NPORT-P false 0000872649 XXXXXXXX S000069661 C000222162 C000222164 C000222163 C000222165 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Credit Income Fund S000069661 5493006WUKEE1JIZ4126 2023-09-30 2023-06-30 N 21110343.30 123943.43 20986399.87 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 42519.16000000 USD N Fund's Securities Portfolio N/A AMER AIRLINE 16-3 A PTT N/A 023771S25 66192.77000000 PA USD 56002.82000000 0.266852915921 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 10000.00000000 PA USD 9968.62000000 0.047500381493 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 25000.00000000 PA USD 22186.26000000 0.105717322348 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Hercules LLC N/A 427056AU0 60000.00000000 PA USD 55583.40000000 0.264854383526 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 40000.00000000 PA USD 34950.00000000 0.166536424620 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 5000.00000000 PA USD 4378.80000000 0.020864941233 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAZ1 250000.00000000 PA USD 227634.25000000 1.084675082005 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 60000.00000000 PA USD 50173.46000000 0.239076069791 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 30000.00000000 PA USD 24788.44000000 0.118116685822 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 75000.00000000 PA USD 66036.71000000 0.314664308357 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 30000.00000000 PA USD 26134.19000000 0.124529172044 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N CVS PASS-THROUGH TR 2014 N/A 12665VAA0 84397.66000000 PA USD 72813.48000000 0.346955554316 Long DBT CORP US N 2 2036-08-11 Fixed 4.16300000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 5000.00000000 PA USD 4994.45000000 0.023798507752 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 10000.00000000 PA USD 7436.98000000 0.035437140462 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 20000.00000000 PA USD 20937.88000000 0.099768803271 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 60000.00000000 PA USD 47304.04000000 0.225403310205 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 35000.00000000 PA USD 31315.77000000 0.149219352504 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 70000.00000000 PA USD 57036.82000000 0.271779916294 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 10000.00000000 PA USD 9897.93000000 0.047163544301 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 250000.00000000 PA USD 255857.50000000 1.219158605501 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 150000.00000000 PA USD 124576.54000000 0.593606053309 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 60000.00000000 PA USD 55952.38000000 0.266612569790 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 20000.00000000 PA USD 16815.97000000 0.080127940495 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 20000.00000000 PA USD 16148.27000000 0.076946356211 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 60000.00000000 PA USD 45367.33000000 0.216174905086 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 25000.00000000 PA USD 23281.12000000 0.110934320055 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 25000.00000000 PA USD 20337.83000000 0.096909570607 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 65000.00000000 PA USD 59586.15000000 0.283927450010 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 MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 25000.00000000 PA USD 20958.73000000 0.099868153327 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 25000.00000000 PA USD 20133.97000000 0.095938179605 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 10000.00000000 PA USD 12390.00000000 0.059038234650 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 90000.00000000 PA USD 55371.09000000 0.263842728352 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAF3 20000.00000000 PA USD 16960.20000000 0.080815195102 Long DBT CORP XX N 2 2029-02-02 Fixed 3.00000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 10000.00000000 PA USD 9782.44000000 0.046613235526 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 20000.00000000 PA USD 15340.90000000 0.073099245678 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 10275.00000000 PA USD 9853.62000000 0.046952407564 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 60000.00000000 PA USD 46934.40000000 0.223641979047 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 5000.00000000 PA USD 4833.45000000 0.023031344251 Long DBT CORP XX N 2 2027-06-01 Fixed 4.40000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AD9 5000.00000000 PA USD 2161.91000000 0.010301481022 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 20000.00000000 PA USD 20877.06000000 0.099478996537 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 200000.00000000 PA USD 149598.44000000 0.712835173858 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 45000.00000000 PA USD 41603.38000000 0.198239718378 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 15000.00000000 PA USD 14613.80000000 0.069634620947 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 75000.00000000 PA USD 72521.39000000 0.345563748185 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAP6 25000.00000000 PA USD 25072.75000000 0.119471420326 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 10000.00000000 PA USD 7940.25000000 0.037835217327 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 140000.00000000 PA USD 111300.00000000 0.530343463812 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 ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAF0 50000.00000000 PA USD 49971.23000000 0.238112445724 Long DBT CORP US N 2 2028-03-03 Fixed 4.87500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AQ1 135000.00000000 PA USD 126071.10000000 0.600727617795 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 15000.00000000 PA USD 13711.80000000 0.065336599344 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 30000.00000000 PA USD 23571.00000000 0.112315595557 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 55000.00000000 PA USD 56039.50000000 0.267027695779 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AU4 200000.00000000 PA USD 190604.99000000 0.908231002843 Long DBT CORP GB N 2 2028-03-15 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 30000.00000000 PA USD 27601.48000000 0.131520795233 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 25000.00000000 PA USD 22562.50000000 0.107510102446 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 50000.00000000 PA USD 50107.67000000 0.238762581054 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 200000.00000000 PA USD 160438.87000000 0.764489721885 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 20000.00000000 PA USD 17383.28000000 0.082831167364 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CB5 125000.00000000 PA USD 108958.32000000 0.519185380412 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 60000.00000000 PA USD 54063.29000000 0.257611073528 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 30000.00000000 PA USD 24660.15000000 0.117505385167 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 55000.00000000 PA USD 66473.39000000 0.316745084491 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 30000.00000000 PA USD 28066.91000000 0.133738564850 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEA5 230000.00000000 PA USD 224088.28000000 1.067778567968 Long DBT UST US N 2 2024-02-29 Fixed 1.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 35000.00000000 PA USD 33117.58000000 0.157804960379 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBF0 50000.00000000 PA USD 51332.87000000 0.244600647647 Long DBT CORP LU N 2 2032-11-29 Fixed 6.80000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 30000.00000000 PA USD 27705.58000000 0.132016830764 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N DISH DBS CORP N/A 25470XBF1 45000.00000000 PA USD 33470.26000000 0.159485477296 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 20000.00000000 PA USD 16093.21000000 0.076683995824 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 255000.00000000 PA USD 168847.85000000 0.804558433299 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 30000.00000000 PA USD 26785.03000000 0.127630418584 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 35000.00000000 PA USD 31173.40000000 0.148540960779 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 260000.00000000 PA USD 218895.14000000 1.043033304215 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAB6 5000.00000000 PA USD 3791.85000000 0.018068129948 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 5000.00000000 PA USD 4388.78000000 0.020912495841 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 15000.00000000 PA USD 12124.29000000 0.057772128974 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 15000.00000000 PA USD 14882.63000000 0.070915593394 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 15000.00000000 PA USD 15298.70000000 0.072898163071 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 90000.00000000 PA USD 68822.95000000 0.327940716017 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 15000.00000000 PA USD 14896.78000000 0.070983018012 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 35000.00000000 PA USD 27503.00000000 0.131051538950 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 55000.00000000 PA USD 54114.27000000 0.257853992753 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVY2 35000.00000000 PA USD 32983.41000000 0.157165641578 Long DBT CORP US N 2 2025-01-10 Fixed 1.25000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 50000.00000000 PA USD 50661.51000000 0.241401623498 Long DBT CORP US N 2 2033-03-15 Fixed 6.10000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 15000.00000000 PA USD 13584.53000000 0.064730158979 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 135000.00000000 PA USD 132852.65000000 0.633041640409 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 75000.00000000 PA USD 44752.17000000 0.213243673413 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEB8 90000.00000000 PA USD 90721.28000000 0.432286054597 Long DBT CORP US N 2 2028-01-09 Fixed 6.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 35000.00000000 PA USD 28750.58000000 0.136996246035 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 25000.00000000 PA USD 24308.25000000 0.115828584943 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SIRIUSPOINT LTD 549300OGXFI85N3YZZ51 82968FAA2 65000.00000000 PA USD 53995.50000000 0.257288054809 Long DBT CORP BM N 2 2026-11-01 Fixed 4.60000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 325000.00000000 PA USD 299129.38000000 1.425348710845 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BJ0 50000.00000000 PA USD 52081.70000000 0.248168815626 Long DBT CORP PA N 2 2027-08-01 Fixed 9.87500000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 30000.00000000 PA USD 28575.53000000 0.136162134415 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 10000.00000000 PA USD 7906.00000000 0.037672016396 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAE5 35000.00000000 PA USD 35545.15000000 0.169372308829 Long DBT CORP SG N 2 2028-01-15 Fixed 6.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 30000.00000000 PA USD 26192.45000000 0.124806780401 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 30000.00000000 PA USD 25802.78000000 0.122950006479 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 10000.00000000 PA USD 9938.36000000 0.047356192875 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 40000.00000000 PA USD 34735.20000000 0.165512904619 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 10000.00000000 PA USD 9215.36000000 0.043911104606 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 250000.00000000 PA USD 222577.50000000 1.060579715333 Long DBT CORP FR N 2 2033-01-10 Fixed 4.00000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 45000.00000000 PA USD 38287.16000000 0.182437960951 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N PULTEGROUP INC N/A 745867AT8 60000.00000000 PA USD 60663.41000000 0.289060583881 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 10000.00000000 PA USD 8575.50000000 0.040862177663 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 195000.00000000 PA USD 169718.26000000 0.808705928845 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAF7 60000.00000000 PA USD 52293.72000000 0.249179088952 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 5000.00000000 PA USD 4389.22000000 0.020914592436 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 10000.00000000 PA USD 9194.10000000 0.043809800904 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 55000.00000000 PA USD 51501.88000000 0.245405978724 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 5000.00000000 PA USD 4602.18000000 0.021929344854 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 20000.00000000 PA USD 19902.25000000 0.094834035962 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 140000.00000000 PA USD 123900.00000000 0.590382346507 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 30000.00000000 PA USD 22200.00000000 0.105782793320 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 55000.00000000 PA USD 42228.03000000 0.201216169812 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 15000.00000000 PA USD 11697.90000000 0.055740384594 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 10000.00000000 PA USD 8978.48000000 0.042782373611 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 60000.00000000 PA USD 49666.97000000 0.236662649657 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 60000.00000000 PA USD 48606.09000000 0.231607566333 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 45000.00000000 PA USD 36849.86000000 0.175589239832 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 15000.00000000 PA USD 15870.00000000 0.075620402252 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -16391.13000000 -0.07810358185 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 1439797.38000000 USD -16391.13000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 200000.00000000 PA USD 88987.42000000 0.424024227839 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 15000.00000000 PA USD 14756.25000000 0.070313393871 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 70000.00000000 PA USD 59711.59000000 0.284525170443 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 30000.00000000 PA USD 29721.19000000 0.141621193649 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAD3 15000.00000000 PA USD 14964.48000000 0.071305607882 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 265000.00000000 PA USD 249882.11000000 1.190685927781 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 165000.00000000 PA USD 152689.14000000 0.727562330584 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 5000.00000000 PA USD 4620.70000000 0.022017592481 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 5000.00000000 PA USD 5006.25000000 0.023854734642 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 50000.00000000 PA USD 32250.00000000 0.153670949756 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 35000.00000000 PA USD 27890.80000000 0.132899402340 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N DISH DBS CORP N/A 25470XBD6 175000.00000000 PA USD 81260.57000000 0.387205859525 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 65000.00000000 PA USD 45825.00000000 0.218355698375 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N OVINTIV EXPLORATION INC T8W3X1PFLPW2YE0UIP44 651290AR9 45000.00000000 PA USD 44694.54000000 0.212969066999 Long DBT CORP US N 2 2026-01-01 Fixed 5.37500000 N N N N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 427096AJ1 75000.00000000 PA USD 64969.46000000 0.309578872043 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 40000.00000000 PA USD 33382.40000000 0.159066825214 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 15000.00000000 PA USD 12339.75000000 0.058798793868 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 215000.00000000 PA USD 205288.09000000 0.978195837645 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 30000.00000000 PA USD 29233.11000000 0.139295496993 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 20000.00000000 PA USD 18342.62000000 0.087402413532 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 40000.00000000 PA USD 36823.60000000 0.175464111177 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 35000.00000000 PA USD 30409.40000000 0.144900507892 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 270000.00000000 PA USD 260602.63000000 1.241769105774 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 30000.00000000 PA USD 28379.70000000 0.135229006288 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 45000.00000000 PA USD 23908.05000000 0.113921635669 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N EXPEDIA GROUP INC N/A 30212PBH7 10000.00000000 PA USD 8426.56000000 0.040152479949 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 25000.00000000 PA USD 20956.72000000 0.099858575695 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797HB6 325000.00000000 PA USD 320014.32000000 1.524865255509 Long STIV UST US N 2 2023-10-17 None 0.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 40000.00000000 PA USD 39116.05000000 0.186387614084 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Aimco N/A 00144GAJ0 250000.00000000 PA USD 231647.25000000 1.103796989645 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.15000000 N N N N N N Fillmore Park CLO, Ltd. N/A 31722PAW6 250000.00000000 PA USD 232653.00000000 1.108589379031 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 8.16000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 5000.00000000 PA USD 4044.01000000 0.019269670000 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAB4 200000.00000000 PA USD 158074.00000000 0.753221138352 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 55000.00000000 PA USD 46551.37000000 0.221816844663 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 5000.00000000 PA USD 4956.32000000 0.023616818657 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 5000.00000000 PA USD 5039.45000000 0.024012932333 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 5000.00000000 PA USD 4406.68000000 0.020997789174 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 40000.00000000 PA USD 36787.20000000 0.175290665516 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 TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 50000.00000000 PA USD 44433.45000000 0.211724975580 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 20000.00000000 PA USD 17038.27000000 0.081187197926 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 45000.00000000 PA USD 40650.23000000 0.193697967501 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 13263.50000000 0.063200454018 Long DBT CORP KY N 2 2026-03-22 Fixed 6.20000000 Y N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 60000.00000000 PA USD 50024.20000000 0.238364847281 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 10000.00000000 PA USD 9750.31000000 0.046460136375 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 200000.00000000 PA USD 184466.85000000 0.878982822888 Long DBT CORP GB N 2 2031-04-01 Fixed 4.64400000 N N N N N N DISH DBS CORP N/A 25470XBE4 175000.00000000 PA USD 140380.19000000 0.668910298429 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 40000.00000000 PA USD 36136.00000000 0.172187703578 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 147000.00000000 PA USD 112940.72000000 0.538161479337 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 15000.00000000 PA USD 10724.45000000 0.051101904406 Long DBT CORP US N 2 2027-11-15 None 0.00000000 N N N N Y Guardant Health Inc USD XXXX N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 10000.00000000 PA USD 8389.36000000 0.039975222296 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAK1 175000.00000000 PA USD 137070.90000000 0.653141562388 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAF1 80000.00000000 PA USD 75808.64000000 0.361227463831 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 200000.00000000 PA USD 93141.60000000 0.443818856864 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 60000.00000000 PA USD 50686.30000000 0.241519747617 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 40000.00000000 PA USD 33078.66000000 0.157619506942 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 25000.00000000 PA USD 23937.03000000 0.114059725099 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 60000.00000000 PA USD 52581.54000000 0.250550548572 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 80000.00000000 PA USD 72194.73000000 0.344007216326 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AT3 20000.00000000 PA USD 18531.34000000 0.088301662575 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 60000.00000000 PA USD 62821.80000000 0.299345292137 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 45000.00000000 PA USD 43971.84000000 0.209525408228 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797HC4 425000.00000000 PA USD 418049.72000000 1.992003023813 Long STIV UST US N 2 2023-10-24 None 0.00000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 35000.00000000 PA USD 33409.94000000 0.159198053057 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 250000.00000000 PA USD 164332.05000000 0.783040688340 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 415000.00000000 PA USD 370322.66000000 1.764584027246 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 85000.00000000 PA USD 76163.89000000 0.362920226774 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 350000.00000000 PA USD 177625.00000000 0.846381471335 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 15000.00000000 PA USD 15270.45000000 0.072763552084 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAF1 50000.00000000 PA USD 42443.01000000 0.202240547511 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 65000.00000000 PA USD 60341.20000000 0.287525256231 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 35000.00000000 PA USD 34896.40000000 0.166281021119 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 40000.00000000 PA USD 31924.57000000 0.152120278836 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 20000.00000000 PA USD 17199.33000000 0.081954647326 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 97.00000000 NS USD 113666.54000000 0.541620004879 Long EP CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 35000.00000000 PA USD 30934.70000000 0.147403557502 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 45000.00000000 PA USD 38404.11000000 0.182995226612 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 90000.00000000 PA USD 71772.30000000 0.341994341309 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 150000.00000000 PA USD 133396.13000000 0.635631317550 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVX4 20000.00000000 PA USD 19515.38000000 0.092990604014 Long DBT CORP US N 2 2024-01-10 Fixed 0.90000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00000000 PA USD 199207.05000000 0.949219738659 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBK4 35000.00000000 PA USD 34247.50000000 0.163189018660 Long DBT CORP NL N 2 2033-07-03 Fixed 6.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 20000.00000000 PA USD 16694.51000000 0.079549184726 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 40000.00000000 PA USD 31940.00000000 0.152193802642 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 COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 130000.00000000 PA USD 90488.61000000 0.431177384213 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N RAND PARENT LLC N/A 753272AA1 60000.00000000 PA USD 54325.80000000 0.258861931234 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD -4628.84000000 -0.02205637950 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 325910.09000000 USD -4628.84000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 120000.00000000 PA USD 99922.93000000 0.476131831181 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 5000.00000000 PA USD 4223.88000000 0.020126748876 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 190000.00000000 PA USD 148970.73000000 0.709844141552 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 95000.00000000 PA USD 73550.90000000 0.350469353751 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 130000.00000000 PA USD 117396.23000000 0.559391943006 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 25000.00000000 PA USD 25571.33000000 0.121847149384 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 60000.00000000 PA USD 53677.33000000 0.255771977721 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 60000.00000000 PA USD 53212.53000000 0.253557210048 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 25000.00000000 PA USD 24194.18000000 0.115285042455 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBC4 40000.00000000 PA USD 39307.37000000 0.187299252103 Long DBT US N 2 2033-05-01 Fixed 5.10000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 5000.00000000 PA USD 4482.59000000 0.021359499617 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 50000.00000000 PA USD 49400.12000000 0.235391111891 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 20000.00000000 PA USD 18709.63000000 0.089151212765 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 160000.00000000 PA USD 129737.20000000 0.618196550164 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 65000.00000000 PA USD 38688.00000000 0.184347959819 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 200000.00000000 PA USD 195100.00000000 0.929649683645 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 25000.00000000 PA USD 21189.44000000 0.100967484329 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 75000.00000000 PA USD 70578.33000000 0.336305085375 Long DBT US N 2 2025-02-01 Fixed 3.62500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 563810.09000000 PA USD 563810.09000000 2.686549829854 Long RA CORP US N 2 Repurchase N 2.30000000 2023-07-03 665200.00000000 USD 575150.94000000 USD UST N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAZ9 115000.00000000 PA USD 103540.43000000 0.493369185002 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 70000.00000000 PA USD 59335.86000000 0.282734820491 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 10000.00000000 PA USD 8568.34000000 0.040828060329 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 30000.00000000 PA USD 29748.48000000 0.141751230245 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 85000.00000000 PA USD 74592.83000000 0.355434140500 Long DBT US N 2 2029-02-15 Fixed 3.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 83.00000000 NS USD 95616.00000000 0.455609349827 Long EP CORP US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3F6 55000.00000000 PA USD 50897.26000000 0.242524970053 Long DBT CORP US N 2 2025-01-07 Fixed 1.71600000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AM4 180000.00000000 PA USD 180086.54000000 0.858110686518 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 5000.00000000 PA USD 5746.90000000 0.027383924997 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 25000.00000000 PA USD 20351.77000000 0.096975994577 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 125000.00000000 PA USD 121631.89000000 0.579574823473 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 20000.00000000 PA USD 17261.30000000 0.082249933799 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 10000.00000000 PA USD 7598.49000000 0.036206734109 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 20000.00000000 PA USD 16665.94000000 0.079413048942 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 85000.00000000 PA USD 64080.37000000 0.305342366470 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 155000.00000000 PA USD 112011.72000000 0.533734802986 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 5000.00000000 PA USD 4723.60000000 0.022507910023 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAR4 45000.00000000 PA USD 42975.00000000 0.204775474908 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 5707.94000000 0.027198280959 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 -1071645.44000000 USD 5707.94000000 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AC6 15000.00000000 PA USD 11565.00000000 0.055107117331 Long DBT CORP US N 2 2029-12-01 Fixed 1.87500000 N N N N Y Wolfspeed Inc USD XXXX N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 65000.00000000 PA USD 57355.89000000 0.273300281874 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBY5 40000.00000000 PA USD 39721.72000000 0.189273625996 Long DBT US N 2 2028-03-15 Fixed 5.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 70000.00000000 PA USD 59237.50000000 0.282266136006 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 10000.00000000 PA USD 9000.19000000 0.042885821559 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD 14100.58000000 0.067189132425 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU3 Comdty 2023-09-20 3031649.42000000 USD 14100.58000000 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 103000.00000000 PA USD 97917.72000000 0.466577024199 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 115000.00000000 PA USD 103657.12000000 0.493925211766 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBG8 55000.00000000 PA USD 53451.94000000 0.254697996469 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 10000.00000000 PA USD 10037.90000000 0.047830500048 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 10000.00000000 PA USD 9414.90000000 0.044861910848 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 15000.00000000 PA USD 13087.50000000 0.062361815657 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 30000.00000000 PA USD 31247.03000000 0.148891807044 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 125000.00000000 PA USD 100981.25000000 0.481174716128 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBC5 10000.00000000 PA USD 7472.58000000 0.035606774131 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 135000.00000000 PA USD 86800.78000000 0.413604908596 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 273.00000000 NS USD 11206.65000000 0.053399582917 Long EP CORP JE N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 85000.00000000 PA USD 97452.50000000 0.464360255230 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 195000.00000000 PA USD 196034.45000000 0.934102329195 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 AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 150000.00000000 PA USD 137906.06000000 0.657121092013 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 65000.00000000 PA USD 56649.45000000 0.269934101851 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 13573.15000000 0.064675933385 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 803739.35000000 USD 13573.15000000 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAY7 80000.00000000 PA USD 65721.19000000 0.313160858494 Long DBT US N 2 2031-07-15 Fixed 2.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 10000.00000000 PA USD 10086.73000000 0.048063174543 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 390000.00000000 PA USD 370308.65000000 1.764517269726 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 5000.00000000 PA USD 3785.00000000 0.018035489762 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAG7 20000.00000000 PA USD 18315.34000000 0.087272424586 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 25000.00000000 PA USD 24758.75000000 0.117975213249 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 50000.00000000 PA USD 49352.10000000 0.235162297038 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 125000.00000000 PA USD 115396.71000000 0.549864248822 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 20000.00000000 PA USD 16660.56000000 0.079387413292 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2S5 90000.00000000 PA USD 87878.35000000 0.418739519614 Long DBT CORP US N 2 2024-01-10 Fixed 0.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BR5 10000.00000000 PA USD 9097.47000000 0.043349359853 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 25000.00000000 PA USD 25544.75000000 0.121720495931 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 10000.00000000 PA USD 8978.80000000 0.042783898408 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 10000.00000000 PA USD 9422.50000000 0.044898124777 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDA6 805000.00000000 PA USD 795215.83000000 3.789196026597 Long DBT UST US N 2 2023-09-30 Fixed 0.25000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 20000.00000000 PA USD 18094.60000000 0.086220600541 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 55000.00000000 PA USD 54706.36000000 0.260675296091 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 10000.00000000 PA USD 9869.67000000 0.047028885664 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 15000.00000000 PA USD 13309.31000000 0.063418738242 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 15000.00000000 PA USD 10468.50000000 0.049882305039 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 5000.00000000 PA USD 3830.00000000 0.018249914343 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 45000.00000000 PA USD 38421.54000000 0.183078280400 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 15000.00000000 PA USD 13008.90000000 0.061987287388 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAD4 115000.00000000 PA USD 97096.80000000 0.462665348041 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 20000.00000000 PA USD 17131.56000000 0.081631723907 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 40000.00000000 PA USD 41304.00000000 0.196813175465 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AH2 20000.00000000 PA USD 22304.43000000 0.106280401298 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N VOC Escrow Ltd N/A 91832VAA2 35000.00000000 PA USD 32112.50000000 0.153015763536 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 75000.00000000 PA USD 63035.10000000 0.300361664651 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 5000.00000000 PA USD 4588.78000000 0.021865493979 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 65000.00000000 PA USD 64410.65000000 0.306916147595 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAC2 30000.00000000 PA USD 25881.87000000 0.123326869593 Long DBT CORP US N 2 2027-01-15 Fixed 2.70000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 5000.00000000 PA USD 4289.70000000 0.020440380563 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 5000.00000000 PA USD 4401.62000000 0.020973678321 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 35000.00000000 PA USD 28541.80000000 0.136001411279 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 10000.00000000 PA USD 8501.48000000 0.040509473052 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 10000.00000000 PA USD 9824.92000000 0.046815652331 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 15000.00000000 PA USD 13121.51000000 0.062523872990 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 55000.00000000 PA USD 50450.39000000 0.240395638663 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 70000.00000000 PA USD 67513.12000000 0.321699388261 Long DBT CORP US N 2 2026-12-01 Fixed 4.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 55000.00000000 PA USD 23375.00000000 0.111381657381 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 30000.00000000 PA USD 29617.50000000 0.141127111765 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 110000.00000000 PA USD 92820.20000000 0.442287388856 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 5000.00000000 PA USD 4831.23000000 0.023020765971 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 60000.00000000 PA USD 51750.00000000 0.246588268214 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 200000.00000000 PA USD 158262.14000000 0.754117623700 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 150000.00000000 PA USD 113174.81000000 0.539276916007 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 5000.00000000 PA USD 5164.01000000 0.024606459573 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 35000.00000000 PA USD 35229.11000000 0.167866381171 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZN2 325000.00000000 PA USD 316585.64000000 1.508527627230 Long STIV UST US N 3 2023-12-28 None 0.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 35000.00000000 PA USD 31104.75000000 0.148213844168 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 10000.00000000 PA USD 8190.70000000 0.039028609245 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 25000.00000000 PA USD 21237.50000000 0.101196489781 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 T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 265000.00000000 PA USD 244136.18000000 1.163306624825 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 5000.00000000 PA USD 5018.52000000 0.023913201078 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 200000.00000000 PA USD 176007.95000000 0.838676243139 Long DBT CORP GB N 2 2027-06-14 Fixed 1.64200000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 120000.00000000 PA USD 103487.97000000 0.493119213590 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 30000.00000000 PA USD 23969.06000000 0.114212347751 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 5000.00000000 PA USD 4228.13000000 0.020147000086 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix, Inc. USD XXXX N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 60000.00000000 PA USD 45993.84000000 0.219160219403 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 65000.00000000 PA USD 65892.54000000 0.313977339649 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 20000.00000000 PA USD 16425.09000000 0.078265400934 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 50000.00000000 PA USD 42761.11000000 0.203756291049 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 35000.00000000 PA USD 34770.53000000 0.165681251741 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 15000.00000000 PA USD 14587.60000000 0.069509778191 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797FU6 325000.00000000 PA USD 317266.56000000 1.511772204691 Long STIV UST US N 2 2023-12-14 None 0.00000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 10000.00000000 PA USD 7985.53000000 0.038050976105 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 5000.00000000 PA USD 4552.51000000 0.021692667766 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 50000.00000000 PA USD 42842.15000000 0.204142445895 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -6572.71000000 -0.03131890195 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 567900.84000000 USD -6572.71000000 N N N 2023-07-31 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer XXXX