NPORT-P false 0000917469 XXXXXXXX S000006646 C000018133 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Investment Grade Fixed Income Fund S000006646 549300WC3NPNL3GIV677 2023-12-31 2023-12-31 N 196277344.28 971006.98 195306337.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Fund's Securities Portfolio N/A SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 330000.00000000 PA USD 324604.50000000 0.166202748199 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAF0 7286.98000000 PA USD 7280.01000000 0.003727482733 Long ABS-O CORP US N 2 2025-12-15 Fixed 4.11000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 820000.00000000 PA USD 649921.76000000 0.332770441033 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 105000.00000000 PA USD 107707.90000000 0.055148184892 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 1175000.00000000 PA USD 995496.06000000 0.509710065613 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 153.00000000 NC USD 258366.95000000 0.132288052488 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH4 Comdty 2024-03-28 31246484.54000000 USD 258366.95000000 N N N CarMax Auto Owner Trust N/A 14317CAG7 100000.00000000 PA USD 91708.00000000 0.046955977603 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 240000.00000000 PA USD 194485.02000000 0.099579472273 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 1040000.00000000 PA USD 973424.66000000 0.498409152235 Long DBT CORP FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 370000.00000000 PA USD 311798.26000000 0.159645746426 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 100000.00000000 PA USD 90007.38000000 0.046085232688 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 650000.00000000 PA USD 697842.31000000 0.357306536821 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 50000.00000000 PA USD 42261.32000000 0.021638478599 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Navient Student Loan Trust N/A 63942TAC9 120000.00000000 PA USD 125785.66000000 0.064404290070 Long ABS-O CORP US N 2 2072-03-15 Fixed 7.23000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 125000.00000000 PA USD 110896.06000000 0.056780574318 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Navient Student Loan Trust N/A 63942BAB0 135000.00000000 PA USD 102575.85000000 0.052520492380 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N Marlette Funding Trust N/A 57109LAB9 125000.00000000 PA USD 125870.55000000 0.064447755121 Long ABS-O CORP US N 2 2033-06-15 Fixed 6.54000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 104000.00000000 PA USD 119782.18000000 0.061330411319 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 810000.00000000 PA USD 736405.55000000 0.377051538716 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 96532.91000000 PA USD 96351.81000000 0.049333683346 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.47700000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 290000.00000000 PA USD 264422.94000000 0.135388817206 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N Verus Securitization Trust N/A 92539LAA8 241974.35000000 PA USD 201189.31000000 0.103012177065 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.04600000 N N N N N N Progress Residential Trust N/A 74333PAL1 100000.00000000 PA USD 82051.23000000 0.042011555351 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 145000.00000000 PA USD 147988.45000000 0.075772477250 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N SMB Private Education Loan Trust N/A 83207DAC2 100000.00000000 PA USD 101404.11000000 0.051920542570 Long ABS-O CORP US N 2 2052-11-15 Fixed 6.36000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 390000.00000000 PA USD 409108.44000000 0.209470130696 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 85000.00000000 PA USD 52811.58000000 0.027040382165 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 295000.00000000 PA USD 198064.63000000 0.101412290424 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 75000.00000000 PA USD 76177.70000000 0.039004213100 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 100000.00000000 PA USD 100085.30000000 0.051245290543 Long ABS-O CORP US N 2 2028-07-17 Fixed 7.23000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 2125000.00000000 PA USD 2087483.66000000 1.068825358592 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 575000.00000000 PA USD 504732.07000000 0.258430974118 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 203461.97000000 PA USD 183315.57000000 0.093860533423 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 70000.00000000 PA USD 70589.89000000 0.036143164106 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 500000.00000000 PA USD 533255.00000000 0.273035175085 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 100000.00000000 PA USD 89744.33000000 0.045950546838 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 110000.00000000 PA USD 108598.47000000 0.055604171119 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 23635.66000000 PA USD 22258.38000000 0.011396650158 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 200000.00000000 PA USD 209753.34000000 0.107397098783 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 165000.00000000 PA USD 142803.10000000 0.073117494278 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395LFN6 118014.43000000 PA USD 120065.25000000 0.061475347733 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 190000.00000000 PA USD 160407.94000000 0.082131456775 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 175000.00000000 PA USD 135589.98000000 0.069424260305 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 600000.00000000 PA USD 469839.13000000 0.240565225120 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 235000.00000000 PA USD 201016.43000000 0.102923659712 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 1060000.00000000 PA USD 1013832.20000000 0.519098465526 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAB3 91428.07000000 PA USD 88507.00000000 0.045317013888 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.63000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1160000.00000000 PA USD 1065062.90000000 0.545329411592 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 245000.00000000 PA USD 249130.40000000 0.127558789665 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 87478.93000000 PA USD 86310.94000000 0.044192595690 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 335000.00000000 PA USD 288699.59000000 0.147818854211 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2C4 1145000.00000000 PA USD 794641.45000000 0.406869260355 Long DBT CORP FR N 2 2041-01-26 Fixed 2.82400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 1580000.00000000 PA USD 993997.66000000 0.508942860606 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAW6 155000.00000000 PA USD 151900.14000000 0.077775325726 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.02000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 130000.00000000 PA USD 138256.30000000 0.070789459221 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 260000.00000000 PA USD 238925.70000000 0.122333818401 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69377VAA9 476410.90000000 PA USD 477007.65000000 0.244235623172 Long ABS-O CORP US N 2 2027-09-27 Variable 6.90000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 50000.00000000 PA USD 49971.14000000 0.025586030996 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 465000.00000000 PA USD 381757.48000000 0.195465997303 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Hardee's Funding N/A 411707AD4 146862.50000000 PA USD 140645.66000000 0.072012850143 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N Foundation Finance Trust N/A 35042RAA4 156304.07000000 PA USD 159166.78000000 0.081495962804 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.53000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 865000.00000000 PA USD 734842.10000000 0.376251027057 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N SMB Private Education Loan Trust N/A 78448YAK7 133244.95000000 PA USD 130745.86000000 0.066943992605 Long ABS-O CORP US N 2 2053-01-15 Floating 6.20600000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537CAE9 260000.00000000 PA USD 253113.09000000 0.129597991288 Long ABS-O CORP US N 2 2030-06-17 Fixed 1.64000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 285000.00000000 PA USD 293005.65000000 0.150023626499 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 189500.00000000 PA USD 184887.19000000 0.094665228254 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 125000.00000000 PA USD 132915.50000000 0.068054883337 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 130000.00000000 PA USD 130849.50000000 0.066997057959 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 481325.78000000 PA USD 494875.58000000 0.253384292000 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 1979.00000000 NS USD 306685.63000000 0.157027997268 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 778000.00000000 PA USD 892365.79000000 0.456905701236 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 85000.00000000 PA USD 70115.98000000 0.035900514529 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 600000.00000000 PA USD 493140.00000000 0.252495647001 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 178207.53000000 PA USD 173663.56000000 0.088918548369 Long ABS-O CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N Morgan Stanley Eaton Vance CLO 2022-16 Ltd N/A 61774JAE4 530000.00000000 PA USD 529373.01000000 0.271047533489 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.34400000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 155000.00000000 PA USD 147062.55000000 0.075298401492 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 150000.00000000 PA USD 162795.00000000 0.083353670060 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 75000.00000000 PA USD 75357.98000000 0.038584503217 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAE3 330000.00000000 PA USD 329499.32000000 0.168708975118 Long ABS-O CORP US N 2 2029-08-13 Fixed 5.96000000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 240000.00000000 PA USD 201881.66000000 0.103366671451 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N AGL CLO 5 Ltd 549300N06ILVP775P131 00119TAK0 250000.00000000 PA USD 249387.00000000 0.127690173011 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.37700000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 195000.00000000 PA USD 127308.83000000 0.065184177717 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 200000.00000000 PA USD 6454.00000000 0.003304552268 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 45000.00000000 PA USD 43866.16000000 0.022460182606 Long DBT US N 2 2032-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 380000.00000000 PA USD 362968.56000000 0.185845766715 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 280000.00000000 PA USD 245770.00000000 0.125838210576 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A 12624PAJ4 6860.85000000 PA USD 6106.16000000 0.003126452569 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DVL0 6565.24000000 PA USD 6754.50000000 0.003458413123 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 6.04000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 440000.00000000 PA USD 467749.83000000 0.239495469766 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAH5 300000.00000000 PA USD 301657.75000000 0.154453641479 Long DBT CORP IE N 2 2028-05-03 Fixed 5.45000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 265000.00000000 PA USD 282815.95000000 0.144806335477 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBE4 265000.00000000 PA USD 279068.55000000 0.142887606136 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 265000.00000000 PA USD 217542.36000000 0.111385202859 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 235625.00000000 PA USD 223358.36000000 0.114363088821 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 249062.25000000 PA USD 240198.85000000 0.122985691770 Long ABS-O CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAG5 100000.00000000 PA USD 92258.60000000 0.047237893698 Long ABS-O CORP US N 2 2028-01-18 Fixed 1.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 145000.00000000 PA USD 119458.13000000 0.061164492484 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 455000.00000000 PA USD 452341.89000000 0.231606355560 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.05500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 100000.00000000 PA USD 80871.00000000 0.041407258524 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N Drive Auto Receivables Trust N/A 262108AF0 340000.00000000 PA USD 326139.46000000 0.166988672517 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 225000.00000000 PA USD 238644.45000000 0.122189813858 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 1685000.00000000 PA USD 1418928.41000000 0.726514269642 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N MVW Owner Trust N/A 55389TAC5 37537.22000000 PA USD 34396.14000000 0.017611379372 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N Flagship Credit Auto Trust N/A 33844WAG5 175000.00000000 PA USD 159273.22000000 0.081550461803 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.59000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 582834AP2 137000.00000000 PA USD 161340.56000000 0.082608973282 Long DBT CORP US N 2 2047-03-01 Fixed 7.55000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 1125000.00000000 PA USD 1007244.89000000 0.515725656384 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 395000.00000000 PA USD 377171.68000000 0.193117993616 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 8.57400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 30000.00000000 PA USD 18699.40000000 0.009574394901 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826944AC4 132100.47000000 PA USD 132918.70000000 0.068056521789 Long ABS-O CORP US N 2 2040-09-20 Fixed 7.12000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474HAB6 485000.00000000 PA USD 432171.33000000 0.221278702972 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 680000.00000000 PA USD 712375.21000000 0.364747616410 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 585000.00000000 PA USD 722043.86000000 0.369698121413 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 399329.26000000 PA USD 353366.38000000 0.180929295426 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 300000.00000000 PA USD 298189.50000000 0.152677841447 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 7.12500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 80000.00000000 PA USD 78172.61000000 0.040025639249 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 91554.10000000 PA USD 78775.89000000 0.040334528356 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 400000.00000000 PA USD 277169.48000000 0.141915251615 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 130681.62000000 PA USD 128547.81000000 0.065818555494 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.17600000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 640000.00000000 PA USD 692101.14000000 0.354366965029 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N World Omni Auto Receivables Trust N/A 98163LAC4 515333.43000000 PA USD 501800.77000000 0.256930101161 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.42000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 85156.79000000 PA USD 68740.01000000 0.035195995660 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 250000.00000000 PA USD 237745.82000000 0.121729700780 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N Progress Residential Trust N/A 74333HAL9 100000.00000000 PA USD 88773.95000000 0.045453696601 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 265000.00000000 PA USD 211364.00000000 0.108221782724 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GCAT N/A 36167CAA4 124156.50000000 PA USD 117774.63000000 0.060302513286 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 1285000.00000000 PA USD 1083849.06000000 0.554948229014 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 215000.00000000 PA USD 224548.15000000 0.114972280523 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 425000.00000000 PA USD 441739.35000000 0.226177683789 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 4362992.85000000 PA USD 4362992.85000000 2.233922826220 Long RA CORP US N 2 Repurchase N 2.50000000 2024-01-02 4621000.00000000 USD 4450307.64000000 USD UST N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 350000.00000000 PA USD 324394.06000000 0.166094999519 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 1045000.00000000 PA USD 934612.47000000 0.478536683919 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 100000.00000000 PA USD 96194.80000000 0.049253291690 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 220000.00000000 PA USD 203034.31000000 0.103956846872 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAL5 346116.54000000 PA USD 306659.25000000 0.157014490281 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.78400000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 90000.00000000 PA USD 91622.61000000 0.046912256543 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 205000.00000000 PA USD 212691.34000000 0.108901402248 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 733000.00000000 PA USD 770437.12000000 0.394476252358 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 97500.00000000 PA USD 80522.91000000 0.041229030820 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 25000.00000000 PA USD 19864.38000000 0.010170883482 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 28163.22000000 PA USD 27664.64000000 0.014164742620 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 955000.00000000 PA USD 860447.36000000 0.440562949413 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 110000.00000000 PA USD 115309.94000000 0.059040552187 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAG6 165000.00000000 PA USD 153427.21000000 0.078557210237 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.27000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 460000.00000000 PA USD 381161.70000000 0.195160948318 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 495000.00000000 PA USD 498050.32000000 0.255009810170 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 400000.00000000 PA USD 348002.00000000 0.178182646201 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 70000.00000000 PA USD 58334.45000000 0.029868180831 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 200000.00000000 PA USD 16086.00000000 0.008236291879 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 Y N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 200000.00000000 PA USD 13000.00000000 0.006656210023 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N Progress Residential Trust N/A 74333HAJ4 150000.00000000 PA USD 133295.57000000 0.068249485317 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 6775000.00000000 PA 1391362.88000000 0.712400272942 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 250000.00000000 PA USD 232572.50000000 0.119080877361 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 450000.00000000 PA USD 481590.48000000 0.246582106171 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N OneMain Financial Issuance Trust N/A 68269CAB2 145000.00000000 PA USD 142033.65000000 0.072723523447 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.89000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797HQ3 7975000.00000000 PA USD 7829304.41000000 4.008730345484 Long STIV UST US N 2 2024-05-09 None 0.00000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358DAA2 312024.06000000 PA USD 303926.79000000 0.155615426617 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 805000.00000000 PA USD 691568.90000000 0.354094449550 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AJ2 375000.00000000 PA USD 339491.63000000 0.173825199270 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 120000.00000000 PA USD 134561.40000000 0.068897610727 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Affirm Inc N/A 00792FAA6 180000.00000000 PA USD 182831.76000000 0.093612814887 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 280000.00000000 PA USD 260326.61000000 0.133291430067 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 460000.00000000 PA USD 447624.69000000 0.229191072951 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 935000.00000000 PA USD 946735.19000000 0.484743712409 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 195000.00000000 PA USD 126999.87000000 0.065025985206 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 825000.00000000 PA USD 852987.61000000 0.436743436896 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAC2 125000.00000000 PA USD 89201.50000000 0.045672609108 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2L0 970000.00000000 PA USD 952172.23000000 0.487527564728 Long DBT CORP US N 2 2024-05-17 Fixed 0.45000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 7920.00000000 0.004055167952 Long DBT CORP KY N 2 2022-07-03 None 0.00000000 Y N N N N N Firstkey Homes Trust N/A 33767TAL4 105000.00000000 PA USD 92310.39000000 0.047264411015 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N Magnetite CLO Ltd 549300XD71H6EU9N2I97 55954LAE3 250000.00000000 PA USD 249987.00000000 0.127997382704 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 7.25700000 N N N N N N GS Mortgage Securities Trust N/A 36252RAZ2 92484.04000000 PA USD 90363.95000000 0.046267802289 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.38300000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 100000.00000000 PA USD 100492.70000000 0.051453885925 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAY5 152500.01000000 PA USD 151835.41000000 0.077742182920 Long ABS-O CORP US N 2 2025-03-25 Fixed 6.31000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 250000.00000000 PA USD 247007.50000000 0.126471830568 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 255000.00000000 PA USD 251185.20000000 0.128610880462 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 295000.00000000 PA USD 281420.12000000 0.144091647967 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 12375.00000000 NS USD 582862.50000000 0.298435016527 Long EP CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535GAC6 250000.00000000 PA USD 237901.28000000 0.121809298811 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.63000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 310000.00000000 PA USD 304115.67000000 0.155712136228 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Progress Residential Trust N/A 74333VAL8 100000.00000000 PA USD 89627.41000000 0.045890681909 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N GITSIT Mortgage Loan Trust 2023-NPL1 N/A 375933AA6 124126.55000000 PA USD 125370.55000000 0.064191747043 Long ABS-O CORP US N 2 2053-05-25 Variable 8.35300000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 420000.00000000 PA USD 428280.81000000 0.219286693878 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N Helios Issuer, LLC N/A 86745YAB0 97620.20000000 PA USD 94813.91000000 0.048546253701 Long ABS-O CORP US N 2 2050-08-22 Fixed 5.60000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 548000.00000000 PA USD 519261.46000000 0.265870256530 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 300000.00000000 PA USD 253626.00000000 0.129860609494 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAE5 170000.00000000 PA USD 175531.86000000 0.089875148152 Long DBT CORP SG N 2 2028-01-15 Fixed 6.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 385000.00000000 PA USD 343831.95000000 0.176047513231 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 115000.00000000 PA USD 88303.79000000 0.045212967085 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025297AD4 70935.81000000 PA USD 70772.09000000 0.036236453449 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.40000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 550000.00000000 PA USD 478681.31000000 0.245092564131 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 415000.00000000 PA USD 383894.61000000 0.196560242390 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 65000.00000000 PA USD 58213.03000000 0.029806011829 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N PULTEGROUP INC N/A 745867AT8 981000.00000000 PA USD 1030106.95000000 0.527431400455 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652NAC2 22550.36000000 PA USD 21574.27000000 0.011046374786 Long ABS-O CORP US N 2 2036-08-20 Fixed 3.00000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 7744.00000000 0.003965053109 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 5000.00000000 PA USD 4516.11000000 0.002312321280 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Marlette Funding Trust N/A 57108QAC7 105000.00000000 PA USD 99630.30000000 0.051012323193 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.81000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 1245000.00000000 PA USD 1141300.22000000 0.584364151096 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 45000.00000000 PA USD 44515.38000000 0.022792593735 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 360000.00000000 PA USD 355369.90000000 0.181955130034 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.07700000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 140000.00000000 PA USD 121241.48000000 0.062077596495 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 550000.00000000 PA USD 574161.80000000 0.293980117561 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAG9 105000.00000000 PA USD 106941.14000000 0.054755591384 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 611000.00000000 PA USD 483953.92000000 0.247792225634 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 350000.00000000 PA USD 335554.59000000 0.171809371185 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 375000.00000000 PA USD 345937.50000000 0.177125588847 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 555000.00000000 PA USD 432303.11000000 0.221346176461 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 45000.00000000 PA USD 42857.01000000 0.021943481503 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 250000.00000000 PA USD 241125.00000000 0.123459895533 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 459816.50000000 PA USD 403593.82000000 0.206646556163 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 85000.00000000 PA USD 79486.93000000 0.040698592323 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 110000.00000000 PA USD 96012.72000000 0.049160063788 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAB6 210000.00000000 PA USD 173040.34000000 0.088599449660 Long ABS-O CORP US N 2 2051-07-17 Fixed 2.65000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 50000.00000000 PA USD 44169.81000000 0.022615656312 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46590JAW7 105000.00000000 PA USD 99898.29000000 0.051149538402 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 50000.00000000 PA USD 42920.73000000 0.021976107172 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 165000.00000000 PA USD 139828.95000000 0.071594681428 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 645000.00000000 PA USD 701280.77000000 0.359067083892 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 342463.12000000 PA USD 334613.08000000 0.171327302854 Long ABS-O CORP US N 2 2026-04-16 Fixed 0.51000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 92464.90000000 PA USD 85532.81000000 0.043794180558 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 105000.00000000 PA USD 101833.21000000 0.052140248702 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 800000.00000000 PA USD 481696.32000000 0.246636297961 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090XAJ0 255000.00000000 PA USD 252786.35000000 0.129430695129 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.70500000 N N N N N N Toorak Mortgage Corp. N/A 89053BAA2 215296.35000000 PA USD 210874.79000000 0.107971299300 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.24000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 17568900.00000000 PA 937004.55000000 0.479761467525 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDH6 45000.00000000 PA USD 44492.85000000 0.022781058011 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 14000.00000000 PA USD 12599.43000000 0.006451111712 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 120000.00000000 PA USD 117118.38000000 0.059966502684 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBC8 250000.00000000 PA USD 249986.50000000 0.127997126696 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.30500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 10000.00000000 PA USD 9944.31000000 0.005091647376 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 70000.00000000 PA USD 67998.70000000 0.034816432963 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 185000.00000000 PA USD 186694.79000000 0.095590748657 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.47000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 540000.00000000 PA USD 507858.01000000 0.260031505900 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 250000.00000000 PA USD 248061.03000000 0.127011254949 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 159000.00000000 PA USD 126373.58000000 0.064705314608 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 155000.00000000 PA USD 128606.95000000 0.065848836129 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N MED Trust N/A 58403YAK2 223925.33000000 PA USD 219428.08000000 0.112350721965 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.92600000 N N N N N N DISH DBS CORP N/A 25470XBD6 125000.00000000 PA USD 64423.75000000 0.032986000808 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAF2 45000.00000000 PA USD 42990.62000000 0.022011891981 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.33000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBL4 45000.00000000 PA USD 47407.48000000 0.024273395659 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 23889.97000000 PA USD 6923.41000000 0.003544897772 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.85500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 950000.00000000 PA USD 872868.62000000 0.446922835206 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N College Ave Student Loans N/A 19425MAD0 100000.00000000 PA USD 103139.89000000 0.052809289972 Long ABS-O CORP US N 2 2054-06-25 Fixed 7.58000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAC9 260633.68000000 PA USD 256951.16000000 0.131563145135 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.30000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 145000.00000000 PA USD 125437.26000000 0.064225903641 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813GAC5 111427.92000000 PA USD 110074.97000000 0.056360162973 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.27000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 205000.00000000 PA USD 174666.52000000 0.089432080092 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AS8 50000.00000000 PA USD 53941.50000000 0.027618919460 Long DBT US N 2 2033-12-01 Fixed 6.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 280000.00000000 PA USD 282729.27000000 0.144761953917 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 125000.00000000 PA USD 123010.09000000 0.062983153388 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 130000.00000000 PA USD 124498.29000000 0.063745135831 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N BPR Trust N/A 055980AA4 290000.00000000 PA USD 288726.20000000 0.147832478961 Long ABS-MBS CORP US N 2 2024-08-15 Floating 8.59400000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 40000.00000000 PA USD 36654.80000000 0.018767849782 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 55000.00000000 PA USD 46191.30000000 0.023650691850 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N TIF Funding II LLC N/A 872480AE8 223118.75000000 PA USD 191546.42000000 0.098074861598 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 180000.00000000 PA USD 111600.00000000 0.057141002971 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 645000.00000000 PA USD 556183.90000000 0.284775142316 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 20790000.00000000 PA 958664.21000000 0.490851563371 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 330000.00000000 PA USD 290432.47000000 0.148706116767 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 235000.00000000 PA USD 192244.79000000 0.098432438321 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 240000.00000000 PA USD 229799.96000000 0.117661292089 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 282616.89000000 PA USD 281632.31000000 0.144200292675 Long ABS-O CORP US N 2 2026-01-25 Variable 2.11500000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 250000.00000000 PA USD 218466.45000000 0.111858351869 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N SCF Equipment Trust Llc N/A 784033AJ1 100000.00000000 PA USD 91241.89000000 0.046717321752 Long ABS-O CORP US N 2 2031-11-20 Fixed 3.79000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 130000.00000000 PA USD 132616.01000000 0.067901539618 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 200000.00000000 PA USD 206147.02000000 0.105550604680 Long ABS-O CORP US N 2 2030-09-12 Fixed 7.65000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 240000.00000000 PA USD 208107.07000000 0.106554181946 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 150000.00000000 PA USD 147840.00000000 0.075696468452 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 80000.00000000 PA USD 82500.32000000 0.042241496686 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KT58 119711.11000000 PA USD 121578.97000000 0.062250396828 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.43700000 N N N N N N Progress Residential Trust N/A 74333QAJ4 100000.00000000 PA USD 82738.36000000 0.042363377012 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 1255000.00000000 PA USD 1368223.90000000 0.700552741357 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 40000.00000000 PA USD 44063.57000000 0.022561259715 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 645000.00000000 PA USD 699565.79000000 0.358188986425 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 340000.00000000 PA USD 353215.12000000 0.180851847862 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43811JAC1 110564.81000000 PA USD 108480.66000000 0.055543850496 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.33000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 65000.00000000 PA USD 60138.77000000 0.030792021821 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 200000.00000000 PA USD 155232.66000000 0.079481629805 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 89020.98000000 PA USD 89058.37000000 0.045599324236 Long LON CORP PA N 2 2028-10-18 Variable 8.72000000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 200000.00000000 PA USD 191398.40000000 0.097999072967 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N LAD Auto Receivables Trust N/A 50168BAE8 120000.00000000 PA USD 122417.88000000 0.062679932301 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.43000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 235000.00000000 PA USD 211714.48000000 0.108401234146 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 338.00000000 NC USD 539581.97000000 0.276274685941 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 36225840.07000000 USD 539581.97000000 N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 133054.86000000 PA USD 101673.19000000 0.052058315877 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05400000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862GAB0 175000.00000000 PA USD 179968.95000000 0.092147009916 Long ABS-O CORP US N 2 2036-12-17 Fixed 7.45000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 125000.00000000 PA USD 104625.53000000 0.053569961654 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 4500.00000000 0.002304072700 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N Sierra Receivables Funding Co LLC N/A 82652MAC4 33487.85000000 PA USD 32791.58000000 0.016789818729 Long ABS-O CORP US N 2 2036-05-20 Fixed 3.12000000 N N N N N N CANYON CAPITAL CLO LTD N/A 13877PAC1 250000.00000000 PA USD 248132.05000000 0.127047618336 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.35500000 N N N N N N Sixth Street CLO LTD. N/A 83012HAG9 310000.00000000 PA USD 308967.70000000 0.158196453976 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.57700000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1244000.00000000 PA USD 1171759.53000000 0.599959809906 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 395000.00000000 PA USD 409780.90000000 0.209814441080 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 469814AB3 500000.00000000 PA USD 522198.25000000 0.267373940456 Long DBT CORP US N 2 2028-08-18 Fixed 6.35000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 152150.00000000 0.077903258083 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N BB-UBS Trust N/A 05490AAA1 34922.21000000 PA USD 30792.33000000 0.015766170430 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N NMLT Trust N/A 62917MAA1 265000.00000000 PA USD 236241.67000000 0.120959551679 Long ABS-MBS CORP US N 2 2062-10-25 Variable 3.20000000 N N N N N N DISH DBS CORP N/A 25470XBE4 170000.00000000 PA USD 145647.50000000 0.074573873031 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105WAL3 270000.00000000 PA USD 263063.48000000 0.134692751723 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.32000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 130000.00000000 PA USD 121539.60000000 0.062230238752 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 995000.00000000 PA USD 807179.29000000 0.413288836992 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Flagship Credit Auto Trust N/A 33846BAL8 40000.00000000 PA USD 39832.35000000 0.020394806717 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.58000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBC8 200000.00000000 PA USD 204688.06000000 0.104803593590 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD 46395.80000000 0.023755399154 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNH4 Comdty 2024-03-19 621572.95000000 USD 46395.80000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 55000.00000000 PA USD 45747.43000000 0.023423423239 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 211000.00000000 PA USD 230051.15000000 0.117789905427 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61766NBG9 495000.00000000 PA USD 355735.41000000 0.182142277059 Long ABS-MBS CORP US N 2 2049-09-15 Variable 4.08700000 N N N N N N COLT Funding LLC N/A 12658YAA3 491254.60000000 PA USD 423352.90000000 0.216763524344 Long ABS-MBS CORP US N 2 2066-12-25 Variable 1.90700000 N N N N N N DT Auto Owner Trust N/A 23344QAD1 690000.00000000 PA USD 640607.04000000 0.328001153908 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.31000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 200000.00000000 PA USD 210568.89000000 0.107814673558 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 395000.00000000 PA USD 349943.50000000 0.179176725567 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 200000.00000000 PA USD 206286.72000000 0.105622133337 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 115000.00000000 PA USD 114785.99000000 0.058772281323 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 165000.00000000 PA USD 134004.51000000 0.068612474051 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 206881.43000000 PA USD 182865.00000000 0.093629834304 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 191000.00000000 PA USD 186605.58000000 0.095545071695 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 1488000.00000000 PA USD 1933045.92000000 0.989750740668 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 93344.02000000 PA USD 91702.70000000 0.046953263917 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.72600000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 780000.00000000 PA USD 850459.39000000 0.435448947411 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 1560000.00000000 PA USD 1631572.80000000 0.835391632732 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 200000.00000000 PA USD 203759.93000000 0.104328376035 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 100000.00000000 PA USD 107324.00000000 0.054951621889 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 130000.00000000 PA USD 122547.60000000 0.062746351037 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1205000.00000000 PA USD 962219.89000000 0.492672128975 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 97250.00000000 PA USD 92389.64000000 0.047304988295 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.47600000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 490000.00000000 PA USD 473441.96000000 0.242409932286 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N BINOM Securitization Trust N/A 05552CAB0 300000.00000000 PA USD 226710.72000000 0.116079551300 Long ABS-MBS CORP US N 2 2061-02-25 Variable 3.00000000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 145000.00000000 PA USD 143258.99000000 0.073350917323 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 895000.00000000 PA USD 605779.05000000 0.310168660359 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAC8 255000.00000000 PA USD 253837.71000000 0.129969008435 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 7.30500000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 43000.00000000 PA USD 44937.59000000 0.023008772076 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N BPR Trust N/A 05592CAJ5 105000.00000000 PA USD 98864.39000000 0.050620164899 Long ABS-MBS CORP US N 2 2038-12-15 Floating 7.78600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 375000.00000000 PA USD 329252.22000000 0.168582455926 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 7125000.00000000 PA USD 6251074.22000000 3.200650990857 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 204933.34000000 PA USD 179619.67000000 0.091968172913 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 192351.56000000 PA USD 194099.82000000 0.099382243650 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.33700000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 230000.00000000 PA USD 241850.36000000 0.123831291571 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 965000.00000000 PA USD 511450.00000000 0.261870662811 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 GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 45000.00000000 PA USD 46010.41000000 0.023558073248 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAY0 85000.00000000 PA USD 91935.53000000 0.047072476638 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAD9 310000.00000000 PA USD 293430.38000000 0.150241095120 Long ABS-O CORP US N 2 2035-05-14 Fixed 5.20000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 20000.00000000 PA USD 18021.26000000 0.009227176265 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 715000.00000000 PA USD 688840.87000000 0.352697654117 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61745M4T7 3915.66000000 PA USD 3329.96000000 0.001704993317 Long ABS-MBS CORP US N 3 2035-07-25 Variable 6.12300000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 170000.00000000 PA USD 173124.60000000 0.088642592141 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 342665.35000000 PA USD 333122.12000000 0.170563907247 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 230000.00000000 PA USD 196006.30000000 0.100358392210 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 200000.00000000 PA USD 170026.75000000 0.087056442894 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 536000.00000000 PA USD 520905.61000000 0.266712087892 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 560000.00000000 PA USD 570721.16000000 0.292218454295 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N AUTONATION INC N/A 05329RAA1 50000.00000000 PA USD 44427.79000000 0.022747746240 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 590.00000000 NS USD 711115.20000000 0.364102470934 Long EP CORP US N 1 N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CC3 50000.00000000 PA USD 42601.86000000 0.021812840581 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 250000.00000000 PA USD 307308.88000000 0.157347111337 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 885000.00000000 PA USD 737347.64000000 0.377533904016 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 70000.00000000 PA USD 73088.40000000 0.037422441591 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00000000 PA USD 207435.21000000 0.106210178772 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 465000.00000000 PA USD 424539.65000000 0.217371159517 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 200000.00000000 PA USD 156497.47000000 0.080129232959 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 110000.00000000 PA USD 112794.36000000 0.057752534587 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 27636.47000000 PA USD 25295.50000000 0.012951704665 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 195000.00000000 PA USD 169694.09000000 0.086886115599 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 2357.00000000 NS USD 154430.64000000 0.079070982608 Long EC CORP CA N 1 N N N SMB Private Education Loan Trust N/A 78449UAB4 356414.83000000 PA USD 330897.74000000 0.169424988750 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N Affirm Inc N/A 00834KAA5 120000.00000000 PA USD 120386.28000000 0.061639720279 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.11000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 125000.00000000 PA USD 52031.25000000 0.026640840599 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 200000.00000000 PA USD 16222.00000000 0.008305926077 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 Y N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 765000.00000000 PA USD 801396.57000000 0.410327990928 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 260000.00000000 PA USD 228359.81000000 0.116923912023 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Octagon Investment Partners XV Ltd 549300VYCI9AZ4NZBX86 67590EBG8 274918.19000000 PA USD 274576.49000000 0.140587598843 Long ABS-CBDO CORP KY N 2 2030-07-19 Floating 6.62800000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 160550.00000000 PA USD 154632.13000000 0.079174148743 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 35000.00000000 PA USD 31685.64000000 0.016223559582 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 50487.87000000 PA USD 43432.38000000 0.022238080238 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 260000.00000000 PA USD 232065.73000000 0.118821402934 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.38900000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHA5 190000.00000000 PA USD 194013.73000000 0.099338164179 Long ABS-O CORP US N 2 2029-06-20 Fixed 7.24000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 60000.00000000 PA USD 60745.19000000 0.031102518658 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 11110000.00000000 PA USD 11136473.02000000 5.702054103289 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 185000.00000000 PA USD 162724.96000000 0.083317808448 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 155000.00000000 PA USD 139070.68000000 0.071206434938 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Prestige Auto Receivables Trust N/A 74113GAL7 140000.00000000 PA USD 139673.24000000 0.071514955393 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.33000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 50000.00000000 PA USD 45127.31000000 0.023105911781 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 210000.00000000 PA USD 210418.95000000 0.107737901856 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 375000.00000000 PA USD 388361.25000000 0.198847234231 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Carlyle Global Market Strategies N/A 14317KAC8 270000.00000000 PA USD 268314.93000000 0.137381578964 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.32700000 N N N N N N Oak Hill Credit Partners N/A 67115LAA2 250000.00000000 PA USD 250113.25000000 0.128062024744 Long ABS-CBDO CORP KY N 2 2034-10-18 Floating 6.80700000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 400000.00000000 PA USD 431104.40000000 0.220732417575 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 480000.00000000 PA USD 439297.91000000 0.224927627066 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Credit Suisse Mortgage Trust N/A 12661GAS8 100000.00000000 PA USD 76830.71000000 0.039338564770 Long ABS-MBS CORP US N 2 2060-01-25 Fixed 3.75000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 329961.50000000 PA USD 333468.99000000 0.170741510290 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N CoreVest American Finance Ltd N/A 21873BAJ4 160000.00000000 PA USD 127983.81000000 0.065529778382 Long ABS-O CORP US N 2 2054-07-15 Fixed 2.47800000 N N N N N N Magnetite CLO Ltd 549300B3V0K3DX0M2K31 55953MAN2 248594.89000000 PA USD 247851.09000000 0.126903762277 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 6.65000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 155885.61000000 PA USD 137321.79000000 0.070310975003 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 365000.00000000 PA USD 351261.14000000 0.179851378534 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 249366.90000000 PA USD 244714.69000000 0.125297874806 Long ABS-O CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 995000.00000000 PA USD 875098.57000000 0.448064605633 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 310000.00000000 PA USD 293991.97000000 0.150528638273 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 100000.00000000 PA USD 60224.31000000 0.030835819683 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 200000.00000000 PA USD 169969.00000000 0.087026873961 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Towd Point Mortgage Trust N/A 89172YAD2 120000.00000000 PA USD 116659.12000000 0.059731354144 Long ABS-MBS CORP US N 2 2056-04-25 Variable 4.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 185000.00000000 PA USD 162722.45000000 0.083316523288 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 200000.00000000 PA USD 201061.09000000 0.102946526354 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 255000.00000000 PA USD 233170.73000000 0.119387180786 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 80000.00000000 PA USD 73490.47000000 0.037628307926 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 162.00000000 NS USD 193690.44000000 0.099172634476 Long EP CORP US N 1 N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 200000.00000000 PA USD 206452.61000000 0.105707071697 Long DBT CORP KR N 2 2028-01-17 Fixed 6.37500000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 295743.12000000 PA USD 257646.67000000 0.131919257491 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105UAF0 170000.00000000 PA USD 160209.50000000 0.082029852289 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.92000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PAR3 562000.00000000 PA USD 634553.03000000 0.324901402981 Long DBT CORP US N 2 2034-06-01 Fixed 6.70000000 N N N N N N Firstkey Homes Trust N/A 33767TAJ9 205000.00000000 PA USD 180645.88000000 0.092493609013 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.25800000 N N N N N N BPR Trust N/A 05592CAG1 95000.00000000 PA USD 89797.38000000 0.045977709295 Long ABS-MBS CORP US N 2 2038-12-15 Floating 7.48600000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 55000.00000000 PA USD 52656.14000000 0.026960794374 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 220886.58000000 PA USD 207437.37000000 0.106211284727 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 40000.00000000 PA USD 35248.41000000 0.018047755381 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 200000.00000000 PA USD 13000.00000000 0.006656210023 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 145000.00000000 PA USD 118075.46000000 0.060456543106 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.20400000 N N N N N N Freedom Financial N/A 35635CAC6 32772.62000000 PA USD 32447.58000000 0.016613685172 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AB2 40000.00000000 PA USD 43334.40000000 0.022187912895 Long DBT CORP US N 2 2032-03-15 Fixed 6.80000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 85000.00000000 PA USD 68704.67000000 0.035177901009 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 180000.00000000 PA USD 155887.83000000 0.079817087430 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 1592.08000000 PA USD 1614.97000000 0.000826890730 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 7.16100000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AB8 85000.00000000 PA USD 90223.99000000 0.046196140507 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 55000.00000000 PA USD 42311.78000000 0.021664314934 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 150000.00000000 PA USD 128800.87000000 0.065948126302 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 200636.96000000 PA USD 193993.63000000 0.099327872654 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 170138.89000000 PA USD 165620.00000000 0.084800115700 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N Galaxy CLO Ltd N/A 36321LAC3 250000.00000000 PA USD 249983.50000000 0.127995590647 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 7.33300000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 95000.00000000 PA USD 98325.00000000 0.050343988505 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 2485000.00000000 PA USD 1722609.75000000 0.882004021894 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 355000.00000000 PA USD 363963.75000000 0.186355320073 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 335000.00000000 PA USD 268201.00000000 0.137323244963 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 295000.00000000 PA USD 285537.59000000 0.146199859127 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Madison Park Funding Ltd 254900B0583OW8RQ8N33 55820RAJ1 301450.20000000 PA USD 301399.25000000 0.154321285303 Long ABS-CBDO CORP KY N 2 2029-04-25 Floating 6.61000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAR4 490000.00000000 PA USD 474565.00000000 0.242984946909 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 600000.00000000 PA USD 559704.72000000 0.286577859038 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Alinea CLO LTD N/A 016269AB8 600000.00000000 PA USD 599959.20000000 0.307188803135 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.32700000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 10000.00000000 PA USD 10087.56000000 0.005164993691 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAC4 205000.00000000 PA USD 210157.80000000 0.107604188837 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 6.80400000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 305000.00000000 PA USD 278827.86000000 0.142764368967 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660KAC5 184958.46000000 PA USD 179542.86000000 0.091928844953 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N MED Trust N/A 58403YAN6 199044.74000000 PA USD 194797.44000000 0.099739436360 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.27600000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BW8 40000.00000000 PA USD 41264.28000000 0.021127978011 Long DBT CORP US N 2 2032-06-01 Fixed 5.60000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AJ7 50000.00000000 PA USD 42484.10000000 0.021752545558 Long DBT CORP US N 2 2031-12-01 Fixed 2.65000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 55000.00000000 PA USD 49186.50000000 0.025184282640 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 1280000.00000000 PA USD 1274187.81000000 0.652404744062 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Madison Park Funding Ltd N/A 55820NAQ4 250000.00000000 PA USD 250009.50000000 0.128008903067 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 7.42700000 N N N N N N Battalion CLO LTD 549300WH2OE0BGHQQP83 07132ACE1 250000.00000000 PA USD 249563.25000000 0.127780415858 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 7.20700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 55000.00000000 PA USD 45318.30000000 0.023203701746 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 400000.00000000 PA USD 291829.36000000 0.149421347015 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 225000.00000000 PA USD 193870.78000000 0.099264971470 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 100000.00000000 PA USD 102715.91000000 0.052592205363 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 165000.00000000 PA USD 163452.60000000 0.083690371884 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 5000.00000000 PA USD 5301.95000000 0.002714684056 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N LAD Auto Receivables Trust N/A 50571AAF8 50000.00000000 PA USD 50984.77000000 0.026105025932 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.76000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 555000.00000000 PA USD 587592.11000000 0.300856653257 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Rad CLO Ltd N/A 750103AC7 250000.00000000 PA USD 248595.00000000 0.127284656215 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.32700000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 140000.00000000 PA USD 123302.26000000 0.063132749149 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 8000.00000000 0.004096129245 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 79766.02000000 PA USD 69351.33000000 0.035509001376 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.95400000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 400000.00000000 PA USD 335264.20000000 0.171660686813 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 5000.00000000 PA USD 3969.13000000 0.002032258683 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N Freedom Financial N/A 30322MAD1 215000.00000000 PA USD 206494.64000000 0.105728591736 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 305000.00000000 PA USD 308202.50000000 0.157804659214 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 555000.00000000 PA USD 587190.69000000 0.300651119731 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 465000.00000000 PA USD 477508.50000000 0.244492066464 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 First Investors Auto Owner Trust N/A 32059FAG4 285000.00000000 PA USD 273177.63000000 0.139871359924 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.62000000 N N N N N N College Ave Student Loans N/A 19424KAD5 65534.08000000 PA USD 59292.48000000 0.030358707669 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 1150000.00000000 PA USD 1145377.00000000 0.586451528319 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 200000.00000000 PA USD 218116.20000000 0.111679018210 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N CIM Trust N/A 12565CAA3 243947.99000000 PA USD 240268.77000000 0.123021491940 Long ABS-O CORP US N 2 2059-07-25 Variable 2.56800000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 200000.00000000 PA USD 207637.47000000 0.106313739159 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 45000.00000000 PA USD 44081.73000000 0.022570557929 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 290000.00000000 PA USD 312706.82000000 0.160110943824 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 60000.00000000 PA USD 63425.15000000 0.032474701475 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 325000.00000000 PA USD 258629.76000000 0.132422615453 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166AAF1 495000.00000000 PA USD 461552.21000000 0.236322188199 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 230000.00000000 PA USD 211754.07000000 0.108421504866 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 150000.00000000 PA USD 151694.14000000 0.077669850398 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 20000.00000000 PA USD 17812.00000000 0.009120031764 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 265000.00000000 PA USD 265867.85000000 0.136128634470 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.62000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAQ8 275000.00000000 PA USD 273337.54000000 0.139953236427 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 8.52700000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 70000.00000000 PA USD 62160.05000000 0.031826949836 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 890000.00000000 PA USD 578882.36000000 0.296397120545 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAA7 79269.57000000 PA USD 79246.95000000 0.040575718686 Long ABS-MBS CORP US N 2 2059-11-25 Variable 7.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 225000.00000000 PA USD 196797.03000000 0.100763258745 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BM4 30000.00000000 PA USD 31154.45000000 0.015951581720 Long DBT CORP US N 2 2034-03-15 Fixed 6.05000000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 510000.00000000 PA USD 474096.71000000 0.242745174864 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 115000.00000000 PA USD 107149.03000000 0.054862034423 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 400000.00000000 PA USD 417832.80000000 0.213937143963 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 25000.00000000 PA USD 22295.13000000 0.011415466752 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 420000.00000000 PA USD 442191.98000000 0.226409437662 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 879.00000000 NS USD 136315.32000000 0.069795646103 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 91790CAA4 55438.17000000 PA USD 55189.64000000 0.028257987304 Long ABS-O CORP US N 2 2050-12-26 Variable 5.28900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 195.00000000 NC USD 639455.70000000 0.327411649227 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 21374216.18000000 USD 639455.70000000 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1360000.00000000 PA USD 1164364.00000000 0.596173179066 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 210000.00000000 PA USD 186846.87000000 0.095668616074 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.65000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 80000.00000000 PA USD 68337.35000000 0.034989827234 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 380000.00000000 PA USD 349673.42000000 0.179038440244 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 655000.00000000 PA USD 569510.84000000 0.291598750902 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N CoreVest American Finance Ltd N/A 12468RAA8 280000.00000000 PA USD 263479.66000000 0.134905842607 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Galaxy CLO Ltd N/A 36319XAC1 250000.00000000 PA USD 249490.25000000 0.127743038679 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 7.29000000 N N N N N N Flagship Credit Auto Trust N/A 33843EAL5 275000.00000000 PA USD 276862.55000000 0.141758098496 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.62000000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 32983.28000000 PA USD 30718.88000000 0.015728562843 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 175000.00000000 PA USD 159467.00000000 0.081649680294 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 1110000.00000000 PA USD 986204.70000000 0.504952739185 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 61000.00000000 PA USD 59213.27000000 0.030318150869 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAE3 705000.00000000 PA USD 730216.96000000 0.373882880655 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 270000.00000000 PA USD 275259.76000000 0.140937444122 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N Marlette Funding Trust N/A 57108TAC1 100000.00000000 PA USD 97963.01000000 0.050158643776 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAT5 180000.00000000 PA USD 181874.20000000 0.093122528697 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.69000000 N N N N N N Progress Residential Trust N/A 74333EAF9 100000.00000000 PA USD 89931.84000000 0.046046554988 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N CoreVest American Finance Ltd N/A 21873LAJ2 100000.00000000 PA USD 80238.52000000 0.041083418546 Long ABS-O CORP US N 2 2053-04-15 Fixed 2.80000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 71179.55000000 PA USD 68853.96000000 0.035254339901 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 330000.00000000 PA USD 298678.51000000 0.152928222467 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 117435.52000000 PA USD 114171.94000000 0.058457877802 Long ABS-O CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 75000.00000000 PA USD 71735.01000000 0.036729484046 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 79188.40000000 PA USD 79254.13000000 0.040579394962 Long LON CORP PA N 2 2027-08-08 Variable 8.35700000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 1050000.00000000 PA USD 1092086.44000000 0.559165900655 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N MED Trust N/A 58403YAR7 99522.37000000 PA USD 96899.12000000 0.049613914909 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.47600000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693583AA4 87940.81000000 PA USD 85894.86000000 0.043979556007 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Progress Residential Trust N/A 74333PAJ6 165000.00000000 PA USD 138223.64000000 0.070772736773 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.59100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 220000.00000000 PA USD 195607.26000000 0.100154077284 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 75000.00000000 PA USD 74594.19000000 0.038193430398 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 60000.00000000 PA USD 53632.93000000 0.027460926635 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 200000.00000000 PA USD 197564.90000000 0.101156420590 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 195000.00000000 PA USD 176772.62000000 0.090510437318 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BZ2 45000.00000000 PA USD 43866.16000000 0.022460182606 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 470000.00000000 PA USD 485316.20000000 0.248489735002 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Progress Residential Trust N/A 74333FAE9 120000.00000000 PA USD 106172.50000000 0.054362035286 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 735000.00000000 PA USD 625073.67000000 0.320047817516 Long DBT CORP GB N 2 2031-03-17 Fixed 2.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 150000.00000000 PA USD 145109.06000000 0.074298183052 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N CarMax Auto Owner Trust N/A 142921AH8 40000.00000000 PA USD 40253.88000000 0.020610636887 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.55000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 105000.00000000 PA USD 77795.55000000 0.039832578438 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AU4 280000.00000000 PA USD 285266.51000000 0.146061061788 Long DBT CORP US N 2 2033-09-20 Fixed 5.50000000 N N N N N N GTCR W MERGER SUB LLC N/A 92943EAB2 420000.00000000 PA USD 421575.00000000 0.215853210821 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 116680.02000000 PA USD 114848.07000000 0.058804067286 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.85600000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 190000.00000000 PA USD 190594.70000000 0.097587565582 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N GLS Auto Receivables Trust N/A 36267PAJ5 80000.00000000 PA USD 80277.13000000 0.041103187489 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.44000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 142174.80000000 PA USD 120011.74000000 0.061447949748 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 285000.00000000 PA USD 300791.85000000 0.154010286690 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 385000.00000000 PA USD 431046.00000000 0.220702515831 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 465000.00000000 PA USD 469745.59000000 0.240517331129 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 100000.00000000 PA USD 67708.79000000 0.034667994360 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 85000.00000000 PA USD 81545.94000000 0.041752838708 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AF9 445000.00000000 PA USD 462089.47000000 0.236597273999 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.84000000 N N N N N N BPR Trust N/A 05592CAL0 65000.00000000 PA USD 60867.06000000 0.031164918067 Long ABS-MBS CORP US N 2 2038-12-15 Floating 9.08500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 588000.00000000 PA USD 516746.16000000 0.264582382294 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 370000.00000000 PA USD 300384.78000000 0.153801860273 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 1045000.00000000 PA USD 926204.40000000 0.474231616241 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 265000.00000000 PA USD 260296.25000000 0.133275885257 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 1245000.00000000 PA USD 1067358.83000000 0.546504964844 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 640000.00000000 PA USD 440249.74000000 0.225414979404 Long DBT CORP FR N 2 2041-01-11 Fixed 2.81100000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAQ1 330400.01000000 PA USD 294799.48000000 0.150942096439 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N CarMax Auto Owner Trust N/A 14318XAG0 65000.00000000 PA USD 66845.67000000 0.034226062975 Long ABS-O CORP US N 2 2030-04-15 Fixed 7.16000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 555000.00000000 PA USD 431460.05000000 0.220914516121 Long DBT CORP GB N 2 2028-03-15 Fixed 4.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 165000.00000000 PA USD 141085.40000000 0.072238004127 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 115000.00000000 PA USD 120749.62000000 0.061825756229 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 425000.00000000 PA USD 447432.78000000 0.229092811930 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 370000.00000000 PA USD 381462.23000000 0.195314824533 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 101442.72000000 PA USD 100313.26000000 0.051362009746 Long ABS-O CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 120000.00000000 PA USD 107587.27000000 0.055086420383 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 1550000.00000000 PA USD 1566710.94000000 0.802181312526 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1120000.00000000 PA USD 1062097.93000000 0.543811299050 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 200000.00000000 PA USD 191009.27000000 0.097799832120 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 60000.00000000 PA USD 61987.14000000 0.031738417123 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 655000.00000000 PA USD 598073.88000000 0.306223488837 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 100000.00000000 PA USD 82794.46000000 0.042392101118 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 140000.00000000 PA USD 120522.64000000 0.061709538802 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N Firstkey Homes Trust N/A 33767PAG3 360000.00000000 PA USD 333156.82000000 0.170581674207 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.50000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 110000.00000000 PA USD 93566.00000000 0.047907303620 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N CIFC Funding Ltd N/A 12553SAG9 250000.00000000 PA USD 248718.50000000 0.127347890211 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.30500000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 482295.16000000 PA USD 468761.19000000 0.240013302425 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 565000.00000000 PA USD 472518.77000000 0.241937244091 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 625000.00000000 PA USD 649623.17000000 0.332617558129 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAR8 350000.00000000 PA USD 365302.98000000 0.187041027470 Long DBT US N 2 2031-01-15 Fixed 5.90000000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAZ0 55000.00000000 PA USD 51450.71000000 0.026343594740 Long ABS-MBS CORP US N 2 2046-10-15 Variable 7.43200000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 490000.00000000 PA USD 443248.29000000 0.226950285447 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 207536.77000000 PA USD 200357.39000000 0.102586220585 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 490000.00000000 PA USD 510961.21000000 0.261620394434 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 100000.00000000 PA USD 100805.67000000 0.051614131621 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N Progress Residential Trust N/A 74333EAE2 100000.00000000 PA USD 90113.21000000 0.046139419358 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 150000.00000000 PA USD 149973.00000000 0.076788598912 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 175000.00000000 PA USD 184997.21000000 0.094721560271 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 425000.00000000 PA USD 362573.97000000 0.185643730261 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 125000.00000000 PA USD 101686.34000000 0.052065048889 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -390.00000000 NC USD -1206924.53000000 -0.61796485801 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYH4 Comdty 2024-03-19 -44819169.22000000 USD -1206924.53000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 163.00000000 NC USD 1098334.46000000 0.562364987835 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 19266478.04000000 USD 1098334.46000000 N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 4016.00000000 0.002056256881 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 430000.00000000 PA USD 397540.85000000 0.203547337734 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 32878.93000000 PA USD 30678.67000000 0.015707974674 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 84646.00000000 PA USD 83790.94000000 0.042902314977 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BW5 2680000.00000000 PA USD 2632639.58000000 1.347953996984 Long DBT CORP US N 2 2024-05-12 Fixed 0.45000000 N N N N N N Helios Issuer, LLC N/A 86744WAA7 337299.75000000 PA USD 330078.09000000 0.169005314708 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.30000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 100000.00000000 PA USD 82341.34000000 0.042160096358 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 100000.00000000 PA USD 102005.88000000 0.052228658532 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.34000000 N N N N N N 2024-01-24 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer