0001752724-21-044495.txt : 20210301 0001752724-21-044495.hdr.sgml : 20210301 20210226183514 ACCESSION NUMBER: 0001752724-21-044495 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210301 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Natixis Funds Trust II CENTRAL INDEX KEY: 0000052136 IRS NUMBER: 041990692 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 21692556 BUSINESS ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 800-283-1155 MAIL ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: IXIS Advisor Funds Trust II DATE OF NAME CHANGE: 20050502 FORMER COMPANY: FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20010503 FORMER COMPANY: FORMER CONFORMED NAME: NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20000202 0000052136 S000030600 Loomis Sayles Strategic Alpha Fund C000094853 Class A LABAX C000094854 Class C LABCX C000094855 Class Y LASYX C000190722 Class N LASNX NPORT-P 1 primary_doc.xml NPORT-P false 0000052136 XXXXXXXX S000030600 C000094853 C000094854 C000094855 C000190722 Natixis Funds Trust II 811-00242 0000052136 R4B5ZXLI2IMIOWT67V76 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Strategic Alpha Fund S000030600 XW1RTFP3MQA6N2KPMD54 2020-12-31 2020-12-31 N 1319458502.76 6383148.51 1313075354.25 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 18610953.13000000 EUR USD ZAR N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 5645000.00000000 PA USD 7061252.66000000 0.537764465469 Long DBT CORP US N 2 2029-02-06 Fixed 5.33000000 N N N N N N Progress Residential Trust N/A 74331MAE6 715000.00000000 PA USD 731767.32000000 0.055729270801 Long ABS-O CORP US N 2 2035-10-17 Fixed 4.87000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 1075000.00000000 PA USD 1098799.43000000 0.083681368814 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 3610000.00000000 PA USD 3671912.33000000 0.279642163575 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N DT Auto Owner Trust N/A 26252TAG1 1655000.00000000 PA USD 1709727.54000000 0.130207876834 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.48000000 N N N N N N CIFC Funding Ltd N/A 12549BAU2 730000.00000000 PA USD 719158.70000000 0.054769034973 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 2.17000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 4395000.00000000 PA USD 5094247.09000000 0.387963042144 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -10057.50000000 -0.00076594994 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Activision Blizzard Inc Activision Blizzard Inc 100.00000000 95.00000000 USD 2021-02-19 XXXX -3382.59000000 N N N Drive Auto Receivables Trust N/A 26208NAG9 1330000.00000000 PA USD 1393132.44000000 0.106096914810 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N Nexstar Media Group Inc 52990083ZRR5UT591988 65336K103 3741.00000000 NS USD 408479.79000000 0.031108632774 Long EC CORP US N 1 N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BE3 775000.00000000 PA USD 785741.66000000 0.059839799555 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.26000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BW3 310000.00000000 PA USD 342550.00000000 0.026087611719 Long DBT CORP US N 2 2023-12-15 Fixed 4.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 2375000.00000000 PA USD 2437717.69000000 0.185649489354 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -1500.00000000 -0.00011423563 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Oracle Corp Oracle Corp 100.00000000 70.00000000 USD 2021-02-19 XXXX 1071.37000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 70000.00000000 PA USD 74955.70000000 0.005708408109 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 1234.00000000 NS 772485.19000000 0.058830225356 Long EC CORP FR N 2 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 9221.00000000 NS USD 412639.75000000 0.031425443228 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -3025.00000000 -0.00023037520 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Microsoft Corp Microsoft Corp 100.00000000 240.00000000 USD 2021-02-19 XXXX 1642.03000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -22.00000000 NC USD -7260.00000000 -0.00055290048 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Nexstar Media Group Inc Nexstar Media Group Inc 100.00000000 115.00000000 USD 2021-02-19 XXXX -4450.36000000 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 1063.00000000 NS USD 403780.55000000 0.030750752323 Long EC CORP US N 1 N N N TENNESSEE GAS PIPELINE N/A 880451AS8 800000.00000000 PA USD 998249.63000000 0.076023788487 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Madison Park Funding Ltd N/A 55819DAL0 300000.00000000 PA USD 299995.89000000 0.022846814467 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 3.21000000 N N N N N N FCE Bank PLC TU5V87TL5Q0UV1EW4H93 000000000 2960000.00000000 PA 3607044.03000000 0.274701982511 Long DBT CORP GB N 2 2021-09-13 Fixed 0.87000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 30000.00000000 PA USD 30605.77000000 0.002330846428 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N Navient Student Loan Trust N/A 63941JAB4 695000.00000000 PA USD 721734.57000000 0.054965205741 Long ABS-O CORP US N 2 2068-10-15 Fixed 3.08000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 1550000.00000000 PA USD 1600375.00000000 0.121879905431 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAJ4 1715000.00000000 PA USD 1747569.57000000 0.133089815778 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.79000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 1530000.00000000 PA USD 1616917.36000000 0.123139723456 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 537.00000000 NS USD 387466.98000000 0.029508358278 Long EC CORP US N 1 N N N OHA Loan Funding Ltd 54930016024GMIAF7A82 67110UAQ2 1570000.00000000 PA USD 1540223.07000000 0.117298909389 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 2.17000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2153.00000000 NS USD 362565.20000000 0.027611911138 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 1834.00000000 NS USD 385690.20000000 0.029373043881 Long EC CORP US N 1 N N N Exeter Automobile Receivables Trust N/A 30167YAG6 1265000.00000000 PA USD 1374244.77000000 0.104658484796 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.73000000 N N N N N N Tricon American Homes N/A 89613GAE6 1040000.00000000 PA USD 1074409.44000000 0.081823898112 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.54000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -6435.00000000 -0.00049007088 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Anthem Inc Anthem Inc 100.00000000 340.00000000 USD 2021-02-19 XXXX -2594.66000000 N N N Accenture PLC N/A 000000000 1461.00000000 NS USD 381627.81000000 0.029063664074 Long EC CORP IE N 1 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 1970000.00000000 PA USD 2107368.10000000 0.160491025376 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 2821730.00000000 PA USD 3022919.35000000 0.230216745765 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.12000000 N N N N N N DBUBS Mortgage Trust N/A 233050AJ2 2552340.00000000 PA USD 2552703.71000000 0.194406490209 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.56000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 2755000.00000000 PA USD 2962721.46000000 0.225632249543 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 2000000.00000000 PA USD 2328483.22000000 0.177330509819 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 535000.00000000 PA USD 571390.70000000 0.043515453865 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 9332.00000000 NS USD 388584.48000000 0.029593463828 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CW3 885000.00000000 PA USD 851812.50000000 0.064871562568 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405RAC1 580000.00000000 PA USD 596654.35000000 0.045439459972 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.65000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAJ0 7130000.00000000 PA USD 7450850.00000000 0.567435065770 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N OCTAGON INVESTMENT PARTNERS 40, LTD. N/A 67592BAJ7 1420000.00000000 PA USD 1424200.79000000 0.108462989986 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 4.02000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -27.00000000 NC USD -1620.00000000 -0.00012337448 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Fifth Third Bancorp Fifth Third Bancorp 100.00000000 30.00000000 USD 2021-02-19 XXXX -34.75000000 N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797104 3094.00000000 NS USD 115065.86000000 0.008763081237 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 6552.00000000 NS USD 623160.72000000 0.047458108019 Long EC CORP US N 1 N N N World Financial Network Credit Card Master Trust N/A 981464HG8 6995000.00000000 PA USD 7215578.93000000 0.549517505346 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.71000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAG8 3210000.00000000 PA USD 3576729.66000000 0.272393328259 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.35000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 3965.00000000 NS USD 392059.20000000 0.029858088397 Long EC CORP US N 1 N N N Neuberger Berman CLO Ltd 549300WWWM7IDWOVIL36 64132FAA1 725000.00000000 PA USD 712977.04000000 0.054298257726 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.97000000 N N N N N N Countrywide Alternative Loan Trust N/A 12669FEE9 395025.05000000 PA USD 411388.09000000 0.031330120443 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 1265000.00000000 PA USD 1370932.66000000 0.104406244132 Long DBT CORP DE N 2 2031-09-18 Fixed 3.55000000 N N N N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AE9 530000.00000000 PA USD 592655.23000000 0.045134898624 Long DBT CORP US N 2 2026-09-01 None 0.00000000 N N N N Y Chegg Inc USD XXXX N N N Genesis Sales Finance Master Trust N/A 37186XAA3 640000.00000000 PA USD 642891.33000000 0.048960733892 Long ABS-O CORP US N 2 2023-08-20 Fixed 4.68000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387508 32298.00000000 NS USD 807450.00000000 0.061493043593 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 1723.00000000 NS USD 358763.06000000 0.027322351214 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 5953.29000000 0.000453385251 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1480000.00000000 EUR 1815057.20000000 USD 2021-01-29 5953.29000000 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 10856.00000000 NS USD 1708517.28000000 0.130115706952 Long EC CORP US N 1 N N N Countrywide Home Loans N/A 12669FV75 45425.76000000 PA USD 44549.25000000 0.003392741311 Long ABS-MBS CORP US N 2 2034-09-20 Variable 2.97000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 1699.00000000 NS USD 364571.42000000 0.027764699018 Long EC CORP US N 1 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 685000.00000000 PA USD 691850.00000000 0.052689283806 Long DBT CORP MX N 2 2025-09-18 Fixed 1.88000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 690000.00000000 PA USD 691725.00000000 0.052679764170 Long DBT CORP GB N 2 2030-10-14 Fixed 2.38000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 265000.00000000 PA USD 274606.25000000 0.020913213328 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N Virtu Financial Inc 5493001OPW2K42CH3884 928254101 9332.00000000 NS USD 234886.44000000 0.017888268121 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1135.00000000 NS USD 398021.80000000 0.030312182671 Long EC CORP US N 1 N N N Oaktree CLO Ltd N/A 67400JAA1 2100000.00000000 PA USD 2024144.43000000 0.154152952718 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 7.45000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 4360000.00000000 PA USD 4579345.19000000 0.348749610993 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -45.00000000 NC USD -1800.00000000 -0.00013708276 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Interpublic Group of Cos Inc/The Interpublic Group of Cos Inc/The 100.00000000 26.00000000 USD 2021-02-19 XXXX 167.09000000 N N N Verde CLO Ltd N/A 92338GAA2 780000.00000000 PA USD 780014.51000000 0.059403636468 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 7.14000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 4604.00000000 NS USD 381165.16000000 0.029028429995 Long EC CORP US N 1 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07335EAA8 1506179.48000000 PA USD 1520299.31000000 0.115781573774 Long ABS-O CORP US N 2 2035-09-25 Variable 3.23000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AM6 1135000.00000000 PA USD 1201681.25000000 0.091516549001 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Blackbird Capital Aircraft N/A 09228YAB8 937397.96000000 PA USD 893372.60000000 0.068036658909 Long ABS-O CORP KY N 2 2041-12-16 Variable 4.21000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 1430000.00000000 PA USD 1530232.95000000 0.116538090905 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAA8 2267063.38000000 PA USD 765156.56000000 0.058272098210 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 6.00000000 N N N N N N MLCC Mortgage Investors Inc N/A 590219AE1 43189.79000000 PA USD 43337.99000000 0.003300495273 Long ABS-MBS CORP US N 2 2036-05-25 Variable 2.40000000 N N N N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 83189DAC4 921246.13000000 PA USD 921042.07000000 0.070143885270 Long ABS-O CORP US N 2 2035-10-15 Floating 0.91000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBA7 325000.00000000 PA USD 370440.34000000 0.028211658896 Long DBT CORP US N 2 2025-03-30 Fixed 4.63000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -49.00000000 NC USD -3307.50000000 -0.00025188958 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Masco Corp Masco Corp 100.00000000 60.00000000 USD 2021-02-19 XXXX 1725.38000000 N N N WAVE 2017-1 LLC N/A 94353WAB1 1037652.20000000 PA USD 821590.49000000 0.062569942185 Long ABS-O CORP US N 2 2042-11-15 Fixed 5.68000000 N N N N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133MAE6 500000.00000000 PA USD 501760.60000000 0.038212627963 Long ABS-CBDO CORP KY N 2 2032-12-19 Floating 4.58000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 1860000.00000000 PA USD 2055858.00000000 0.156568165973 Long DBT CORP NL N 2 2025-01-31 Fixed 7.13000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 5460000.00000000 PA USD 5746650.00000000 0.437648150306 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 5277.00000000 NS USD 363690.84000000 0.027697636607 Long EC CORP US N 1 N N N Education Funding Trust N/A 28141PAA3 2307071.42000000 PA USD 2383862.29000000 0.181548018724 Long ABS-O CORP US N 2 2041-07-25 Fixed 2.79000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 730000.00000000 PA USD 784117.06000000 0.059716074744 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -42.00000000 NC USD -4032.00000000 -0.00030706539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written MetLife Inc MetLife Inc 100.00000000 50.00000000 USD 2021-02-19 XXXX -889.46000000 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 2687850.00000000 PA USD 2534803.82000000 0.193043286647 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.86000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 2465000.00000000 PA USD 3084331.25000000 0.234893697457 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 1595000.00000000 PA USD 1804343.75000000 0.137413572203 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 255000.00000000 PA USD 303861.50000000 0.023141208081 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAD2 2305000.00000000 PA USD 2374201.03000000 0.180812245261 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAB6 1027860.47000000 PA USD 138946.18000000 0.010581736954 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 7.50000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 67000000.00000000 PA 386083.37000000 0.029402986565 Long DBT NUSS AR N 2 2025-04-12 Variable 36.05000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -19.00000000 NC USD -1453.50000000 -0.00011069433 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bank of America Corp Bank of America Corp 100.00000000 32.00000000 USD 2021-02-19 XXXX 23.03000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 6220000.00000000 PA USD 7418730.28000000 0.564988921312 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N LCM Ltd Partnership N/A 50200YAL2 1110000.00000000 PA USD 1095448.90000000 0.083426202194 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.97000000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 639000.00000000 PA USD 635305.30000000 0.048383003910 Long ABS-O CORP US N 2 2032-06-15 Floating 3.17000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HNZ0 368514.32000000 PA USD 325623.20000000 0.024798515861 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAD0 190000.00000000 PA USD 202127.78000000 0.015393463851 Long ABS-O CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAD6 635000.00000000 PA USD 653213.45000000 0.049746836530 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.80000000 N N N N N N Hayfin Kingsland XI Ltd N/A 42086XAA4 990000.00000000 PA USD 985987.13000000 0.075089912152 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 7.12000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 330000.00000000 PA USD 374224.95000000 0.028499883787 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 6700000.00000000 PA USD 7759940.00000000 0.590974461205 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 475000.00000000 PA USD 549937.05000000 0.041881606277 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -4224.00000000 -0.00032168755 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Morgan Stanley Morgan Stanley 100.00000000 72.50000000 USD 2021-02-19 XXXX 425.03000000 N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 2445000.00000000 PA USD 2801207.04000000 0.213331781069 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -4450.00000000 -0.00033889905 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written KLA Corp KLA Corp 100.00000000 290.00000000 USD 2021-02-19 XXXX 817.02000000 N N N Legacy Mortgage Asset Trust 2020-GSL N/A 52474PAA0 1929323.41000000 PA USD 1935224.25000000 0.147381050427 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.88000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BU6 210000.00000000 PA USD 221445.00000000 0.016864607144 Long DBT CORP MX N 2 2026-04-16 Fixed 7.75000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 840.00000000 NS USD 391255.20000000 0.029796858096 Long EC CORP US N 1 N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 4365000.00000000 PA USD 4692375.00000000 0.357357632584 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 1056.00000000 NS USD 397879.68000000 0.030301359226 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 1530000.00000000 PA USD 1722030.30000000 0.131144819254 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433MH6 181106.69000000 PA USD 181344.81000000 0.013810693302 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.38000000 N N N N N N Voya CLO Ltd N/A 92918FAD6 695000.00000000 PA USD 694987.70000000 0.052928241913 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 4.07000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 1528.00000000 NS USD 183191.92000000 0.013951363827 Long EC CORP US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 56101943.77000000 PA USD 56101943.77000000 4.272560869291 Long RA CORP US N 2 Repurchase N 0.00000000 2021-01-04 55014900.00000000 USD 57224078.32440000 USD UST N N N MAPS LTD N/A 56564RAA8 1244018.50000000 PA USD 1185515.54000000 0.090285415544 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 1178865.00000000 PA USD 1175741.01000000 0.089541015768 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -15.00000000 NC USD -3870.00000000 -0.00029472794 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Eli Lilly and Co Eli Lilly and Co 100.00000000 185.00000000 USD 2021-02-19 XXXX 463.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -2662.50000000 -0.00020276825 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NVIDIA Corp NVIDIA Corp 100.00000000 620.00000000 USD 2021-02-19 XXXX 2145.96000000 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 7034.00000000 NS USD 386377.62000000 0.029425395789 Long EC CORP US N 1 N N N IndyMac INDX Mortgage Loan Trust N/A 45660NU45 522341.47000000 PA USD 491994.21000000 0.037468848105 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.37000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -16.00000000 NC USD -4520.00000000 -0.00034423005 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written HCA Healthcare Inc HCA Healthcare Inc 100.00000000 180.00000000 USD 2021-02-19 XXXX 867.30000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 5195000.00000000 PA USD 5625618.85000000 0.428430769931 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65000000 N N N N N N Hexion Holdings Corp 549300LBB370MUHGLV84 42830K103 138555.00000000 NS USD 1791516.15000000 0.136436659495 Long EC CORP US N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -4040.00000000 -0.00030767464 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Thermo Fisher Scientific Inc Thermo Fisher Scientific Inc 100.00000000 490.00000000 USD 2021-02-19 XXXX 786.75000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 700000.00000000 PA USD 723982.04000000 0.055136366519 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 2696.00000000 NS USD 381403.12000000 0.029046552337 Long EC CORP US N 1 N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAG2 1380000.00000000 PA USD 1380427.80000000 0.105129366378 Long LON CORP US N 2 2027-12-15 None 0.00000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 3769000.00000000 PA USD 4087028.22000000 0.311256182424 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N DT Auto Owner Trust N/A 26253AAD8 1110000.00000000 PA USD 1130596.05000000 0.086102906915 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.84000000 N N N N N N Bristol Park CLO, Ltd. 549300XRS6MFERKEPO61 11014PAN5 915000.00000000 PA USD 905844.33000000 0.068986469593 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.19000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1165000.00000000 PA USD 1225545.05000000 0.093333946603 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1375000.00000000 PA USD 1485000.00000000 0.113093280990 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 900000.00000000 PA USD 918243.00000000 0.069930716240 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84000000 N N N N N N Western Midstream Partners LP N/A 958669103 26879.00000000 NS USD 371467.78000000 0.028289905739 Long EC CORP US N 1 N N N Prestige Auto Receivables Trust N/A 74113NAG3 910000.00000000 PA USD 937299.09000000 0.071381972631 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAE5 4745000.00000000 PA USD 4959979.82000000 0.377737637367 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.94000000 N N N N N N Navient Student Loan Trust N/A 63941XAB3 840000.00000000 PA USD 847502.04000000 0.064543290471 Long ABS-O CORP US N 2 2069-07-15 Fixed 2.69000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 6483.00000000 NS USD 399741.78000000 0.030443171346 Long EC CORP US N 1 N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAJ6 850000.00000000 PA USD 845108.51000000 0.064361006187 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.04000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 1300000.00000000 PA USD 1586464.69000000 0.120820536678 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653AAB8 4055000.00000000 PA USD 4055749.77000000 0.308874106643 Long ABS-O CORP US N 2 2058-07-25 Variable 4.16000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 1065000.00000000 PA USD 1062337.50000000 0.080904534272 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CF0 375000.00000000 PA USD 380929.31000000 0.029010468345 Long DBT CORP US N 2 2059-03-01 Fixed 3.83000000 N N N N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAG4 1350000.00000000 PA USD 1325997.00000000 0.100984074958 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 2.39000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -52941.16000000 -0.00403184477 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1665000.00000000 EUR 1982117.57000000 USD 2021-01-25 -52941.16000000 N N N BRASKEM NETHERLANDS N/A 10554TAE5 470000.00000000 PA USD 485867.20000000 0.037002232844 Long DBT CORP NL N 2 2050-01-31 Fixed 5.88000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 805000.00000000 PA USD 924632.32000000 0.070417308268 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 5680000.00000000 PA USD 4158901.11000000 0.316729812690 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 330000000.00000000 OU Notional Amount -1912424.89000000 -0.14564471748 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-07 27466.85000000 ZAR 0.00000000 ZAR 330000000.00000000 ZAR -1913900.19000000 N N N Gavilan Resources, LLC 54930045U6YHRH5DKI14 36808UAB7 3740000.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2024-03-01 None 0.00000000 Y N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 3150000.00000000 PA USD 3362499.00000000 0.256078144267 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -4680.00000000 -0.00035641518 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written BlackRock Inc BlackRock Inc 100.00000000 750.00000000 USD 2021-02-19 XXXX -779.96000000 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 895000.00000000 PA USD 950946.45000000 0.072421315876 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N CarMax Auto Owner Trust N/A 14314AAG4 135000.00000000 PA USD 139603.92000000 0.010631828519 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.37000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AE8 400000.00000000 PA USD 391971.96000000 0.029851444453 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.02000000 N N N N N N Dryden Senior Loan Fund N/A 26245JAJ7 615000.00000000 PA USD 618001.51000000 0.047065197591 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 4.32000000 N N N N N N OHA Loan Funding Ltd N/A 67706HBE7 2245000.00000000 PA USD 2223763.20000000 0.169355337666 Long ABS-CBDO CORP KY N 2 2031-07-23 Floating 3.26000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FLT0 237739.72000000 PA USD 245319.27000000 0.018682802110 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 5.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 7845.00000000 NS USD 411078.00000000 0.031306504890 Long EC CORP US N 1 N N N MVW 2020-1 LLC N/A 55400EAC3 472164.83000000 PA USD 501579.28000000 0.038198819159 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 6644105.62000000 PA USD 6179018.23000000 0.470576057192 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N Sprite Limited N/A 85208HAA1 533846.06000000 PA USD 503874.61000000 0.038373624816 Long ABS-O CORP KY N 2 2037-12-15 Fixed 4.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 575000.00000000 PA USD 615397.83000000 0.046866908895 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAA3 809465.79000000 PA USD 691736.68000000 0.052680653685 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.23000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 2305000.00000000 PA USD 2408725.00000000 0.183441490406 Long DBT CORP US N 2 2030-09-01 Fixed 3.63000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 1455000.00000000 PA USD 1568009.85000000 0.119415069738 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AE1 605000.00000000 PA USD 787319.50000000 0.059959963261 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N Neuberger Berman CLO Ltd 549300Z5ZNFT7IECFZ07 64129JBJ8 3300000.00000000 PA USD 3187314.24000000 0.242736582457 Long ABS-CBDO CORP KY N 2 2030-01-28 Floating 2.12000000 N N N N N N MASTR Alternative Loans Trust N/A 576434RF3 223039.34000000 PA USD 229356.57000000 0.017467129305 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597FAC4 2479844.16000000 PA USD 2486691.01000000 0.189379154970 Long ABS-MBS CORP US N 2 2059-12-26 Variable 3.09000000 N N N N N N First Investors Auto Owner Trust N/A 32058RAE4 1475000.00000000 PA USD 1507764.18000000 0.114826934731 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963S6 22840000.00000000 PA USD 22829798.06000000 1.738651021520 Long STIV UST US N 2 2021-07-15 None 0.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AP9 580000.00000000 PA USD 582879.53000000 0.044390409744 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.71000000 N N N N N N Apidos CLO 5493008YDOADR1DMZM86 03765LAV4 480000.00000000 PA USD 469055.52000000 0.035721904190 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.18000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 90000.00000000 PA USD 95625.00000000 0.007282521881 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534UAE2 525000.00000000 PA USD 529517.73000000 0.040326530254 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.48000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 2400000.00000000 PA USD 2520000.00000000 0.191915870771 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661EAF1 2245065.76000000 PA USD 1799570.18000000 0.137050030995 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.57000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18453HAA4 2745000.00000000 PA USD 2772450.00000000 0.211141728540 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 735000.00000000 PA USD 781323.38000000 0.059503316201 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AG7 785000.00000000 PA USD 782930.98000000 0.059625746341 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002NAJ6 4885000.00000000 PA USD 4748082.73000000 0.361600171279 Long ABS-MBS CORP US N 2 2031-09-15 Variable 3.04000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 14685.00000000 NS USD 346419.15000000 0.026382274930 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 4280000.00000000 PA USD 3988659.76000000 0.303764726608 Long DBT CORP US N 2 2024-03-15 Fixed 2.38000000 N N N N Y DISH Network Corp USD XXXX N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAC4 3410000.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP BM Y 3 2030-01-05 None 0.00000000 N N N N N N Galaxy CLO Ltd 549300BSLQRD3CFUV847 36321HAG3 330000.00000000 PA USD 322035.95000000 0.024525321334 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 2.62000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 4243654.00000000 PA USD 2745279.44000000 0.209072497714 Long ABS-MBS CORP US N 3 2027-11-15 Floating 3.66000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -30.00000000 NC USD -3765.00000000 -0.00028673144 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Chevron Corp Chevron Corp 100.00000000 95.00000000 USD 2021-02-19 XXXX 2256.29000000 N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 4140000.00000000 PA USD 4305327.17000000 0.327881195550 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Banco Macro SA 579100KKDKKIFEBKK040 05963GAJ7 21970000.00000000 PA 111334.25000000 0.008478892672 Long DBT CORP AR N 2 2022-05-08 Fixed 17.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -1476.00000000 -0.00011240786 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written United Parcel Service Inc United Parcel Service Inc 100.00000000 195.00000000 USD 2021-02-19 XXXX 2084.49000000 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 2512.00000000 NS USD 412294.56000000 0.031399154562 Long EC CORP US N 1 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 1665000.00000000 PA 2206941.42000000 0.168074239826 Long DBT CORP NL N 2 2025-01-31 Fixed 6.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 2030000.00000000 PA USD 2334500.00000000 0.177788730284 Long DBT CORP US N 2 2030-06-15 Fixed 4.88000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAN7 1060000.00000000 PA USD 769162.50000000 0.058577178949 Long ABS-MBS CORP US N 3 2027-11-15 Floating 2.91000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 340000.00000000 PA USD 355677.40000000 0.027087356323 Long DBT CORP US N 2 2026-01-01 Fixed 4.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -2178.00000000 -0.00016587014 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Texas Instruments Inc Texas Instruments Inc 100.00000000 180.00000000 USD 2021-02-19 XXXX -129.12000000 N N N Legacy Mortgage Asset Trust N/A 52473JAA5 3233746.10000000 PA USD 3254714.68000000 0.247869603938 Long ABS-O CORP US N 2 2058-04-25 Variable 4.00000000 N N N N N N Dukinfield 213800B7W4OACLGF5491 000000000 1236687.96000000 PA 1696571.68000000 0.129205964799 Long ABS-MBS CORP GB N 2 2052-12-20 Floating 1.28000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AC1 523312.51000000 PA USD 534092.22000000 0.040674910108 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 2679.00000000 NS USD 713123.01000000 0.054309374377 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 890000.00000000 PA USD 932275.00000000 0.070999352549 Long DBT CORP US N 2 2028-06-15 Fixed 4.63000000 N N N N N N Ballyrock Ltd N/A 05875HAG8 400000.00000000 PA USD 385560.36000000 0.029363155644 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.37000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAY2 2305000.00000000 PA USD 2689066.75000000 0.204791502734 Long DBT CORP US N 2 2049-10-01 Fixed 4.88000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 2329.00000000 NS USD 120549.04000000 0.009180664278 Long EP CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 2990.00000000 NS USD 654002.70000000 0.049806943514 Long EC CORP US N 1 N N N Avid Automobile Receivables Trust N/A 05369DAD7 1035000.00000000 PA USD 1041627.11000000 0.079327291204 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.03000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -2315891.67000000 -0.17637157399 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 315790000.00000000 ZAR 19100355.65000000 USD 2021-01-29 -2315891.67000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 1050000.00000000 PA USD 1121106.00000000 0.085380172308 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 000000000 1645000.00000000 PA USD 1670020.45000000 0.127183900344 Long DBT CORP IN N 2 2024-04-10 Fixed 5.38000000 N N N N N N CCG Receivables Trust N/A 12508VAD5 250000.00000000 PA USD 252500.90000000 0.019229734164 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.42000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -40127.56000000 -0.00305599826 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6490440.00000000 USD 5280000.00000000 EUR 2021-01-04 -40127.56000000 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 2255000.00000000 PA USD 2301576.73000000 0.175281389796 Long DBT CORP IT N 2 2026-09-22 Fixed 2.57000000 N N N N N N FCE Bank PLC TU5V87TL5Q0UV1EW4H93 000000000 1580000.00000000 PA 1930207.13000000 0.146998961160 Long DBT CORP GB N 2 2021-06-24 Fixed 1.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -4290.00000000 -0.00032671392 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Intuit Inc Intuit Inc 100.00000000 400.00000000 USD 2021-02-19 XXXX 318.76000000 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 1217.00000000 NS USD 390766.53000000 0.029759642410 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CE3 62000.00000000 PA USD 61941.10000000 0.004717254025 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025297AD4 2590000.00000000 PA USD 2686433.47000000 0.204590959788 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.40000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 2055000.00000000 PA USD 2167038.60000000 0.165035357109 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Social Professional Loan Program LLC N/A 83406TAC6 1350000.00000000 PA USD 1395107.69000000 0.106247344105 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.12000000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAA7 855000.00000000 PA USD 1000372.02000000 0.076185423537 Long DBT CORP US N 2 2027-11-15 None 0.00000000 N N N N Y Guardant Health Inc USD XXXX N N N Towd Point Mortgage Trust N/A 89171YAN1 545892.72000000 PA USD 547148.71000000 0.041669254413 Long ABS-O CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N Banco Hipotecario SA 579100KKDKKHFCBKB005 05961AAG8 44570000.00000000 PA 315586.70000000 0.024034165212 Long DBT CORP AR N 2 2022-11-07 Floating 35.75000000 N N N N N N OZLM Ltd N/A 67112YAA7 2070000.00000000 PA USD 2046867.75000000 0.155883494681 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 7.04000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767JAJ1 4165000.00000000 PA USD 4153530.01000000 0.316320765335 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.67000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 90000.00000000 PA USD 90742.82000000 0.006910709252 Long DBT CORP US N 2 2048-03-01 Fixed 3.63000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 1325000.00000000 PA USD 1360033.00000000 0.103576157727 Long DBT CORP US N 2 2025-10-01 Fixed 5.63000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 6190000.00000000 PA USD 6442186.91000000 0.490618218455 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 7192.00000000 NS USD 1000694.88000000 0.076210011615 Long EC CORP US N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 42272.00000000 NS USD 4598518.26000000 0.350209776241 Long EP CORP BM N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 215000.00000000 PA USD 256231.00000000 0.019513807731 Long DBT CORP US N 2 2048-03-01 Fixed 4.13000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -87.00000000 NC USD -1957.50000000 -0.00014907750 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Iron Mountain Inc Iron Mountain Inc 100.00000000 32.50000000 USD 2021-02-19 XXXX 21.20000000 N N N Arbys Funding LLC N/A 038779AB0 982537.50000000 PA USD 1000788.13000000 0.076217113264 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.24000000 N N N N N N Octagon Investment Partners XXII Ltd 549300MQ9W5DWZ8QX450 67572YBU5 920000.00000000 PA USD 904117.86000000 0.068854986659 Long ABS-CBDO CORP KY N 2 2030-01-22 Floating 2.12000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 1095.00000000 NS USD 388703.10000000 0.029602497582 Long EC CORP US N 1 N N N MASTR Alternative Loans Trust N/A 576434RG1 282721.35000000 PA USD 293412.66000000 0.022345454817 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 6.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 300000.00000000 PA USD 333063.00000000 0.025365109391 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 3010000.00000000 PA USD 3205650.00000000 0.244132980611 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N COMM Mortgage Trust N/A 126192AG8 140000.00000000 PA USD 126213.74000000 0.009612071355 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.54000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 2373.00000000 NS USD 380890.23000000 0.029007492126 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A 92936TAE2 605000.00000000 PA USD 471182.77000000 0.035883909363 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.81000000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 930000.00000000 PA USD 960708.60000000 0.073164772828 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAU9 300000.00000000 PA USD 283175.70000000 0.021565837717 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.09000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 625000.00000000 PA USD 651237.50000000 0.049596353925 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 825000.00000000 PA USD 855937.50000000 0.065185710570 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WCZ4 6780000.00000000 PA USD 6790544.60000000 0.517148126954 Long DBT CORP US N 2 2021-08-06 Floating 0.55000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AC3 1020000.00000000 PA USD 1044271.92000000 0.079528712241 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.76000000 N N N N N N SMB Private Education Loan Trust 549300GD7VLLBVPDNJ81 78448RAE6 800000.00000000 PA USD 837939.20000000 0.063815012389 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 1375000.00000000 PA USD 1460758.75000000 0.111247137894 Long DBT US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAJ0 1594528.03000000 PA USD 1558552.13000000 0.118694797290 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.76000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AB9 1513261.91000000 PA USD 1550105.45000000 0.118051522708 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 330000.00000000 PA USD 435098.40000000 0.033135828693 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -35.00000000 NC USD -4270.00000000 -0.00032519078 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Applied Materials Inc Applied Materials Inc 100.00000000 97.50000000 USD 2021-02-19 XXXX 1004.88000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 5295000.00000000 PA USD 5243797.35000000 0.399352354990 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Parallel Ltd N/A 69915XAS5 2610000.00000000 PA USD 2527902.97000000 0.192517737981 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.22000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAB9 5755000.00000000 PA USD 6784157.96000000 0.516661739026 Long DBT CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N AGL CLO 3 Ltd. 549300LS0REDUXQSHW18 00119MAJ8 1740000.00000000 PA USD 1696636.76000000 0.129210921102 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.54000000 N N N N N N JP Morgan Mortgage Trust N/A 466247EV1 1080838.00000000 PA USD 1142645.07000000 0.087020525235 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83406HAC2 1010000.00000000 PA USD 1035212.73000000 0.078838790679 Long ABS-O CORP US N 2 2027-11-26 Fixed 4.17000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 1782.00000000 NS USD 396352.44000000 0.030185049069 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 750000.00000000 PA USD 802500.00000000 0.061116065989 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -1449.50000000 -0.00011038970 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NIKE Inc NIKE Inc 100.00000000 155.00000000 USD 2021-02-19 XXXX 2205.29000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAK5 950000.00000000 PA USD 1225500.00000000 0.093330515726 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -2650.00000000 -0.00020181629 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lockheed Martin Corp Lockheed Martin Corp 100.00000000 375.00000000 USD 2021-02-19 XXXX 383.50000000 N N N Battalion CLO LTD 549300SBOOCXWC0VGZ76 07133DAA4 560000.00000000 PA USD 540644.50000000 0.041173912696 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.90000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 2710000.00000000 PA USD 2828562.50000000 0.215415093341 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -26149.75000000 -0.00199148890 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 590000.00000000 EUR 695334.47000000 USD 2021-02-16 -26149.75000000 N N N Citigroup Mortgage Loan Trust Inc N/A 17327KAA3 2564531.21000000 PA USD 2564739.71000000 0.195323116963 Long ABS-MBS CORP US N 2 2059-03-25 Variable 4.13000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1535.00000000 NS USD 344546.10000000 0.026239628889 Long EC US N 1 N N N CFCRE Commercial Mortgage Trust N/A 12527EAJ7 4565000.00000000 PA USD 4519204.38000000 0.344169461818 Long ABS-MBS CORP US N 2 2044-04-15 Variable 6.04000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69357AAA9 5598650.18000000 PA USD 5632153.06000000 0.428928396361 Long ABS-MBS CORP US N 2 2025-11-25 Variable 3.10000000 N N N N N N Republic Finance Issuance Trust 2019-A N/A 76041QAA1 3980000.00000000 PA USD 4041935.57000000 0.307822057349 Long ABS-O CORP US N 2 2027-11-22 Fixed 3.43000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 1585000.00000000 PA USD 1945027.60000000 0.148127645051 Long DBT CORP US N 2 2030-02-15 Fixed 4.66000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -3678.00000000 -0.00028010578 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Johnson & Johnson Johnson & Johnson 100.00000000 165.00000000 USD 2021-02-19 XXXX -465.51000000 N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 435000.00000000 PA USD 441859.95000000 0.033650768675 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 4431.00000000 NS USD 382395.30000000 0.029122113880 Long EC CORP US N 1 N N N Morgan Stanley Capital I Trust N/A 617459AJ1 1570000.00000000 PA USD 1366809.03000000 0.104092200464 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.48000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FVB8 657790.08000000 PA USD 688973.87000000 0.052470246111 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAC2 575000.00000000 PA USD 633967.34000000 0.048281108768 Long DBT CORP XX N 2 2027-05-01 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964B2 23500000.00000000 PA USD 23487577.67000000 1.788745603516 Long STIV UST US N 2 2021-08-12 None 0.00000000 N N N N N N Oak Hill Credit Partners N/A 67113GAJ6 1745000.00000000 PA USD 1670077.55000000 0.127188248914 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 2.22000000 N N N N N N Flagship Credit Auto Trust N/A 33845WAG4 3305000.00000000 PA USD 3483877.84000000 0.265322003700 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.53000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 1180000.00000000 PA USD 1198271.00000000 0.091256834280 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N Horizon Aircraft Finance I Limited N/A 440405AE8 4460362.42000000 PA USD 4308369.77000000 0.328112911117 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.46000000 N N N N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 1300000.00000000 PA USD 1415388.00000000 0.107791833531 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 6366.00000000 NS USD 381259.74000000 0.029035632933 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -61675.35000000 -0.00469701527 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1955000.00000000 EUR 2327838.05000000 USD 2021-01-25 -61675.35000000 N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AE5 160000.00000000 PA USD 210692.85000000 0.016045754671 Long DBT CORP US N 2 2025-06-01 Fixed 0.38000000 N N N N Y Palo Alto Networks Inc USD XXXX N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 3739189.00000000 PA USD 1743614.12000000 0.132788580210 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.64000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 1105000.00000000 PA USD 1433981.35000000 0.109207848990 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 734.00000000 NS USD 383294.80000000 0.029190617184 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642AF0 270000.00000000 PA USD 307399.24000000 0.023410632071 Long DBT CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 3762.00000000 NS USD 375409.98000000 0.028590132225 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 4426.00000000 NS USD 373775.70000000 0.028465670213 Long EC CORP US N 1 N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 2073046.94000000 PA USD 1919971.91000000 0.146219476573 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBE8 1650000.00000000 PA USD 1726197.00000000 0.131462143007 Long DBT CORP US N 2 2025-05-01 Fixed 4.13000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 1155000.00000000 PA USD 1275766.70000000 0.097158681401 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 1675000.00000000 PA USD 1694999.17000000 0.129086207011 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 415000.00000000 PA USD 426495.50000000 0.032480656850 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Harbour Aircraft Investments Limited N/A 000000000 1061478.82000000 PA USD 435206.32000000 0.033144047566 Long LON CORP KY N 3 2037-11-15 Floating 8.00000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAE5 3095000.00000000 PA USD 3706896.48000000 0.282306454690 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N DCAL Aviation Finance Limited N/A 001406AB3 2218114.39000000 PA USD 930532.26000000 0.070866630539 Long ABS-O CORP KY N 2 2040-02-15 Variable 5.07000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 265000.00000000 PA USD 288187.50000000 0.021947521828 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 1065000.00000000 PA USD 1039235.15000000 0.079145126487 Long DBT CORP US N 2 2046-06-15 Fixed 3.38000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAK8 975000.00000000 PA USD 432643.58000000 0.032948876741 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.81000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAS0 6000000.00000000 PA USD 6318939.06000000 0.481232020656 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N ELEMENT COMM AVIATION N/A 000000000 900.00000000 PA USD 1130400.00000000 0.086087976317 Long ABS-O CORP US Y 3 N/A None 0.00000000 N N N N N N Lehman XS Trust N/A 525221HA8 386175.68000000 PA USD 346437.20000000 0.026383649565 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.67000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAM7 1225000.00000000 PA USD 1272468.75000000 0.096907519121 Long DBT CORP GB N 2 2026-08-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127962Y4 22800000.00000000 PA USD 22793001.77000000 1.735848723093 Long STIV UST US N 2 2021-05-20 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 671.00000000 NC USD 51274.10000000 0.003904886329 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH1 Comdty 2021-03-31 84604812.17000000 USD 51274.10000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 240000.00000000 PA USD 285600.00000000 0.021750465354 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 1270000.00000000 PA USD 1362820.76000000 0.103788465421 Long DBT CORP US N 2 2024-08-01 Fixed 0.60000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N CKE Restaurants Holdings Inc N/A 411707AH5 1165000.00000000 PA USD 1195095.45000000 0.091014993627 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 17950.00000000 NS USD 1225985.00000000 0.093367451915 Long EC CORP US N 1 N N N Pikes Peak CLO 254900Y8O8REGL3BZS62 72132VAA9 3885000.00000000 PA USD 3848332.20000000 0.293077787770 Long ABS-CBDO CORP KY N 2 2030-04-25 Floating 7.07000000 N N N N N N GCAT N/A 36167MAA2 4435000.00000000 PA USD 4434445.63000000 0.337714481933 Long ABS-MBS CORP US N 2 2025-12-25 Variable 2.61000000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 94767KAN1 1195000.00000000 PA USD 1195597.50000000 0.091053228295 Long LON CORP US N 2 2027-10-30 Floating 4.00000000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 5030000.00000000 PA USD 5254335.49000000 0.400154909083 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 2196.00000000 NS USD 387659.88000000 0.029523048981 Long EC CORP US N 1 N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AK8 1635000.00000000 PA USD 1742305.05000000 0.132688885246 Long DBT CORP US N 2 2050-12-01 Fixed 0.50000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 345000.00000000 PA USD 378032.01000000 0.028789818404 Long DBT CORP US N 2 2024-05-21 Fixed 3.88000000 N N N N N N Apidos CLO 635400C39IXGGYE6DH05 03765YAY0 3175000.00000000 PA USD 3089848.41000000 0.235313868316 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.24000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 2642.00000000 NS USD 380844.30000000 0.029003994231 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -338353.93000000 -0.02576805123 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 10059585000.00000000 COP 2606920.55000000 USD 2021-01-08 -338353.93000000 N N N Ajax Mortgage Loan Trust N/A 00969DAA8 958144.24000000 PA USD 960410.73000000 0.073142087915 Long ABS-O CORP US N 2 2056-09-25 Variable 3.16000000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAD7 1910000.00000000 PA USD 1960137.50000000 0.149278371089 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 1725000.00000000 PA USD 1897517.25000000 0.144509394975 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N Tidewater Auto Receivables Trust 549300045J2AQZL8DT48 88642MAE0 353000.00000000 PA USD 361225.75000000 0.027509902522 Long ABS-O CORP US N 2 2024-11-15 Fixed 4.30000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -6720.00000000 -0.00051177565 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100.00000000 360.00000000 USD 2021-02-19 XXXX -3199.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -54.00000000 NC USD -5508.00000000 -0.00041947326 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Comcast Corp Comcast Corp 100.00000000 55.00000000 USD 2021-02-19 XXXX -1367.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -4025.00000000 -0.00030653229 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Union Pacific Corp Union Pacific Corp 100.00000000 220.00000000 USD 2021-02-19 XXXX -786.84000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -1462.50000000 -0.00011137974 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Walmart Inc Walmart Inc 100.00000000 160.00000000 USD 2021-02-19 XXXX 1029.73000000 N N N Global Container Asset Ltd N/A 37890RAF2 659469.52000000 PA USD 571140.17000000 0.043496374229 Long ABS-O CORP BM N 3 2030-02-05 Fixed 4.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -2950.00000000 -0.00022466342 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Lam Research Corp Lam Research Corp 100.00000000 550.00000000 USD 2021-02-19 XXXX 2033.45000000 N N N Motel 6 Trust N/A 61975GAA5 2706717.99000000 PA USD 2450895.25000000 0.186653053997 Long ABS-MBS CORP US N 2 2024-08-15 Floating 7.09000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 2100000.00000000 PA USD 2122743.00000000 0.161661933043 Long DBT CORP US N 2 2031-03-15 Fixed 3.63000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327LAA1 1084489.41000000 PA USD 1089135.69000000 0.082945406482 Long ABS-MBS CORP US N 2 2068-01-25 Variable 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAG3 2805000.00000000 PA USD 2971633.55000000 0.226310968398 Long ABS-O CORP US N 2 2024-07-18 Fixed 4.01000000 N N N N N N Banc of America Funding Corporation N/A 05953YBT7 219939.57000000 PA USD 220138.55000000 0.016765111711 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 5.50000000 N N N N N N Colony American Finance Ltd N/A 19625GAC3 496989.01000000 PA USD 496391.28000000 0.037803716168 Long ABS-O CORP US N 2 2048-06-15 Variable 4.64000000 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 000000000 370000.00000000 PA 450880.50000000 0.034337747528 Long DBT CORP GB N 2 2022-02-10 Fixed 1.13000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1610000.00000000 PA USD 1683416.00000000 0.128204066472 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 1100000.00000000 PA USD 1330669.62000000 0.101339928107 Long DBT CORP GB N 2 2031-04-01 Fixed 4.64000000 N N N N N N OneMain Financial Issuance Trust N/A 68268LAB3 3120000.00000000 PA USD 3124954.25000000 0.237987426988 Long ABS-O CORP US N 2 2028-11-20 Fixed 4.16000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 3575000.00000000 PA USD 1228068.38000000 0.093526116077 Long ABS-MBS CORP US N 3 2027-11-15 Floating 4.56000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579TM0 2589997.24000000 PA USD 1877605.29000000 0.142992958014 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.46000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AW6 3745000.00000000 PA USD 4438864.31000000 0.338050995750 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 360000.00000000 PA USD 406842.13000000 0.030983913351 Long DBT CORP US N 2 2025-04-23 Fixed 5.38000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -1386.00000000 -0.00010555372 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written L Brands Inc L Brands Inc 100.00000000 45.00000000 USD 2021-02-19 XXXX 1092.80000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 1800000.00000000 PA USD 2206818.00000000 0.168064840517 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 4170205.19000000 PA USD 4397283.29000000 0.334884306202 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 4075000.00000000 PA USD 4132325.23000000 0.314705870963 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N Avid Automobile Receivables Trust N/A 05369DAC9 1210000.00000000 PA USD 1234438.73000000 0.094011263405 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.14000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 40101.16000000 0.003053987714 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5280000.00000000 EUR 6503772.00000000 USD 2021-04-06 40101.16000000 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 4583.00000000 NS USD 425531.55000000 0.032407245221 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 735000.00000000 PA USD 915075.00000000 0.069689450574 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N SCF Equipment Trust LLC N/A 78411KAD6 3718000.00000000 PA USD 3747422.02000000 0.285392761951 Long ABS-O CORP US N 2 2027-04-20 Fixed 4.21000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 1775000.00000000 PA USD 1816046.88000000 0.138304848546 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AN7 730000.00000000 PA USD 775917.00000000 0.059091582024 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 680000.00000000 PA USD 759050.00000000 0.057807040360 Long DBT CORP US N 2 2028-05-15 Fixed 4.88000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 695000.00000000 PA USD 815568.06000000 0.062111291432 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 26244PAG0 875000.00000000 PA USD 834730.14000000 0.063570619713 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.09000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAC6 472942.20000000 PA USD 493046.59000000 0.037548994305 Long ABS-O CORP US N 2 2032-02-25 Fixed 4.00000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BN2 470000.00000000 PA USD 490884.45000000 0.037384332011 Long DBT CORP US N 2 2027-09-15 Fixed 4.63000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 420000.00000000 PA USD 450450.00000000 0.034304961900 Long DBT CORP US N 2 2031-01-15 Fixed 4.38000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 2245000.00000000 PA USD 1377850.57000000 0.104933092037 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.36000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 2550000.00000000 PA USD 3021291.00000000 0.230092735365 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 225000.00000000 PA USD 243000.00000000 0.018506173253 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 2115000.00000000 PA USD 2481991.14000000 0.189021226540 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 1075000.00000000 PA USD 1174437.50000000 0.089441744237 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 400000.00000000 PA USD 459188.96000000 0.034970495677 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 3240000.00000000 PA USD 3296700.00000000 0.251067083799 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Ascentium Equipment Receivables LLC N/A 04364YAE7 350000.00000000 PA USD 355613.79000000 0.027082511970 Long ABS-O CORP US N 2 2022-08-10 Fixed 2.87000000 N N N N N N LIVEPERSON INC 549300IN2P1JZ20G7N40 538146AC5 785000.00000000 PA USD 857475.73000000 0.065302857693 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y LivePerson Inc USD XXXX N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -36.00000000 NC USD -2034.00000000 -0.00015490352 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written DR Horton Inc DR Horton Inc 100.00000000 82.50000000 USD 2021-02-19 XXXX 3843.01000000 N N N OneMain Financial Issuance Trust N/A 68269LAB2 1110000.00000000 PA USD 1187242.68000000 0.090416949503 Long ABS-O CORP US N 2 2032-05-14 Fixed 4.83000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 1200000.00000000 PA USD 1236872.32000000 0.094196598542 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -975.00000000 -0.00007425316 N/A DE IE N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Accenture PLC Accenture PLC 100.00000000 280.00000000 USD 2021-02-19 XXXX 758.53000000 N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 2070000.00000000 PA USD 2180952.00000000 0.166094961187 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR N/A 3137G0TH2 112468.06000000 PA USD 111509.43000000 0.008492233872 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 1.95000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 3195000.00000000 PA USD 2576138.40000000 0.196191208041 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -2795.00000000 -0.00021285907 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written QUALCOMM Inc QUALCOMM Inc 100.00000000 175.00000000 USD 2021-02-19 XXXX -471.38000000 N N N MASTR Alternative Loans Trust N/A 576434UQ5 751617.06000000 PA USD 777125.67000000 0.059183630816 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N Cole Park CLO Limited N/A 19329LAU1 2410000.00000000 PA USD 2374684.10000000 0.180849034468 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.37000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAE9 1635000.00000000 PA USD 1642732.62000000 0.125105738576 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAT7 1370000.00000000 PA USD 634921.84000000 0.048353800712 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.89000000 N N N N N N Carlyle Global Market Strategies 549300ZZB4XZS815E007 14311FAQ4 1575000.00000000 PA USD 1521003.80000000 0.115835225684 Long ABS-CBDO CORP KY N 2 2027-04-27 Floating 2.47000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -97505.27000000 -0.00742571777 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1400000.00000000 GBP 1817368.00000000 USD 2021-01-29 -97505.27000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 10035000.00000000 PA USD 8931150.00000000 0.680170408430 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 3048.00000000 NS USD 1087953.12000000 0.082855345390 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 130464.00000000 NS USD 3752144.64000000 0.285752422955 Long EC CORP US N 1 N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 195000.00000000 PA USD 193712.42000000 0.014752574509 Long ABS-O CORP US N 2 2033-03-15 Floating 3.66000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 2562149.97000000 PA USD 2744206.35000000 0.208990774300 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166NAE6 800000.00000000 PA USD 804167.20000000 0.061243035092 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 3325000.00000000 PA USD 4131575.64000000 0.314648784369 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 1446.00000000 NS USD 332464.32000000 0.025319515664 Long EC CORP US N 1 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 1365000.00000000 PA USD 1438382.40000000 0.109543020158 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 7230000.00000000 PA USD 6891864.83000000 0.524864380988 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 2721.00000000 NS USD 82473.51000000 0.006280942653 Long EC CORP US N 1 N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 493750.00000000 PA USD 533570.94000000 0.040635210939 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 170000.00000000 PA USD 199681.69000000 0.015207176751 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABA7 325000.00000000 PA USD 319494.11000000 0.024331742193 Long ABS-CBDO CORP KY N 2 2029-05-21 Floating 3.36000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 2745000.00000000 PA USD 2976190.93000000 0.226658045204 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 926.00000000 NS USD 1406205.08000000 0.107092489052 Long EP CORP US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 1480000.00000000 PA USD 1638459.96000000 0.124780345217 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N MASTR Alternative Loans Trust N/A 576434KX1 253435.42000000 PA USD 261174.65000000 0.019890301737 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.25000000 N N N N N N California Republic Auto Receivables Trust N/A 13057FAG6 1785000.00000000 PA USD 1856740.40000000 0.141403948675 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.33000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 1855000.00000000 PA USD 1990755.73000000 0.151610166435 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 2235000.00000000 PA USD 2371335.00000000 0.180593976752 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1427.00000000 NS USD 379039.74000000 0.028866564190 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20754CAB5 1304000.00000000 PA USD 1297089.58000000 0.098782569926 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.20000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -5250.00000000 -0.00039982473 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Mastercard Inc Mastercard Inc 100.00000000 370.00000000 USD 2021-02-19 XXXX -2891.49000000 N N N OCTAGON INVESTMENT PARTNERS 39, LTD. N/A 67592AAA8 495000.00000000 PA USD 461685.16000000 0.035160599009 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.97000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 5290000.00000000 PA USD 5237100.00000000 0.398842304293 Long DBT CORP MX N 2 2035-06-15 Fixed 6.63000000 N N N N N N Social Professional Loan Program LLC 5493005DZE8VF033DB25 83402DAD3 125000.00000000 PA USD 127749.44000000 0.009729025800 Long ABS-O CORP US N 2 2037-05-25 Variable 3.35000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FT88 370568.50000000 PA USD 375646.70000000 0.028608160132 Long ABS-MBS CORP US N 2 2025-02-25 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 1670000.00000000 PA USD 1809023.71000000 0.137769984345 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Colony American Finance Ltd N/A 21872GAG0 1830000.00000000 PA USD 1958812.24000000 0.149177443142 Long ABS-O CORP US N 2 2052-06-15 Fixed 3.42000000 N N N N N N OZLM Ltd 549300HQQ42NFL2R0S17 67110AAQ6 232235.39000000 PA USD 231691.59000000 0.017644957637 Long ABS-CBDO CORP KY N 2 2027-07-30 Floating 1.29000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 6270000.00000000 PA USD 6553466.70000000 0.499092963613 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167768 1714.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 2135000.00000000 PA USD 2276252.58000000 0.173352776185 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 12458.00000000 NS USD 367261.84000000 0.027969593581 Long EC US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 905000.00000000 PA USD 983439.22000000 0.074895870737 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 1140000.00000000 PA USD 1174351.62000000 0.089435203866 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 2655000.00000000 PA USD 2795953.95000000 0.212931721012 Long DBT CORP SG N 2 2028-01-24 Fixed 5.45000000 N N N N N N Galaxy CLO Ltd N/A 36321MAA5 1405000.00000000 PA USD 1340628.94000000 0.102098400953 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 6.06000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327VAA9 1984375.88000000 PA USD 2025429.05000000 0.154250785641 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.26000000 N N N N N N NEXTERA ENERGY INC N/A 65339F770 23032.00000000 NS USD 1170946.88000000 0.089175908770 Long EP CORP US N 1 N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008RAM9 1915000.00000000 PA USD 2077219.65000000 0.158195007108 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N Symphony CLO Ltd N/A 87166VAD0 740000.00000000 PA USD 739890.04000000 0.056347873532 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 4.09000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAG9 715000.00000000 PA USD 739576.70000000 0.056324010469 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1660000.00000000 PA USD 1722250.00000000 0.131161550967 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 2530000.00000000 PA USD 3186105.86000000 0.242644555751 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 3209.00000000 NS USD 351353.41000000 0.026758053820 Long EC CORP US N 1 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1615000.00000000 PA USD 1590775.00000000 0.121148797352 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V100 16959.00000000 NS USD 367162.35000000 0.027962016712 Long EC CORP US N 1 N N N NEUROCRINE BIOSCIENCES 549300FECER0XBN49756 64125CAD1 1840000.00000000 PA USD 2538782.54000000 0.193346294390 Long DBT CORP US N 2 2024-05-15 Fixed 2.25000000 N N N N Y Neurocrine Biosciences Inc USD XXXX N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 5430000.00000000 PA USD 5632748.33000000 0.428973730393 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1790000.00000000 PA USD 1960425.90000000 0.149300334794 Long DBT CORP IL N 2 2025-06-30 Fixed 6.13000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1295000.00000000 PA USD 1459037.65000000 0.111116063924 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 1430000.00000000 PA USD 1515814.30000000 0.115440008457 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 338660000.00000000 PA 19071492.83000000 1.452429425948 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 1585000.00000000 PA USD 1682081.25000000 0.128102415794 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 14315NAG5 2350000.00000000 PA USD 2470019.91000000 0.188109532480 Long ABS-O CORP US N 2 2025-08-15 Fixed 4.04000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -23.00000000 NC USD -1587.00000000 -0.00012086130 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Philip Morris International Inc Philip Morris International Inc 100.00000000 90.00000000 USD 2021-02-19 XXXX 545.38000000 N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 440000.00000000 PA USD 317337.24000000 0.024167481247 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.18000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAU9 2250000.00000000 PA USD 2479976.03000000 0.188867761623 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 5990000.00000000 PA USD 6272087.13000000 0.477663913932 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 1270000.00000000 PA USD 1349375.00000000 0.102764475445 Long DBT CORP US N 2 2028-08-01 Fixed 4.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 1785000.00000000 PA USD 1774131.26000000 0.135112676835 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Burnham Park CLO Ltd. 549300BOEG5O4MSO7220 12232KAL4 455000.00000000 PA USD 442394.27000000 0.033691460933 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.37000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 385000.00000000 PA USD 407359.57000000 0.031023320076 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 4026635.52000000 PA USD 3907224.03000000 0.297562818261 Long ABS-O CORP BM N 2 2042-08-15 Fixed 3.97000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -2655.00000000 -0.00020219707 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Merck & Co Inc Merck & Co Inc 100.00000000 85.00000000 USD 2021-02-19 XXXX -968.18000000 N N N Madison Park Funding Ltd N/A 55819DAJ5 475000.00000000 PA USD 475515.61000000 0.036213885856 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 2.36000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 720000.00000000 PA USD 875626.77000000 0.066685188109 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535FAC8 1205000.00000000 PA USD 1236339.52000000 0.094156022043 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.16000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAE8 424637.09000000 PA USD 436300.17000000 0.033227352001 Long ABS-O CORP BM N 2 2045-08-21 Fixed 2.73000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 4580000.00000000 PA USD 5038000.00000000 0.383679427360 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -1850.00000000 -0.00014089061 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Teradyne Inc Teradyne Inc 100.00000000 140.00000000 USD 2021-02-19 XXXX 103.89000000 N N N CarMax Auto Owner Trust N/A 14315EAG5 1125000.00000000 PA USD 1186708.61000000 0.090376276285 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N Bluemountain CLO Ltd N/A 09609NAG0 1915000.00000000 PA USD 1923305.55000000 0.146473356900 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.92000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 1060000.00000000 PA USD 1196793.00000000 0.091144274098 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 1725000.00000000 PA USD 1813009.50000000 0.138073530519 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21525000.00000000 OU Notional Amount USD -199251.54000000 -0.01517441777 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mexico Government International Bond Mexico Government International Bond Y buy protection 2025-12-20 320410.52000000 USD 0.00000000 USD 21525000.00000000 USD -519662.06000000 N N N Legacy Mortgage Asset Trust N/A 52475JAA3 839108.04000000 PA USD 845074.18000000 0.064358391714 Long ABS-MBS CORP US N 2 2060-06-25 Fixed 3.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 525000.00000000 PA USD 631750.42000000 0.048112274589 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 2672.00000000 NS USD 377981.12000000 0.028785942769 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 6690000.00000000 PA USD 8229556.12000000 0.626739059061 Long DBT CORP US N 2 2031-03-24 Fixed 4.49000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 965000.00000000 PA USD 1090845.65000000 0.083075632062 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 195000.00000000 PA USD 201848.36000000 0.015372184037 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 252.00000000 NC USD 97881.29000000 0.007454354366 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYH1 Comdty 2021-03-22 39304681.21000000 USD 97881.29000000 N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 5865000.00000000 PA USD 6260887.50000000 0.476810982685 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831CAA2 695432.24000000 PA USD 701036.73000000 0.053388918444 Long ABS-MBS CORP US N 2 2060-08-25 Variable 3.23000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REA8 845000.00000000 PA USD 865693.21000000 0.065928677070 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.96000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAL2 2170000.00000000 PA USD 1857784.31000000 0.141483449825 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.39000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAA7 1410000.00000000 PA USD 1720601.46000000 0.131036002955 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 3790000.00000000 PA USD 3932125.00000000 0.299459203713 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 1477.00000000 NS USD 397386.85000000 0.030263826726 Long EC CORP US N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 255000.00000000 PA USD 270300.00000000 0.020585261853 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 1140000.00000000 PA USD 1362812.20000000 0.103787813516 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656PAC0 1844656.28000000 PA USD 1846592.25000000 0.140631095087 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.69000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 8421.00000000 NS USD 395365.95000000 0.030109920860 Long EC CORP US N 1 N N N Preston Ridge Partners Mortgage Trust N/A 69359GAA4 3395173.96000000 PA USD 3402748.93000000 0.259143461872 Long ABS-O CORP US N 2 2025-02-25 Variable 2.98000000 N N N N N N GLS Auto Receivables Trust N/A 36260CAC6 4540000.00000000 PA USD 4630877.18000000 0.352674137475 Long ABS-O CORP US N 2 2025-05-15 Fixed 1.92000000 N N N N N N TCW CLO N/A 87240UAE0 920000.00000000 PA USD 913096.41000000 0.069538766914 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 3.12000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 400000.00000000 PA USD 564500.00000000 0.042990678194 Long DBT CORP US N 2 2030-04-22 Fixed 9.63000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493BAG3 2995000.00000000 PA USD 2995932.34000000 0.228161493573 Long ABS-MBS CORP US N 2 2037-10-15 Floating 2.70000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 3256000.00000000 PA USD 3623259.54000000 0.275936908591 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 2053.00000000 NS USD 3116248.70000000 0.237324437619 Long EP CORP US N 1 N N N Progress Residential Trust N/A 74332WAG8 1005000.00000000 PA USD 1019101.05000000 0.077611771990 Long ABS-O CORP US N 2 2036-09-17 Fixed 2.87000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 615000.00000000 PA USD 693535.50000000 0.052817646584 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BV6 295000.00000000 PA USD 298610.23000000 0.022741286631 Long DBT CORP US N 2 2047-03-01 Fixed 3.65000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 216360000.00000000 PA 1361509.47000000 0.103688601388 Long DBT NUSS AR N 2 2022-05-31 Variable 34.19000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 6301.00000000 NS USD 370183.75000000 0.028192117748 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9127963H0 22330000.00000000 PA USD 22321607.72000000 1.699948723258 Long STIV UST US N 2 2021-06-17 None 0.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 2595000.00000000 PA USD 2695556.25000000 0.205285724179 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 6073.00000000 NS USD 392862.37000000 0.029919255488 Long EC CORP US N 1 N N N Progress Residential Trust N/A 74332UAJ6 564000.00000000 PA USD 573511.58000000 0.043676973918 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.66000000 N N N N N N GILBERT PARK CLO LTD N/A 375415AG1 650000.00000000 PA USD 643904.17000000 0.049037868840 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.19000000 N N N N N N ARES CLO Ltd N/A 04016NAH6 2940000.00000000 PA USD 2605984.54000000 0.198464203258 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 8.29000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 86880000.00000000 OU Notional Amount USD 8090700.00000000 0.616164180815 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y sell protection 2025-12-20 3427889.56000000 USD 0.00000000 USD 86880000.00000000 USD 4662810.44000000 N N N Vericrest Opportunity Loan Transferee N/A 92870EAA1 1022542.75000000 PA USD 1025470.90000000 0.078096881239 Long ABS-O CORP US N 2 2049-11-26 Variable 3.33000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 5205000.00000000 PA USD 5172712.40000000 0.393938731943 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 3138000.00000000 PA USD 3491512.33000000 0.265903424255 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.64000000 N N N N N N FINDETER 54930036EU95I2CWYJ76 31772MAA0 4801000000.00000000 PA 1496315.18000000 0.113955012190 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.88000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 29421.00000000 NS USD 3223658.97000000 0.245504491388 Long EP CORP US N 1 N N N Diamond Resorts Owner Trust N/A 25272XAC9 281432.46000000 PA USD 286999.67000000 0.021857060150 Long ABS-O CORP US N 2 2029-10-22 Fixed 6.07000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 2580000.00000000 PA USD 2767050.00000000 0.210730480245 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 2830000.00000000 PA USD 2904287.50000000 0.221182089100 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964L0 24695000.00000000 PA USD 24680284.50000000 1.879578686791 Long STIV UST US N 2 2021-09-09 None 0.00000000 N N N N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 18912.00000000 NS USD 392991.36000000 0.029929078992 Long EC CORP US N 1 N N N York CLO Ltd 25490036G9JNQQPHIX69 98625DAG5 2435000.00000000 PA USD 2442912.29000000 0.186045094982 Long ABS-CBDO CORP KY N 2 2033-01-22 Floating 4.02000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 3654.00000000 NS USD 401684.22000000 0.030591101927 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 12050000.00000000 PA USD 12019875.00000000 0.915398721108 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 2515000.00000000 PA USD 1544324.94000000 0.117611295878 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.48000000 N N N N N N WYNDHAM DESTINATIONS INC T4VNTWMFQ7JQB65L7T35 98310WAS7 735000.00000000 PA USD 841575.00000000 0.064091904343 Long DBT CORP US N 2 2026-07-31 Fixed 6.63000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 1515000.00000000 PA USD 1731473.87000000 0.131864014079 Long DBT CORP US N 2 2030-05-01 Fixed 3.63000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAR0 100000.00000000 PA USD 110220.79000000 0.008394094797 Long DBT CORP XX N 2 2028-01-15 Fixed 3.50000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 1325000.00000000 PA USD 1374767.00000000 0.104698256314 Long DBT CORP US N 2 2028-10-01 Fixed 5.88000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 305000.00000000 PA USD 301568.75000000 0.022966598910 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 3550000.00000000 PA USD 3716784.01000000 0.283059460218 Long DBT CORP GB N 2 2036-02-18 Fixed 3.27000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAG1 2395000.00000000 PA USD 2528566.99000000 0.192568307813 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.30000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50076QAE6 715000.00000000 PA USD 837443.75000000 0.063777280358 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 8707.00000000 NS USD 356987.00000000 0.027187091650 Long EC CORP US N 1 N N N Vericrest Opportunity Loan Transferee N/A 91834DAA0 3231003.82000000 PA USD 3235140.80000000 0.246378914167 Long ABS-O CORP US N 2 2049-09-25 Variable 3.35000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 920000.00000000 PA USD 1008780.00000000 0.076825750840 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 140000.00000000 PA USD 147604.80000000 0.011241152270 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -259111.16000000 -0.01973315234 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5280000.00000000 EUR 6191201.28000000 USD 2021-01-04 -259111.16000000 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 6587.00000000 NS USD 704677.26000000 0.053666170621 Long EC CORP US N 1 N N N Legacy Mortgage Asset Trust N/A 52474WAA5 2130251.24000000 PA USD 2150248.12000000 0.163756642986 Long ABS-O CORP US N 2 2059-04-25 Variable 3.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAG1 3845000.00000000 PA USD 4091975.12000000 0.311632923941 Long ABS-O CORP US N 2 2024-11-18 Fixed 4.04000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 5670000.00000000 PA USD 5974365.60000000 0.454990308108 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Dryden Senior Loan Fund N/A 26251LAG9 250000.00000000 PA USD 234029.58000000 0.017823012155 Long ABS-O CORP KY N 2 2031-04-18 Floating 1.97000000 N N N N N N CP Atlas Buyer, Inc. N/A 12658HAC6 1020000.00000000 PA USD 1021275.00000000 0.077777333699 Long LON CORP US N 2 2027-11-23 Floating 5.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAF7 515000.00000000 PA USD 556313.30000000 0.042367202933 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 570000.00000000 PA USD 592788.60000000 0.045145055695 Long DBT CORP CA N 2 2028-02-15 Fixed 3.88000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCU2 135000.00000000 PA USD 137631.15000000 0.010481588094 Long DBT CORP US N 2 2025-05-01 Fixed 5.13000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 480000.00000000 PA USD 528000.00000000 0.040210944352 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Parallel Ltd N/A 69916DAE9 1645000.00000000 PA USD 1574559.13000000 0.119913843855 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.37000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 5000.00000000 PA USD 5806.25000000 0.000442187112 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N American Homes 4 Rent N/A 02665UAE5 2170000.00000000 PA USD 2407804.66000000 0.183371399989 Long ABS-O CORP US N 2 2036-10-17 Fixed 6.23000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAW8 485000.00000000 PA USD 505612.50000000 0.038505977464 Long DBT CORP US N 2 2026-07-15 Fixed 5.38000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 4160000.00000000 PA USD 4219565.08000000 0.321349804209 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 990000.00000000 PA USD 1437975.00000000 0.109511993759 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N Oak Hill Credit Partners N/A 67112TAA8 1980000.00000000 PA USD 1881887.83000000 0.143319103805 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.22000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 5460000.00000000 PA USD 6078418.87000000 0.462914702520 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 2430000.00000000 PA USD 2617304.40000000 0.199326290873 Long DBT CORP IE N 2 2028-01-23 Fixed 3.88000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -4075.00000000 -0.00031034014 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Deere & Co Deere & Co 100.00000000 290.00000000 USD 2021-02-19 XXXX 1292.02000000 N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BM5 2125000.00000000 PA USD 2169425.04000000 0.165217101438 Long ABS-O CORP US N 2 2030-04-15 Fixed 3.92000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAU2 340000.00000000 PA USD 339147.99000000 0.025828524532 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.97000000 N N N N N N MVW Owner Trust N/A 55389PAC3 464106.15000000 PA USD 472357.73000000 0.035973390900 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N American Homes 4 Rent N/A 02665UAD7 300000.00000000 PA USD 327539.88000000 0.024944484636 Long ABS-O CORP US N 2 2036-10-17 Fixed 5.15000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAH3 1670000.00000000 PA USD 1708474.88000000 0.130112477891 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N N Uber Technologies Inc USD XXXX N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -48.00000000 NC USD -4560.00000000 -0.00034727633 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written HP Inc HP Inc 100.00000000 25.00000000 USD 2021-02-19 XXXX -589.80000000 N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAN1 2565000.00000000 PA USD 2477179.79000000 0.188654808117 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.14000000 N N N N N N GREENBRIER COS INC 5493001GAGGFR30BP390 393657AK7 600000.00000000 PA USD 606282.52000000 0.046172713396 Long DBT CORP US N 2 2024-02-01 Fixed 2.88000000 N N N N Y Greenbrier Cos Inc/The USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 6016.00000000 NS USD 412276.48000000 0.031397777642 Long EC CORP US N 1 N N N Diamond Resorts Owner Trust N/A 252724AC3 1106483.25000000 PA USD 1132693.74000000 0.086262660884 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.53000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAC9 645000.00000000 PA USD 689347.92000000 0.052498732671 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -66933.46000000 -0.00509745764 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3020000.00000000 CAD 2305822.28000000 USD 2021-01-25 -66933.46000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 4515000.00000000 PA USD 4706887.50000000 0.358462862376 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359NAA9 1565672.66000000 PA USD 1568257.59000000 0.119433936896 Long ABS-O CORP US N 2 2024-11-25 Variable 3.35000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAG7 10765000.00000000 PA USD 11870417.59000000 0.904016479448 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -2835.00000000 -0.00021590535 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Fidelity National Information Services Inc Fidelity National Information Services Inc 100.00000000 155.00000000 USD 2021-02-19 XXXX -151.55000000 N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 1699593.00000000 PA USD 1020951.80000000 0.077752719727 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.19000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 2629.00000000 NS USD 400501.86000000 0.030501056828 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12655GAL1 790000.00000000 PA USD 745370.21000000 0.056765227341 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.76000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3185000.00000000 PA USD 3854650.90000000 0.293559001585 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAH1 709275.00000000 PA USD 757007.79000000 0.057651511586 Long ABS-O CORP US N 2 2049-06-15 Fixed 4.08000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 1685000.00000000 PA USD 2390330.74000000 0.182040637063 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 5765000.00000000 PA USD 5937950.00000000 0.452217001924 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N Blackbird Capital Aircraft N/A 09228YAC6 1266093.75000000 PA USD 1102680.55000000 0.083976943625 Long ABS-O CORP KY N 2 2041-12-16 Variable 5.68000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 2135000.00000000 PA USD 2232783.00000000 0.170042259400 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 798.00000000 NS USD 376871.46000000 0.028701434291 Long EC CORP US N 1 N N N Accelerated Assets LLC N/A 00436MAB1 634706.39000000 PA USD 648580.18000000 0.049393980162 Long ABS-O CORP US N 2 2033-12-02 Fixed 4.51000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CG8 340000.00000000 PA USD 328426.40000000 0.025011999420 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DP9 5240000.00000000 PA USD 6861089.05000000 0.522520587092 Long DBT CORP US N 2 2050-06-30 Fixed 4.38000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 2372.00000000 NS USD 390099.12000000 0.029708814405 Long EC CORP US N 1 N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAD6 265000.00000000 PA USD 259751.94000000 0.019781952281 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 2.11000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 290000.00000000 PA USD 297396.37000000 0.022648842584 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 5165000.00000000 PA USD 5376658.86000000 0.409470701174 Long DBT CORP US N 2 2030-12-01 Fixed 3.13000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KAZ9 2590000.00000000 PA USD 2591182.85000000 0.197336949597 Long ABS-O CORP US N 2 2023-02-15 Floating 0.80000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 300000.00000000 PA USD 290611.32000000 0.022132112910 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.89000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 425000.00000000 PA USD 438036.88000000 0.033359614783 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 1635000.00000000 PA USD 1673438.95000000 0.127444243362 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Anchorage Capital CLO LTD 5493009A4SIPWYPZDB35 03328WAQ1 865000.00000000 PA USD 852119.29000000 0.064894926802 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 4.24000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 4241.00000000 NS USD 1098037.31000000 0.083623327971 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 655000.00000000 PA 797637.83000000 0.060745777263 Long DBT CORP US N 2 2023-02-17 Fixed 1.51000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 7195000.00000000 PA USD 9730666.00000000 0.741059221658 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 885000.00000000 PA USD 971287.50000000 0.073970431084 Long DBT CORP US N 2 2030-08-01 Fixed 4.63000000 N N N N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CBA3 300000.00000000 PA USD 295397.61000000 0.022496622836 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.17000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859102 980.00000000 NS USD 402064.60000000 0.030620070561 Long EC CORP US N 1 N N N HPEFS Equipment Trust N/A 40438FAF1 975000.00000000 PA USD 984435.95000000 0.074971778795 Long ABS-O CORP US N 2 2030-02-20 Fixed 2.26000000 N N N N N N CP Atlas Buyer, Inc. N/A 12658HAD4 340000.00000000 PA USD 340425.00000000 0.025925777899 Long LON CORP US N 2 2027-11-23 Floating 5.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 463.00000000 NC USD 71552.02000000 0.005449193739 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYH1 Comdty 2021-03-22 63858619.86000000 USD 71552.02000000 N N N OneMain Financial Issuance Trust N/A 68267DAD8 3230000.00000000 PA USD 3337583.87000000 0.254180680430 Long ABS-O CORP US N 2 2031-02-14 Fixed 4.22000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 605000.00000000 PA USD 687166.49000000 0.052332601306 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 12330.00000000 NS USD 1636067.70000000 0.124598157653 Long EC CORP US N 1 N N N Springcastle SPV N/A 85022WAP9 3783545.86000000 PA USD 3811464.64000000 0.290270061627 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Regatta XIII Funding LLC N/A 75888FAJ4 920000.00000000 PA USD 908528.89000000 0.069190917875 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 3.34000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QL75 162259.08000000 PA USD 167522.44000000 0.012758021804 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.75000000 N N N N N N Banc of America Funding Corporation N/A 05946XS61 421986.72000000 PA USD 458427.05000000 0.034912470827 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.75000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 402000.00000000 PA USD 414060.00000000 0.031533605338 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 325000.00000000 PA USD 335224.42000000 0.025529716852 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 5160000.00000000 PA USD 5631469.20000000 0.428876315572 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 3341650.00000000 PA USD 3545791.40000000 0.270037160359 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 1355000.00000000 PA USD 1439701.05000000 0.109643444707 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1755000.00000000 PA USD 1827393.75000000 0.139168993164 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Pikes Peak CLO 549300IOF5UIE4PES702 721327AG9 1045000.00000000 PA USD 1012184.28000000 0.077085010903 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 3.36000000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 49456BAJ0 300000.00000000 PA USD 365385.00000000 0.027826658905 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Ziggo B.V. 213800TQASLF9JXH5J59 000000000 1930000.00000000 PA 2348942.97000000 0.178888664873 Long LON CORP NL N 2 2029-01-31 Floating 3.00000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAA9 2095000.00000000 PA USD 2136900.00000000 0.162740088989 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N SoFi Consumer Loan Program Trust N/A 78471WAC9 1690000.00000000 PA USD 1726737.39000000 0.131503297538 Long ABS-O CORP US N 2 2027-04-26 Fixed 3.79000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBB0 1375000.00000000 PA USD 1536232.50000000 0.116994999184 Long DBT CORP US N 2 2027-08-01 Fixed 4.63000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 11580.00000000 NS USD 226852.20000000 0.017276403769 Long EC CORP US N 1 N N N Colony American Finance Ltd N/A 21873AAJ6 1340000.00000000 PA USD 1348070.42000000 0.102665122427 Long ABS-O CORP US N 2 2052-12-15 Fixed 2.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 8950000.00000000 PA USD 12334398.20000000 0.939351893254 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N Progress Residential Trust N/A 74333AAJ9 785000.00000000 PA USD 785909.58000000 0.059852587854 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.30000000 N N N N N N Navient Student Loan Trust N/A 63935CAC5 3410000.00000000 PA USD 3510925.77000000 0.267381895382 Long ABS-O CORP US N 2 2068-08-15 Fixed 3.12000000 N N N N N N American Homes 4 Rent N/A 02665XAE9 1200000.00000000 PA USD 1344685.20000000 0.102407313917 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.42000000 N N N N N N Social Professional Loan Program LLC 549300MIP15HTYPHSM46 78469PAC8 569421.04000000 PA USD 579614.59000000 0.044141761409 Long ABS-O CORP US N 2 2038-01-26 Fixed 3.57000000 N N N N N N GLS Auto Receivables Trust N/A 36255XAB9 1165821.84000000 PA USD 1184845.25000000 0.090234368207 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.78000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 290000.00000000 PA USD 302909.89000000 0.023068736232 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AG7 360000.00000000 PA USD 369873.00000000 0.028168451932 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 3927.00000000 NS USD 108267.39000000 0.008245329534 Long EC CORP US N 1 N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAU9 550000.00000000 PA USD 562284.25000000 0.042821933119 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N Trestles CLO LTD 6354005OLPZ8XONXGL10 89531VAA0 895000.00000000 PA USD 839678.89000000 0.063947502120 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.96000000 N N N N N N Progress Residential Trust N/A 74333BAJ7 2398000.00000000 PA USD 2471823.63000000 0.188246898549 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.47000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 440000.00000000 PA USD 514668.55000000 0.039195659893 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Navient Student Loan Trust N/A 63940PAD7 1035000.00000000 PA USD 1056392.52000000 0.080451781885 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.68000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 6485.00000000 NS USD 152527.20000000 0.011616027938 Long EC CORP US N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 375000.00000000 PA USD 411662.57000000 0.031351024041 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAD9 510000.00000000 PA USD 537696.06000000 0.040949368081 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAL4 320000.00000000 PA USD 311631.46000000 0.023732945637 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 2.12000000 N N N N N N HPEFS Equipment Trust N/A 40438PAF9 5900000.00000000 PA USD 5979844.70000000 0.455407580429 Long ABS-O CORP US N 2 2030-07-22 Fixed 2.79000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 36229.00000000 NS USD 1456768.09000000 0.110943220835 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 6185000.00000000 PA USD 7332249.65000000 0.558402808054 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17328DAA8 3835454.88000000 PA USD 3854033.82000000 0.293512006567 Long ABS-MBS CORP US N 2 2070-11-25 Variable 3.23000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 1630000.00000000 PA USD 1601475.00000000 0.121963678231 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935JAN5 789117.86000000 PA USD 786940.29000000 0.059931083730 Long ABS-MBS CORP US N 2 2044-02-15 Variable 5.52000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 75000.00000000 PA USD 78295.50000000 0.005962757563 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N TICP CLO Ltd N/A 87250RAC8 610000.00000000 PA USD 603454.52000000 0.045957341141 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 2.37000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 110000.00000000 PA USD 121034.38000000 0.009217626361 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 305.00000000 NS USD 679317.35000000 0.051734833633 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 4460000.00000000 PA USD 4832588.40000000 0.368035877328 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 665000.00000000 PA USD 817477.17000000 0.062256683697 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 4613.00000000 NS USD 377343.40000000 0.028737375869 Long EC CORP US N 1 N N N DBUBS Mortgage Trust N/A 23305JAJ1 750000.00000000 PA USD 784185.00000000 0.059721248857 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAD9 2660000.00000000 PA USD 2679685.86000000 0.204077081435 Long ABS-O CORP US N 2 2026-12-14 Fixed 1.77000000 N N N N N N MAPS LTD N/A 56564RAB6 1712047.59000000 PA USD 1422198.28000000 0.108310484649 Long ABS-O CORP BM N 2 2043-05-15 Fixed 5.19000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964W6 12670000.00000000 PA USD 12660237.00000000 0.964166828584 Long STIV UST US N 2 2021-11-04 None 0.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 1770000.00000000 PA USD 1274400.00000000 0.097054597504 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 3815000.00000000 PA USD 4062975.00000000 0.309424359146 Long DBT CORP US N 2 2028-07-01 Fixed 7.13000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 362679.00000000 NS USD 1875050.43000000 0.142798387307 Long EC CORP MX N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -44.00000000 NC USD -2398.00000000 -0.00018262470 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Newmont Corp Newmont Corp 100.00000000 70.00000000 USD 2021-02-19 XXXX 1769.33000000 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1221.00000000 NS USD 401379.33000000 0.030567882391 Long EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 470000.00000000 PA USD 573118.00000000 0.043647000009 Long DBT CORP US N 2 2026-12-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 9127964V8 25330000.00000000 PA USD 25312522.30000000 1.927728078824 Long STIV UST US N 2 2021-10-07 None 0.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 3360000.00000000 PA USD 3684240.00000000 0.280581003068 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FLZ6 270396.15000000 PA USD 279374.09000000 0.021276318156 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAL9 2670000.00000000 PA USD 2730075.00000000 0.207914571784 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 2270.00000000 NS USD 383266.80000000 0.029188484785 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -55.00000000 NC USD -2117.50000000 -0.00016126264 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Cisco Systems Inc Cisco Systems Inc 100.00000000 49.00000000 USD 2021-02-19 XXXX 341.73000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 625000.00000000 PA USD 673353.13000000 0.051280615984 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N NBCUNIVERSAL ENTERPRISE N/A 63946CAE8 4040000.00000000 PA USD 4120800.00000000 0.313828142966 Long DBT CORP US N 2 2021-03-19 Fixed 5.25000000 N N N N N N Sprite Limited N/A 85208HAB9 1021957.34000000 PA USD 776999.58000000 0.059174028168 Long ABS-O CORP KY N 2 2037-12-15 Fixed 5.75000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BM4 615000.00000000 PA USD 628530.00000000 0.047867016768 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 264.00000000 NS USD 56870.88000000 0.004331120816 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 1420000.00000000 PA USD 1506921.15000000 0.114762732018 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CD4 1361000.00000000 PA USD 1608429.80000000 0.122493335572 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N CarMax Auto Owner Trust N/A 14314XAG4 1435000.00000000 PA USD 1486236.39000000 0.113187440857 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.99000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1.00000000 NC USD -1215.00000000 -0.00009253086 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Global Payments Inc Global Payments Inc 100.00000000 210.00000000 USD 2021-02-19 XXXX -418.31000000 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 16147.00000000 NS USD 397054.73000000 0.030238533433 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 30711XNX8 1097613.36000000 PA USD 1096225.98000000 0.083485382347 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 2.35000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HPQ8 753968.66000000 PA USD 750279.49000000 0.057139103827 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 490000.00000000 PA USD 577587.50000000 0.043987384130 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 1655000.00000000 PA USD 2011837.71000000 0.153215708716 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 2525000.00000000 PA USD 2706800.00000000 0.206142015478 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 310000.00000000 PA USD 339837.50000000 0.025881035608 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N Catamaran CLO Ltd 549300MB476AHX5W1918 14889EAQ9 500000.00000000 PA USD 488591.40000000 0.037209699993 Long ABS-CBDO CORP KY N 2 2028-01-27 Floating 2.02000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -94.00000000 NC USD -2867.00000000 -0.00021834238 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NortonLifeLock Inc NortonLifeLock Inc 100.00000000 24.00000000 USD 2021-02-19 XXXX 1430.04000000 N N N Fairstone Financial Issuance Trust I 549300LY2ZF7LX6T3F37 30575PAE6 3100000.00000000 PA 2457083.04000000 0.187124298087 Long ABS-O CORP CA N 2 2033-03-21 Fixed 3.95000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CV4 30000.00000000 PA USD 35325.00000000 0.002690249259 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 530000.00000000 PA USD 563814.00000000 0.042938434429 Long DBT CORP US N 2 2030-02-15 Fixed 4.13000000 N N N N N N NOKIA OYJ 549300A0JPRWG1KI7U06 000000000 1660000.00000000 PA 2101451.93000000 0.160040467075 Long DBT CORP FI N 2 2026-03-11 Fixed 2.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BL7 790000.00000000 PA USD 806406.33000000 0.061413560721 Long ABS-O CORP US N 2 2030-04-15 Fixed 3.57000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 6247.00000000 NS USD 387501.41000000 0.029510980367 Long EC CORP US N 1 N N N Tricon American Homes N/A 89613JAJ9 1170000.00000000 PA USD 1158374.88000000 0.088218461815 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.73000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 1545000.00000000 PA USD 1612593.75000000 0.122810449893 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 1814000.00000000 PA USD 1802022.16000000 0.137236766661 Long ABS-O CORP US N 2 2033-03-15 Floating 3.20000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 485000.00000000 PA USD 513566.50000000 0.039111730970 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Banc of America Alternative Loan Trust N/A 05948XTV3 401923.29000000 PA USD 403782.63000000 0.030750910729 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.50000000 N N N N N N RCO Mortgage LLC N/A 74937CAA4 1452009.42000000 PA USD 1454552.76000000 0.110774507745 Long ABS-MBS CORP US N 2 2025-09-25 Variable 3.10000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -3575.00000000 -0.00027226160 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Target Corp Target Corp 100.00000000 185.00000000 USD 2021-02-19 XXXX -627.93000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 151067.66000000 0.011504873616 N/A DFE CO N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1275578.80000000 USD 4872711000.00000000 COP 2021-01-08 151067.66000000 N N N Coinstar Funding, LLC N/A 19260MAA4 1650150.00000000 PA USD 1609343.11000000 0.122562890605 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.22000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AN0 270000.00000000 PA USD 311697.43000000 0.023737969720 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 000000000 400000.00000000 PA USD 428412.00000000 0.032626611916 Long DBT CORP SG N 2 2024-07-31 Fixed 5.95000000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -2310.00000000 -0.00017592288 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 115.00000000 USD 2021-02-19 XXXX -117.48000000 N N N Oak Hill Credit Partners N/A 67098EAA9 1585000.00000000 PA USD 1558089.08000000 0.118659532749 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 6.32000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 380000.00000000 PA USD 407075.00000000 0.031001648053 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N TICP CLO Ltd N/A 87248TAQ8 1030000.00000000 PA USD 1026230.72000000 0.078154746921 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 2.39000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAA5 1110000.00000000 PA USD 1223469.07000000 0.093175846004 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFF6 448271.13000000 PA USD 336473.30000000 0.025624827921 Long ABS-MBS CORP US N 2 2045-09-19 Floating 0.48000000 N N N N N N 2021-01-29 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer