.75000000 0.081490571298 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU4 Comdty 2024-09-19 1165885374.50000000 USD 10287531.75000000 N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 2423066.62000000 PA USD 2181378.81000000 0.017279344527 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 5251577.94000000 PA USD 4105282.94000000 0.032519156222 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 59828909.34000000 0.473922425783 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 2247449.75000000 0.017802711917 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 9018476.25000000 0.071438008621 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 8521355.84000000 PA USD 8544389.06000000 0.067682624250 Long ABS-O CORP US N 2 2035-04-17 Fixed 5.81000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 2714496.71000000 PA USD 2717889.83000000 0.021529206456 Long LON CORP PA N 2 2028-10-18 Floating 8.09400000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 14147000.00000000 PA USD 11655908.67000000 0.092329888218 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 38920.35000000 0.000308299564 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 3934746.65000000 0.031168288002 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.29000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 34575000.00000000 PA USD 34872621.60000000 0.276236314591 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 49304000.00000000 PA USD 46361719.21000000 0.367244843235 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 5784586.35000000 0.045821413517 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 11699928.10000000 0.092678579098 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAC8 3750000.00000000 PA USD 3830883.26000000 0.030345555476 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 13025000.00000000 PA USD 12830009.50000000 0.101630286965 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 23219846.32000000 0.183931246878 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 2717233.54000000 0.021524007789 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 570406.89000000 PA USD 548763.71000000 0.004346919098 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 9721829.92000000 0.077009480359 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 755475.00000000 0.005984340155 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 27822651.71000000 0.220391425075 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N BB-UBS Trust N/A 05490AAA1 670815.68000000 PA USD 621845.60000000 0.004925822290 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 21373917.56000000 0.169309101073 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAE1 15000000.00000000 PA USD 14848178.70000000 0.117616800065 Long DBT CORP US N 2 2034-04-10 Fixed 5.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14687VAF9 3432000.00000000 PA USD 3444111.53000000 0.027281822600 Long ABS-O CORP US N 2 2030-09-10 Fixed 6.44000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 4495000.00000000 PA USD 4601553.98000000 0.036450265409 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N NMLT Trust N/A 62917MAA1 12897320.37000000 PA USD 11706859.01000000 0.092733480879 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 7585025.80000000 0.060083225090 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 55543000.00000000 PA USD 44852466.61000000 0.355289608530 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 3060105.35000000 0.024239996460 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 1817753.58000000 0.014398961900 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 6147454.17000000 0.048695796476 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N HILTON DOMESTIC OPRTING CO INC 5493003EG7H0N1E4XV50 000000000 10606038.06000000 PA USD 10613356.23000000 0.084071523043 Long LON CORP US N 2 2030-11-08 None 0.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 5200000.00000000 PA USD 4250876.81000000 0.033672448181 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 26862829.77000000 PA USD 26769185.95000000 0.212046612275 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 18292688.37000000 PA USD 15867862.65000000 0.125694017190 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 10042848.79000000 0.079552365450 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 17108000.00000000 PA USD 17157784.28000000 0.135911866633 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 1235000.00000000 PA USD 1233900.85000000 0.009774092331 Long LON CORP US N 2 2028-08-02 None 0.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 910000.00000000 PA USD 329883.92000000 0.002613107765 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 2408269.41000000 0.019076611847 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 5120886.97000000 PA USD 4412897.72000000 0.034955863566 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 12075991.21000000 0.095657485839 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 17320985.32000000 0.137204630175 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 9088315.90000000 0.071991229075 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 1910000.00000000 PA USD 1992807.48000000 0.015785615440 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 16180812.50000000 PA USD 16096419.85000000 0.127504486140 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 6325000.00000000 PA USD 6337370.56000000 0.050200180180 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 3412342.19000000 0.027030168293 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 837495.46000000 0.006634048395 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 443047.46000000 0.003509509521 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 510000.00000000 PA USD 475513.80000000 0.003766684970 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 4350000.00000000 PA USD 4274849.40000000 0.033862342132 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 5155827.36000000 PA USD 4682799.79000000 0.037093837417 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 329691.82000000 0.002611586084 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BQ2 19952000.00000000 PA USD 19610555.84000000 0.155340993128 Long DBT CORP US N 2 2034-08-15 Fixed 5.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 7000000.00000000 PA USD 6907514.67000000 0.054716459729 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N New Residential Mortgage Loan Trust 213800YID3SS4UZHT817 64832AAA5 27489601.12000000 PA USD 25536327.51000000 0.202280777180 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.80000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 26914000.00000000 PA USD 33671028.84000000 0.266718144163 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 15919083.96000000 PA USD 15909156.82000000 0.126021120483 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.69300000 N N N N N N Mill City Mortgage Trust N/A 59980MAG6 1467785.72000000 PA USD 1405100.11000000 0.011130212132 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 5133351.11000000 0.040662787225 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 6150000.00000000 PA USD 4899028.07000000 0.038806645358 Long DBT US N 2 2032-03-15 Fixed 2.35000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 4245000.00000000 PA USD 3991344.95000000 0.031616619819 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 2793478.80000000 0.022127968968 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBB9 457000.00000000 PA USD 455599.75000000 0.003608939910 Long ABS-O CORP US N 2 2032-09-15 Variable 7.96000000 N N N N N N MAPS LTD N/A 55283LAA3 1135395.16000000 PA USD 1035378.20000000 0.008201535905 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 6841276.40000000 0.054191766868 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 5279949.44000000 0.041824035808 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 8123254.13000000 0.064346690337 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 92653269.57000000 0.733933858327 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 4826097.58000000 0.038228941450 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 15746550.32000000 0.124733066467 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 3422445.00000000 0.027110195629 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 1394098.99000000 0.011043069018 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 17075654.93000000 0.135261295844 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 189733.05000000 0.001502931413 Long ABS-O CORP US N 2 2032-09-15 Variable 8.06600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 32338000.00000000 PA USD 28303040.28000000 0.224196724535 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 3839561.50000000 0.030414298373 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 3399895.97000000 0.026931578116 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 27519261.57000000 0.217988182350 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N MVW Owner Trust N/A 62847RAC1 3720593.88000000 PA USD 3739539.14000000 0.029621991777 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 11328178.72000000 0.089733842684 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 1653176.29000000 0.013095296675 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.58800000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 9406000.00000000 PA USD 4997752.06000000 0.039588667182 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 5863050.00000000 PA USD 5648730.90000000 0.044745262453 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 14323288.54000000 0.113458990393 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 1834024.35000000 0.014527847465 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.33600000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAA6 13290000.00000000 PA USD 13263406.71000000 0.105063354012 Long ABS-O CORP US N 2 2034-06-15 Fixed 5.95000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAF0 475000.00000000 PA USD 475142.98000000 0.003763747595 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 9517587.39000000 0.075391615077 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N Towd Point Mortgage Trust N/A 89177JAB4 4495000.00000000 PA USD 4007074.04000000 0.031741214578 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DK8 6685000.00000000 PA USD 6805709.77000000 0.053910033108 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 6405578.05000000 PA USD 6284410.14000000 0.049780665083 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 13714517.32000000 0.108636734121 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 38076945.52000000 0.301618708854 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 15130000.00000000 PA USD 15139168.78000000 0.119921818260 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 17700000.00000000 PA USD 15511707.94000000 0.122872810754 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 4393387.65000000 PA USD 4458940.95000000 0.035320585562 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.33500000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 273000.00000000 PA USD 271006.28000000 0.002146720624 Long ABS-O CORP US N 2 2033-03-15 Variable 7.94000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAF4 19730000.00000000 PA USD 19745389.40000000 0.156409049500 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 4987784.44000000 0.039509710726 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 22136340.77000000 0.175348480047 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 2421464.50000000 0.019181134044 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 21731833.50000000 0.172144258731 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 20765835.24000000 0.164492301780 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 22028087.46000000 0.174490973671 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 16156579.58000000 0.127981029094 Long DBT CORP US N 2 2040-06-15 Fixed 7.62500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 16645000.00000000 PA USD 17275079.83000000 0.136840999258 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAD9 8040000.00000000 PA USD 7701399.42000000 0.061005054835 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 3810000.00000000 PA USD 3833644.10000000 0.030367424903 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 10762746.04000000 0.085254883761 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 40179027.01000000 0.318269915936 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 6604435.25000000 0.052315678309 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 8560000.00000000 PA USD 7161513.42000000 0.056728458695 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 3299426.47000000 PA USD 2982949.11000000 0.023628819141 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 7662922.93000000 0.060700271217 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.73000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 25627000.00000000 PA USD 24740002.63000000 0.195972853084 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 13788023.98000000 0.109219002041 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 9550000.00000000 PA USD 9450454.91000000 0.074859838915 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Willis Engine Securitization Trust N/A 97064GAB9 2400391.45000000 PA USD 2026523.28000000 0.016052688229 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 6080226.29000000 0.048163264623 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 26056525.30000000 0.206401417206 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 4284554.38000000 PA USD 3879905.64000000 0.030733876198 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 4343010.22000000 0.034402264078 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 4097.00000000 NS USD 4900667.52000000 0.038819631924 Long EP CORP US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 7510000.00000000 PA USD 7490281.07000000 0.059332724157 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 4398502.82000000 0.034841837320 Long ABS-CBDO CORP KY N 2 2035-10-14 Floating 6.72000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 30821000.00000000 PA USD 29102318.10000000 0.230528039739 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Madison Park XLIV N/A 55820LAS4 1665000.00000000 PA USD 1665000.00000000 0.013188955767 Long ABS-CBDO CORP KY N 2 2037-07-16 Floating 7.78800000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 2185000.00000000 PA USD 146700.90000000 0.001162061069 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 9113616.00000000 0.072191638624 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 4192955.77000000 0.033213638551 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 10618315.05000000 0.084110803318 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAF9 780000.00000000 PA USD 794565.72000000 0.006293989270 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N 522 Funding CLO LTD N/A 33835NAA9 2588464.22000000 PA USD 2589155.34000000 0.020509462615 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.62600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 10105000.00000000 PA USD 8292979.48000000 0.065691134862 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 11926600.00000000 PA USD 11350606.05000000 0.089911496175 Long ABS-O CORP US N 2 2052-03-15 Fixed 5.50000000 N N N N N N PRP Advisors, LLC N/A 693987AA7 9515900.93000000 PA USD 9095669.23000000 0.072049476969 Long ABS-MBS CORP US N 2 2054-03-25 Variable 3.75000000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98310CAF9 55935000.00000000 PA USD 55942830.90000000 0.443139653017 Long LON CORP US N 2 2030-05-24 None 0.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 64141000.00000000 PA USD 58216361.25000000 0.461148957055 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVN6 396.94000000 PA USD 404.74000000 0.000003206064 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 3187508.10000000 0.025249191195 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 14022065.38000000 0.111072912956 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 6045114.13000000 0.047885130854 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 24181476.10000000 0.191548599811 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 21205000.00000000 PA USD 21274255.53000000 0.168519648757 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 7265000.00000000 PA USD 5584489.77000000 0.044236389527 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 3545348.11000000 PA USD 3223074.90000000 0.025530926302 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 6878387.65000000 0.054485736018 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 535477.03000000 PA USD 493059.38000000 0.003905668680 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N CoreVest American Finance Ltd N/A 21872VAE2 1259000.00000000 PA USD 1177069.95000000 0.009323918021 Long ABS-O CORP US N 2 2052-05-15 Variable 4.75200000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 860000.00000000 PA USD 816260.86000000 0.006465842869 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 4377527.74000000 0.034675687529 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 37683168.88000000 0.298499488020 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 1378248.56000000 0.010917513090 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 520305.76000000 PA USD 488979.35000000 0.003873349560 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Affirm Inc N/A 00834KAA5 2825772.92000000 PA USD 2837581.83000000 0.022477322068 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 2621170.01000000 0.020763060253 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16300000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 1860000.00000000 PA USD 1905046.78000000 0.015090437067 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 547079.25000000 0.004333575993 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 280386.00000000 0.002221020151 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 Y N N N N N Sequoia Mortgage Trust N/A 81746JAA5 282692.15000000 PA USD 257802.58000000 0.002042130224 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 34987405.99000000 0.277145555578 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 6711088.72000000 0.053160511881 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.83600000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 4290000.00000000 PA USD 4477338.94000000 0.035466321464 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 10802171.90000000 0.085567187619 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 6513532.98000000 0.051595614634 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AQ4 7110000.00000000 PA USD 7087716.34000000 0.056143890272 Long DBT CORP US N 2 2034-04-05 Fixed 5.25000000 N N N N N N BPR Trust N/A 05602HAA1 4400000.00000000 PA USD 4431976.12000000 0.035106989195 Long ABS-MBS CORP US N 2 2039-05-15 Floating 8.32900000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 7360000.00000000 PA USD 6261427.71000000 0.049598614481 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAY4 6575000.00000000 PA USD 6622951.48000000 0.052462350824 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.20000000 N N N N N N Progress Residential Trust N/A 74334FAG3 1935000.00000000 PA USD 1830087.78000000 0.014496664733 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 4117963.98000000 0.032619606478 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 6559097.07000000 PA USD 6563392.62000000 0.051990567539 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.55800000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 325000.00000000 PA USD 325252.43000000 0.002576420367 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 3000479.84000000 0.023767685220 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 10658353.34000000 0.084427958414 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 4838879.21000000 0.038330188508 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 12155000.00000000 PA USD 11914391.78000000 0.094377409122 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 4631845.21000000 0.036690211170 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 1943699.79000000 PA USD 1837223.92000000 0.014553192202 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 15683385.74000000 0.124232721211 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 8232717.06000000 0.065213778471 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 1630140.46000000 0.012912823076 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 1377688.66000000 PA USD 1387590.25000000 0.010991511370 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 17991697.83000000 0.142517541663 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 198279907.03000000 1.570633587682 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 4603561.20000000 0.036466165190 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.12000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 4895000.00000000 PA USD 4367008.17000000 0.034592358914 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 5305000.00000000 PA USD 5168999.32000000 0.040945167204 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 14561301.11000000 0.115344358116 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 294214.41000000 0.002330559062 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.68600000 N N N N N N PRP Advisors, LLC N/A 69360HAA9 4434931.06000000 PA USD 4388592.24000000 0.034763332694 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 4973329.90000000 0.039395212054 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 4251077.75000000 0.033674039886 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 227000.00000000 PA USD 225602.13000000 0.001787060969 Long ABS-O CORP US N 2 2032-06-15 Variable 7.99000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 15320000.00000000 PA USD 14147612.64000000 0.112067409808 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 10605854.86000000 0.084012102480 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 5113389.29000000 0.040504663765 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 39270000.00000000 PA USD 38857665.00000000 0.307803017976 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 7173628.02000000 0.056824422012 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.23600000 N N N N N N Oak Hill Credit Partners N/A 67115LAA2 10050000.00000000 PA USD 10058180.70000000 0.079673814029 Long ABS-CBDO CORP KY N 2 2034-10-18 Floating 6.73900000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 13080000.00000000 PA USD 14048783.28000000 0.111284553317 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 10351236.27000000 0.081995193578 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 1534000.00000000 PA USD 1119639.29000000 0.008868992835 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 1873127.39000000 0.014837594170 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 3647344.16000000 PA USD 3657155.52000000 0.028969406840 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Magnetite CLO Ltd 549300B3V0K3DX0M2K31 55953MAN2 4445484.39000000 PA USD 4445760.01000000 0.035216175451 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 6.59500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 28715000.00000000 PA USD 27659083.69000000 0.219095754576 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 8015000.00000000 PA USD 7328376.67000000 0.058050231682 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 4194731.42000000 0.033227703998 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 2394719.93000000 PA USD 2115785.35000000 0.016759759396 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 20570408.84000000 0.162944271663 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 11938878.03000000 0.094571371925 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N College Ave Student Loans N/A 19423UAA0 27875000.00000000 PA USD 27939363.38000000 0.221315932614 Long ABS-O CORP US N 2 2054-08-25 Fixed 5.69000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 5511559.09000000 PA USD 5424695.82000000 0.042970614549 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 288403.79000000 PA USD 284769.90000000 0.002255746315 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 25521376.73000000 0.202162347645 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 10878470.19000000 0.086171568864 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 2196436.60000000 0.017398621720 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 12842090.56000000 0.101725984602 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 15157641.74000000 PA USD 14832178.37000000 0.117490056735 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 12309150.00000000 PA USD 12299918.14000000 0.097431277055 Long LON CORP US N 2 2031-01-17 Floating 8.09400000 N N N N N N Octane Receivables Trust N/A 67571FAB0 17135000.00000000 PA USD 17124187.82000000 0.135645739171 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 2594642.77000000 PA USD 2584827.24000000 0.020475178460 Long ABS-MBS CORP US N 2 2060-03-25 Variable 4.08000000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 15445000.00000000 PA USD 15721851.63000000 0.124537420863 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N SMB Private Education Loan Trust N/A 83206EAC1 2605000.00000000 PA USD 2654401.22000000 0.021026294463 Long ABS-O CORP US N 2 2052-06-17 Fixed 6.06000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 9873000.00000000 PA USD 8595001.17000000 0.068083537691 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 7342508.00000000 0.058162170112 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N Maps LTD N/A 55292RAA9 3802245.31000000 PA USD 3423009.36000000 0.027114666091 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 36465265.66000000 0.288852117631 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 8030969.08000000 0.063615673255 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 14947481.01000000 0.118403402932 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4612.00000000 NC USD 7768563.49000000 0.061537081231 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU4 Comdty 2024-09-19 570316811.51000000 USD 7768563.49000000 N N N VICI PROPERTIES / NOTE N/A 92564RAL9 5278000.00000000 PA USD 4878570.99000000 0.038644598797 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DN2 10340000.00000000 PA USD 10586815.39000000 0.083861285226 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 76.00000000 NS USD 90361.72000000 0.000715781818 Long EP CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 46005000.00000000 PA USD 46020299.42000000 0.364540356443 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 6815000.00000000 PA USD 5936325.76000000 0.047023386109 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 3657678.82000000 0.028973552054 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 3089157.20000000 0.024470124727 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 10111028.85000000 0.080092439802 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 18367281.02000000 0.145492646816 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 7410604.08000000 PA USD 6623746.14000000 0.052468645560 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 2415410.79000000 0.019133180823 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 3985358.69000000 PA USD 3724849.34000000 0.029505629542 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N Golub Capital Partners CLO, LTD 2549005QZPXI5WPU4V74 38178AAA1 3990000.00000000 PA USD 3996623.40000000 0.031658431978 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.90600000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 10685000.00000000 PA USD 9817973.15000000 0.077771059222 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 76420.80000000 0.000605351682 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 15367972.51000000 0.121734240046 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 1723855.96000000 0.013655171175 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 8221919.19000000 0.065128245360 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAE5 1145000.00000000 PA USD 1148504.85000000 0.009097645445 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 14615000.00000000 PA USD 12496831.97000000 0.098991089544 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Affirm Inc N/A 00834BAF4 16955000.00000000 PA USD 16899743.66000000 0.133867850823 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AB8 20385000.00000000 PA USD 20913100.74000000 0.165658835213 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 4877702.72000000 0.038637720974 Long ABS-O CORP US N 2 2033-09-15 Fixed 7.15000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 9102000.00000000 PA USD 7634659.39000000 0.060476387386 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 4634159.35000000 PA USD 4565616.43000000 0.036165593482 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 5344065.32000000 0.042331916592 Long ABS-O CORP US N 2 2036-05-20 Fixed 8.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5724.00000000 NC USD -4446803.88000000 -0.03522444425 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU4 Comdty 2024-09-30 -605606383.62000000 USD -4446803.88000000 N N N Canyon Capital CLO Ltd N/A 13877BAC2 2525000.00000000 PA USD 2526461.98000000 0.020012850032 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.29000000 N N N N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 696928AA8 40470000.00000000 PA USD 40462391.64000000 0.320514530693 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.92500000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 6975000.00000000 PA USD 7223923.80000000 0.057222829711 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 108862270.31000000 0.862330130881 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 2525592.38000000 0.020005961674 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 2729344.55000000 0.021619942669 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.38500000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3520000.00000000 PA USD 3530978.88000000 0.027969924484 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.59000000 N N N N N N LAD Auto Receivables Trust N/A 501689AE3 790000.00000000 PA USD 783841.16000000 0.006209036869 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 31988343.11000000 0.253389094515 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 12634215.95000000 0.100079348544 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 7565204.54000000 0.059926215047 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 8910000.00000000 PA USD 8458295.08000000 0.067000648457 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 14797611.61000000 0.117216243240 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.23600000 N N N N N N BRITISH AIR 19-1 A PTT 635400GSHSFIWYIDXC76 11043XAB9 3837288.90000000 PA USD 3572976.44000000 0.028302599535 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 236775.66000000 0.001875569793 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N SMB Private Education Loan Trust N/A 83206EAA5 8542889.39000000 PA USD 8617451.73000000 0.068261375194 Long ABS-O CORP US N 2 2052-06-17 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 11480000.00000000 PA USD 11271441.81000000 0.089284412896 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 9431385.54000000 0.074708784815 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 6796518.55000000 0.053837226745 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 4181206.58000000 PA USD 4091655.17000000 0.032411206639 Long ABS-MBS CORP US N 2 2060-09-27 Variable 4.05500000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 17125000.00000000 PA USD 11229205.00000000 0.088949842675 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 7955307.49000000 0.063016335499 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.24300000 N N N N N N BX Trust N/A 05612TAA3 4470000.00000000 PA USD 4464537.66000000 0.035364918752 Long ABS-MBS CORP US N 2 2029-07-15 Floating 6.81100000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 21760000.00000000 PA USD 19467157.50000000 0.154205092609 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 4181171.08000000 0.033120288547 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBY5 36125000.00000000 PA USD 36338208.67000000 0.287845661762 Long DBT US N 2 2028-03-15 Fixed 5.50000000 N N N N N N Affirm Inc N/A 00834BAJ6 975000.00000000 PA USD 975271.05000000 0.007725409453 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 5070000.00000000 PA USD 4211840.09000000 0.033363226816 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 13456990.68000000 0.106596789698 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 5160000.00000000 PA USD 5106755.51000000 0.040452115639 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 90040000.00000000 PA USD 88534035.08000000 0.701304187764 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 2115892.37000000 0.016760607133 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 15760000.00000000 PA USD 15962033.59000000 0.126439972963 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBG8 4402000.00000000 PA USD 4272694.33000000 0.033845271188 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 10937026.32000000 0.086635409229 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 39541103.62000000 0.313216736732 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAF4 9890000.00000000 PA USD 10016809.58000000 0.079346101193 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Battalion CLO LTD 549300WH2OE0BGHQQP83 07132ACE1 5320000.00000000 PA USD 5326905.36000000 0.042195987491 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 7.13900000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 5280000.00000000 PA USD 4335577.59000000 0.034343388025 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 6223613.76000000 0.049299079037 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 7.13700000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 7056000.00000000 PA USD 6720565.52000000 0.053235580407 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 12007488.33000000 0.095114854335 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAM8 3625000.00000000 PA USD 3173836.13000000 0.025140891491 Long DBT CORP LU 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 6640470.12000000 0.052601121135 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 1932729.77000000 0.015309722190 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 2406537.12000000 0.019062889867 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N Hilton Grand Vacations Trust N/A 43283JAC0 3232675.54000000 PA USD 3236774.57000000 0.025639445426 Long ABS-O CORP US N 2 2038-03-25 Fixed 5.99000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 27080000.00000000 PA USD 27215616.37000000 0.215582919220 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 7075570.53000000 0.056047679731 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 2777114.58000000 0.021998343158 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.76000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 23805000.00000000 PA USD 24375700.83000000 0.193087111146 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 4312723.92000000 0.034162357369 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.23600000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 3809000.00000000 PA USD 3127060.94000000 0.024770371424 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 6480335.59000000 0.051332648323 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 2351162.32000000 PA USD 2244081.92000000 0.017776034343 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 60795.90000000 0.000481582243 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 17787488.29000000 PA USD 17880303.40000000 0.141635153549 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 3440164.81000000 PA USD 3158041.02000000 0.025015773769 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.08300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKH3 163885000.00000000 PA USD 163027163.63000000 1.291386216270 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N GITSIT Mortgage Loan Trust 2023-NPL1 N/A 375925AA2 25636000.00000000 PA USD 25643536.98000000 0.203130014992 Long ABS-O CORP US N 2 2054-06-25 Variable 7.46600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 4690000.00000000 PA USD 3954259.35000000 0.031322853851 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -24193.00000000 NC USD -29109791.78000000 -0.23058724096 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYU4 Comdty 2024-09-19 -2717551739.47000000 USD -29109791.78000000 N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 1385000.00000000 PA USD 1092543.50000000 0.008654359096 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 1785000.00000000 PA USD 1465961.60000000 0.011612313933 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 5578000.00000000 PA USD 5200292.42000000 0.041193049073 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 11184625.06000000 PA USD 10055077.47000000 0.079649232429 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 5498676.24000000 0.043556635262 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 12252240.00000000 0.097053604455 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 15009767.27000000 0.118896790757 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 2338872.39000000 PA USD 2296665.10000000 0.018192561211 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 26386776.30000000 0.209017432720 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 31865000.00000000 PA USD 30422087.80000000 0.240982324542 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 1617075.37000000 0.012809330647 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N Ascent Education Funding Trust N/A 04362VAA3 866861.78000000 PA USD 872690.56000000 0.006912839156 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 15815000.00000000 PA USD 14221164.30000000 0.112650034187 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 693972AA9 10805508.32000000 PA USD 10773059.38000000 0.085336578767 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 443570.79000000 PA USD 400896.88000000 0.003175622353 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 20995000.00000000 PA USD 20644593.45000000 0.163531909825 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 51030000.00000000 PA USD 51439872.96000000 0.407470395902 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 5431427.75000000 0.043023940151 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N MVW Owner Trust N/A 55389PAC3 158245.96000000 PA USD 153203.22000000 0.001213567863 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 6416434.34000000 0.050826467686 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N GLS Auto Select Receivables Trust N/A 37989EAG1 3900000.00000000 PA USD 3904621.50000000 0.030929657810 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.92000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 11157000.00000000 PA USD 11419524.21000000 0.090457417235 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 4160712.95000000 0.032958233670 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 23020000.00000000 PA USD 23597226.50000000 0.186920586519 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 21570000.00000000 PA USD 22896330.89000000 0.181368585799 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 4567581.91000000 0.036181162629 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 1690374.46000000 0.013389954344 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 6970000.00000000 PA USD 5375363.39000000 0.042579837830 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 26082727.17000000 0.206608969941 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 19158531.25000000 0.151760373114 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 353215.53000000 PA USD 341363.42000000 0.002704040268 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 12888814.88000000 0.102096101713 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.22500000 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 2861737.74000000 PA USD 2870694.98000000 0.022739621089 Long LON CORP PA N 2 2027-08-08 Floating 8.09400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 26030000.00000000 PA USD 24996244.84000000 0.198002623158 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 10657000.00000000 PA USD 9730998.35000000 0.077082106195 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 21344917.93000000 0.169079386456 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 4666177.35000000 0.036962166170 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.26000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 1370000.00000000 PA USD 1216326.69000000 0.009634882230 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 1525000.00000000 PA USD 1363428.29000000 0.010800117363 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 550000.00000000 PA USD 469261.67000000 0.003717160005 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 10843812.28000000 0.085897033343 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 20021429.72000000 PA USD 19161829.66000000 0.151786500792 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 1427567.50000000 0.011308182950 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 20074507.52000000 0.159016091137 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 4098582.53000000 0.032466080299 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 26635000.00000000 PA USD 23622928.02000000 0.187124175834 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAE9 30145000.00000000 PA USD 30107318.75000000 0.238488946117 Long LON CORP US N 2 2031-05-23 None 0.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 4995000.00000000 PA USD 4364459.37000000 0.034572169118 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 13024680.91000000 0.103172336584 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAS6 5082850.05000000 PA USD 4593298.40000000 0.036384870526 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 3621295.96000000 0.028685352696 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.75600000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 18615000.00000000 PA USD 19503912.04000000 0.154496236154 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 3670000.00000000 PA USD 3627238.66000000 0.028732426574 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N Tricon American Homes N/A 89613GAB2 1505000.00000000 PA USD 1401759.41000000 0.011103749462 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.04900000 N N N N N N SEB Funding LLC N/A 78433DAA2 6179512.50000000 PA USD 5898089.47000000 0.046720505186 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 617141.37000000 0.004888558697 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 43560000.00000000 PA USD 44735502.75000000 0.354363103319 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 276745.95000000 0.002192186242 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 13032843.28000000 0.103236993123 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 2573586.28000000 0.020386135502 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 16315000.00000000 PA USD 16365380.72000000 0.129635004469 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 438946.83000000 PA USD 436711.23000000 0.003459318375 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 2000983.92000000 0.015850383431 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Regatta XV Funding Ltd. N/A 75888RAN9 6110000.00000000 PA USD 6112248.48000000 0.048416921829 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 6.87300000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 17262650.00000000 PA USD 16201780.75000000 0.128339080885 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 5815000.00000000 PA USD 4722140.53000000 0.037405467015 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 16610000.00000000 PA USD 17011728.80000000 0.134754918125 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 4360202.10000000 0.034538446027 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 2185895.50000000 0.017315122560 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 10115000.00000000 PA USD 9258057.20000000 0.073335799944 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 16975000.00000000 PA USD 17140251.63000000 0.135772985345 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 17349198.20000000 0.137428112714 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Mosaic Solar Loans LLC N/A 61947BAA1 41968948.39000000 PA USD 40471999.94000000 0.320590640870 Long ABS-O CORP US N 2 2052-04-22 Fixed 5.60000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 1290000.00000000 PA USD 1205203.91000000 0.009546775411 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 15016908.52000000 PA USD 14633714.56000000 0.115917966397 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Flagship Credit Auto Trust N/A 33843EAL5 11331000.00000000 PA USD 11459375.70000000 0.090773092634 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.62000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBR1 4030000.00000000 PA USD 3752855.29000000 0.029727472926 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 8568564.48000000 0.067874124877 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N College Ave Student Loans N/A 19423UAC6 7925000.00000000 PA USD 7939938.63000000 0.062894594229 Long ABS-O CORP US N 2 2054-08-25 Fixed 6.08000000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 21060000.00000000 PA USD 20921025.06000000 0.165721606087 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 9619722.00000000 0.076200653428 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 25127587.74000000 0.199043028983 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 8818464.83000000 PA USD 8835890.12000000 0.069991690067 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 2098198.75000000 0.016620450754 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.49000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KAX4 5972000.00000000 PA USD 6442268.72000000 0.051031109425 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 921890.91000000 PA USD 873057.43000000 0.006915745241 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 9015910.38000000 0.071417683609 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 33236538.19000000 0.263276415656 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 13670603.71000000 0.108288881472 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 6515444.00000000 0.051610752387 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 7.37900000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 1694999.84000000 PA USD 1624004.43000000 0.012864217774 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 1269633.44000000 PA USD 1287471.79000000 0.010198443538 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 8385017.70000000 0.066420196731 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 7872692.77000000 0.062361919950 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 1210706.41000000 PA USD 1138233.52000000 0.009016283212 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 2978339.02000000 0.023592301259 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAF0 2535000.00000000 PA USD 2531598.79000000 0.020053540218 Long ABS-O CORP US N 2 2030-05-10 Fixed 6.30000000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 4580000.00000000 PA USD 4612133.28000000 0.036534067162 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 29715.00000000 0.000235381273 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 45932511.63000000 0.363844963482 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 2413445.02000000 PA USD 2213421.83000000 0.017533166733 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 25540296.51000000 0.202312216799 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 1064277.08000000 PA USD 1047750.67000000 0.008299541887 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 25717007.93000000 0.203712000043 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 243335.40000000 0.001927531427 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 2016486.93000000 PA USD 1998771.08000000 0.015832854873 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 2974148.95000000 0.023559110479 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 15960000.00000000 PA USD 15965406.13000000 0.126466687847 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 38742687.73000000 0.306892249130 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 43289DAK9 8947768.60000000 PA USD 8953942.56000000 0.070926818241 Long LON CORP US N 2 2030-11-08 None 0.00000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 19005000.00000000 PA USD 18529228.45000000 0.146775480144 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 5716970.44000000 0.045285807963 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.44300000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAF9 4130000.00000000 PA USD 4153783.02000000 0.032903339651 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 6753549.35000000 0.053496855047 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 3057744.20000000 PA USD 2715322.72000000 0.021508871621 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 62860000.00000000 PA USD 56649432.00000000 0.448736848605 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 32570530.76000000 0.258000774493 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 1726253.72000000 0.013674164538 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.29600000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAF8 21876000.00000000 PA USD 22665698.66000000 0.179541679925 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 3222294.80000000 0.025524746899 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 25524822.14000000 0.202189639753 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 2409728.17000000 0.019088167115 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 2409339.84000000 0.019085091038 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 4165056.99000000 0.032992644091 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 1443504.96000000 0.011434428269 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 7.28700000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 1435000.00000000 PA USD 1349988.82000000 0.010693659359 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 19931404.08000000 0.157882526609 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 1551796.06000000 0.012292233991 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 4691958.19000000 PA USD 4596340.77000000 0.036408970036 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 1561273.56000000 0.012367308062 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 2533484.55000000 0.020068477879 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 8184293.37000000 PA USD 6378559.99000000 0.050526453796 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 13096597.39000000 0.103742008220 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 19352290.30000000 0.153295195660 Long LON CORP US N 2 2031-01-31 Floating 8.33500000 N N N N N N Extended Stay America Trust N/A 30227FAE0 6214761.03000000 PA USD 6189605.54000000 0.049029689902 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.82300000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 27595000.00000000 PA USD 25571734.60000000 0.202561247176 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DM4 23875000.00000000 PA USD 24499852.92000000 0.194070556446 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 810000.00000000 PA USD 808438.51000000 0.006403879729 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 15492961.87000000 0.122724317608 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 9785000.00000000 PA USD 9846156.25000000 0.077994305865 Long LON CORP US N 2 2029-01-12 Floating 7.79900000 N N N N N N CarMax Auto Owner Trust N/A 14318WAH0 4250000.00000000 PA USD 4240373.75000000 0.033589250347 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 7554190.85000000 0.059838972362 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 3579607.00000000 0.028355122155 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 2717881.28000000 PA USD 2451762.65000000 0.019421134621 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 1413967.80000000 0.011200455718 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 13568687.30000000 0.107481571548 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 14569706.83000000 0.115410942302 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 4155000.00000000 PA USD 4067451.78000000 0.032219484453 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 125000.00000000 PA USD 124171.53000000 0.000983599289 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 1754004.70000000 PA USD 1706978.43000000 0.013521479285 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 1396730.44000000 0.011063913509 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 3363081.45000000 0.026639959452 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 000000000 51170125.85000000 PA USD 51029408.00000000 0.404218981967 Long LON CORP US N 2 2031-06-24 None 0.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 40885000.00000000 PA USD 38213969.46000000 0.302704115871 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 5889009.67000000 0.046648581414 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 21941177.91000000 0.173802537508 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.84000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 4345000.00000000 PA USD 4269177.14000000 0.033817410489 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N Mill City Mortgage Trust N/A 59982HAG5 540000.00000000 PA USD 466260.79000000 0.003693389150 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 8742195.64000000 0.069249508474 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 26557201.89000000 0.210367424052 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 3586243.72000000 PA USD 3555427.13000000 0.028163586278 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 1792865.47000000 PA USD 1648487.81000000 0.013058157843 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N New York Mortgage Trust N/A 67120TAA8 12865000.00000000 PA USD 12940839.18000000 0.102508201528 Long ABS-MBS CORP US N 2 2039-05-25 Variable 6.50900000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 940000.00000000 PA USD 938219.83000000 0.007431915818 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 3870000.00000000 PA USD 3467883.01000000 0.027470123499 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 32866474.75000000 0.260345034069 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AN0 12850000.00000000 PA USD 12844474.50000000 0.101744868494 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 6671623.34000000 0.052847894973 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 13729714.77000000 0.108757117602 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.06600000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAE3 7375000.00000000 PA USD 7406771.50000000 0.058671220238 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 43282935.97000000 0.342856893702 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 4080000.00000000 PA USD 4114250.05000000 0.032590187343 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 3128492.57000000 0.024781711787 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 2429854.44000000 0.019247593232 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 4063523.93000000 0.032188370795 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 4432512.44000000 0.035111237544 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.64800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 4625000.00000000 PA USD 3894761.76000000 0.030851555903 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 2392379.93000000 0.018950746592 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 20606483.55000000 0.163230030074 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 5354228.98000000 0.042412425939 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 11637447.91000000 0.092183655097 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 47780000.00000000 PA USD 48272086.22000000 0.382377423412 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 15627231.33000000 0.123787905577 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120BAA5 8420000.00000000 PA USD 8398904.03000000 0.066530194445 Long DBT US N 2 2035-02-15 Fixed 5.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 8460000.00000000 PA USD 8720900.90000000 0.069080826562 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 23729000.00000000 PA USD 21557349.45000000 0.170762119141 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 126192AF0 366569.25000000 PA USD 340907.50000000 0.002700428791 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 2515548.40000000 0.019926400348 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 52295000.00000000 PA USD 48886760.18000000 0.387246437028 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 1515083.17000000 0.012001420368 Long ABS-O CORP US N 2 2031-04-15 Fixed 7.37000000 N N N N N N Aimco N/A 00140LAG9 2488917.00000000 PA USD 2494533.24000000 0.019759933071 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 3020581.40000000 0.023926915602 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 200753.46000000 0.001590227329 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 15464524.48000000 0.122499056660 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 11633081.98000000 0.092149071278 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 68437087.58000000 0.542110342930 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 5485058.99000000 0.043448769011 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 1533955.20000000 0.012150911280 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 279889.10000000 0.002217084059 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 4729619.55000000 0.037464710537 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 9211215.75000000 0.072964755012 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 5696230.27000000 0.045121518964 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 4425852.07000000 0.035058478790 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.24000000 N N N N N N SEB Funding LLC N/A 78433DAC8 12125000.00000000 PA USD 12312731.38000000 0.097532774506 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAE2 645000.00000000 PA USD 652549.73000000 0.005169038753 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 4089750.00000000 PA USD 4186018.63000000 0.033158687420 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 10581121.92000000 PA USD 10596083.63000000 0.083934701687 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 13773918.85000000 0.109107271149 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 11924907.94000000 0.094460710725 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 13585407.12000000 0.107614014171 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 716000.00000000 PA USD 718702.90000000 0.005693057512 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 12900000.00000000 PA USD 13173877.06000000 0.104354163265 Long DBT US N 2 2031-01-15 Fixed 5.90000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 8820000.00000000 PA USD 8982649.62000000 0.071154215325 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAH7 28160000.00000000 PA USD 28072140.80000000 0.222367701695 Long LON CORP US N 2 2031-05-21 Floating 7.33900000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 408000.00000000 PA USD 405020.38000000 0.003208285811 Long ABS-O CORP US N 2 2033-03-15 Variable 2.80600000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAZ0 1248741.10000000 PA USD 1146333.34000000 0.009080444274 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.96500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 11800000.00000000 PA USD 10925224.46000000 0.086541923217 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 2685000.00000000 PA USD 2677401.45000000 0.021208486064 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 8766488.84000000 0.069441942072 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 3374721.41000000 PA USD 3255942.69000000 0.025791281754 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 12791593.09000000 0.101325979258 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 28524753.83000000 0.225952982916 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 2051044.11000000 0.016246924951 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 5173037.66000000 0.040977156086 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N PRP Advisors, LLC N/A 69380RAA3 1103674.97000000 PA USD 1061169.91000000 0.008405839642 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 8986941.26000000 0.071188210671 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 3145000.00000000 PA USD 2536139.86000000 0.020089511372 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N PRP Advisors, LLC N/A 69359XAA7 3420794.40000000 PA USD 3418466.55000000 0.027078681154 Long ABS-MBS CORP US N 2 2025-10-25 Variable 5.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJL6 122555000.00000000 PA USD 122416168.47000000 0.969694553292 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 117504.00000000 0.000930783818 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 10838297.02000000 0.085853345343 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 872289.71000000 PA USD 839055.47000000 0.006646405694 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AC6 719921.62000000 PA USD 732552.28000000 0.005802762533 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 21248399.88000000 0.168314838532 Long DBT CORP US N 2 2029-03-15 Fixed 5.05000000 N N N N N N Helios Issuer, LLC N/A 86744WAA7 5646600.62000000 PA USD 5403339.42000000 0.042801444209 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 2920673.26000000 0.023135513777 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 4118840.46000000 0.032626549334 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 239653.20000000 PA USD 236993.05000000 0.001877291804 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 1441000.00000000 PA USD 1462829.71000000 0.011587505310 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N 2024-07-25 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer