0001752724-23-197318.txt : 20230829
0001752724-23-197318.hdr.sgml : 20230829
20230829083700
ACCESSION NUMBER: 0001752724-23-197318
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230829
DATE AS OF CHANGE: 20230829
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS I
CENTRAL INDEX KEY: 0000917469
IRS NUMBER: 043219179
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08282
FILM NUMBER: 231218296
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 II
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES INVESTMENT TRUST
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20030718
0000917469
S000006638
Loomis Sayles Bond Fund
C000018122
Institutional Class
LSBDX
C000018123
Retail Class
LSBRX
C000018124
Admin Class
LBFAX
C000125493
Class N
LSBNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000917469
XXXXXXXX
S000006638
C000018123
C000018124
C000018122
C000125493
LOOMIS SAYLES FUNDS I
811-08282
0000917469
549300826G7KS737WZ11
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2139
Loomis Sayles Bond Fund
S000006638
838ITZYUJVZNC19KWD64
2023-12-31
2023-06-30
N
4836829778.81
10041440.45
4826788338.36
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
6755634.47000000
USD
N
Fund's Securities Portfolio
N/A
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
8885000.00000000
PA
USD
8345947.05000000
0.172908908884
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
9835000.00000000
PA
USD
8560384.00000000
0.177351551381
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
1360000.00000000
PA
USD
1241068.75000000
0.025712102188
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
8090000.00000000
PA
USD
7179472.12000000
0.148742219809
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
4215000.00000000
PA
USD
3858541.24000000
0.079940137613
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAG7
1255000.00000000
PA
USD
1133295.25000000
0.023479282093
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.47000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
12510000.00000000
PA
USD
10930612.50000000
0.226457257575
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAF3
5360000.00000000
PA
USD
4706706.58000000
0.097512180979
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.89400000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
7182000.00000000
PA
USD
7312353.30000000
0.151495213533
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
10887.00000000
NS
USD
563293.38000000
0.011670148772
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
1260000.00000000
PA
USD
1218469.01000000
0.025243887334
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
8.27300000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AF8
725000.00000000
PA
USD
641395.03000000
0.013288236090
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
1.93000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1218.00000000
NS
USD
841808.52000000
0.017440344614
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
2290000.00000000
PA
USD
2016320.96000000
0.041773552487
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
9790000.00000000
PA
USD
8528456.10000000
0.176690078415
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
4025000.00000000
PA
USD
167775.81000000
0.003475930540
Long
DBT
CORP
KY
N
2
2025-05-27
None
0.00000000
Y
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
11012.00000000
NS
USD
1973901.00000000
0.040894708067
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAL1
1445000.00000000
PA
USD
1145294.43000000
0.023727877622
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.64000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
3810.00000000
NS
USD
1175689.80000000
0.024357600076
Long
EC
CORP
IE
N
1
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
305000.00000000
PA
USD
308887.84000000
0.006399448626
Long
DBT
CORP
MX
N
2
2028-03-14
Fixed
9.12500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAL3
630000.00000000
PA
USD
483569.48000000
0.010018452148
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.33600000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
2865000.00000000
PA
USD
2130693.34000000
0.044143086264
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
16765000.00000000
PA
USD
13217537.74000000
0.273837111003
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
28490000.00000000
PA
USD
28441609.17000000
0.589245004674
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AW0
2250000.00000000
PA
USD
2320672.50000000
0.048079019366
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.75000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
3695000.00000000
PA
USD
3169777.92000000
0.065670539037
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
12435000.00000000
PA
USD
10132183.74000000
0.209915642239
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
6556429.54000000
PA
USD
5648429.61000000
0.117022525415
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
2040000.00000000
PA
USD
2019178.15000000
0.041832746921
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
8545000.00000000
PA
USD
8745209.35000000
0.181180709344
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
18780000.00000000
PA
USD
17513095.57000000
0.362831231500
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
5332.00000000
NS
USD
1091033.84000000
0.022603722465
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
36985000.00000000
PA
USD
27952072.08000000
0.579102917313
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Freed ABS Trust
N/A
FREED ABS Trust 2022-1FP
35633KAD8
3565000.00000000
PA
USD
3211617.59000000
0.066537361178
Long
ABS-O
CORP
US
N
2
2029-03-19
Fixed
3.35000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
9122.00000000
NS
USD
1509873.44000000
0.031281119745
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
5810000.00000000
PA
USD
4691072.44000000
0.097188277404
Long
DBT
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
2915000.00000000
PA
USD
2134754.78000000
0.044227229999
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust 2021-A
76042UAC7
800000.00000000
PA
USD
681589.60000000
0.014120975527
Long
ABS-O
CORP
US
N
2
2031-12-22
Fixed
3.53000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
18900000.00000000
PA
USD
14290708.82000000
0.296070757990
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
6145000.00000000
PA
USD
4999038.18000000
0.103568622230
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REC4
3880000.00000000
PA
USD
3608194.75000000
0.074753531687
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
3053.00000000
NS
USD
1467393.92000000
0.030401041378
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
18940000.00000000
PA
USD
17362487.40000000
0.359710975142
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
3980000.00000000
PA
USD
3840348.96000000
0.079563235236
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
6470000.00000000
PA
USD
5424119.97000000
0.112375343391
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AU3
3339000.00000000
PA
USD
4137021.00000000
0.085709600462
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
46770000.00000000
PA
USD
28774509.15000000
0.596141929848
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
AGL CLO Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAJ9
7240000.00000000
PA
USD
6712030.24000000
0.139057894597
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.10000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
460000.00000000
PA
USD
74888.00000000
0.001551507850
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
Y
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
19485000.00000000
PA
USD
1326149.10000000
0.027474772188
Long
DBT
CORP
KY
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
5695000.00000000
PA
USD
4829416.27000000
0.100054444725
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1845000.00000000
PA
USD
124445.25000000
0.002578220573
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
9416510.67000000
PA
USD
9263963.20000000
0.191928101060
Long
ABS-MBS
CORP
US
N
2
2027-09-27
Variable
6.90000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
5785000.00000000
PA
USD
4437355.61000000
0.091931845752
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
3294850.00000000
PA
USD
3159728.20000000
0.065462331855
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAF3
3032000.00000000
PA
USD
2573769.60000000
0.053322611632
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
2.33000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
3531.00000000
NS
USD
262000.20000000
0.005428044107
Long
EC
CORP
US
N
1
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAE4
1568512.02000000
PA
USD
1516782.96000000
0.031424269175
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
15738000.00000000
PA
USD
12310893.12000000
0.255053510885
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
4680000.00000000
PA
USD
4690389.60000000
0.097174130523
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
8000000.00000000
PA
USD
6913600.00000000
0.143233958387
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
1045000.00000000
PA
USD
451838.42000000
0.009361057256
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
575000.00000000
PA
USD
92339.25000000
0.001913057783
Long
DBT
CORP
KY
N
2
2024-04-26
None
0.00000000
Y
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
470000.00000000
PA
USD
490611.00000000
0.010164336316
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
6190000.00000000
PA
USD
4630071.72000000
0.095924482190
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
11753000.00000000
PA
USD
10865878.62000000
0.225116119835
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
60218.94000000
PA
USD
55071.47000000
0.001140954733
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
705779.00000000
NS
USD
2569035.56000000
0.053224533165
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
9050000.00000000
PA
USD
9292965.35000000
0.192528959186
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL6 Trust
12657GAE5
3716673.00000000
PA
USD
2819664.01000000
0.058416980657
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
3.12500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
3460000.00000000
PA
USD
3370917.46000000
0.069837689654
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
14280.00000000
NS
USD
1923944.40000000
0.039859721726
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
1138700.00000000
PA
USD
953208.05000000
0.019748287747
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP
799ESCAH1
12420000.00000000
PA
USD
186300.00000000
0.003859709333
Long
DBT
CORP
US
N
2
2021-06-15
None
0.00000000
Y
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
36387000.00000000
PA
USD
28927665.00000000
0.599314968301
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
7610963.18000000
PA
USD
6993668.40000000
0.144892792261
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-A LLC
83404FAE4
630000.00000000
PA
USD
580506.57000000
0.012026766647
Long
ABS-O
CORP
US
N
2
2040-03-26
Variable
4.43000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
2010000.00000000
PA
USD
2008884.05000000
0.041619476744
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.32000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
36625000.00000000
PA
USD
28776262.50000000
0.596178255244
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAE4
5485000.00000000
PA
USD
4353613.44000000
0.090196899777
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.47000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAB9
5895000.00000000
PA
USD
3782942.94000000
0.078373913973
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
2.12000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1515000.00000000
PA
USD
114745.51000000
0.002377264175
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
Y
N
N
N
N
N
Battalion Oil Corp
3XHTN2NNIMMPORDAMJ28
Battalion Oil Corp
07134L107
93585.00000000
NS
USD
534370.35000000
0.011070929830
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
13741000.00000000
PA
USD
12642395.78000000
0.261921486789
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
5965000.00000000
PA
USD
564446.83000000
0.011694045614
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
Y
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
1775179.08000000
PA
USD
1610975.02000000
0.033375712939
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1999.00000000
NS
USD
1042978.25000000
0.021608120698
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1443.00000000
NS
USD
776882.34000000
0.016095222859
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
15296000.00000000
PA
USD
15328938.71000000
0.317580503544
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NexPoint Diversified Real Estate Trust
5493008KGR2NU3OXMR64
NexPoint Diversified Real Estate Trust
65340G205
170568.00000000
NS
USD
2135511.36000000
0.044242904604
Long
EC
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDS0
6300000.00000000
PA
USD
5832458.10000000
0.120835174263
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
3.15000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-8 LLC
69360MAA8
6784121.70000000
PA
USD
6235653.95000000
0.129188468871
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
4195000.00000000
PA
USD
3076486.94000000
0.063737763588
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
Carlyle Global Market Strategies
54930054F35TGSKQ6V76
Carlyle US CLO 2016-4 Ltd
143109AN6
5790000.00000000
PA
USD
5732540.04000000
0.118765100894
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
6.70000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
187857000000.00000000
PA
12770141.08000000
0.264568076841
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
6710000.00000000
PA
USD
5403564.34000000
0.111949477814
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.18500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
2275000.00000000
PA
USD
1920983.20000000
0.039798372444
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
42286.00000000
NS
USD
4839209.84000000
0.100257345066
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAG5
5245000.00000000
PA
USD
4682190.52000000
0.097004264363
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.59000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS1
59981BAH7
1720000.00000000
PA
USD
1407774.25000000
0.029165858357
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
510000.00000000
PA
USD
412552.20000000
0.008547136751
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
13985000.00000000
PA
USD
419550.00000000
0.008692115141
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
16.52000000
N
Y
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
32678.00000000
NS
USD
1066283.14000000
0.022090944645
Long
EC
CORP
US
N
1
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 1 LTD
82666TAC3
6075000.00000000
PA
USD
5960516.63000000
0.123488253724
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
6.42000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
1438000.00000000
PA
USD
869743.12000000
0.018019085549
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
ELFI Graduate Loan Program 2021-A LLC
N/A
ELFI Graduate Loan Program 2021-A LLC
28628BAB4
704893.77000000
PA
USD
596889.24000000
0.012366178049
Long
ABS-O
CORP
US
N
2
2046-12-26
Variable
2.09000000
N
N
N
N
N
N
Crown City CLO I
549300K60T4GC7BSX929
Crown City CLO I
22823RAS8
6075000.00000000
PA
USD
5487908.36000000
0.113696892743
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.67000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
6448837.50000000
PA
USD
6443678.43000000
0.133498259676
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.02600000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
15080000.00000000
PA
USD
18225793.56000000
0.377596701623
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
12585319.92000000
PA
USD
10859622.11000000
0.224986499277
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
10030000.00000000
PA
USD
9383703.91000000
0.194408854339
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
103730000.00000000
PA
USD
101063815.36000000
2.093810796649
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
1360532.12000000
PA
USD
1061215.05000000
0.021985945428
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAE3
6410000.00000000
PA
USD
6024094.92000000
0.124805450285
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
2.30000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
10170000.00000000
PA
USD
8218008.85000000
0.170258322385
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
4163347.67000000
PA
USD
4051009.73000000
0.083927643932
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.89400000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
1270383.52000000
PA
USD
1036226.30000000
0.021468235757
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
8165000.00000000
PA
USD
7487048.86000000
0.155114505446
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
2300000.00000000
PA
USD
1974521.02000000
0.040907553461
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
10570000.00000000
PA
USD
7861791.60000000
0.162878316778
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-158508.11000000
-0.00328392502
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
12884000.00000000
EUR
13954273.88000000
USD
2023-09-20
-158508.11000000
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686WAU5
5225000.00000000
PA
USD
5011939.65000000
0.103835911141
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.20000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
605000.00000000
PA
USD
546918.54000000
0.011330899589
Long
DBT
CORP
CH
N
2
2029-01-12
Fixed
3.86900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
35342000.00000000
PA
USD
28438303.62000000
0.589176521248
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
46060.00000000
NS
USD
1913793.00000000
0.039649407967
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
15190000.00000000
PA
USD
15114094.35000000
0.313129420444
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
3415000.00000000
PA
USD
3049029.13000000
0.063168900649
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
1082000.00000000
PA
USD
1182497.48000000
0.024498639615
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
3260000.00000000
PA
USD
2903579.38000000
0.060155514939
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
45994000.00000000
PA
USD
38722550.97000000
0.802242573229
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2018-2
68269CAA4
902716.34000000
PA
USD
889375.91000000
0.018425831995
Long
ABS-O
CORP
US
N
2
2033-03-14
Fixed
3.57000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
10510000.00000000
PA
USD
9723273.95000000
0.201443967880
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
3685000.00000000
PA
USD
3450680.80000000
0.071490203383
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
6805000.00000000
PA
USD
5973126.31000000
0.123749497414
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HQA6
3734.60000000
PA
USD
3687.85000000
0.000076403806
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1390000.00000000
PA
USD
656316.30000000
0.013597370632
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BL1
6680000.00000000
PA
USD
6627730.34000000
0.137311393734
Long
DBT
CORP
US
N
2
2033-05-08
Fixed
5.70000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
5731000.00000000
PA
USD
5845121.69000000
0.121097534846
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AK8
3405500.00000000
PA
USD
2713478.56000000
0.056217061320
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.86500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
8005000.00000000
PA
USD
6121418.70000000
0.126821776114
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
9186000.00000000
PA
USD
7218358.62000000
0.149547859031
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BL6
12680000.00000000
PA
USD
12475799.89000000
0.258470001488
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.45000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
7770000.00000000
PA
USD
2127192.90000000
0.044070565164
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAD7
2849636.94000000
PA
USD
2673626.26000000
0.055391412935
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.02000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
5148000.00000000
PA
USD
487137.02000000
0.010092363407
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
Y
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XED4
10060000.00000000
PA
USD
10225390.93000000
0.211846681751
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
4495000.00000000
PA
USD
3874185.66000000
0.080264254166
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5000000.00000000
PA
USD
4451550.00000000
0.092225921004
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
Octagon Credit Partners 46, LTD
N/A
Octagon Investment Partners 46 Ltd
67577VAS2
4920000.00000000
PA
USD
4214693.40000000
0.087318794704
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.56000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
9825851.45000000
PA
USD
9051918.26000000
0.187535015531
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
87500000.00000000
PA
USD
82813578.75000000
1.715707691009
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
22040000.00000000
PA
USD
21689425.15000000
0.449355215716
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
3175000.00000000
PA
USD
132344.89000000
0.002741883022
Long
DBT
CORP
KY
N
2
2027-01-13
None
0.00000000
Y
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAC2
3760000.00000000
PA
USD
3268740.96000000
0.067720826579
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Verde CLO Ltd
254900DT3DF8KM5RRZ79
VERDE CLO Ltd
92338BAN5
5300000.00000000
PA
USD
5225837.10000000
0.108267376434
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
6.36000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAL4
3120000.00000000
PA
USD
2664971.09000000
0.055212097634
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.35800000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
19735.00000000
NS
USD
1768058.65000000
0.036630125998
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
1835000.00000000
PA
USD
1637315.08000000
0.033921418658
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAY5
8512000.00000000
PA
USD
8386388.42000000
0.173746761451
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
6.31000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
7630000.00000000
PA
USD
7418877.90000000
0.153702159281
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
4370000.00000000
PA
USD
4178069.60000000
0.086560033444
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
33255000.00000000
PA
USD
30607838.82000000
0.634124321896
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
75501.00000000
NS
USD
3507021.45000000
0.072657452619
Long
EP
CORP
US
N
1
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-3
22535GAC6
4020000.00000000
PA
USD
3708658.24000000
0.076834905117
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
10601000.00000000
PA
USD
10097639.08000000
0.209199955998
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust 2023-NPL1
N/A
GITSIT Mortgage Loan Trust 2023-NPL1
375933AA6
6560000.00000000
PA
USD
6527245.92000000
0.135229586682
Long
ABS-O
CORP
US
N
2
2053-05-25
Variable
8.35300000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
11480000.00000000
PA
USD
10055848.60000000
0.208334152962
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
AGFC Capital Trust I
N/A
AGFC Capital Trust I
00846NAA5
3100000.00000000
PA
USD
1587014.00000000
0.032879295480
Long
DBT
CORP
US
N
2
2067-01-15
Variable
7.01000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA/Cayman Islands
29244TAA9
8663000.00000000
PA
USD
9116626.04000000
0.188875612538
Long
DBT
CORP
CL
N
2
2027-02-01
Fixed
7.87500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
11029000.00000000
PA
USD
10194878.94000000
0.211214543197
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
4.85000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
17905000.00000000
PA
USD
14155693.00000000
0.293273539415
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
11721000.00000000
PA
USD
10081144.19000000
0.208858219654
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAH9
1705000.00000000
PA
USD
1177346.83000000
0.024391929943
Long
ABS-MBS
CORP
US
N
3
2046-08-15
Variable
4.48400000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-2 Ltd
05875MAQ5
1340000.00000000
PA
USD
1305524.48000000
0.027047477297
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.77900000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
3279.00000000
NS
USD
1456826.91000000
0.030182117132
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
12050000.00000000
PA
USD
9858089.70000000
0.204237041464
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
640000.00000000
PA
USD
272000.00000000
0.005635217062
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
10440000.00000000
PA
USD
8882621.77000000
0.184027579983
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AT8
12840000.00000000
PA
USD
12981969.70000000
0.268956680715
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
4675000.00000000
PA
USD
466705.25000000
0.009669063925
Long
DBT
CORP
KY
N
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
995000.00000000
PA
USD
853261.95000000
0.017677633452
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-3
57108QAC7
3210000.00000000
PA
USD
2920965.50000000
0.060515715528
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.81000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
10311000.00000000
PA
USD
8974179.16000000
0.185924439418
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
11194.00000000
NS
USD
1698577.56000000
0.035190636939
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
11025000.00000000
PA
USD
9116969.40000000
0.188882726171
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
1305000.00000000
PA
USD
1145585.95000000
0.023733917248
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
2690000.00000000
PA
USD
2473212.90000000
0.051239307104
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
3464.00000000
NS
USD
1594756.32000000
0.033039698619
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
945000.00000000
PA
USD
66112.20000000
0.001369693373
Long
DBT
CORP
KY
N
2
2025-08-27
Fixed
7.65000000
Y
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
30029000.00000000
PA
USD
26575665.00000000
0.550586914880
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
8590000.00000000
PA
USD
6356600.00000000
0.131694194035
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
17110000.00000000
PA
USD
13136756.35000000
0.272163505608
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCF5
1318876.59000000
PA
USD
1234734.90000000
0.025580879322
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.00900000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
4125000.00000000
PA
USD
3216923.66000000
0.066647290796
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
6205000.00000000
PA
USD
5871121.36000000
0.121636188463
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
6.56000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
14446250.00000000
PA
USD
12389392.93000000
0.256679847167
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RET7
3470000.00000000
PA
USD
2960965.23000000
0.061344418326
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
2.35000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2635000.00000000
PA
USD
2365830.01000000
0.049014579553
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-B
78449YAB6
5735000.00000000
PA
USD
4694074.56000000
0.097250474455
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
2.65000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
2700000.00000000
PA
USD
217350.00000000
0.004502994222
Long
DBT
CORP
KY
N
2
2025-04-28
Fixed
7.25000000
Y
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
3104.00000000
NS
USD
760976.64000000
0.015765693182
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAU9
10720000.00000000
PA
USD
10251664.64000000
0.212391012850
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
7.26000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
17879000.00000000
PA
USD
18915982.00000000
0.391895825422
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
27504380.16000000
PA
USD
25140922.17000000
0.520862329309
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
7003.00000000
NS
USD
2384801.62000000
0.049407627864
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP23
000000000
2290.00000000
NC
USD
-4903657.35000000
-0.10159254987
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
470560844.85000000
USD
-4903657.35000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-2
89176UAR5
495000.00000000
PA
USD
393330.07000000
0.008148898240
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
3.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
45882000.00000000
PA
USD
20414604.02000000
0.422943841513
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
12050000.00000000
PA
USD
11713973.70000000
0.242686707575
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2021-A LLC
28416LAC6
628338.08000000
PA
USD
556763.46000000
0.011534863784
Long
ABS-O
CORP
US
N
2
2035-08-27
Fixed
2.09000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
6992.00000000
NS
USD
1356028.48000000
0.028093804512
Long
EC
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
4131.00000000
NS
USD
545952.96000000
0.011310894982
Long
EC
CORP
US
N
1
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP
799ESCAJ7
27050000.00000000
PA
USD
405750.00000000
0.008406210746
Long
DBT
CORP
US
N
2
2023-01-15
None
0.00000000
Y
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd
64130TBC8
9225000.00000000
PA
USD
8989956.23000000
0.186251304175
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.91000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAF0
3645000.00000000
PA
USD
3390393.47000000
0.070241187977
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
1365000.00000000
PA
USD
1261451.10000000
0.026134377800
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
415000.00000000
PA
USD
415518.75000000
0.008608596873
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
AGL CLO Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAE0
7140000.00000000
PA
USD
6934482.24000000
0.143666590575
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.85000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
22400000.00000000
PA
USD
19009748.80000000
0.393838458772
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
6250000.00000000
PA
USD
260521.44000000
0.005397407587
Long
DBT
CORP
KY
N
2
2025-02-20
None
0.00000000
Y
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AS6
1805000.00000000
PA
USD
1683198.60000000
0.034872020109
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.36000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
15605000.00000000
PA
USD
10065225.00000000
0.208528410496
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
6099000.00000000
PA
USD
4667536.52000000
0.096700667044
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
8940000.00000000
PA
USD
7124107.20000000
0.147595185464
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAK2
1895901.13000000
PA
USD
1829309.69000000
0.037899107268
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.64400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
9430000.00000000
PA
USD
4378784.10000000
0.090718378206
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
31299.00000000
NS
USD
1335215.34000000
0.027662603917
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
20700000.00000000
PA
USD
14593500.00000000
0.302343897784
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-4
26253WAG3
7980000.00000000
PA
USD
7278877.20000000
0.150801665408
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
17166000.00000000
PA
USD
14326056.96000000
0.296803090496
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
205000.00000000
PA
USD
218535.17000000
0.004527548230
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS4
52475WAA4
2470977.27000000
PA
USD
2243593.74000000
0.046482123986
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
3435000.00000000
PA
USD
2825802.41000000
0.058544154247
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
7515000.00000000
PA
USD
7322893.15000000
0.151713575086
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-STAR
055980AA4
7790000.00000000
PA
USD
7721225.99000000
0.159966119264
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
8.37900000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
13160000.00000000
PA
USD
12114964.40000000
0.250994316525
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
14719000.00000000
PA
USD
9022231.84000000
0.186919980896
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAU5
5120000.00000000
PA
USD
4830233.60000000
0.100071377930
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
7.96000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
20723000.00000000
PA
USD
20620628.38000000
0.427212194413
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
265995000.00000000
PA
11560545.13000000
0.239508018989
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
12640000.00000000
PA
USD
12316592.96000000
0.255171598516
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
6.76000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
2700000.00000000
PA
USD
2275171.28000000
0.047136338295
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
9385000.00000000
PA
USD
8118708.23000000
0.168201040958
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
3575000.00000000
PA
USD
522724.63000000
0.010829657183
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
15545000.00000000
PA
USD
14380250.46000000
0.297925855702
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
BBSG Mortgage Trust
N/A
BBSG 2016-MRP Mortgage Trust
055287AA4
505000.00000000
PA
USD
405181.80000000
0.008394438943
Long
ABS-MBS
CORP
US
N
2
2036-06-05
Fixed
3.27500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
8630000.00000000
PA
USD
7234258.71000000
0.149877272481
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797HB6
6240000.00000000
PA
USD
6144274.91000000
0.127295304440
Long
STIV
UST
US
N
2
2023-10-17
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
4310000.00000000
PA
USD
3485934.59000000
0.072220581173
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
33596000.00000000
PA
USD
33679879.81000000
0.697769975582
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
13963000.00000000
PA
USD
13715408.36000000
0.284151850020
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
1345000.00000000
PA
USD
1333249.17000000
0.027621869378
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
4435000.00000000
PA
USD
1840525.00000000
0.038131462806
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
815000.00000000
PA
USD
568231.20000000
0.011772449093
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1705000.00000000
PA
USD
1390701.32000000
0.028812146348
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81100000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
19330000.00000000
PA
USD
20093368.76000000
0.416288582623
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAB7
430000.00000000
PA
USD
401287.01000000
0.008313747814
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
3.00000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
1815000.00000000
PA
USD
1946410.12000000
0.040325159993
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
1090000.00000000
PA
USD
1098600.10000000
0.022760478044
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
2044.00000000
NS
USD
778927.52000000
0.016137594304
Long
EC
CORP
IE
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
2150000.00000000
PA
USD
1894873.48000000
0.039257438842
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-9 LLC
69360XAA4
7175524.69000000
PA
USD
6667681.24000000
0.138139084886
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
8175.00000000
NS
USD
1284946.50000000
0.026621148679
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
39236.00000000
0.000812880061
Long
DBT
CORP
KY
N
2
2030-07-13
Fixed
4.60000000
Y
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAG5
5605000.00000000
PA
USD
5194416.94000000
0.107616422678
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.30000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-3
26253AAC0
2524496.70000000
PA
USD
2469239.00000000
0.051156976998
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.47000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
14253000.00000000
PA
USD
10911526.68000000
0.226061843095
Long
DBT
CORP
FR
N
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
1995000.00000000
PA
USD
1713836.67000000
0.035506770752
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
9795000.00000000
PA
USD
9008265.60000000
0.186630632389
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
26587.00000000
NS
USD
1601069.14000000
0.033170485792
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
2019747.48000000
PA
USD
1999550.01000000
0.041426096812
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.46700000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
9370000.00000000
PA
USD
8326828.53000000
0.172512816935
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
5995000.00000000
PA
USD
5107222.03000000
0.105809943838
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBG5
615825.00000000
PA
USD
679524.71000000
0.014078195735
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
3600000.00000000
PA
USD
3606516.00000000
0.074718751832
Long
LON
CORP
US
N
2
2030-06-20
None
0.00000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
7485000.00000000
PA
USD
496386.49000000
0.010283991242
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
Y
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
2626461.54000000
PA
USD
2620709.59000000
0.054295100723
Long
LON
CORP
PA
N
2
2025-06-30
Variable
8.21700000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
700000.00000000
PA
USD
638171.17000000
0.013221445094
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.20000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
11490000.00000000
PA
USD
9579633.53000000
0.198468067345
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
11645000.00000000
PA
USD
11687853.60000000
0.242145558923
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
950000.00000000
PA
USD
664549.61000000
0.013767945959
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
164858.13000000
PA
USD
136420.10000000
0.002826312040
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
2530000.00000000
PA
USD
1828407.47000000
0.037880415336
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
551772.73000000
PA
USD
514506.94000000
0.010659405466
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89200000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAA3
8833970.09000000
PA
USD
8148860.37000000
0.168825724244
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
2.24000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
7475000.00000000
PA
8299302.07000000
0.171942531725
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.37500000
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd
67113LAU0
11920000.00000000
PA
USD
11016818.02000000
0.228243238520
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.35000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
26600000.00000000
PA
USD
21337788.50000000
0.442070109650
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
6370000.00000000
PA
USD
5754658.00000000
0.119223334370
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
14715000.00000000
PA
USD
11305596.30000000
0.234226063118
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
698900AG2
553000.00000000
PA
USD
580285.11000000
0.012022178503
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
2475000.00000000
PA
USD
2076366.85000000
0.043017565810
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
4057000.00000000
PA
USD
4182298.66000000
0.086647649882
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAH2
6400000.00000000
PA
USD
5465896.32000000
0.113240853686
Long
ABS-O
CORP
US
N
2
2027-10-12
Fixed
1.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1875000.00000000
PA
USD
873202.50000000
0.018090755980
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAB7
27210000.00000000
PA
USD
26598246.55000000
0.551054752880
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
8.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
12465000.00000000
PA
USD
10308136.80000000
0.213560986672
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-2
32058KAD1
2820000.00000000
PA
USD
2873103.42000000
0.059524122845
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
8.71000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-2 LLC
78397WAE6
4060000.00000000
PA
USD
3971194.00000000
0.082274044801
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAL9
1175000.00000000
PA
USD
957329.49000000
0.019833674544
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
3.01000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
815000.00000000
PA
USD
663206.25000000
0.013740114616
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
20335000.00000000
PA
USD
19601154.38000000
0.406091027945
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
5935000.00000000
PA
USD
4669202.55000000
0.096735183370
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAU8
12430000.00000000
PA
USD
12111555.83000000
0.250923698761
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
6.90000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
6297481.93000000
PA
USD
5427233.53000000
0.112439849223
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.95200000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
6606000.00000000
PA
USD
6208882.23000000
0.128633820146
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AY0
1250000.00000000
PA
USD
1415736.04000000
0.029330808412
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-A
64035DAJ5
3250000.00000000
PA
USD
2662461.43000000
0.055160103227
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
2.85000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
38476000.00000000
PA
USD
50264276.88000000
1.041360701080
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
2992406.14000000
PA
USD
2907910.76000000
0.060245251213
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.44400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-1
89178WBD9
905000.00000000
PA
USD
758380.95000000
0.015711916430
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
12950000.00000000
PA
USD
13684265.00000000
0.283506630925
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAG4
10265000.00000000
PA
USD
9376302.49000000
0.194255513867
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
10175000.00000000
PA
USD
13132866.09000000
0.272082908331
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
10210000.00000000
PA
USD
10690176.30000000
0.221475970160
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
10900000.00000000
PA
USD
10650955.60000000
0.220663407080
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
73585000.00000000
PA
USD
71685012.49000000
1.485149284883
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
14750000.00000000
PA
USD
13645294.33000000
0.282699247894
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
VIBRANT CLO LTD
5493000EYXFKXA2VRV24
Vibrant CLO XIV Ltd
92557EAL7
2135000.00000000
PA
USD
2002218.59000000
0.041481383678
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
9.00000000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
57985000.00000000
PA
USD
60148432.53000000
1.246137769331
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.80000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
580000.00000000
PA
USD
239154.38000000
0.004954731039
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
2400000.00000000
PA
USD
155832.00000000
0.003228482151
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
10.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
25967000.00000000
PA
USD
17068841.37000000
0.353627301913
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-2 LLC
55400KAC9
9900623.92000000
PA
USD
8741028.19000000
0.181094085285
Long
ABS-O
CORP
US
N
2
2039-05-20
Fixed
2.23000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
1982.00000000
NS
USD
779520.60000000
0.016149881564
Long
EC
CORP
US
N
1
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
10697100.00000000
PA
USD
9043392.52000000
0.187358381724
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
222380000.00000000
PA
USD
198439403.13000000
4.111209964458
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
535000.00000000
PA
USD
471950.14000000
0.009777726034
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
2700.00000000
NS
USD
2342061.00000000
0.048522140102
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
5031000.00000000
PA
USD
4508006.42000000
0.093395568729
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
184765000.00000000
PA
USD
93768237.50000000
1.942663131813
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
4150000.00000000
PA
USD
4224824.50000000
0.087528687894
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
1665125.00000000
PA
USD
1519831.19000000
0.031487421520
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
19780000.00000000
PA
USD
18362290.26000000
0.380424600641
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
6740000.00000000
PA
USD
6720049.60000000
0.139224037370
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAF5
3820000.00000000
PA
USD
3761882.52000000
0.077937590304
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
6.32000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
1455000.00000000
PA
USD
123239.79000000
0.002553246203
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
Y
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BP4
1580000.00000000
PA
USD
1640845.80000000
0.033994567090
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
20983.00000000
NS
USD
24588299.06000000
0.509413244094
Long
EP
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
3380000.00000000
PA
USD
2517593.00000000
0.052158761137
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
2735000.00000000
PA
USD
560237.40000000
0.011606835865
Long
DBT
CORP
VG
N
2
2029-08-05
Fixed
4.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4491.00000000
NS
USD
1395084.24000000
0.028902950413
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
76545000.00000000
PA
USD
75038020.31000000
1.554615927813
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
5470000.00000000
PA
USD
6556550.52000000
0.135836710880
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
23625000.00000000
PA
USD
18840228.75000000
0.390326391573
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
13265000.00000000
PA
USD
11873983.02000000
0.246001734230
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
17555000.00000000
PA
USD
15611793.69000000
0.323440610932
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
12526000.00000000
PA
USD
10830639.97000000
0.224386055711
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
6810000.00000000
PA
USD
1098929.70000000
0.022767306601
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
Y
N
N
N
N
N
Octagon Investment Partners 42, Ltd.
N/A
Octagon Investment Partners 42 Ltd
67576PAU1
10585000.00000000
PA
USD
9897493.67000000
0.205053401479
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.41000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
845000.00000000
PA
USD
743363.40000000
0.015400787187
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
6105000.00000000
PA
USD
5095998.57000000
0.105577419450
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
130858.00000000
NS
USD
7362071.08000000
0.152525252070
Long
EC
CORP
CA
N
1
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAB7
7845000.00000000
PA
USD
6264232.50000000
0.129780550976
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software Inc
USD
XXXX
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
8675000.00000000
PA
USD
7184825.85000000
0.148853136834
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
11968.00000000
NS
USD
1304751.36000000
0.027031460021
Long
EC
CORP
US
N
1
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
11095000.00000000
PA
USD
9836037.04000000
0.203780160854
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
11.97200000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
14400000.00000000
PA
USD
10023353.28000000
0.207660924352
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
7905.00000000
NS
USD
75334.65000000
0.001560761415
Long
EC
CORP
JE
N
1
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
5250000.00000000
PA
USD
1070947.50000000
0.022187579502
Long
DBT
CORP
VG
N
2
2030-01-14
Fixed
4.75000000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
735000.00000000
PA
USD
665491.05000000
0.013787450440
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
483.00000000
NC
USD
-674252.81000000
-0.01396897404
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
52400534.06000000
USD
-674252.81000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAG4
143804.05000000
PA
USD
139898.49000000
0.002898376315
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAC7
1290000.00000000
PA
USD
1207599.57000000
0.025018697430
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAC8
1195000.00000000
PA
USD
1003713.96000000
0.020794654532
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
169007.00000000
NS
USD
9557345.85000000
0.198006317659
Long
EP
US
N
2
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
292505AE4
4156000.00000000
PA
USD
4102154.03000000
0.084987236697
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
1130000.00000000
PA
USD
954597.22000000
0.019777068167
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
SHENTON AIRCRAFT INVESTMENT LTD
254900877LAQRYY3YZ51
Shenton Aircraft Investment I Ltd
82321UAA1
833095.83000000
PA
USD
700338.43000000
0.014509408345
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAJ2
7995000.00000000
PA
USD
6829592.04000000
0.141493505851
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.38900000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
1470000.00000000
PA
USD
1494545.62000000
0.030963562419
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
3425000.00000000
PA
USD
3338636.64000000
0.069168904993
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAN1
435000.00000000
PA
USD
385981.81000000
0.007996659122
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.91000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-10 LLC
69360HAA9
6415140.10000000
PA
USD
5974214.69000000
0.123772046155
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.48700000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
33623000.00000000
PA
USD
34391386.42000000
0.712510763040
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
5520000.00000000
PA
USD
5688536.64000000
0.117853451223
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
16368000.00000000
PA
USD
14516377.69000000
0.300746100147
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
13420000.00000000
PA
USD
12152865.35000000
0.251779537408
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
16770000.00000000
PA
USD
16479616.88000000
0.341419919929
Long
DBT
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAF2
11340000.00000000
PA
USD
10510591.27000000
0.217755379627
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
23166757.24000000
PA
USD
22999029.92000000
0.476487227277
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAD0
1440000.00000000
PA
USD
1321393.97000000
0.027376256785
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
2.04000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2021-2 Trust
21873BAJ4
4647000.00000000
PA
USD
3650666.47000000
0.075633448456
Long
ABS-O
CORP
US
N
2
2054-07-15
Fixed
2.47800000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
730000.00000000
PA
USD
58246.70000000
0.001206738226
Long
DBT
CORP
KY
N
2
2024-05-24
None
0.00000000
Y
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
10488000.00000000
PA
USD
9811327.87000000
0.203268243441
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAA8
8677548.00000000
PA
USD
7858030.82000000
0.162800402030
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
1.86800000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAD5
1790657.01000000
PA
USD
1718089.74000000
0.035594884622
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.72000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-E
78450MAC6
7070000.00000000
PA
USD
5687214.05000000
0.117826050187
Long
ABS-O
CORP
US
N
2
2051-02-15
Fixed
2.49000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
28741000.00000000
PA
USD
23304855.41000000
0.482823231024
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
15360000.00000000
PA
USD
13669545.06000000
0.283201667480
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
11605000.00000000
PA
USD
6907296.00000000
0.143103353944
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
31810000.00000000
PA
USD
31030655.00000000
0.642884104807
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
3510.00000000
NS
USD
1422216.90000000
0.029465076989
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAA0
14010479.92000000
PA
USD
12694645.07000000
0.263003972416
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
1.91700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAD2
3660000.00000000
PA
USD
3495167.51000000
0.072411866131
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
4.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
4710000.00000000
PA
USD
3992090.40000000
0.082706970352
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
19355000.00000000
PA
USD
15552530.25000000
0.322212808181
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
299674778.32000000
PA
USD
299674778.32000000
6.208575087877
Long
RA
CORP
US
N
2
Repurchase
N
2.30000000
2023-07-03
353525600.00000000
USD
305668339.84000000
USD
UST
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
16902335.95000000
PA
USD
14529569.13000000
0.301019396573
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
10131.00000000
NS
USD
909155.94000000
0.018835628916
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
2854000.00000000
PA
USD
2445403.69000000
0.050663163962
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
11335.00000000
NS
USD
13057920.00000000
0.270530196988
Long
EP
CORP
US
N
1
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
5935000.00000000
PA
USD
5492277.37000000
0.113787408624
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
9700921.46000000
PA
USD
8353754.50000000
0.173070661367
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBU4
4970000.00000000
PA
USD
4134704.53000000
0.085661608509
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
3.67100000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
4909000.00000000
PA
USD
3996273.80000000
0.082793640819
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-2
35105UAF0
5260000.00000000
PA
USD
4849893.05000000
0.100478676710
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.92000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAJ9
5272000.00000000
PA
USD
4515185.42000000
0.093544301168
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.25800000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
6155000.00000000
PA
USD
5312165.08000000
0.110055894470
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
2030000.00000000
PA
USD
2353426.93000000
0.048757616141
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
990000.00000000
PA
USD
111196.80000000
0.002303743031
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAH0
7750000.00000000
PA
USD
6437974.60000000
0.133380089382
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.58400000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
1065547.59000000
PA
USD
1044824.82000000
0.021646377399
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
6921000.00000000
PA
USD
5767248.54000000
0.119484181524
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAE1
863000.00000000
PA
USD
687981.79000000
0.014253407064
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
4.38000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
3490000.00000000
PA
USD
3553936.80000000
0.073629431225
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2022-1
74113RAL3
8375000.00000000
PA
USD
8443665.79000000
0.174933417380
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
8.08000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAU2
1470000.00000000
PA
USD
1390258.38000000
0.028802969646
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.25000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1585000.00000000
PA
USD
66068.24000000
0.001368782622
Long
DBT
CORP
KY
N
2
2026-08-12
None
0.00000000
Y
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
5896000.00000000
PA
USD
4444915.98000000
0.092088479303
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
5930000.00000000
PA
USD
964573.80000000
0.019983760057
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
Y
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1305000.00000000
PA
USD
80762.04000000
0.001673204506
Long
DBT
CORP
KY
N
2
2026-06-01
Fixed
11.65000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
28145000.00000000
PA
USD
20561346.64000000
0.425984012528
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018XAJ8
3955000.00000000
PA
USD
3690635.94000000
0.076461524336
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
8.26000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
9470000.00000000
PA
USD
9317012.15000000
0.193027153810
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82400000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
012873AH8
2285000.00000000
PA
USD
2507702.00000000
0.051953842269
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
8621000.00000000
PA
USD
8144431.12000000
0.168733960328
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAR4
12090000.00000000
PA
USD
11545950.00000000
0.239205641321
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.87500000
N
N
N
N
Y
PPL Corp.
PPL Corp.
USD
XXXX
N
N
N
HOVNANIAN ENTERPRISES
549300805N4EF0ROBT53
Hovnanian Enterprises Inc
442487112
52867.00000000
NS
USD
945526.30000000
0.019589139479
Long
EP
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP23
000000000
-2975.00000000
NC
USD
1567018.20000000
0.032465028299
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-353918580.70000000
USD
1567018.20000000
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
6031055.55000000
PA
USD
5811660.83000000
0.120404302459
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.99400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAQ1
15835000.00000000
PA
USD
15153667.46000000
0.313949284653
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
8.49200000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
10574000.00000000
PA
USD
8948247.50000000
0.185387194812
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
3695000.00000000
PA
USD
3325570.69000000
0.068898208433
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
2107.00000000
NC
USD
1034354.98000000
0.021429466292
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
266357113.77000000
USD
1034354.98000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
54380000.00000000
PA
USD
51696751.04000000
1.071038285005
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-TMSQ
36197QAG4
2141177.30000000
PA
USD
1981221.51000000
0.041046372269
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Variable
3.84500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
4137.00000000
NS
USD
199982.58000000
0.004143181055
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
7740000.00000000
PA
USD
5239131.70000000
0.108542810099
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
2329000.00000000
PA
USD
2192730.21000000
0.045428348133
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
3745000.00000000
PA
USD
3267512.50000000
0.067695375702
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
16509.00000000
NS
USD
1635381.54000000
0.033881360137
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
7856.00000000
NS
USD
710103.84000000
0.014711725276
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1465000.00000000
PA
USD
106389.94000000
0.002204155901
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
Y
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
9076751.00000000
PA
USD
7086709.65000000
0.146820393877
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
25209000.00000000
PA
USD
19062952.02000000
0.394940707644
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-C LLC
19424WAE7
2157000.00000000
PA
USD
1808131.35000000
0.037460340567
Long
ABS-O
CORP
US
N
2
2055-07-26
Fixed
4.11000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-3FP
30322MAD1
3495000.00000000
PA
USD
3245905.41000000
0.067247726282
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
2.37000000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
170945.00000000
NS
USD
7017292.25000000
0.145382224329
Long
EP
CORP
JE
N
1
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAA1
14758676.39000000
PA
USD
12817024.92000000
0.265539402632
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAE6
2015000.00000000
PA
USD
1773965.50000000
0.036752502402
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.79400000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
30275000.00000000
PA
USD
26156907.01000000
0.541911208372
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
17869000.00000000
PA
USD
20486808.50000000
0.424439752975
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
27688000.00000000
PA
USD
27834881.24000000
0.576674991500
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
15105000.00000000
PA
USD
13164460.65000000
0.272737475256
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAD5
2167891.74000000
PA
USD
1930005.73000000
0.039985298602
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
HIGHWOODS PROPERTIES
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284207
2318.00000000
NS
USD
2218754.64000000
0.045967514721
Long
EP
US
N
3
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
2578.00000000
NC
USD
5831930.98000000
0.120824253544
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
345340006.52000000
USD
5831930.98000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
3965000.00000000
PA
USD
4155641.17000000
0.086095367741
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-4
22535BAE3
8080000.00000000
PA
USD
7332825.43000000
0.151919349181
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
1.94000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
13719.00000000
NS
USD
1171602.60000000
0.024272922653
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
828000.00000000
PA
USD
811765.98000000
0.016817931989
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
18931.00000000
NS
USD
3922124.58000000
0.081257438798
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
7370000.00000000
PA
USD
7255051.22000000
0.150308045669
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
11015000.00000000
PA
USD
8338363.37000000
0.172751792402
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
14700000.00000000
PA
USD
12781521.96000000
0.264803862610
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
15295000.00000000
PA
USD
14022033.86000000
0.290504428142
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
14421.00000000
NS
USD
1716675.84000000
0.035565591852
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
3675000.00000000
PA
USD
286429.50000000
0.005934163255
Long
DBT
CORP
KY
N
2
2025-07-14
Fixed
7.50000000
Y
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
17675000.00000000
PA
USD
17445966.11000000
0.361440462830
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
245000.00000000
PA
USD
209415.23000000
0.004338603960
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
4085000.00000000
PA
USD
3933861.13000000
0.081500593235
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
8.10000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
19996233.78000000
PA
USD
19470532.79000000
0.403384847751
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
24940000.00000000
PA
USD
15759057.77000000
0.326491585403
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAD9
16820000.00000000
PA
USD
15471552.37000000
0.320535131964
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
2.48000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
15580000.00000000
PA
USD
14793145.03000000
0.306480085576
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
840000.00000000
PA
USD
702459.91000000
0.014553360552
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
6195000.00000000
PA
USD
609526.05000000
0.012627983811
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
Y
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
69872.00000000
NS
USD
9178385.92000000
0.190155135808
Long
EC
CORP
US
N
1
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2018-3A Ltd
33835NAG6
9977000.00000000
PA
USD
9447640.33000000
0.195733470533
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
8.35000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
190237.26000000
PA
USD
182261.45000000
0.003776039826
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
202437.50000000
PA
USD
178648.46000000
0.003701186948
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
9560000.00000000
PA
USD
2267536.40000000
0.046978161067
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-1 LLC
00141YAG0
10050000.00000000
PA
USD
9304028.70000000
0.192758166461
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
8.22300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAF6
925000.00000000
PA
USD
788297.03000000
0.016331709093
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.35900000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
18565000.00000000
PA
USD
15201207.65000000
0.314934208512
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-3
33846QAG6
6565000.00000000
PA
USD
5793175.93000000
0.120021337665
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.65000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
2215000.00000000
PA
USD
2186132.97000000
0.045291668429
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
5325000.00000000
PA
USD
3716317.50000000
0.076993587443
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAW5
2245000.00000000
PA
USD
2125312.32000000
0.044031603853
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
8.26000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
9180.00000000
NS
USD
1780644.60000000
0.036890878057
Long
EC
CORP
US
N
1
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
13235000.00000000
PA
USD
12066332.29000000
0.249986770584
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
12778000.00000000
PA
USD
13800240.00000000
0.285909367318
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
9245000.00000000
PA
USD
8747711.45000000
0.181232547126
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
5300000.00000000
PA
USD
4596478.00000000
0.095228497248
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
22260000.00000000
PA
USD
18794563.87000000
0.389380319841
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAX7
1805882.20000000
PA
USD
1488949.87000000
0.030847631294
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.74400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FL6
100445000.00000000
PA
USD
98363043.34000000
2.037856985736
Long
STIV
UST
US
N
2
2023-11-24
None
0.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAC1
1733000.00000000
PA
USD
1631656.41000000
0.033804183975
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAF9
1145000.00000000
PA
USD
987749.71000000
0.020463911834
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.55900000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AJ3
2915000.00000000
PA
USD
2872782.06000000
0.059517465001
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.31000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
440000.00000000
PA
USD
29036.72000000
0.000601574338
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
Y
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FV4
25015000.00000000
PA
USD
24392376.65000000
0.505354180462
Long
STIV
UST
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
24005000.00000000
PA
USD
1562485.45000000
0.032371120100
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
7193200.00000000
PA
USD
6000071.11000000
0.124307731961
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
7157000.00000000
PA
USD
7148094.40000000
0.148092145313
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBZ1
4380000.00000000
PA
USD
4416476.20000000
0.091499272195
Long
ABS-O
CORP
US
N
2
2029-09-25
Fixed
9.40000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAJ2
2715000.00000000
PA
USD
2216860.49000000
0.045928272271
Long
ABS-O
CORP
US
N
2
2053-04-15
Fixed
2.80000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
19614000.00000000
PA
USD
16484939.35000000
0.341530189318
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
2815000.00000000
PA
USD
310973.05000000
0.006442649401
Long
DBT
CORP
KY
N
2
2025-07-16
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1955000.00000000
PA
USD
1794213.76000000
0.037171999976
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CB7
39785000.00000000
PA
USD
39424272.19000000
0.816780629817
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
2488059.22000000
PA
USD
2371025.89000000
0.049122226287
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.19400000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AA4
10862349.86000000
PA
USD
10004846.63000000
0.207277508949
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2017-2 Ltd
05683HAU9
5225000.00000000
PA
USD
4913485.50000000
0.101796166634
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
8.35500000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
12090742.26000000
PA
USD
9582070.42000000
0.198518554125
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAJ6
5280000.00000000
PA
USD
4231931.62000000
0.087675931143
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.59100000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
2300000.00000000
PA
USD
2223786.23000000
0.046071757742
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
2970000.00000000
PA
USD
2897264.70000000
0.060024689232
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
7.07900000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAD7
3305000.00000000
PA
USD
3352525.90000000
0.069456658651
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
775000.00000000
PA
USD
664903.50000000
0.013775277749
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAE9
3535000.00000000
PA
USD
3017794.50000000
0.062521790649
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.20900000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
945000.00000000
PA
USD
831906.09000000
0.017235188943
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
3884912.14000000
PA
USD
3653141.00000000
0.075684715050
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
2632529.27000000
PA
USD
2092966.07000000
0.043361463633
Long
ABS-O
CORP
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
10345000.00000000
PA
USD
10945113.45000000
0.226757684048
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
1940000.00000000
PA
USD
1649286.27000000
0.034169434298
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
2425370.42000000
PA
USD
2278660.01000000
0.047208616791
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
10145000.00000000
PA
USD
9967383.37000000
0.206501356000
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAB4
2565000.00000000
PA
USD
1710632.61000000
0.035440389967
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
2.03000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
4695000.00000000
PA
USD
4825193.48000000
0.099966958187
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAG6
12980000.00000000
PA
USD
12227069.14000000
0.253316869994
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.82000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300KPFGDIQ0PMP224
Rockford Tower CLO 2018-1 Ltd
77342JAA1
11585000.00000000
PA
USD
11454576.07000000
0.237312582757
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
6.47900000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
5560000.00000000
PA
USD
2363000.00000000
0.048955948227
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
14575000.00000000
PA
USD
12298676.50000000
0.254800410497
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-D
64034YAD3
2120000.00000000
PA
USD
1722851.92000000
0.035693546085
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
3.50000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAS7
8760000.00000000
PA
USD
8436791.04000000
0.174790988304
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.75000000
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
000000000
80000.00000000
PA
USD
2400.00000000
0.000049722503
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
16.80500000
N
Y
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
47298000.00000000
PA
USD
37427413.96000000
0.775410300521
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
3680000.00000000
PA
USD
332156.80000000
0.006881528186
Long
DBT
CORP
KY
N
2
2024-07-16
Fixed
7.25000000
Y
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1939.00000000
NS
USD
223741.21000000
0.004635405456
Long
EC
CORP
US
N
1
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1735000.00000000
PA
USD
118084.10000000
0.002446432114
Long
DBT
CORP
KY
N
2
2025-11-11
None
0.00000000
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
17805000.00000000
PA
USD
12096717.00000000
0.250616272187
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAY0
9720000.00000000
PA
USD
9308200.54000000
0.192844597431
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
8.15000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REN0
13000000.00000000
PA
USD
12533326.00000000
0.259661810740
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
3.04000000
N
N
N
N
N
N
CINC BELL TEL
N/A
Cincinnati Bell Telephone Co LLC
171875AD9
3825000.00000000
PA
USD
3133669.50000000
0.064922455271
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
13137000.00000000
PA
USD
13567919.87000000
0.281096226287
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
13095000.00000000
PA
USD
13180719.87000000
0.273074329057
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
2635000.00000000
PA
USD
2137512.00000000
0.044284353283
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
IQOR US Inc.
549300LKMK4MMQCMDH78
IQOR US Inc.
942AEX002
17622.00000000
NS
USD
11753.87000000
0.000243513267
Long
EC
CORP
US
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AF0
2174127.79000000
PA
USD
2042573.49000000
0.042317444785
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
4.93400000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
3495000.00000000
PA
USD
2862649.65000000
0.059307544672
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
7780000.00000000
PA
USD
6609110.00000000
0.136925622933
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
5473.00000000
NS
USD
795993.12000000
0.016491154453
Long
EC
CORP
US
N
1
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAG9
7810000.00000000
PA
USD
7728986.09000000
0.160126890764
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.15600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
10545000.00000000
PA
USD
9565377.94000000
0.198172724169
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
2757000.00000000
PA
USD
2767211.93000000
0.057330293686
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
2006877.00000000
NS
USD
6060768.54000000
0.125565243701
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
19906000.00000000
PA
USD
20258196.26000000
0.419703430933
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance 2021-3 Trust
21873NAL3
2280000.00000000
PA
USD
1844929.49000000
0.038222713752
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
3.46900000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
6775000.00000000
PA
USD
5413012.33000000
0.112145218529
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
3015000.00000000
PA
USD
1259908.20000000
0.026102412446
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
15970482.53000000
PA
USD
14722951.48000000
0.305025835978
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
1745000.00000000
PA
USD
1495843.67000000
0.030990455042
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
17495000.00000000
PA
USD
13411036.83000000
0.277845968993
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
21215.00000000
NS
USD
1356699.25000000
0.028107701330
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
910000.00000000
PA
USD
700700.00000000
0.014516899248
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
13985000.00000000
PA
USD
13896665.99000000
0.287907092995
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
6270000.00000000
PA
7067414.84000000
0.146420649603
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
7418407.03000000
PA
USD
6860762.41000000
0.142139284531
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
10470000.00000000
PA
USD
10401357.00000000
0.215492295722
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAE2
1635000.00000000
PA
USD
1411790.78000000
0.029249071660
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.40900000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1380000.00000000
PA
USD
1328070.60000000
0.027514581268
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FU6
6240000.00000000
PA
USD
6091518.01000000
0.126202302296
Long
STIV
UST
US
N
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
19755000.00000000
PA
USD
15974084.03000000
0.330946437055
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
13857.00000000
NS
USD
817424.43000000
0.016935162113
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
22550000.00000000
PA
USD
17239926.00000000
0.357171783626
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03200000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1120000.00000000
PA
USD
74275.60000000
0.001538820325
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
Y
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AB9
13505000.00000000
PA
USD
12064844.36000000
0.249955944082
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
2.70000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
2679939.94000000
PA
USD
2465276.75000000
0.051074888252
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
3701.00000000
NC
USD
-4865123.64000000
-0.10079421965
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
420360201.77000000
USD
-4865123.64000000
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAB3
2410000.00000000
PA
USD
1964673.69000000
0.040703539336
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
2023-08-17
LOOMIS SAYLES FUNDS I
John Sgroi
John Sgroi
Assistant Treasurer