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 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 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 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 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 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 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 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 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 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 17275R102 10887.00000000 NS USD 563293.38000000 0.011670148772 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A 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 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 09247X101 1218.00000000 NS USD 841808.52000000 0.017440344614 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 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 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 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 911312106 11012.00000000 NS USD 1973901.00000000 0.040894708067 Long EC CORP US N 1 N N N Progress Residential Trust N/A 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 000000000 3810.00000000 NS USD 1175689.80000000 0.024357600076 Long EC CORP IE N 1 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 91324P102 3053.00000000 NS USD 1467393.92000000 0.030401041378 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 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 USD XXXX N N N HPEFS Equipment Trust N/A 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 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 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 USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 45174J509 705779.00000000 NS USD 2569035.56000000 0.053224533165 Long EC CORP US N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 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 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 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 00287Y109 14280.00000000 NS USD 1923944.40000000 0.039859721726 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 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 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 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 USD XXXX N N N Vericrest Opportunity Loan Transferee N/A 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 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 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 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 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 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 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 07134L107 93585.00000000 NS USD 534370.35000000 0.011070929830 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 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 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 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 883556102 1999.00000000 NS USD 1042978.25000000 0.021608120698 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 1443.00000000 NS USD 776882.34000000 0.016095222859 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 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 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 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 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 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 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 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 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 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 26875P101 42286.00000000 NS USD 4839209.84000000 0.100257345066 Long EC CORP US N 1 N N N Flagship Credit Auto Trust N/A 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 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 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 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 969457100 32678.00000000 NS USD 1066283.14000000 0.022090944645 Long EC CORP US N 1 N N N Signal Peak CLO, LLC N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 20030N101 46060.00000000 NS USD 1913793.00000000 0.039649407967 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 595017104 19735.00000000 NS USD 1768058.65000000 0.036630125998 Long EC CORP US N 1 N N N OneMain Financial Issuance Trust N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 036752103 3279.00000000 NS USD 1456826.91000000 0.030182117132 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 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 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 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 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 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 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 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 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 742718109 11194.00000000 NS USD 1698577.56000000 0.035190636939 Long EC CORP US N 1 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 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 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 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 539830109 3464.00000000 NS USD 1594756.32000000 0.033039698619 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 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 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 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 USD XXXX N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 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 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 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 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 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 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 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 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 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 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 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 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 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 594918104 7003.00000000 NS USD 2384801.62000000 0.049407627864 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 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 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 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 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 03027X100 6992.00000000 NS USD 1356028.48000000 0.028093804512 Long EC US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 4131.00000000 NS USD 545952.96000000 0.011310894982 Long EC CORP US N 1 N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 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 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 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 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 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 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 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 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 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 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 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 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 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 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 651639106 31299.00000000 NS USD 1335215.34000000 0.027662603917 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 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 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 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 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 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 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 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 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 000000000 2044.00000000 NS USD 778927.52000000 0.016137594304 Long EC CORP IE N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 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 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 931142103 8175.00000000 NS USD 1284946.50000000 0.026621148679 Long EC CORP US N 1 N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 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 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 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 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 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 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 USD XXXX N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 26587.00000000 NS USD 1601069.14000000 0.033170485792 Long EC CORP US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 57636Q104 1982.00000000 NS USD 779520.60000000 0.016149881564 Long EC CORP US N 1 N N N DB Master Finance LLC 549300F17UZJL70BPB08 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 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 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 11135F101 2700.00000000 NS USD 2342061.00000000 0.048522140102 Long EC CORP US N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 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 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 USD XXXX N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 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 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 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 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 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 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 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 060505682 20983.00000000 NS USD 24588299.06000000 0.509413244094 Long EP CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 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 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 437076102 4491.00000000 NS USD 1395084.24000000 0.028902950413 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 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 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 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 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 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 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 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 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 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 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 136385101 130858.00000000 NS USD 7362071.08000000 0.152525252070 Long EC CORP CA N 1 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 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 USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 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 002824100 11968.00000000 NS USD 1304751.36000000 0.027031460021 Long EC CORP US N 1 N N N BPR Trust N/A 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 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 000000000 7905.00000000 NS USD 75334.65000000 0.001560761415 Long EC CORP JE N 1 N N N SINO OCEAN LAND IV 213800EAGXDYG9QWS896 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 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 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 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 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 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 74340W202 169007.00000000 NS USD 9557345.85000000 0.198006317659 Long EP US N 2 N N N Ovintiv Inc 2549003MEX7YMKLGI239 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 244199105 3510.00000000 NS USD 1422216.90000000 0.029465076989 Long EC CORP US N 1 N N N VCAT Asset Securitization, LLC N/A 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 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 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 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 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 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 26441C204 10131.00000000 NS USD 909155.94000000 0.018835628916 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 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 949746804 11335.00000000 NS USD 13057920.00000000 0.270530196988 Long EP CORP US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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. USD XXXX N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 52867.00000000 NS USD 945526.30000000 0.019589139479 Long EP CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 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 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 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 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 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 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 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 25179M103 4137.00000000 NS USD 199982.58000000 0.004143181055 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 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 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 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 855244109 16509.00000000 NS USD 1635381.54000000 0.033881360137 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 7856.00000000 NS USD 710103.84000000 0.014711725276 Long EC CORP US N 1 N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 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 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 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 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 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 000000000 170945.00000000 NS USD 7017292.25000000 0.145382224329 Long EP CORP JE N 1 N N N Navigator Aircraft ABS LLC N/A 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 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 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 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 USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 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 USD XXXX N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 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 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 431284207 2318.00000000 NS USD 2218754.64000000 0.045967514721 Long EP US N 3 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 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 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 617446448 13719.00000000 NS USD 1171602.60000000 0.024272922653 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 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 723787107 18931.00000000 NS USD 3922124.58000000 0.081257438798 Long EC CORP US N 1 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 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 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 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 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 747525103 14421.00000000 NS USD 1716675.84000000 0.035565591852 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 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 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 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 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 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 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 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 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 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 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 25278X109 69872.00000000 NS USD 9178385.92000000 0.190155135808 Long EC CORP US N 1 N N N 522 Funding CLO LTD N/A 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 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 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 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 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 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 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 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 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 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 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 037833100 9180.00000000 NS USD 1780644.60000000 0.036890878057 Long EC CORP US N 1 N N N CoreVest American Finance Ltd N/A 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 58933Y105 1939.00000000 NS USD 223741.21000000 0.004635405456 Long EC CORP US N 1 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 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 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 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 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 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 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 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 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 942AEX002 17622.00000000 NS USD 11753.87000000 0.000243513267 Long EC CORP US N 2 N N N COMM Mortgage Trust N/A 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 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 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 USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 5473.00000000 NS USD 795993.12000000 0.016491154453 Long EC CORP US N 1 N N N Aimco N/A 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 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 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 02156K103 2006877.00000000 NS USD 6060768.54000000 0.125565243701 Long EC CORP US N 1 N N N ArcelorMittal 2EULGUTUI56JI9SAL165 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 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 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 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 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 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 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 110122108 21215.00000000 NS USD 1356699.25000000 0.028107701330 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 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 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 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 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 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 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 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 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 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 311900104 13857.00000000 NS USD 817424.43000000 0.016935162113 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 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 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 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 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 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 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