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 2024-06-30 N 441193463.62 13617474.40 427575989.22 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 692579.68000000 PA USD 615385.58000000 0.143924260368 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AW2 995000.00000000 PA USD 1002669.46000000 0.234500880610 Long ABS-O CORP IE N 2 2027-11-15 Floating 6.73700000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 685000.00000000 PA USD 638727.57000000 0.149383404611 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 1420506.57000000 0.332223185074 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91824PAA5 860000.00000000 PA USD 833692.60000000 0.194981154465 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N CarMax Auto Owner Trust N/A 14317CAG7 100000.00000000 PA USD 94072.30000000 0.022001305585 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 400000.00000000 PA USD 338960.00000000 0.079274797590 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 23935000.00000000 PA 2200553.91000000 0.514657970859 Long DBT NUSS NO N 2 2025-03-13 Fixed 1.75000000 N N N N N N Progress Residential Trust N/A 74333VAJ3 240000.00000000 PA USD 223188.89000000 0.052198649041 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 770000.00000000 PA USD 765357.22000000 0.178999111104 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 1025000.00000000 PA USD 1060075.50000000 0.247926807567 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N Nelnet Student Loan Trust N/A 64034QAC2 230000.00000000 PA USD 190443.93000000 0.044540370554 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N Focus Brands Funding LLC N/A 34417RAC0 248750.00000000 PA USD 263279.11000000 0.061574811644 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 311142.19000000 PA USD 313965.81000000 0.073429242500 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.19700000 N N N N N N Navient Student Loan Trust N/A 63942TAC9 265000.00000000 PA USD 276439.26000000 0.064652662209 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 250181.00000000 0.058511470781 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.83600000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 100000.00000000 PA USD 94765.31000000 0.022163384378 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 75915.32000000 0.017754813627 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 1040000.00000000 PA USD 945777.25000000 0.221195126444 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 225000.00000000 PA USD 12937.50000000 0.003025777949 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N Progress Residential Trust N/A 74333PAL1 100000.00000000 PA USD 84690.97000000 0.019807232430 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 203217.00000000 0.047527692181 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 56400.00000000 PA USD 53960.02000000 0.012619983666 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 97156.50000000 0.022722627661 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N SCF Equipment Trust Llc N/A 783896AE3 100000.00000000 PA USD 101064.40000000 0.023636593856 Long ABS-O CORP US N 2 2032-09-20 Fixed 5.82000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 1005000.00000000 PA USD 961282.50000000 0.224821440921 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 210000.00000000 PA USD 224025.90000000 0.052394406058 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 100000.00000000 PA USD 79035.60000000 0.018484573968 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 850000.00000000 PA USD 589220.00000000 0.137804744619 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 1050000.00000000 PA USD 1041406.45000000 0.243560554440 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N GTCR W MERGER SUB LLC 254900S8RE1OL7TTCU64 000000000 349000.00000000 PA USD 348951.14000000 0.081611491009 Long LON CORP US N 2 2031-01-31 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 589.00000000 NC USD 908057.77000000 0.212373424348 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU4 Comdty 2024-09-19 68778004.73000000 USD 908057.77000000 N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 625000.00000000 PA USD 552833.14000000 0.129294711101 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 177631.48000000 0.041543838868 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 162431.84000000 0.037988999404 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 1000000.00000000 PA USD 1049830.00000000 0.245530625308 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Cedar Fair LP 549300TUVLNQQ6BVKH61 15018LAN1 240000.00000000 PA USD 239251.20000000 0.055955246794 Long LON CORP US N 2 2031-05-01 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 150000.00000000 PA USD 132646.08000000 0.031022808423 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1705000.00000000 PA USD 1683250.51000000 0.393672833002 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 40084.54000000 PA USD 38165.95000000 0.008926120961 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 309299.10000000 0.072337808435 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11400000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 3385000.00000000 PA USD 2569410.08000000 0.600924781741 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 385000.00000000 PA USD 323531.63000000 0.075666463542 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 340351.09000000 0.079600140929 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 443780.50000000 0.103789855180 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DV7 1080000.00000000 PA USD 935663.12000000 0.218829668547 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 630000.00000000 PA USD 610621.07000000 0.142809953176 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 1385000.00000000 PA USD 1268414.33000000 0.296652375713 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Bank N/A 06540CCL9 710000.00000000 PA USD 577503.99000000 0.135064644545 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 106558.16000000 0.024921455527 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 571887.23000000 0.133751016057 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 239578.41000000 0.056031773542 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DL6 230000.00000000 PA USD 235496.91000000 0.055077206376 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAJ4 468825.00000000 PA USD 469120.36000000 0.109716254379 Long LON CORP US N 2 2031-01-25 Floating 7.35000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 2625000.00000000 PA USD 1555162.43000000 0.363716033923 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 41762.50000000 0.009767269690 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 6116.00000000 0.001430389019 Long DBT CORP KY N 2 2025-07-23 None 0.00000000 Y N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 10000.00000000 PA USD 9951.51000000 0.002327424890 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 732720.64000000 0.171366180158 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N SCF Equipment Trust Llc N/A 783896AF0 100000.00000000 PA USD 100540.10000000 0.023513972377 Long ABS-O CORP US N 2 2033-06-21 Fixed 6.58000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CAE4 28212.42000000 PA USD 27975.92000000 0.006542911834 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 910104.12000000 0.212852017640 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 556500.00000000 0.130152303691 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 622922.83000000 PA USD 619014.18000000 0.144772904841 Long ABS-O CORP US N 2 2053-01-15 Floating 6.17300000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 375000.00000000 PA USD 274462.65000000 0.064190379469 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 700060.68000000 0.163727781178 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 37741.25000000 0.008826793587 Long EC CORP US N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 575000.00000000 PA USD 605143.80000000 0.141528948130 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 9305000.00000000 PA USD 5401261.72000000 1.263228491818 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 255000.00000000 PA USD 253230.55000000 0.059224689034 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 1005291.03000000 PA USD 1061857.75000000 0.248343634060 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 14844364.92000000 PA USD 14844364.92000000 3.471748950889 Long RA CORP US N 2 Repurchase N 3.50000000 2024-07-01 16264000.00000000 USD 15141252.22000000 USD UST N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 324700.00000000 PA USD 297698.60000000 0.069624723442 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 1630000.00000000 PA USD 1350776.19000000 0.315914883916 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 323653.99000000 PA USD 320146.91000000 0.074874856884 Long ABS-O CORP US N 2 2051-02-27 Variable 5.24000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 435000.00000000 PA USD 461003.00000000 0.107817794175 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 215000.00000000 PA USD 206507.50000000 0.048297262991 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 705000.00000000 PA 753223.13000000 0.176161231919 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.37500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAE2 160000.00000000 PA USD 160426.00000000 0.037519880452 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAG9 485000.00000000 PA USD 485000.00000000 0.113430129901 Long LON CORP US N 2 2028-02-11 Floating 7.34400000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 2510000.00000000 PA USD 2146154.17000000 0.501935146993 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N LAD Auto Receivables Trust N/A 501689AF0 100000.00000000 PA USD 99389.40000000 0.023244850624 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.64000000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAE4 345000.00000000 PA USD 293702.67000000 0.068690169093 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 1091555.00000000 0.255289124628 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 274094.98000000 0.064104390075 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1055000.00000000 PA USD 1055194.12000000 0.246785167222 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAJ9 100000.00000000 PA USD 103146.04000000 0.024123440651 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 3136.26000000 0.000733497689 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 715000.00000000 PA USD 675279.50000000 0.157932044133 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 34248.00000000 0.008009804306 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 740000.00000000 PA USD 655640.00000000 0.153338825502 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 1040000.00000000 PA USD 1087765.43000000 0.254402833045 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 655362.68000000 0.153273966855 Long DBT CORP IE N 2 2028-05-03 Fixed 5.45000000 N N N N N N SMB Private Education Loan Trust 5493000RGRVHYZAIY180 831943AC9 169000.00000000 PA USD 169836.38000000 0.039720747722 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.88000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 645000.00000000 PA USD 691452.90000000 0.161714623232 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 594453.68000000 0.139028779675 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 304335.36000000 0.071176906017 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 197547.00000000 PA USD 20926.15000000 0.004894135902 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N Y N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 545705.01000000 PA USD 542584.72000000 0.126897845922 Long ABS-O CORP US N 2 2051-04-25 Variable 5.24000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAE3 97750.00000000 PA USD 86402.01000000 0.020207404573 Long ABS-O CORP US N 2 2051-12-05 Fixed 4.00800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 920000.00000000 PA USD 745573.23000000 0.174372099649 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 155074.77000000 0.036268353207 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 514020.11000000 0.120217253297 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 221008.27000000 0.051688653145 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 402246.28000000 0.094075974830 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 98943.62000000 0.023140593133 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N Affirm Inc N/A 00834BAB3 335000.00000000 PA USD 334362.83000000 0.078199627301 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.93000000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 6715.00000000 NS USD 552845.95000000 0.129297707059 Long EC CORP US N 1 N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 1630000.00000000 PA USD 81500.00000000 0.019060939354 Long DBT CORP US N 2 2033-01-15 Fixed 16.85000000 N Y N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 555000.00000000 PA USD 555288.60000000 0.129868985630 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 8.48800000 N N N N N N Aqua Finance Trust N/A 038370AC6 128036.08000000 PA USD 118368.66000000 0.027683654598 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N Signal Peak CLO, LLC N/A 82666TAC3 470000.00000000 PA USD 470637.32000000 0.110071035761 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.73900000 N N N N N N Sierra Receivables Funding Co LLC N/A 826944AC4 211800.06000000 PA USD 213597.18000000 0.049955372936 Long ABS-O CORP US N 2 2040-09-20 Fixed 7.12000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 510000.00000000 PA USD 527266.05000000 0.123315168132 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N Legacy Mortgage Asset Trust N/A 52474HAB6 1215000.00000000 PA USD 1084913.35000000 0.253735798396 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.25000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90351JAH7 479859.54000000 PA USD 481769.38000000 0.112674563620 Long LON CORP US N 2 2030-03-03 Floating 8.08900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 1190000.00000000 PA USD 1218129.70000000 0.284891979603 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 1569669.96000000 0.367109005083 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 797639.68000000 PA USD 724847.08000000 0.169524739058 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AP6 1615000.00000000 PA USD 1629863.85000000 0.381186944798 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 770000.00000000 PA USD 761239.71000000 0.178036122044 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 91652.00000000 PA USD 83403.32000000 0.019506081282 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 520849.84000000 0.121814567031 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N Hin Timeshare Trust N/A 40472QAA5 84345.42000000 PA USD 84182.97000000 0.019688423139 Long ABS-O CORP US N 2 2043-03-15 Fixed 5.49000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 1430000.00000000 PA USD 1506452.73000000 0.352323977019 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 245000.00000000 PA USD 244929.59000000 0.057283289093 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 1230000.00000000 PA USD 1264517.02000000 0.295740886270 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCE3 605000.00000000 PA USD 597987.23000000 0.139855194182 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CH8 735000.00000000 PA USD 508987.50000000 0.119040243800 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 84795.89000000 PA USD 69277.65000000 0.016202418224 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 183463.50000000 0.042907811623 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 1878879.31000000 0.439425823098 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N GCAT N/A 36167CAA4 226803.12000000 PA USD 214347.86000000 0.050130939389 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 1454826.36000000 0.340249779379 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 1320000.00000000 PA USD 1348453.26000000 0.315371605047 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N HILTON GRND VACATNS BORRWR LLC 254900HF0EZ734FDVY79 000000000 1758270.53000000 PA USD 1756951.83000000 0.410909843933 Long LON CORP US N 2 2031-01-17 None 0.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 395000.00000000 PA USD 390188.82000000 0.091256017605 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 4500000.00000000 PA USD 3967473.15000000 0.927898958320 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 35834.54000000 PA USD 35750.55000000 0.008361215526 Long ABS-O CORP US N 2 2033-03-14 Fixed 3.57000000 N N N N N N PRP Advisors, LLC N/A 74448BAA8 445821.19000000 PA USD 446848.81000000 0.104507460958 Long ABS-MBS CORP US N 2 2029-03-25 Variable 7.02600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 230000.00000000 PA USD 202754.89000000 0.047419615486 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 576494.78000000 PA USD 530946.45000000 0.124175927410 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.68600000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MBA5 385000.00000000 PA USD 389021.71000000 0.090983057937 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.59000000 N N N N N N Ford Credit Auto Lease Trust N/A 34529NAH3 200000.00000000 PA USD 203941.40000000 0.047697112359 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAD0 135000.00000000 PA USD 138822.39000000 0.032467302538 Long DBT CORP GB N 2 2031-03-26 Fixed 6.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 1205000.00000000 PA USD 1200470.14000000 0.280761822521 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 1686378.04000000 0.394404288949 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 291000.00000000 PA USD 249956.60000000 0.058458988881 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 195858.58000000 0.045806730250 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 292023.16000000 0.068297371078 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 250000.00000000 PA USD 250061.25000000 0.058483464063 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 5737.41000000 PA USD 5713.90000000 0.001336347256 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAC0 215000.00000000 PA USD 216720.00000000 0.050685727324 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 730000.00000000 PA USD 668051.40000000 0.156241560995 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N RCO Mortgage LLC N/A 754921AA2 294045.89000000 PA USD 292479.51000000 0.068404100645 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.02100000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1030000.00000000 PA USD 878068.74000000 0.205359693279 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 127042.81000000 0.029712334930 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 600000.00000000 PA USD 51018.00000000 0.011931914159 Long DBT CORP KY N 2 2031-01-12 None 0.00000000 Y N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 86340.03000000 PA USD 81045.31000000 0.018954598023 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 630823.88000000 0.147534916811 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 33276.00000000 0.007782476294 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 295787.87000000 0.069177848489 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 349764.96000000 0.081801824428 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 2587989.85000000 0.605270154369 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 459528.30000000 0.107472896417 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 1030330.27000000 0.240970095603 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 3280000.00000000 PA USD 2774098.05000000 0.648796499321 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 384262.84000000 0.089870069809 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 122085.30000000 0.028552889563 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AZ5 200000.00000000 PA USD 201338.80000000 0.047088425233 Long ABS-O CORP IE N 2 2027-11-15 Fixed 7.29000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 1510000.00000000 PA USD 1486256.01000000 0.347600437693 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 22680.00000000 0.005304320301 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N American Credit Acceptance Receivables Trust N/A 025286AD7 521423.72000000 PA USD 511480.22000000 0.119623232570 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 250076.93000000 0.058487131247 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N Verde CLO Ltd 254900DT3DF8KM5RRZ79 92338BAN5 410000.00000000 PA USD 410692.90000000 0.096051441230 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.69000000 N N N N N N Firstkey Homes Trust N/A 33767TAL4 205000.00000000 PA USD 186624.56000000 0.043647109450 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 485000.00000000 PA USD 478758.05000000 0.111970284129 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAL4 325000.00000000 PA USD 386425.00000000 0.090375748344 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies, Inc. USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 3385000.00000000 PA USD 3225193.13000000 0.754297063285 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 5141.00000000 NS USD 243374.94000000 0.056919692905 Long EP CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22535GAC6 335000.00000000 PA USD 330085.08000000 0.077199161861 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 793023.21000000 0.185469537577 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 184362.86000000 0.043118150842 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 740000.00000000 PA USD 753870.47000000 0.176312629569 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 190980.00000000 0.044665744759 Long DBT CORP US N 2 2067-01-15 Variable 7.34000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 935000.00000000 PA USD 902677.80000000 0.211115175491 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 1046041.20000000 0.244644513811 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 15000.00000000 PA USD 15356.25000000 0.003591466870 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 741041.20000000 0.173312164079 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 395798.40000000 0.092567966859 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 252263.65000000 0.058998553791 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 1845000.00000000 PA USD 1585254.22000000 0.370753798147 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 571211.46000000 0.133592969296 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 45951.38000000 PA USD 45556.69000000 0.010654641782 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 19358.75000000 0.004527557788 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 254837.58000000 0.059600535676 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAL4 655000.00000000 PA USD 656822.02000000 0.153615272269 Long DBT CORP US N 2 2034-04-12 Fixed 6.10000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 735000.00000000 PA USD 662515.54000000 0.154946853121 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 98653.00000000 PA USD 11412.18000000 0.002669041360 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 335000.00000000 PA USD 345542.45000000 0.080814278329 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 810000.00000000 PA USD 844147.70000000 0.197426357251 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAY1 340000.00000000 PA USD 345611.36000000 0.080830394763 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 9.12700000 N N N N N N New York Mortgage Trust N/A 67118PAA0 289560.43000000 PA USD 266691.24000000 0.062372828859 Long ABS-MBS CORP US N 2 2068-02-25 Variable 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 762000.00000000 PA USD 607365.70000000 0.142048598450 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1235000.00000000 PA USD 1168094.12000000 0.273189830451 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AZ5 2245000.00000000 PA USD 2173204.90000000 0.508261678576 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 2135000.00000000 PA USD 1993848.32000000 0.466314379260 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 938330.12000000 0.219453417323 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 34773.55000000 PA USD 33985.10000000 0.007948318160 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 225093.37000000 0.052644062266 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 442535.73000000 0.103498732659 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 1149687.50000000 PA USD 1030492.50000000 0.241008037397 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 100000.00000000 PA USD 99905.20000000 0.023365484152 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 170000.00000000 PA USD 158108.18000000 0.036977796692 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 400400.35000000 0.093644255078 Long ABS-O CORP US N 2 2051-07-17 Fixed 2.65000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 195000.00000000 PA USD 192193.61000000 0.044949579687 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 190000.00000000 PA USD 4750.00000000 0.001110913643 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 94509.00000000 0.022103439478 Long ABS-O CORP US N 2 2040-10-17 Fixed 4.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 1185000.00000000 PA USD 1248304.87000000 0.291949244455 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 1085463.29000000 0.253864416470 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 100000.00000000 PA USD 97856.59000000 0.022886362299 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 986987.69000000 0.230833282243 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 362433.69000000 0.084764743376 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.64000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 575000.00000000 PA USD 581507.85000000 0.136001053534 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 85011.00000000 NS USD 883264.29000000 0.206574810622 Long EC CORP US N 1 N N N SMB Private Education Loan Trust 54930027GONY06ZX8P67 78449KAB6 54270.43000000 PA USD 53468.84000000 0.012505108179 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 34256100.00000000 PA 1610907.38000000 0.376753470871 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 282851.81000000 0.066152407322 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 726000.00000000 PA USD 764491.07000000 0.178796538925 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 775000.00000000 PA USD 1264025.00000000 0.295625814327 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N Westlake Automobile Receivables Trust N/A 96042YAG8 100000.00000000 PA USD 99874.40000000 0.023358280754 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N Aimco 549300MMTPNJGGRMPB33 00900CAS3 1005000.00000000 PA USD 1008731.57000000 0.235918666022 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.73600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 4300000.00000000 PA USD 4308734.38000000 1.007711959658 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N Helios Issuer, LLC N/A 86745CAA0 528632.40000000 PA USD 509205.69000000 0.119091273326 Long ABS-O CORP US N 2 2051-02-20 Fixed 5.30000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 100000.00000000 PA USD 95425.33000000 0.022317747583 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 30639.15000000 0.007165778896 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 20908.70000000 0.004890054756 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 434000.00000000 PA USD 336741.44000000 0.078755928417 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N MED Trust N/A 58403YAK2 149283.55000000 PA USD 149050.40000000 0.034859394296 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.89300000 N N N N N N DISH DBS CORP N/A 25470XBD6 1020000.00000000 PA USD 403930.71000000 0.094469923518 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 165000.00000000 PA USD 167241.36000000 0.039113833380 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 1600000.00000000 PA USD 1060732.30000000 0.248080417690 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 896000.00000000 PA USD 826080.39000000 0.193200837003 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 985000.00000000 PA USD 934980.32000000 0.218669977634 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 297038.00000000 PA USD 25990.83000000 0.006078645820 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N Y N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 95000.00000000 PA USD 109631.69000000 0.025640282140 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 172312.88000000 0.040299943014 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 388353.83000000 0.090826856463 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 533994.64000000 0.124888827591 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 775000.00000000 PA USD 618687.46000000 0.144696492693 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N BPR Trust N/A 055980AA4 570000.00000000 PA USD 570502.17000000 0.133427082994 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.56100000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 620000.00000000 PA USD 612512.20000000 0.143252244149 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N PRP Advisors, LLC N/A 69357PAA6 418758.96000000 PA USD 413528.41000000 0.096714600544 Long ABS-O CORP US N 2 2026-04-25 Variable 4.86700000 N N N N N N DISH DBS Corp N/A 25470XAY1 270000.00000000 PA USD 167606.71000000 0.039199280180 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 220000.00000000 PA USD 221007.16000000 0.051688393542 Long ABS-O CORP US N 2 2034-10-16 Fixed 6.70000000 N N N N N N TIF Funding II LLC N/A 872480AE8 553375.01000000 PA USD 480658.93000000 0.112414855398 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 2905000.00000000 PA USD 2446269.24000000 0.572125026118 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N EverBright Solar Trust N/A 29977FAA2 316444.30000000 PA USD 313589.34000000 0.073341194993 Long ABS-O CORP US N 2 2054-06-22 Fixed 6.43000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 1420000.00000000 PA USD 1421668.50000000 0.332494933261 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 31600000.00000000 PA 1462783.65000000 0.342110802963 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 139703.00000000 PA USD 11619.10000000 0.002717435097 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N Y N N N EXPEDIA GROUP INC N/A 30212PBH7 700000.00000000 PA USD 605178.55000000 0.141537075340 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 1060000.00000000 PA USD 760916.51000000 0.177960533141 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1160000.00000000 PA USD 1117843.16000000 0.261437308965 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 80000.00000000 PA USD 80847.84000000 0.018908414419 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 500000.00000000 PA USD 517931.95000000 0.121132140966 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 1947156.66000000 0.455394294602 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.48600000 N N N N N N Helios Issuer, LLC N/A 86744WAC3 590553.57000000 PA USD 466159.07000000 0.109023678071 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 109260.10000000 0.025553375950 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 453993.97000000 0.106178546374 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 129044.14000000 0.030180399099 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 240000.00000000 PA USD 226680.00000000 0.053015137826 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 208094.26000000 PA USD 164612.96000000 0.038499112239 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 3165000.00000000 PA USD 3296917.58000000 0.771071730668 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 136178.74000000 0.031849014779 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 1308307.74000000 0.305982509070 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 102510.60000000 0.023974826132 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N CAL Funding IV Ltd N/A 12807CAA1 636968.75000000 PA USD 579294.22000000 0.135483337372 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 119590.22000000 0.027969348844 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAJ0 515000.00000000 PA USD 492267.71000000 0.115129876889 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAM8 1185000.00000000 PA USD 1188128.48000000 0.277875397579 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N DT Auto Owner Trust N/A 23345WAD7 385000.00000000 PA USD 392266.11000000 0.091741847037 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 198360.69000000 0.046391915121 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 169113.76000000 0.039551743845 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAL7 100000.00000000 PA USD 103081.00000000 0.024108229320 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.29000000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 620000.00000000 PA USD 608499.37000000 0.142313737286 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N LIGHT AND WONDER INTRNTNL INC RLTHESQ0RNFQJWPBJN60 000000000 49875.00000000 PA USD 49839.59000000 0.011656311686 Long LON CORP US N 2 2029-04-14 None 0.00000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 395000.00000000 PA USD 347842.85000000 0.081352287960 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAB8 195000.00000000 PA USD 196115.99000000 0.045866932415 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.49000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 705000.00000000 PA USD 657384.79000000 0.153746890979 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 15504.33000000 0.003626099311 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1063000.00000000 EUR 1158170.39000000 USD 2024-09-18 15504.33000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 140000.00000000 PA USD 135491.57000000 0.031688301826 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 3484.00000000 NS USD 228585.24000000 0.053460728797 Long EP CORP US N 1 N N N VStrong Auto Receivables Trust N/A 92891PAG8 100000.00000000 PA USD 100782.50000000 0.023570664055 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.77000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862GAB0 400000.00000000 PA USD 412273.20000000 0.096421036352 Long ABS-O CORP US N 2 2036-12-17 Fixed 7.45000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 597187.63000000 PA USD 597934.11000000 0.139842770659 Long LON CORP PA N 2 2028-10-18 Floating 8.09400000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 275000.00000000 PA USD 226576.30000000 0.052990884828 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 8484.00000000 0.001984208705 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 68015.93000000 PA USD 67847.47000000 0.015867932650 Long ABS-O CORP US N 2 2036-05-20 Fixed 3.12000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 1220000.00000000 PA USD 1230501.76000000 0.287785514393 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N Sixth Street CLO LTD. N/A 83012HAG9 575000.00000000 PA USD 576450.73000000 0.134818311723 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.48600000 N N N N N N Toorak Mortgage Corp. N/A 89054YAA1 130000.00000000 PA USD 129878.45000000 0.030375524649 Long ABS-MBS CORP US N 2 2039-02-25 Variable 6.59700000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 99750.00000000 PA USD 99949.50000000 0.023375844883 Long LON CORP US N 2 2031-02-28 Floating 7.84300000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAC8 200000.00000000 PA USD 204313.77000000 0.047784200972 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 79929.63000000 PA USD 76896.83000000 0.017984365806 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 152022.36000000 0.035554466067 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 100000.00000000 PA USD 100730.00000000 0.023558385536 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 1195000.00000000 PA USD 1184680.88000000 0.277069084763 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N BB-UBS Trust N/A 05490AAA1 140600.29000000 PA USD 130336.36000000 0.030482619063 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 1320000.00000000 PA USD 1306788.85000000 0.305627276307 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N 510 Assets Backed Trust N/A 33835CAA3 548191.83000000 PA USD 539999.98000000 0.126293335831 Long ABS-O CORP US N 2 2061-06-25 Variable 5.24000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 610000.00000000 PA 722690.76000000 0.169020426361 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 1747174.72000000 0.408623207113 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 1070000.00000000 PA USD 864053.78000000 0.202081922695 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 43115.19000000 0.010083632169 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 191981.64000000 0.044900004874 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 177052.02000000 0.041408316758 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N HILTON DOMESTIC OPRTING CO INC 5493003EG7H0N1E4XV50 000000000 368108.52000000 PA USD 368362.51000000 0.086151355381 Long LON CORP US N 2 2030-11-08 None 0.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 213000.00000000 PA USD 226611.68000000 0.052999159380 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AU3 395000.00000000 PA USD 392182.43000000 0.091722276247 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 1458000.00000000 PA USD 1462242.78000000 0.341984306150 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 1355000.00000000 PA USD 1268870.90000000 0.296759156732 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N DT Auto Owner Trust N/A 23344QAD1 1380000.00000000 PA USD 1308331.08000000 0.305987967749 Long ABS-O CORP US N 2 2027-05-17 Fixed 1.31000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 34042000000.00000000 PA 2071375.14000000 0.484446084958 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 150000.00000000 PA USD 287625.00000000 0.067268744562 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAH4 40000.00000000 PA USD 39964.40000000 0.009346736254 Long LON CORP US N 2 2028-08-02 None 0.00000000 N N N N N N TRUIST INSURANCE HOLDINGS LLC N/A 89788VAB8 590000.00000000 PA USD 590525.10000000 0.138109976913 Long LON CORP US N 2 2031-05-06 Floating 8.58500000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 215000.00000000 PA USD 224321.26000000 0.052463483838 Long ABS-O CORP US N 2 2028-10-16 Fixed 8.71000000 N N N N N N TIF Funding III LLC N/A 88655AAA8 372875.00000000 PA USD 370930.23000000 0.086751884893 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 315000.00000000 PA USD 319431.74000000 0.074707595387 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 111280.06000000 0.026025797239 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 1745000.00000000 PA USD 1745577.80000000 0.408249724963 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 413235.02000000 PA USD 375322.28000000 0.087779082423 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BQ2 200000.00000000 PA USD 196577.34000000 0.045974831364 Long DBT CORP US N 2 2034-08-15 Fixed 5.37500000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 458436.22000000 PA USD 458150.34000000 0.107150623877 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.69300000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 375000.00000000 PA USD 336415.99000000 0.078679813292 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 84014.40000000 0.019648998568 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 67995.89000000 PA USD 63927.90000000 0.014951237116 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.91800000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 1755000.00000000 PA USD 1758313.33000000 0.411228266864 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 2070000.00000000 PA USD 2082435.05000000 0.487032738624 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Oaktree CLO Ltd N/A 67401UAU1 1930000.00000000 PA USD 1932119.14000000 0.451877371207 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 8.29000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 645000.00000000 PA USD 653993.88000000 0.152953836625 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 1115000.00000000 PA USD 1487229.37000000 0.347828083778 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 330000.00000000 PA USD 350204.91000000 0.081904718419 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 1254000.00000000 PA USD 1097532.70000000 0.256687168519 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 255000.00000000 PA USD 254308.62000000 0.059476824333 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 277280.85000000 0.064849490380 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 304468.30000000 0.071207997566 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 1100000.00000000 PA USD 1095987.97000000 0.256325892386 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N Madison Park XLIV N/A 04965FAL5 255000.00000000 PA USD 255233.02000000 0.059693019822 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.58800000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 290250.00000000 PA USD 279640.14000000 0.065401273001 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 1445217.42000000 0.338002473580 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 685000.00000000 PA USD 693583.05000000 0.162212815379 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 825956.25000000 PA USD 817203.10000000 0.191124646987 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 6500.00000000 0.001520197617 Long DBT CORP KY N 2 2025-01-15 None 0.00000000 Y N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DK8 255000.00000000 PA USD 259604.49000000 0.060715404172 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 293419.71000000 PA USD 287869.38000000 0.067325899315 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 2255000.00000000 PA USD 1575014.90000000 0.368359061245 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 580000.00000000 PA USD 580351.48000000 0.135730605700 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 13215000.00000000 PA USD 10989098.44000000 2.570092502164 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 191752.48000000 PA USD 194613.60000000 0.045515558615 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.33500000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAC6 100000.00000000 PA USD 100608.30000000 0.023529922759 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.86000000 N N N N N N Foundation Finance Trust N/A 35042RAB2 115000.00000000 PA USD 117249.86000000 0.027421993506 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 80715.56000000 0.018877477228 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 319102.72000000 0.074630645322 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 880000.00000000 PA USD 894684.70000000 0.209245776787 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 2545757.29000000 0.595392948664 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 OneMain Financial Issuance Trust N/A 68267HAD9 380000.00000000 PA USD 363996.49000000 0.085130245658 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 260000.00000000 PA USD 261613.51000000 0.061185266852 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 73097.86000000 0.017095875784 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 1295000.00000000 PA USD 1239000.83000000 0.289773247618 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 601794.10000000 0.140745531828 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 98534.00000000 PA USD 12751.28000000 0.002982225457 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 265000.00000000 PA USD 221705.73000000 0.051851772688 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 1413350.98000000 0.330549660325 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 290000.00000000 PA USD 286977.16000000 0.067117229974 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 335000.00000000 PA USD 337510.49000000 0.078935791183 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 1212276.62000000 0.283523081408 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 5000.00000000 0.001169382782 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 256.00000000 NS USD 306216.96000000 0.071616968146 Long EP CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 290000.00000000 PA USD 246369.50000000 0.057620050286 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N Madison Park XLIV N/A 55820LAS4 255000.00000000 PA USD 255000.00000000 0.059638521906 Long ABS-CBDO CORP KY N 2 2037-07-16 Floating 7.78800000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 200000.00000000 PA USD 13428.00000000 0.003140494400 Long DBT CORP VG N 2 2029-08-05 None 0.00000000 Y N N N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 696928AC4 625000.00000000 PA USD 631727.50000000 0.147746252345 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.47500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 360000.00000000 PA USD 433892.56000000 0.101477297822 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 1770000.00000000 PA USD 1452605.02000000 0.339730260029 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 1144940.55000000 0.267774753228 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98310CAF9 2000000.00000000 PA USD 2000280.00000000 0.467818598431 Long LON CORP US N 2 2030-05-24 None 0.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 150000.00000000 PA USD 155488.20000000 0.036365044792 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 1004137.67000000 0.234844260509 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAH2 250000.00000000 PA USD 247953.82000000 0.057990585592 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N Carlyle Global Market Strategies N/A 14315RAJ0 370000.00000000 PA USD 371038.59000000 0.086777227757 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.48600000 N N N N N N NATIONSTAR MTG HLD INC 549300DQF6YN0E43PM71 43734LAA4 445000.00000000 PA USD 435549.58000000 0.101864835954 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 58560.48000000 PA USD 53921.63000000 0.012611005145 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 349684.17000000 0.081782929541 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAX4 319199.97000000 PA USD 319758.57000000 0.074784033262 Long LON CORP US N 2 2030-06-20 Floating 8.57500000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 800000.00000000 PA USD 689200.00000000 0.161187722738 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 47300.52000000 PA USD 44452.66000000 0.010396435047 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 395000.00000000 PA USD 340748.88000000 0.079693174684 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N BPR Trust N/A 05592CAQ9 740000.00000000 PA USD 702949.68000000 0.164403450549 Long ABS-MBS CORP US N 2 2038-12-15 Floating 12.19900000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 100000.00000000 PA USD 102421.87000000 0.023954074265 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 400000.00000000 PA USD 26640.00000000 0.006230471465 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 Y N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 98.00000000 NC USD 76377.28000000 0.017862855241 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU4 Comdty 2024-09-30 10368278.97000000 USD 76377.28000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 180000.00000000 PA USD 169422.43000000 0.039623934521 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 343896.40000000 0.080429305824 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 445000.00000000 PA USD 426310.00000000 0.099703914800 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 330000.00000000 PA USD 308068.20000000 0.072049929782 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 586261.08000000 0.137112722599 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AQ4 280000.00000000 PA USD 279122.44000000 0.065280195108 Long DBT CORP US N 2 2034-04-05 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 1510000.00000000 PA USD 1568906.93000000 0.366930550254 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 200000.00000000 PA USD 198479.58000000 0.046419720705 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 132650.00000000 PA USD 127554.71000000 0.029832056339 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 322719.76000000 0.075476586182 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 560000.00000000 PA USD 548914.80000000 0.128378303234 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 80000.00000000 PA USD 72090.98000000 0.016860390156 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 147721.18000000 PA USD 139629.01000000 0.032655952046 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 617632.49000000 0.144449759942 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 96476.81000000 PA USD 97170.20000000 0.022725831770 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 350000.00000000 PA USD 312247.78000000 0.073027435560 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 275000.00000000 PA USD 267950.01000000 0.062667225652 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 365000.00000000 PA USD 323978.96000000 0.075771083542 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 86533.65000000 0.020238192083 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.68600000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 510000.00000000 PA USD 511972.17000000 0.119738288142 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 397651.41000000 0.093001342457 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 1690000.00000000 PA USD 1672255.00000000 0.391101240986 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 645000.00000000 PA USD 692772.57000000 0.162023263107 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 410000.00000000 PA USD 413444.41000000 0.096694954914 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 430000.00000000 PA USD 338151.46000000 0.079085699039 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407CAD0 100000.00000000 PA USD 95759.90000000 0.022395995662 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 242374.56000000 0.056685727475 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 177883.89000000 PA USD 157164.15000000 0.036757010206 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N College Ave Student Loans N/A 19423UAA0 1100000.00000000 PA USD 1102539.90000000 0.257858235213 Long ABS-O CORP US N 2 2054-08-25 Fixed 5.69000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEZ7 410000.00000000 PA USD 407832.86000000 0.095382544923 Long DBT NUSS DO N 2 2036-06-01 Fixed 6.60000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 3345000.00000000 PA USD 2915110.30000000 0.681775958775 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 1148389.74000000 0.268581437908 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 1055187.60000000 0.246783642347 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 2618242.88000000 0.612345628849 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 533662.50000000 PA USD 533262.25000000 0.124717538740 Long LON CORP US N 2 2031-01-17 Floating 8.09400000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 600000.00000000 PA USD 610755.00000000 0.142841276263 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N Towd Point Mortgage Trust N/A 89172YAD2 240000.00000000 PA USD 234260.45000000 0.054788027369 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 378691.94000000 0.088567166900 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 1329598.20000000 0.310961848541 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AG8 75000.00000000 PA USD 75483.98000000 0.017653933313 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.93000000 N N N N N N Maps LTD N/A 55292RAA9 699570.42000000 PA USD 629795.27000000 0.147294349046 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 955000.00000000 PA USD 987195.32000000 0.230881842032 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 150.00000000 NC USD 252663.60000000 0.059092092720 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNU4 Comdty 2024-09-19 18548898.90000000 USD 252663.60000000 N N N OCP CLO Ltd 254900WK4JKXAXOKTL68 67112KAF6 255000.00000000 PA USD 255562.79000000 0.059770145294 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 8.53600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DN2 370000.00000000 PA USD 378831.89000000 0.088599897924 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 3.00000000 NS USD 3566.91000000 0.000834216628 Long EP CORP US N 1 N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 205000.00000000 PA USD 210921.00000000 0.049329477173 Long DBT CORP KR N 2 2028-01-17 Fixed 6.37500000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 2445000.00000000 PA 3018044.19000000 0.705849782515 Long DBT NUSS GB N 2 2025-01-31 Fixed 0.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 975000.00000000 PA USD 1122808.19000000 0.262598513084 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 237024.67000000 0.055434513624 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 296679.00000000 PA USD 30115.89000000 0.007043400649 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75000000 N N Y N N N Foursight Capital Automobile Receivables Trust N/A 35105UAF0 335000.00000000 PA USD 324463.88000000 0.075884494962 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 287211.96000000 0.067172144189 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 108717.12000000 0.025426385657 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 524996.07000000 PA USD 490678.86000000 0.114758282123 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 486993.52000000 0.113896367494 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 2628644.11000000 0.614778232705 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 21228.00000000 0.004964731541 Long DBT CORP KY N 2 2024-11-07 None 0.00000000 Y N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 420000.00000000 PA USD 367725.54000000 0.086002383031 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.32800000 N N N N N N Freedom Financial N/A 35635CAC6 12874.60000000 PA USD 12847.02000000 0.003004616798 Long ABS-O CORP US N 2 2028-06-19 Fixed 1.94000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 310000.00000000 PA USD 265071.36000000 0.061993976903 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 310383.00000000 0.072591307235 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 189792.67000000 0.044388056108 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 130000.00000000 PA USD 188175.00000000 0.044009721019 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N Prestige Auto Receivables Trust N/A 74113RAL3 635000.00000000 PA USD 649629.13000000 0.151933023925 Long ABS-O CORP US N 2 2028-08-15 Fixed 8.08000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 150000.00000000 PA USD 75977.61000000 0.017769381797 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 289382.28000000 0.067679731157 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 375075.73000000 PA USD 369528.06000000 0.086423950202 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AD7 250000.00000000 PA USD 253995.50000000 0.059403592905 Long ABS-O CORP US N 2 2036-05-20 Fixed 8.20000000 N N N N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 696928AA8 890000.00000000 PA USD 889832.68000000 0.208111003057 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.92500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AM7 685000.00000000 PA USD 601203.95000000 0.140607509578 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 310706.40000000 0.072666942913 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N LAD Auto Receivables Trust N/A 501689AE3 100000.00000000 PA USD 99220.40000000 0.023205325486 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.33000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 785000.00000000 PA USD 811598.23000000 0.189813799292 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 760000.00000000 PA USD 597697.11000000 0.139787341915 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 685000.00000000 PA USD 650272.97000000 0.152083603007 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 520000.00000000 PA USD 510553.11000000 0.119406403276 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 715000.00000000 PA USD 642367.58000000 0.150234717616 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 453450.88000000 PA USD 443739.05000000 0.103780160997 Long ABS-MBS CORP US N 2 2060-09-27 Variable 4.05500000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 895000.00000000 PA USD 586869.40000000 0.137254994386 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N MED Trust N/A 58403YAN6 398089.48000000 PA USD 397964.36000000 0.093074534125 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.24300000 N N N N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 125000.00000000 PA USD 167806.10000000 0.039245912827 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N BX Trust N/A 05612TAA3 285000.00000000 PA USD 284651.73000000 0.066573366413 Long ABS-MBS CORP US N 2 2029-07-15 Floating 6.81100000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 1050000.00000000 PA USD 939361.92000000 0.219694731154 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 230000.00000000 PA USD 220005.19000000 0.051454056248 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 741695.23000000 0.173465126363 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 276509.58000000 0.064669108409 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 4135000.00000000 PA USD 4065840.02000000 0.950904663149 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 360000.00000000 PA USD 364614.98000000 0.085274895969 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 435000.00000000 PA USD 440759.40000000 0.103083290716 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAF4 705000.00000000 PA USD 714039.51000000 0.166997101802 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Marlette Funding Trust N/A 57108VAB8 110000.00000000 PA USD 110681.12000000 0.025885719214 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.07000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 1295000.00000000 PA USD 808196.33000000 0.189018174634 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 314494.31000000 0.073552846261 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.18000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 235000.00000000 PA USD 242719.41000000 0.056766379806 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 504850.23000000 0.118072633339 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N LAD Auto Receivables Trust N/A 50571AAF8 135000.00000000 PA USD 138088.57000000 0.032295679243 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 306082.50000000 0.071585521104 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 1192929.70000000 0.278998290380 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 1836378.09000000 0.429485784117 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 9.34000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 70000.00000000 PA USD 61011.90000000 0.014269253077 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 9612.00000000 0.002248021461 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 827851.06000000 PA USD 832170.79000000 0.194625238783 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 196482.39000000 PA USD 180369.10000000 0.042184104006 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.08300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKH3 17155000.00000000 PA USD 17065204.21000000 3.991151196569 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N GITSIT Mortgage Loan Trust 2023-NPL1 N/A 375925AA2 850000.00000000 PA USD 850249.90000000 0.198853518774 Long ABS-O CORP US N 2 2054-06-25 Variable 7.46600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 1202000.00000000 PA USD 1013437.04000000 0.237019165142 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -573.00000000 NC USD -621292.32000000 -0.14530570838 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYU4 Comdty 2024-09-19 -64432113.93000000 USD -621292.32000000 N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 200000.00000000 PA USD 164253.40000000 0.038415019585 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N Freedom Financial N/A 30322MAD1 269738.98000000 PA USD 263925.24000000 0.061725926304 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 2270000.00000000 PA USD 2038606.78000000 0.476782333759 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 120000.00000000 PA USD 252373.43000000 0.059024228759 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1230000.00000000 PA USD 1231230.00000000 0.287955832657 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 122676.89000000 0.028691248595 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 2220000.00000000 PA USD 2119473.87000000 0.495695250303 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 411895.14000000 0.096332616981 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N Ascent Education Funding Trust N/A 04362VAA3 221426.66000000 PA USD 222915.53000000 0.052134716546 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1420000.00000000 PA USD 1276892.40000000 0.298635197530 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 190527.05000000 PA USD 172197.32000000 0.040272916239 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 720000.00000000 PA USD 707983.20000000 0.165580672874 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 1500000.00000000 PA USD 1512048.00000000 0.353632579499 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 511454.81000000 0.119617289767 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N CIM Trust N/A 12565CAA3 282248.67000000 PA USD 279652.63000000 0.065404194120 Long ABS-O CORP US N 2 2059-07-25 Variable 5.56800000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 000000000 1510000.00000000 PA 1619237.48000000 0.378701685974 Long DBT NUSS TR N 2 2030-05-21 Fixed 5.87500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 65000.00000000 PA USD 221467.90000000 0.051796149826 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 775000.00000000 PA USD 652144.99000000 0.152521424598 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 45000.00000000 PA USD 46058.85000000 0.010772085234 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 965000.00000000 PA USD 989197.38000000 0.231350076931 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 65000.00000000 PA USD 66835.90000000 0.015631350142 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 230000.00000000 PA USD 236344.15000000 0.055275355950 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 38560.71000000 0.009018446070 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 951122.10000000 0.222445161557 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N Qatar Government International Bonds 52990074F6OJOAXK4P65 000000000 1000000.00000000 PA USD 973750.00000000 0.227737296889 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 248217.42000000 PA USD 248994.34000000 0.058233938826 Long LON CORP PA N 2 2027-08-08 Floating 8.09400000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 5000.00000000 0.001169382782 Long DBT CORP KY N 2 2025-07-14 None 0.00000000 Y N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 985000.00000000 PA USD 945881.72000000 0.221219559528 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 615000.00000000 PA USD 564631.68000000 0.132054113008 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 1456465.06000000 0.340633032892 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 55000.00000000 PA USD 49172.82000000 0.011500369814 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 85000.00000000 PA USD 76212.97000000 0.017824426984 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAC7 56802.50000000 PA USD 57502.65000000 0.013448521771 Long ABS-O CORP US N 2 2039-09-15 Fixed 6.62000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 900000.00000000 PA USD 899082.20000000 0.210274248944 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 180000.00000000 PA USD 109456.58000000 0.025599328016 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAE9 1070000.00000000 PA USD 1068662.50000000 0.249935105558 Long LON CORP US N 2 2031-05-23 None 0.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 750000.00000000 PA USD 785814.35000000 0.183783554224 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 55000.00000000 PA USD 47806.73000000 0.011180873389 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 472413.48000000 0.110486437945 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 18480.15000000 0.004322073845 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 670000.00000000 PA USD 672068.96000000 0.157181174093 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 86193.20000000 PA USD 85754.21000000 0.020055899340 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 48875.00000000 PA USD 45871.41000000 0.010728247412 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 40956.30000000 0.009578718410 Long DBT CORP KY N 2 2025-10-13 None 0.00000000 Y N N N N N Clover CLO N/A 00141YAG0 1090000.00000000 PA USD 1093821.10000000 0.255819112292 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 8.53600000 N N N N N N Progress Residential Trust N/A 74333FAF6 100000.00000000 PA USD 91563.85000000 0.021414637937 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 4005000.00000000 PA 2238971.24000000 0.523642883709 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N Mosaic Solar Loans LLC N/A 618937AB2 119541.46000000 PA USD 117429.76000000 0.027464067899 Long ABS-O CORP US N 2 2049-09-20 Fixed 6.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 325000.00000000 PA USD 274891.50000000 0.064290677430 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 222142.30000000 0.051953876176 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 425000.00000000 PA USD 388994.00000000 0.090976577218 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 1280000.00000000 PA USD 1286613.76000000 0.300908795731 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 460000.00000000 PA USD 443504.92000000 0.103725403479 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N CoreVest American Finance Ltd N/A 12468RAA8 564309.72000000 PA USD 549909.95000000 0.128611045489 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAC2 65000.00000000 PA USD 66099.54000000 0.015459132801 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N College Ave Student Loans N/A 19423UAC6 305000.00000000 PA USD 305574.93000000 0.071466812380 Long ABS-O CORP US N 2 2054-08-25 Fixed 6.08000000 N N N N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAD8 225183.37000000 PA USD 223870.55000000 0.052358073335 Long LON CORP US N 2 2031-01-29 Floating 9.33000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 430000.00000000 PA USD 384303.30000000 0.089879532454 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 354789.00000000 0.082976829603 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 550000.00000000 PA USD 540235.52000000 0.126348423115 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAE3 1135000.00000000 PA USD 1132836.96000000 0.264944007278 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 657092.48000000 0.153678526523 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 1060893.69000000 0.248118163027 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 66189.44000000 PA USD 67119.40000000 0.015697654146 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 32009.02000000 PA USD 31785.93000000 0.007433983853 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 384541.00000000 0.089935124912 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 92123.82000000 0.021545601793 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 126212.64000000 PA USD 118657.55000000 0.027751219196 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 1208135.43000000 0.282554554151 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAF0 100000.00000000 PA USD 99865.83000000 0.023356276432 Long ABS-O CORP US N 2 2030-05-10 Fixed 6.30000000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 255000.00000000 PA USD 256789.08000000 0.060056945776 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 58825.00000000 0.013757788435 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 845000.00000000 PA USD 824404.68000000 0.192808927719 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N CoreVest American Finance Ltd N/A 21873LAJ2 210000.00000000 PA USD 172281.67000000 0.040292643727 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 117591.46000000 PA USD 115765.46000000 0.027074827146 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89300000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 1345000.00000000 PA USD 1220083.80000000 0.285348997782 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 21068.00000000 0.004927311292 Long DBT CORP KY N 2 2025-07-16 None 0.00000000 Y N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 118844.00000000 PA USD 7130.64000000 0.001667689528 Long DBT CORP KY N 2 2032-09-30 Fixed 1.00000000 N N Y N N Sunac China Holdings Ltd. USD XXXX N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 215260.78000000 PA USD 213369.61000000 0.049902149648 Long ABS-O CORP US N 2 2051-03-27 Variable 5.11600000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 680000.00000000 PA USD 680230.34000000 0.159089929544 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 600009.74000000 PA USD 561862.32000000 0.131406424627 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 3642999.69000000 0.852012222820 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 43289DAK9 311564.08000000 PA USD 311779.06000000 0.072917812940 Long LON CORP US N 2 2030-11-08 None 0.00000000 N N N N N N MED Trust N/A 58403YAR7 194068.62000000 PA USD 193947.33000000 0.045359733682 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.44300000 N N N N N N PRP Advisors, LLC N/A 693583AA4 146142.98000000 PA USD 145788.51000000 0.034096514695 Long ABS-O CORP US N 2 2026-04-25 Variable 4.86700000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 360000.00000000 PA USD 320940.00000000 0.075060342042 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 1091097.20000000 PA USD 968910.68000000 0.226605493392 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 2315000.00000000 PA USD 2086278.00000000 0.487931514537 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Progress Residential Trust N/A 74333PAJ6 340000.00000000 PA USD 293288.52000000 0.068593309117 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 834059.58000000 0.195066982484 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 370437.04000000 0.086636539314 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 195119.69000000 0.045633921202 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 290662.95000000 0.067979249847 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 72897.96000000 0.017049123860 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 70000.00000000 PA USD 65586.29000000 0.015339095658 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 271125.09000000 0.063409802429 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 516052.10000000 PA USD 505535.47000000 0.118232894911 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 662881.48000000 PA USD 661900.42000000 0.154802990974 Long LON CORP US N 2 2030-09-27 Floating 9.08500000 N N N N N N GTCR W Merger Sub LLC 254900S8RE1OL7TTCU64 92943EAB2 349000.00000000 PA USD 348951.14000000 0.081611491009 Long LON CORP US N 2 2031-01-31 Floating 8.33500000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 1030000.00000000 PA USD 954480.40000000 0.223230589196 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DM4 590000.00000000 PA USD 605441.39000000 0.141598547454 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N GLS Auto Receivables Trust N/A 36261AAG0 1382644.35000000 PA USD 1353660.94000000 0.316589559313 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 306558.86000000 0.071696930540 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 8.47900000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 445000.00000000 PA USD 447781.25000000 0.104725536814 Long LON CORP US N 2 2029-01-12 Floating 7.79900000 N N N N N N CarMax Auto Owner Trust N/A 14318WAH0 100000.00000000 PA USD 99773.50000000 0.023334682609 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 130.00000000 NC USD 79385.54000000 0.018566416730 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU4 Comdty 2024-09-30 26469051.96000000 USD 79385.54000000 N N N WAVE 2017-1 LLC N/A 94353WAA3 773149.49000000 PA USD 697447.33000000 0.163116579879 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 380000.00000000 PA USD 401409.20000000 0.093880201442 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 789215.78000000 0.184579068960 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 340000.00000000 PA USD 332836.01000000 0.077842539897 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 1245000.00000000 PA USD 1236748.39000000 0.289246454707 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 295000.00000000 PA USD 276667.31000000 0.064705997758 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 170000.00000000 PA USD 112800.08000000 0.026381294283 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 000000000 1780901.38000000 PA USD 1776003.90000000 0.415365676459 Long LON CORP US N 2 2031-06-24 None 0.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AF9 985000.00000000 PA USD 1028655.89000000 0.240578497374 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.84000000 N N N N N N New York Mortgage Trust N/A 67120TAA8 565000.00000000 PA USD 568330.68000000 0.132919222390 Long ABS-MBS CORP US N 2 2039-05-25 Variable 6.50900000 N N N N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 77342JAA1 626080.47000000 PA USD 626199.43000000 0.146453366369 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 6.68700000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 400000.00000000 PA USD 417060.86000000 0.097540757786 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 1040000.00000000 PA USD 897800.80000000 0.209974559525 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 1851632.38000000 0.433053404934 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AN0 610000.00000000 PA USD 609737.70000000 0.142603353643 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A 14318XAG0 200000.00000000 PA USD 206160.96000000 0.048216215409 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 116673.60000000 0.027287219802 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 4782.65000000 0.001118549712 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 1125000.00000000 PA USD 944667.00000000 0.220935464997 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 345265.37000000 0.080749475813 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 251059.54000000 0.058716940691 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 83549.00000000 NS USD 533878.11000000 0.124861573956 Long EC CORP MX N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 915000.00000000 PA USD 942741.46000000 0.220485126332 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 355000.00000000 PA USD 365947.97000000 0.085586651081 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N COMM Mortgage Trust N/A 126192AF0 89913.21000000 PA USD 83618.82000000 0.019556481680 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 201594.47000000 0.047148220452 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 540000.00000000 PA USD 513810.00000000 0.120168113494 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 T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2965000.00000000 PA USD 2771761.05000000 0.648249929809 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCC6 163201.83000000 PA USD 163440.10000000 0.038224807781 Long LON CORP US N 2 2028-08-24 Floating 8.08500000 N N N N N N LAD Auto Receivables Trust N/A 50571AAG6 75000.00000000 PA USD 77829.62000000 0.018202523519 Long ABS-O CORP US N 2 2031-04-15 Fixed 7.37000000 N N N N N N Aimco N/A 00140LAG9 601115.69000000 PA USD 602472.11000000 0.140904102472 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.48700000 N N N N N N LIBERTY MEDIA CORP N/A 531229AQ5 210000.00000000 PA USD 222870.30000000 0.052124138309 Long DBT CORP US N 2 2027-08-15 Fixed 2.25000000 N N N N N Liberty Media Corp.-Liberty Formula One USD XXXX N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 695000.00000000 PA USD 668568.18000000 0.156362423722 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 201952.65000000 0.047231990357 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Madison Park Funding Ltd N/A 55819DBG0 500000.00000000 PA USD 500000.00000000 0.116938278249 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 8.63900000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BQ4 85000.00000000 PA USD 274167.50000000 0.064121350803 Long DBT CORP LR N 2 2025-08-15 Fixed 6.00000000 N N N N N Royal Caribbean Cruises Ltd. USD XXXX N N N Frontier Issuer LLC N/A 35910EAP9 1030000.00000000 PA USD 1028108.92000000 0.240450573914 Long ABS-O CORP US N 2 2054-06-20 Fixed 11.16000000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 138910.00000000 NS USD 283376.40000000 0.066275096624 Long EC CORP US N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 40000.00000000 PA USD 37544.92000000 0.008780876603 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 123044.54000000 0.028777233311 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N Firstkey Homes Trust N/A 33767PAG3 300000.00000000 PA USD 284589.57000000 0.066558828646 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.50000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 320000.00000000 PA USD 267271.80000000 0.062508608233 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 699396.92000000 0.163572543274 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.42000000 N N N N N N SEB Funding LLC N/A 78433DAC8 400000.00000000 PA USD 406193.20000000 0.094999066888 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 1109575.41000000 PA USD 1087967.43000000 0.254450076110 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.05200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REK6 145000.00000000 PA USD 133640.76000000 0.031255440756 Long ABS-O CORP US N 2 2027-08-20 Fixed 2.13000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 159600.00000000 PA USD 163356.82000000 0.038205330542 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 145000.00000000 PA USD 169070.00000000 0.039541509407 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix, Inc. USD XXXX N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 2290000.00000000 PA USD 1888522.76000000 0.441681199976 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 335000.00000000 PA USD 341177.74000000 0.079793474984 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAH7 1015000.00000000 PA USD 1011833.20000000 0.236644064566 Long LON CORP US N 2 2031-05-21 Floating 7.33900000 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12551RAG3 503000.00000000 PA USD 503495.96000000 0.117755901335 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 8.23900000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 225000.00000000 PA USD 193104.41000000 0.045162594455 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 641013.12000000 0.149917941175 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 500574.20000000 PA USD 491335.85000000 0.114911936682 Long ABS-MBS CORP US N 2 2061-04-25 Variable 4.75000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 1080000.00000000 PA USD 1089424.08000000 0.254790752396 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Progress Residential Trust N/A 74333EAE2 125000.00000000 PA USD 115345.88000000 0.026976697220 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 320000.00000000 PA USD 334397.81000000 0.078207808303 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 4590.00000000 0.001073493394 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 259559.38000000 PA USD 249670.17000000 0.058391999619 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 912088.28000000 0.213316066148 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 136106.72000000 0.031832170989 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 129923.19000000 0.030385988286 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.34000000 N N N N N N GLS Auto Receivables Trust N/A 36269HAF9 200000.00000000 PA USD 198977.80000000 0.046536242683 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.95000000 N N N N N N Light and Wonder International Inc RLTHESQ0RNFQJWPBJN60 80875AAV3 49875.00000000 PA USD 49839.59000000 0.011656311686 Long LON CORP US N 2 2029-04-14 Floating 8.07000000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 545000.00000000 PA USD 555139.73000000 0.129834168427 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.37900000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 215000.00000000 PA USD 218257.04000000 0.051045204946 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N UAE INT'L GOVT BOND N/A 909378AC5 1940000.00000000 PA USD 1934443.84000000 0.452421064037 Long DBT NUSS AE N 2 2034-07-02 Fixed 4.85700000 N N N N N N 2024-08-27 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX