NPORT-P false 0000917469 XXXXXXXX S000006640 C000018126 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Fixed Income Fund S000006640 5493002GIX52LR2VIL41 2024-09-30 2023-12-31 N 451688058.23 1459902.13 450228156.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Fund's Securities Portfolio N/A CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 751915.37000000 PA USD 663132.44000000 0.147288087387 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 650000.00000000 PA USD 639372.50000000 0.142010776389 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 385000.00000000 PA USD 334079.90000000 0.074202356177 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N TORO CO YJKE4YIT6BWQHVEW0D14 891092AE8 965000.00000000 PA USD 1025717.80000000 0.227821780158 Long DBT CORP US N 2 2037-05-01 Fixed 6.62500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 685000.00000000 PA USD 631943.94000000 0.140360821827 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 1500000.00000000 PA USD 1477903.07000000 0.328256473962 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 217.00000000 NC USD 352893.64000000 0.078381068624 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 44330457.81000000 USD 352893.64000000 N N N CarMax Auto Owner Trust N/A 14317CAG7 100000.00000000 PA USD 91708.00000000 0.020369228080 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 965000.00000000 PA USD 813203.57000000 0.180620327489 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 240000.00000000 PA USD 216017.71000000 0.047979609243 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 1025000.00000000 PA USD 1069597.75000000 0.237567938723 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 1425000.00000000 PA USD 1529885.06000000 0.339802173469 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 948.00000000 NS USD 47892.96000000 0.010637486650 Long EC CORP US N 1 N N N Focus Brands Funding LLC N/A 34417RAC0 250000.00000000 PA USD 261830.00000000 0.058154959091 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N Madison Park Funding Ltd N/A 55819DAL0 500000.00000000 PA USD 492115.55000000 0.109303592707 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.67400000 N N N N N N Navient Student Loan Trust N/A 63942TAC9 265000.00000000 PA USD 277776.66000000 0.061696865519 Long ABS-O CORP US N 2 2072-03-15 Fixed 7.23000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAZ1 250000.00000000 PA USD 244576.75000000 0.054322846469 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.92700000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 100000.00000000 PA USD 92378.49000000 0.020518150352 Long ABS-O CORP US N 2 2030-09-20 Fixed 1.93000000 N N N N N N Navient Student Loan Trust N/A 63942BAB0 100000.00000000 PA USD 75982.11000000 0.016876356791 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 1035000.00000000 PA USD 1192063.02000000 0.264768652037 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 68.00000000 NS USD 55202.40000000 0.012260983515 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 1805000.00000000 PA USD 1641002.50000000 0.364482424692 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 615000.00000000 PA USD 560759.00000000 0.124549962591 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 225000.00000000 PA USD 13500.00000000 0.002998479730 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 967.00000000 NS USD 152041.41000000 0.033769858224 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74333PAL1 100000.00000000 PA USD 82051.23000000 0.018224366665 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 200000.00000000 PA USD 202325.94000000 0.044938535553 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 82.00000000 NS USD 28774.62000000 0.006391119615 Long EC CORP IE N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 56550.00000000 PA USD 53935.69000000 0.011979635051 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 95000.00000000 PA USD 96957.95000000 0.021535292425 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 100000.00000000 PA USD 70062.52000000 0.015561558967 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 855000.00000000 PA USD 896891.58000000 0.199208238722 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 215000.00000000 PA USD 133582.23000000 0.029669896960 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 1870000.00000000 PA USD 1255528.36000000 0.278864913930 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 2605000.00000000 PA USD 2645905.46000000 0.587681028863 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 625000.00000000 PA USD 548621.82000000 0.121854178279 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 175000.00000000 PA USD 177505.24000000 0.039425619565 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AF6 160000.00000000 PA USD 161348.32000000 0.035837012371 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAH8 545000.00000000 PA USD 506850.00000000 0.112576255645 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 1000000.00000000 PA USD 1066510.00000000 0.236882119776 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 150000.00000000 PA USD 134616.50000000 0.029899618266 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N EDvestinU Private Education Loan Issue No. 1, LLC N/A 28166LAA2 203668.76000000 PA USD 180149.91000000 0.040013026186 Long ABS-O CORP US N 2 2045-11-25 Fixed 1.80000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1705000.00000000 PA USD 1683276.25000000 0.373871830802 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 50816.68000000 PA USD 47855.54000000 0.010629175308 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 300000.00000000 PA USD 314630.01000000 0.069882348701 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 464.00000000 NS USD 113967.68000000 0.025313316916 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 3385000.00000000 PA USD 2750742.40000000 0.610966320682 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 788.00000000 NS USD 123511.12000000 0.027433006649 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AR0 385000.00000000 PA USD 325037.14000000 0.072193872283 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 390000.00000000 PA USD 302171.96000000 0.067115296079 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 530000.00000000 PA USD 453356.20000000 0.100694768609 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 630000.00000000 PA USD 598704.88000000 0.132978107185 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 262.00000000 NS USD 137935.14000000 0.030636720100 Long EC CORP US N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1385000.00000000 PA USD 1271648.37000000 0.282445323059 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 1270000.00000000 PA USD 1291410.66000000 0.286834717576 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 BANK 2021-BN35 N/A 06540CCL9 710000.00000000 PA USD 566504.60000000 0.125826115564 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.45700000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 100000.00000000 PA USD 109033.47000000 0.024217381459 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 660000.00000000 PA USD 576684.11000000 0.128087082557 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 290000.00000000 PA USD 242378.20000000 0.053834527387 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 215000.00000000 PA USD 278425.00000000 0.061840868063 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 2625000.00000000 PA USD 1651420.16000000 0.366796287088 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 1285000.00000000 PA USD 41621.15000000 0.009244457379 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 7352.00000000 0.001632949850 Long DBT CORP KY N 2 2025-07-23 None 0.00000000 Y N N N N N Preston Ridge Partners Mortgage Trust N/A 69377VAA9 907449.34000000 PA USD 908586.01000000 0.201805684004 Long ABS-O CORP US N 2 2027-09-27 Variable 6.90000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 10000.00000000 PA USD 9994.23000000 0.002219814523 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 915000.00000000 PA USD 751200.20000000 0.166848783182 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CAE4 62484.52000000 PA USD 60874.37000000 0.013520782557 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.83300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 1080000.00000000 PA USD 917490.72000000 0.203783505666 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 600000.00000000 PA USD 547296.00000000 0.121559700917 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N SMB Private Education Loan Trust N/A 78448YAK7 686723.97000000 PA USD 673844.05000000 0.149667238903 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 900000.00000000 PA USD 876160.71000000 0.194603713279 Long ABS-O CORP US N 2 2030-06-17 Fixed 1.64000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 375000.00000000 PA USD 294275.92000000 0.065361509717 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 680000.00000000 PA USD 699101.20000000 0.155277094630 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N iHeartMedia Inc N/A 45174J509 34625.00000000 NS USD 92448.75000000 0.020533755774 Long EC CORP US N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 575000.00000000 PA USD 611411.30000000 0.135800325172 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 255000.00000000 PA USD 256666.33000000 0.057008058363 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 1047007.63000000 PA USD 1076481.94000000 0.239096983477 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 5560.00000000 NS USD 861633.20000000 0.191377013704 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 91200.00000000 PA USD 80673.42000000 0.017918341824 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 1188000.00000000 PA USD 1362635.68000000 0.302654478965 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAP6 535000.00000000 PA USD 549305.90000000 0.122006119021 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 2405000.00000000 PA USD 1976669.50000000 0.439037291030 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 463339.59000000 PA USD 451525.26000000 0.100288099240 Long ABS-O CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 300000.00000000 PA USD 284637.19000000 0.063220655159 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 160000.00000000 PA USD 160763.70000000 0.035707162651 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 2510000.00000000 PA USD 2096000.60000000 0.465541875069 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 345000.00000000 PA USD 290204.89000000 0.064457294833 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 1075000.00000000 PA USD 1091479.75000000 0.242428141201 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 385000.00000000 PA USD 251353.33000000 0.055827990007 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAJ9 100000.00000000 PA USD 102923.04000000 0.022860196237 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.71000000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 939.00000000 NS USD 9023.79000000 0.002004270474 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 715000.00000000 PA USD 682954.00000000 0.151690646341 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 400000.00000000 PA USD 26000.00000000 0.005774849850 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 740000.00000000 PA USD 649535.00000000 0.144267965297 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A 12624PAJ4 7658.63000000 PA USD 6816.18000000 0.001513939079 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 161.00000000 NS USD 85457.19000000 0.018980863111 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 234.00000000 NS USD 154458.72000000 0.034306766004 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 1040000.00000000 PA USD 1105590.51000000 0.245562276597 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAH5 655000.00000000 PA USD 658619.42000000 0.146285702277 Long DBT CORP IE N 2 2028-05-03 Fixed 5.45000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 645000.00000000 PA USD 688363.35000000 0.152892114958 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 575000.00000000 PA USD 605526.11000000 0.134493167918 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 370000.00000000 PA USD 303738.39000000 0.067463215235 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 191329.00000000 PA USD 17860.56000000 0.003967002009 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N N N N N Carlyle Global Market Strategies 54930054F35TGSKQ6V76 143109AN6 450000.00000000 PA USD 449661.60000000 0.099874162445 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.12700000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 732536.04000000 PA USD 706467.21000000 0.156913156236 Long ABS-O CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 16104000000.00000000 PA 1042341.00000000 0.231513952621 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 920000.00000000 PA USD 757941.24000000 0.168346032945 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 185000.00000000 PA USD 149611.35000000 0.033230118546 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 500000.00000000 PA USD 530321.01000000 0.117789392514 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 235000.00000000 PA USD 219097.73000000 0.048663711283 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N Flagship Credit Auto Trust N/A 33844WAG5 435000.00000000 PA USD 395907.72000000 0.087934909142 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.59000000 N N N N N N Mill City Mortgage Trust N/A 59981BAH7 115000.00000000 PA USD 96102.64000000 0.021345319855 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 1630000.00000000 PA USD 57050.00000000 0.012671353229 Long DBT CORP US N 2 2033-01-15 Fixed 16.91500000 N Y N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 555000.00000000 PA USD 529950.08000000 0.117707005397 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 8.57400000 N N N N N N Aqua Finance Trust N/A 038370AC6 147849.38000000 PA USD 136198.49000000 0.030250993447 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 2797.00000000 NS USD 97419.51000000 0.021637809337 Long EC CORP US N 1 N N N Signal Peak CLO, LLC N/A 82666TAC3 470000.00000000 PA USD 469984.49000000 0.104388071610 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.82400000 N N N N N N Sierra Receivables Funding Co LLC N/A 826944AC4 282421.69000000 PA USD 284171.01000000 0.063117112101 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 1215000.00000000 PA USD 1082656.00000000 0.240468301533 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.25000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAH7 484439.07000000 PA USD 485601.72000000 0.107856808469 Long LON CORP US N 2 2030-03-03 Variable 8.13500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 1485000.00000000 PA USD 1555701.74000000 0.345536306186 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 1305000.00000000 PA USD 1610713.22000000 0.357754884535 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 798658.52000000 PA USD 706732.76000000 0.156972137442 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 770000.00000000 PA USD 752411.41000000 0.167117804563 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 96131.80000000 PA USD 82714.68000000 0.018371725286 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 705000.00000000 PA USD 488511.21000000 0.108503034157 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 1430000.00000000 PA USD 1546413.48000000 0.343473294383 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 85156.79000000 PA USD 68740.01000000 0.015267816787 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N Progress Residential Trust N/A 74333HAL9 200000.00000000 PA USD 177547.90000000 0.039435094761 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 2710000.00000000 PA USD 2161496.00000000 0.480089032796 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GCAT N/A 36167CAA4 256816.87000000 PA USD 243616.02000000 0.054109459104 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 1780000.00000000 PA USD 1501362.89000000 0.333467125424 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 485000.00000000 PA USD 506538.85000000 0.112507146240 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 2988.00000000 NS USD 131023.80000000 0.029101645071 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 1320000.00000000 PA USD 1371990.44000000 0.304732261057 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 6963224.87000000 PA USD 6963224.87000000 1.546599157706 Long RA CORP US N 2 Repurchase N 2.50000000 2024-01-02 7375000.00000000 USD 7102579.33000000 USD UST N N N GATX CORP 549300IHYHCQP2PIR591 361448BN2 450000.00000000 PA USD 495189.63000000 0.109986375416 Long DBT CORP US N 2 2034-05-01 Fixed 6.90000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 395000.00000000 PA USD 380071.17000000 0.084417459203 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 380000.00000000 PA USD 422492.28000000 0.093839595386 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 240000.00000000 PA USD 222441.64000000 0.049406425827 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 4500000.00000000 PA USD 4024647.00000000 0.893912774106 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N OneMain Financial Issuance Trust N/A 68269CAA4 137165.12000000 PA USD 135948.40000000 0.030195446055 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.57000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 230000.00000000 PA USD 212263.14000000 0.047145683166 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 848809.61000000 PA USD 752045.31000000 0.167036490235 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 200000.00000000 PA USD 203605.80000000 0.045222804758 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 1100000.00000000 PA USD 1141270.58000000 0.253487163016 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 1670000.00000000 PA USD 1755293.31000000 0.389867511886 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 292500.00000000 PA USD 241568.73000000 0.053654736321 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 200000.00000000 PA USD 198703.26000000 0.044133903512 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 550000.00000000 PA USD 437016.25000000 0.097065508693 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 39991.77000000 PA USD 39283.78000000 0.008725305040 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 730000.00000000 PA USD 657724.16000000 0.146086856427 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 360000.00000000 PA USD 377377.99000000 0.083819278045 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 1220000.00000000 PA USD 1010907.12000000 0.224532185804 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 1100000.00000000 PA USD 1106778.50000000 0.245826140592 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1030000.00000000 PA USD 896105.14000000 0.199033562841 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 155000.00000000 PA USD 129169.14000000 0.028689707262 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAD1 1055000.00000000 PA USD 1044450.00000000 0.231982381787 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 600000.00000000 PA USD 48258.00000000 0.010718565541 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 Y N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 107595.01000000 PA USD 100665.46000000 0.022358766024 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.02000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVY2 645000.00000000 PA USD 622120.94000000 0.138179039131 Long DBT CORP US N 2 2025-01-10 Fixed 1.25000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 400000.00000000 PA USD 26000.00000000 0.005774849850 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 285000.00000000 PA USD 303269.28000000 0.067359021396 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 380000.00000000 PA USD 337682.10000000 0.075002439413 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 15575000.00000000 PA 3198594.36000000 0.710438544694 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 495000.00000000 PA USD 460493.55000000 0.102280042631 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 995000.00000000 PA USD 1064850.06000000 0.236513431151 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69358DAA2 760334.48000000 PA USD 740603.19000000 0.164495085428 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 3780000.00000000 PA USD 3247367.00000000 0.721271416725 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N Affirm Inc N/A 00792FAA6 380000.00000000 PA USD 385978.16000000 0.085729458446 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 130000.00000000 PA USD 120865.93000000 0.026845484530 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 1510000.00000000 PA USD 1528952.01000000 0.339594934098 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 400000.00000000 PA USD 24728.00000000 0.005492326427 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 135000.00000000 PA USD 139579.79000000 0.031002012670 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N ARES CLO Ltd 5493004S1FMDW7K3MU50 04016LAS6 2100000.00000000 PA USD 2095333.80000000 0.465393772382 Long ABS-CBDO CORP KY N 2 2028-01-22 Floating 7.17400000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AD7 675000.00000000 PA USD 652785.95000000 0.144990032532 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.34000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAC2 315000.00000000 PA USD 224787.78000000 0.049927526067 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Verde CLO Ltd 254900DT3DF8KM5RRZ79 92338BAN5 410000.00000000 PA USD 409596.97000000 0.090975423116 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.75500000 N N N N N N Firstkey Homes Trust N/A 33767TAL4 205000.00000000 PA USD 180225.05000000 0.040029715502 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 1693.00000000 NS USD 152674.74000000 0.033910526903 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAY5 299500.01000000 PA USD 298194.79000000 0.066231928403 Long ABS-O CORP US N 2 2025-03-25 Fixed 6.31000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 485000.00000000 PA USD 479194.55000000 0.106433714441 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 2965000.00000000 PA USD 2828510.67000000 0.628239400774 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 5333.00000000 NS USD 251184.30000000 0.055790446820 Long EP CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535GAC6 335000.00000000 PA USD 318787.71000000 0.070805813825 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.63000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 810000.00000000 PA USD 794624.82000000 0.176493808579 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Progress Residential Trust N/A 74333VAL8 200000.00000000 PA USD 179254.82000000 0.039814218096 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 276897.68000000 PA USD 279672.75000000 0.062118005329 Long ABS-O CORP US N 2 2053-05-25 Variable 8.35300000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 685000.00000000 PA USD 658681.27000000 0.146299439756 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 740000.00000000 PA USD 754590.00000000 0.167601690337 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 300000.00000000 PA USD 154860.00000000 0.034395894148 Long DBT CORP US N 2 2067-01-15 Variable 7.40500000 N N N N N N Helios Issuer, LLC N/A 86745YAB0 136668.29000000 PA USD 132739.49000000 0.029482716307 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 935000.00000000 PA USD 885966.17000000 0.196781600172 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 1230000.00000000 PA USD 1039866.60000000 0.230964364602 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BAUSCH & LOMB ESCROW COR N/A 071705AA5 15000.00000000 PA USD 15824.10000000 0.003514684673 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 840000.00000000 PA USD 750178.80000000 0.166621920427 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 405000.00000000 PA USD 396389.70000000 0.088041961532 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 295000.00000000 PA USD 226518.41000000 0.050311915621 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 391.00000000 NS USD 184379.96000000 0.040952560940 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 5000.00000000 PA USD 4695.35000000 0.001042882355 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 1845000.00000000 PA USD 1605758.20000000 0.356654326977 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 620000.00000000 PA USD 555262.70000000 0.123329181544 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652NAC2 58365.63000000 PA USD 55839.28000000 0.012402440683 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 425000.00000000 PA USD 16456.00000000 0.003655035736 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 280000.00000000 PA USD 252902.20000000 0.056172008918 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 735000.00000000 PA USD 673779.65000000 0.149652935044 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 988.00000000 NS USD 144781.52000000 0.032157366890 Long EC CORP US N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 95664.00000000 PA USD 10156.65000000 0.002255889566 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 335000.00000000 PA USD 349867.30000000 0.077708889428 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 100000.00000000 PA USD 92349.07000000 0.020511615888 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 810000.00000000 PA USD 845583.74000000 0.187812274408 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 453.00000000 NS USD 205317.72000000 0.045603038641 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 762000.00000000 PA USD 603556.28000000 0.134055649746 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 450000.00000000 PA USD 431427.33000000 0.095824155854 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 2135000.00000000 PA USD 1969537.50000000 0.437453205294 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 1135000.00000000 PA USD 884079.34000000 0.196362517097 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCF5 61991.57000000 PA USD 59768.05000000 0.013275058254 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 270000.00000000 PA USD 223929.17000000 0.049736820535 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 455000.00000000 PA USD 438847.50000000 0.097472246916 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 1193835.50000000 PA USD 1047862.85000000 0.232740408569 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 170000.00000000 PA USD 158973.85000000 0.035309619766 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAB6 475000.00000000 PA USD 391400.76000000 0.086933870016 Long ABS-O CORP US N 2 2051-07-17 Fixed 2.65000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 190000.00000000 PA USD 8422.70000000 0.001870762609 Long DBT CORP KY N 2 2025-04-28 None 0.00000000 Y N N N N N Progress Residential Trust N/A 74331GAC3 100000.00000000 PA USD 94687.80000000 0.021031070295 Long ABS-O CORP US N 2 2028-10-17 Fixed 4.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 1185000.00000000 PA USD 1288399.55000000 0.286165921109 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 1092007.24000000 PA USD 941812.16000000 0.209185531211 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 478.00000000 NS USD 179747.12000000 0.039923562656 Long EC CORP US N 1 N N N Exeter Automobile Receivables Trust N/A 30166QAF6 100000.00000000 PA USD 96984.01000000 0.021541080602 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 2710000.00000000 PA USD 1631746.28000000 0.362426529281 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 365000.00000000 PA USD 361831.44000000 0.080366239893 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 568603.18000000 PA USD 556925.72000000 0.123698554267 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.24000000 N N N N N N SMB Private Education Loan Trust 54930027GONY06ZX8P67 78449KAB6 101661.63000000 PA USD 99289.95000000 0.022053252035 Long ABS-O CORP US N 2 2034-09-15 Fixed 2.34000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 40386800.00000000 PA 2153954.74000000 0.478414046482 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 285000.00000000 PA USD 282913.80000000 0.062837873679 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 616.00000000 NS USD 132982.08000000 0.029536597877 Long EC US N 1 N N N Aimco 549300MMTPNJGGRMPB33 00900CAS3 1005000.00000000 PA USD 1003862.34000000 0.222967472469 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.82700000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 359.00000000 NS USD 58484.69000000 0.012990011665 Long EC CORP US N 1 N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 140000.00000000 PA USD 132300.00000000 0.029385101355 Long DBT CORP US N 2 2027-12-15 Fixed 4.87500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 100000.00000000 PA USD 96822.30000000 0.021505163257 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 700000.00000000 PA USD 669283.36000000 0.148654265827 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 110000.00000000 PA USD 109387.36000000 0.024295983829 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 100000.00000000 PA USD 97141.00000000 0.021575949589 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 30000.00000000 PA USD 30717.30000000 0.006822607512 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 370000.00000000 PA USD 23047.30000000 0.005119026806 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 1500000.00000000 PA USD 1017686.10000000 0.226037862406 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 434000.00000000 PA USD 344944.23000000 0.076615428272 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 625000.00000000 PA USD 518576.43000000 0.115180808435 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N MED Trust N/A 58403YAK2 149283.55000000 PA USD 146285.38000000 0.032491388647 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 1020000.00000000 PA USD 525697.80000000 0.116762533146 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 2729.00000000 NS USD 112953.31000000 0.025088015591 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 1585000.00000000 PA USD 1188847.81000000 0.264054522999 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 985000.00000000 PA USD 884328.86000000 0.196417937887 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 286993.00000000 PA USD 21323.58000000 0.004736172029 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 915000.00000000 PA USD 840710.30000000 0.186729836552 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 95000.00000000 PA USD 105654.30000000 0.023466835329 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N College Ave Student Loans N/A 19425MAD0 170000.00000000 PA USD 175337.81000000 0.038944212534 Long ABS-O CORP US N 2 2054-06-25 Fixed 7.58000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 455000.00000000 PA USD 387674.47000000 0.086106225198 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 545000.00000000 PA USD 550312.33000000 0.122229656796 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 1315000.00000000 PA USD 1078761.21000000 0.239603231247 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 310000.00000000 PA USD 296880.55000000 0.065940023070 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N BPR Trust N/A 055980AA4 570000.00000000 PA USD 567496.33000000 0.126046388328 Long ABS-MBS CORP US N 2 2024-08-15 Floating 8.59400000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 620000.00000000 PA USD 604768.77000000 0.134324955426 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357PAA6 496490.65000000 PA USD 484011.16000000 0.107503529808 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 185000.00000000 PA USD 169528.45000000 0.037653897852 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N DISH DBS Corp N/A 25470XAY1 270000.00000000 PA USD 188057.70000000 0.041769422336 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N TIF Funding II LLC N/A 872480AE8 584725.00000000 PA USD 501983.72000000 0.111495408094 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 90000.00000000 PA USD 55800.00000000 0.012393716217 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 2905000.00000000 PA USD 2504983.30000000 0.556380862916 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 1420000.00000000 PA USD 1423560.85000000 0.316186544691 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 47450000.00000000 PA 2188004.65000000 0.485976858700 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 134816.00000000 PA USD 8593.17000000 0.001908625634 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 700000.00000000 PA USD 616068.87000000 0.136834816226 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1160000.00000000 PA USD 1110699.79000000 0.246697096783 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 749799.91000000 PA USD 747187.76000000 0.165957581700 Long ABS-O CORP US N 2 2026-01-25 Variable 2.11500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 500000.00000000 PA USD 515367.55000000 0.114468085351 Long ABS-O CORP US N 2 2030-09-12 Fixed 7.65000000 N N N N N N Aimco N/A 00144GAJ0 1940000.00000000 PA USD 1916299.02000000 0.425628427284 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.57700000 N N N N N N Helios Issuer, LLC N/A 86744WAC3 609013.43000000 PA USD 527440.34000000 0.117149568025 Long ABS-O CORP US N 2 2049-11-22 Fixed 6.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 130000.00000000 PA USD 110677.69000000 0.024582578521 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 530000.00000000 PA USD 459569.78000000 0.102074864437 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 820000.00000000 PA USD 808192.00000000 0.179507209633 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 270000.00000000 PA USD 278438.57000000 0.061843882091 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 151215.14000000 0.033586335716 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 1480000.00000000 PA USD 1599267.13000000 0.355212597953 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 208094.26000000 PA USD 159841.99000000 0.035502442002 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 2975000.00000000 PA USD 3243399.29000000 0.720390150206 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 125000.00000000 PA USD 137698.65000000 0.030584193399 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 1245000.00000000 PA USD 1350324.66000000 0.299920083118 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 100000.00000000 PA USD 103886.80000000 0.023074256594 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 181.00000000 NS USD 74338.51000000 0.016511297437 Long EC CORP IE N 1 N N N CAL Funding IV Ltd N/A 12807CAA1 676706.25000000 PA USD 609348.87000000 0.135342239649 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 130000.00000000 PA USD 120277.55000000 0.026714799678 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BQ9 15000.00000000 PA USD 14725.89000000 0.003270761679 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 738.00000000 NS USD 116345.70000000 0.025841498010 Long EC CORP US N 1 N N N DT Auto Owner Trust N/A 23345WAD7 385000.00000000 PA USD 393849.23000000 0.087477698732 Long ABS-O CORP US N 2 2029-05-15 Fixed 7.12000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 185000.00000000 PA USD 196233.57000000 0.043585361630 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 200000.00000000 PA USD 155232.66000000 0.034478665515 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 750000.00000000 PA USD 689535.00000000 0.153152349682 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 3298.00000000 NS USD 194351.14000000 0.043167255838 Long EC CORP US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 769950.60000000 PA USD 770273.98000000 0.171085253013 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 620000.00000000 PA USD 593335.04000000 0.131785414119 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 395000.00000000 PA USD 351384.98000000 0.078045980740 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N Progress Residential Trust N/A 74333DAJ3 705000.00000000 PA USD 635143.45000000 0.141071463744 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 1175.00000000 NC USD 1977164.31000000 0.439147193086 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 125831625.34000000 USD 1977164.31000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 140000.00000000 PA USD 135222.36000000 0.030034185594 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAW6 319199.97000000 PA USD 320403.35000000 0.071164662995 Long LON CORP US N 2 2030-06-20 Variable 9.66200000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862GAB0 400000.00000000 PA USD 411357.60000000 0.091366475958 Long ABS-O CORP US N 2 2036-12-17 Fixed 7.45000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 275000.00000000 PA USD 230176.17000000 0.051124339266 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 400000.00000000 PA USD 9000.00000000 0.001998986486 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 87905.60000000 PA USD 86077.89000000 0.019118726546 Long ABS-O CORP US N 2 2036-05-20 Fixed 3.12000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 855000.00000000 PA USD 746166.02000000 0.165730643428 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Sixth Street CLO LTD. N/A 83012HAG9 575000.00000000 PA USD 573085.25000000 0.127287741167 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.57700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 780000.00000000 PA USD 809187.60000000 0.179728341960 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MCA0 100000.00000000 PA USD 100375.00000000 0.022294252067 Long LON CORP US N 2 2031-02-14 None 0.00000000 N N N N N N JACOBS ENGINEERING GROUP 549300CZ8QS1GE53O776 469814AB3 1095000.00000000 PA USD 1143614.16000000 0.254007694655 Long DBT CORP US N 2 2028-08-18 Fixed 6.35000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 86567.58000000 PA USD 75361.44000000 0.016738500020 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 200000.00000000 PA USD 116281.70000000 0.025827282995 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N BB-UBS Trust N/A 05490AAA1 144927.12000000 PA USD 127788.14000000 0.028382973891 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N 510 Assets Backed Trust N/A 33835CAA3 641834.81000000 PA USD 609166.45000000 0.135301722414 Long ABS-O CORP US N 2 2061-06-25 Variable 2.24000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 610000.00000000 PA 735497.96000000 0.163361164786 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N DISH DBS CORP N/A 25470XBE4 2215000.00000000 PA USD 1897701.25000000 0.421497683849 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 485000.00000000 PA USD 453436.20000000 0.100712537378 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 1070000.00000000 PA USD 868021.95000000 0.192796016472 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 40000.00000000 PA USD 43405.65000000 0.009640811977 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBC8 190000.00000000 PA USD 194453.66000000 0.043190026515 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 200000.00000000 PA USD 177040.38000000 0.039322369692 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 148.00000000 NC USD 1519929.09000000 0.337590856859 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 18251945.91000000 USD 1519929.09000000 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 213000.00000000 PA USD 232231.73000000 0.051580898896 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687JAH2 515000.00000000 PA USD 452528.96000000 0.100511030656 Long ABS-O CORP US N 2 2027-10-12 Fixed 1.93000000 N N N N N N DT Auto Owner Trust N/A 23344QAD1 1380000.00000000 PA USD 1281214.08000000 0.284569959173 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.31000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 16889000000.00000000 PA 1111844.67000000 0.246951385633 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 215000.00000000 PA USD 226418.26000000 0.050289671343 Long ABS-O CORP US N 2 2028-10-16 Fixed 8.71000000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 315000.00000000 PA USD 314413.79000000 0.069834324162 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 125000.00000000 PA USD 113628.10000000 0.025237892935 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 60000.00000000 PA USD 53220.00000000 0.011820673425 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 1745000.00000000 PA USD 1767182.09000000 0.392508124171 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 413762.85000000 PA USD 365729.99000000 0.081232145312 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 612000.00000000 PA USD 597919.44000000 0.132803653414 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 350000.00000000 PA USD 407845.85000000 0.090586482536 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 242694.42000000 PA USD 238426.98000000 0.052956923455 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.72600000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 375000.00000000 PA USD 339982.28000000 0.075513331495 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Towd Point Mortgage Trust N/A 89178WBD9 100000.00000000 PA USD 84657.50000000 0.018803244278 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N Business Jet Securities, LLC N/A 12327BAB2 83004.30000000 PA USD 76150.72000000 0.016913806692 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.91800000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 870000.00000000 PA USD 948589.32000000 0.210690803573 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 1755000.00000000 PA USD 1787993.39000000 0.397130513890 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N Oaktree CLO Ltd N/A 67401UAU1 1930000.00000000 PA USD 1888819.59000000 0.419524981813 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 8.35500000 N N N N N N GLS Auto Receivables Trust N/A 36263LAG4 675000.00000000 PA USD 631905.98000000 0.140352390546 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.48000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 1115000.00000000 PA USD 1490780.65000000 0.331116708229 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 975000.00000000 PA USD 1046409.00000000 0.232417494513 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -11782.64000000 -0.00261703757 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1063000.00000000 EUR 1165324.38000000 USD 2024-03-20 -11782.64000000 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 255000.00000000 PA USD 256233.44000000 0.056911909334 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 300000.00000000 PA USD 277680.24000000 0.061675449710 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 330000.00000000 PA USD 311082.37000000 0.069094383766 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N Madison Park XLIV N/A 04965FAL5 255000.00000000 PA USD 250631.09000000 0.055667573563 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.67400000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 291750.00000000 PA USD 277168.92000000 0.061561880625 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 1490000.00000000 PA USD 1439650.04000000 0.319760108401 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 924375.00000000 PA USD 897934.55000000 0.199439892382 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 6542.00000000 0.001453041066 Long DBT CORP KY N 2 2025-01-15 Fixed 10.50000000 Y N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 325000.00000000 PA USD 321097.73000000 0.071318891466 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 1900000.00000000 PA USD 1286011.39000000 0.285635487824 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 177.00000000 NS USD 75492.27000000 0.016767558620 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 16275000.00000000 PA USD 14278769.53000000 3.171451926438 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 221693.32000000 PA USD 223708.27000000 0.049687756522 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.33700000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 172.00000000 NS USD 191995.00000000 0.042643934502 Long EC CORP US N 1 N N N Foundation Finance Trust N/A 35042RAB2 115000.00000000 PA USD 119155.18000000 0.026465510516 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.97000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 90000.00000000 PA USD 79557.41000000 0.017670465279 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 340000.00000000 PA USD 314805.86000000 0.069921406676 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 505000.00000000 PA USD 531019.27000000 0.117944482770 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 4105000.00000000 PA USD 2175650.00000000 0.483232772211 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 315000.00000000 PA USD 327490.07000000 0.072738691608 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAD9 380000.00000000 PA USD 359688.85000000 0.079890350065 Long ABS-O CORP US N 2 2035-05-14 Fixed 5.20000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAE6 200000.00000000 PA USD 200179.86000000 0.044461870562 Long ABS-O CORP US N 2 2029-07-10 Fixed 6.69000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 80000.00000000 PA USD 72085.02000000 0.016010775653 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 1295000.00000000 PA USD 1247620.87000000 0.277108584413 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 590000.00000000 PA USD 600844.20000000 0.133453270716 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 958072.21000000 PA USD 931389.90000000 0.206870647111 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 95664.00000000 PA USD 11699.71000000 0.002598618020 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 265000.00000000 PA USD 225833.34000000 0.050159754990 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 1575000.00000000 PA USD 1387584.29000000 0.308195804993 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 335000.00000000 PA USD 337351.70000000 0.074929054398 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 1225000.00000000 PA USD 1248452.53000000 0.277293304091 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 9214.00000000 0.002046517943 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 601.00000000 NS USD 724373.28000000 0.160890266453 Long EP CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 290000.00000000 PA USD 239023.80000000 0.053089482912 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 200000.00000000 PA USD 15382.00000000 0.003416490015 Long DBT CORP VG N 2 2029-08-05 None 0.00000000 Y N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 386.00000000 NS USD 133768.30000000 0.029711224895 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 360000.00000000 PA USD 442524.78000000 0.098289006141 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 2520000.00000000 PA USD 2099566.15000000 0.466333817988 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 1215000.00000000 PA USD 1150706.45000000 0.255582960418 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVX4 415000.00000000 PA USD 414637.44000000 0.092094959940 Long DBT CORP US N 2 2024-01-10 Fixed 0.90000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 150000.00000000 PA USD 156618.00000000 0.034786362842 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 980000.00000000 PA USD 1016432.54000000 0.225759434684 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N Carlyle Global Market Strategies N/A 14315RAJ0 370000.00000000 PA USD 365493.40000000 0.081179596399 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.57700000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1406000.00000000 PA USD 1283661.83000000 0.285113627970 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 210000.00000000 PA USD 215334.69000000 0.047827903937 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N NATIONSTAR MTG HLD INC 549300DQF6YN0E43PM71 43734LAA4 445000.00000000 PA USD 435191.35000000 0.096660180866 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 69091.16000000 PA USD 63238.73000000 0.014045929634 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 405000.00000000 PA USD 352441.57000000 0.078280659533 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 10661.00000000 NS USD 698508.72000000 0.155145499128 Long EC CORP CA N 1 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 910000.00000000 PA USD 756210.00000000 0.167961507905 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N SMB Private Education Loan Trust N/A 78449UAB4 53596.22000000 PA USD 49759.06000000 0.011051965392 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 735000.00000000 PA USD 652643.99000000 0.144958501852 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 1289.00000000 NS USD 141880.23000000 0.031512962500 Long EC CORP US N 1 N N N BPR Trust N/A 05592CAQ9 740000.00000000 PA USD 663740.11000000 0.147423056734 Long ABS-MBS CORP US N 2 2038-12-15 Floating 12.23200000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 100000.00000000 PA USD 102178.06000000 0.022694729020 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 456.00000000 NS USD 4222.56000000 0.000937871153 Long EC CORP JE N 1 N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 400000.00000000 PA USD 32444.00000000 0.007206124175 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 Y N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 460000.00000000 PA USD 435058.39000000 0.096630649173 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N RAND PARENT LLC N/A 753272AA1 340000.00000000 PA USD 325193.00000000 0.072228490287 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 330000.00000000 PA USD 310609.20000000 0.068989288162 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 680000.00000000 PA USD 597248.75000000 0.132654686720 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 3340000.00000000 PA USD 3561069.79000000 0.790947820955 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 133000.00000000 PA USD 128097.62000000 0.028451712373 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 292505AE4 310000.00000000 PA USD 320947.23000000 0.071285463970 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 80000.00000000 PA USD 72424.32000000 0.016086137443 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 159878.23000000 PA USD 137535.84000000 0.030548031733 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 675000.00000000 PA USD 602478.34000000 0.133816228913 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.38900000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 125000.00000000 PA USD 126552.49000000 0.028108524152 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 41100000.00000000 PA USD 41197933.49000000 9.150456925410 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 350000.00000000 PA USD 307858.04000000 0.068378229088 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 275000.00000000 PA USD 272099.27000000 0.060435862642 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 205000.00000000 PA USD 183932.19000000 0.040853106921 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 100000.00000000 PA USD 80678.30000000 0.017919425719 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.78400000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 510000.00000000 PA USD 511017.45000000 0.113501886338 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 390000.00000000 PA USD 403895.70000000 0.089709116261 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 645000.00000000 PA USD 695155.85000000 0.154400794481 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 1235000.00000000 PA USD 1130276.92000000 0.251045365485 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 124356.65000000 PA USD 124240.55000000 0.027595020061 Long ABS-MBS CORP US N 2 2060-06-25 Variable 6.25000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 407599.50000000 PA USD 411932.28000000 0.091494117908 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407CAD0 100000.00000000 PA USD 93382.00000000 0.020741039567 Long ABS-O CORP US N 2 2030-09-25 Fixed 2.04000000 N N N N N N CoreVest American Finance Ltd N/A 21873BAJ4 300000.00000000 PA USD 239969.64000000 0.053299563065 Long ABS-O CORP US N 2 2054-07-15 Fixed 2.47800000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 199082.83000000 PA USD 175374.81000000 0.038952430589 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 710000.00000000 PA USD 683275.10000000 0.151761965737 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 3345000.00000000 PA USD 2941914.29000000 0.653427434544 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 1195000.00000000 PA USD 1133291.63000000 0.251714961546 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 1410000.00000000 PA USD 849162.77000000 0.188607211364 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 2680000.00000000 PA USD 2277584.60000000 0.505873426426 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 300.00000000 NS USD 119961.00000000 0.026644490881 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89172YAD2 240000.00000000 PA USD 233318.23000000 0.051822220987 Long ABS-MBS CORP US N 2 2056-04-25 Variable 4.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 435000.00000000 PA USD 382617.65000000 0.084983056882 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 1750000.00000000 PA USD 1545833.28000000 0.343344426388 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 530000.00000000 PA USD 532811.90000000 0.118342643120 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 935000.00000000 PA USD 840094.41000000 0.186593041465 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Maps LTD N/A 55292RAA9 892944.25000000 PA USD 796542.88000000 0.176919828137 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 883.00000000 NS USD 85686.32000000 0.019031755086 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBF5 545000.00000000 PA USD 498345.28000000 0.110687275606 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 955000.00000000 PA USD 983198.24000000 0.218377777284 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N OCP CLO Ltd 254900WK4JKXAXOKTL68 67112KAF6 255000.00000000 PA USD 249671.85000000 0.055454517141 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 8.62700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 433.00000000 NS USD 517703.46000000 0.114986913409 Long EP CORP US N 1 N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 205000.00000000 PA USD 211613.93000000 0.047001487386 Long DBT CORP KR N 2 2028-01-17 Fixed 6.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 10000.00000000 PA USD 9939.09000000 0.002207567400 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 975000.00000000 PA USD 1140948.89000000 0.253415712576 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBU4 275000.00000000 PA USD 232862.14000000 0.051720919015 Long ABS-MBS CORP US N 2 2059-11-15 Variable 3.67100000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 286993.00000000 PA USD 22747.07000000 0.005052342838 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105UAF0 335000.00000000 PA USD 315706.95000000 0.070121547424 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.92000000 N N N N N N Firstkey Homes Trust N/A 33767TAJ9 315000.00000000 PA USD 277577.81000000 0.061652699023 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.25800000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 115000.00000000 PA USD 110099.20000000 0.024454090333 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 578605.55000000 PA USD 543375.76000000 0.120688977941 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 530000.00000000 PA USD 467041.39000000 0.103734380818 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 2270000.00000000 PA USD 2549313.13000000 0.566226944152 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 200000.00000000 PA USD 13000.00000000 0.002887424925 Long DBT CORP KY N 2 2024-11-07 None 0.00000000 Y N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 675000.00000000 PA USD 688061.79000000 0.152825135584 Long DBT CORP NO N 2 2028-06-13 Fixed 5.60000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 420000.00000000 PA USD 342011.67000000 0.075964078515 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.20400000 N N N N N N Freedom Financial N/A 35635CAC6 44243.04000000 PA USD 43804.24000000 0.009729342646 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 85000.00000000 PA USD 73613.70000000 0.016350310171 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 300000.00000000 PA USD 318702.00000000 0.070786776811 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AB8 185000.00000000 PA USD 196369.86000000 0.043615632949 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N Prestige Auto Receivables Trust N/A 74113RAL3 635000.00000000 PA USD 650724.51000000 0.144532166898 Long ABS-O CORP US N 2 2028-08-15 Fixed 8.08000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 540000.00000000 PA USD 415424.70000000 0.092269817951 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 345000.00000000 PA USD 296242.00000000 0.065798194978 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 551147.32000000 PA USD 532898.17000000 0.118361804516 Long ABS-O CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AD7 250000.00000000 PA USD 252339.25000000 0.056046972314 Long ABS-O CORP US N 2 2036-05-20 Fixed 8.20000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AM7 685000.00000000 PA USD 603375.40000000 0.134015474559 Long DBT CORP FR N 2 2030-01-14 Fixed 3.25000000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 300000.00000000 PA USD 310500.00000000 0.068965033793 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 785000.00000000 PA USD 804821.25000000 0.178758533666 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 740000.00000000 PA USD 592444.00000000 0.131587505573 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 575000.00000000 PA USD 556556.31000000 0.123616504756 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAR4 1075000.00000000 PA USD 1041137.50000000 0.231246643705 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 685000.00000000 PA USD 638996.22000000 0.141927200985 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 55000.00000000 PA USD 55481.60000000 0.012322996518 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1620000.00000000 PA USD 1480987.31000000 0.328941513304 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 486261.77000000 PA USD 472023.98000000 0.104841061938 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N MED Trust N/A 58403YAN6 398089.48000000 PA USD 389594.89000000 0.086532768935 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.27600000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 230000.00000000 PA USD 220429.95000000 0.048959610147 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 815000.00000000 PA USD 728854.50000000 0.161885588478 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 280000.00000000 PA USD 268024.93000000 0.059530912575 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 4040000.00000000 PA USD 4021655.29000000 0.893248286565 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 435000.00000000 PA USD 445040.67000000 0.098847809487 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 1295000.00000000 PA USD 944797.55000000 0.209848615018 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N GLS Auto Receivables Trust N/A 362929AF8 305000.00000000 PA USD 313283.53000000 0.069583282554 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 160000.00000000 PA USD 158499.49000000 0.035204259851 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 235000.00000000 PA USD 249191.60000000 0.055347849001 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 550000.00000000 PA USD 506000.00000000 0.112387462477 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 1439.00000000 NS USD 138158.39000000 0.030686306071 Long EC CORP US N 1 N N N LAD Auto Receivables Trust N/A 50571AAF8 135000.00000000 PA USD 137658.88000000 0.030575360100 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.76000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 375000.00000000 PA USD 327618.75000000 0.072767272673 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 1165000.00000000 PA USD 1233414.08000000 0.273953119832 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N OZLM Ltd N/A 67112WAW3 1835000.00000000 PA USD 1820270.46000000 0.404299561308 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 9.40500000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 684.00000000 NS USD 66573.72000000 0.014786662961 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 70000.00000000 PA USD 61651.13000000 0.013693308418 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 0.001776876877 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 915000.00000000 PA USD 925965.36000000 0.205665804649 Long ABS-O CORP US N 2 2036-05-20 Fixed 7.21000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 206666.52000000 PA USD 179683.00000000 0.039909320988 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.95400000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 1202000.00000000 PA USD 1007468.93000000 0.223768530766 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 182878.98000000 0.040619178859 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Freedom Financial N/A 30322MAD1 370000.00000000 PA USD 355362.87000000 0.078929508336 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 8046.00000000 NS USD 308161.80000000 0.068445697103 Long EP CORP JE N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 2270000.00000000 PA USD 2060136.66000000 0.457576149356 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1375000.00000000 PA USD 1389437.50000000 0.308607420743 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 120000.00000000 PA USD 126960.15000000 0.028199069356 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 2205000.00000000 PA USD 2264314.50000000 0.502926009695 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89176VAC6 495000.00000000 PA USD 406965.34000000 0.090390912804 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1420000.00000000 PA USD 1287542.40000000 0.285975539858 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N College Ave Student Loans N/A 19424KAD5 209709.06000000 PA USD 189735.95000000 0.042142177789 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 1500000.00000000 PA USD 1493970.00000000 0.331825093512 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 460000.00000000 PA USD 501667.26000000 0.111425119287 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N CIM Trust N/A 12565CAA3 343648.48000000 PA USD 338465.57000000 0.075176455629 Long ABS-O CORP US N 2 2059-07-25 Variable 2.56800000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 775000.00000000 PA USD 667986.30000000 0.148366176337 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 561.00000000 NS USD 52313.25000000 0.011619275536 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 45000.00000000 PA USD 46718.43000000 0.010376612250 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 205000.00000000 PA USD 215957.67000000 0.047966273782 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 65000.00000000 PA USD 67042.40000000 0.014890761293 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 587.00000000 NS USD 132004.56000000 0.029319481292 Long EC CORP US N 1 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 230000.00000000 PA USD 243129.75000000 0.054001453864 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 50000.00000000 PA USD 39789.19000000 0.008837561458 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 1000000.00000000 PA USD 932428.70000000 0.207101374573 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 1236.00000000 NS USD 178762.68000000 0.039704909072 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 8772.00000000 0.001948345495 Long DBT CORP KY N 2 2025-07-14 None 0.00000000 Y N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 615000.00000000 PA USD 571528.79000000 0.126942036444 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 1465000.00000000 PA USD 1481546.12000000 0.329065630375 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 25000.00000000 PA USD 22264.99000000 0.004945268237 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 85000.00000000 PA USD 75204.16000000 0.016703566620 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAQ8 340000.00000000 PA USD 337944.60000000 0.075060743185 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 8.52700000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 180000.00000000 PA USD 117077.33000000 0.026004000063 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 125000.00000000 PA USD 131267.51000000 0.029155775404 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BM4 65000.00000000 PA USD 67501.30000000 0.014992687393 Long DBT CORP US N 2 2034-03-15 Fixed 6.05000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 255000.00000000 PA USD 237591.33000000 0.052771317559 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 750000.00000000 PA USD 783436.50000000 0.174008775192 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AV5 1070000.00000000 PA USD 1058620.26000000 0.235129732704 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 55000.00000000 PA USD 49049.29000000 0.010894318654 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 460000.00000000 PA USD 484305.50000000 0.107568905551 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 405000.00000000 PA USD 15187.50000000 0.003373289696 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 4098.00000000 NS USD 635517.84000000 0.141154619361 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 91790CAA4 124735.89000000 PA USD 124176.70000000 0.027580838363 Long ABS-O CORP US N 2 2050-12-26 Variable 5.28900000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 49125.00000000 PA USD 45513.28000000 0.010108936854 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 630000.00000000 PA USD 75996.90000000 0.016879641792 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N Clover CLO N/A 00141YAG0 1090000.00000000 PA USD 1084095.47000000 0.240788021653 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 8.62400000 N N N N N N Progress Residential Trust N/A 74333FAF6 100000.00000000 PA USD 88486.98000000 0.019653808585 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 70.00000000 NC USD 229548.20000000 0.050984861095 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 7672795.55000000 USD 229548.20000000 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 325000.00000000 PA USD 278248.75000000 0.061801721245 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 215000.00000000 PA USD 224257.04000000 0.049809643613 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 1890000.00000000 PA USD 1909232.87000000 0.424058967466 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 160000.00000000 PA USD 162370.79000000 0.036064112783 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 460000.00000000 PA USD 394363.25000000 0.087591867513 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 862.00000000 NS USD 165960.86000000 0.036861501830 Long EC CORP US N 1 N N N CoreVest American Finance Ltd N/A 12468RAA8 630000.00000000 PA USD 592829.24000000 0.131673071079 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 55411.91000000 PA USD 51607.72000000 0.011462570543 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 430000.00000000 PA USD 393240.93000000 0.087342589456 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 395000.00000000 PA USD 359939.80000000 0.079946088471 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAE3 1135000.00000000 PA USD 1175597.52000000 0.261111506260 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 640000.00000000 PA USD 652467.58000000 0.144919319496 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N PULTEGROUP INC N/A 745867AP6 1010000.00000000 PA USD 1103499.47000000 0.245097836518 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650BAC0 87039.59000000 PA USD 88997.17000000 0.019767126687 Long ABS-O CORP US N 2 2040-04-20 Fixed 7.30000000 N N N N N N Marlette Funding Trust N/A 57108TAC1 110000.00000000 PA USD 107759.31000000 0.023934378279 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 380000.00000000 PA USD 383956.64000000 0.085280459428 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 0.019974725876 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 120000.00000000 PA USD 122226.12000000 0.027147595800 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 126895.88000000 PA USD 119708.37000000 0.026588379331 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AA1 1165000.00000000 PA USD 1218087.38000000 0.270548912478 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 255000.00000000 PA USD 256770.21000000 0.057031131110 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1810000.00000000 PA USD 52037.50000000 0.011558028811 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 477000.00000000 PA USD 454817.18000000 0.101019266307 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MBZ1 360000.00000000 PA USD 365848.06000000 0.081258369793 Long ABS-O CORP US N 2 2029-09-25 Fixed 9.40000000 N N N N N N CoreVest American Finance Ltd N/A 21873LAJ2 210000.00000000 PA USD 168500.89000000 0.037425666901 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 187439.48000000 PA USD 181315.44000000 0.040271901599 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 1345000.00000000 PA USD 1217341.21000000 0.270383180950 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 200000.00000000 PA USD 13000.00000000 0.002887424925 Long DBT CORP KY N 2 2025-07-16 None 0.00000000 Y N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 118253.00000000 PA USD 8868.98000000 0.001969885685 Long DBT CORP KY N 2 2032-09-30 Fixed 1.00000000 N N N N N Sunac China Holdings Ltd. USD XXXX N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 307139.05000000 PA USD 298603.53000000 0.066322713485 Long ABS-O CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 165000.00000000 PA USD 157817.03000000 0.035052678927 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 247977.89000000 PA USD 248183.71000000 0.055123986946 Long LON CORP PA N 2 2027-08-08 Variable 8.35700000 N N N N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 634460.24000000 PA USD 577265.36000000 0.128216183767 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 3560000.00000000 PA USD 3702693.06000000 0.822403710170 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 995000.00000000 PA USD 999975.38000000 0.222104141300 Long DBT CORP XX N 2 2033-06-15 Fixed 5.40000000 N N N N N N MED Trust N/A 58403YAR7 194068.62000000 PA USD 188953.28000000 0.041968339260 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 157037.16000000 PA USD 153383.67000000 0.034067987068 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 360000.00000000 PA USD 327654.72000000 0.072775261955 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 1112377.45000000 PA USD 933759.67000000 0.207396995800 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N Progress Residential Trust N/A 74333PAJ6 340000.00000000 PA USD 284824.46000000 0.063262249626 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.59100000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAF8 805000.00000000 PA USD 832775.71000000 0.184967487865 Long DBT CORP US N 2 2028-08-11 Fixed 7.95000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 365000.00000000 PA USD 363025.06000000 0.080631354365 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 200000.00000000 PA USD 197564.90000000 0.043881062817 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 285000.00000000 PA USD 296291.70000000 0.065809233826 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 65000.00000000 PA USD 73941.35000000 0.016423084384 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 1055000.00000000 PA USD 1089379.99000000 0.241961764327 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 70000.00000000 PA USD 64781.09000000 0.014388502611 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74333FAE9 295000.00000000 PA USD 261007.39000000 0.057972249505 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 1910000.00000000 PA USD 1624341.11000000 0.360781769863 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 815000.00000000 PA USD 788425.87000000 0.175116962215 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N STAR PARENT, INC. 254900GRGCJYRMDRWT73 87169DAB1 664542.84000000 PA USD 655956.95000000 0.145694342104 Long LON CORP US N 2 2030-09-27 Variable 9.34800000 N N N N N N GTCR W MERGER SUB LLC N/A 92943EAB2 349000.00000000 PA USD 350308.75000000 0.077806939715 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N GLS Auto Receivables Trust N/A 36261AAG0 1975000.00000000 PA USD 1918560.82000000 0.426130794799 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.68000000 N N N N N N Carval CLO LTD N/A 146865AG5 305000.00000000 PA USD 300191.52000000 0.066675421324 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 8.54500000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 445000.00000000 PA USD 446392.85000000 0.099148141659 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 410000.00000000 PA USD 370059.24000000 0.082193713339 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 904244.25000000 PA USD 863611.31000000 0.191816370944 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 510305.94000000 PA USD 430756.39000000 0.095675133632 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 580000.00000000 PA USD 612137.80000000 0.135961687803 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 705000.00000000 PA USD 789318.00000000 0.175315112861 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 940000.00000000 PA USD 949593.24000000 0.210913783852 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 295000.00000000 PA USD 276237.50000000 0.061355003292 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 577090.66000000 PA USD 542891.40000000 0.120581396930 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 170000.00000000 PA USD 115104.94000000 0.025565913290 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 355000.00000000 PA USD 376212.69000000 0.083560453717 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AF9 985000.00000000 PA USD 1022827.25000000 0.227179761225 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.84000000 N N N N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 77342JAA1 838642.97000000 PA USD 838671.48000000 0.186276995038 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 6.72900000 N N N N N N GTCR W-2 MERGER SUB LLC 254900HJTH4LRJB6QF88 36268NAA8 400000.00000000 PA USD 422688.92000000 0.093883271020 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 605000.00000000 PA USD 542757.36000000 0.120551625358 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.16000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 1040000.00000000 PA USD 913972.80000000 0.203002141828 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 2120000.00000000 PA USD 1878998.40000000 0.417343601136 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 465000.00000000 PA USD 450352.50000000 0.100027617975 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N CarMax Auto Owner Trust N/A 14318XAG0 200000.00000000 PA USD 205678.98000000 0.045683277958 Long ABS-O CORP US N 2 2030-04-15 Fixed 7.16000000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 115000.00000000 PA USD 117241.12000000 0.026040379396 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 205000.00000000 PA USD 9378.75000000 0.002083110501 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 854.00000000 NS USD 93103.08000000 0.020679088755 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 1125000.00000000 PA USD 874581.19000000 0.194252886708 Long DBT CORP GB N 2 2028-03-15 Fixed 4.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 410000.00000000 PA USD 350575.84000000 0.077866262971 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 245000.00000000 PA USD 257249.19000000 0.057137517170 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 915000.00000000 PA USD 963296.45000000 0.213957398476 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 715000.00000000 PA USD 737149.99000000 0.163728096524 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 272929.23000000 PA USD 269890.44000000 0.059945260273 Long ABS-O CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 155000.00000000 PA USD 140140.50000000 0.031126551749 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 355000.00000000 PA USD 363781.33000000 0.080799329200 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N COMM Mortgage Trust N/A 126192AF0 125729.33000000 PA USD 112653.48000000 0.025021420467 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.93400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 230000.00000000 PA USD 206208.94000000 0.045800987167 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 540000.00000000 PA USD 475200.00000000 0.105546486500 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 717.00000000 NS USD 121961.70000000 0.027088865577 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2965000.00000000 PA USD 2811714.60000000 0.624508832223 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N LAD Auto Receivables Trust N/A 50571AAG6 75000.00000000 PA USD 76617.22000000 0.017017420825 Long ABS-O CORP US N 2 2031-04-15 Fixed 7.37000000 N N N N N N Aimco N/A 00140LAG9 605000.00000000 PA USD 604361.79000000 0.134234561257 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.57300000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 695000.00000000 PA USD 663757.22000000 0.147426857029 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 200000.00000000 PA USD 206623.80000000 0.045893131560 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 138910.00000000 NS USD 451457.50000000 0.100273049093 Long EC CORP US N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 40000.00000000 PA USD 35928.96000000 0.007980167280 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 150000.00000000 PA USD 124191.69000000 0.027584167786 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 490000.00000000 PA USD 421829.24000000 0.093692327830 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N Firstkey Homes Trust N/A 33767PAG3 300000.00000000 PA USD 277630.68000000 0.061664441958 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.50000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 235000.00000000 PA USD 199891.00000000 0.044397711980 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N GLS Auto Receivables Trust N/A 36261XAG0 725000.00000000 PA USD 685812.52000000 0.152325551102 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.42000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 1175371.17000000 PA USD 1142388.37000000 0.253735434917 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REK6 145000.00000000 PA USD 129632.28000000 0.028792575107 Long ABS-O CORP US N 2 2027-08-20 Fixed 2.13000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 2290000.00000000 PA USD 1915164.58000000 0.425376457258 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 1320000.00000000 PA USD 1372004.13000000 0.304735301737 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 2342.00000000 NS USD 120168.02000000 0.026690472013 Long EC CORP US N 1 N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12551RAG3 503000.00000000 PA USD 500117.81000000 0.111080971552 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 8.30700000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 1146000.00000000 PA USD 1255443.08000000 0.278845972423 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 225000.00000000 PA USD 192544.97000000 0.042766088124 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 520000.00000000 PA 649456.08000000 0.144250436406 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 536136.65000000 PA USD 517589.91000000 0.114961692863 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 1080000.00000000 PA USD 1126200.22000000 0.250139891239 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 265000.00000000 PA USD 267135.03000000 0.059333257234 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N Progress Residential Trust N/A 74333EAE2 125000.00000000 PA USD 112641.51000000 0.025018761815 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 105000.00000000 PA USD 104981.10000000 0.023317311140 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 320000.00000000 PA USD 338280.60000000 0.075135372014 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 925000.00000000 PA USD 789131.59000000 0.175273709408 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 595000.00000000 PA USD 594785.80000000 0.132107641857 Long LON CORP CA N 2 2030-09-20 Variable 7.60600000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 1228.00000000 NS USD 79537.56000000 0.017666056403 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796Y45 10520000.00000000 PA USD 10259141.98000000 2.278654020412 Long STIV UST US N 2 2024-07-05 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -750.00000000 NC USD -2141040.62000000 -0.47554569633 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 -86370678.13000000 USD -2141040.62000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 336.00000000 NC USD 2184205.11000000 0.485132944354 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 39794794.89000000 USD 2184205.11000000 N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 4016.00000000 0.000891992192 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 286516.35000000 PA USD 267342.68000000 0.059379378294 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 1010000.00000000 PA USD 914753.77000000 0.203175602770 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 160000.00000000 PA USD 131746.14000000 0.029262083726 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 125000.00000000 PA USD 127507.35000000 0.028320607734 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.34000000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 545000.00000000 PA USD 558581.95000000 0.124066418866 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.14000000 N N N N N N 2024-01-30 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX