0001752724-22-053405.txt : 20220301 0001752724-22-053405.hdr.sgml : 20220301 20220301123825 ACCESSION NUMBER: 0001752724-22-053405 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220301 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II CENTRAL INDEX KEY: 0000872649 IRS NUMBER: 043113285 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06241 FILM NUMBER: 22695656 BUSINESS ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 617-449-2810 MAIL ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I DATE OF NAME CHANGE: 20031119 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS DATE OF NAME CHANGE: 20031015 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II DATE OF NAME CHANGE: 20030718 0000872649 S000006701 Loomis Sayles Investment Grade Bond Fund C000018234 Class A LIGRX C000018236 Class C LGBCX C000018238 Class Y LSIIX C000082998 Admin Class LIGAX C000125485 Class N LGBNX NPORT-P 1 primary_doc.xml NPORT-P false 0000872649 XXXXXXXX S000006701 C000125485 C000018234 C000082998 C000018236 C000018238 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2810 Loomis Sayles Investment Grade Bond Fund S000006701 LXBMZ6T88WCKRZUWOE84 2021-12-31 2021-12-31 N 6400215301.94 9118470.63 6391096831.31 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 5587918.30000000 USD N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1030000.00000000 PA USD 1074017.05000000 0.016804894032 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N CLI Funding LLC N/A 12565KAA5 5446272.88000000 PA USD 5317910.22000000 0.083208099648 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 10622000.00000000 PA USD 12581228.22000000 0.196855540638 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BJ0 24360000.00000000 PA USD 24197298.10000000 0.378609474064 Long DBT CORP US N 2 2023-11-22 Fixed 0.87500000 N N N N N N AMER AIRLINE 16-3 A PTT N/A 023771S25 11953073.89000000 PA USD 11366963.28000000 0.177856220614 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475BAA0 263869.33000000 PA USD 264128.79000000 0.004132761511 Long ABS-O CORP US N 2 2059-01-25 Variable 3.75000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 10115000.00000000 PA USD 9832706.43000000 0.153850061883 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N DT Auto Owner Trust N/A 26252TAG1 3950000.00000000 PA USD 4037046.15000000 0.063166718586 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.48000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 3285000.00000000 PA USD 3452831.08000000 0.054025641781 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 8760000.00000000 PA USD 10672523.58000000 0.166990484758 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAG9 16395000.00000000 PA USD 16756627.79000000 0.262187042886 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.09000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12025000.00000000 PA USD 11883270.95000000 0.185934766185 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 9915000.00000000 PA USD 9897729.56000000 0.154867463617 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N UNITED AIR 2018-1 A PTT N/A 90931VAA4 2442941.23000000 PA USD 2470851.34000000 0.038660834051 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2A8 22500000.00000000 PA USD 24404915.48000000 0.381858014737 Long DBT CORP FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 1770000.00000000 PA USD 1751739.23000000 0.027409054755 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BW3 560000.00000000 PA USD 593688.48000000 0.009289305039 Long DBT CORP US N 2 2023-12-15 Fixed 4.87500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 21805000.00000000 PA USD 20994695.67000000 0.328499101549 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 9035000.00000000 PA USD 8854300.00000000 0.138541164900 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333VAJ3 2420000.00000000 PA USD 2381308.80000000 0.037259782833 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 655000.00000000 PA USD 682491.35000000 0.010678782813 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N CarMax Auto Owner Trust N/A 14315XAG3 4625000.00000000 PA USD 4716131.00000000 0.073792200689 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.64000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 8426000.00000000 PA USD 8409976.44000000 0.131588937892 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N SCF Equipment Trust Llc N/A 783897AF8 530000.00000000 PA USD 520414.37000000 0.008142802147 Long ABS-O CORP US N 2 2030-09-20 Fixed 1.93000000 N N N N N N Navient Student Loan Trust N/A 63942BAB0 560000.00000000 PA USD 554981.39000000 0.008683664238 Long ABS-O CORP US N 2 2069-05-15 Fixed 2.24000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAJ4 1515000.00000000 PA USD 1510202.00000000 0.023629778109 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.79100000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 7385000.00000000 PA USD 7808935.63000000 0.122184592662 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AU4 3595000.00000000 PA USD 3716902.86000000 0.058157511270 Long ABS-O CORP US N 2 2048-11-15 Fixed 5.65300000 N N N N N N Marlette Funding Trust N/A 57110AAA2 137912.93000000 PA USD 138105.69000000 0.002160907488 Long ABS-O CORP US N 2 2029-12-17 Fixed 2.39000000 N N N N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 40438DAE9 1975000.00000000 PA USD 1989502.23000000 0.031129276906 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.49000000 N N N N N N CVS PASS-THROUGH TR 2014 N/A 12665VAA0 1114321.98000000 PA USD 1225464.45000000 0.019174556141 Long DBT CORP US N 2 2036-08-11 Fixed 4.16300000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAH3 2874987.50000000 PA USD 3008570.92000000 0.047074406778 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2C7 11710000.00000000 PA USD 11394883.90000000 0.178293088037 Long DBT CORP IN N 2 2031-02-10 Fixed 2.80000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 10270000.00000000 PA USD 10715924.32000000 0.167669566004 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 2835000.00000000 PA USD 3197396.92000000 0.050028923115 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 970000.00000000 PA USD 1013650.00000000 0.015860344894 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 19600000.00000000 PA USD 21884822.37000000 0.342426706207 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAL3 510000.00000000 PA USD 493506.35000000 0.007721778640 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.33600000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89240BAB4 4643395.14000000 PA USD 4641588.86000000 0.072625857227 Long ABS-O CORP US N 2 2023-07-17 Fixed 0.16000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 2010000.00000000 PA USD 1937137.50000000 0.030309938201 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405RAC1 887064.85000000 PA USD 892231.83000000 0.013960543136 Long ABS-O CORP US N 2 2027-02-25 Fixed 3.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACR4 1960000.00000000 PA USD 1978972.17000000 0.030964515516 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 3095000.00000000 PA USD 3075841.95000000 0.048126980879 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAA8 6370000.00000000 PA USD 5398575.00000000 0.084470242628 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CBX8 79165000.00000000 PA USD 78741343.75000000 1.232047422036 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N CarMax Auto Owner Trust N/A 14315PAH8 2315000.00000000 PA USD 2366977.31000000 0.037035541355 Long ABS-O CORP US N 2 2026-01-15 Fixed 2.85000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 5320000.00000000 PA USD 5305457.94000000 0.083013261730 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N SoFi Consumer Loan Program Trust 5493000RZZ85L9YT5K31 78472CAC2 10455485.63000000 PA USD 10543719.47000000 0.164975116921 Long ABS-O CORP US N 2 2028-02-25 Fixed 3.73000000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 10085000.00000000 PA USD 10014331.28000000 0.156691903507 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N BRASS PLC 2138001JRCRN7WGSM347 10554MAA8 1993215.29000000 PA USD 1998921.87000000 0.031276663814 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 0.85500000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 12290000.00000000 PA USD 12063603.70000000 0.188756390622 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 6872846.22000000 PA USD 6683190.03000000 0.104570314085 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287AAG8 12815000.00000000 PA USD 13620727.75000000 0.213120347093 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.35000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAB3 18215000.00000000 PA USD 21698802.54000000 0.339516097357 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 6235000.00000000 PA USD 6562100.01000000 0.102675646813 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N EDvestinU Private Education Loan Issue No. 1, LLC N/A 28166LAA2 2670438.75000000 PA USD 2641045.23000000 0.041323818113 Long ABS-O CORP US N 2 2045-11-25 Fixed 1.80000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 2750000.00000000 PA USD 2781790.00000000 0.043526018669 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 1273947.87000000 PA USD 1257647.32000000 0.019678113995 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GCS6 30030000.00000000 PA USD 30047881.66000000 0.470152189101 Long DBT CORP US N 2 2022-01-11 Fixed 3.37500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 3525000.00000000 PA USD 3514214.31000000 0.054986090850 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 13620000.00000000 PA USD 14537417.19000000 0.227463572743 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1905000.00000000 PA USD 1874191.39000000 0.029325035114 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 4880000.00000000 PA USD 4906303.20000000 0.076767780703 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 4615000.00000000 PA USD 4690601.08000000 0.073392739991 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 3335000.00000000 PA USD 3306652.50000000 0.051738419668 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 3130000.00000000 PA USD 2973500.00000000 0.046525660281 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 9925000.00000000 PA USD 10509480.47000000 0.164439387281 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 20295000.00000000 PA USD 21557754.90000000 0.337309157864 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 5355000.00000000 PA USD 5295934.35000000 0.082864248340 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N GM Financial Securitized Term Auto Receivables Tr N/A 36261LAC5 10120000.00000000 PA USD 10055497.14000000 0.157336016108 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N BANK 2021-BN35 N/A 06540CCL9 8625000.00000000 PA USD 8592604.50000000 0.134446476509 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.45700000 N N N N N N HPEFS Equipment Trust N/A 40440YAF6 2795000.00000000 PA USD 2757499.49000000 0.043145950730 Long ABS-O CORP US N 2 2031-03-20 Fixed 1.03000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 9007000.00000000 PA USD 12818776.45000000 0.200572402333 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N Tricon American Homes N/A 89613GAD8 3950000.00000000 PA USD 3859627.95000000 0.060390697432 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.54800000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REU4 7500000.00000000 PA USD 7492522.50000000 0.117233750289 Long ABS-O CORP US N 2 2028-02-20 Fixed 4.08000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 3390000.00000000 PA USD 3522131.56000000 0.055109970212 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 25020000.00000000 PA USD 24103759.34000000 0.377145894925 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Progress Residential Trust N/A 74333LAE6 155000.00000000 PA USD 155417.88000000 0.002431787283 Long ABS-O CORP US N 2 2037-06-17 Fixed 3.07700000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066GAG4 25880000.00000000 PA USD 26661273.20000000 0.417162717194 Long ABS-O CORP US N 2 2025-03-18 Fixed 3.62000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 2895000.00000000 PA USD 3045825.01000000 0.047657312827 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 6130000.00000000 PA USD 6436500.00000000 0.100710412780 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 1635000.00000000 PA USD 1847550.00000000 0.028908183505 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N RBSCF Trust N/A 74932QAA8 4735000.00000000 PA USD 4903212.77000000 0.076719425466 Long ABS-MBS CORP US N 2 2032-01-15 Variable 3.83400000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBA7 39613000.00000000 PA USD 43032043.98000000 0.673312345530 Long DBT CORP US N 2 2025-03-30 Fixed 4.62500000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23343GAG7 10760000.00000000 PA USD 10946598.84000000 0.171278876363 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.87000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CL7 3560000.00000000 PA USD 3488800.00000000 0.054588439075 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N Mill City Mortgage Trust N/A 59981AAG1 2744944.13000000 PA USD 2859702.56000000 0.044745098305 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 25002000.00000000 PA USD 25324025.76000000 0.396239118705 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 17891000.00000000 PA USD 19504984.14000000 0.305189933040 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAR2 3725000.00000000 PA USD 3929152.09000000 0.061478525419 Long DBT US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 2785000.00000000 PA USD 2986968.20000000 0.046736394062 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 4928000.00000000 PA USD 5268766.47000000 0.082439158865 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 650000.00000000 PA USD 850642.00000000 0.013309796775 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 16735000.00000000 PA USD 21487865.35000000 0.336215612392 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 8070000.00000000 PA USD 8455569.51000000 0.132302322014 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 19420000.00000000 PA USD 22070842.62000000 0.345337321629 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 1655220.00000000 PA USD 1701240.08000000 0.026618906345 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 23975000.00000000 PA USD 33854055.31000000 0.529706499581 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 6175000.00000000 PA USD 7518062.50000000 0.117633368707 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 2185000.00000000 PA USD 2141377.31000000 0.033505630825 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 12540000.00000000 PA USD 11419237.50000000 0.178674143130 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 PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 1250000.00000000 PA USD 1361320.39000000 0.021300262316 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 6933962.78000000 PA USD 6896881.33000000 0.107913891966 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.24000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BN5 85000.00000000 PA USD 98578.75000000 0.001542438686 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAG0 3083000.00000000 PA USD 3045161.11000000 0.047646924939 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.24100000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 7688000.00000000 PA USD 8270366.00000000 0.129404485932 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAE0 13665000.00000000 PA USD 13317123.54000000 0.208369922902 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 4925000.00000000 PA USD 5029611.93000000 0.078697163612 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 1110000.00000000 PA USD 1082250.00000000 0.016933713078 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CC1 9260000.00000000 PA USD 9379108.51000000 0.146752721129 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22200000 N N N N N N AMER AIRLINE 19-1B PTT N/A 02379DAA8 17991899.32000000 PA USD 16998386.64000000 0.265969787169 Long DBT CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 467000.00000000 PA USD 466607.72000000 0.007300902056 Long ABS-O CORP US N 2 2032-06-15 Variable 3.60300000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 34334000.00000000 PA USD 37840670.82000000 0.592084141717 Long DBT CORP GB N 2 2028-03-15 Fixed 4.50000000 N N N N N N SMB Private Education Loan Trust 549300INMCHM7L5O6M41 78449LAD0 565000.00000000 PA USD 605821.25000000 0.009479143658 Long ABS-O CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AH0 7458000.00000000 PA USD 9242907.63000000 0.144621617759 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CM9 19755000.00000000 PA USD 19719832.15000000 0.308551609692 Long DBT CORP DE N 2 2023-11-08 Fixed 0.96200000 N N N N N N Navient Student Loan Trust N/A 63942GAB9 4790000.00000000 PA USD 4699552.35000000 0.073532798423 Long ABS-O CORP US N 2 2070-02-18 Fixed 2.12000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 2225000.00000000 PA USD 2371206.24000000 0.037101710435 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 4345000.00000000 PA USD 2629985.05000000 0.041150762058 Long DBT CORP KY N 2 2027-01-16 Fixed 5.20000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 10660000.00000000 PA USD 11592750.11000000 0.181389054429 Long DBT CORP XX N 2 2030-01-15 Fixed 5.50000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 1550000.00000000 PA USD 1412577.00000000 0.022102262526 Long DBT CORP KY N 2 2025-07-12 Fixed 4.25000000 N N N N N N Legacy Mortgage Asset Trust 2020-GSL N/A 52474PAA0 6625012.94000000 PA USD 6644934.35000000 0.103971736391 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.88200000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 6910000.00000000 PA USD 6806350.00000000 0.106497369381 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N COMM Mortgage Trust N/A 12624PAJ4 1410000.00000000 PA USD 1409599.28000000 0.022055670837 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.41600000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAB4 1525000.00000000 PA USD 1517104.31000000 0.023737776942 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.24000000 N N N N N N OVINTIV INC N/A 292505AD6 8173000.00000000 PA USD 10515939.85000000 0.164540455692 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360MAA8 7622855.18000000 PA USD 7530426.54000000 0.117826825954 Long ABS-MBS CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N MAPS LTD N/A 56564RAA8 11080460.46000000 PA USD 10851132.60000000 0.169785138395 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 6405000.00000000 PA USD 7336287.00000000 0.114789169897 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAA7 10044486.31000000 PA USD 9984296.73000000 0.156221959915 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.24000000 N N N N N N CarMax Auto Owner Trust N/A 14317DAG5 2550000.00000000 PA USD 2504540.90000000 0.039187966731 Long ABS-O CORP US N 2 2028-01-18 Fixed 1.50000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 4610000.00000000 PA USD 4735515.82000000 0.074095510441 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAB7 3335000.00000000 PA USD 3321915.46000000 0.051977235640 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.52400000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 370000.00000000 PA USD 362819.78000000 0.005676956390 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 11950000.00000000 PA USD 12309026.64000000 0.192596466066 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 4874000.00000000 PA USD 4965749.64000000 0.077697925271 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 15380000.00000000 PA USD 15306409.62000000 0.239495817760 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2640000.00000000 PA USD 2852436.21000000 0.044631403423 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 315000.00000000 PA USD 324056.25000000 0.005070432486 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AV7 2075000.00000000 PA USD 2492241.00000000 0.038995513067 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 29075000.00000000 PA USD 30003711.61000000 0.469461070641 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 16595000.00000000 PA USD 18506699.36000000 0.289570004155 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N 522 Funding CLO Ltd 5493001LTHURD55KD110 33833VAJ4 1585000.00000000 PA USD 1573517.63000000 0.024620462989 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 3.02400000 N N N N N N Wingstop Funding LLC N/A 974153AB4 2019850.00000000 PA USD 2016727.31000000 0.031555261377 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N DT Auto Owner Trust N/A 26253KAD6 3400000.00000000 PA USD 3471084.82000000 0.054311253789 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.96000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAE5 23320000.00000000 PA USD 23666542.20000000 0.370304860412 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.94000000 N N N N N N Home Partners of America Trust N/A 43732VAG1 10743691.45000000 PA USD 10435626.84000000 0.163283816775 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CF0 1932000.00000000 PA USD 1940269.50000000 0.030358943874 Long DBT CORP US N 2 2059-03-01 Fixed 3.82500000 N N N N N N Octagon Investment Partners 26 Ltd 549300ZYOSZSIH0Y3392 67590YAQ3 2000000.00000000 PA USD 1991283.40000000 0.031157146457 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.72400000 N N N N N N Octagon Investment Partners Ltd N/A 67576FAE9 7170000.00000000 PA USD 7127991.69000000 0.111530021812 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 1.59200000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 1985000.00000000 PA USD 1976206.45000000 0.030921240941 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 3225000.00000000 PA USD 3319114.34000000 0.051933407169 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AC4 945000.00000000 PA USD 938953.23000000 0.014691581973 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.27700000 N N N N N N Honda Auto Receivables Owner Trust N/A 43814WAC9 1375651.14000000 PA USD 1385055.37000000 0.021671638007 Long ABS-O CORP US N 2 2023-03-20 Fixed 2.83000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 6060000.00000000 PA USD 6984150.00000000 0.109279364471 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N Tricon American Homes N/A 89612LAD8 2575000.00000000 PA USD 2608162.65000000 0.040809312060 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.19800000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3526652.91000000 PA USD 3526650.79000000 0.055180681549 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.81000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 2655000.00000000 PA USD 2867669.24000000 0.044869751087 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Home Partners of America Trust N/A 437300AJ5 1104863.25000000 PA USD 1078110.75000000 0.016868947200 Long ABS-O CORP US N 2 2041-09-17 Fixed 2.57700000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 4350000.00000000 PA USD 4529437.50000000 0.070871051081 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Progress Residential Trust N/A 74331AAG7 3860000.00000000 PA USD 3888598.74000000 0.060843996619 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.13600000 N N N N N N Progress Residential Trust N/A 74333HAL9 1795000.00000000 PA USD 1761134.99000000 0.027556068019 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.52500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 8455000.00000000 PA USD 8566436.05000000 0.134037024881 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N GCAT N/A 36167CAA4 5523733.79000000 PA USD 5603185.52000000 0.087671735664 Long ABS-MBS CORP US N 2 2068-10-25 Variable 2.65000000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 662499.86000000 PA USD 676601.17000000 0.010586620541 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZX1 173275000.00000000 PA USD 173207315.32000000 2.710134424367 Long DBT UST US N 2 2022-06-30 Fixed 0.12500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 11425000.00000000 PA USD 11215093.16000000 0.175479944304 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N Sequoia Mortgage Trust 549300RES143ZXEZ6T39 81747CAA9 775604.67000000 PA USD 783195.13000000 0.012254471347 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.50000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 6355000.00000000 PA USD 6349095.57000000 0.099342816070 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 26540000.00000000 PA USD 31147078.60000000 0.487351066993 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N HPEFS Equipment Trust N/A 40438PAE2 1980000.00000000 PA USD 1999788.12000000 0.031290217826 Long ABS-O CORP US N 2 2030-07-22 Fixed 2.00000000 N N N N N N Octagon Investment Partners 28, LTD 254900BI638DCRT6IN48 67591EAU7 1986282.00000000 PA USD 1986461.56000000 0.031081700253 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 1.92400000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3865000.00000000 PA USD 3769830.56000000 0.058985658635 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 33030000.00000000 PA USD 32908779.90000000 0.514915995933 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAL5 6478000.00000000 PA USD 6529513.70000000 0.102165776428 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.36300000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 50000.00000000 PA USD 53312.50000000 0.000834168240 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 7435000.00000000 PA USD 7243961.76000000 0.113344578422 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1035000.00000000 PA USD 1031118.75000000 0.016133674347 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 19498000.00000000 PA USD 25846429.08000000 0.404413041488 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 3925000.00000000 PA USD 4082392.50000000 0.063876242337 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Drive Auto Receivables Trust N/A 26208RAG0 3700000.00000000 PA USD 3782362.74000000 0.059181746730 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.69000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1869000.00000000 PA USD 2230390.20000000 0.034898394733 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBT6 2211549.98000000 PA USD 2203473.84000000 0.034477240732 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N Neuberger Berman CLO Ltd 549300FCSYYS3J0RKL34 64128QAU9 545455.00000000 PA USD 545468.58000000 0.008534819521 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 1.83000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 4402000.00000000 PA USD 5007275.00000000 0.078347662884 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N Flagship Credit Auto Trust N/A 33846AAG1 4610000.00000000 PA USD 4707864.31000000 0.073662853720 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.86000000 N N N N N N DISH NETWORK CORP N/A 25470MAD1 9050000.00000000 PA USD 8665375.00000000 0.135585099533 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 6220000.00000000 PA USD 5289100.87000000 0.082757326474 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAB4 1775000.00000000 PA USD 1837543.19000000 0.028751609285 Long ABS-O CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 3445000.00000000 PA USD 3117552.75000000 0.048779620029 Long DBT CORP KY N 2 2026-12-14 Fixed 4.85000000 N N N N N N Progress Residential Trust N/A 74333HAJ4 3575000.00000000 PA USD 3508890.03000000 0.054902783084 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.42500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 6995000.00000000 PA USD 7131939.02000000 0.111591784763 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AX8 1261000.00000000 PA USD 1630037.24000000 0.025504812132 Long DBT CORP US N 2 2027-05-15 Fixed 7.87500000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 4155000.00000000 PA USD 4176687.85000000 0.065351659664 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 3.42400000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 7335000.00000000 PA USD 7705767.38000000 0.120570343141 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 21520000.00000000 PA USD 21274263.12000000 0.332873428169 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 25480000.00000000 PA USD 24948459.94000000 0.390362728002 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 17490000.00000000 PA USD 20397712.50000000 0.319158245265 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 6695000.00000000 PA USD 8349056.52000000 0.130635738127 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N LYB INT FINANCE III N/A 50249AAA1 8145000.00000000 PA USD 9407352.91000000 0.147194654662 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 23545000.00000000 PA USD 24398506.25000000 0.381757731012 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 3495000.00000000 PA USD 2513499.15000000 0.039328134377 Long DBT CORP KY N 2 2022-07-03 Fixed 4.75000000 N N N N N N CarMax Auto Owner Trust N/A 14316LAG8 5811000.00000000 PA USD 5984626.87000000 0.093640059413 Long ABS-O CORP US N 2 2025-10-15 Fixed 3.41000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAC0 5000000.00000000 PA USD 5027475.50000000 0.078663735391 Long ABS-O CORP US N 2 2026-03-20 Fixed 4.21000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AA7 6585000.00000000 PA USD 6541922.91000000 0.102359940440 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N SIRIUS INTERNATIONAL GRP 549300PB35NLMKG2ND86 82968FAA2 3159000.00000000 PA USD 3225054.69000000 0.050461677785 Long DBT CORP BM N 2 2026-11-01 Fixed 4.60000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1025000.00000000 PA USD 1043798.50000000 0.016332071435 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N Colony American Finance Ltd N/A 21872FAF4 2434000.00000000 PA USD 2650198.59000000 0.041467038599 Long ABS-O CORP US N 2 2052-03-15 Fixed 4.81800000 N N N N N N Progress Residential Trust N/A 74333VAL8 2015000.00000000 PA USD 1978851.10000000 0.030962621162 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.68800000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AS2 27985000.00000000 PA USD 30673368.95000000 0.479939042696 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N Progress Residential Trust N/A 74333NAJ1 1690000.00000000 PA USD 1689764.58000000 0.026439351876 Long ABS-O CORP US N 2 2036-05-17 Fixed 4.14200000 N N N N N N Ally Auto Receivables Trust N/A 02004WAC5 3607947.56000000 PA USD 3628513.94000000 0.056774510475 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.91000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 10621511.01000000 PA USD 12011441.94000000 0.187940227742 Long DBT CORP US N 2 2036-01-10 Fixed 4.70400000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 7480000.00000000 PA USD 7586324.24000000 0.118701444215 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 9675000.00000000 PA USD 10037812.50000000 0.157059308674 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 2390000.00000000 PA USD 2437481.89000000 0.038138710057 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 13590000.00000000 PA USD 13780667.70000000 0.215622890150 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2235000.00000000 PA USD 2282994.59000000 0.035721483342 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 9900000.00000000 PA USD 10085839.93000000 0.157810782659 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 7155000.00000000 PA USD 7633597.95000000 0.119441124919 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 7435000.00000000 PA USD 7498085.98000000 0.117320800762 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 3780000.00000000 PA USD 2358493.20000000 0.036902792466 Long DBT CORP KY N 2 2026-07-15 Fixed 5.60000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 3564000.00000000 PA USD 3529358.53000000 0.055223048925 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 30201000.00000000 PA USD 30820138.62000000 0.482235513456 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFT3 11730000.00000000 PA USD 11763064.52000000 0.184053924239 Long ABS-O CORP US N 2 2024-12-15 Fixed 2.84000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 1730000.00000000 PA USD 1699623.62000000 0.026593613973 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.53200000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 6185000.00000000 PA USD 6205429.49000000 0.097094906457 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 27335.00000000 NS USD 3459244.25000000 0.054125987155 Long EP CORP BM N 2 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 1060000.00000000 PA USD 1189045.56000000 0.018604718272 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405TAC7 12755000.00000000 PA USD 12902062.60000000 0.201875561277 Long ABS-O CORP US N 2 2028-05-25 Fixed 3.35000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 925000.00000000 PA USD 949540.25000000 0.014857234604 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N ELFI Graduate Loan Program N/A 26857EAA6 4303305.59000000 PA USD 4344868.21000000 0.067983138492 Long ABS-O CORP US N 2 2044-03-25 Fixed 2.54000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4102.00000000 NC USD -7262262.84000000 -0.11363093114 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYH2 COMDTY 2022-03-22 -593424362.16000000 USD -7262262.84000000 N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02588QAB4 8000000.00000000 PA USD 8042663.20000000 0.125841673382 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.87000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 675000.00000000 PA USD 702000.00000000 0.010984030105 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 565000.00000000 PA USD 609329.90000000 0.009534042685 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust N/A 126192AG8 2010000.00000000 PA USD 1962248.43000000 0.030702843061 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.55800000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAA1 13705000.00000000 PA USD 13602212.50000000 0.212830643299 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 14195000.00000000 PA USD 14373389.70000000 0.224897072902 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAE2 1746000.00000000 PA USD 1331499.60000000 0.020833663378 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 4580000.00000000 PA USD 4526001.80000000 0.070817293485 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 2360000.00000000 PA USD 2484336.60000000 0.038871834765 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2170000.00000000 PA USD 2384916.80000000 0.037316236366 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 13940000.00000000 PA USD 13651928.51000000 0.213608538101 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 4910000.00000000 PA USD 5296711.60000000 0.082876409790 Long DBT CORP XX N 2 2028-02-15 Fixed 6.75000000 N N N N N N SMB Private Education Loan Trust 549300GD7VLLBVPDNJ81 78448RAE6 2500000.00000000 PA USD 2568853.00000000 0.040194243144 Long ABS-O CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 610000.00000000 PA USD 771650.00000000 0.012073827394 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 14855000.00000000 PA USD 14316506.25000000 0.224007030841 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 2795000.00000000 PA USD 3472787.50000000 0.054337895226 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 380149AC8 21335000.00000000 PA USD 21187598.62000000 0.331517408971 Long ABS-O CORP US N 2 2026-04-16 Fixed 0.51000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767JAG7 11696000.00000000 PA USD 11388608.07000000 0.178194891590 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.96800000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 15498285.78000000 PA USD 17819126.02000000 0.278811704631 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83406HAC2 3244849.45000000 PA USD 3276409.50000000 0.051265214508 Long ABS-O CORP US N 2 2027-11-26 Fixed 4.17000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 4685775.89000000 PA USD 4600507.89000000 0.071983072881 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 15510000.00000000 PA USD 14676337.50000000 0.229637226400 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090XAJ0 3545000.00000000 PA USD 3544962.07000000 0.055467193872 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.17400000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 9720000.00000000 PA USD 10365043.40000000 0.162179414169 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 9966000.00000000 PA USD 12330463.60000000 0.192931885174 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770BD8 7020000.00000000 PA USD 7086963.78000000 0.110888067683 Long ABS-MBS CORP GB N 2 2069-12-22 Variable 2.71000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 2040000.00000000 PA USD 2578427.13000000 0.040344047321 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 25479000.00000000 PA USD 29364037.92000000 0.459452245757 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 8810000.00000000 PA USD 9694315.29000000 0.151684688025 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAC2 3980000.00000000 PA USD 4185462.53000000 0.065488955033 Long DBT CORP XX N 2 2027-05-01 Fixed 3.15000000 N N N N N N 2020 CASH EXCH TRUST N/A 901375105 27066.00000000 NS USD 28221988.86000000 0.441582870748 Long EP CORP US N 2 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 205000.00000000 PA USD 222787.85000000 0.003485909475 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936QAS7 2400000.00000000 PA USD 2403599.52000000 0.037608560524 Long ABS-MBS CORP US N 2 2045-04-15 Variable 5.77500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 275000.00000000 PA USD 277417.09000000 0.004340680439 Long ABS-O CORP US N 2 2030-02-15 Fixed 2.28000000 N N N N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 6470000.00000000 PA USD 6785477.20000000 0.106170777553 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBG7 25560000.00000000 PA USD 25231298.40000000 0.394788235352 Long DBT CORP GB N 2 2024-01-22 Fixed 0.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 4145000.00000000 PA USD 4062100.00000000 0.063558730327 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N MOTEL 6 TRUST N/A 61977KAG1 525000.00000000 PA USD 524841.03000000 0.008212065062 Long ABS-MBS CORP US N 2 2038-09-15 Floating 1.61000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 1991554.55000000 PA USD 950369.83000000 0.014870214848 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.42500000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAA8 3837474.34000000 PA USD 3824027.83000000 0.059833670666 Long ABS-O CORP US N 2 2051-10-25 Fixed 1.69000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 24260000.00000000 PA USD 24303252.43000000 0.380267316729 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 85000.00000000 PA USD 119003.41000000 0.001862018572 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 2419105.83000000 PA USD 2389631.44000000 0.037390005238 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAC9 27290000.00000000 PA USD 27109334.74000000 0.424173431502 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.30000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 15815000.00000000 PA USD 19174282.18000000 0.300015516680 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Kestrel Aircraft Funding Limited N/A 49255PAA1 7333107.93000000 PA USD 7164937.77000000 0.112108108500 Long ABS-O CORP KY N 2 2038-12-15 Fixed 4.25000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813GAC5 16245000.00000000 PA USD 16158003.15000000 0.252820502904 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.27000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 4280000.00000000 PA USD 4482508.16000000 0.070136758655 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N SMB Private Education Loan Trust N/A 83192CAB3 12555710.74000000 PA USD 12868968.19000000 0.201357740770 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 4520000.00000000 PA USD 4048112.00000000 0.063339863357 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 100000.00000000 PA USD 110340.20000000 0.001726467348 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N TIF Funding II LLC N/A 872480AE8 6335495.82000000 PA USD 6136226.10000000 0.096012097171 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 8255000.00000000 PA USD 9482023.20000000 0.148363003257 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042JAL0 15495000.00000000 PA USD 15663900.15000000 0.245089388620 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.67000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1540000.00000000 PA USD 1588125.00000000 0.024849021097 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 8430000.00000000 PA USD 9049605.00000000 0.141597056637 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAG2 7865000.00000000 PA USD 7991388.98000000 0.125039397632 Long ABS-O CORP US N 2 2025-09-12 Fixed 2.89000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 9088000.00000000 PA USD 8758741.76000000 0.137045987428 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 7675000.00000000 PA USD 9078346.58000000 0.142046769429 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAK8 865000.00000000 PA USD 176200.50000000 0.002756968086 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 5765000.00000000 PA USD 5756813.76000000 0.090075520868 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 9310000.00000000 PA USD 9714659.15000000 0.152003003653 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Progress Residential Trust N/A 74333NAG7 4732000.00000000 PA USD 4731766.24000000 0.074036841639 Long ABS-O CORP US N 2 2036-05-17 Fixed 3.79400000 N N N N N N NATURA COSMETICOS SA N/A 63883KAB1 6970000.00000000 PA USD 6839312.50000000 0.107013125923 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAE1 6615000.00000000 PA USD 7189354.19000000 0.112490146523 Long DBT US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Invitation Homes Trust N/A 46185HAC6 2304638.04000000 PA USD 2301834.45000000 0.036016266233 Long ABS-O CORP US N 2 2037-06-17 Floating 1.19000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 4335000.00000000 PA USD 4295421.45000000 0.067209456582 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693577AA6 8448361.49000000 PA USD 8395394.49000000 0.131360777525 Long ABS-MBS CORP US N 2 2026-01-25 Variable 2.11500000 N N N N N N Madison Park Funding Ltd 254900Q2IOW6JYPYIV98 55818RBA3 13180000.00000000 PA USD 13147081.63000000 0.205709316835 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 1.82800000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 410000.00000000 PA USD 414474.90000000 0.006485191993 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 6390000.00000000 PA USD 6511013.76000000 0.101876312186 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 9600000.00000000 PA USD 13137022.08000000 0.205551917405 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAM2 965000.00000000 PA USD 925702.31000000 0.014484247922 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.81300000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AS5 6885000.00000000 PA USD 7281376.95000000 0.113930005164 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 12285000.00000000 PA USD 12088931.40000000 0.189152687231 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 13555000.00000000 PA USD 13656662.50000000 0.213682609737 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 8405000.00000000 PA USD 8483751.74000000 0.132743282787 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 5120000.00000000 PA USD 5353472.00000000 0.083764526517 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXP4 23870000.00000000 PA USD 23809327.47000000 0.372538988196 Long DBT CORP US N 2 2023-01-27 Fixed 0.48100000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1400000.00000000 PA USD 1348529.42000000 0.021100124995 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 3625000.00000000 PA USD 3679375.00000000 0.057570321607 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BQ8 14660000.00000000 PA USD 15155008.68000000 0.237126882599 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N N Ovintiv Inc N/A 012873AK1 444000.00000000 PA USD 578759.35000000 0.009055712427 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CAL Funding IV Ltd N/A 12807CAA1 7820312.50000000 PA USD 7789280.72000000 0.121877056874 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 1750000.00000000 PA USD 1842933.75000000 0.028835954119 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N OCP CLO Ltd N/A 670898AE5 14755000.00000000 PA USD 14716324.19000000 0.230262888803 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 1.67200000 N N N N N N GLS Auto Receivables Trust N/A 36257NAC7 8555000.00000000 PA USD 8735886.06000000 0.136688369626 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.54000000 N N N N N N Mill City Mortgage Trust N/A 59981BAC8 7224016.65000000 PA USD 7339151.58000000 0.114833991311 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 300000.00000000 PA USD 316149.88000000 0.004946723361 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 236768.00000000 0.003704653618 Long DBT CORP KY N 2 2030-07-13 Fixed 4.60000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TB55YBQBSW5Z77 38138BAG5 5405000.00000000 PA USD 5392412.30000000 0.084373816299 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 1.68200000 N N N N N N Home Partners of America Trust N/A 43731QAG3 2588365.34000000 PA USD 2621024.04000000 0.041010551227 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.40600000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 9180000.00000000 PA USD 9762930.00000000 0.152758286373 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 5955000.00000000 PA USD 6379293.75000000 0.099815319942 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 4171989.50000000 PA USD 4262024.37000000 0.066686900269 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 92916XAL1 3335000.00000000 PA USD 3326688.51000000 0.052051918439 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.82200000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 980000.00000000 PA USD 1027334.00000000 0.016074455247 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N Progress Residential Trust N/A 74333DAJ3 5780000.00000000 PA USD 5663059.62000000 0.088608571728 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.54700000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAF5 2065000.00000000 PA USD 2168250.00000000 0.033926101532 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAG3 1965000.00000000 PA USD 2020309.44000000 0.031611310129 Long ABS-O CORP US N 2 2024-07-18 Fixed 4.01000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 4330000.00000000 PA USD 4319175.00000000 0.067581122833 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1835000.00000000 PA USD 1251359.90000000 0.019579736202 Long DBT CORP KY N 2 2026-03-22 Fixed 6.20000000 N N N N N N Brex Inc N/A 05601DAA1 3460000.00000000 PA USD 3471875.41000000 0.054323623966 Long ABS-O CORP US N 2 2024-07-15 Fixed 2.09000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 49304000.00000000 PA USD 52640142.83000000 0.823648025048 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N AMER AIRLN 15-2 B PTT N/A 02377BAC0 1662406.81000000 PA USD 1621179.12000000 0.025366211196 Long DBT CORP US N 2 2023-09-22 Fixed 4.40000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 13025000.00000000 PA USD 17302589.22000000 0.270729573916 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 785000.00000000 PA USD 780224.69000000 0.012207993566 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAN9 12790000.00000000 PA USD 11950608.93000000 0.186988387837 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Legacy Mortgage Asset Trust N/A 52473CAA0 6070693.99000000 PA USD 6073943.03000000 0.095037568516 Long ABS-O CORP US N 2 2059-05-25 Variable 3.43800000 N N N N N N BB-UBS Trust N/A 05490AAA1 827560.06000000 PA USD 828083.82000000 0.012956834200 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 7090000.00000000 PA USD 8022007.09000000 0.125518472051 Long DBT CORP GB N 2 2031-04-01 Fixed 4.64400000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 000000000 650000.00000000 PA USD 847574.00000000 0.013261792496 Long DBT CORP US N 2 2039-07-15 Fixed 7.37500000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 2935000.00000000 PA USD 3365799.30000000 0.052663875839 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 570000.00000000 PA USD 586906.20000000 0.009183184287 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 9605746.66000000 PA USD 9905053.08000000 0.154982053025 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 3140000.00000000 PA USD 3071720.70000000 0.048062496643 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 955000.00000000 PA USD 961971.50000000 0.015051743470 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2L8 20145000.00000000 PA USD 19596693.39000000 0.306624886263 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DK0 5653000.00000000 PA USD 6306128.06000000 0.098670513472 Long DBT CORP US N 2 2028-04-01 Fixed 4.20000000 N N N N N N Dell Equipment Finance Trust N/A 24704GAE3 940000.00000000 PA USD 941190.60000000 0.014726589579 Long ABS-O CORP US N 2 2024-01-22 Fixed 1.37000000 N N N N N N ARES CLO Ltd 635400YF4AHA6NB2CU53 04015NAJ3 4075000.00000000 PA USD 4056636.01000000 0.063473236551 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.62400000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 900000.00000000 PA USD 867375.00000000 0.013571614120 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 1770000.00000000 PA USD 2225049.30000000 0.034814826918 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 16920000.00000000 PA USD 16844916.99000000 0.263568483385 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 1795000.00000000 PA USD 2019276.99000000 0.031595155625 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Progress Residential Trust N/A 74333QAL9 960000.00000000 PA USD 930616.99000000 0.014561146772 Long ABS-O CORP US N 2 2040-11-17 Fixed 3.01000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 857000.00000000 PA USD 874140.00000000 0.013677464495 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N General Motors N/A 361886CK8 1400000.00000000 PA USD 1405138.00000000 0.021985866230 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.48000000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAL7 4350000.00000000 PA USD 4440684.45000000 0.069482352829 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.67000000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 5361851.60000000 PA USD 5209712.28000000 0.081515151741 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 345000.00000000 PA USD 380531.52000000 0.005954087851 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 7000000.00000000 PA USD 7874300.00000000 0.123207333699 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 26914000.00000000 PA USD 43167902.88000000 0.675438098019 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Mill City Mortgage Trust N/A 59980MAG6 1467785.72000000 PA USD 1531215.35000000 0.023958569090 Long ABS-O CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 4437000.00000000 PA USD 4690397.07000000 0.073389547894 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 5620000.00000000 PA USD 6073209.61000000 0.095026092864 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 4245000.00000000 PA USD 4728109.23000000 0.073979621257 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Towd Point Mortgage Trust N/A 89178WBD9 3325000.00000000 PA USD 3444773.15000000 0.053899561232 Long ABS-O CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533YAD2 15340000.00000000 PA USD 15266707.01000000 0.238874600290 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.41000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 12340000.00000000 PA USD 12646951.33000000 0.197883894796 Long ABS-O CORP US N 2 2025-06-18 Fixed 2.99000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBB9 900000.00000000 PA USD 899669.70000000 0.014076921751 Long ABS-O CORP US N 2 2032-09-15 Variable 3.61000000 N N N N N N MAPS LTD N/A 55283LAA3 3313475.82000000 PA USD 3256032.41000000 0.050946378938 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.45800000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAB2 4675000.00000000 PA USD 4781239.38000000 0.074810936310 Long ABS-O CORP US N 2 2032-05-14 Fixed 4.83000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 6440000.00000000 PA USD 8627410.40000000 0.134991076300 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 5800000.00000000 PA USD 5675660.24000000 0.088805730687 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 37462111.87000000 PA USD 37462111.87000000 0.586160918208 Long RA CORP US N 2 Repurchase N 0.00000000 2022-01-03 31639600.00000000 USD 38211411.80000000 USD UST N N N PLAINS ALL AMER PIPELINE N/A 72650RBB7 225000.00000000 PA USD 228088.06000000 0.003568840623 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAD5 3900000.00000000 PA USD 4017000.00000000 0.062853061157 Long DBT CORP US N 2 2026-03-01 Fixed 6.00000000 N N N N N N SLM Student Loan Trust 549300IQIXBXDNPLSE92 78443CBA1 540000.00000000 PA USD 539801.82000000 0.008446153050 Long ABS-O CORP US N 2 2032-09-15 Variable 3.60300000 N N N N N N Madison Park XLIV N/A 04965FAL5 1651667.00000000 PA USD 1637172.96000000 0.025616463076 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 3.12400000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAG3 9406000.00000000 PA USD 8027313.67000000 0.125601502869 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 10475000.00000000 PA USD 11407820.12000000 0.178495498051 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N VIBRANT CLO LTD N/A 92557EAL7 1830000.00000000 PA USD 1844963.54000000 0.028867713769 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 3.89300000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 9135000.00000000 PA USD 10185163.89000000 0.159364881472 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAT7 6706000.00000000 PA USD 563304.00000000 0.008813886174 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.88500000 N N N N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 9063000.00000000 PA USD 12176449.00000000 0.190522054686 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 14585000.00000000 PA USD 16318336.09000000 0.255329194983 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 6270000.00000000 PA USD 5298150.00000000 0.082898916099 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAC8 6235000.00000000 PA USD 6206740.49000000 0.097115419368 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.77400000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAL2 6010666.67000000 PA USD 5843360.97000000 0.091429704857 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAP9 478000.00000000 PA USD 477738.06000000 0.007475055888 Long ABS-O CORP US N 2 2033-03-15 Variable 3.60900000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 17227649.72000000 PA USD 17849240.55000000 0.279282899651 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 16000000.00000000 PA USD 18699485.12000000 0.292586477932 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 29500000.00000000 PA USD 29492969.27000000 0.461469604489 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 1845000.00000000 PA USD 2039348.44000000 0.031909208917 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 15105000.00000000 PA USD 14198700.00000000 0.222163743951 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 13110000.00000000 PA USD 12409309.83000000 0.194165573727 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AC7 14489000.00000000 PA USD 21220991.32000000 0.332039896751 Long DBT CORP US N 2 2040-06-15 Fixed 7.62500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 7132817.50000000 PA USD 7634083.38000000 0.119448720329 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.35200000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 850000.00000000 PA USD 937221.67000000 0.014664488658 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 12150000.00000000 PA USD 11883665.93000000 0.185940946345 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N Regatta XV Funding Ltd. N/A 75888RAE9 1015000.00000000 PA USD 1015306.53000000 0.015886264232 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 1.97400000 N N N N N N Laurel Road Prime Student Loan Trust N/A 51889CAB8 6901700.11000000 PA USD 6876597.25000000 0.107596511702 Long ABS-O CORP US N 2 2050-11-25 Fixed 1.40000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 5125000.00000000 PA USD 5090794.57000000 0.079654474096 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 25627000.00000000 PA USD 28039602.15000000 0.438729108478 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 6714527.79000000 PA USD 6723659.55000000 0.105203531216 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N AMER AIRLINE 17-2 A PTT N/A 02377CAA2 5143073.38000000 PA USD 5001466.57000000 0.078256779736 Long DBT CORP US N 2 2029-10-15 Fixed 3.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 17832.00000000 NS USD 25774372.80000000 0.403285593698 Long EP CORP US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 7510000.00000000 PA USD 8216599.68000000 0.128563216876 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 9641000.00000000 PA USD 10487750.71000000 0.164099386800 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CN3 4130000.00000000 PA USD 4130000.00000000 0.064621145775 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 2185000.00000000 PA USD 1966784.05000000 0.030773810848 Long DBT CORP VG N 2 2029-08-05 Fixed 4.75000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 9670000.00000000 PA USD 10033747.30000000 0.156995701439 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 10460000.00000000 PA USD 10630079.60000000 0.166326373712 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 19320000.00000000 PA USD 18808309.80000000 0.294289232293 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 16455000.00000000 PA USD 17792119.48000000 0.278389139604 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAQ6 1610000.00000000 PA USD 1609994.20000000 0.025191203364 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.87200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVN6 892.96000000 PA USD 998.32000000 0.000015620479 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 30040000.00000000 PA USD 27670144.40000000 0.432948289320 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 7910000.00000000 PA USD 8021813.70000000 0.125515446123 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 10400000.00000000 PA USD 10514514.61000000 0.164518155295 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 1277626.55000000 PA USD 1272484.74000000 0.019910271641 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Colony American Finance Ltd N/A 21872VAE2 1259000.00000000 PA USD 1400773.85000000 0.021917581394 Long ABS-O CORP US N 2 2052-05-15 Variable 4.71200000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 860000.00000000 PA USD 906285.71000000 0.014180440915 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 2900000.00000000 PA USD 2941733.90000000 0.046028623531 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 3365000.00000000 PA USD 4054841.83000000 0.063445163436 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 39092000.00000000 PA USD 42173436.67000000 0.659877917408 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAG9 1395000.00000000 PA USD 1408923.50000000 0.022045097065 Long ABS-O CORP US N 2 2026-03-18 Fixed 2.13000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535MAE9 2525000.00000000 PA USD 2575351.03000000 0.040295916303 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.73000000 N N N N N N SMB Private Education Loan Trust N/A 78449UAB4 1038175.08000000 PA USD 1049994.91000000 0.016429025216 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 27915000.00000000 PA USD 35613098.06000000 0.557229830809 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Colony American Finance Ltd N/A 21872NAG5 2929000.00000000 PA USD 3040442.01000000 0.047573086283 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16300000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 29435000.00000000 PA USD 30141440.00000000 0.471616074604 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Progress Residential Trust N/A 74333BAG3 2830000.00000000 PA USD 2831261.33000000 0.044300085020 Long ABS-O CORP US N 2 2035-08-17 Fixed 4.16800000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1620000.00000000 PA USD 1514700.00000000 0.023700157265 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 000000000 4210000.00000000 PA USD 3770602.30000000 0.058997733871 Long DBT CORP VG N 2 2030-01-14 Fixed 4.75000000 N N N N N N Sequoia Mortgage Trust N/A 81746JAA5 616034.99000000 PA USD 622138.85000000 0.009734461336 Long ABS-MBS CORP US N 2 2047-12-25 Variable 4.00000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340EBC9 6680000.00000000 PA USD 6675772.23000000 0.104454249500 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 3.38200000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 620000.00000000 PA USD 672848.54000000 0.010527904016 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 2295000.00000000 PA USD 2235902.81000000 0.034984649255 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 4675000.00000000 PA USD 4951432.75000000 0.077473912235 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAB4 7360000.00000000 PA USD 7412470.32000000 0.115981192519 Long DBT CORP NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 325000.00000000 PA USD 441011.62000000 0.006900405855 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 4465000.00000000 PA USD 4615693.75000000 0.072220682487 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 2826000.00000000 PA USD 2891534.94000000 0.045243172123 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 14315NAG5 13585000.00000000 PA USD 13986546.79000000 0.218844232205 Long ABS-O CORP US N 2 2025-08-15 Fixed 4.04000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAK6 5151670.00000000 PA USD 5418232.86000000 0.084777824573 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.32800000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 20000.00000000 PA USD 21325.00000000 0.000333667296 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 950000.00000000 PA USD 1135250.00000000 0.017762991704 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 16050000.00000000 PA USD 17680753.67000000 0.276646624776 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust N/A 14313FAH2 3650000.00000000 PA USD 3719921.96000000 0.058204750423 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.91000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 2930000.00000000 PA USD 3072837.50000000 0.048079970951 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDL5 1940000.00000000 PA USD 2031684.79000000 0.031789297574 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 8915000.00000000 PA USD 8258523.83000000 0.129219194263 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 1920000.00000000 PA USD 1912131.49000000 0.029918675001 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N S-JETS Limited 635400FR77IW5YEET913 784309AA4 14033537.16000000 PA USD 13660963.59000000 0.213749907888 Long ABS-O CORP BM N 2 2042-08-15 Fixed 3.96700000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 21550000.00000000 PA USD 21184995.58000000 0.331476679812 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAN3 3865000.00000000 PA USD 4077674.37000000 0.063802418859 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAN4 1750000.00000000 PA USD 1748208.70000000 0.027353813377 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.87400000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 340000.00000000 PA USD 334857.70000000 0.005239440253 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.36300000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69360HAA9 7002659.39000000 PA USD 6963885.66000000 0.108962293074 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N SLM Student Loan Trust N/A 78443CAK0 357000.00000000 PA USD 356700.12000000 0.005581203499 Long ABS-O CORP US N 2 2032-06-15 Variable 3.60800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 15320000.00000000 PA USD 15610160.80000000 0.244248541557 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 5946696.36000000 PA USD 5880271.76000000 0.092007239370 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 5015000.00000000 PA USD 5457799.43000000 0.085396913457 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 3425000.00000000 PA USD 3493020.50000000 0.054654476253 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 222000.00000000 PA USD 239342.64000000 0.003744938409 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 930000.00000000 PA USD 995100.00000000 0.015570097375 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 1739555.19000000 PA USD 1758629.41000000 0.027516863793 Long ABS-MBS CORP US N 2 2060-06-25 Variable 3.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 1960000.00000000 PA USD 2238892.32000000 0.035031425420 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770BE6 895000.00000000 PA USD 904573.82000000 0.014153655372 Long ABS-MBS CORP GB N 2 2069-12-22 Variable 2.27700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 28715000.00000000 PA USD 33229241.50000000 0.519930183770 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 3695000.00000000 PA USD 3936653.00000000 0.061595890406 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAD9 4930000.00000000 PA USD 5075135.75000000 0.079409464196 Long ABS-O CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCU3 200000000.00000000 PA USD 198242188.00000000 3.101849232338 Long DBT UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 4505730.57000000 PA USD 4448805.17000000 0.069609415839 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 12445000.00000000 PA USD 14038245.36000000 0.219653147660 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 9843706.23000000 PA USD 9713208.22000000 0.151980301290 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86800000 N N N N N N CVS Pass-Through Trust N/A 126650BV1 348887.80000000 PA USD 408498.77000000 0.006391684882 Long DBT CORP US N 2 2033-01-10 Fixed 5.77300000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAB7 17825000.00000000 PA USD 18092375.00000000 0.283087167626 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 5890000.00000000 PA USD 6339112.50000000 0.099186613304 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824WAA0 15496562.08000000 PA USD 15231246.99000000 0.238319765636 Long ABS-O CORP US N 2 2051-09-25 Variable 1.91700000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 460000.00000000 PA USD 501060.27000000 0.007839973062 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656PAC0 3719156.29000000 PA USD 3731223.09000000 0.058381576566 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.69100000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAH4 22660000.00000000 PA USD 24342880.02000000 0.380887360378 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAZ9 15160000.00000000 PA USD 15823366.28000000 0.247584517926 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 20695000.00000000 PA USD 21554447.00000000 0.337257399925 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 15285000.00000000 PA USD 15981996.00000000 0.250066560120 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 18269.00000000 NS USD 27230492.57000000 0.426069159781 Long EP CORP US N 1 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 14200000.00000000 PA USD 15285711.69000000 0.239171962081 Long DBT CORP DK N 2 2024-01-12 Fixed 5.37500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 6815000.00000000 PA USD 6942580.21000000 0.108628931672 Long DBT US N 2 2030-07-15 Fixed 2.65000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 2080000.00000000 PA USD 2371200.00000000 0.037101612799 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBD6 160000.00000000 PA USD 184080.00000000 0.002880256783 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 14470000.00000000 PA USD 17838878.92000000 0.279120773645 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 10155000.00000000 PA USD 11081745.30000000 0.173393481471 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 9376819.35000000 PA USD 9441219.35000000 0.147724554942 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AM3 1890000.00000000 PA USD 1991587.50000000 0.031161904639 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 10640000.00000000 PA USD 10585934.33000000 0.165635642979 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 6540218.58000000 PA USD 6666048.46000000 0.104302103941 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 12430000.00000000 PA USD 12978165.24000000 0.203066321518 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 975000.00000000 PA USD 981357.00000000 0.015355063863 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 720000.00000000 PA USD 711331.20000000 0.011130033213 Long DBT CORP KY N 2 2024-11-07 Fixed 6.45000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2E0 15615000.00000000 PA USD 15426995.40000000 0.241382595307 Long DBT CORP CH N 2 2024-02-02 Fixed 0.49500000 N N N N N N American Homes 4 Rent N/A 02666AAE8 15451000.00000000 PA USD 16562154.03000000 0.259144157366 Long ABS-O CORP US N 2 2052-04-17 Fixed 5.63900000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 2085000.00000000 PA USD 2073053.62000000 0.032436585999 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAC6 27825000.00000000 PA USD 27082779.81000000 0.423757932712 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 13450000.00000000 PA USD 13914120.76000000 0.217710999023 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2520000.00000000 PA USD 2561605.20000000 0.040080838510 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 2610000.00000000 PA USD 2646853.20000000 0.041414694063 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873CAA2 7726137.25000000 PA USD 7664522.85000000 0.119924999609 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N Galaxy CLO Ltd N/A 36321LAC3 4465000.00000000 PA USD 4466838.24000000 0.069891575075 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 1.86000000 N N N N N N Canyon Capital CLO Ltd N/A 13877BAC2 2525000.00000000 PA USD 2524989.65000000 0.039507923548 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.82400000 N N N N N N Invitation Homes Trust N/A 46187VAC3 282712.61000000 PA USD 282308.30000000 0.004417212060 Long ABS-O CORP US N 2 2037-07-17 Floating 1.25900000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AK8 3456000.00000000 PA USD 2764800.00000000 0.043260180106 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21100000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 3520000.00000000 PA USD 3526697.50000000 0.055181412409 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 3.11600000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 8910000.00000000 PA USD 9007849.62000000 0.140943719955 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Alinea CLO LTD N/A 016269AB8 14785000.00000000 PA USD 14784940.86000000 0.231336517819 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.78200000 N N N N N N BRITISH AIR 19-1 A PTT 635400GSHSFIWYIDXC76 11043XAB9 5755933.34000000 PA USD 5697453.06000000 0.089146717854 Long DBT CORP US N 2 2029-06-15 Fixed 3.35000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 235000.00000000 PA USD 260577.40000000 0.004077193741 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 7565000.00000000 PA USD 7870474.70000000 0.123147480123 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660KAC5 6265995.46000000 PA USD 6213378.02000000 0.097219275251 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N Dell Equipment Finance Trust N/A 24704GAF0 945000.00000000 PA USD 952450.38000000 0.014902768728 Long ABS-O CORP US N 2 2026-03-23 Fixed 1.92000000 N N N N N N MED Trust N/A 58403YAN6 4990000.00000000 PA USD 4977489.57000000 0.077881617214 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.91000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 7210000.00000000 PA USD 7687266.96000000 0.120280871388 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 1610000.00000000 PA USD 1618050.00000000 0.025317250586 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 10472000.00000000 PA USD 12332036.64000000 0.192956498164 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 2280000.00000000 PA USD 2487897.97000000 0.038927558690 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AZ6 2700000.00000000 PA USD 2999988.74000000 0.046940123412 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 1335000.00000000 PA USD 1338337.50000000 0.020940654402 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 16790000.00000000 PA USD 16567189.31000000 0.259222943217 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Drive Auto Receivables Trust N/A 26208MAG1 6555000.00000000 PA USD 6716818.04000000 0.105096483706 Long ABS-O CORP US N 2 2026-04-15 Fixed 4.30000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 2375000.00000000 PA USD 2570937.50000000 0.040226858829 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1970000.00000000 PA USD 2181775.00000000 0.034137724049 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474WAA5 2947662.50000000 PA USD 2957598.78000000 0.046276857604 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 10515000.00000000 PA USD 10887052.25000000 0.170347164772 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 9425000.00000000 PA USD 9525470.50000000 0.149042813016 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285HAG5 27665000.00000000 PA USD 28054492.77000000 0.438962098533 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.65000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17327RAA8 4617212.32000000 PA USD 4754340.76000000 0.074390059883 Long ABS-MBS CORP US N 2 2066-01-25 Variable 3.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61762TAE6 5050000.00000000 PA USD 5207148.93000000 0.081475043602 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15100000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1265000.00000000 PA USD 811130.65000000 0.012691571907 Long DBT CORP KY N 2 2024-02-21 Fixed 6.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 4990000.00000000 PA USD 4953126.89000000 0.077500420048 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.30600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 4690000.00000000 PA USD 4794679.91000000 0.075021237145 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 7365000.00000000 PA USD 7383383.92000000 0.115526084408 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 1055000.00000000 PA USD 1075350.95000000 0.016825765254 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83405BAC6 7370000.00000000 PA USD 7486011.17000000 0.117131869029 Long ABS-O CORP US N 2 2028-08-25 Fixed 2.84000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 1435000.00000000 PA USD 1537437.48000000 0.024055925306 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAA1 13618698.38000000 PA USD 13566800.24000000 0.212276555935 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 718592AB4 3755000.00000000 PA USD 4154306.70000000 0.065001467035 Long DBT CORP US N 2 2023-11-15 Fixed 7.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAD1 28862212.17000000 PA USD 28853178.30000000 0.451458944553 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.56000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 5165000.00000000 PA USD 6884945.00000000 0.107727126997 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 Towd Point Mortgage Trust N/A 89177JAC2 17610000.00000000 PA USD 18257199.20000000 0.285666133402 Long ABS-O CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 22495000.00000000 PA USD 24095650.40000000 0.377019016234 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 13985000.00000000 PA USD 14587753.50000000 0.228251173234 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 Towd Point Mortgage Trust N/A 89176VAC6 1943340.00000000 PA USD 1994327.41000000 0.031204775371 Long ABS-O CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 4665000.00000000 PA USD 4786010.10000000 0.074885582652 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N College Ave Student Loans N/A 19424KAD5 745000.00000000 PA USD 741523.83000000 0.011602450245 Long ABS-O CORP US N 2 2051-07-25 Fixed 2.92000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36258NAC6 4007836.63000000 PA USD 4037450.53000000 0.063173045825 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N MVW Owner Trust N/A 55389PAC3 411328.76000000 PA USD 414253.92000000 0.006481734371 Long ABS-O CORP US N 2 2036-11-20 Fixed 3.33000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 5555000.00000000 PA USD 10523392.00000000 0.164657057743 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACP8 3515000.00000000 PA USD 3536658.83000000 0.055337275014 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300NL4H585I318G08 40538FAS2 2291214.13000000 PA USD 2291229.94000000 0.035850339941 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 1.82800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZG8 123030000.00000000 PA USD 123113467.24000000 1.926327678793 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAG7 10835000.00000000 PA USD 11234934.59000000 0.175790398526 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Credit Suisse Mortgage Trust N/A 12655GAL1 2564000.00000000 PA USD 2533991.71000000 0.039648776679 Long ABS-MBS CORP US N 2 2034-01-15 Floating 3.71000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 4740000.00000000 PA USD 5522578.60000000 0.086410498006 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAC7 4650000.00000000 PA USD 4643376.54000000 0.072653828639 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.79400000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 550000.00000000 PA USD 539307.96000000 0.008438425738 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGL2 4750000.00000000 PA USD 4686018.17000000 0.073321032268 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 14352000.00000000 PA USD 14871685.92000000 0.232693797520 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1600000.00000000 PA USD 1591481.47000000 0.024901539000 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 6002000.00000000 PA USD 7339483.04000000 0.114839177589 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 4287000.00000000 PA USD 4862882.53000000 0.076088387617 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 16635000.00000000 PA USD 17561482.50000000 0.274780416625 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAA7 9312731.80000000 PA USD 9339257.25000000 0.146129177768 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.25000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAA9 6700000.00000000 PA USD 7120322.29000000 0.111410020500 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 23900000.00000000 PA USD 24386902.03000000 0.381576162491 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 12384000.00000000 PA USD 15666181.06000000 0.245125077486 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36252RBC2 6079000.00000000 PA USD 6028437.31000000 0.094325551139 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAS6 7394541.67000000 PA USD 7339152.86000000 0.114834011339 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.07000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 3780000.00000000 PA USD 3785419.73000000 0.059229578739 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479JAD5 4333179.63000000 PA USD 4368214.25000000 0.068348428529 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 205000.00000000 PA USD 280599.75000000 0.004390478777 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 710000.00000000 PA USD 848109.20000000 0.013270166645 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 6065000.00000000 PA USD 3456443.50000000 0.054082164473 Long DBT CORP KY N 2 2031-01-11 Fixed 3.45000000 N N N N N N VCAT Asset Securitization, LLC N/A 91790CAA4 2108446.07000000 PA USD 2105077.83000000 0.032937661336 Long ABS-O CORP US N 2 2050-12-26 Variable 2.28900000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 1975000.00000000 PA USD 2118187.50000000 0.033142785282 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 11700000.00000000 PA USD 12302548.83000000 0.192495109285 Long DBT CORP US N 2 2024-03-12 Fixed 4.12500000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 08860HAC8 6830000.00000000 PA USD 6905795.11000000 0.108053363800 Long DBT CORP IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83406CAC3 6805000.00000000 PA USD 6878582.47000000 0.107627573976 Long ABS-O CORP US N 2 2028-04-25 Fixed 3.46000000 N N N N N N HPEFS Equipment Trust N/A 40438FAF1 3645000.00000000 PA USD 3690586.19000000 0.057745740479 Long ABS-O CORP US N 2 2030-02-20 Fixed 2.26000000 N N N N N N OSW Structured Asset Trust N/A 67113FAA7 4563228.38000000 PA USD 4564921.79000000 0.071426265482 Long ABS-MBS CORP US N 2 2059-12-26 Variable 3.07200000 N N N N N N OneMain Financial Issuance Trust N/A 68267DAD8 8040000.00000000 PA USD 8051502.83000000 0.125979985009 Long ABS-O CORP US N 2 2031-02-14 Fixed 4.22000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 2355000.00000000 PA USD 2584522.02000000 0.040439412642 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AG8 7440000.00000000 PA USD 7636665.46000000 0.119489121532 Long DBT CORP US N 2 2022-09-15 Fixed 4.70000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 3710000.00000000 PA USD 3874140.42000000 0.060617770662 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468W2 30210000.00000000 PA USD 30106156.75000000 0.471064005829 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 2970000.00000000 PA USD 3142667.48000000 0.049172584345 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939KBR8 1290000.00000000 PA USD 1283688.03000000 0.020085566904 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.20400000 N N N N N N Colony American Finance Ltd N/A 12468RAA8 10390000.00000000 PA USD 10288209.17000000 0.160977206910 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N Galaxy CLO Ltd N/A 36319XAC1 1250000.00000000 PA USD 1250214.50000000 0.019561814395 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 1.77400000 N N N N N N Merlin Aviation Holdings DAC N/A 59010RAA2 1919596.46000000 PA USD 1740843.06000000 0.027238564927 Long ABS-O CORP US N 2 2032-12-15 Variable 4.50000000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 8064000.00000000 PA USD 9476812.80000000 0.148281477344 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 6325000.00000000 PA USD 6641250.00000000 0.103914088227 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306CAB7 100000.00000000 PA USD 125807.30000000 0.001968477451 Long DBT CORP US N 2 2028-02-01 Fixed 6.95000000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAU8 2105000.00000000 PA USD 2088823.29000000 0.032683330344 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 3.02400000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDW0 23335000.00000000 PA USD 22776738.83000000 0.356382314822 Long DBT CORP US N 2 2026-01-15 Fixed 0.85000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 5972000.00000000 PA USD 8643155.50000000 0.135237436204 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAX7 1565000.00000000 PA USD 1554401.51000000 0.024321357523 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N CIFC Funding Ltd 549300Y56VCWZJQV2Z14 12550AAX4 6500000.00000000 PA USD 6500297.05000000 0.101708630327 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 1.92200000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 3141426.13000000 PA USD 3201886.02000000 0.050099163015 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 2501000.00000000 PA USD 2595755.29000000 0.040615176995 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 4685000.00000000 PA USD 4828593.99000000 0.075551882837 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 3010000.00000000 PA USD 3395178.35000000 0.053123562975 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 2472000.00000000 PA USD 2566410.62000000 0.040156027795 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 2745000.00000000 PA USD 2822728.46000000 0.044166573195 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AA1 2872000.00000000 PA USD 3748678.00000000 0.058654689467 Long DBT CORP US N 2 2034-06-15 Fixed 6.65000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 2416000.00000000 PA USD 2511045.44000000 0.039289741749 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479CAD0 16639103.69000000 PA USD 16647290.13000000 0.260476262046 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.55000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 1415000.00000000 PA USD 963699.90000000 0.015078787341 Long DBT CORP KY N 2 2025-07-08 Fixed 6.75000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 15392650.00000000 PA USD 15457437.66000000 0.241858918241 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07331YAG5 1250000.00000000 PA USD 1265977.50000000 0.019808454376 Long ABS-O CORP US N 2 2055-01-28 Variable 4.75000000 N N N N N N Home Partners of America Trust N/A 43732TAG6 2469413.40000000 PA USD 2393740.94000000 0.037454305625 Long ABS-O CORP US N 2 2039-10-19 Fixed 3.12100000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDS7 25580000.00000000 PA USD 25244749.03000000 0.394998694219 Long DBT CORP US N 2 2024-07-12 Fixed 0.55000000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 49456BAJ0 375000.00000000 PA USD 449036.25000000 0.007025965367 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835MAA9 2904207.64000000 PA USD 2885329.13000000 0.045146071263 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89300000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAA9 7445000.00000000 PA USD 7472918.75000000 0.116927014990 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 2310000.00000000 PA USD 2229150.00000000 0.034878989613 Long DBT CORP KY N 2 2025-07-16 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 119815000.00000000 PA USD 119445235.33000000 1.868931710513 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAA5 4980795.91000000 PA USD 4957430.00000000 0.077567749806 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11600000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36256XAD4 2546517.92000000 PA USD 2557548.93000000 0.040017371000 Long ABS-O CORP US N 2 2023-11-16 Fixed 2.97000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 1230000.00000000 PA USD 1349809.70000000 0.021120157237 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 4875000.00000000 PA USD 6601363.62000000 0.103289995351 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Progress Residential Trust N/A 74333AAJ9 1818000.00000000 PA USD 1778907.18000000 0.027834145326 Long ABS-O CORP US N 2 2027-10-17 Fixed 2.29600000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 7855000.00000000 PA USD 7794160.12000000 0.121953403707 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 2671000.00000000 PA USD 2822913.13000000 0.044169462683 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 1435000.00000000 PA USD 1497943.69000000 0.023437975194 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AG7 1855000.00000000 PA USD 1802436.61000000 0.028202304824 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 1325000.00000000 PA USD 1318750.03000000 0.020634173832 Long DBT CORP GB N 2 2031-03-17 Fixed 2.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAF4 7410000.00000000 PA USD 7317787.74000000 0.114499716295 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.08000000 N N N N N N First Investors Auto Owner Trust N/A 32059TAG4 3790000.00000000 PA USD 3868569.35000000 0.060530601430 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.55000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAP6 8160000.00000000 PA USD 8517577.48000000 0.133272546243 Long DBT CORP BM N 2 2023-04-01 Fixed 5.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 17195000.00000000 PA USD 18073456.44000000 0.282791153334 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 6260000.00000000 PA USD 6730467.80000000 0.105310058314 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAA1 8255000.00000000 PA USD 8164455.20000000 0.127747324371 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N SMB Private Education Loan Trust 549300V1P5RKG8RJI005 78449QAD9 1525000.00000000 PA USD 1597398.00000000 0.024994113563 Long ABS-O CORP US N 2 2042-11-17 Fixed 4.00000000 N N N N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 292487AA3 4000000.00000000 PA USD 3430840.00000000 0.053681552487 Long DBT CORP CL N 2 2050-08-18 Fixed 3.06800000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 2881086.08000000 PA USD 2778228.14000000 0.043470287077 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Navient Student Loan Trust N/A 63942EAB4 2105000.00000000 PA USD 2048145.21000000 0.032046849923 Long ABS-O CORP US N 2 2069-12-16 Fixed 2.03000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 3740000.00000000 PA USD 3982225.48000000 0.062308952361 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N Towd Point Mortgage Trust N/A 89169EAD1 6390000.00000000 PA USD 6479953.95000000 0.101390326590 Long ABS-O CORP US N 2 2057-02-25 Floating 1.59200000 N N N N N N Gosforth Funding plc 213800GD24WOLHNGMP34 38312RAA1 224606.92000000 PA USD 224723.49000000 0.003516195982 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.62800000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 145000.00000000 PA USD 160275.75000000 0.002507797240 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 17895000.00000000 PA USD 20109971.52000000 0.314656029329 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 1645808.51000000 PA USD 1646786.78000000 0.025766888273 Long ABS-MBS CORP US N 2 2070-11-25 Variable 3.22800000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 27205000.00000000 PA USD 30323324.97000000 0.474461986265 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N Horizon Aircraft Finance II LLC 549300KSCDSEIWTVMM32 44040HAA0 2645752.98000000 PA USD 2591840.21000000 0.040553918652 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 6090000.00000000 PA USD 6779997.00000000 0.106085030143 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 22935000.00000000 PA USD 23861229.98000000 0.373351094652 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 200000.00000000 PA USD 215500.00000000 0.003371878187 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 3195000.00000000 PA USD 3311069.08000000 0.051807524864 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N Hayfin Kingsland VIII Ltd N/A 42086PAE3 13735000.00000000 PA USD 13687791.43000000 0.214169676837 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.61200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 18255000.00000000 PA USD 18695564.71000000 0.292525136192 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AR1 8785000.00000000 PA USD 9770202.79000000 0.152872082020 Long DBT CORP GB N 2 2027-04-10 Fixed 4.75000000 N N N N N N DBUBS Mortgage Trust N/A 23305JAJ1 5095000.00000000 PA USD 5149057.95000000 0.080566107601 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 3950000.00000000 PA USD 3880875.00000000 0.060723145063 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 30810000.00000000 PA USD 34495925.39000000 0.539749690866 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REN0 11000000.00000000 PA USD 10964899.00000000 0.171565214694 Long ABS-O CORP US N 2 2025-03-20 Fixed 3.04000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 2375000.00000000 PA USD 2855937.50000000 0.044686187291 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 16180000.00000000 PA USD 17373275.00000000 0.271835577813 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359UAA3 317243.98000000 PA USD 314317.72000000 0.004918055981 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 8755000.00000000 PA USD 8579458.14000000 0.134240778483 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 126192AF0 1325000.00000000 PA USD 1324177.04000000 0.020719088991 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.93400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 2870000.00000000 PA USD 3393789.35000000 0.053101829616 Long DBT CORP US N 2 2050-02-01 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 36385000.00000000 PA USD 39796220.37000000 0.622682168967 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CD4 2450000.00000000 PA USD 2772617.30000000 0.043382495574 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAF2 2740000.00000000 PA USD 2826858.00000000 0.044231187143 Long DBT CORP US N 2 2022-09-01 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 3140000.00000000 PA USD 3078173.40000000 0.048163460533 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 2175000.00000000 PA USD 2191611.69000000 0.034291636441 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 25000000.00000000 PA USD 32108003.00000000 0.502386426735 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 1745000.00000000 PA USD 2072187.50000000 0.032423034022 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBE1 7825000.00000000 PA USD 8321151.09000000 0.130199108378 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 11405000.00000000 PA USD 15397890.50000000 0.240927197731 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 70245000.00000000 PA USD 77478198.60000000 1.212283284778 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 12709593.75000000 PA USD 12443129.49000000 0.194694742051 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AD8 5274000.00000000 PA USD 6443250.55000000 0.100816037060 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N CoreVest American Finance Trust N/A 21873NAL3 1870000.00000000 PA USD 1864992.14000000 0.029181096597 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N Progress Residential Trust N/A 74333AAC4 295000.00000000 PA USD 288608.53000000 0.004515790287 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.49500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 550000.00000000 PA USD 593524.25000000 0.009286735370 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 1395000.00000000 PA USD 1408433.85000000 0.022037435626 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SC8 14455000.00000000 PA USD 14125298.51000000 0.221015247974 Long DBT NUSS CA N 2 2025-07-23 Fixed 0.60000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 16355000.00000000 PA USD 16079944.39000000 0.251599135710 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 14040000.00000000 PA USD 15550827.69000000 0.243320170237 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CV4 55000.00000000 PA USD 62196.26000000 0.000973170359 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 1015000.00000000 PA USD 1045450.00000000 0.016357912070 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 1421000.00000000 PA USD 1460077.50000000 0.022845491760 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 707000.00000000 PA USD 706612.56000000 0.011056201754 Long ABS-O CORP US N 2 2033-03-15 Variable 3.60900000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAZ0 1405000.00000000 PA USD 1396142.04000000 0.021845108544 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.76300000 N N N N N N ATHENE GLOBAL FU 549300LM1QSI4MSIL320 04685A2Z3 11800000.00000000 PA USD 11582506.88000000 0.181228781001 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 15815000.00000000 PA USD 16016197.64000000 0.250601705196 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N SMB Private Education Loan Trust 549300WEYOS38NWU8D22 78449TAB7 7627386.54000000 PA USD 7874639.72000000 0.123212649218 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.44000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 285000.00000000 PA USD 288562.51000000 0.004515070223 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 370425RZ5 1468000.00000000 PA USD 2017607.38000000 0.031569031627 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 14625000.00000000 PA USD 14258489.46000000 0.223099255673 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 3970000.00000000 PA USD 4420870.48000000 0.069172328266 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 3145000.00000000 PA USD 3163478.67000000 0.049498212177 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 4042987.50000000 PA USD 4255264.56000000 0.066581131100 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359XAA7 5127716.07000000 PA USD 5114855.76000000 0.080030953919 Long ABS-O CORP US N 2 2025-10-25 Variable 2.95100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZM5 206825000.00000000 PA USD 206830327.81000000 3.236225850885 Long DBT UST US N 2 2022-04-30 Fixed 0.12500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 5120000.00000000 PA USD 3457996.80000000 0.054106468596 Long DBT CORP KY N 2 2027-01-14 Fixed 5.75000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 1325255.20000000 PA USD 1253201.07000000 0.019608544559 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 685000.00000000 PA USD 705550.00000000 0.011039576126 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 352119.22000000 PA USD 398468.67000000 0.006234746249 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2022-01-27 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer