NPORT-P false 0000917469 XXXXXXXX S000006646 C000018133 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Investment Grade Fixed Income Fund S000006646 549300WC3NPNL3GIV677 2021-12-31 2021-03-31 N 246860107.94 4442280.77 242417827.17 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 Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 155000.00000000 PA USD 182347.03000000 0.075220140419 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CA3 295000.00000000 PA USD 288276.95000000 0.118917388776 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 1175000.00000000 PA USD 1117120.73000000 0.460824495888 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 319000.00000000 PA USD 397626.08000000 0.164025098583 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 100000.00000000 PA USD 104278.28000000 0.043015928827 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 1040000.00000000 PA USD 1132903.20000000 0.467334937048 Long DBT CORP FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 50000.00000000 PA USD 47579.65000000 0.019627125016 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 370000.00000000 PA USD 369866.80000000 0.152574092556 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 255.58000000 0.000105429539 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 694000.00000000 BRL 123093.30000000 USD 2021-06-02 255.58000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 8440000.00000000 PA USD 6369232.83000000 2.627378070480 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Basswood Park CLO Ltd N/A 070252AG6 405000.00000000 PA USD 405000.00000000 0.167066921079 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 85000.00000000 PA USD 90037.22000000 0.037141336118 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Cisco Systems Inc/Delaware 8E6NF1YAL0WT6CWXXV93 17275R102 10036.00000000 NS USD 518961.56000000 0.214077308611 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 100000.00000000 PA USD 96707.06000000 0.039892717927 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 125000.00000000 PA USD 122338.47000000 0.050465954351 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 104000.00000000 PA USD 142709.05000000 0.058869040971 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 696.00000000 NS USD 524756.16000000 0.216467644366 Long EC CORP US N 1 N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 40438DAE9 150000.00000000 PA USD 152883.77000000 0.063066224041 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.49000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 3103.00000000 NS USD 527478.97000000 0.217590833214 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 1885.00000000 NS USD 520731.25000000 0.214807325054 Long EC CORP IE N 1 N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 485000.00000000 PA USD 462505.70000000 0.190788650075 Long DBT CORP IN N 2 2031-02-10 Fixed 2.80000000 N N N N N N Madison Park Funding Ltd 549300VE70J453FXBE45 55818HBR8 625000.00000000 PA USD 625073.94000000 0.257849823710 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.80000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 85000.00000000 PA USD 87119.05000000 0.035937559137 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAJ0 295000.00000000 PA USD 289277.00000000 0.119329920318 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAA8 140000.00000000 PA USD 132387.50000000 0.054611288924 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N Global Atlantic Fin Co N/A 34628TAB3 1402000.00000000 PA USD 1405107.83000000 0.579622318376 Long DBT CORP US N 2 2021-04-15 Fixed 8.62500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 5380.00000000 NS USD 514381.80000000 0.212188107617 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 110000.00000000 PA USD 110550.00000000 0.045603081790 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 100000.00000000 PA USD 100159.33000000 0.041316816988 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 165000.00000000 PA USD 161938.75000000 0.066801502138 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2335.00000000 NS USD 514657.35000000 0.212301775000 Long EC CORP US N 1 N N N Freddie Mac N/A 31395LFN6 214187.24000000 PA USD 249555.96000000 0.102944557713 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 3129.00000000 NS USD 514251.15000000 0.212134213066 Long EC CORP US N 1 N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 175000.00000000 PA USD 181052.55000000 0.074686153288 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 1060000.00000000 PA USD 1209684.79000000 0.499008181090 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAB3 215085.94000000 PA USD 227065.86000000 0.093667145956 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.63000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1366.00000000 NS USD 508247.62000000 0.209657691405 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1160000.00000000 PA USD 1196518.26000000 0.493576843736 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N CONN LT & PWR 549300O45IUXEDS1VZ32 207597600 213.00000000 NS USD 11080.26000000 0.004570728204 Long EP CORP US N 2 N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 425000.00000000 PA USD 424587.84000000 0.175147118904 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N HPEFS Equipment Trust N/A 40440YAF6 115000.00000000 PA USD 114435.74000000 0.047205991958 Long ABS-O CORP US N 2 2031-03-20 Fixed 1.03000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 416000.00000000 PA USD 584192.11000000 0.240985622559 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 335000.00000000 PA USD 334300.60000000 0.137902646807 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2C4 1145000.00000000 PA USD 1032194.60000000 0.425791540189 Long DBT CORP FR N 2 2041-01-26 Fixed 2.82400000 N N N N N N CPS Auto Trust N/A 12597TAC4 400000.00000000 PA USD 404828.80000000 0.166996299210 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.71000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAW2 663000.00000000 PA USD 797635.41000000 0.329033313808 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N NextEra Energy Inc N/A 65339F101 6904.00000000 NS USD 522011.44000000 0.215335417404 Long EC CORP US N 1 N N N Elmwood CLO II Ltd. N/A 29001LAS0 535000.00000000 PA USD 535000.00000000 0.220693340191 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 304000.00000000 PA USD 416176.00000000 0.171677143079 Long DBT CORP LU N 2 2039-10-15 Fixed 7.25000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAK7 195000.00000000 PA USD 194773.00000000 0.080345988689 Long ABS-O CORP US N 2 2053-01-15 Floating 0.83600000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537CAE9 260000.00000000 PA USD 257990.93000000 0.106424074917 Long ABS-O CORP US N 2 2030-06-17 Fixed 1.64000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAR2 55000.00000000 PA USD 57571.02000000 0.023748674209 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 1135000.00000000 PA USD 1202163.03000000 0.495905372981 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 125000.00000000 PA USD 139687.50000000 0.057622618612 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 776000.00000000 PA USD 970294.00000000 0.400256866966 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 778000.00000000 PA USD 1062996.43000000 0.438497631304 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 500000.00000000 PA USD 595257.50000000 0.245550216726 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 357128.56000000 PA USD 356852.61000000 0.147205597115 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 24786900.00000000 PA 1253018.15000000 0.516883665128 Long DBT NUSS MX N 2 2023-03-09 Fixed 6.75000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AB9 25000.00000000 PA USD 42390.00000000 0.017486337739 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Livongo Health Inc USD XXXX N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AH0 360000.00000000 PA USD 431945.73000000 0.178182328850 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 1120000.00000000 PA USD 1215603.20000000 0.501449589822 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 220000.00000000 PA USD 237459.23000000 0.097954524538 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 1885000.00000000 PA USD 1920911.89000000 0.792397123769 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 280000.00000000 PA USD 284093.60000000 0.117191711235 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DVL0 8572.45000000 PA USD 9100.35000000 0.003753993716 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 2.57500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 242500.00000000 PA USD 257391.93000000 0.106176980878 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 510000.00000000 PA USD 509799.67000000 0.210297928973 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 455000.00000000 PA USD 455460.60000000 0.187882469419 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.64100000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 1685000.00000000 PA USD 1682367.34000000 0.693994892883 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 565000.00000000 PA USD 544729.03000000 0.224706671270 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 582834AP2 137000.00000000 PA USD 196271.44000000 0.080964111547 Long DBT CORP US N 2 2047-03-01 Fixed 7.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 371000.00000000 PA USD 352964.44000000 0.145601684546 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 1125000.00000000 PA USD 1142693.74000000 0.471373641674 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 395000.00000000 PA USD 395000.00000000 0.162941811916 Long ABS-CBDO CORP KY N 3 2034-04-23 Variable 3.04100000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 20828.00000000 NS USD 493415.32000000 0.203539205742 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 370000.00000000 PA USD 339197.50000000 0.139922671512 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 130000.00000000 PA USD 131654.90000000 0.054309083427 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 505000.00000000 PA USD 582566.78000000 0.240315156191 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474HAB6 485000.00000000 PA USD 507137.19000000 0.209199626908 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.25000000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 300000.00000000 PA USD 296778.60000000 0.122424412207 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 1.69300000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 80000.00000000 PA USD 80800.00000000 0.033330882032 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 100000.00000000 PA USD 99091.91000000 0.040876494586 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAE5 400000.00000000 PA USD 401716.00000000 0.165712235230 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 225000.00000000 PA USD 241312.50000000 0.099544040476 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 376000.00000000 PA USD 391886.00000000 0.161657252923 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N GCAT N/A 36167CAA4 80162.13000000 PA USD 82751.21000000 0.034135777457 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 165000.00000000 PA USD 162836.56000000 0.067171858563 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 9010.00000000 NS USD 487531.10000000 0.201111900758 Long EC CORP US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 15580742.11000000 PA USD 15580742.11000000 6.427226203571 Long RA CORP US N 2 Repurchase N 0.00000000 2021-04-01 15465900.00000000 USD 15892387.50374100 USD UST N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 705000.00000000 PA USD 677723.94000000 0.279568523450 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 265000.00000000 PA USD 265040.07000000 0.109331922117 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 104000.00000000 PA USD 138101.77000000 0.056968487677 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 730000.00000000 PA USD 764850.20000000 0.315509056792 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 225000.00000000 PA USD 219218.14000000 0.090429875788 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 2010000.00000000 PA USD 1961760.00000000 0.809247415052 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAL5 100000.00000000 PA USD 102120.08000000 0.042125647767 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.41900000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 95000.00000000 PA USD 99760.45000000 0.041152274634 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HH3 310000.00000000 PA USD 317106.26000000 0.130809793859 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 733000.00000000 PA USD 942205.97000000 0.388670247976 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MD7 1760000.00000000 PA USD 1813873.60000000 0.748242660688 Long DBT USGA US N 2 2022-08-01 Fixed 2.45000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 15000.00000000 PA USD 15429.15000000 0.006364692803 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 445000.00000000 PA USD 509418.20000000 0.210140568433 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 250000.00000000 PA USD 249962.70000000 0.103112342404 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N Flagship Credit Auto Trust N/A 33843WAG6 165000.00000000 PA USD 160331.16000000 0.066138353714 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.27000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AG7 165000.00000000 PA USD 166503.30000000 0.068684428840 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.20000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 250000.00000000 PA USD 267996.77000000 0.110551593143 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 450000.00000000 PA USD 467437.14000000 0.192822922908 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AX8 10000.00000000 PA USD 13189.25000000 0.005440709602 Long DBT CORP US N 2 2027-05-15 Fixed 7.87500000 N N N N N N OneMain Financial Issuance Trust N/A 68269CAB2 145000.00000000 PA USD 150937.92000000 0.062263539675 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.89000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 875000.00000000 PA USD 918286.08000000 0.378803032235 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AJ2 375000.00000000 PA USD 392723.97000000 0.162002924696 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 400000.00000000 PA USD 460616.00000000 0.190009128197 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 12375.00000000 NS USD 620358.75000000 0.255904756363 Long EP CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 565000.00000000 PA USD 572062.50000000 0.235982026024 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AS2 1065000.00000000 PA USD 1175900.62000000 0.485071842169 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CU9 56000.00000000 PA USD 58807.57000000 0.024258764582 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MC9 1452000.00000000 PA USD 1462773.84000000 0.603410176997 Long DBT USGA US N 2 2021-08-01 Fixed 2.35000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 1464.00000000 NS USD 525502.80000000 0.216775641517 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 025297AD4 100000.00000000 PA USD 102342.50000000 0.042217398445 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.40000000 N N N N N N PULTE GROUP INC N/A 745867AT8 1989000.00000000 PA USD 2486250.00000000 1.025605265513 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 85000.00000000 PA USD 78465.66000000 0.032367941300 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 1535000.00000000 PA USD 1508137.50000000 0.622123181948 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 1130000.00000000 PA USD 1137283.86000000 0.469142007119 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 3799.00000000 NS USD 514498.57000000 0.212236276517 Long EC CORP US N 1 N N N DELTA AIR LINES 2007-1 B N/A 247367BJ3 257682.04000000 PA USD 268915.53000000 0.110930591672 Long DBT CORP US N 2 2022-08-10 Fixed 8.02100000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 360000.00000000 PA USD 360000.00000000 0.148503929848 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.50900000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 140000.00000000 PA USD 139380.87000000 0.057496130390 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 635.00000000 NS USD 73140.22000000 0.030171139166 Long EP CORP BM N 2 N N N SoFi Consumer Loan Program Trust N/A 83405TAC7 1000000.00000000 PA USD 1029250.00000000 0.424576860545 Long ABS-O CORP US N 2 2028-05-25 Fixed 3.35000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -55.00000000 NC USD 413822.64000000 0.170706356389 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNM1 Comdty 2021-06-21 -10380853.89000000 USD 413822.64000000 N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAC7 2435000.00000000 PA USD 2791851.10000000 1.151669055280 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 1396.00000000 NS USD 515822.00000000 0.212782205839 Long EC CORP US N 1 N N N Fan Engine Securization Ltd N/A 30709QAB9 1951285.56000000 PA USD 1073207.06000000 0.442709627641 Long ABS-O CORP IE N 3 2043-10-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 605000.00000000 PA USD 576625.50000000 0.237864313335 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 105000.00000000 PA USD 130200.00000000 0.053708921295 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 2180.00000000 NS USD 513978.60000000 0.212021783216 Long EC CORP US N 1 N N N Business Jet Securities, LLC N/A 12327BAA4 195000.00000000 PA USD 194445.87000000 0.080211043993 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N INVESCO CLO 2021-1, Ltd N/A 46090XAJ0 255000.00000000 PA USD 255000.00000000 0.105190283642 Long ABS-CBDO CORP KY N 3 2034-04-15 Floating 0.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 2229.00000000 NS USD 532864.74000000 0.219812522132 Long EC US N 1 N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 2099000.00000000 PA USD 2410091.51000000 0.994189057024 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Aimco 549300MMTPNJGGRMPB33 00900CAS3 355000.00000000 PA USD 354929.00000000 0.146412086991 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 120000.00000000 PA USD 136312.39000000 0.056230348894 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AH6 330000.00000000 PA USD 366795.46000000 0.151307131279 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 10000.00000000 PA USD 11075.00000000 0.004568558397 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 540000.00000000 PA USD 572365.62000000 0.236107066333 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 250000.00000000 PA USD 255448.33000000 0.105375224661 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 205000.00000000 PA USD 209176.33000000 0.086287519545 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 8467.00000000 NS USD 510306.09000000 0.210506832751 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 39000.00000000 PA USD 42083.53000000 0.017359915519 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAC2 181514.17000000 PA USD 185814.19000000 0.076650381768 Long ABS-O CORP US N 2 2047-01-25 Fixed 3.04000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 94890.00000000 PA USD 51121.15000000 0.021088032425 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.84900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 195000.00000000 PA USD 187223.40000000 0.077231696276 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Chevron Corp N/A 166764100 4822.00000000 NS USD 505297.38000000 0.208440685199 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust N/A 34532NAC9 1125000.00000000 PA USD 1123102.58000000 0.463292074312 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 145000.00000000 PA USD 171616.18000000 0.070793547654 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813GAC5 670000.00000000 PA USD 669050.14000000 0.275990486265 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.27000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 125000.00000000 PA USD 126758.31000000 0.052289186599 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 891000.00000000 PA USD 832505.85000000 0.343417750962 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 185000.00000000 PA USD 174825.00000000 0.072117220932 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAE5 330000.00000000 PA USD 366729.00000000 0.151279715803 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 Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 314000.00000000 PA USD 352115.28000000 0.145251396776 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N TIF Funding II LLC N/A 872480AE8 286254.18000000 PA USD 275729.01000000 0.113741226550 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 155000.00000000 PA USD 168826.00000000 0.069642567945 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 1170000.00000000 PA USD 1278051.69000000 0.527210273650 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 353000.00000000 PA USD 361825.00000000 0.149256762270 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 235000.00000000 PA USD 220744.73000000 0.091059610828 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 486871.23000000 PA USD 486816.16000000 0.200816980204 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.11500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936QBC1 105000.00000000 PA USD 107230.75000000 0.044233854932 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.83500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 250000.00000000 PA USD 320171.48000000 0.132074230570 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAM2 65000.00000000 PA USD 59960.73000000 0.024734455671 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.81300000 N N N N N N Aimco N/A 00144GAJ0 675000.00000000 PA USD 675067.50000000 0.278472712952 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 455000.00000000 PA USD 498793.75000000 0.205757866829 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBF1 180000.00000000 PA USD 177534.00000000 0.073234713004 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 392000.00000000 PA USD 403269.78000000 0.166353186441 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 150000.00000000 PA USD 151785.00000000 0.062612969422 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 635000.00000000 PA USD 660428.51000000 0.272433969774 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548508 1860.00000000 NS USD 190650.00000000 0.078645206182 Long EP CORP US N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBN0 5010000.00000000 PA USD 5006868.75000000 2.065388015580 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 250000.00000000 PA USD 260339.53000000 0.107392898055 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 3769.00000000 NS USD 511943.27000000 0.211182187373 Long EC CORP US N 1 N N N BRASKEM NETHERLANDS N/A 10554TAD7 200000.00000000 PA USD 200934.00000000 0.082887468444 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 9670.00000000 NS USD 509705.70000000 0.210259165322 Long EC CORP US N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 6412000.00000000 PA 1231038.57000000 0.507816848443 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 235000.00000000 PA USD 235027.03000000 0.096951215487 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 000000000 19600000.00000000 PA 271650.61000000 0.112058842029 Long DBT NUSS KR N 2 2022-08-09 Fixed 6.75000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 200000.00000000 PA USD 197800.00000000 0.081594659233 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 24223.00000000 NS USD 1053942.73000000 0.434762881221 Long EC CORP US N 1 N N N OLD REPUBLIC INTL CORP N/A 680223AJ3 1286000.00000000 PA USD 1449479.51000000 0.597926120748 Long DBT CORP US N 2 2024-10-01 Fixed 4.87500000 N N N N N N CONTL AIRLINES 2000-2 N/A 210805DD6 11748.56000000 PA USD 11745.42000000 0.004845113965 Long DBT CORP US N 2 2021-04-02 Fixed 7.70700000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012HAG9 310000.00000000 PA USD 310000.00000000 0.127878384035 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N Brex Inc N/A 05601DAA1 140000.00000000 PA USD 140218.96000000 0.057841851664 Long ABS-O CORP US N 2 2024-07-17 Fixed 2.09000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1244000.00000000 PA USD 1335906.89000000 0.551076175211 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 1037000.00000000 PA USD 1380730.57000000 0.569566432518 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N Legacy Mortgage Asset Trust N/A 52473CAA0 302945.84000000 PA USD 304130.36000000 0.125457093461 Long ABS-O CORP US N 2 2059-05-25 Variable 3.43800000 N N N N N N BB-UBS Trust N/A 05490AAA1 100000.00000000 PA USD 99477.91000000 0.041035723800 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 555000.00000000 PA USD 622814.06000000 0.256917598540 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105WAL3 270000.00000000 PA USD 264543.57000000 0.109127110447 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.32000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 1205000.00000000 PA USD 1090464.23000000 0.449828398649 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 211000.00000000 PA USD 273238.74000000 0.112713962991 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61766NBG9 495000.00000000 PA USD 479491.45000000 0.197795457371 Long ABS-MBS CORP US N 2 2049-09-15 Variable 4.11600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 165000.00000000 PA USD 185636.71000000 0.076577169330 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 196000.00000000 PA USD 215002.34000000 0.088690812268 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 1488000.00000000 PA USD 2274229.44000000 0.938144470045 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 780000.00000000 PA USD 965108.18000000 0.398117659607 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 1560000.00000000 PA USD 1998687.60000000 0.824480453163 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 115000.00000000 PA USD 115006.07000000 0.047441259309 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAG1 315000.00000000 PA USD 312983.43000000 0.129109081478 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.13000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBB7 27000.00000000 PA USD 27659.96000000 0.011410035442 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 510000.00000000 PA USD 533564.20000000 0.220101057017 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1205000.00000000 PA USD 1124697.31000000 0.463949917846 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Earnest Student Loan Program LLC 549300RPRMBC4KSBJ337 27035BAB3 71852.29000000 PA USD 72363.11000000 0.029850572808 Long ABS-O CORP US N 2 2041-01-25 Fixed 2.65000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 1920000.00000000 PA USD 2014904.31000000 0.831170023063 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N AIR CANADA 2013-1B PTT N/A 009089AB9 137742.22000000 PA USD 137899.25000000 0.056884945966 Long DBT CORP CA N 2 2021-05-15 Fixed 5.37500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AV6 1050000.00000000 PA USD 1048047.84000000 0.432331174746 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 1270000.00000000 PA USD 1405951.94000000 0.579970522965 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAC8 255000.00000000 PA USD 255423.10000000 0.105364817011 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.89100000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 43000.00000000 PA USD 51645.76000000 0.021304439777 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAX9 5015000.00000000 PA USD 5014020.52000000 2.068338198776 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 263233.33000000 PA USD 255492.01000000 0.105393243138 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1021.78000000 -0.00042149540 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 858000.00000000 BRL 150843.88000000 USD 2021-06-02 -1021.78000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1215000.00000000 PA USD 1211232.27000000 0.499646533483 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 953000.00000000 PA USD 1076752.02000000 0.444171962338 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 182000.00000000 PA USD 239330.00000000 0.098726237584 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 835000.00000000 PA USD 802685.50000000 0.331116531061 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 Morgan Stanley Mortgage Loan Trust N/A 61745M4T7 9491.65000000 PA USD 8063.88000000 0.003326438527 Long ABS-MBS CORP US N 3 2035-07-25 Variable 2.76700000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 466775.34000000 PA USD 440092.83000000 0.181543096536 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 536000.00000000 PA USD 596069.84000000 0.245885315844 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 1083.00000000 NS USD 1514034.00000000 0.624555552565 Long EP CORP US N 1 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 210000.00000000 PA USD 222702.90000000 0.091867377329 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1744.00000000 NS USD 532356.00000000 0.219602661328 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 695000.00000000 PA USD 663738.90000000 0.273799541786 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BP2 552000.00000000 PA USD 714639.33000000 0.294796524802 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -306.38000000 -0.00012638509 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 954000.00000000 BRL 168551.24000000 USD 2021-06-02 -306.38000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 1435000.00000000 PA USD 1270893.40000000 0.524257400883 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 290000.00000000 PA USD 282277.09000000 0.116442381030 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 85620.32000000 PA USD 86158.82000000 0.035541453780 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 225000.00000000 PA USD 228753.68000000 0.094363390131 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535MAE9 370000.00000000 PA USD 378117.43000000 0.155977567497 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.73000000 N N N N N N SMB Private Education Loan Trust N/A 78449UAB4 665000.00000000 PA USD 683061.87000000 0.281770477845 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAY6 2255000.00000000 PA USD 2323683.76000000 0.958544916901 Long DBT CORP US N 2 2022-02-13 Fixed 4.12500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 4255.00000000 NS USD 509919.20000000 0.210347236402 Long EC CORP US N 1 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 155000.00000000 PA USD 153547.65000000 0.063340081788 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340EBC9 275000.00000000 PA USD 275000.00000000 0.113440501967 Long ABS-CBDO CORP KY N 3 2034-04-20 Floating 0.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GL36 224000.00000000 PA USD 221232.16000000 0.091260681024 Long DBT CORP US N 2 2024-05-13 Floating 0.54100000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 45000.00000000 PA USD 44013.18000000 0.018155917208 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N NEUROCRINE BIOSCIENCES 549300FECER0XBN49756 64125CAD1 60000.00000000 PA USD 80662.50000000 0.033274161781 Long DBT CORP US N 2 2024-05-15 Fixed 2.25000000 N N N N Y Neurocrine Biosciences Inc USD XXXX N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 1415000.00000000 PA USD 1360023.39000000 0.561024494723 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 40000.00000000 PA USD 43696.40000000 0.018025242000 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 450000.00000000 PA USD 492543.00000000 0.203179364220 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 2105000.00000000 PA USD 2209570.78000000 0.911472066965 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 39000.00000000 PA USD 51195.78000000 0.021118818115 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950VLJ3 22620000.00000000 PA 311299.09000000 0.128414272842 Long DBT NUSS XX N 2 2022-11-25 Fixed 5.85000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 195000.00000000 PA USD 212355.00000000 0.087598755619 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 691000.00000000 PA USD 731596.25000000 0.301791439408 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 1192000.00000000 PA USD 1336978.81000000 0.551518353913 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 05377RDL5 100000.00000000 PA USD 107330.45000000 0.044274982270 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 175000.00000000 PA USD 151858.94000000 0.062643470479 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 538641.93000000 PA USD 527975.42000000 0.217795624258 Long ABS-O CORP BM N 2 2042-08-15 Fixed 3.96700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 620000.00000000 PA USD 624650.00000000 0.257674943832 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 375000.00000000 PA USD 414217.76000000 0.170869347702 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 15000.00000000 PA USD 15037.50000000 0.006203132903 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAU6 239000.00000000 PA USD 305252.75000000 0.125920091588 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 487912.50000000 PA USD 539709.29000000 0.222635973723 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 401465.41000000 PA USD 400180.04000000 0.165078634963 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 455000.00000000 PA USD 437937.50000000 0.180653999383 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 200000.00000000 PA USD 214500.00000000 0.088483591534 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 1381.00000000 NS USD 516687.34000000 0.213139168035 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 5308.00000000 NS USD 512381.24000000 0.211362854779 Long EC CORP US N 1 N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 1066000.00000000 PA USD 1061821.28000000 0.438012869101 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 317.00000000 NS USD 449318.97000000 0.185348980000 Long EP CORP US N 1 N N N EXPEDIA GROUP INC N/A 30212PBD6 175000.00000000 PA USD 191012.50000000 0.078794741389 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N Progress Residential Trust N/A 74331MAD8 565000.00000000 PA USD 571317.32000000 0.235674631139 Long ABS-O CORP US N 2 2035-10-17 Fixed 4.42700000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 990000.00000000 PA USD 1123270.74000000 0.463361442148 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BV6 65000.00000000 PA USD 59711.16000000 0.024631505321 Long DBT CORP US N 2 2047-03-01 Fixed 3.65000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 420000.00000000 PA USD 471576.00000000 0.194530247839 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N Progress Residential Trust N/A 74332UAJ6 160000.00000000 PA USD 161274.38000000 0.066527442260 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.65600000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AK2 213000.00000000 PA USD 274750.83000000 0.113337716622 Long DBT CORP US N 2 2098-03-01 Fixed 5.65000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAH5 300000.00000000 PA USD 283983.00000000 0.117146087527 Long DBT CORP IN N 2 2031-02-02 Fixed 3.10000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PAR3 562000.00000000 PA USD 769264.50000000 0.317330003729 Long DBT CORP US N 2 2034-06-01 Fixed 6.70000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 85000.00000000 PA USD 82193.13000000 0.033905563365 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 50000.00000000 PA USD 49917.00000000 0.020591307406 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 2268.00000000 NS USD 243265.68000000 0.100349748547 Long EP CORP US N 1 N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 221505.53000000 PA USD 227993.43000000 0.094049778707 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 2890.93000000 PA USD 2970.68000000 0.001225437928 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.71000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 55000.00000000 PA USD 55412.50000000 0.022858261146 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 389654.58000000 PA USD 387601.02000000 0.159889651897 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 260069.44000000 PA USD 255505.22000000 0.105398692407 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N Galaxy CLO Ltd N/A 36321LAC3 250000.00000000 PA USD 250282.08000000 0.103244090140 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 1.88200000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CY1 39000.00000000 PA USD 42704.61000000 0.017616117798 Long DBT CORP US N 2 2024-02-15 Fixed 4.12500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 600000.00000000 PA USD 613223.40000000 0.252961346596 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 600000.00000000 PA USD 601979.70000000 0.248323197607 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.87400000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 10000.00000000 PA USD 11353.50000000 0.004683442687 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 305000.00000000 PA USD 307287.50000000 0.126759448175 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 301200.88000000 PA USD 300486.37000000 0.123953907807 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N Dell Equipment Finance Trust N/A 24704GAF0 155000.00000000 PA USD 158030.20000000 0.065189182596 Long ABS-O CORP US N 2 2026-03-23 Fixed 1.92000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 30000.00000000 PA USD 31096.80000000 0.012827769460 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAA7 35000.00000000 PA USD 36174.60000000 0.014922417390 Long DBT CORP US N 2 2026-01-15 Fixed 0.12500000 N N N N Y Bentley Systems Inc USD XXXX N N N Drive Auto Receivables Trust N/A 26208MAG1 145000.00000000 PA USD 152513.15000000 0.062913339245 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.30000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 1250000.00000000 PA USD 1169394.58000000 0.482388029647 Long DBT US N 2 2030-10-15 Fixed 1.87500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HN0 225000.00000000 PA USD 215378.08000000 0.088845809119 Long DBT CORP US N 2 2046-03-15 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 5077000.00000000 PA USD 5813114.23000000 2.397973077253 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 4721.00000000 NS USD 515863.67000000 0.212799395169 Long EC CORP US N 1 N N N AmeriCredit Automobile Receivables Trust N/A 03066MAG1 230000.00000000 PA USD 245230.12000000 0.101160101492 Long ABS-O CORP US N 2 2024-11-18 Fixed 4.04000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2883.04000000 -0.00118928547 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 925000.00000000 BRL 160841.59000000 USD 2021-06-02 -2883.04000000 N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 10000.00000000 PA USD 9199.03000000 0.003794700293 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83405BAC6 110000.00000000 PA USD 112373.47000000 0.046355283071 Long ABS-O CORP US N 2 2028-08-25 Fixed 2.84000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 210000.00000000 PA USD 360543.75000000 0.148728232658 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 First Investors Auto Owner Trust N/A 32059FAG4 285000.00000000 PA USD 282525.06000000 0.116544671362 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.62000000 N N N N N N CIM Trust N/A 12565CAA3 575000.00000000 PA USD 575000.00000000 0.237193776840 Long ABS-MBS CORP US N 3 2059-07-25 Variable 2.56800000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAH3 155000.00000000 PA USD 162846.88000000 0.067176115676 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 6326.00000000 NS USD 491277.16000000 0.202657191401 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828YT1 6820000.00000000 PA USD 6885003.13000000 2.840138949505 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300NL4H585I318G08 40538FAS2 450000.00000000 PA USD 450681.39000000 0.185910993123 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 1.92200000 N N N N N N CENTRAL BANK OF ICELAND 549300K5GD3JPA2LLG98 000000000 35493709.00000000 PA 279918.84000000 0.115469577162 Long STIV NUSS IS N 2 2050-01-01 None 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 160000.00000000 PA USD 184279.28000000 0.076017214637 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 490000.00000000 PA USD 628731.36000000 0.259358549385 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 50000.00000000 PA USD 47754.50000000 0.019699252549 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAQ8 275000.00000000 PA USD 274745.27000000 0.113335423061 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 2.96600000 N N N N N N AIR CANADA 2020-2A PTT N/A 00909DAA1 1490000.00000000 PA USD 1601496.70000000 0.660634871080 Long DBT CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 70000.00000000 PA USD 68685.04000000 0.028333328782 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 3400000.00000000 PA USD 3180034.96000000 1.311799135040 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CJ4 105000.00000000 PA USD 114044.68000000 0.047044675439 Long DBT CORP US N 2 2027-08-15 Fixed 3.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 398000.00000000 PA USD 412427.50000000 0.170130845909 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 15000.00000000 PA USD 14536.76000000 0.005996572186 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 3595000.00000000 PA USD 3322268.31000000 1.370471944569 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 290000.00000000 PA USD 289140.27000000 0.119273517701 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 510000.00000000 PA USD 643683.75000000 0.265526573484 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 165000.00000000 PA USD 165716.48000000 0.068359857001 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 232695.86000000 PA USD 233091.95000000 0.096152973863 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 280000.00000000 PA USD 273370.42000000 0.112768282428 Long DBT CORP IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N AIG CLO Ltd N/A 00141YAG0 430000.00000000 PA USD 430000.00000000 0.177379693985 Long ABS-CBDO CORP KY N 3 2034-04-22 Floating 0.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 710000.00000000 PA USD 801442.99000000 0.330603982122 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1450000.00000000 PA USD 1393334.00000000 0.574765484975 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 80000.00000000 PA USD 79937.44000000 0.032975066616 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 55000.00000000 PA USD 56013.41000000 0.023106143081 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 1190000.00000000 PA USD 1234625.00000000 0.509296289968 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 655000.00000000 PA USD 659454.46000000 0.272032163516 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 4206.00000000 NS USD 513762.90000000 0.211932804611 Long EC CORP US N 1 N N N Galaxy CLO Ltd N/A 36319XAC1 250000.00000000 PA USD 249765.63000000 0.103031048877 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 1.86800000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 122913.99000000 PA USD 117884.07000000 0.048628465726 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 260000.00000000 PA USD 264713.80000000 0.109197332180 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 2335000.00000000 PA USD 1822029.69000000 0.751607136847 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 325000.00000000 PA USD 325000.00000000 0.134066047779 Long ABS-CBDO CORP KY N 3 2034-04-15 Floating 3.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 482000.00000000 PA USD 533369.23000000 0.220020629764 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 390000.00000000 PA USD 376336.35000000 0.155242852554 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N PULTE GROUP INC N/A 745867AP6 867000.00000000 PA USD 1101540.84000000 0.454397621189 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 190000.00000000 PA USD 189685.65000000 0.078247401280 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 95000.00000000 PA USD 106040.39000000 0.043742818437 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 144812.95000000 PA USD 144791.95000000 0.059728259959 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAA9 125000.00000000 PA USD 120312.50000000 0.049630219610 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAC1 125000.00000000 PA USD 148046.88000000 0.061070954116 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Marriott Vacations Worldwide Corp USD XXXX N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 2697.00000000 NS USD 508303.59000000 0.209680779641 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 5045000.00000000 PA USD 5042832.21000000 2.080223335416 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 252727.40000000 PA USD 252449.43000000 0.104138145674 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1525000.00000000 PA USD 1919899.41000000 0.791979464717 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 220000.00000000 PA USD 223590.41000000 0.092233484892 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 265000.00000000 PA USD 267244.49000000 0.110241269431 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03063FAF1 235000.00000000 PA USD 233731.63000000 0.096416848846 Long ABS-O CORP US N 2 2026-12-18 Fixed 1.21000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 735000.00000000 PA USD 727048.81000000 0.299915570767 Long DBT CORP GB N 2 2031-03-17 Fixed 2.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 150000.00000000 PA USD 148677.15000000 0.061330947371 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N First Investors Auto Owner Trust N/A 32059TAG4 235000.00000000 PA USD 243853.91000000 0.100592399844 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.55000000 N N N N N N Progress Residential Trust N/A 74333BAJ7 135000.00000000 PA USD 138431.25000000 0.057104401774 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.46600000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 211391.03000000 PA USD 207715.72000000 0.085685001975 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 13000.00000000 PA USD 13464.10000000 0.005554088227 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 110000.00000000 PA USD 119240.00000000 0.049187801653 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 915000.00000000 PA USD 996193.85000000 0.410940837821 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AJ9 588000.00000000 PA USD 583460.64000000 0.240683883199 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 370000.00000000 PA USD 348194.30000000 0.143633949724 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 1245000.00000000 PA USD 1246792.80000000 0.514315640295 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 640000.00000000 PA USD 580052.84000000 0.239278128498 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81100000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAQ1 420000.00000000 PA USD 419290.20000000 0.172961784574 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.23000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 6610.00000000 NS USD 509564.90000000 0.210201083785 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 90000.00000000 PA USD 108861.16000000 0.044906416855 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 210000.00000000 PA USD 210100.17000000 0.086668613629 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAX4 404000.00000000 PA USD 571572.89000000 0.235780056554 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 1430000.00000000 PA USD 1749846.56000000 0.721830807753 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 30000.00000000 PA USD 35476.50000000 0.014634443520 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBE1 455000.00000000 PA USD 432912.61000000 0.178581177405 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 390000.00000000 PA USD 444489.37000000 0.183356717279 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 148000.00000000 PA USD 201946.00000000 0.083304929491 Long DBT CORP LU N 2 2041-03-01 Fixed 7.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 1619000.00000000 PA USD 1823393.33000000 0.752169653233 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 555000.00000000 PA USD 541554.96000000 0.223397332746 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 1727000.00000000 PA USD 2121132.90000000 0.874990476056 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 30000.00000000 PA USD 30975.00000000 0.012777525630 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 110000.00000000 PA USD 111505.90000000 0.045997400975 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 13089.00000000 NS USD 826308.57000000 0.340861305311 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61762XAZ0 55000.00000000 PA USD 54855.55000000 0.022628513191 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.76400000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 595000.00000000 PA USD 568962.80000000 0.234703365937 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 1248000.00000000 PA USD 1140757.63000000 0.470574975164 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 51439.46000000 PA USD 48301.14000000 0.019924747517 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 315000.00000000 PA USD 324551.34000000 0.133880970631 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 201000.00000000 PA USD 227964.15000000 0.094037700387 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 740000.00000000 PA USD 690193.28000000 0.284712262318 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N 2021-04-28 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX