NPORT-P false 0000917469 XXXXXXXX S000006638 C000018123 C000018124 C000018122 C000125493 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Bond Fund S000006638 838ITZYUJVZNC19KWD64 2023-12-31 2023-09-30 N 4551517414.05 85004098.31 4466513315.74 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 23815618.18000000 USD N Fund's Securities Portfolio N/A SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 8885000.00000000 PA USD 8251588.35000000 0.184743395277 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 9835000.00000000 PA USD 8092434.70000000 0.181180131524 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAA2 1360000.00000000 PA USD 1238886.17000000 0.027737209819 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 8090000.00000000 PA USD 7017637.33000000 0.157116677683 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N LCM Ltd Partnership N/A 50200YAW8 4215000.00000000 PA USD 3917708.04000000 0.087712892877 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.58800000 N N N N N N CarMax Auto Owner Trust N/A 14317CAG7 1255000.00000000 PA USD 1137345.51000000 0.025463833410 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 12510000.00000000 PA USD 10849297.50000000 0.242903059569 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Tricon Residential N/A 89614YAF3 5360000.00000000 PA USD 4735532.66000000 0.106023027924 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.89400000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 7182000.00000000 PA USD 7249798.08000000 0.162314484867 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 15080000.00000000 PA USD 15039402.98000000 0.336714611977 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 10887.00000000 NS USD 585285.12000000 0.013103848094 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A 55819DAL0 1260000.00000000 PA USD 1226516.51000000 0.027460267624 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.60700000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 725000.00000000 PA USD 653941.45000000 0.014640982882 Long ABS-O CORP US N 2 2030-09-20 Fixed 1.93000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1218.00000000 NS USD 787424.82000000 0.017629519142 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 2290000.00000000 PA USD 1957803.44000000 0.043832925183 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 9790000.00000000 PA USD 8589609.82000000 0.192311299951 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 4025000.00000000 PA USD 251321.00000000 0.005626782732 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 11012.00000000 NS USD 1716440.44000000 0.038429090403 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74333PAL1 1445000.00000000 PA USD 1136624.00000000 0.025447679647 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 3810.00000000 NS USD 1170089.10000000 0.026196924027 Long EC CORP IE N 1 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 305000.00000000 PA USD 317506.53000000 0.007108599203 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 630000.00000000 PA USD 474215.24000000 0.010617123614 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 9435000.00000000 PA USD 9359102.03000000 0.209539328966 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 2865000.00000000 PA USD 1635300.74000000 0.036612467587 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 18530000.00000000 PA USD 13629639.03000000 0.305151648870 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 28490000.00000000 PA USD 26943660.81000000 0.603236997302 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AW0 2250000.00000000 PA USD 2288385.00000000 0.051234258989 Long DBT CORP US N 2 2027-05-15 Fixed 7.75000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 12710000.00000000 PA USD 10451113.09000000 0.233988177157 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 6370110.01000000 PA USD 5605824.21000000 0.125507836061 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 2040000.00000000 PA USD 2002959.11000000 0.044843907728 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAH8 4685000.00000000 PA USD 4642600.75000000 0.103942391342 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 8545000.00000000 PA USD 8464677.00000000 0.189514200487 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 18780000.00000000 PA USD 17221104.13000000 0.385560344560 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 3125000.00000000 PA USD 3034723.13000000 0.067943895281 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 5332.00000000 NS USD 1085755.16000000 0.024308785919 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 36985000.00000000 PA USD 27231242.57000000 0.609675615967 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N Freed ABS Trust N/A 35633KAD8 3565000.00000000 PA USD 3313420.09000000 0.074183593684 Long ABS-O CORP US N 2 2029-03-19 Fixed 3.35000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 9122.00000000 NS USD 1420751.50000000 0.031808961477 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AR0 5810000.00000000 PA USD 4509075.93000000 0.100952927065 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 2915000.00000000 PA USD 2245424.79000000 0.050272430221 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N Republic Finance Issuance Trust N/A 76042UAC7 800000.00000000 PA USD 691316.08000000 0.015477757058 Long ABS-O CORP US N 2 2031-12-22 Fixed 3.53000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 6145000.00000000 PA USD 4820576.45000000 0.107927058742 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 3880000.00000000 PA USD 3628376.57000000 0.081235100256 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 3053.00000000 NS USD 1539292.07000000 0.034462945953 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 18940000.00000000 PA USD 17686361.40000000 0.395976909722 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 MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 6470000.00000000 PA USD 5188845.54000000 0.116172172188 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 3339000.00000000 PA USD 4052544.30000000 0.090731718759 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 46770000.00000000 PA USD 26530013.10000000 0.593975909721 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAJ9 7240000.00000000 PA USD 6810856.24000000 0.152487091351 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.43800000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 460000.00000000 PA USD 57527.60000000 0.001287975562 Long DBT CORP KY N 2 2024-08-03 Fixed 6.65000000 Y N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 19485000.00000000 PA USD 1137729.15000000 0.025472422661 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1845000.00000000 PA USD 108006.30000000 0.002418134512 Long DBT CORP KY N 2 2025-07-23 Fixed 9.95000000 Y N N N N N Preston Ridge Partners Mortgage Trust N/A 69377VAA9 9702317.56000000 PA USD 9631245.17000000 0.215632295017 Long ABS-O CORP US N 2 2027-09-27 Variable 6.90000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 5785000.00000000 PA USD 4217737.58000000 0.094430202752 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 3109665.00000000 PA USD 2991528.83000000 0.066976825513 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5038.00000000 NC USD 15995697.49000000 0.358124925624 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYZ3 Comdty 2023-12-19 -578047572.49000000 USD 15995697.49000000 N N N Carvana Auto Receivables Trust N/A 14687KAF3 3032000.00000000 PA USD 2614432.96000000 0.058534090803 Long ABS-O CORP US N 2 2028-02-10 Fixed 2.33000000 N N N N N N NextEra Energy Inc N/A 65339F101 3531.00000000 NS USD 202290.99000000 0.004529058254 Long EC CORP US N 1 N N N Santander Bank Auto Credit-Linked Notes N/A 80290CAE4 1235569.21000000 PA USD 1204327.47000000 0.026963481016 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.83300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 15738000.00000000 PA USD 11885070.21000000 0.266092796994 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 4680000.00000000 PA USD 4629690.00000000 0.103653334776 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 7160000.00000000 PA USD 6245453.20000000 0.139828379733 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 575000.00000000 PA USD 89125.00000000 0.001995404327 Long DBT CORP KY N 2 2024-04-26 None 0.00000000 Y N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 470000.00000000 PA USD 470832.32000000 0.010541383999 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 6190000.00000000 PA USD 4288548.06000000 0.096015566434 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAC3 54003.55000000 PA USD 49660.22000000 0.001111834141 Long ABS-O CORP US N 2 2039-10-09 Fixed 3.42000000 N N N N N N iHeartMedia Inc N/A 45174J509 705779.00000000 NS USD 2230261.64000000 0.049932945058 Long EC CORP US N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 9050000.00000000 PA USD 8898416.12000000 0.199225111198 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAE5 3716673.00000000 PA USD 2632306.89000000 0.058934267154 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 3.12500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 3460000.00000000 PA USD 3299615.06000000 0.073874515237 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 62057.00000000 NS USD 9250216.42000000 0.207101507733 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 1135750.00000000 PA USD 954118.59000000 0.021361597347 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAH1 12420000.00000000 PA USD 869400.00000000 0.019464847377 Long DBT CORP US N 2 2021-06-15 None 0.00000000 Y N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 36387000.00000000 PA USD 28996800.30000000 0.649204384946 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 6818220.39000000 PA USD 6424449.75000000 0.143835902769 Long ABS-O CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N Social Professional Loan Program LLC N/A 83404FAE4 630000.00000000 PA USD 574769.79000000 0.012868422175 Long ABS-O CORP US N 2 2040-03-26 Variable 4.43000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 2010000.00000000 PA USD 1996620.44000000 0.044701992334 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 36625000.00000000 PA USD 29287525.16000000 0.655713373937 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 5485000.00000000 PA USD 4380448.80000000 0.098073116329 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 5895000.00000000 PA USD 3611703.80000000 0.080861816470 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 1515000.00000000 PA USD 45450.00000000 0.001017572249 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 93585.00000000 NS USD 578355.30000000 0.012948697543 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 13741000.00000000 PA USD 12170850.56000000 0.272491084200 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 5965000.00000000 PA USD 298250.00000000 0.006677468058 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N COMM Mortgage Trust N/A 12624PAJ4 160809.98000000 PA USD 148588.42000000 0.003326720631 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 1999.00000000 NS USD 1011833.83000000 0.022653773950 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 1443.00000000 NS USD 815237.28000000 0.018252207535 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 15296000.00000000 PA USD 15064579.02000000 0.337278274015 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N NexPoint Diversified Real Estate Trust 5493008KGR2NU3OXMR64 65340G205 170568.00000000 NS USD 1485647.28000000 0.033261901957 Long EC US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBE4 6395000.00000000 PA USD 6298821.89000000 0.141023242174 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360MAA8 6497791.73000000 PA USD 5958176.77000000 0.133396597050 Long ABS-O CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 4195000.00000000 PA USD 3010308.13000000 0.067397272037 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N Carlyle Global Market Strategies 54930054F35TGSKQ6V76 143109AN6 5790000.00000000 PA USD 5767019.49000000 0.129116809518 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.03800000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 187857000000.00000000 PA 12068308.06000000 0.270195277767 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 3950000.00000000 PA USD 2945452.12000000 0.065945221961 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 6710000.00000000 PA USD 5299270.81000000 0.118644464605 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 5595000.00000000 PA USD 5458046.37000000 0.122199263366 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2275000.00000000 PA USD 1940878.12000000 0.043453987099 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N Flagship Credit Auto Trust N/A 33844WAG5 5245000.00000000 PA USD 4794569.89000000 0.107344802333 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.59000000 N N N N N N Mill City Mortgage Trust N/A 59981BAH7 1720000.00000000 PA USD 1359727.08000000 0.030442696212 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 510000.00000000 PA USD 402823.15000000 0.009018738365 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 13985000.00000000 PA USD 419550.00000000 0.009393232939 Long DBT CORP US N 2 2033-01-15 Fixed 16.83000000 N Y N N N N Aqua Finance Trust N/A 038370AC6 1710362.87000000 PA USD 1546828.58000000 0.034631679582 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 32678.00000000 NS USD 1100921.82000000 0.024648349667 Long EC CORP US N 1 N N N Signal Peak CLO, LLC N/A 82666TAC3 6075000.00000000 PA USD 6024358.80000000 0.134878335160 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.73000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 1438000.00000000 PA USD 803650.60000000 0.017992795345 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N ELFI Graduate Loan Program 2021-A LLC N/A 28628BAB4 678355.70000000 PA USD 566968.34000000 0.012693756850 Long ABS-O CORP US N 2 2046-12-26 Variable 2.09000000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAS8 6075000.00000000 PA USD 5659275.60000000 0.126704550058 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 9.00800000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAH7 6416512.50000000 PA USD 6410673.47000000 0.143527468000 Long LON CORP US N 2 2030-03-03 Variable 8.15900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 15720000.00000000 PA USD 15693016.62000000 0.351348255577 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 15080000.00000000 PA USD 17445237.68000000 0.390578432141 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Home Partners of America Trust N/A 43732VAG1 12562584.53000000 PA USD 10803702.09000000 0.241882231760 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 10030000.00000000 PA USD 9260128.29000000 0.207323422889 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 1320115.64000000 PA USD 1089095.40000000 0.024383569979 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAE3 6410000.00000000 PA USD 6097499.68000000 0.136515873769 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 10170000.00000000 PA USD 7325305.57000000 0.164005009101 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N Extended Stay America Trust N/A 30227FAG5 4106106.46000000 PA USD 4044723.86000000 0.090556628270 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.14600000 N N N N N N Home Partners of America Trust N/A 437300AJ5 1260845.40000000 PA USD 973720.64000000 0.021800464280 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N Progress Residential Trust N/A 74333HAL9 2300000.00000000 PA USD 1986613.50000000 0.044477948671 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N DISH DBS CORP N/A 25470XBF1 10570000.00000000 PA USD 8125687.50000000 0.181924622755 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Carval CLO LTD N/A 14686WAU5 5225000.00000000 PA USD 5144562.69000000 0.115180731060 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 8.53800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 605000.00000000 PA USD 547998.91000000 0.012269053538 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 35342000.00000000 PA USD 27561703.97000000 0.617074259531 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 3795000.00000000 PA USD 3802825.29000000 0.085140802706 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 46060.00000000 NS USD 2042300.40000000 0.045724713118 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 15190000.00000000 PA USD 14510429.17000000 0.324871508137 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 3415000.00000000 PA USD 2912936.23000000 0.065217229281 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3260000.00000000 PA USD 2930885.69000000 0.065619096660 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 45994000.00000000 PA USD 38525276.27000000 0.862535797984 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAL9 10510000.00000000 PA USD 9871317.81000000 0.221007240148 Long ABS-O CORP US N 2 2027-01-15 Fixed 2.12000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 3685000.00000000 PA USD 3492304.72000000 0.078188610961 Long ABS-O CORP US N 2 2028-03-13 Fixed 2.46000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 6805000.00000000 PA USD 5787916.06000000 0.129584659237 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HQA6 3648.16000000 PA USD 3477.31000000 0.000077852896 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 2155000.00000000 PA USD 2145214.15000000 0.048028831402 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1390000.00000000 PA USD 778811.02000000 0.017436666252 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 18511000.00000000 PA USD 17552670.91000000 0.392983736288 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 5731000.00000000 PA USD 5632995.95000000 0.126116179484 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AK8 3396812.50000000 PA USD 2669177.90000000 0.059759765869 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 8005000.00000000 PA USD 6344096.18000000 0.142036880482 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 13318000.00000000 PA USD 10050177.79000000 0.225011705541 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 12680000.00000000 PA USD 11899563.88000000 0.266417293284 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 7908000.00000000 PA USD 6211032.01000000 0.139057729619 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 7770000.00000000 PA USD 483371.70000000 0.010822126026 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 1814020.06000000 PA USD 1676230.72000000 0.037528841884 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.02000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 5148000.00000000 PA USD 257400.00000000 0.005762884420 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 10060000.00000000 PA USD 9824643.08000000 0.219962247630 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 4495000.00000000 PA USD 3886610.29000000 0.087016650690 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 112528000.00000000 PA 21843977.98000000 0.489061073724 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 4920000.00000000 PA USD 4534463.88000000 0.101521333520 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.87000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358DAA2 9425535.12000000 PA USD 8534350.77000000 0.191074114565 Long ABS-O CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 86930000.00000000 PA USD 71942885.51000000 1.610716915507 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N Affirm Inc N/A 00792FAA6 4045000.00000000 PA USD 4039749.59000000 0.090445260193 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 22040000.00000000 PA USD 20865444.32000000 0.467152851564 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 3175000.00000000 PA USD 191897.00000000 0.004296348996 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAC2 3760000.00000000 PA USD 3013035.02000000 0.067458323909 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N Verde CLO Ltd 254900DT3DF8KM5RRZ79 92338BAN5 5300000.00000000 PA USD 5270765.20000000 0.118006257396 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.67000000 N N N N N N Firstkey Homes Trust N/A 33767TAL4 3120000.00000000 PA USD 2668488.89000000 0.059744339742 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -655.00000000 NC USD 4717469.49000000 0.105618614711 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term U.S. Treasury Bond Futures WNZ3 Comdty 2023-12-19 -82457781.99000000 USD 4717469.49000000 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 19735.00000000 NS USD 1540316.75000000 0.034485887337 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAY5 5492000.00000000 PA USD 5447860.80000000 0.121971220387 Long ABS-O CORP US N 2 2025-03-25 Fixed 6.31000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 7630000.00000000 PA USD 7246745.10000000 0.162246132222 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 4370000.00000000 PA USD 4203852.60000000 0.094119334318 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 33255000.00000000 PA USD 29725204.56000000 0.665512502901 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 61115.00000000 NS USD 2775232.15000000 0.062134196269 Long EP CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535GAC6 4020000.00000000 PA USD 3763478.98000000 0.084259884924 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.63000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 10601000.00000000 PA USD 10101144.83000000 0.226152797852 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N GITSIT Mortgage Loan Trust 2023-NPL1 N/A 375933AA6 4153595.86000000 PA USD 4136196.45000000 0.092604592388 Long ABS-O CORP US N 2 2053-05-25 Variable 8.35300000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 11480000.00000000 PA USD 10126113.43000000 0.226711815552 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 3100000.00000000 PA USD 1635126.00000000 0.036608555363 Long DBT CORP US N 2 2067-01-15 Variable 7.32000000 N N N N N N ENEL GENERACION CHILE SA 549300PVHXUFEIE6LY50 29244TAA9 4323000.00000000 PA USD 4501269.11000000 0.100778141512 Long DBT CORP CL N 2 2027-02-01 Fixed 7.87500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 11029000.00000000 PA USD 10318923.20000000 0.231028600399 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 84980683.02000000 PA USD 84980683.02000000 1.902617926169 Long RA CORP US N 2 Repurchase N 2.50000000 2023-10-02 87338900.00000000 USD 86680298.38000000 USD UST N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 17905000.00000000 PA USD 13845977.68000000 0.309995217773 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 11721000.00000000 PA USD 9915262.74000000 0.221991115644 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAH9 1705000.00000000 PA USD 719774.28000000 0.016114902813 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.22000000 N N N N N N Ballyrock Ltd N/A 05875MAQ5 1340000.00000000 PA USD 1323036.94000000 0.029621246965 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 7.04100000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 3279.00000000 NS USD 1427742.18000000 0.031965474612 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 15835000.00000000 PA USD 12587428.51000000 0.281817776421 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 640000.00000000 PA USD 252800.00000000 0.005659895809 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 10440000.00000000 PA USD 8756550.00000000 0.196048894987 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N PULTEGROUP INC N/A 745867AT8 12840000.00000000 PA USD 12347083.19000000 0.276436726304 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 4675000.00000000 PA USD 185831.25000000 0.004160543960 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 995000.00000000 PA USD 830033.88000000 0.018583486073 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Marlette Funding Trust N/A 57108QAC7 3210000.00000000 PA USD 2981117.69000000 0.066743732286 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.81000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 11194.00000000 NS USD 1632756.84000000 0.036555512646 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 1305000.00000000 PA USD 1115263.70000000 0.024969447556 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 2690000.00000000 PA USD 2488761.99000000 0.055720465026 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 3464.00000000 NS USD 1416637.44000000 0.031716852494 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 945000.00000000 PA USD 34407.45000000 0.000770342492 Long DBT CORP KY N 2 2025-08-27 Fixed 7.65000000 Y N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 4230000.00000000 PA USD 3809664.90000000 0.085293933560 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 30029000.00000000 PA USD 26446240.01000000 0.592100328388 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 7800000.00000000 PA USD 5779800.00000000 0.129402950163 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N Y Snap Inc USD XXXX N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 17110000.00000000 PA USD 12573316.52000000 0.281501825499 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCF5 1090950.59000000 PA USD 1035451.75000000 0.023182551507 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 4125000.00000000 PA USD 3057737.10000000 0.068459151106 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 6205000.00000000 PA USD 5924149.29000000 0.132634761641 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 14188694.00000000 PA USD 12060730.43000000 0.270025623510 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RET7 3470000.00000000 PA USD 2972808.34000000 0.066557695675 Long ABS-O CORP US N 2 2028-02-20 Fixed 2.35000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2635000.00000000 PA USD 2303232.95000000 0.051566687193 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAB6 5735000.00000000 PA USD 4453852.62000000 0.099716541856 Long ABS-O CORP US N 2 2051-07-17 Fixed 2.65000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 2565000.00000000 PA USD 96187.50000000 0.002153525428 Long DBT CORP KY N 2 2025-04-28 Fixed 7.25000000 Y N N N N N Progress Residential Trust N/A 74331GAC3 625000.00000000 PA USD 573468.75000000 0.012839293414 Long ABS-O CORP US N 2 2028-10-17 Fixed 4.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 3104.00000000 NS USD 709139.84000000 0.015876810161 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 17879000.00000000 PA USD 18461084.99000000 0.413322063206 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 26600239.59000000 PA USD 23885251.82000000 0.534762803366 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 7003.00000000 NS USD 2211197.25000000 0.049506115703 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89176UAR5 495000.00000000 PA USD 372432.06000000 0.008338317467 Long ABS-MBS CORP US N 2 2060-04-25 Variable 3.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 46092000.00000000 PA USD 24504959.29000000 0.548637327546 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Toorak Mortgage Corp. N/A 89053BAA2 9193340.71000000 PA USD 8939154.03000000 0.200137185273 Long ABS-MBS CORP US N 2 2024-06-25 Variable 2.24000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 220398800.00000000 PA 10739880.82000000 0.240453348300 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416LAC6 566048.98000000 PA USD 502066.20000000 0.011240673977 Long ABS-O CORP US N 2 2035-08-27 Fixed 2.09000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 6992.00000000 NS USD 1149834.40000000 0.025743445025 Long EC US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 4131.00000000 NS USD 634315.05000000 0.014201570781 Long EC CORP US N 1 N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAJ7 27050000.00000000 PA USD 1893500.00000000 0.042393246502 Long DBT CORP US N 2 2023-01-15 None 0.00000000 Y N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBC8 9225000.00000000 PA USD 9107971.65000000 0.203916813992 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.22000000 N N N N N N HPEFS Equipment Trust N/A 40441RAF0 3645000.00000000 PA USD 3406031.25000000 0.076257049049 Long ABS-O CORP US N 2 2029-11-20 Fixed 2.40000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 1365000.00000000 PA USD 1222561.81000000 0.027371726525 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 415000.00000000 PA USD 406700.00000000 0.009105536494 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAE0 7140000.00000000 PA USD 7044945.18000000 0.157728068450 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.18800000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 22400000.00000000 PA USD 18778013.41000000 0.420417719204 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 6250000.00000000 PA USD 409375.00000000 0.009165426610 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N AGL CLO 7 LTD N/A 008511AS6 1805000.00000000 PA USD 1721356.30000000 0.038539150749 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.67000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 15605000.00000000 PA USD 9771794.82000000 0.218779037007 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 6099000.00000000 PA USD 4235925.05000000 0.094837398896 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 8940000.00000000 PA USD 6847169.15000000 0.153300094860 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N DISH DBS CORP N/A 25470XBD6 9430000.00000000 PA USD 5227803.40000000 0.117044393029 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 31299.00000000 NS USD 1156498.05000000 0.025892636341 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 20700000.00000000 PA USD 14205172.55000000 0.318037170065 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 17166000.00000000 PA USD 15117043.92000000 0.338452901656 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 205000.00000000 PA USD 210852.12000000 0.004720731924 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 2400300.84000000 PA USD 2172771.28000000 0.048645803256 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 3435000.00000000 PA USD 2730130.79000000 0.061124429661 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 7515000.00000000 PA USD 7044199.08000000 0.157711364145 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 3178000.00000000 PA USD 2896810.56000000 0.064856194423 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N BPR Trust N/A 055980AA4 7790000.00000000 PA USD 7732990.44000000 0.173132595681 Long ABS-MBS CORP US N 2 2024-08-15 Floating 8.56400000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 13160000.00000000 PA USD 11912750.47000000 0.266712525584 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 14719000.00000000 PA USD 11039250.00000000 0.247155873488 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Palmer Square CLO Ltd N/A 69688AAU5 5120000.00000000 PA USD 5008435.20000000 0.112132996051 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 8.27000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 20723000.00000000 PA USD 20264296.40000000 0.453693853964 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 265995000.00000000 PA 11070393.35000000 0.247853136606 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 1094000.00000000 PA USD 939449.20000000 0.021033166893 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 3575000.00000000 PA USD 554125.00000000 0.012406209515 Long DBT CORP KY N 2 2026-01-26 Fixed 6.50000000 Y N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 15545000.00000000 PA USD 14263051.26000000 0.319333006569 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 505000.00000000 PA USD 408778.51000000 0.009152071898 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 8630000.00000000 PA USD 6981853.82000000 0.156315526820 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 4310000.00000000 PA USD 3334569.42000000 0.074657102403 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 13963000.00000000 PA USD 13544110.00000000 0.303236754097 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 1345000.00000000 PA USD 1288338.58000000 0.028844391338 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 4435000.00000000 PA USD 1664907.07000000 0.037275318627 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 815000.00000000 PA USD 576839.96000000 0.012914770856 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1705000.00000000 PA USD 1357321.17000000 0.030388830706 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 19330000.00000000 PA USD 19640148.69000000 0.439719918012 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAB7 430000.00000000 PA USD 401839.17000000 0.008996708206 Long ABS-MBS CORP US N 2 2057-07-25 Variable 3.00000000 N N N N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 2554057.29000000 PA USD 1867631.92000000 0.041814090499 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 27760000.00000000 PA USD 27711019.70000000 0.620417263782 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 1815000.00000000 PA USD 1901785.77000000 0.042578755184 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 4780000.00000000 PA USD 4652920.88000000 0.104173446961 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 1090000.00000000 PA USD 1051205.37000000 0.023535256601 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 2044.00000000 NS USD 761083.40000000 0.017039765611 Long EC CORP IE N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 2150000.00000000 PA USD 1845319.85000000 0.041314549393 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360XAA4 6835739.08000000 PA USD 6370381.10000000 0.142625369044 Long ABS-O CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 8175.00000000 NS USD 1307427.75000000 0.029271775489 Long EC CORP US N 1 N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 13808.00000000 0.000309144942 Long DBT CORP KY N 2 2030-07-13 None 0.00000000 Y N N N N N Clover CLO N/A 00142DAG5 5605000.00000000 PA USD 5397239.47000000 0.120837868119 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.63800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2B6 14253000.00000000 PA USD 10666660.14000000 0.238814023063 Long DBT CORP FR N 2 2035-08-12 Fixed 2.58800000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 1995000.00000000 PA USD 1625980.86000000 0.036403806393 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 9795000.00000000 PA USD 8124168.90000000 0.181890623081 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 26587.00000000 NS USD 1488340.26000000 0.033322194624 Long EC CORP US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 6797728.63000000 PA USD 6755242.83000000 0.151241972260 Long LON CORP PA N 2 2028-10-18 Variable 8.68100000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 9370000.00000000 PA USD 8309053.64000000 0.186029975791 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 5995000.00000000 PA USD 4867020.67000000 0.108966890412 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBG5 615825.00000000 PA USD 663577.30000000 0.014856718274 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAW6 3600000.00000000 PA USD 3606012.00000000 0.080734383737 Long LON CORP US N 2 2030-06-20 Variable 9.58400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 21890000.00000000 PA USD 21302923.77000000 0.476947503882 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 7485000.00000000 PA USD 224550.00000000 0.005027411408 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N Wind River CLO Ltd N/A 88432UAJ5 700000.00000000 PA USD 672603.68000000 0.015058808346 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.53800000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 11490000.00000000 PA USD 9263192.04000000 0.207392016662 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 11645000.00000000 PA USD 11622758.05000000 0.260219935067 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 469814AB3 11780000.00000000 PA USD 11745699.82000000 0.262972457254 Long DBT CORP US N 2 2028-08-18 Fixed 6.35000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 950000.00000000 PA USD 672328.40000000 0.015052645150 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 156077.92000000 PA USD 128826.72000000 0.002884279322 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 2530000.00000000 PA USD 1941982.46000000 0.043478711977 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N BB-UBS Trust N/A 05490AAA1 544016.02000000 PA USD 477776.52000000 0.010696856501 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N 510 Assets Backed Trust N/A 33835CAA3 8142240.25000000 PA USD 7487742.55000000 0.167641782766 Long ABS-O CORP US N 2 2061-06-25 Variable 2.24000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 7475000.00000000 PA 8022436.96000000 0.179612964137 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 67113LAU0 11920000.00000000 PA USD 11704644.94000000 0.262053286592 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 8.68800000 N N N N N N DISH DBS CORP N/A 25470XBE4 26600000.00000000 PA USD 22606032.34000000 0.506122577992 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 6370000.00000000 PA USD 5817721.00000000 0.130251956923 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 CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 14715000.00000000 PA USD 11019315.10000000 0.246709554434 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 553000.00000000 PA USD 569239.51000000 0.012744605685 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4432.00000000 NC USD -27432095.76000000 -0.61417248356 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ3 Comdty 2023-12-19 531710595.76000000 USD -27432095.76000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 2475000.00000000 PA USD 2017673.21000000 0.045173339188 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 4057000.00000000 PA USD 4086841.71000000 0.091499597585 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687JAH2 7430000.00000000 PA USD 6356949.00000000 0.142324640063 Long ABS-O CORP US N 2 2027-10-12 Fixed 1.93000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 1665000.00000000 PA USD 892400.71000000 0.019979806325 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAB7 27210000.00000000 PA USD 27404691.36000000 0.613558931156 Long DBT CORP US N 2 2025-05-18 Fixed 8.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 12465000.00000000 PA USD 10425625.03000000 0.233417529356 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 2820000.00000000 PA USD 2877014.76000000 0.064412989654 Long ABS-O CORP US N 2 2028-10-16 Fixed 8.71000000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 4060000.00000000 PA USD 3932267.93000000 0.088038871755 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N Progress Residential Trust N/A 74333QAL9 1175000.00000000 PA USD 930748.64000000 0.020838371548 Long ABS-O CORP US N 2 2040-11-17 Fixed 3.01000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 815000.00000000 PA USD 656311.27000000 0.014694040375 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 20335000.00000000 PA USD 19030468.27000000 0.426069887734 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 5935000.00000000 PA USD 4326417.07000000 0.096863409200 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Oak Hill Credit Partners N/A 67112RAU8 12430000.00000000 PA USD 12314040.53000000 0.275696939861 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 7.23800000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 6286105.52000000 PA USD 5399809.90000000 0.120895417035 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 6606000.00000000 PA USD 6120593.17000000 0.137032909953 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 1250000.00000000 PA USD 1368463.08000000 0.030638285017 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAJ5 3250000.00000000 PA USD 2594600.13000000 0.058090056977 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 38476000.00000000 PA USD 46707940.20000000 1.045736056252 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 2951264.02000000 PA USD 2903095.85000000 0.064996914702 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.69600000 N N N N N N Towd Point Mortgage Trust N/A 89178WBD9 905000.00000000 PA USD 747996.98000000 0.016746776000 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 12950000.00000000 PA USD 12813766.00000000 0.286885207637 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N GLS Auto Receivables Trust N/A 36263LAG4 10265000.00000000 PA USD 9444833.69000000 0.211458760387 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.48000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 10175000.00000000 PA USD 13006244.63000000 0.291194578647 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 10210000.00000000 PA USD 10503444.28000000 0.235159811188 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6483.00000000 NC USD -5943419.65000000 -0.13306620242 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ3 Comdty 2023-12-29 688988247.78000000 USD -5943419.65000000 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 2020000.00000000 PA USD 1993946.04000000 0.044642115651 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 3450000.00000000 PA USD 2993958.82000000 0.067031230142 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 14750000.00000000 PA USD 13799170.75000000 0.308947265451 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N VIBRANT CLO LTD 5493000EYXFKXA2VRV24 92557EAL7 2135000.00000000 PA USD 2098446.24000000 0.046981752692 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.33800000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 57985000.00000000 PA USD 56405795.92000000 1.262859683440 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 580000.00000000 PA USD 220400.63000000 0.004934511875 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2400000.00000000 PA USD 140232.00000000 0.003139630178 Long DBT CORP KY N 2 2025-01-15 Fixed 10.50000000 Y N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 25967000.00000000 PA USD 16254448.74000000 0.363918062948 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N MVW Owner Trust N/A 55400KAC9 8884866.88000000 PA USD 7934729.88000000 0.177649305377 Long ABS-O CORP US N 2 2039-05-20 Fixed 2.23000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 1982.00000000 NS USD 784693.62000000 0.017568370774 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 222380000.00000000 PA USD 177209062.50000000 3.967503284396 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 535000.00000000 PA USD 443275.43000000 0.009924417519 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 2700.00000000 NS USD 2242566.00000000 0.050208425263 Long EC CORP US N 1 N N N Foundation Finance Trust N/A 35042RAB2 1210000.00000000 PA USD 1209673.30000000 0.027083167887 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.97000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 5031000.00000000 PA USD 4483981.38000000 0.100391089492 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 5385000.00000000 PA USD 5273762.49000000 0.118073363207 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 184765000.00000000 PA USD 111043765.00000000 2.486139795188 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 OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 4150000.00000000 PA USD 4159445.40000000 0.093125109139 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3701.00000000 NC USD -7854362.13000000 -0.17584996561 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 407793674.63000000 USD -7854362.13000000 N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 19780000.00000000 PA USD 17782384.17000000 0.398126747038 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 6740000.00000000 PA USD 6583429.80000000 0.147395279821 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 3820000.00000000 PA USD 3732201.12000000 0.083559610285 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1455000.00000000 PA USD 59029.35000000 0.001321597985 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BP4 1580000.00000000 PA USD 1607855.40000000 0.035997998580 Long DBT CORP US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 16401.00000000 NS USD 18241356.21000000 0.408402593264 Long EP CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 3380000.00000000 PA USD 2493426.00000000 0.055824886745 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 2735000.00000000 PA USD 95998.50000000 0.002149293939 Long DBT CORP VG N 2 2029-08-05 Fixed 4.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 4491.00000000 NS USD 1357000.56000000 0.030381652624 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 5470000.00000000 PA USD 6316835.81000000 0.141426552737 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 13265000.00000000 PA USD 11626034.97000000 0.260293301466 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 17555000.00000000 PA USD 15080201.78000000 0.337628049307 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 1660000.00000000 PA USD 1636803.82000000 0.036646119787 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 12526000.00000000 PA USD 10740771.93000000 0.240473299209 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 6810000.00000000 PA USD 1055550.00000000 0.023632527776 Long DBT CORP KY N 2 2025-01-10 Fixed 6.50000000 Y N N N N N Octagon Investment Partners 42, Ltd. N/A 67576PAU1 10585000.00000000 PA USD 10135105.75000000 0.226913143061 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.72000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 845000.00000000 PA USD 728660.40000000 0.016313852629 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 6105000.00000000 PA USD 4765210.13000000 0.106687471706 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 130858.00000000 NS USD 8462586.86000000 0.189467404701 Long EC CORP CA N 1 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 7845000.00000000 PA USD 6209317.50000000 0.139019343748 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 8675000.00000000 PA USD 6814743.41000000 0.152574120533 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 11968.00000000 NS USD 1159100.80000000 0.025950908864 Long EC CORP US N 1 N N N BPR Trust N/A 05592CAQ9 11095000.00000000 PA USD 9940797.14000000 0.222562800942 Long ABS-MBS CORP US N 2 2038-12-15 Floating 12.20300000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 12360000.00000000 PA USD 7014921.58000000 0.157055875223 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 7905.00000000 NS USD 53042.55000000 0.001187560547 Long EC CORP JE N 1 N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 5250000.00000000 PA USD 172410.00000000 0.003860057897 Long DBT CORP VG N 2 2030-01-14 Fixed 4.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2790.00000000 NC USD -1414964.77000000 -0.03167940337 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ3 Comdty 2023-12-29 566978481.79000000 USD -1414964.77000000 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 18305000.00000000 PA USD 17736517.91000000 0.397099855215 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N RAND PARENT LLC N/A 753272AA1 735000.00000000 PA USD 679764.75000000 0.015219136313 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 7070000.00000000 PA USD 5654986.02000000 0.126608511387 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Towd Point Mortgage Trust N/A 89171UAG4 115415.00000000 PA USD 112797.11000000 0.002525395135 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AA0 1455000.00000000 PA USD 1441031.14000000 0.032262998856 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAC8 1195000.00000000 PA USD 953898.83000000 0.021356677179 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W202 169007.00000000 NS USD 9535374.94000000 0.213485872893 Long EP US N 2 N N N Ovintiv Inc 2549003MEX7YMKLGI239 292505AE4 4156000.00000000 PA USD 3987032.29000000 0.089264981612 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 6385153.70000000 PA USD 6357250.58000000 0.142331392086 Long LON CORP CA N 2 2030-09-23 Variable 7.56600000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 1130000.00000000 PA USD 910899.55000000 0.020393973679 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 796943.85000000 PA USD 671313.62000000 0.015029925414 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.75000000 N N N N N N Firstkey Homes Trust N/A 33767WAJ2 7995000.00000000 PA USD 6937183.95000000 0.155315420767 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.38900000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 1470000.00000000 PA USD 1481009.57000000 0.033158069064 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 250075000.00000000 PA USD 247935685.90000000 5.550989516280 Long DBT UST US N 2 2025-06-30 Fixed 4.62500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAN6 5695000.00000000 PA USD 4779173.95000000 0.107000105275 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 3425000.00000000 PA USD 3177495.08000000 0.071140391965 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 5180000.00000000 PA USD 4320492.96000000 0.096730775318 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 435000.00000000 PA USD 350168.04000000 0.007839852145 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.91000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360HAA9 6119189.22000000 PA USD 5675170.45000000 0.127060417126 Long ABS-O CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 23323000.00000000 PA USD 23516674.19000000 0.526510782070 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 5520000.00000000 PA USD 5592113.28000000 0.125200864403 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 16368000.00000000 PA USD 13893460.88000000 0.311058310988 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AC2 13420000.00000000 PA USD 12412957.30000000 0.277911570447 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 22011132.49000000 PA USD 21803347.40000000 0.488151402642 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407CAD0 1440000.00000000 PA USD 1352471.33000000 0.030280248471 Long ABS-O CORP US N 2 2030-09-25 Fixed 2.04000000 N N N N N N CoreVest American Finance Ltd N/A 21873BAJ4 4647000.00000000 PA USD 3560899.44000000 0.079724366374 Long ABS-O CORP US N 2 2054-07-15 Fixed 2.47800000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 730000.00000000 PA USD 29389.80000000 0.000658003187 Long DBT CORP KY N 2 2024-05-24 None 0.00000000 Y N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 218947.91000000 0.004901987177 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 12884000.00000000 EUR 13890498.08000000 USD 2023-12-20 218947.91000000 N N N VCAT Asset Securitization, LLC N/A 91824AAA8 8123605.78000000 PA USD 7653057.29000000 0.171342986105 Long ABS-O CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAD5 1055410.95000000 PA USD 998755.65000000 0.022360968822 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N SMB Private Education Loan Trust N/A 78450MAC6 7070000.00000000 PA USD 5382645.52000000 0.120511126677 Long ABS-O CORP US N 2 2051-02-15 Fixed 2.49000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 28741000.00000000 PA USD 22917211.17000000 0.513089507407 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 15360000.00000000 PA USD 14379918.34000000 0.321949523565 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 16910000.00000000 PA USD 9616483.64000000 0.215301801656 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 31810000.00000000 PA USD 30517788.73000000 0.683257533845 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 3510.00000000 NS USD 1324603.80000000 0.029656327125 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 91824WAA0 13344183.07000000 PA USD 12270065.74000000 0.274712395835 Long ABS-O CORP US N 2 2051-09-25 Variable 1.91700000 N N N N N N Towd Point Mortgage Trust N/A 89172YAD2 3660000.00000000 PA USD 3494312.17000000 0.078233555415 Long ABS-MBS CORP US N 2 2056-04-25 Variable 4.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 19355000.00000000 PA USD 15757133.89000000 0.352783766130 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N Maps LTD N/A 55292RAA9 12655786.21000000 PA USD 10846350.49000000 0.242837079468 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 10131.00000000 NS USD 894162.06000000 0.020019240888 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBF5 8626000.00000000 PA USD 7355303.94000000 0.164676637458 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 9891.00000000 NS USD 11028465.00000000 0.246914409974 Long EP CORP US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3F6 5935000.00000000 PA USD 5571238.98000000 0.124733513283 Long DBT CORP US N 2 2025-01-07 Fixed 1.71600000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBU4 4970000.00000000 PA USD 4074173.40000000 0.091215968967 Long ABS-MBS CORP US N 2 2059-11-15 Variable 3.67100000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105UAF0 5260000.00000000 PA USD 4862345.05000000 0.108862208758 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.92000000 N N N N N N Firstkey Homes Trust N/A 33767TAJ9 5272000.00000000 PA USD 4521828.14000000 0.101238434106 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.25800000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 6155000.00000000 PA USD 5157274.50000000 0.115465333593 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 2030000.00000000 PA USD 2280165.02000000 0.051050223268 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 990000.00000000 PA USD 65538.00000000 0.001467319033 Long DBT CORP KY N 2 2024-11-07 None 0.00000000 Y N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 7750000.00000000 PA USD 6432414.75000000 0.144014229787 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35200000 N N N N N N Freedom Financial N/A 35635CAC6 777582.35000000 PA USD 766298.07000000 0.017156515962 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 6921000.00000000 PA USD 5582547.81000000 0.124986704737 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Nelnet Student Loan Trust N/A 64034YAE1 863000.00000000 PA USD 665222.23000000 0.014893546329 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.38000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 3490000.00000000 PA USD 3422294.00000000 0.076621152968 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AB8 1955000.00000000 PA USD 1909636.49000000 0.042754523607 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N Prestige Auto Receivables Trust N/A 74113RAL3 8375000.00000000 PA USD 8547131.38000000 0.191360257449 Long ABS-O CORP US N 2 2028-08-15 Fixed 8.08000000 N N N N N N LCM Ltd Partnership N/A 50200YAU2 1470000.00000000 PA USD 1396244.22000000 0.031260272192 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.58800000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 1585000.00000000 PA USD 96241.20000000 0.002154727708 Long DBT CORP KY N 2 2026-08-12 None 0.00000000 Y N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 5896000.00000000 PA USD 4507357.57000000 0.100914454998 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 3130000.00000000 PA USD 2421121.70000000 0.054206078183 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 5930000.00000000 PA USD 919150.00000000 0.020578691588 Long DBT CORP KY N 2 2025-07-09 Fixed 7.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1305000.00000000 PA USD 71775.00000000 0.001606958155 Long DBT CORP KY N 2 2026-06-01 None 0.00000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 28145000.00000000 PA USD 20144783.75000000 0.451018105756 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3955000.00000000 PA USD 3783147.34000000 0.084700236461 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.57000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 9470000.00000000 PA USD 9335800.63000000 0.209017637921 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 2285000.00000000 PA USD 2483503.80000000 0.055602740313 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 3945000.00000000 PA USD 2980447.50000000 0.066728727517 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N VICI PROPERTIES / NOTE N/A 92564RAH8 8621000.00000000 PA USD 8099040.00000000 0.181328016452 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAR4 13060000.00000000 PA USD 11884600.00000000 0.266082269543 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 52867.00000000 NS USD 933631.22000000 0.020902909137 Long EP CORP US N 1 N N N MED Trust N/A 58403YAN6 6031055.55000000 PA USD 5855872.08000000 0.131106114905 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.24600000 N N N N N N Madison Park Funding Ltd N/A 55820TAQ1 15835000.00000000 PA USD 15583825.23000000 0.348903588288 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 8.81900000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 10574000.00000000 PA USD 8898233.64000000 0.199221025685 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 3695000.00000000 PA USD 3260837.50000000 0.073006331101 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 54380000.00000000 PA USD 51087578.67000000 1.143791030242 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAG4 2078413.42000000 PA USD 1830148.81000000 0.040974887582 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.84500000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 4137.00000000 NS USD 197334.90000000 0.004418097205 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 7940000.00000000 PA USD 5410612.96000000 0.121137284891 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 2329000.00000000 PA USD 2189283.29000000 0.049015487814 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 915000.00000000 PA USD 898083.81000000 0.020107044276 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 3745000.00000000 PA USD 3157927.06000000 0.070702286924 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 16509.00000000 NS USD 1506776.43000000 0.033734958870 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 16680000.00000000 PA USD 16284864.48000000 0.364599035731 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 7856.00000000 NS USD 758653.92000000 0.016985372400 Long EC CORP US N 1 N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1465000.00000000 PA USD 58600.00000000 0.001311985341 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 6750372.58000000 PA USD 5484677.72000000 0.122795508090 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.08700000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 25209000.00000000 PA USD 18765424.82000000 0.420135875423 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N College Ave Student Loans N/A 19424WAE7 2157000.00000000 PA USD 1845922.85000000 0.041328049857 Long ABS-O CORP US N 2 2055-07-26 Fixed 4.11000000 N N N N N N Freedom Financial N/A 30322MAD1 3495000.00000000 PA USD 3299770.70000000 0.073877999834 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 170945.00000000 NS USD 4996722.35000000 0.111870759063 Long EP CORP JE N 1 N N N Navigator Aircraft ABS LLC N/A 63943BAA1 14462514.72000000 PA USD 12549847.15000000 0.280976373803 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N Tricon Residential N/A 89614YAE6 2015000.00000000 PA USD 1784491.05000000 0.039952663830 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.79400000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 30275000.00000000 PA USD 25338607.06000000 0.567301724383 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 17869000.00000000 PA USD 17734982.50000000 0.397065479184 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 INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 1305000.00000000 PA USD 1259475.57000000 0.028198182362 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 27688000.00000000 PA USD 27427732.80000000 0.614074802001 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 15105000.00000000 PA USD 12723092.55000000 0.284855135328 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N College Ave Student Loans N/A 19424KAD5 1886437.59000000 PA USD 1685928.70000000 0.037745968293 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N HIGHWOODS PROPERTIES ZIIGTYKL9T0X3HLTDX53 431284207 2318.00000000 NS USD 2283223.67000000 0.051118702858 Long EP US N 3 N N N Frontier Issuer LLC N/A 35910EAA2 16445000.00000000 PA USD 15713361.95000000 0.351803763679 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 3965000.00000000 PA USD 4101998.68000000 0.091838944385 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535BAE3 8080000.00000000 PA USD 7391884.58000000 0.165495635128 Long ABS-O CORP US N 2 2031-02-18 Fixed 1.94000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 13719.00000000 NS USD 1120430.73000000 0.025085131304 Long EC CORP US N 1 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 2160000.00000000 PA USD 2151017.32000000 0.048158757579 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 828000.00000000 PA USD 790785.56000000 0.017704762173 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 6783.00000000 NS USD 1557037.65000000 0.034860248698 Long EC CORP US N 1 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 7370000.00000000 PA USD 7153954.35000000 0.160168656047 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 11015000.00000000 PA USD 8027447.92000000 0.179725153660 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 5655000.00000000 PA USD 4762543.11000000 0.106627760253 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 14421.00000000 NS USD 1601596.26000000 0.035857863769 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 3675000.00000000 PA USD 134688.75000000 0.003015523305 Long DBT CORP KY N 2 2025-07-14 None 0.00000000 Y N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 17675000.00000000 PA USD 16520397.42000000 0.369872342298 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAQ8 4085000.00000000 PA USD 3989233.30000000 0.089314259647 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 8.43800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 24940000.00000000 PA USD 14512406.93000000 0.324915787866 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N GLS Auto Receivables Trust N/A 36263DAD9 16820000.00000000 PA USD 15520850.11000000 0.347493649135 Long ABS-O CORP US N 2 2027-10-15 Fixed 2.48000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BM4 545000.00000000 PA USD 532238.23000000 0.011916190378 Long DBT CORP US N 2 2034-03-15 Fixed 6.05000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AV5 15580000.00000000 PA USD 14331320.96000000 0.320861485165 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 840000.00000000 PA USD 667899.46000000 0.014953486372 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 6195000.00000000 PA USD 247800.00000000 0.005547951667 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 43710.00000000 NS USD 6769804.80000000 0.151567997707 Long EC CORP US N 1 N N N 522 Funding CLO LTD N/A 33835NAG6 9977000.00000000 PA USD 9581262.30000000 0.214513237120 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 8.68800000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 156728.25000000 PA USD 151650.30000000 0.003395272537 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 201925.00000000 PA USD 180556.69000000 0.004042452741 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 9560000.00000000 PA USD 1046150.80000000 0.023422090701 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N Clover CLO N/A 00141YAG0 10050000.00000000 PA USD 9755866.65000000 0.218422423943 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 8.55700000 N N N N N N Progress Residential Trust N/A 74333FAF6 925000.00000000 PA USD 794013.43000000 0.017777030400 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZY8 118875000.00000000 PA USD 116857633.00000000 2.616305487956 Long STIV UST US N 2 2024-01-25 None 0.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 23837000.00000000 PA USD 18848392.64000000 0.421993427705 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAG6 6565000.00000000 PA USD 5817095.51000000 0.130237952935 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.65000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 2325000.00000000 PA USD 2297917.01000000 0.051447669525 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 4241000.00000000 PA USD 4168521.31000000 0.093328308130 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 2215000.00000000 PA USD 2170888.28000000 0.048603645092 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 5325000.00000000 PA USD 4187301.50000000 0.093748774580 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08181VAW5 2245000.00000000 PA USD 2227354.97000000 0.049867868123 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 8.57000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 9180.00000000 NS USD 1571707.80000000 0.035188696168 Long EC CORP US N 1 N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 9245000.00000000 PA USD 8653135.10000000 0.193733556541 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 5300000.00000000 PA USD 4450357.00000000 0.099638279019 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 22260000.00000000 PA USD 18872789.29000000 0.422539640114 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAX7 1702553.88000000 PA USD 1476965.49000000 0.033067526851 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAE3 12205000.00000000 PA USD 11808580.38000000 0.264380279319 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N Marlette Funding Trust N/A 57108TAC1 1733000.00000000 PA USD 1670771.96000000 0.037406626643 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.50000000 N N N N N N Progress Residential Trust N/A 74333EAF9 1145000.00000000 PA USD 992317.23000000 0.022216820142 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 2915000.00000000 PA USD 2869797.10000000 0.064251394703 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 440000.00000000 PA USD 13200.00000000 0.000295532534 Long DBT CORP KY N 2 2025-07-08 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 24005000.00000000 PA USD 1379087.25000000 0.030876147735 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 7157000.00000000 PA USD 7142937.21000000 0.159921995190 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MBZ1 4380000.00000000 PA USD 4404981.77000000 0.098622380783 Long ABS-O CORP US N 2 2029-09-25 Fixed 9.40000000 N N N N N N CoreVest American Finance Ltd N/A 21873LAJ2 2715000.00000000 PA USD 2073440.88000000 0.046421911979 Long ABS-O CORP US N 2 2053-04-15 Fixed 2.80000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 19614000.00000000 PA USD 16215586.17000000 0.363047975539 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 2815000.00000000 PA USD 188351.65000000 0.004216972763 Long DBT CORP KY N 2 2025-07-16 None 0.00000000 Y N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1955000.00000000 PA USD 1770200.11000000 0.039632706428 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 3521700.85000000 PA USD 3508494.47000000 0.078551080495 Long LON CORP PA N 2 2027-08-08 Variable 8.32700000 N N N N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 6924911.84000000 PA USD 6241492.29000000 0.139739699599 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 39785000.00000000 PA USD 37893407.06000000 0.848388986694 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N MED Trust N/A 58403YAR7 2488059.22000000 PA USD 2385002.31000000 0.053397407360 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.44600000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693583AA4 10491899.69000000 PA USD 9643033.66000000 0.215896225496 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683HAU9 5225000.00000000 PA USD 5041832.40000000 0.112880720230 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 8.71300000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 11977176.81000000 PA USD 9604605.88000000 0.215035872526 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N Progress Residential Trust N/A 74333PAJ6 5280000.00000000 PA USD 4188449.23000000 0.093774470910 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.59100000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 2300000.00000000 PA USD 2125085.64000000 0.047578177647 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABL3 2970000.00000000 PA USD 2936109.33000000 0.065736047839 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 7.34100000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 3305000.00000000 PA USD 3235760.25000000 0.072444880855 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 775000.00000000 PA USD 663593.75000000 0.014857086570 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74333FAE9 3535000.00000000 PA USD 3033767.75000000 0.067922505443 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N GTCR W MERGER SUB LLC N/A 92943EAB2 3714000.00000000 PA USD 3711288.78000000 0.083091407495 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 945000.00000000 PA USD 808421.70000000 0.018099614684 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 3884912.14000000 PA USD 3690835.92000000 0.082633491922 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 2577164.83000000 PA USD 2071705.49000000 0.046383058630 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 6210000.00000000 PA USD 6089401.80000000 0.136334571723 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 10345000.00000000 PA USD 10855008.50000000 0.243030922168 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 1940000.00000000 PA USD 1624750.00000000 0.036376248880 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 2425370.42000000 PA USD 2303088.82000000 0.051563460292 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 10145000.00000000 PA USD 9935825.32000000 0.222451487718 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 2565000.00000000 PA USD 1636300.45000000 0.036634849922 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 4695000.00000000 PA USD 4817724.34000000 0.107863203340 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 77342JAA1 11210297.66000000 PA USD 11174166.87000000 0.250176504134 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 6.74100000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 2060000.00000000 PA USD 838852.60000000 0.018780926881 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N GTCR W-2 MERGER SUB LLC 254900HJTH4LRJB6QF88 36268NAA8 3815000.00000000 PA USD 3820341.00000000 0.085532958931 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 6495000.00000000 PA USD 5610840.85000000 0.125620152753 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.16000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 17530000.00000000 PA USD 14438409.20000000 0.323259065390 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N Nelnet Student Loan Trust N/A 64034YAD3 2120000.00000000 PA USD 1642682.00000000 0.036777725350 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.50000000 N N N N N N LCM Ltd Partnership N/A 50200YAS7 8760000.00000000 PA USD 8609100.24000000 0.192747667619 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.08800000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 000000000 80000.00000000 PA USD 2400.00000000 0.000053733188 Long DBT CORP US N 2 2033-01-15 Fixed 16.91700000 N Y N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 47298000.00000000 PA USD 36519311.75000000 0.817624602647 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 1215000.00000000 PA USD 1218161.43000000 0.027273207172 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 3680000.00000000 PA USD 150438.40000000 0.003368139516 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 1939.00000000 NS USD 199620.05000000 0.004469259036 Long EC CORP US N 1 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1735000.00000000 PA USD 99033.80000000 0.002217250750 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 17805000.00000000 PA USD 12357419.59000000 0.276668146190 Long DBT CORP GB N 2 2028-03-15 Fixed 4.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 4335000.00000000 PA USD 3388258.02000000 0.075859127253 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 2620000.00000000 PA USD 2568452.42000000 0.057504640385 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REN0 13000000.00000000 PA USD 12754092.00000000 0.285549176693 Long ABS-O CORP US N 2 2025-03-20 Fixed 3.04000000 N N N N N N CINC BELL TEL N/A 171875AD9 3825000.00000000 PA USD 3169548.00000000 0.070962466155 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 13137000.00000000 PA USD 13211368.56000000 0.295787063109 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZN2 68025000.00000000 PA USD 67150425.02000000 1.503419340167 Long STIV UST US N 2 2023-12-28 None 0.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 2635000.00000000 PA USD 2139426.41000000 0.047899250685 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N STAR PARENT, INC. 2023 TERM LOAN B 254900GRGCJYRMDRWT73 000000000 7061873.21000000 PA USD 6896131.05000000 0.154396294436 Long LON CORP US N 2 2030-09-19 None 0.00000000 N N N N N N IQOR US Inc. 549300LKMK4MMQCMDH78 942AEX002 17622.00000000 NS USD 13956.62000000 0.000312472369 Long EC CORP US N 2 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 3495000.00000000 PA USD 2722724.18000000 0.060958604341 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 7780000.00000000 PA USD 6616890.00000000 0.148144414496 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 5473.00000000 NS USD 793694.46000000 0.017769889036 Long EC CORP US N 1 N N N Aimco N/A 00140LAG9 7810000.00000000 PA USD 7766107.02000000 0.173874037107 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.47800000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 10545000.00000000 PA USD 9532680.00000000 0.213425536344 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 2757000.00000000 PA USD 2690091.00000000 0.060227985675 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 2006877.00000000 NS USD 6562487.79000000 0.146926412754 Long EC CORP US N 1 N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 19906000.00000000 PA USD 18971849.64000000 0.424757485288 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 2280000.00000000 PA USD 1800028.76000000 0.040300534953 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 6775000.00000000 PA USD 5439241.68000000 0.121778248389 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 3015000.00000000 PA USD 1157006.25000000 0.025904014344 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 620000.00000000 PA USD 496000.00000000 0.011104858867 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REK6 1745000.00000000 PA USD 1518240.74000000 0.033991631339 Long ABS-O CORP US N 2 2027-08-20 Fixed 2.13000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 17495000.00000000 PA USD 13386204.60000000 0.299701437199 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 21215.00000000 NS USD 1231318.60000000 0.027567780793 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 910000.00000000 PA USD 682823.05000000 0.015287608067 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBP8 4250000.00000000 PA USD 4142603.27000000 0.092748033581 Long DBT CORP US N 2 2033-09-15 Fixed 5.25000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 6270000.00000000 PA 6852685.42000000 0.153423597683 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 7205844.00000000 PA USD 6655697.27000000 0.149013263803 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 10470000.00000000 PA USD 10034033.91000000 0.224650262983 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Progress Residential Trust N/A 74333EAE2 1635000.00000000 PA USD 1419961.04000000 0.031791264004 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 19755000.00000000 PA USD 15457354.67000000 0.346072060627 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 13857.00000000 NS USD 757146.48000000 0.016951622585 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 22550000.00000000 PA USD 16976993.00000000 0.380094982369 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1120000.00000000 PA USD 33600.00000000 0.000752264632 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N Bankers Healthcare Group Securitization Trust N/A 054977AB9 13505000.00000000 PA USD 12173851.31000000 0.272558267476 Long ABS-O CORP US N 2 2035-02-20 Fixed 2.70000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 2679939.94000000 PA USD 2503894.69000000 0.056059268449 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 2410000.00000000 PA USD 1929294.17000000 0.043194636030 Long ABS-O CORP US N 2 2046-07-17 Fixed 2.40000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHP2 1320000.00000000 PA USD 1311797.52000000 0.029369609520 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.34000000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 5850000.00000000 PA USD 5828202.90000000 0.130486634383 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.37900000 N N N N N N 2023-11-06 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX