NPORT-P/A false 0001752724-21-189848 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 2021-06-30 N 252521530.63 1228878.86 251292651.77 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 399071.71000000 USD N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 40000.00000000 PA USD 41407.20000000 0.016477680389 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 155000.00000000 PA USD 187219.59000000 0.074502612265 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAF0 200000.00000000 PA USD 209836.42000000 0.083502807790 Long ABS-O CORP US N 2 2025-12-15 Fixed 4.11000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CA3 295000.00000000 PA USD 293525.00000000 0.116806041853 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 1167499.11000000 0.464597393428 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDV3 100000.00000000 PA USD 103891.51000000 0.041342836437 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.68000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 100000.00000000 PA USD 103785.63000000 0.041300702296 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 470000.00000000 PA USD 472435.09000000 0.188001951777 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 1040000.00000000 PA USD 1149200.00000000 0.457315401745 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 49169.58000000 0.019566660486 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 380933.50000000 0.151589589793 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 100000.00000000 PA USD 100857.24000000 0.040135371762 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N Basswood Park CLO Ltd 5493005HSAGIQZIVAS94 070252AG6 405000.00000000 PA USD 404982.50000000 0.161159706480 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 2.86100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 85000.00000000 PA USD 89858.69000000 0.035758582420 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275R102 8807.00000000 NS USD 466771.00000000 0.185747970230 Long EC CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 125000.00000000 PA USD 126790.64000000 0.050455371100 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 63942BAB0 135000.00000000 PA USD 135826.96000000 0.054051305934 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 104000.00000000 PA USD 147131.88000000 0.058550012888 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 567.00000000 NS USD 496107.99000000 0.197422402328 Long EC CORP US N 1 N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 40438DAE9 150000.00000000 PA USD 152417.24000000 0.060653281712 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 2584.00000000 NS USD 537394.48000000 0.213852047091 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 1581.00000000 NS USD 466062.99000000 0.185466223034 Long EC CORP IE N 1 N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 485000.00000000 PA USD 471196.90000000 0.187509223481 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 622840.69000000 0.247854716647 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.78800000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 85000.00000000 PA USD 84150.00000000 0.033486852642 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAA8 260000.00000000 PA USD 251387.50000000 0.100037744131 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 United States Treasury 254900HROIFWPRGM1V77 91282CBX8 6920000.00000000 PA USD 6907025.00000000 2.748598079311 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 130000.00000000 PA USD 130963.02000000 0.052115737996 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 415000.00000000 PA USD 415664.16000000 0.165410391856 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 510000.00000000 PA USD 506173.32000000 0.201427823867 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 4548.00000000 NS USD 446659.08000000 0.177744584592 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 110000.00000000 PA USD 115203.00000000 0.045844157872 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 86077.85000000 PA USD 86372.14000000 0.034371136358 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 167555.96000000 0.066677620224 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2058.00000000 NS USD 452615.94000000 0.180115071734 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395LFN6 196578.79000000 PA USD 228802.02000000 0.091050024100 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 2765.00000000 NS USD 455506.10000000 0.181265188930 Long EC CORP US N 1 N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 175000.00000000 PA USD 183669.01000000 0.073089685952 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 1237727.43000000 0.492544219372 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 201828.31000000 PA USD 212516.59000000 0.084569361062 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.63000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AD6 295000.00000000 PA USD 300666.94000000 0.119648122570 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1155.00000000 NS USD 462508.20000000 0.184051621383 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1160000.00000000 PA USD 1251738.72000000 0.498119905688 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 10968.74000000 0.004364926679 Long EP CORP US N 2 N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 425000.00000000 PA USD 425224.15000000 0.169214717185 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 114672.69000000 0.045633125040 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 606883.66000000 0.241504737892 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 345363.96000000 0.137434961813 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 1081463.95000000 0.430360355697 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 404548.40000000 0.160986959686 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 847718.43000000 0.337343103361 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAW6 155000.00000000 PA USD 162043.08000000 0.064483811547 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.02000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 260000.00000000 PA USD 269100.00000000 0.107086298825 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N RBSCF Trust N/A 74932QAA8 235000.00000000 PA USD 249086.28000000 0.099121991130 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.96100000 N N N N N N NextEra Energy Inc N/A 65339F101 5922.00000000 NS USD 433964.16000000 0.172692737707 Long EC CORP US N 1 N N N Honda Auto Receivables Owner Trust N/A 43813RAD9 1300000.00000000 PA USD 1329434.60000000 0.529038390353 Long ABS-O CORP US N 2 2026-10-21 Fixed 1.63000000 N N N N N N Elmwood CLO II Ltd. N/A 29001LAS0 535000.00000000 PA USD 535937.16000000 0.213272117678 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.18800000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 304000.00000000 PA USD 429438.01000000 0.170891590731 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 196422.76000000 0.078164943788 Long ABS-O CORP US N 2 2053-01-15 Floating 0.83100000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537CAE9 260000.00000000 PA USD 260492.96000000 0.103661192703 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 58921.14000000 0.023447219640 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 535000.00000000 PA USD 581861.17000000 0.231547228262 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 146250.00000000 0.058199075448 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 989818.68000000 0.393890817351 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 1129082.00000000 0.449309596618 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 603902.50000000 0.240318407938 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 385000.00000000 PA USD 430969.00000000 0.171500836560 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 307241.20000000 PA USD 307543.03000000 0.122384410301 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 1265681.24000000 0.503668225507 Long DBT NUSS MX N 2 2023-03-09 Fixed 6.75000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767WAL7 220000.00000000 PA USD 219995.38000000 0.087545488676 Long ABS-O CORP US N 2 2028-08-17 Fixed 2.48900000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 140000.00000000 PA USD 140782.04000000 0.056023142343 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AH0 360000.00000000 PA USD 450027.64000000 0.179085077430 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 470000.00000000 PA USD 497038.66000000 0.197792755378 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 287621.60000000 0.114456828711 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A 12624PAJ4 215000.00000000 PA USD 216700.09000000 0.086234153077 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DVL0 8443.38000000 PA USD 8971.41000000 0.003570104392 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 2.55800000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 241875.00000000 PA USD 257633.16000000 0.102523157038 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 436226.48000000 PA USD 436309.36000000 0.173625992215 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 450579.58000000 0.179304717756 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.58400000 N N N N N N Drive Auto Receivables Trust N/A 262108AF0 340000.00000000 PA USD 342003.59000000 0.136097728123 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.45000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 1685000.00000000 PA USD 1748356.00000000 0.695744976100 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 560825.29000000 0.223176159768 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N MVW Owner Trust N/A 55389TAC5 97991.99000000 PA USD 98311.54000000 0.039122329804 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N Flagship Credit Auto Trust N/A 33844WAG5 175000.00000000 PA USD 175573.63000000 0.069868191036 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.59000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 582834AP2 137000.00000000 PA USD 208596.23000000 0.083009283610 Long DBT CORP US N 2 2047-03-01 Fixed 7.55000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 565000.00000000 PA USD 585481.25000000 0.232987811571 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 1125000.00000000 PA USD 1183318.99000000 0.470892794383 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 391965.61000000 0.155979734082 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 3.10000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 19563.00000000 NS USD 519397.65000000 0.206690345436 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 370000.00000000 PA USD 363153.77000000 0.144514281433 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 505000.00000000 PA USD 630378.97000000 0.250854517853 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 518792.57000000 0.206449558451 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 297228.06000000 0.118279646422 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 1.65400000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 80000.00000000 PA USD 83800.00000000 0.033347572803 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 99438.49000000 0.039570790987 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 438004.00000000 0.174300361317 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N World Omni Auto Receivables Trust N/A 98163LAC4 1085000.00000000 PA USD 1085522.97000000 0.431975611843 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.42000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 225000.00000000 PA USD 241031.25000000 0.095916553190 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 400680.64000000 0.159447814004 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Progress Residential Trust N/A 74333HAL9 100000.00000000 PA USD 99985.20000000 0.039788350075 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N GCAT N/A 36167CAA4 73666.37000000 PA USD 75885.65000000 0.030198117400 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 168681.40000000 0.067125480515 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 8390.00000000 NS USD 478397.80000000 0.190374766882 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 295000.00000000 PA USD 293569.75000000 0.116823849775 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 345000.00000000 PA USD 360950.85000000 0.143637646169 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 265800.27000000 0.105773196362 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 142647.22000000 0.056765376542 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 815000.00000000 PA USD 923655.80000000 0.367561802342 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 225060.79000000 0.089561230069 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 2210000.00000000 PA USD 2246465.00000000 0.893963665143 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 420000.00000000 PA USD 428533.31000000 0.170531572245 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.56600000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 95000.00000000 PA USD 102481.25000000 0.040781634193 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 312989.64000000 0.124551847336 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 979621.43000000 0.389832899251 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 1804228.80000000 0.717979132016 Long DBT USGA US N 2 2022-08-01 Fixed 2.45000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 25000.00000000 PA USD 26135.00000000 0.010400224525 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 533324.26000000 0.212232333991 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 250055.53000000 0.099507696798 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 163166.85000000 0.064931007274 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.27000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 150000.00000000 PA USD 149993.85000000 0.059688912088 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 250000.00000000 PA USD 271437.77000000 0.108016596620 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 464838.57000000 0.184978974405 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 13412.57000000 0.005337430245 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 151019.20000000 0.060096942324 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.89000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358DAA2 435000.00000000 PA USD 434440.16000000 0.172882158288 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 850000.00000000 PA USD 892908.34000000 0.355326084432 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 405769.56000000 0.161472911023 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 425000.00000000 PA USD 505452.50000000 0.201140979029 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 930000.00000000 PA USD 976165.20000000 0.388457518802 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAC2 125000.00000000 PA USD 125337.70000000 0.049877184675 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2L0 2680000.00000000 PA USD 2671094.01000000 1.062941550891 Long DBT CORP US N 2 2024-05-17 Fixed 0.45000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAZ2 125000.00000000 PA USD 131550.73000000 0.052349612721 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.38300000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 12375.00000000 NS USD 621843.75000000 0.247457991954 Long EP CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535GAC6 250000.00000000 PA USD 249915.63000000 0.099452024657 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.63000000 N N N N N N Progress Residential Trust N/A 74333VAL8 100000.00000000 PA USD 100625.77000000 0.040043260036 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AS2 1065000.00000000 PA USD 1197066.17000000 0.476363380134 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 58291.71000000 0.023196742757 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 85000.00000000 PA USD 88612.50000000 0.035262670585 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 115000.00000000 PA USD 119999.33000000 0.047752820926 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MC9 1452000.00000000 PA USD 1454700.72000000 0.578887090312 Long DBT USGA US N 2 2021-08-01 Fixed 2.35000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 1197.00000000 NS USD 457014.60000000 0.181865485035 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 025297AD4 100000.00000000 PA USD 102724.20000000 0.040878314298 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 2610423.27000000 1.038798091234 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652NAC2 76837.61000000 PA USD 78491.45000000 0.031235075696 Long ABS-O CORP US N 2 2036-08-20 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 85000.00000000 PA USD 84928.91000000 0.033796813954 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 1536949.45000000 0.611617347015 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 1180337.87000000 0.469706480347 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89232HAC9 725000.00000000 PA USD 735139.13000000 0.292543026953 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 3363.00000000 NS USD 453769.59000000 0.180574157980 Long EC CORP US N 1 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAK4 265000.00000000 PA USD 267302.85000000 0.106371136647 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.37000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 360000.00000000 PA USD 354946.00000000 0.141248061771 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.58800000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 140000.00000000 PA USD 137665.39000000 0.054782895174 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 73698.10000000 0.029327598511 Long EP CORP BM N 2 N N N SoFi Consumer Loan Program Trust N/A 83405TAC7 1000000.00000000 PA USD 1024462.20000000 0.407676942713 Long ABS-O CORP US N 2 2028-05-25 Fixed 3.35000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 40000.00000000 PA USD 40988.40000000 0.016311022113 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 1188.00000000 NS USD 449479.80000000 0.178867068668 Long EC CORP US N 1 N N N Fan Engine Securization Ltd N/A 30709QAB9 1936453.02000000 PA USD 1065049.16000000 0.423828214831 Long ABS-O CORP IE N 3 2043-10-15 Fixed 4.62500000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 545000.00000000 PA USD 545737.39000000 0.217172044688 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 110000.00000000 PA USD 108598.79000000 0.043216062720 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAB6 210000.00000000 PA USD 215632.20000000 0.085809194372 Long ABS-O CORP US N 2 2051-07-17 Fixed 2.65000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 605000.00000000 PA USD 576171.75000000 0.229283166834 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 13037290.52000000 PA USD 13037290.52000000 5.188090629857 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 11695100.00000000 USD 13298078.94066500 USD UST N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 105000.00000000 PA USD 134111.25000000 0.053368552186 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 840000.00000000 PA USD 841292.76000000 0.334786056844 Long ABS-O CORP US N 2 2026-04-16 Fixed 0.51000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 1770.00000000 NS USD 479493.00000000 0.190810593394 Long EC CORP US N 1 N N N Business Jet Securities, LLC N/A 12327BAA4 186352.33000000 PA USD 187784.80000000 0.074727533287 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090XAJ0 255000.00000000 PA USD 254986.10000000 0.101469779638 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.21500000 N N N N N N Toorak Mortgage Corp. N/A 89053BAA2 390000.00000000 PA USD 390204.95000000 0.155279092823 Long ABS-MBS CORP US N 2 2024-06-25 Variable 2.24000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1819.00000000 NS USD 491384.66000000 0.195542789070 Long EC US N 1 N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 1614000.00000000 PA USD 1994854.32000000 0.793837108227 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 356597.15000000 0.141905124359 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.33800000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 120000.00000000 PA USD 139482.06000000 0.055505825187 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 366839.61000000 0.145981033434 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBC8 250000.00000000 PA USD 250250.20000000 0.099585164244 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.85000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 10000.00000000 PA USD 10985.70000000 0.004371675782 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 588784.48000000 0.234302306833 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 255244.83000000 0.101572739275 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 227678.46000000 0.090602911942 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 6873.00000000 NS USD 435610.74000000 0.173347981698 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 39000.00000000 PA USD 45125.22000000 0.017957238177 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 156527.28000000 PA USD 160301.73000000 0.063790854555 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 88931.12000000 PA USD 43327.24000000 0.017241745707 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.52000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 195000.00000000 PA USD 198550.27000000 0.079011570215 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Chevron Corp N/A 166764100 4483.00000000 NS USD 469549.42000000 0.186853621342 Long EC CORP US N 1 N N N Ford Credit Auto Owner Trust N/A 34532NAC9 1125000.00000000 PA USD 1124107.65000000 0.447330091859 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 179724.54000000 0.071520014108 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 669571.27000000 0.266450795629 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 126568.51000000 0.050366976156 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 534000.00000000 PA USD 516265.86000000 0.205444073419 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 176443.75000000 0.070214448674 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N Preston Ridge Partners Mortgage Trust N/A 69357PAA6 383172.83000000 PA USD 387283.12000000 0.154116372791 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 314000.00000000 PA USD 354557.33000000 0.141093393500 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 280635.42000000 PA USD 276258.21000000 0.109934854065 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 830000.00000000 PA USD 844055.91000000 0.335885631376 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 60000.00000000 PA USD 62100.00000000 0.024712222805 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Palmer Square CLO Ltd N/A 69688AAU5 250000.00000000 PA USD 249998.70000000 0.099485081732 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.85500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 70000.00000000 PA USD 75334.70000000 0.029978871037 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Palmer Square CLO Ltd N/A 69688AAQ4 250000.00000000 PA USD 250012.03000000 0.099490386304 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 1.65500000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 2435000.00000000 PA USD 2906703.28000000 1.156700468368 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBH7 180000.00000000 PA USD 182396.50000000 0.072583300273 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 353000.00000000 PA USD 373297.50000000 0.148550901656 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 300000.00000000 PA USD 307500.00000000 0.122367286840 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 235000.00000000 PA USD 228478.23000000 0.090921174332 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Invitation Homes Trust N/A 46185HAC6 100000.00000000 PA USD 100221.35000000 0.039882324172 Long ABS-O CORP US N 2 2037-06-17 Floating 1.15300000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 470860.46000000 PA USD 471711.12000000 0.187713853420 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 106373.86000000 0.042330668744 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 345123.26000000 0.137339177078 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 61107.61000000 0.024317308751 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.97200000 N N N N N N Aimco N/A 00144GAJ0 675000.00000000 PA USD 674954.30000000 0.268592931486 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.08800000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 525000.00000000 PA USD 528281.25000000 0.210225506507 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 455000.00000000 PA USD 500955.00000000 0.199351233102 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 392000.00000000 PA USD 401404.79000000 0.159735983990 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 155445.00000000 0.061858155781 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 CKE Restaurants Holdings Inc N/A 411707AH5 129350.00000000 PA USD 136404.88000000 0.054281284804 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98100000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 635000.00000000 PA USD 658081.06000000 0.261878353929 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 215000.00000000 PA USD 219998.75000000 0.087546829742 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548508 1860.00000000 NS USD 193440.00000000 0.076977977126 Long EP CORP US N 2 N N N Honda Auto Receivables Owner Trust N/A 43811JAC1 330000.00000000 PA USD 330434.61000000 0.131493940500 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.33000000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 250000.00000000 PA USD 259762.10000000 0.103370352523 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 3264.00000000 NS USD 460289.28000000 0.183168619041 Long EC CORP US N 1 N N N BRASKEM NETHERLANDS N/A 10554TAD7 200000.00000000 PA USD 208384.00000000 0.082924828295 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 8442.00000000 NS USD 456796.62000000 0.181778741551 Long EC CORP US N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 6412000.00000000 PA 1359876.12000000 0.541152361766 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 237222.61000000 0.094400933863 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 268014.64000000 0.106654388065 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 202402.00000000 0.080544336881 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652MAC4 109311.77000000 PA USD 111874.32000000 0.044519534977 Long ABS-O CORP US N 2 2036-05-20 Fixed 3.12000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 15999.00000000 NS USD 654359.10000000 0.260397228248 Long EC CORP US N 1 N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 680223AJ3 1286000.00000000 PA USD 1436042.89000000 0.571462348733 Long DBT CORP US N 2 2024-10-01 Fixed 4.87500000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012HAG9 310000.00000000 PA USD 307628.53000000 0.122418434376 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.09700000 N N N N N N Brex Inc N/A 05601DAA1 240000.00000000 PA USD 241529.88000000 0.096114979208 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1244000.00000000 PA USD 1354852.11000000 0.539153095188 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 1450309.00000000 0.577139438731 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 286210.36000000 PA USD 286775.63000000 0.114120181382 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 44415.86000000 PA USD 44434.34000000 0.017682307734 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105WAL3 270000.00000000 PA USD 267694.74000000 0.106527086293 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.32000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 65000.00000000 PA USD 103257.05000000 0.041090357904 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 1205000.00000000 PA USD 1168850.00000000 0.465134969831 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 280673.44000000 0.111691861271 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 498481.83000000 0.198367053906 Long ABS-MBS CORP US N 2 2049-09-15 Variable 4.25200000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 995000.00000000 PA USD 1009944.90000000 0.401899893564 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 170000.00000000 PA USD 175537.85000000 0.069853952657 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.67000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 165000.00000000 PA USD 196498.60000000 0.078195123739 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 220815.07000000 0.087871678079 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 2385323.52000000 0.949221357329 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 100000.00000000 PA USD 100430.40000000 0.039965514030 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.32500000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 780000.00000000 PA USD 1016209.47000000 0.404392831562 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 2060947.20000000 0.820138267268 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAG1 315000.00000000 PA USD 315478.20000000 0.125542150865 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 27697.94000000 0.011022184614 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 548519.35000000 0.218279104516 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 1157778.48000000 0.460729142633 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 57842.52000000 PA USD 58099.23000000 0.023120146805 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 2074266.60000000 0.825438621221 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AV6 1050000.00000000 PA USD 1049482.70000000 0.417633660438 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 1443438.93000000 0.574405546613 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 255021.24000000 0.101483763334 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.83400000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 43000.00000000 PA USD 56414.88000000 0.022449872530 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAX9 2590000.00000000 PA USD 2588280.08000000 1.029986377146 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 257933.33000000 PA USD 255125.65000000 0.101525312500 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1215000.00000000 PA USD 1226613.25000000 0.488121415950 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 1079049.69000000 0.429399619288 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 835000.00000000 PA USD 852117.50000000 0.339093679818 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 Toyota Auto Receivables Owner Trust N/A 89239JAD6 1610188.89000000 PA USD 1629038.08000000 0.648263317102 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.57000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61745M4T7 9458.28000000 PA USD 8784.70000000 0.003495804568 Long ABS-MBS CORP US N 3 2035-07-25 Variable 2.64300000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 440575.61000000 PA USD 443873.27000000 0.176635992685 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 600532.99000000 0.238977537054 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932RAJ3 265327.30000000 PA USD 268569.60000000 0.106875230178 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 1095.00000000 NS USD 1550520.00000000 0.617017644200 Long EP CORP US N 1 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 210000.00000000 PA USD 218773.71000000 0.087059334389 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1412.00000000 NS USD 450272.68000000 0.179182589235 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 620000.00000000 PA USD 648693.35000000 0.258142586116 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.36000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 810000.00000000 PA USD 798862.50000000 0.317901257507 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 731615.91000000 0.291140988344 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 1435000.00000000 PA USD 1337147.35000000 0.532107620569 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 278285.07000000 0.110741427590 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 74474.75000000 PA USD 74969.94000000 0.029833717568 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 230310.00000000 0.091650113275 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 580.00000000 NS USD 17550.80000000 0.006984207407 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535MAE9 370000.00000000 PA USD 383858.35000000 0.152753511611 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 683549.18000000 0.272013198629 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 2306389.71000000 0.917810247834 Long DBT CORP US N 2 2022-02-13 Fixed 4.12500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 3749.00000000 NS USD 434621.57000000 0.172954349018 Long EC CORP US N 1 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 155000.00000000 PA USD 158681.25000000 0.063145996861 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 274996.21000000 0.109432650761 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.43400000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GL36 224000.00000000 PA USD 222121.13000000 0.088391414725 Long DBT CORP US N 2 2024-05-13 Floating 0.48400000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 45000.00000000 PA USD 48905.13000000 0.019461424620 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N NEUROCRINE BIOSCIENCES 549300FECER0XBN49756 64125CAD1 35000.00000000 PA USD 46791.50000000 0.018620321633 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 1396645.06000000 0.555784281857 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 43912.80000000 0.017474764857 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 501075.00000000 0.199398986190 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAB4 305000.00000000 PA USD 308091.46000000 0.122602653849 Long DBT CORP NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 39000.00000000 PA USD 52946.93000000 0.021069828197 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 308274.72000000 0.122675580773 Long DBT NUSS XX N 2 2022-11-25 Fixed 5.85000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -44665.32000000 -0.01777422446 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3431000.00000000 BRL 640028.35000000 USD 2021-09-02 -44665.32000000 N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 164775.00000000 PA USD 179224.12000000 0.071320875774 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 6000.00000000 PA USD 6475.56000000 0.002576899863 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 1347049.46000000 0.536048089950 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767WAJ2 260000.00000000 PA USD 259995.32000000 0.103463160649 Long ABS-O CORP US N 2 2028-08-17 Fixed 2.38900000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDL5 100000.00000000 PA USD 107247.24000000 0.042678223674 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 155970.64000000 0.062067330222 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 523221.94000000 PA USD 517459.70000000 0.205919152969 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 639836.03000000 0.254617882971 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 412117.50000000 0.163999025477 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 15521.25000000 0.006176563417 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 327457.64000000 0.130309277924 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Credit Suisse Mortgage Trust N/A 12661GAS8 100000.00000000 PA USD 108178.49000000 0.043048807530 Long ABS-MBS CORP US N 2 2060-01-25 Fixed 3.75000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 586373.17000000 PA USD 597425.42000000 0.237740903202 Long ABS-MBS CORP US N 2 2060-06-25 Fixed 3.25000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 475825.00000000 PA USD 529283.94000000 0.210624519368 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 351202.33000000 PA USD 350560.02000000 0.139502694380 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBQ8 1325000.00000000 PA USD 1331347.40000000 0.529799574568 Long DBT US N 2 2026-05-15 Fixed 1.45000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 780000.00000000 PA USD 785842.20000000 0.312719928125 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 310000.00000000 PA USD 319982.00000000 0.127334403830 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 200000.00000000 PA USD 217940.00000000 0.086727565834 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 1222.00000000 NS USD 431011.62000000 0.171517796865 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 4557.00000000 NS USD 449867.04000000 0.179021167881 Long EC CORP US N 1 N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 1066000.00000000 PA USD 1121176.16000000 0.446163527704 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 483808.57000000 0.192527941661 Long EP CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 70000.00000000 PA USD 81375.00000000 0.032382562493 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBD6 175000.00000000 PA USD 189000.00000000 0.075211112887 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 568739.11000000 0.226325404262 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 1204820.46000000 0.479449140877 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 420000.00000000 PA USD 476548.80000000 0.189638971391 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N GS Mortgage Securities Trust N/A 36248FAQ5 70704.30000000 PA USD 70643.63000000 0.028112095400 Long ABS-MBS CORP US N 2 2044-03-10 Variable 5.58500000 N N N N N N Progress Residential Trust N/A 74332UAJ6 160000.00000000 PA USD 160890.98000000 0.064025342112 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.65600000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAH5 300000.00000000 PA USD 285954.00000000 0.113793219971 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 789965.16000000 0.314360628707 Long DBT CORP US N 2 2034-06-01 Fixed 6.70000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 391421.06000000 PA USD 404785.31000000 0.161081236219 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 40000.00000000 PA USD 40550.00000000 0.016136564167 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 145000.00000000 PA USD 144793.88000000 0.057619623566 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.64600000 N N N N N N Freedom Financial N/A 35635CAC6 100000.00000000 PA USD 100035.80000000 0.039808485960 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 85000.00000000 PA USD 85641.39000000 0.034080339952 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 110000.00000000 PA USD 113000.80000000 0.044967809127 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 206574.51000000 PA USD 218797.52000000 0.087068809397 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 1823.84000000 PA USD 1865.06000000 0.000742186445 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.71000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042RAF5 275000.00000000 PA USD 274976.54000000 0.109424823234 Long ABS-O CORP US N 2 2026-12-15 Fixed 1.23000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 55000.00000000 PA USD 56581.25000000 0.022516078206 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 341305.04000000 PA USD 340914.55000000 0.135664352936 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 245081.02000000 PA USD 243764.93000000 0.097004400360 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 250130.63000000 0.099537582272 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 1.85000000 N N N N N N Invitation Homes Trust N/A 46187VAC3 100000.00000000 PA USD 100295.40000000 0.039911791806 Long ABS-O CORP US N 2 2037-07-17 Floating 1.23200000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CY1 39000.00000000 PA USD 42463.98000000 0.016898217954 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 617688.60000000 0.245804481607 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 600539.10000000 0.238979968482 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.83800000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 10000.00000000 PA USD 11330.00000000 0.004508687349 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 315537.75000000 0.125565848335 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 289358.97000000 PA USD 290243.48000000 0.115500185920 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 157533.89000000 0.062689413673 Long ABS-O CORP US N 2 2026-03-23 Fixed 1.92000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 65000.00000000 PA USD 66995.50000000 0.026660349806 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N Drive Auto Receivables Trust N/A 26208MAG1 145000.00000000 PA USD 151351.29000000 0.060229095014 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 1205826.50000000 0.479849486845 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 213929.16000000 0.085131482553 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 5900997.10000000 2.348256926112 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 3946.00000000 NS USD 441202.26000000 0.175573084565 Long EC CORP US N 1 N N N AmeriCredit Automobile Receivables Trust N/A 03066MAG1 230000.00000000 PA USD 242271.42000000 0.096410069412 Long ABS-O CORP US N 2 2024-11-18 Fixed 4.04000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBR6 885000.00000000 PA USD 888808.45000000 0.353694564381 Long DBT US N 2 2028-05-15 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 110000.00000000 PA USD 110439.15000000 0.043948419988 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.43500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 10000.00000000 PA USD 10102.03000000 0.004020026024 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 113013.45000000 0.044972843099 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 318018.75000000 0.126553143420 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 465000.00000000 PA USD 465896.12000000 0.185399818386 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89176VAC6 115000.00000000 PA USD 119980.12000000 0.047745176452 Long ABS-O CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N First Investors Auto Owner Trust N/A 32059FAG4 285000.00000000 PA USD 286736.22000000 0.114104498472 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.62000000 N N N N N N College Ave Student Loans N/A 19424KAD5 100000.00000000 PA USD 102077.60000000 0.040621004745 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36258NAC6 1300000.00000000 PA USD 1316815.50000000 0.524016715460 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N CIM Trust N/A 12565CAA3 535825.22000000 PA USD 538213.45000000 0.214177949975 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.56800000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAH3 155000.00000000 PA USD 157170.00000000 0.062544606415 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 PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 355000.00000000 PA USD 482800.00000000 0.192126588899 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 5813.00000000 NS USD 532993.97000000 0.212100897597 Long EC CORP US N 1 N N N Halcyon Loan Advisors Funding Ltd 549300NL4H585I318G08 40538FAS2 366145.28000000 PA USD 366424.36000000 0.145815787854 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 1.88400000 N N N N N N CENTRAL BANK OF ICELAND 549300K5GD3JPA2LLG98 000000000 31519770.00000000 PA 254787.57000000 0.101390776135 Long STIV NUSS IS N 2 2050-01-01 None 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 95000.00000000 PA USD 112494.72000000 0.044766418439 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 676620.72000000 0.269256070654 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 51577.50000000 0.020524873941 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 274747.25000000 0.109333579022 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 1396351.09000000 PA USD 1512122.56000000 0.601737674917 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 69916.34000000 0.027822675875 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 3362826.34000000 1.338211171840 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAA7 110168.14000000 PA USD 110807.74000000 0.044095097576 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 1345000.00000000 PA USD 1351281.88000000 0.537732349307 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 294612.57000000 0.117238832064 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 657237.00000000 0.261542466670 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 185000.00000000 PA USD 181324.57000000 0.072156733880 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 221409.51000000 PA USD 221990.27000000 0.088339339983 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AG9 250000.00000000 PA USD 259092.74000000 0.103103985801 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 280000.00000000 PA USD 277767.03000000 0.110535277511 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 429974.76000000 0.171105186312 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 3.13400000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1450000.00000000 PA USD 1444562.50000000 0.574852662752 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 82241.78000000 0.032727491003 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 58853.20000000 0.023420183433 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 655000.00000000 PA USD 664518.00000000 0.264439885257 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 3455.00000000 NS USD 473196.80000000 0.188305068479 Long EC CORP US N 1 N N N Galaxy CLO Ltd N/A 36319XAC1 250000.00000000 PA USD 250065.10000000 0.099511505107 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 1.82600000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 122746.40000000 PA USD 117910.11000000 0.046921431712 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 278155.80000000 0.110689985576 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 325000.00000000 PA USD 324996.69000000 0.129329961584 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 482000.00000000 PA USD 538571.48000000 0.214320425291 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N DT Auto Owner Trust N/A 23345EAG0 115000.00000000 PA USD 115593.14000000 0.045999411119 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 390000.00000000 PA USD 400214.37000000 0.159262265402 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 1145098.92000000 0.455683408143 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 196907.64000000 0.078357898097 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 105177.79000000 0.041854701782 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Progress Residential Trust N/A 74333EAF9 100000.00000000 PA USD 99812.90000000 0.039719784600 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 610000.00000000 PA USD 631160.90000000 0.251165680951 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N Colony American Finance Ltd N/A 21873LAJ2 100000.00000000 PA USD 101629.60000000 0.040442726551 Long ABS-O CORP US N 2 2053-04-15 Fixed 2.80000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 130201.66000000 PA USD 130209.38000000 0.051815832688 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 300000.00000000 PA USD 296250.00000000 0.117890434882 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 2374.00000000 NS USD 471523.88000000 0.187639342686 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 5045000.00000000 PA USD 5040664.43000000 2.005894081858 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 224446.80000000 PA USD 224565.78000000 0.089364244604 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693583AA4 136621.84000000 PA USD 137986.15000000 0.054910539177 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1525000.00000000 PA USD 2053612.32000000 0.817219407545 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 230253.34000000 0.091627565859 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 165000.00000000 PA USD 165068.04000000 0.065687571378 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 195000.00000000 PA USD 207747.15000000 0.082671398680 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 234322.54000000 0.093246873057 Long ABS-O CORP US N 2 2026-12-18 Fixed 1.21000000 N N N N N N Progress Residential Trust N/A 74333FAE9 120000.00000000 PA USD 119062.02000000 0.047379825538 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 735000.00000000 PA USD 751367.93000000 0.299001154513 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 149147.64000000 0.059352169253 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 242788.75000000 0.096615936952 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.55000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 4762.00000000 NS USD 689680.46000000 0.274453094884 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74333BAJ7 135000.00000000 PA USD 137600.15000000 0.054756933412 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 208729.12000000 PA USD 204581.55000000 0.081411672231 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 13527.54000000 0.005383181682 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -238.00000000 NC USD -514812.09000000 -0.20486555670 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU1 Comdty 2021-09-21 -34519531.66000000 USD -514812.09000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDG8 315000.00000000 PA USD 316806.53000000 0.126070749689 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 110000.00000000 PA USD 122787.50000000 0.048862351976 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 1041933.85000000 0.414629652980 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 639979.20000000 0.254674856384 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 360585.48000000 0.143492249956 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 1297090.80000000 0.516167421078 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 607235.01000000 0.241644554953 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81100000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAQ1 414400.55000000 PA USD 419597.09000000 0.166975471445 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.23000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 5808.00000000 NS USD 451688.16000000 0.179745868738 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80286XAF1 400000.00000000 PA USD 400394.92000000 0.159334113902 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 90000.00000000 PA USD 110468.70000000 0.043960179186 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 199501.92000000 PA USD 201939.43000000 0.080360260667 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 633886.52000000 0.252250320705 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1120000.00000000 PA USD 1251958.40000000 0.498207325674 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 295000.00000000 PA USD 299970.13000000 0.119370832329 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 1430000.00000000 PA USD 1822809.43000000 0.725373152442 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 36437.89000000 0.014500181260 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 482027.74000000 0.191819273904 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 240000.00000000 PA USD 283145.20000000 0.112675479368 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 655000.00000000 PA USD 654918.03000000 0.260619650191 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 148000.00000000 PA USD 205563.40000000 0.081802391972 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 1831276.66000000 0.728742622237 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 543206.25000000 PA USD 539742.12000000 0.214786272578 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 2134179.76000000 0.849280607677 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 30974.85000000 0.012326206031 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N GLS Auto Receivables Trust N/A 36261XAG0 285000.00000000 PA USD 284133.03000000 0.113068578805 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.42000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 675000.00000000 PA USD 678433.73000000 0.269977544198 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 110000.00000000 PA USD 112178.00000000 0.044640382124 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 874606.98000000 0.348043197379 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61762XAZ0 55000.00000000 PA USD 55283.85000000 0.021999787741 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.92100000 N N N N N N ATHENE GLOBAL FU 549300LM1QSI4MSIL320 04685A2Z3 490000.00000000 PA USD 490054.22000000 0.195013350588 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 294914.37000000 PA USD 298435.35000000 0.118760078298 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N Progress Residential Trust N/A 74333EAE2 100000.00000000 PA USD 99812.17000000 0.039719494102 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 425000.00000000 PA USD 423070.50000000 0.168357688543 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 595000.00000000 PA USD 595267.75000000 0.236882274832 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 48346.04000000 PA USD 46439.27000000 0.018480154382 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 315000.00000000 PA USD 323473.41000000 0.128723783891 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 231903.75000000 0.092284333969 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BW5 2680000.00000000 PA USD 2674063.05000000 1.064123057783 Long DBT CORP US N 2 2024-05-12 Fixed 0.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 740000.00000000 PA USD 709668.50000000 0.282407183417 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N 2021-12-20 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer