NPORT-P false 0000917469 XXXXXXXX S000006638 C000018123 C000018124 C000018122 C000125493 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Bond Fund S000006638 838ITZYUJVZNC19KWD64 2025-12-31 2025-03-31 N 4476130127.91 78749758.63 4397380369.28 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 EUR USD N Fund's Securities Portfolio N/A American Credit Acceptance Receivables Trust N/A 024945AG2 2030000.00000000 PA USD 2030556.22000000 0.046176497129 Long ABS-O CORP US N 2 2031-08-12 Fixed 5.34000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 4735000.00000000 PA USD 4758707.67000000 0.108216876193 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AW2 10240000.00000000 PA USD 10243051.52000000 0.232935308293 Long ABS-O CORP IE N 2 2027-11-15 Floating 5.73000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 12190000.00000000 PA USD 13240725.83000000 0.301104856029 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 970000.00000000 PA USD 962163.67000000 0.021880383073 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N LCM Ltd Partnership N/A 50200YAW8 4215000.00000000 PA USD 4137979.31000000 0.094101009294 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.55500000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91824PAA5 6955000.00000000 PA USD 6882111.60000000 0.156504805635 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 1255000.00000000 PA USD 1221768.86000000 0.027784015877 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 1115000.00000000 PA USD 1127983.06000000 0.025651250637 Long ABS-O CORP US N 2 2037-11-20 Fixed 5.42000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 12510000.00000000 PA USD 11477925.00000000 0.261017333869 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Willis Engine Securitization Trust N/A 97064EAC2 403617.09000000 PA USD 398965.73000000 0.009072804635 Long ABS-O CORP US N 2 2043-09-15 Variable 5.43800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 11355000.00000000 PA USD 11417931.11000000 0.259653024099 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 4500000.00000000 PA 4823856.28000000 0.109698408481 Long DBT NUSS MA N 2 2035-04-02 Fixed 4.75000000 N N N N N N Tricon Residential N/A 89614YAF3 5360000.00000000 PA USD 5145507.27000000 0.117013013155 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.89400000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 7182000.00000000 PA USD 7400404.62000000 0.168291209732 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 2345000.00000000 PA USD 2050995.16000000 0.046641295220 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.68000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 15080000.00000000 PA USD 15987478.96000000 0.363568252400 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N Focus Brands Funding LLC N/A 34417RAC0 2152750.00000000 PA USD 2293106.07000000 0.052147093892 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N Volofin Finance Designated Activity Company N/A 92873RAA9 5033939.36000000 PA USD 5082924.62000000 0.115589832881 Long ABS-O CORP US N 2 2037-06-15 Fixed 5.93500000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAM1 975000.00000000 PA USD 974917.72000000 0.022170420526 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 14413680.93000000 PA USD 14318406.50000000 0.325612189475 Long LON CORP NL N 2 2030-11-30 Floating 6.04900000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 603723.74000000 PA USD 602444.57000000 0.013700078669 Long ABS-O CORP US N 2 2030-09-20 Fixed 1.93000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 2290000.00000000 PA USD 2147619.07000000 0.048838601386 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 4025000.00000000 PA USD 291812.50000000 0.006636053183 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N Foundation Finance Trust N/A 35040WAD9 3240000.00000000 PA USD 3216380.40000000 0.073143101799 Long ABS-O CORP US N 2 2050-04-15 Fixed 6.09000000 N N N N N N Progress Residential Trust N/A 74333PAL1 1445000.00000000 PA USD 1290158.28000000 0.029339246816 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.64000000 N N N N N N SCF Equipment Trust Llc N/A 783896AE3 705000.00000000 PA USD 722711.72000000 0.016435051310 Long ABS-O CORP US N 2 2032-09-20 Fixed 5.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 28585000.00000000 PA USD 28530386.93000000 0.648804163708 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 630000.00000000 PA USD 521924.63000000 0.011868989856 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N VERTEX INC 549300QMYW171MP1PL50 92538JAA4 540000.00000000 PA USD 641587.50000000 0.014590220679 Long DBT CORP US N 2 2029-05-01 Fixed 0.75000000 N N N N Y Vertex, Inc. USD XXXX N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 10885000.00000000 PA USD 10925708.16000000 0.248459474561 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AW0 2250000.00000000 PA USD 2353432.50000000 0.053518965892 Long DBT CORP US N 2 2027-05-15 Fixed 7.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 6435000.00000000 PA USD 6370217.57000000 0.144863919766 Long DBT CORP CA N 2 2029-09-15 Fixed 5.62500000 N N N N N N PRP Advisors, LLC N/A 69381KAA7 1062736.79000000 PA USD 1061809.02000000 0.024146399238 Long ABS-MBS CORP US N 2 2029-09-25 Variable 5.68900000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 1351000.00000000 PA USD 1423683.80000000 0.032375725555 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 2040000.00000000 PA USD 2065785.60000000 0.046977641834 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 8545000.00000000 PA USD 9146226.20000000 0.207992609961 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N Six Flags Entertainment Corporation 529900AS2CYWYFHRS781 15018LAN1 2386962.50000000 PA USD 2377414.65000000 0.054064339455 Long LON CORP US N 2 2031-05-01 Floating 6.32500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBM6 13010000.00000000 PA USD 12529746.13000000 0.284936600379 Long DBT CORP IE N 2 2034-09-10 Fixed 4.95000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 18780000.00000000 PA USD 18702476.16000000 0.425309493139 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 3135000.00000000 PA USD 2839340.34000000 0.064568904701 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Freed ABS Trust N/A 35633KAD8 1820639.49000000 PA USD 1799025.40000000 0.040911298294 Long ABS-O CORP US N 2 2029-03-19 Fixed 3.35000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 5810000.00000000 PA USD 5028887.97000000 0.114360995585 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 2024936.76000000 PA USD 1792069.03000000 0.040753104792 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N Republic Finance Issuance Trust N/A 76042UAC7 800000.00000000 PA USD 774162.08000000 0.017605074271 Long ABS-O CORP US N 2 2031-12-22 Fixed 3.53000000 N N N N N N PRP Advisors, LLC N/A 74448LAA6 2659794.22000000 PA USD 2667111.31000000 0.060652276719 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.87000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 2765000.00000000 PA USD 2779026.93000000 0.063197328787 Long DBT CORP US N 2 2031-12-01 Fixed 5.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 6145000.00000000 PA USD 5383175.28000000 0.122417776674 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 6470000.00000000 PA USD 5676324.45000000 0.129084226819 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N CLSEC Holdings 22T LLC N/A 12567UAC7 9739854.54000000 PA USD 9209967.49000000 0.209442138650 Long ABS-O CORP US N 2 2037-05-11 Fixed 6.17100000 N N N N N N Oak Hill Credit N/A 67112RBE3 12430000.00000000 PA USD 12388110.90000000 0.281715700250 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.89300000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAJ4 4733368.82000000 PA USD 4727215.44000000 0.107500717313 Long LON US N 2 2031-01-25 Floating 6.08000000 N N N N N N Thrust Engine Leasing 254900X0E0PUM0VQBP74 88603UAA7 1705956.81000000 PA USD 1649994.09000000 0.037522205300 Long ABS-O CORP US N 2 2040-07-15 Fixed 4.16300000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 11040000.00000000 PA USD 8921436.92000000 0.202880719219 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 46770000.00000000 PA USD 28734907.12000000 0.653455118887 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAJ9 7240000.00000000 PA USD 7111584.12000000 0.161723197057 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.40500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKH6 1155000.00000000 PA USD 1149879.89000000 0.026149202330 Long ABS-O CORP US N 2 2028-02-20 Fixed 7.32000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 19485000.00000000 PA USD 887541.75000000 0.020183420024 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 1511000.00000000 PA USD 1573706.50000000 0.035787363562 Long DBT CORP US N 2 2029-11-01 Fixed 1.25000000 N N N N Y Guidewire Software, Inc. USD XXXX N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AJ0 678000.00000000 PA USD 761005.53000000 0.017305883641 Long DBT CORP US N 2 2027-06-15 Fixed 4.75000000 N N N N Y Pinnacle West Capital Corp. USD XXXX N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1845000.00000000 PA USD 82028.70000000 0.001865399240 Long DBT CORP KY N 2 2025-07-23 None 0.00000000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLH2 33420000.00000000 PA USD 33318173.27000000 0.757682312468 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CC4 12510000.00000000 PA USD 12379883.49000000 0.281528602267 Long DBT CORP US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962AAW2 9695000.00000000 PA USD 9804960.69000000 0.222972767116 Long ABS-O CORP US N 2 2029-11-15 Fixed 9.70000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 11215000.00000000 PA USD 9295600.86000000 0.211389511012 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 840000.00000000 PA USD 848641.23000000 0.019298790614 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N SCF Equipment Trust Llc N/A 783896AF0 700000.00000000 PA USD 720644.40000000 0.016388038774 Long ABS-O CORP US N 2 2033-06-21 Fixed 6.58000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 117865.63000000 0.002680360125 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12884000.00000000 EUR 14109526.08000000 USD 2025-06-18 117865.63000000 N N N Kapitus Asset Securitization LLC N/A 48555MAA7 3665000.00000000 PA USD 3673538.72000000 0.083539253180 Long ABS-O CORP US N 2 2031-09-10 Fixed 5.49000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAF3 3032000.00000000 PA USD 2873779.32000000 0.065352075068 Long ABS-O CORP US N 2 2028-02-10 Fixed 2.33000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BC4 16590000.00000000 PA USD 16390863.93000000 0.372741554142 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 15738000.00000000 PA USD 13500023.98000000 0.307001506494 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 4680000.00000000 PA USD 4916246.40000000 0.111799434825 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 3695000.00000000 PA USD 3528577.20000000 0.080242710515 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822Q2J5 3265000.00000000 PA USD 3229280.90000000 0.073436469643 Long DBT NUSS UZ N 2 2032-05-25 Fixed 6.94700000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 470000.00000000 PA USD 512807.95000000 0.011661669151 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAE7 346000.00000000 PA USD 319877.00000000 0.007274262700 Long DBT CORP US N 3 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 6190000.00000000 PA USD 4715255.09000000 0.107228729243 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAC3 35350.76000000 PA USD 34357.70000000 0.000781321994 Long ABS-O CORP US N 2 2039-10-09 Fixed 3.42000000 N N N N N N VIVINT SOLAR FINANCING LLC N/A 92854VAA3 2822452.32000000 PA USD 2655589.79000000 0.060390268000 Long ABS-O CORP US N 2 2048-04-30 Fixed 4.73000000 N N N N N N iHeartMedia Inc N/A 45174J509 705779.00000000 NS USD 1164535.35000000 0.026482479390 Long EC CORP US N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 9050000.00000000 PA USD 9455696.57000000 0.215030217446 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAE5 3716673.00000000 PA USD 2905833.95000000 0.066081023381 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 3.12500000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 1482078.97000000 PA USD 1536092.89000000 0.034931999531 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46596CAC0 2165000.00000000 PA USD 2151483.91000000 0.048926490986 Long ABS-MBS CORP US N 2 2042-01-15 Floating 6.31900000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 3429950.01000000 PA USD 3227848.78000000 0.073403902072 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAH1 12420000.00000000 PA USD 186300.00000000 0.004236613264 Long DBT CORP US N 2 2049-06-15 None 0.00000000 Y N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 1824660.97000000 PA USD 1825482.61000000 0.041512956731 Long ABS-O CORP US N 2 2051-02-27 Variable 6.24000000 N N N N N N CLSEC Holdings 22T LLC N/A 12567UAB9 2583329.67000000 PA USD 2356767.78000000 0.053594812867 Long ABS-O CORP US N 2 2037-05-11 Fixed 3.46400000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 7355000.00000000 PA 8035828.97000000 0.182741275376 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 2010000.00000000 PA USD 2023237.86000000 0.046010071681 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.32000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 22875000.00000000 PA USD 22012753.64000000 0.500587890776 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAN9 2555000.00000000 PA USD 2531895.29000000 0.057577354637 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N LAD Auto Receivables Trust N/A 501689AF0 130000.00000000 PA USD 131750.48000000 0.002996112888 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 5485000.00000000 PA USD 5023935.29000000 0.114248367621 Long ABS-O CORP US N 2 2036-06-16 Fixed 2.47000000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 5895000.00000000 PA USD 4115697.41000000 0.093594300796 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 13890000.00000000 PA USD 13978201.50000000 0.317875651550 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 11193750.00000000 PA USD 11307913.94000000 0.257151144326 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 12575000.00000000 PA USD 12321614.25000000 0.280203512438 Long DBT US N 2 2035-04-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 1515000.00000000 PA USD 77643.75000000 0.001765681916 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CME8 21920000.00000000 PA USD 22033025.00000000 0.501048877962 Long DBT UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N Ballyrock Ltd N/A 05875MAY8 1310000.00000000 PA USD 1308049.41000000 0.029746105639 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 6.32200000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 93585.00000000 NS USD 121660.50000000 0.002766658550 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 13741000.00000000 PA USD 13298989.82000000 0.302429826469 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AQ9 3635000.00000000 PA USD 3596170.02000000 0.081779826123 Long DBT CORP US N 2 2034-08-15 Fixed 5.40000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 5965000.00000000 PA USD 438367.85000000 0.009968840836 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 8255000.00000000 PA USD 8471528.65000000 0.192649439861 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 1165000.00000000 PA USD 1214448.32000000 0.027617540854 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N NexPoint Diversified Real Estate Trust 5493008KGR2NU3OXMR64 65340G205 71.00000000 NS USD 271.93000000 0.000006183908 Long EC US N 1 N N N SMB Private Education Loan Trust 5493000RGRVHYZAIY180 831943AC9 1729000.00000000 PA USD 1768390.77000000 0.040214641934 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.88000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBE4 6395000.00000000 PA USD 6748920.02000000 0.153475920963 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 3260033.00000000 PA USD 377446.62000000 0.008583442602 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N Y N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAE3 776000.00000000 PA USD 701253.35000000 0.015947070553 Long ABS-O CORP US N 2 2051-12-05 Fixed 4.00800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 3950000.00000000 PA USD 3328988.90000000 0.075703910520 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 6710000.00000000 PA USD 5845193.73000000 0.132924451358 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 5595000.00000000 PA USD 5828026.83000000 0.132534062113 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 39810000.00000000 PA USD 41830870.25000000 0.951267953580 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Mill City Mortgage Trust N/A 59981BAH7 1720000.00000000 PA USD 1531802.76000000 0.034834438492 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N Affirm Inc N/A 00834BAB3 3370000.00000000 PA USD 3390432.31000000 0.077101183552 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.93000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 1765000.00000000 PA USD 1740296.00000000 0.039575744053 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 510000.00000000 PA USD 454008.16000000 0.010324514185 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 13985000.00000000 PA USD 506956.25000000 0.011528596742 Long DBT CORP US N 2 2033-01-15 Variable 15.82400000 N Y N N N N Aqua Finance Trust N/A 038370AC6 1102578.21000000 PA USD 1056396.72000000 0.024023319142 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 1438000.00000000 PA USD 873383.42000000 0.019861448104 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N ELFI Graduate Loan Program 2021-A LLC N/A 28628BAB4 527683.16000000 PA USD 435166.37000000 0.009896036582 Long ABS-O CORP US N 2 2046-12-26 Variable 2.09000000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 757912AA8 6345639.04000000 PA USD 6406531.79000000 0.145689734614 Long ABS-MBS CORP US N 2 2055-05-27 Variable 7.58400000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 5090000.00000000 PA USD 4722139.08000000 0.107385276765 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAS8 6075000.00000000 PA USD 5991462.68000000 0.136250726042 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.97500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 3160000.00000000 PA USD 3164294.28000000 0.071958621139 Long DBT CORP KY N 2 2030-05-30 Fixed 5.37500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 4170000.00000000 PA USD 3979463.03000000 0.090496220381 Long DBT CORP NO N 2 2034-10-01 Fixed 5.12500000 N N N N N N Republic of Turkiye 5493000PCHOG3B6S3Q85 900123DN7 14485000.00000000 PA USD 13453088.60000000 0.305934157845 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 9135000.00000000 PA USD 10986606.13000000 0.249844343845 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 12529094.19000000 PA USD 11898869.48000000 0.270589953125 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 1585000.00000000 PA USD 1581677.49000000 0.035968630347 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 1166639.08000000 PA USD 1106837.16000000 0.025170375702 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAE3 1458428.60000000 PA USD 1410999.04000000 0.032087263814 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.30000000 N N N N N N New York Mortgage Trust 254900Q6RDCV3HGA6340 67119RAA5 3025000.00000000 PA USD 3007099.56000000 0.068383885574 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.26800000 N N N N N N Hin Timeshare Trust N/A 40472QAA5 615432.54000000 PA USD 621330.23000000 0.014129553912 Long ABS-O CORP US N 2 2043-03-15 Fixed 5.49000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3741769.62000000 PA USD 3737092.41000000 0.084984515692 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.13300000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 4205000.00000000 PA USD 4324440.67000000 0.098341292015 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCE3 7160000.00000000 PA USD 7257224.64000000 0.165035180733 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 1225927.13000000 PA USD 1031035.36000000 0.023446581223 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 6436000.00000000 PA USD 6526547.25000000 0.148418983620 Long DBT CORP US N 2 2030-08-02 Fixed 5.93500000 N N N N N N Progress Residential Trust N/A 74333HAL9 2300000.00000000 PA USD 2219212.73000000 0.050466699344 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N DISH DBS CORP N/A 25470XBF1 10570000.00000000 PA USD 8914183.92000000 0.202715780110 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBM8 7124450.00000000 PA USD 5274301.58000000 0.119941900337 Long DBT CORP US N 2 2030-08-15 Fixed 7.75000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 15190000.00000000 PA USD 15732085.53000000 0.357760398438 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAK1 2515000.00000000 PA USD 2532282.70000000 0.057586164655 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 3415000.00000000 PA USD 3391081.44000000 0.077115945295 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAL9 5090000.00000000 PA USD 5073813.49000000 0.115382638387 Long DBT CORP US N 2 2035-03-15 Fixed 5.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 6065000.00000000 PA 6493813.34000000 0.147674587928 Long DBT NUSS RO N 2 2034-09-10 Fixed 6.25000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 43379000.00000000 PA USD 38847722.49000000 0.883428751385 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 74448BAA8 4108100.47000000 PA USD 4143992.94000000 0.094237764123 Long ABS-MBS CORP US N 2 2029-03-25 Variable 7.02600000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 317000.00000000 PA USD 386247.35000000 0.008783578348 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Tyler Technologies Inc USD XXXX N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAN2 6165000.00000000 PA USD 6180020.96000000 0.140538694427 Long DBT CORP IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 1391302.92000000 PA USD 1386562.89000000 0.031531565922 Long ABS-O CORP US N 2 2028-03-13 Fixed 2.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HQA6 3090.53000000 PA USD 3075.65000000 0.000069942778 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 5.00000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MBA5 3940000.00000000 PA USD 3983064.59000000 0.090578122780 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 2155000.00000000 PA USD 2194602.44000000 0.049907041367 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.97000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1390000.00000000 PA USD 736700.00000000 0.016753156155 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAD0 1390000.00000000 PA USD 1447425.07000000 0.032915621311 Long DBT CORP GB N 2 2031-03-26 Fixed 6.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 19611000.00000000 PA USD 20047774.43000000 0.455902668098 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 5731000.00000000 PA USD 5871096.36000000 0.133513498195 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 3344687.50000000 PA USD 3031127.73000000 0.068930305669 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 1035000.00000000 PA USD 998722.78000000 0.022711766918 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291VAB0 1744765.52000000 PA USD 1770579.33000000 0.040264411565 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N RCO Mortgage LLC N/A 754921AA2 1925516.31000000 PA USD 1939135.49000000 0.044097515501 Long ABS-O CORP US N 2 2029-01-25 Variable 7.02100000 N N N N N N ATLX Trust N/A 049919AA1 2745194.10000000 PA USD 2655530.57000000 0.060388921289 Long ABS-MBS CORP US N 2 2063-04-25 Variable 3.85000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 10988000.00000000 PA USD 9672240.07000000 0.219954592456 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 7770000.00000000 PA USD 753767.70000000 0.017141289511 Long DBT CORP KY N 2 2031-01-12 None 0.00000000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 15000000.00000000 PA USD 15072070.35000000 0.342751117353 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 6285000.00000000 PA USD 6034859.14000000 0.137237596778 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 5148000.00000000 PA USD 390784.68000000 0.008886760916 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N Lex Commercial Loan Master Trust N/A 52885AAA6 1405000.00000000 PA USD 1401702.47000000 0.031875852264 Long ABS-MBS CORP US N 2 2033-10-13 Variable 4.87400000 N N N N N N Progress Residential Trust N/A 74333HAJ4 4495000.00000000 PA USD 4337104.58000000 0.098629279611 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 3255000.00000000 PA USD 3202978.59000000 0.072838333758 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.86400000 N N N N N N Altde Trust N/A 00166NAB5 1686292.97000000 PA USD 1720836.68000000 0.039133223316 Long ABS-O CORP US N 2 2050-08-15 Fixed 6.53400000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 42215000.00000000 PA USD 34784383.24000000 0.791025117658 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 2635000.00000000 PA USD 2612121.32000000 0.059401759698 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Affirm Inc N/A 00792FAA6 4045000.00000000 PA USD 4075070.53000000 0.092670412558 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.82000000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AZ5 1675000.00000000 PA USD 1701227.15000000 0.038687286682 Long ABS-O CORP IE N 2 2027-11-15 Fixed 7.29000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 5645000.00000000 PA USD 5674725.33000000 0.129047861532 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 22040000.00000000 PA USD 22272928.20000000 0.506504471516 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 3175000.00000000 PA USD 231775.00000000 0.005270751687 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAZ9 3555187.44000000 PA USD 3537553.71000000 0.080446843641 Long LON CORP US N 2 2030-06-20 Floating 6.78700000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAC2 3760000.00000000 PA USD 2669600.00000000 0.060708871551 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Firstkey Homes Trust N/A 33767TAL4 3120000.00000000 PA USD 2978672.74000000 0.067737436606 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABU2 3265000.00000000 PA USD 3282539.42000000 0.074647611631 Long DBT CORP US N 2 2035-10-15 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 7630000.00000000 PA USD 7614282.20000000 0.173154959557 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 32600000.00000000 PA USD 32024401.36000000 0.728260888771 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 2460000.00000000 PA USD 1720942.20000000 0.039135622927 Long DBT CORP US N 2 2067-01-15 Variable 6.31400000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756BW9 7050000.00000000 PA USD 5331915.00000000 0.121252076287 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 5514500.04000000 PA USD 5498801.36000000 0.125047207615 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 1345000.00000000 PA USD 1363345.80000000 0.031003590444 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 17905000.00000000 PA USD 15744251.46000000 0.358037061564 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 135000.00000000 PA USD 140062.50000000 0.003185134972 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 11721000.00000000 PA USD 10706238.60000000 0.243468558571 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAH9 1705000.00000000 PA USD 1142384.10000000 0.025978741979 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.07700000 N N N N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AC3 1567000.00000000 PA USD 1832606.50000000 0.041674959773 Long DBT CORP US N 2 2029-10-01 None 0.00000000 N N N N Y Snowflake, Inc. USD XXXX N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 19290000.00000000 PA USD 17090047.64000000 0.388641559401 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 10440000.00000000 PA USD 9728406.47000000 0.221231861995 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 4675000.00000000 PA USD 233750.00000000 0.005315664790 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 995000.00000000 PA USD 934461.81000000 0.021250420284 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAL4 6549000.00000000 PA USD 6735779.97000000 0.153177105557 Long DBT CORP US N 2 2034-04-12 Fixed 6.10000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAG7 2725000.00000000 PA USD 2607012.81000000 0.059285588033 Long DBT US N 2 2035-02-01 Fixed 4.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1626071.00000000 PA USD 178867.81000000 0.004067599229 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 15215000.00000000 PA USD 15484672.94000000 0.352134035258 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 3840000.00000000 PA USD 4004924.16000000 0.091075227150 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAD8 976000.00000000 PA USD 1147002.40000000 0.026083765871 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 13520000.00000000 PA USD 14272892.03000000 0.324577153473 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBL2 12400000.00000000 PA USD 12255162.92000000 0.278692355239 Long DBT CORP US N 2 2034-08-22 Fixed 5.55000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AQ2 10520000.00000000 PA USD 10653489.75000000 0.242269006893 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAY1 4080000.00000000 PA USD 4106197.68000000 0.093378269223 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.09300000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BS8 5290000.00000000 PA USD 5239526.63000000 0.119151089739 Long DBT CORP US N 2 2035-05-15 Fixed 5.25000000 N N N N N N New York Mortgage Trust N/A 67118PAA0 2944920.29000000 PA USD 2735430.44000000 0.062205909206 Long ABS-MBS CORP US N 2 2068-02-25 Variable 3.75000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 945000.00000000 PA USD 42525.00000000 0.000967053027 Long DBT CORP KY N 2 2025-08-27 None 0.00000000 Y N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 11505000.00000000 PA USD 11022691.99000000 0.250664965600 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 17110000.00000000 PA USD 15289994.07000000 0.347706879687 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 48766.71000000 PA USD 48590.15000000 0.001104979463 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N Compass Datacenters Issuer III, LLC N/A 20469BAA5 4325000.00000000 PA USD 4397461.05000000 0.100001834745 Long ABS-O CORP US N 2 2050-02-25 Fixed 5.65600000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 4125000.00000000 PA USD 3680916.32000000 0.083707025794 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 6205000.00000000 PA USD 6202015.40000000 0.141038865851 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RET7 3470000.00000000 PA USD 3286620.91000000 0.074740428027 Long ABS-O CORP US N 2 2028-02-20 Fixed 2.35000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 460489.69000000 PA USD 474977.62000000 0.010801376731 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N SMB Private Education Loan Trust N/A 78449YAB6 5735000.00000000 PA USD 5051540.55000000 0.114876133647 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 2010000.00000000 PA USD 2014213.28000000 0.045804845404 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 685000.00000000 PA USD 632781.42000000 0.014389963270 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2019.00000000 NC USD 777307.75000000 0.017676609361 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 -237568151.50000000 USD 777307.75000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 2565000.00000000 PA USD 115425.00000000 0.002624858218 Long DBT CORP KY N 2 2025-04-28 None 0.00000000 Y N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 2750000.00000000 PA USD 2733731.47000000 0.062167273249 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MBK3 3905000.00000000 PA USD 3911950.90000000 0.088960939729 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.80000000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 26419865.47000000 PA USD 25419939.35000000 0.578070060247 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N GITSIT Mortgage Loan Trust N/A 375926AA0 15528812.80000000 PA USD 15661568.62000000 0.356156786649 Long ABS-O CORP US N 2 2055-02-25 Variable 6.27600000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 46092000.00000000 PA USD 22430095.65000000 0.510078586939 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 876319.00000000 NS USD 10480775.24000000 0.238341338702 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 92243QAA4 8773742.18000000 PA USD 8799835.29000000 0.200115399419 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.88900000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416LAC6 330782.04000000 PA USD 312320.47000000 0.007102421072 Long ABS-O CORP US N 2 2035-08-27 Fixed 2.09000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 861000.00000000 PA USD 1436578.50000000 0.032668961503 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 1615000.00000000 PA USD 1635253.72000000 0.037186997318 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAJ7 27050000.00000000 PA USD 405750.00000000 0.009227084444 Long DBT CORP US N 2 2023-01-15 None 0.00000000 Y N N N N N JAZZ INVESTMENTS I LTD N/A 472145AG6 912000.00000000 PA USD 1010952.00000000 0.022989869310 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N (Sunnova) Aurora I Issuer, LLC N/A 86745CAA0 5750066.25000000 PA USD 5455934.26000000 0.124072374955 Long ABS-O CORP US N 2 2051-02-20 Fixed 5.30000000 N N N N N N HPEFS Equipment Trust N/A 40441RAF0 2833145.65000000 PA USD 2821576.50000000 0.064164940556 Long ABS-O CORP US N 2 2029-11-20 Fixed 2.40000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 415000.00000000 PA USD 420682.18000000 0.009566654341 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAE0 7140000.00000000 PA USD 7143862.74000000 0.162457239085 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.15500000 N N N N N N TRUIST INSURANCE HOLDINGS LLC N/A 89788VAG7 2786874.17000000 PA USD 2765972.61000000 0.062900462951 Long LON CORP US N 2 2031-05-06 Floating 7.04900000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 4785000.00000000 PA USD 4820394.12000000 0.109619676152 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 22400000.00000000 PA USD 22009699.49000000 0.500518436925 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 6250000.00000000 PA USD 453125.00000000 0.010304430409 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N AGL CLO 7 LTD N/A 008511AS6 1805000.00000000 PA USD 1807061.31000000 0.041094041412 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.66400000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 6099000.00000000 PA USD 4754504.30000000 0.108121288147 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 1650000.00000000 PA USD 1699320.15000000 0.038643919954 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 16474000.00000000 PA USD 12201903.01000000 0.277481181642 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 1540000.00000000 PA USD 995806.50000000 0.022645448343 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 9055000.00000000 PA USD 8802421.19000000 0.200174204885 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 17166000.00000000 PA USD 16698217.92000000 0.379731033427 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 4913760.00000000 PA USD 568767.72000000 0.012934239757 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N Y N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 205000.00000000 PA USD 230889.80000000 0.005250621520 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 1969925.82000000 PA USD 1966383.89000000 0.044717166241 Long ABS-MBS CORP US N 2 2060-11-25 Variable 4.65000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 927000.00000000 PA USD 966976.88000000 0.021989839376 Long DBT CORP US N 2 2030-07-15 Fixed 1.37500000 N N N N Y Itron, Inc. USD XXXX N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 477306.02000000 PA USD 470451.91000000 0.010698458411 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 3435000.00000000 PA USD 3022940.94000000 0.068744131417 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 7515000.00000000 PA USD 7603666.63000000 0.172913552876 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N MERIT MEDICAL SYSTEMS IN 549300OYTY138SP2CE83 589889AA2 601000.00000000 PA USD 817360.00000000 0.018587430046 Long DBT CORP US N 2 2029-02-01 Fixed 3.00000000 N N N N Y Merit Medical Systems, Inc. USD XXXX N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 5915000.00000000 PA USD 6057863.34000000 0.137760730964 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 2285000.00000000 PA USD 2311553.19000000 0.052566596379 Long DBT CORP US N 2 2031-09-30 Fixed 5.70000000 N N N N N N BPR Trust N/A 055980AA4 7790000.00000000 PA USD 7787835.94000000 0.177101712519 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.55100000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 13160000.00000000 PA USD 13168275.14000000 0.299457268513 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 14719000.00000000 PA USD 12715695.53000000 0.289165240715 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 2245000.00000000 PA USD 2333166.54000000 0.053058101507 Long ABS-O CORP US N 2 2034-10-16 Fixed 6.70000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 2739000.00000000 PA USD 2378821.50000000 0.054096332366 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N EverBright Solar Trust N/A 29977FAA2 3043554.71000000 PA USD 3055750.23000000 0.069490241311 Long ABS-O CORP US N 2 2054-06-22 Fixed 6.43000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 12808000.00000000 PA USD 12885014.50000000 0.293015691569 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 325555000.00000000 PA 15889782.90000000 0.361346564673 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2313774.00000000 PA USD 266616.18000000 0.006063068409 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N Y N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 2960000.00000000 PA USD 3171599.27000000 0.072124742543 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 15545000.00000000 PA USD 15302972.12000000 0.348002011081 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLP4 21905000.00000000 PA USD 21759537.22000000 0.494829543789 Long DBT UST US N 2 2026-09-30 Fixed 3.50000000 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 2130890.67000000 PA USD 2125030.72000000 0.048324923967 Long LON CORP PA N 2 2027-08-08 Floating 6.32500000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 810000.00000000 PA USD 828103.50000000 0.018831745959 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 505000.00000000 PA USD 440894.39000000 0.010026296407 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BT0 5200000.00000000 PA USD 4870840.00000000 0.110766856422 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKJ2 1465000.00000000 PA USD 1459431.54000000 0.033188658188 Long ABS-O CORP US N 2 2028-04-20 Fixed 7.35000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 1655000.00000000 PA USD 1670266.81000000 0.037983223413 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N Sunac China Holdings Ltd 549300OLARYHDXP3WK18 000000000 744514.00000000 NS 149022.97000000 0.003388903335 Long EC CORP KY N 2 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBK2 464800.00000000 PA USD 326089.74000000 0.007415545452 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 815000.00000000 PA USD 590980.22000000 0.013439370042 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1705000.00000000 PA USD 1566816.57000000 0.035630680960 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N Labrador Aviation Finance Limited N/A 50543LAA0 1426651.12000000 PA USD 1387387.40000000 0.031550315949 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.30000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAB7 430000.00000000 PA USD 421436.38000000 0.009583805461 Long ABS-MBS CORP US N 2 2057-07-25 Variable 3.00000000 N N N N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 2554057.29000000 PA USD 2378190.01000000 0.054081971771 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 35360000.00000000 PA USD 37866687.02000000 0.861119208257 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 1090000.00000000 PA USD 1125416.49000000 0.025592884751 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAE8 3925350.00000000 PA USD 3851540.86000000 0.087587166370 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.72300000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 21000.00000000 0.000477557050 Long DBT CORP KY N 2 2030-07-13 None 0.00000000 Y N N N N N Clover CLO N/A 00142DAG5 5605000.00000000 PA USD 5606025.72000000 0.127485576621 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.60500000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAH7 3360000.00000000 PA USD 3184247.47000000 0.072412372881 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.65000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 4690000.00000000 PA USD 4174476.79000000 0.094930991623 Long DBT CORP IT N 2 2032-06-03 Fixed 3.12700000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 1925000.00000000 PA USD 1985967.98000000 0.045162524349 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 1227000.00000000 PA USD 1190803.50000000 0.027079838449 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N VStrong Auto Receivables Trust N/A 92891PAL7 430000.00000000 PA USD 444738.68000000 0.010113718683 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.29000000 N N N N N N LAD Auto Receivables Trust N/A 505709AF2 450000.00000000 PA USD 446055.80000000 0.010143671061 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.93000000 N N N N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AB1 255000.00000000 PA USD 360442.50000000 0.008196755107 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 9370000.00000000 PA USD 9338616.12000000 0.212367712951 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAD5 301910.27000000 PA USD 311054.65000000 0.007073635298 Long ABS-O CORP US N 2 2039-09-15 Fixed 8.85000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAB8 1960000.00000000 PA USD 1998141.40000000 0.045439357804 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.49000000 N N N N N N BX Trust N/A 12433KAA5 20150000.00000000 PA USD 20117659.25000000 0.457491905647 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.76200000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 2673354.22000000 PA USD 2519735.27000000 0.057300825909 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 8250.00000000 NS USD 602992.50000000 0.013712539042 Long EP CORP US N 1 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 6610000.00000000 PA USD 6563153.94000000 0.149251449473 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAG8 680000.00000000 PA USD 690179.26000000 0.015695236755 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.77000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EP6 13615000.00000000 PA USD 13217714.30000000 0.300581555153 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 4705000.00000000 PA USD 4723229.15000000 0.107410065842 Long DBT CORP US N 2 2029-12-01 Fixed 5.12500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 7485000.00000000 PA USD 269684.55000000 0.006132845634 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N Wind River CLO Ltd N/A 88432UAJ5 700000.00000000 PA USD 700380.80000000 0.015927228058 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.50500000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 10144575.00000000 PA USD 10201506.35000000 0.231990537395 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00038QAA6 9896156.21000000 PA USD 9976908.84000000 0.226883007658 Long ABS-O CORP US N 2 2049-09-16 Fixed 5.93000000 N N N N N N ROC Securities Trust N/A 77118UAA8 7175000.00000000 PA USD 7157988.08000000 0.162778460785 Long ABS-MBS CORP US N 2 2039-10-25 Variable 5.58900000 N N N N N N Toorak Mortgage Corp. N/A 89054YAA1 1280000.00000000 PA USD 1293527.04000000 0.029415855154 Long ABS-MBS CORP US N 2 2039-02-25 Variable 6.59700000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 1014769.23000000 PA USD 1008467.51000000 0.022933369991 Long LON CORP US N 2 2031-02-28 Floating 6.79900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 950000.00000000 PA USD 687930.44000000 0.015644096762 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LCE7 9845000.00000000 PA USD 9795695.85000000 0.222762077131 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 126353.03000000 PA USD 118697.17000000 0.002699270020 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 2530000.00000000 PA USD 1904890.64000000 0.043318759807 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 765000.00000000 PA USD 778110.11000000 0.017694855678 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 12245000.00000000 PA USD 12388157.40000000 0.281716757698 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 233882.00000000 NS USD 13993160.06000000 0.318215821350 Long EP CORP US N 1 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 7475000.00000000 PA 9032434.12000000 0.205404885670 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N DISH DBS CORP N/A 25470XBE4 26600000.00000000 PA USD 24417352.96000000 0.555270431700 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Foundation Finance Trust N/A 35040WAB3 4560000.00000000 PA USD 4526178.48000000 0.102928973613 Long ABS-O CORP US N 2 2050-04-15 Fixed 5.26000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 14715000.00000000 PA USD 12319911.99000000 0.280164801663 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AU3 11090000.00000000 PA USD 11194253.43000000 0.254566412043 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 13967000.00000000 PA USD 14328935.95000000 0.325851637718 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 203698000000.00000000 PA 12349809.11000000 0.280844686447 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 532000.00000000 PA USD 1238427.18000000 0.028162839599 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 290992.11000000 PA USD 289272.35000000 0.006578288110 Long LON CORP US N 2 2028-08-02 None 0.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 1665000.00000000 PA USD 786712.50000000 0.017890481012 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N NOVELIS CORPORATION 549300ZJQN1PEAT42X90 67000LAB8 8061508.75000000 PA USD 8051431.86000000 0.183096097764 Long LON CORP US N 2 2032-03-11 Floating 6.29200000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 2820000.00000000 PA USD 2948542.65000000 0.067052253896 Long ABS-O CORP US N 2 2028-10-16 Fixed 8.71000000 N N N N N N SCF Equipment Trust Llc N/A 78397WAE6 4060000.00000000 PA USD 4114928.15000000 0.093576807199 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N Progress Residential Trust N/A 74333QAL9 1175000.00000000 PA USD 1081407.49000000 0.024592084359 Long ABS-O CORP US N 2 2040-11-17 Fixed 3.01000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4249.00000000 NC USD 3013679.73000000 0.068533523982 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 469554789.02000000 USD 3013679.73000000 N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 205000.00000000 PA USD 195476.11000000 0.004445285455 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAC7 1800000.00000000 PA USD 1866175.38000000 0.042438343360 Long ABS-O CORP US N 2 2054-04-20 Fixed 7.81000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 7530000.00000000 PA USD 5976521.47000000 0.135910950795 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860AAB5 1320000.00000000 PA USD 1315035.48000000 0.029904974543 Long ABS-O CORP US N 2 2036-04-17 Fixed 5.26000000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 6269347.52000000 PA USD 5944719.45000000 0.135187747039 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BQ2 2040000.00000000 PA USD 2045444.70000000 0.046515073253 Long DBT CORP US N 2 2034-08-15 Fixed 5.37500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAG5 2045000.00000000 PA USD 2041063.38000000 0.046415438479 Long ABS-O CORP US N 2 2031-08-12 Fixed 5.54000000 N N N N N N Nelnet Student Loan Trust N/A 64035DAJ5 3250000.00000000 PA USD 2837035.50000000 0.064516490768 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.85000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 38476000.00000000 PA USD 50525913.68000000 1.149000301019 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 6933533.74000000 PA USD 6924866.82000000 0.157477094053 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.68300000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAL6 8655000.00000000 PA USD 8779972.23000000 0.199663697307 Long DBT CORP IE N 2 2029-04-03 Fixed 5.30000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 12950000.00000000 PA USD 14192682.00000000 0.322753112265 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324EAA5 2571036.63000000 PA USD 2583354.47000000 0.058747578172 Long ABS-O CORP US N 2 2045-02-15 Fixed 5.21000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 16860000.00000000 PA USD 17235137.36000000 0.391941017438 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 9922207.34000000 PA USD 9895119.71000000 0.225023056434 Long LON CORP CA N 2 2030-01-31 Floating 6.07500000 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 000000000 8421352.61000000 PA USD 8402909.85000000 0.191088992635 Long LON CORP PA N 2 2028-10-18 Floating 6.32500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 4825000.00000000 PA USD 4955419.22000000 0.112690256558 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 10175000.00000000 PA USD 13466378.48000000 0.306236380506 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 810000.00000000 PA USD 873433.10000000 0.019862577867 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N DK CROWN HOLDINGS INC N/A 000000000 5715000.00000000 PA USD 5675737.95000000 0.129070889333 Long LON CORP US N 2 2032-03-04 Floating 6.07500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 12675000.00000000 PA USD 11751788.36000000 0.267245209036 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 2020000.00000000 PA USD 2049798.23000000 0.046614076060 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 3450000.00000000 PA USD 3272397.55000000 0.074416977272 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 11225000.00000000 PA USD 11232020.12000000 0.255425257238 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N Jack in the Box Funding, LLC N/A 466365AB9 2726400.00000000 PA USD 2683875.79000000 0.061033514606 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.47600000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 2540000.00000000 PA USD 2706671.93000000 0.061551917339 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N VIBRANT CLO LTD 5493000EYXFKXA2VRV24 92557EAL7 2135000.00000000 PA USD 2132252.04000000 0.048489142647 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 8.30500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3306.00000000 NC USD -1542434.74000000 -0.03507621834 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -375754815.26000000 USD -1542434.74000000 N N N SBNA Auto Receivables Trust N/A 78437PAF0 505000.00000000 PA USD 510995.87000000 0.011620460981 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.59000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBP4 4450000.00000000 PA USD 4448620.50000000 0.101165242176 Long LON CORP US N 2 2031-01-02 None 0.00000000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 57985000.00000000 PA USD 62572456.02000000 1.422948454883 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 2400000.00000000 PA USD 103896.00000000 0.002362679397 Long DBT CORP KY N 2 2025-01-15 None 0.00000000 Y N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 985109.24000000 PA USD 984425.57000000 0.022386636754 Long ABS-MBS CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAF7 2420000.00000000 PA USD 2385529.52000000 0.054248878188 Long ABS-O CORP US N 2 2030-12-10 Fixed 5.38000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 28947000.00000000 PA USD 20915016.28000000 0.475624451914 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 6000000.00000000 PA USD 6066570.00000000 0.137958727481 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N MVW Owner Trust N/A 55400KAC9 4989313.20000000 PA USD 4709232.12000000 0.107091762015 Long ABS-O CORP US N 2 2039-05-20 Fixed 2.23000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 693564.60000000 PA USD 602179.77000000 0.013694056902 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OXVJK5CT5B2O86 74143RAA1 2166876.82000000 PA USD 2167594.49000000 0.049292858656 Long ABS-O CORP US N 2 2054-07-25 Variable 6.99600000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAC6 535000.00000000 PA USD 548176.57000000 0.012465980287 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.86000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 735000.00000000 PA USD 673894.26000000 0.015324902633 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Foundation Finance Trust N/A 35042RAB2 1210000.00000000 PA USD 1261023.28000000 0.028676693260 Long ABS-O CORP US N 2 2049-06-15 Fixed 6.97000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 920000.00000000 PA USD 848567.89000000 0.019297122803 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 5031000.00000000 PA USD 4878909.35000000 0.110950359993 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 9140000.00000000 PA USD 9439733.78000000 0.214667210640 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAJ3 900000.00000000 PA USD 916361.10000000 0.020838795442 Long ABS-O CORP US N 2 2050-02-20 Fixed 5.91000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46596CAA4 3300000.00000000 PA USD 3267501.60000000 0.074305639394 Long ABS-MBS CORP US N 2 2042-01-15 Floating 5.91900000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 11630000.00000000 PA USD 11211659.60000000 0.254962242482 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 6740000.00000000 PA USD 6977045.80000000 0.158663686424 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1622131.00000000 PA USD 178434.41000000 0.004057743361 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N Foundation Finance Trust N/A 35040VAD1 590000.00000000 PA USD 597298.30000000 0.013583048311 Long ABS-O CORP US N 2 2050-03-15 Fixed 6.59000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 12945335.00000000 PA USD 14449424.74000000 0.328591650632 Long DBT CORP US N 2 2030-11-30 Fixed 3.87500000 N N Y N Y EchoStar Corp. USD XXXX N N N Exeter Automobile Receivables Trust N/A 30168CAF5 3820000.00000000 PA USD 3893393.66000000 0.088538933024 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1455000.00000000 PA USD 65475.00000000 0.001488954661 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N Pretium Mortgage Credit Partners LLC 254900IGILCZGVE9SS90 69392DAA0 5087602.99000000 PA USD 5130944.28000000 0.116681838938 Long ABS-MBS CORP US N 2 2054-11-25 Variable 5.96300000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 2735000.00000000 PA USD 227114.40000000 0.005164765858 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 6280000.00000000 PA USD 6293753.20000000 0.143125057908 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.45200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKG8 1095000.00000000 PA USD 1089758.24000000 0.024781987194 Long ABS-O CORP US N 2 2027-10-20 Fixed 7.26000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 5470000.00000000 PA USD 6684307.40000000 0.152006577522 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N EWC Master Issuer LLC N/A 26929HAB1 403587.50000000 PA USD 396264.20000000 0.009011369650 Long ABS-O CORP US N 2 2052-03-15 Fixed 5.50000000 N N N N N N Wyndham Hotels & Resorts Inc 549300FE3MQ4RVXXC673 98310CAF9 20564600.00000000 PA USD 20549999.13000000 0.467323665552 Long LON CORP US N 2 2030-05-24 Floating 6.07500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 17555000.00000000 PA USD 16413788.42000000 0.373262875658 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N LAD Auto Receivables Trust N/A 505709AG0 375000.00000000 PA USD 371167.39000000 0.008440647813 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.18000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 1660000.00000000 PA USD 1736351.70000000 0.039486047468 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAH2 2525000.00000000 PA USD 2563639.27000000 0.058299238517 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 7605000.00000000 PA USD 7717090.10000000 0.175492894676 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BY9 5225000.00000000 PA USD 5381750.00000000 0.122385364650 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.00000000 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 3270000.00000000 PA USD 3298445.73000000 0.075009334035 Long ABS-O CORP US N 2 2032-08-20 Fixed 5.91000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 6105000.00000000 PA USD 5241455.99000000 0.119194964952 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AK7 16890000.00000000 PA USD 15984798.35000000 0.363507293152 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAK0 10359264.05000000 PA USD 10304256.36000000 0.234327156049 Long LON CORP US N 2 2031-06-13 Floating 6.04900000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 4105000.00000000 PA USD 3609143.09000000 0.082074844268 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N BPR Trust N/A 05592CAQ9 11095000.00000000 PA USD 10817281.06000000 0.245993754271 Long ABS-MBS CORP US N 2 2038-12-15 Floating 11.19000000 N N N N N N Carvana Auto Receivables Trust N/A 14688LAD5 1000000.00000000 PA USD 1046164.70000000 0.023790634699 Long ABS-O CORP US N 2 2030-02-11 Fixed 7.22000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 41956.00000000 NS USD 1877111.44000000 0.042687038244 Long EP CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 32.00000000 NC USD -106567.36000000 -0.00242342829 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 4018567.36000000 USD -106567.36000000 N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP VG N 2 2030-01-14 None 0.00000000 N N N N N N Fort Greene Park CLO N/A 18914KAG7 10050000.00000000 PA USD 9979770.60000000 0.226948086404 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 6.66700000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 000000000 7875000.00000000 PA USD 8060850.00000000 0.183310273914 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 6235000.00000000 PA USD 6357795.21000000 0.144581425214 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 898000.00000000 PA USD 773447.40000000 0.017588821867 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 NRG Energy Inc 5E2UPK5SW04M13XY7I38 62937NBC0 2422763.82000000 PA USD 2416319.27000000 0.054949062102 Long LON CORP US N 2 2031-04-16 Floating 6.04400000 N N N N N N EXPEDIA GROUP INC N/A 30212PBL8 18830000.00000000 PA USD 18753640.21000000 0.426473005178 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 7070000.00000000 PA USD 6294837.92000000 0.143149725322 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 2935000.00000000 PA 3136020.56000000 0.071315653790 Long DBT NUSS RO N 2 2032-07-11 Fixed 5.87500000 N N N N N N Towd Point Mortgage Trust N/A 89171UAG4 10799.73000000 PA USD 10753.12000000 0.000244534679 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033YAA4 3235000.00000000 PA USD 3161242.00000000 0.071889209814 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAC8 1195000.00000000 PA USD 1045115.45000000 0.023766773902 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 4640000.00000000 PA USD 4667374.84000000 0.106139893483 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W202 168432.00000000 NS USD 9130698.72000000 0.207639502458 Long EP US N 2 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBP9 150000.00000000 PA USD 151132.94000000 0.003436885766 Long DBT CORP IE N 2 2031-12-15 Fixed 5.37500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 1130000.00000000 PA USD 1009026.37000000 0.022946078921 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 865543.77000000 PA USD 841741.32000000 0.019141881059 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.75000000 N N N N N N Firstkey Homes Trust N/A 33767WAJ2 7995000.00000000 PA USD 7670685.22000000 0.174437610027 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 182505.94000000 PA USD 182887.58000000 0.004159012062 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 4735000.00000000 PA USD 4649404.74000000 0.105731238818 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 3425000.00000000 PA USD 3397640.62000000 0.077265106374 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 7400000.00000000 PA USD 6692537.13000000 0.152193728264 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BC2 7550000.00000000 PA USD 7619274.27000000 0.173268483282 Long DBT CORP US N 2 2034-12-01 Fixed 5.35000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 435000.00000000 PA USD 411083.70000000 0.009348377112 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.57700000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 5175000.00000000 PA USD 5236359.98000000 0.119079077547 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 15655000.00000000 PA USD 15848026.15000000 0.360396982274 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 5520000.00000000 PA USD 5937389.28000000 0.135021053022 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 4130000.00000000 PA USD 4167292.99000000 0.094767626178 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 4389000.00000000 PA USD 3843054.70000000 0.087394184202 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 8170000.00000000 PA 8569191.83000000 0.194870379871 Long DBT NUSS MX N 2 2037-05-04 Fixed 5.12500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 1895000.00000000 PA USD 1885111.98000000 0.042868977020 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 3715000.00000000 PA USD 3608045.56000000 0.082049885545 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 730000.00000000 PA USD 32565.30000000 0.000740561363 Long DBT CORP KY N 2 2024-05-24 None 0.00000000 Y N N N N N College Ave Student Loans N/A 19423UAA0 9696526.90000000 PA USD 9892774.91000000 0.224969733778 Long ABS-O CORP US N 2 2054-08-25 Fixed 5.69000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAM6 4415000.00000000 PA USD 4449081.37000000 0.101175722734 Long DBT CORP US N 2 2032-03-17 Fixed 5.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 683000.00000000 PA USD 814136.00000000 0.018514113668 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings, Inc. USD XXXX N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284BA3 2295000.00000000 PA USD 2280698.64000000 0.051864938860 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N SMB Private Education Loan Trust N/A 78450MAC6 7070000.00000000 PA USD 6155875.16000000 0.139989599330 Long ABS-O CORP US N 2 2051-02-15 Fixed 2.49000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 28741000.00000000 PA USD 25746184.35000000 0.585489136438 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 15360000.00000000 PA USD 15041226.24000000 0.342049697248 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 20290000.00000000 PA USD 16384175.00000000 0.372589442443 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 1166000.00000000 PA USD 1077967.00000000 0.024513844822 Long DBT CORP US N 2 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 18032065.07000000 PA USD 17882759.57000000 0.406668472323 Long LON CORP US N 2 2031-01-17 None 0.00000000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 6445000.00000000 PA USD 6627689.97000000 0.150719051194 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 19355000.00000000 PA USD 16506519.04000000 0.375371645248 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 2825000.00000000 PA USD 2815772.93000000 0.064032962662 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AG8 775000.00000000 PA USD 788876.38000000 0.017939689400 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.93000000 N N N N N N LAD Auto Receivables Trust N/A 501689AG8 160000.00000000 PA USD 161812.32000000 0.003679743538 Long ABS-O CORP US N 2 2031-06-16 Fixed 6.15000000 N N N N N N REMIC FUNDING TRUST 98-1 N/A 75806FAA2 3191094.93000000 PA USD 3221694.34000000 0.073263945109 Long ABS-MBS CORP US N 2 2054-12-25 Variable 7.74500000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAU5 1035000.00000000 PA USD 1033923.60000000 0.023512262146 Long LON CORP US N 2 2028-04-06 None 0.00000000 N N N N N N Maps LTD N/A 55292RAA9 5487233.94000000 PA USD 5114898.78000000 0.116316951240 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 9975000.00000000 PA USD 9863750.42000000 0.224309693309 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AE0 4250000.00000000 PA USD 4102355.00000000 0.093290883560 Long DBT NUSS AM N 2 2035-03-12 Fixed 6.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 1930000.00000000 PA USD 1925900.68000000 0.043796545176 Long ABS-O CORP US N 2 2035-01-16 Fixed 5.39000000 N N N N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 17178HAR3 2032085.92000000 PA USD 2028692.34000000 0.046134110985 Long LON CORP US N 2 2030-10-24 Floating 6.06900000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 9775000.00000000 PA USD 9632574.83000000 0.219052572692 Long DBT CORP PA N 2 2033-02-15 Fixed 6.12500000 N N N N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 1455000.00000000 PA USD 1449907.50000000 0.032972073785 Long DBT CORP US N 2 2029-03-01 Fixed 2.62500000 N N N N Y Parsons Corp. USD XXXX N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAC6 2550000.00000000 PA USD 2577794.44000000 0.058621138576 Long DBT CORP US N 2 2034-09-30 Fixed 5.95000000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 665000.00000000 PA USD 706562.50000000 0.016067804935 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp. USD XXXX N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBU4 4970000.00000000 PA USD 4454116.98000000 0.101290236594 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 4901898.00000000 PA USD 564208.46000000 0.012830558482 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 5230529.38000000 PA USD 5223245.87000000 0.118780852038 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.92000000 N N N N N N Firstkey Homes Trust N/A 33767TAJ9 5272000.00000000 PA USD 5040175.93000000 0.114617692961 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.25800000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 6155000.00000000 PA USD 5646131.07000000 0.128397604843 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 2030000.00000000 PA USD 2397622.85000000 0.054523890331 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 990000.00000000 PA USD 113503.50000000 0.002581161747 Long DBT CORP KY N 2 2024-11-07 None 0.00000000 Y N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 7750000.00000000 PA USD 7314140.00000000 0.166329482232 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.20600000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAC2 1380000.00000000 PA USD 1489796.94000000 0.033879192039 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 8301000.00000000 PA USD 7260294.50000000 0.165104991842 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAF5 5205000.00000000 PA USD 5208481.36000000 0.118445095093 Long DBT CORP GB N 2 2028-03-27 Fixed 5.20000000 N N N N N N SLAM LLC N/A 83100AAA0 5509129.02000000 PA USD 5435246.09000000 0.123601909172 Long ABS-O CORP US N 2 2049-09-15 Fixed 5.33500000 N N N N N N Nelnet Student Loan Trust N/A 64034YAE1 863000.00000000 PA USD 740881.62000000 0.016848249589 Long ABS-O CORP US N 2 2062-04-20 Fixed 4.38000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 3490000.00000000 PA USD 3363836.50000000 0.076496373238 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N Prestige Auto Receivables Trust N/A 74113RAL3 8375000.00000000 PA USD 8544175.00000000 0.194301476844 Long ABS-O CORP US N 2 2028-08-15 Fixed 8.08000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 1585000.00000000 PA USD 112994.65000000 0.002569590085 Long DBT CORP KY N 2 2026-08-12 None 0.00000000 Y N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 6705000.00000000 PA USD 5786569.89000000 0.131591297637 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBF0 20348868.28000000 PA USD 20277647.24000000 0.461130162440 Long LON CORP US N 2 2031-06-24 Floating 6.07500000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MBE7 4730000.00000000 PA USD 4763712.60000000 0.108330692365 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1305000.00000000 PA USD 59064.30000000 0.001343170138 Long DBT CORP KY N 2 2026-06-01 None 0.00000000 Y N N N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 696928AA8 8895000.00000000 PA USD 8904010.64000000 0.202484431462 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.90200000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 3125000.00000000 PA USD 3266178.13000000 0.074275542612 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3955000.00000000 PA USD 3956653.19000000 0.089977506099 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.56400000 N N N N N N LAD Auto Receivables Trust N/A 501689AE3 525000.00000000 PA USD 527051.70000000 0.011985583591 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 9470000.00000000 PA USD 9735553.95000000 0.221394401494 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 52867.00000000 NS USD 914599.10000000 0.020798726132 Long EP CORP US N 1 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 5240000.00000000 PA USD 5228846.92000000 0.118908224463 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N Altde Trust N/A 00166NAA7 4815137.44000000 PA USD 4858805.92000000 0.110493191672 Long ABS-O CORP US N 2 2050-08-15 Fixed 5.90000000 N N N N N N BPR Trust N/A 05592CAN6 265000.00000000 PA USD 261043.55000000 0.005936342278 Long ABS-MBS CORP US N 2 2038-12-15 Floating 9.94100000 N N N N N N BX Trust N/A 05612TAA3 3765000.00000000 PA USD 3767846.34000000 0.085683885031 Long ABS-MBS CORP US N 2 2029-07-15 Floating 5.81100000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAF4 4870000.00000000 PA USD 4840804.35000000 0.110083821354 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.49000000 N N N N N N Affirm Inc N/A 00834BAJ6 550000.00000000 PA USD 552997.50000000 0.012575612149 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAE5 215000.00000000 PA USD 221410.87000000 0.005035062955 Long ABS-O CORP US N 2 2031-01-15 Fixed 6.43000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 10574000.00000000 PA USD 9878481.40000000 0.224644687755 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 3695000.00000000 PA USD 3683178.92000000 0.083758479155 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 45285000.00000000 PA USD 45634052.25000000 1.037755400210 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAG4 1685718.84000000 PA USD 1547300.76000000 0.035186875595 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.72200000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 11745000.00000000 PA USD 11971976.24000000 0.272252460206 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAF4 7005000.00000000 PA USD 7196782.89000000 0.163660686263 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N BX Trust N/A 05614JAC9 415000.00000000 PA USD 411622.61000000 0.009360632363 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.41500000 N N N N N N Marlette Funding Trust N/A 57108VAB8 1100000.00000000 PA USD 1109340.10000000 0.025227294589 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.07000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 7940000.00000000 PA USD 5680071.94000000 0.129169447784 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 2795000.00000000 PA USD 2774969.80000000 0.063105066356 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AR2 7915000.00000000 PA USD 7902302.36000000 0.179704771850 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 3745000.00000000 PA USD 3523239.83000000 0.080121334388 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 124527856.31000000 PA USD 124527856.31000000 2.831864561454 Long RA CORP US N 2 Repurchase N 2.50000000 2025-04-01 125978400.00000000 USD 127018541.90000000 USD UST N N N Mariner Finance Issuance Trust N/A 567928AD8 815000.00000000 PA USD 821872.08000000 0.018690038408 Long ABS-O CORP US N 2 2036-09-22 Fixed 6.77000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 16680000.00000000 PA USD 17478329.49000000 0.397471403931 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Marlette Funding Trust N/A 57108VAD4 3750000.00000000 PA USD 3743534.63000000 0.085131017006 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.93000000 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 05555LAC5 3245000.00000000 PA USD 3231119.09000000 0.073478271576 Long DBT CORP US N 2 2030-04-02 Fixed 6.15000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 2825000.00000000 PA USD 2466623.89000000 0.056093030005 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 339000.00000000 PA USD 910384.50000000 0.020702882706 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital, Inc. USD XXXX N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1465000.00000000 PA USD 74407.35000000 0.001692083553 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 3128076.39000000 PA USD 3002984.62000000 0.068290308497 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.82200000 N N N N N N GITSIT Mortgage Loan Trust N/A 375925AA2 2737805.74000000 PA USD 2762645.85000000 0.062824809727 Long ABS-O CORP US N 2 2054-06-25 Variable 7.46600000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 2785000.00000000 PA USD 2357641.75000000 0.053614687655 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N College Ave Student Loans N/A 19424WAE7 1828542.01000000 PA USD 1715444.86000000 0.039010608952 Long ABS-O CORP US N 2 2055-07-26 Fixed 4.11000000 N N N N N N Freedom Financial N/A 30322MAD1 954526.87000000 PA USD 943777.56000000 0.021462268003 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAA1 12661336.20000000 PA USD 11774394.41000000 0.267759288967 Long ABS-O CORP KY N 2 2046-11-15 Variable 2.77100000 N N N N N N Tricon Residential N/A 89614YAE6 2015000.00000000 PA USD 1936747.68000000 0.044043214763 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.79400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 4605000.00000000 PA USD 4480449.03000000 0.101889048791 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N MFRA Trust N/A 58004YAA7 4578692.58000000 PA USD 4605020.06000000 0.104721895157 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.33000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 292000.00000000 PA USD 717736.00000000 0.016321899397 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 BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 20960000.00000000 PA USD 19712880.00000000 0.448286896846 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 Ascent Education Funding Trust N/A 04362VAA3 1961844.05000000 PA USD 1987962.08000000 0.045207871802 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAG5 3391000.00000000 PA USD 3334709.40000000 0.075833999335 Long ABS-O CORP US N 2 2032-04-12 Fixed 7.66000000 N N N N N N HIGHWOODS PROPERTIES ZIIGTYKL9T0X3HLTDX53 431284207 2318.00000000 NS USD 2282224.25000000 0.051899632470 Long EP US N 3 N N N Frontier Issuer LLC N/A 35910EAA2 9330000.00000000 PA USD 9491996.79000000 0.215855713922 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 3965000.00000000 PA USD 4419111.45000000 0.100494182419 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 172000.00000000 PA USD 589788.00000000 0.013412257991 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 Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CL2 7025000.00000000 PA USD 6984224.79000000 0.158826942485 Long DBT NUSS BR N 2 2035-03-15 Fixed 6.62500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 5655000.00000000 PA USD 5128020.39000000 0.116615347305 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAD6 2275000.00000000 PA USD 2312236.63000000 0.052582138360 Long DBT CORP US N 2 2030-01-23 Fixed 6.00000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 3675000.00000000 PA USD 165375.00000000 0.003760761774 Long DBT CORP KY N 2 2025-07-14 None 0.00000000 Y N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 9895000.00000000 PA USD 9956368.49000000 0.226415903421 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAN4 3535000.00000000 PA USD 3529072.48000000 0.080253973585 Long DBT CORP US N 2 2035-03-17 Fixed 5.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 17675000.00000000 PA USD 17867314.78000000 0.406317245258 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 555000.00000000 PA USD 522065.26000000 0.011872187897 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BF8 281405000.00000000 PA 6755789.89000000 0.153632147384 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAC7 341556.61000000 PA USD 343609.02000000 0.007813948104 Long ABS-O CORP US N 2 2039-09-15 Fixed 6.62000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 8805000.00000000 PA USD 9028960.55000000 0.205325893867 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N GLS Auto Select Receivables Trust N/A 36271BAJ0 375000.00000000 PA USD 370217.21000000 0.008419039949 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.28000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 29175000.00000000 PA USD 18398402.69000000 0.418394615542 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 10961032.50000000 PA USD 10928149.40000000 0.248514990341 Long LON CORP US N 2 2031-05-23 Floating 6.07500000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 3805000.00000000 PA USD 4123064.63000000 0.093761837361 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 7820000.00000000 PA USD 8225334.06000000 0.187050774990 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N SEB Funding LLC N/A 78433DAA2 1396500.00000000 PA USD 1363396.53000000 0.031004744086 Long ABS-O CORP US N 2 2052-01-30 Fixed 4.96900000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 840000.00000000 PA USD 734321.99000000 0.016699078276 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 6195000.00000000 PA USD 315821.10000000 0.007182028241 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 6900000.00000000 PA USD 6985560.00000000 0.158857306245 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N 522 Funding CLO LTD N/A 33835NAG6 9977000.00000000 PA USD 9985480.45000000 0.227077933029 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 7.65500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 198850.00000000 PA USD 192155.50000000 0.004369772088 Long ABS-O CORP US N 2 2051-12-05 Fixed 3.25100000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAZ9 1680000.00000000 PA USD 1681224.05000000 0.038232399947 Long DBT CORP US N 2 2034-08-15 Fixed 4.90000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 11095000.00000000 PA USD 11088084.82000000 0.252152051650 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 9560000.00000000 PA USD 854568.40000000 0.019433579273 Long DBT CORP KY N 2 2025-10-13 None 0.00000000 Y N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 3400000.00000000 PA USD 2842505.40000000 0.064640880735 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N Progress Residential Trust N/A 74333FAF6 925000.00000000 PA USD 887890.02000000 0.020191339966 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.35900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 16035000.00000000 PA USD 16410906.90000000 0.373197347553 Long DBT CORP US N 2 2030-04-01 Fixed 6.50000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15136AAA0 401000.00000000 PA USD 972178.13000000 0.022108120025 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N Y Permian Resources Corp. USD XXXX N N N Mosaic Solar Loans LLC N/A 618937AB2 997743.69000000 PA USD 959785.53000000 0.021826302239 Long ABS-O CORP US N 2 2049-09-20 Fixed 6.25000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAD0 13775000.00000000 PA USD 13771923.63000000 0.313184725301 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 18322000.00000000 PA USD 16125558.64000000 0.366708296436 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 2325000.00000000 PA USD 2381678.85000000 0.054161310825 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 4670000.00000000 PA USD 4668058.21000000 0.106155433871 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 14672.00000000 NC USD 10032097.38000000 0.228138039867 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 1576836402.62000000 USD 10032097.38000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 11138000.00000000 PA USD 10065947.90000000 0.228907828176 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 21890000.00000000 PA USD 21964391.85000000 0.499488104405 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAC2 650000.00000000 PA USD 671854.95000000 0.015278527067 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAV3 9530562.50000000 PA USD 9516647.88000000 0.216416299724 Long LON CORP US N 2 2030-06-22 Floating 6.32500000 N N N N N N College Ave Student Loans N/A 19423UAC6 3335000.00000000 PA USD 3403057.68000000 0.077388294716 Long ABS-O CORP US N 2 2054-08-25 Fixed 6.08000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 5300000.00000000 PA USD 4891105.00000000 0.111227698976 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLB5 139915000.00000000 PA USD 140614575.00000000 3.197689605891 Long DBT UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N Island Finance Trust 2025-1 N/A 463920AA6 665000.00000000 PA USD 676923.45000000 0.015393788873 Long ABS-O CORP US N 2 2035-03-19 Fixed 6.54000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAX7 1078316.39000000 PA USD 1016746.68000000 0.023121645039 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAU6 1094000.00000000 PA USD 1030548.00000000 0.023435498261 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N N Y Global Payments, Inc. USD XXXX N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 5745000.00000000 PA USD 5597536.19000000 0.127292517815 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAN6 6320000.00000000 PA USD 6597651.50000000 0.150035951997 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 538635000.00000000 PA 13349912.37000000 0.303587846602 Long DBT NUSS TR N 2 2026-02-18 Fixed 37.00000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAT5 4035000.00000000 PA USD 4049322.64000000 0.092084884634 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 1145000.00000000 PA USD 1109145.01000000 0.025222858084 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.55900000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 7225000.00000000 PA USD 6925383.73000000 0.157488849006 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.07500000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAF0 900000.00000000 PA USD 923902.83000000 0.021010300506 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 2915000.00000000 PA USD 2959666.55000000 0.067305220414 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 440000.00000000 PA USD 14300.00000000 0.000325193610 Long DBT CORP KY N 2 2025-07-08 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 24005000.00000000 PA USD 1105670.30000000 0.025143840358 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86745LAA0 763189.34000000 PA USD 694806.51000000 0.015800464177 Long ABS-O CORP US N 2 2046-06-20 Fixed 3.75000000 N N N N N N Frontier Issuer LLC N/A 35910EAC8 4840000.00000000 PA USD 5136004.72000000 0.116796917452 Long ABS-O CORP US N 2 2053-08-20 Fixed 11.50000000 N N N N N N CoreVest American Finance Ltd N/A 21873LAJ2 2715000.00000000 PA USD 2377061.51000000 0.054056308765 Long ABS-O CORP US N 2 2053-04-15 Fixed 2.80000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 12509000.00000000 PA USD 11536359.95000000 0.262346192078 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 2815000.00000000 PA USD 322936.80000000 0.007343845036 Long DBT CORP KY N 2 2025-07-16 None 0.00000000 Y N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 1020000.00000000 PA USD 1228080.00000000 0.027927536325 Long DBT CORP KY N 2 2028-06-01 Fixed 3.50000000 N N N N N Seagate Technology Holdings PLC USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CLS8 122240000.00000000 PA USD 122545600.00000000 2.786786443494 Long DBT UST US N 2 2026-10-31 Fixed 4.12500000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 10265000.00000000 PA USD 10224390.63000000 0.232510944502 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 5968644.27000000 PA USD 5849360.91000000 0.133019216414 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 39785000.00000000 PA USD 41381638.49000000 0.941052058609 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 7383321.14000000 PA USD 7372836.82000000 0.167664295577 Long LON CORP US N 2 2030-11-08 Floating 6.07000000 N N N N N N PRP Advisors, LLC N/A 693583AA4 8404207.19000000 PA USD 8405587.16000000 0.191149876838 Long ABS-O CORP US N 2 2026-04-25 Variable 4.86700000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 11200426.98000000 PA USD 10292977.35000000 0.234070662203 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 24315000.00000000 PA USD 23147428.23000000 0.526391312239 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Progress Residential Trust N/A 74333PAJ6 5280000.00000000 PA USD 4768945.10000000 0.108449683664 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.59100000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 2300000.00000000 PA USD 2291492.28000000 0.052110394998 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 3305000.00000000 PA USD 3247988.75000000 0.073861901342 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 25580000.00000000 PA USD 25544394.69000000 0.580900275728 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBN4 9215000.00000000 PA USD 9129936.34000000 0.207622165318 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 5.81800000 N N N N N N Progress Residential Trust N/A 74333FAE9 3535000.00000000 PA USD 3401624.80000000 0.077355709862 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.20900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 1670000.00000000 PA USD 1675681.77000000 0.038106364000 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N Wingstop Funding LLC N/A 974153AE8 3010000.00000000 PA USD 3046095.92000000 0.069270694463 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.85800000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 4060000.00000000 PA USD 4172868.00000000 0.094894406432 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N New York Mortgage Trust N/A 67120XAA9 2160468.71000000 PA USD 2175272.24000000 0.049467456924 Long ABS-MBS CORP US N 2 2030-02-25 Variable 6.38100000 N N N N N N CarMax Auto Owner Trust N/A 14318WAH0 175000.00000000 PA USD 177012.15000000 0.004025400013 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.00000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 5235000.00000000 PA USD 4929553.46000000 0.112102048174 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N WAVE 2017-1 LLC N/A 94353WAA3 5851511.97000000 PA USD 5471346.26000000 0.124422856349 Long ABS-O CORP US N 2 2042-11-15 Fixed 3.84400000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 2230000.00000000 PA USD 2505415.70000000 0.056975187261 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 17920000.00000000 PA USD 17951006.80000000 0.408220469746 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 5625000.00000000 PA USD 5643181.58000000 0.128330531045 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 2565000.00000000 PA USD 1834570.85000000 0.041719630687 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165BAG8 2875000.00000000 PA USD 2862815.75000000 0.065102754585 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.06000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 2280000.00000000 PA USD 2252190.18000000 0.051216633333 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAE3 1800000.00000000 PA USD 1931431.32000000 0.043922316420 Long ABS-O CORP US N 2 2054-04-20 Fixed 11.17000000 N N N N N N Birch Grove CLO Ltd. 254900VS6E4BD1HWHW18 09077WAA6 7865000.00000000 PA USD 7862129.28000000 0.178791203392 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 6.23500000 N N N N N N New York Mortgage Trust 254900HCG7N4R7AWFZ60 67120TAA8 6090000.00000000 PA USD 6170789.94000000 0.140328773537 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 4840357.83000000 PA USD 4838755.67000000 0.110037232707 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 5.68400000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 19353000.00000000 PA USD 17489242.24000000 0.397719568727 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N Nelnet Student Loan Trust N/A 64034YAD3 2120000.00000000 PA USD 1816296.64000000 0.041304060314 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.50000000 N N N N N N LCM Ltd Partnership N/A 50200YAS7 8760000.00000000 PA USD 8745377.81000000 0.198876992108 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.05500000 N N N N N N SINO OCEAN LAND TREAS N/A 000000000 5250000.00000000 PA USD 445410.00000000 0.010128985045 Long DBT CORP XX N 2 2030-01-14 None 0.00000000 Y N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 000000000 80000.00000000 PA USD 2900.00000000 0.000065948354 Long DBT CORP US N 2 2033-01-15 Variable 15.82400000 N Y N N N N HPEFS Equipment Trust N/A 44328UAF3 1215000.00000000 PA USD 1243827.09000000 0.028285637937 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1413.00000000 NC USD 794614.68000000 0.018070183001 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 291939246.11000000 USD 794614.68000000 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 3680000.00000000 PA USD 156400.00000000 0.003556662987 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N tvc mortgage trust N/A 87306WAA5 7725000.00000000 PA USD 7738287.00000000 0.175974929393 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.54500000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABG6 15560000.00000000 PA USD 15309328.40000000 0.348146558049 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1735000.00000000 PA USD 76808.45000000 0.001746686516 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 278295000.00000000 PA 6471010.82000000 0.147156040109 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAC8 3290000.00000000 PA USD 3289861.82000000 0.074814128952 Long ABS-O CORP US N 2 2037-11-20 Fixed 6.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1605000.00000000 PA USD 1210063.43000000 0.027517824895 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 2620000.00000000 PA USD 2703619.71000000 0.061482507378 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N CINC BELL TEL N/A 171875AD9 3825000.00000000 PA USD 3716523.00000000 0.084516750608 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAD7 1155000.00000000 PA USD 1072995.00000000 0.024400777505 Long DBT CORP US N 2 2028-08-15 Fixed 1.25000000 N N N N Y Workiva, Inc. USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 1102000.00000000 PA USD 1622144.00000000 0.036888871641 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N IQOR US Inc. 549300LKMK4MMQCMDH78 942AEX002 17622.00000000 NS USD 20564.87000000 0.000467661841 Long EC CORP US N 2 N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAB3 2035599.08000000 PA USD 1126379.82000000 0.025614791657 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 3495000.00000000 PA USD 2979136.29000000 0.067747978110 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 147000.00000000 PA USD 175253.40000000 0.003985404610 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 TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCC6 1651850.66000000 PA USD 1650644.81000000 0.037537003201 Long LON CORP US N 2 2028-08-24 Floating 7.04900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKK6 85865000.00000000 PA USD 86599548.46000000 1.969344045490 Long DBT UST US N 2 2026-04-30 Fixed 4.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 10545000.00000000 PA USD 10303121.95000000 0.234301358644 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AFD9 14450000.00000000 PA USD 14501557.60000000 0.329777194197 Long DBT NUSS NG N 2 2034-12-09 Fixed 10.37500000 N N N N N N RYAN SPECIALTY GROUP LLC 549300K52N7QBO3PYY45 78350UAJ4 1505227.50000000 PA USD 1498830.28000000 0.034084617525 Long LON CORP US N 2 2031-09-15 Floating 6.57500000 N N N N N N Madison Park Funding Ltd N/A 55819DBG0 1260000.00000000 PA USD 1259914.32000000 0.028651474609 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 7.59000000 N N N N N N Frontier Issuer LLC N/A 35910EAP9 6970000.00000000 PA USD 7906398.59000000 0.179797923446 Long ABS-O CORP US N 2 2054-06-20 Fixed 11.16000000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 2006877.00000000 NS USD 5338292.82000000 0.121397113092 Long EC CORP US N 1 N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 19906000.00000000 PA USD 20732183.60000000 0.471466688322 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAM4 2262709.74000000 PA USD 2184465.24000000 0.049676513209 Long LON CORP US N 2 2028-01-18 Floating 8.81900000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 2280000.00000000 PA USD 1970416.81000000 0.044808878116 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 6775000.00000000 PA USD 6116041.14000000 0.139083741373 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N RCO Mortgage LLC N/A 75523XAA5 10168769.89000000 PA USD 10235995.63000000 0.232774851625 Long ABS-MBS CORP US N 2 2030-01-25 Variable 5.87500000 N N N N N N SEB Funding LLC N/A 78433DAC8 5335000.00000000 PA USD 5533387.31000000 0.125833720199 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 10875000.00000000 PA USD 10831227.15000000 0.246310899681 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 1618650.00000000 PA USD 1663208.84000000 0.037822719444 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 822000.00000000 PA USD 1093671.00000000 0.024870966533 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix, Inc. USD XXXX N N N GoodLeap Home Improvement Solutions Trust N/A 381935AA3 1709374.63000000 PA USD 1720465.05000000 0.039124772148 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 310000.00000000 PA USD 315239.62000000 0.007168804913 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.04000000 N N N N N N Light and Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAW1 521069.06000000 PA USD 519031.68000000 0.011803201825 Long LON CORP US N 2 2029-04-14 Floating 6.56600000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 3345000.00000000 PA USD 3178517.68000000 0.072282072804 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAE9 994000.00000000 PA USD 981008.83000000 0.022308937313 Long DBT CORP US N 2 2029-06-01 Fixed 1.00000000 N N N N N BlackLine, Inc. USD XXXX N N N GS Mortgage Securities Trust N/A 36253BAZ6 1500000.00000000 PA USD 1288459.80000000 0.029300622002 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.39100000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 6270000.00000000 PA 8000652.96000000 0.181941344348 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 5971665.74000000 PA USD 5964976.88000000 0.135648417445 Long ABS-MBS CORP US N 2 2061-04-25 Variable 4.75000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 22930000.00000000 PA 29582548.53000000 0.672731172783 Long DBT NUSS GB N 2 2027-01-29 Fixed 4.12500000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 10470000.00000000 PA USD 10734753.84000000 0.244117018281 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Progress Residential Trust N/A 74333EAE2 1635000.00000000 PA USD 1589002.87000000 0.036135215436 Long ABS-O CORP US N 2 2038-05-17 Fixed 2.40900000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAC8 1725000.00000000 PA USD 1769939.04000000 0.040249850851 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N Compass Datacenters Issuer III, LLC N/A 20469BAC1 1840000.00000000 PA USD 1866350.64000000 0.042442328915 Long ABS-O CORP US N 2 2050-02-25 Fixed 5.85200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 1585000.00000000 PA USD 1928945.00000000 0.043865775484 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 TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1120000.00000000 PA USD 40364.80000000 0.000917928325 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N Bankers Healthcare Group Securitization Trust N/A 054977AB9 12181625.97000000 PA USD 12014662.17000000 0.273223172912 Long ABS-O CORP US N 2 2035-02-20 Fixed 2.70000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 311695000.00000000 PA 14036860.90000000 0.319209613934 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 2410000.00000000 PA USD 2138284.55000000 0.048626326822 Long ABS-O CORP US N 2 2046-07-17 Fixed 2.40000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHP2 1320000.00000000 PA USD 1381003.80000000 0.031405147702 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 2200000.00000000 PA USD 2213310.00000000 0.050332466471 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.95000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 11712013.00000000 PA USD 10626760.42000000 0.241661160227 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAL8 2284246.82000000 PA USD 2285685.90000000 0.051978353202 Long LON CORP US N 2 2028-02-11 Floating 6.06900000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 5850000.00000000 PA USD 6028308.00000000 0.137088618535 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.14000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 2225000.00000000 PA USD 2279888.08000000 0.051846506068 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N 2025-04-30 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX