NPORT-P false 0000872649 XXXXXXXX S000006706 C000125487 C000082999 C000018254 C000018253 C000018251 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Strategic Income Fund S000006706 KYFRBC8QABICX3ZM7C76 2024-12-31 2024-03-31 N 2850478764.43 33954924.51 2816523839.92 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 0.00000000 USD N Fund's Securities Portfolio N/A IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 1180000.00000000 PA USD 1094780.40000000 0.038869914200 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 5385000.00000000 PA USD 5022059.08000000 0.178306997044 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N LCM Ltd Partnership N/A 50200YAW8 2965000.00000000 PA USD 2859226.59000000 0.101516150847 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 8.57900000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 8120000.00000000 PA USD 7113120.00000000 0.252549610948 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 150645000.00000000 PA 13552091.64000000 0.481163746882 Long DBT NUSS NO N 2 2025-03-13 Fixed 1.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 7230000.00000000 PA USD 7280047.36000000 0.258476326627 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 833252.00000000 PA USD 8540.83000000 0.000303240110 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 2400000.00000000 PA USD 36000.00000000 0.001278171322 Long DBT CORP KY N 2 2024-02-08 Fixed 6.35000000 Y N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 1500000.00000000 PA USD 1558860.00000000 0.055346948529 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 1215000.00000000 PA USD 1203695.03000000 0.042736901883 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 9590000.00000000 PA USD 10120298.33000000 0.359318752660 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 41100.00000000 NS USD 2051301.00000000 0.072830947529 Long EC CORP US N 1 N N N Focus Brands Funding LLC N/A 34417RAC0 1496250.00000000 PA USD 1587217.51000000 0.056353775086 Long ABS-O CORP US N 2 2053-10-30 Fixed 8.24100000 N N N N N N Madison Park Funding Ltd N/A 55819DAL0 990000.00000000 PA USD 990253.44000000 0.035158709681 Long ABS-CBDO CORP KY N 2 2031-01-23 Floating 8.57700000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1138.00000000 NS USD 948750.60000000 0.033685161352 Long EC CORP US N 1 N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 1530000.00000000 PA USD 1390631.08000000 0.049374021277 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 4475000.00000000 PA USD 4091098.79000000 0.145253476360 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 3155000.00000000 PA USD 134087.50000000 0.004760744365 Long DBT CORP KY N 2 2025-05-27 None 0.00000000 Y N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 16427.00000000 NS USD 2441545.01000000 0.086686467034 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96042XAG0 1540000.00000000 PA USD 1567897.56000000 0.055667824918 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 1482.00000000 NS USD 513676.02000000 0.018237943266 Long EC CORP IE N 1 N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 8240000.00000000 PA USD 7885680.00000000 0.279979167519 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 335000.00000000 PA USD 4355.00000000 0.000154623225 Long DBT CORP KY N 2 2024-03-29 None 0.00000000 Y N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 1325000.00000000 PA USD 1439419.05000000 0.051106226391 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17318UAH7 8597541.03000000 PA USD 7612670.35000000 0.270286025706 Long ABS-MBS CORP US N 2 2045-09-10 Variable 4.94100000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 5945000.00000000 PA USD 6225318.64000000 0.221028437670 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 9205000.00000000 PA USD 6649507.90000000 0.236089175094 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 12425000.00000000 PA USD 12469722.92000000 0.442734506389 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 4045000.00000000 PA USD 36405.00000000 0.001292550749 Long DBT CORP KY N 2 2025-06-28 None 0.00000000 Y N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 7175000.00000000 PA USD 6342712.99000000 0.225196495769 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 1270000.00000000 PA USD 1299305.25000000 0.046131519697 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 5370000.00000000 PA USD 5657993.10000000 0.200885681129 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AH4 1240000.00000000 PA USD 1263130.96000000 0.044847160251 Long DBT CORP NL N 2 2031-03-15 Fixed 7.12500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 12300000.00000000 PA USD 12157367.97000000 0.431644419183 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 2975000.00000000 PA USD 2992205.97000000 0.106237551679 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 6388.00000000 NS USD 1571000.84000000 0.055778006127 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 34275000.00000000 PA USD 25872620.85000000 0.918601166561 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 7245000.00000000 PA USD 6516820.26000000 0.231378132421 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 17802.00000000 NS USD 2816098.38000000 0.099984894148 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AR0 3845000.00000000 PA USD 3236827.89000000 0.114922793981 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890FAY2 940000.00000000 PA USD 771239.54000000 0.027382673956 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.37800000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 14645000.00000000 PA 9220540.06000000 0.327373052175 Long DBT NUSS AU N 2 2028-03-20 Fixed 3.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1475000.00000000 PA USD 1237818.54000000 0.043948448880 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DV7 6865000.00000000 PA USD 6006633.21000000 0.213264064193 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 1225000.00000000 PA USD 203546.00000000 0.007226851664 Long DBT CORP KY N 2 2025-01-02 Fixed 5.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 5093.00000000 NS USD 2519507.10000000 0.089454492246 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 2055000.00000000 PA USD 2306737.50000000 0.081900158887 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 4280000.00000000 PA USD 3726702.57000000 0.132315676408 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N CLSEC Holdings 22T LLC N/A 12567UAC7 6364537.87000000 PA USD 5518054.33000000 0.195917188833 Long ABS-O CORP US N 2 2037-05-11 Fixed 6.17100000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 5050000.00000000 PA USD 4160354.63000000 0.147712388265 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAJ4 2975000.00000000 PA USD 2979641.00000000 0.105791435448 Long LON CORP US N 2 2031-01-25 None 0.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 31240000.00000000 PA USD 18847549.98000000 0.669177718749 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAJ9 4955000.00000000 PA USD 4938985.44000000 0.175357487481 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.42900000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 6925000.00000000 PA USD 213151.50000000 0.007567892626 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1415000.00000000 PA USD 35077.85000000 0.001245430608 Long DBT CORP KY N 2 2025-07-23 None 0.00000000 Y N N N N N PRP Advisors, LLC N/A 69377VAA9 5819477.58000000 PA USD 5837292.75000000 0.207251671981 Long ABS-O CORP US N 2 2027-09-27 Variable 6.90000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 35005334.88000000 PA USD 35005334.88000000 1.242855976713 Long RA CORP US N 2 Repurchase N 3.50000000 2024-04-01 38490700.00000000 USD 35705526.64000000 USD UST N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 6895000.00000000 PA USD 5570480.29000000 0.197778559905 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 9630000.00000000 PA USD 8157485.37000000 0.289629551661 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 3325000.00000000 PA USD 3462289.25000000 0.122927745220 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 7939000.00000000 PA USD 7380570.74000000 0.262045385002 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAE8 7680000.00000000 PA USD 4494184.70000000 0.159564944429 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.55000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 86188.32000000 0.003060095525 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 8149000.00000000 EUR 8904730.11000000 USD 2024-06-18 86188.32000000 N N N HIN Timeshare Trust 2020-A N/A 40439HAC3 46842.73000000 PA USD 44226.87000000 0.001570264358 Long ABS-O CORP US N 2 2039-10-09 Fixed 3.42000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 12239000.00000000 PA USD 8086866.62000000 0.287122249965 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N iHeartMedia Inc N/A 45174J509 461939.00000000 NS USD 965452.51000000 0.034278158640 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12657GAE5 2510000.00000000 PA USD 1915518.05000000 0.068010006620 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 3.12500000 N N N N N N GS Mortgage Securities Trust N/A 36253BAE3 5785000.00000000 PA USD 2543287.32000000 0.090298803225 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.69600000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 35127.00000000 NS USD 6396626.70000000 0.227110689046 Long EC CORP US N 1 N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 751637.50000000 PA USD 680684.42000000 0.024167536249 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAH1 9520000.00000000 PA USD 476000.00000000 0.016900265257 Long DBT CORP US N 2 2021-06-15 None 0.00000000 Y N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 26120000.00000000 PA USD 22006100.00000000 0.781321275825 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 ICAHN ENTERPRISES/FIN N/A 451102CC9 24490000.00000000 PA USD 20879995.22000000 0.741339197064 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 1830000.00000000 PA USD 57645.00000000 0.002046671829 Long DBT CORP KY N 2 2027-01-16 None 0.00000000 Y N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 7845000.00000000 PA 4924793.80000000 0.174853616724 Long DBT NUSS AU N 2 2028-11-21 Fixed 2.75000000 N N N N N N Ballyrock Ltd N/A 05875MAY8 850000.00000000 PA USD 853150.95000000 0.030290918823 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 7.31900000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 9229.00000000 NS USD 52236.14000000 0.001854631558 Long EC CORP US N 1 N N N PRP Advisors, LLC N/A 693583AB2 2513000.00000000 PA USD 2404655.02000000 0.085376696831 Long ABS-O CORP US N 2 2026-04-25 Variable 3.47400000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 8435000.00000000 PA USD 7976019.85000000 0.283186662117 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 3345000.00000000 PA USD 328880.40000000 0.011676819323 Long DBT CORP KY N 2 2025-07-12 None 0.00000000 Y N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 6210000.00000000 PA USD 5663470.32000000 0.201080148505 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 2791.00000000 NS USD 1622157.11000000 0.057594297161 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 3254.00000000 NS USD 2383978.02000000 0.084642564930 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 10085000.00000000 PA USD 10698064.43000000 0.379832198768 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 175105.00000000 NS USD 1155693.00000000 0.041032601379 Long EC US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 26205000.00000000 PA USD 24224270.44000000 0.860076882597 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 5690000.00000000 PA USD 6150321.00000000 0.218365664541 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBE4 3555000.00000000 PA USD 3689787.61000000 0.131005019652 Long DBT CORP IE N 2 2030-09-30 Fixed 6.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 8240000.00000000 PA USD 6806298.92000000 0.241656002464 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2973020.00000000 PA USD 270009.68000000 0.009586628601 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAZ9 4340000.00000000 PA USD 4025051.84000000 0.142908495321 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.32200000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 1380000.00000000 PA USD 96255.00000000 0.003417510572 Long DBT CORP KY N 2 2026-08-14 None 0.00000000 Y N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 2565000.00000000 PA USD 2083192.40000000 0.073963243998 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAJ8 2925000.00000000 PA USD 2372204.25000000 0.084224540065 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.18500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 3575000.00000000 PA USD 3722923.42000000 0.132181498598 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 1709000.00000000 PA USD 1603363.60000000 0.056927038119 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAB6 3970000.00000000 PA USD 3785360.06000000 0.134398296451 Long ABS-O CORP US N 2 2051-08-25 Variable 3.84400000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 325000.00000000 PA USD 276434.80000000 0.009814750938 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 12510000.00000000 PA USD 340397.10000000 0.012085716981 Long DBT CORP US N 2 2033-01-15 Fixed 16.83600000 N Y N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 58323.00000000 NS USD 2272847.31000000 0.080696895860 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 920000.00000000 PA USD 545863.30000000 0.019380744883 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAS8 4775000.00000000 PA USD 4723644.88000000 0.167711872807 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.99900000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90351JAH7 3716838.99000000 PA USD 3731185.99000000 0.132474859154 Long LON CORP US N 2 2030-03-03 Floating 8.07900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BN7 8035000.00000000 PA USD 8303124.49000000 0.294800433510 Long DBT CORP US N 2 2028-10-06 Fixed 6.12500000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 9360000.00000000 PA USD 11349486.72000000 0.402960790146 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 8306837.01000000 PA USD 7452075.11000000 0.264584130422 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.85200000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 1145000.00000000 PA USD 1147354.43000000 0.040736542461 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 6575000.00000000 PA USD 6490516.51000000 0.230444224117 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAE5 4275000.00000000 PA USD 3298260.83000000 0.117103955707 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 2570000.00000000 PA USD 2571009.08000000 0.091283057631 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 2705000.00000000 PA USD 2839779.57000000 0.100825689090 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CH8 5650000.00000000 PA USD 3933822.90000000 0.139669433797 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N DISH DBS CORP N/A 25470XBF1 6575000.00000000 PA USD 4518701.63000000 0.160435412118 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Carval CLO LTD N/A 14686WAU5 3530000.00000000 PA USD 3517076.67000000 0.124872959360 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 8.52900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 17890000.00000000 PA USD 14658566.33000000 0.520448864030 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 74588.00000000 NS USD 3233389.80000000 0.114800725425 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 9070000.00000000 PA USD 9385669.56000000 0.333235935267 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 6065000.00000000 PA USD 5984394.33000000 0.212474478120 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 29325000.00000000 PA USD 25982219.79000000 0.922492450507 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 4025000.00000000 PA USD 3567017.15000000 0.126646084064 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 1035000.00000000 PA USD 15525.00000000 0.000551211382 Long DBT CORP KY N 2 2026-03-24 Fixed 6.20000000 Y N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1360000.00000000 PA USD 719947.55000000 0.025561564215 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAD0 860000.00000000 PA USD 875334.42000000 0.031078537578 Long DBT CORP GB N 2 2031-03-26 Fixed 6.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 17930000.00000000 PA USD 18220177.15000000 0.646902997651 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AC6 3893000.00000000 PA USD 4028978.44000000 0.143047908307 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 2261062.50000000 PA USD 1920774.85000000 0.068196648037 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86500000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 655000.00000000 PA USD 640819.84000000 0.022752153946 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 5275000.00000000 PA USD 3839121.79000000 0.136307093715 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 365000.00000000 PA USD 3660.95000000 0.000129981147 Long DBT CORP KY N 2 2026-08-04 None 0.00000000 Y N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAC0 1385000.00000000 PA USD 1407852.50000000 0.049985463643 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 585000.00000000 PA USD 533805.75000000 0.018952644477 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N RCO Mortgage LLC N/A 754921AA2 2015712.09000000 PA USD 2005343.27000000 0.071199229403 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.02100000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 450000.00000000 PA USD 466627.64000000 0.016567501875 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 7805000.00000000 PA USD 6351594.81000000 0.225511842647 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BL6 6800000.00000000 PA USD 6763341.88000000 0.240130823113 Long DBT CORP US N 2 2033-09-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 6790000.00000000 PA USD 5818412.65000000 0.206581338582 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 1020000.00000000 PA USD 840296.36000000 0.029834519704 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 1405000.00000000 PA USD 18265.00000000 0.000648494422 Long DBT CORP KY N 2 2022-04-11 None 0.00000000 Y N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 1320000.00000000 PA USD 125400.00000000 0.004452296771 Long DBT CORP KY N 2 2026-12-14 None 0.00000000 Y N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 6445000.00000000 PA USD 6753918.20000000 0.239796237627 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 100917000.00000000 PA 20153321.89000000 0.715538835651 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4685.00000000 NC USD 6691542.22000000 0.237581593493 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM4 Comdty 2024-06-18 557558145.28000000 USD 6691542.22000000 N N N Octagon Credit Partners 46, LTD N/A 67577VAS2 3125000.00000000 PA USD 3084375.00000000 0.109509990871 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.87600000 N N N N N N PRP Advisors, LLC N/A 69358DAA2 5875450.20000000 PA USD 5745012.86000000 0.203975296731 Long ABS-O CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 47005000.00000000 PA USD 40516006.76000000 1.438511053439 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 3705000.00000000 PA USD 3505064.12000000 0.124446456668 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 14565000.00000000 PA USD 14463103.55000000 0.513509005143 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 23285000.00000000 PA USD 1181713.75000000 0.041956461836 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N CoreVest American Finance Ltd N/A 21873LAL7 5350000.00000000 PA USD 4381333.28000000 0.155558181965 Long ABS-O CORP US N 2 2053-04-15 Fixed 3.24700000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 25155.00000000 NS USD 2256655.05000000 0.080121993572 Long EC CORP US N 1 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 5085000.00000000 PA USD 5016250.80000000 0.178100775463 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAL4 915000.00000000 PA USD 1131855.00000000 0.040186238936 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N N Uber Technologies, Inc. USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 8665000.00000000 PA USD 8221506.24000000 0.291902597218 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 9605000.00000000 PA USD 9192765.89000000 0.326386936964 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N ENEL GENERACION CHILE SA 549300PVHXUFEIE6LY50 29244TAA9 1780000.00000000 PA USD 1869000.00000000 0.066358394468 Long DBT CORP CL N 2 2027-02-01 Fixed 7.87500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 7303000.00000000 PA USD 7089899.92000000 0.251725187605 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 11860000.00000000 PA USD 10051588.39000000 0.356879222804 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 2800000.00000000 PA USD 2897048.00000000 0.102858990892 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 715000.00000000 PA USD 7150.00000000 0.000253859026 Long DBT CORP KY N 2 2025-02-05 None 0.00000000 Y N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 7740000.00000000 PA USD 6812049.08000000 0.241860160508 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 1135000.00000000 PA USD 695274.67000000 0.024685559559 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.07700000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 1240000.00000000 PA USD 18600.00000000 0.000660388516 Long DBT CORP KY N 2 2023-02-19 Fixed 7.95000000 Y N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 12121.00000000 NS USD 6285223.34000000 0.223155339603 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 4030000.00000000 PA USD 3456354.61000000 0.122717037257 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 5145000.00000000 PA USD 4867500.31000000 0.172819425172 Long DBT CORP LU N 2 2033-11-15 Fixed 6.37500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 12700000.00000000 PA USD 11678074.18000000 0.414627208706 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N PULTEGROUP INC N/A 745867AT8 8146000.00000000 PA USD 8503326.08000000 0.301908542703 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 280000.00000000 PA USD 9998.80000000 0.000355004983 Long DBT CORP KY N 2 2026-07-15 None 0.00000000 Y N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 14860.00000000 NS USD 2411035.00000000 0.085603216483 Long EC CORP US N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1486509.00000000 PA USD 150286.06000000 0.005335870333 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 2210000.00000000 PA USD 2309582.60000000 0.082001173477 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAP6 8650000.00000000 PA USD 9018332.22000000 0.320193711559 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAY1 2885000.00000000 PA USD 2884388.38000000 0.102409514136 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 9.12700000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 7785.00000000 NS USD 3541162.95000000 0.125728136925 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 4415000.00000000 PA USD 154171.80000000 0.005473832595 Long DBT CORP KY N 2 2025-08-27 None 0.00000000 Y N N N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 610000.00000000 PA USD 652700.00000000 0.023173956163 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Shift4 Payments Inc USD XXXX N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 18320000.00000000 PA USD 17392627.31000000 0.617521040066 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AZ5 14355000.00000000 PA USD 14251787.55000000 0.506006281502 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 11740000.00000000 PA USD 10846854.85000000 0.385114966763 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 10900000.00000000 PA USD 8893560.81000000 0.315763732724 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 2735000.00000000 PA USD 2285803.33000000 0.081156896227 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 4105000.00000000 PA USD 4025317.85000000 0.142917939942 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 9191910.00000000 PA USD 8052076.39000000 0.285887031235 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 1750000.00000000 PA USD 1632796.55000000 0.057972047914 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1957000.00000000 PA USD 63602.50000000 0.002258191430 Long DBT CORP KY N 2 2025-04-28 None 0.00000000 Y N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 6105000.00000000 PA USD 5186824.48000000 0.184156952853 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 18352766.84000000 PA USD 18677404.53000000 0.663136745561 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 5922.00000000 NS USD 2491503.84000000 0.088460243250 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 48110000.00000000 PA USD 24430941.16000000 0.867414676692 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 3700000.00000000 PA USD 3716567.53000000 0.131955834256 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 224514.00000000 NS USD 2642529.78000000 0.093822382844 Long EC CORP US N 1 N N N Toorak Mortgage Corp. N/A 89053BAA2 3692386.67000000 PA USD 3653346.33000000 0.129711180790 Long ABS-MBS CORP US N 2 2024-06-25 Variable 3.24000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 261673300.00000000 PA 14009426.08000000 0.497401295932 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416LAC6 312011.28000000 PA USD 287472.93000000 0.010206657082 Long ABS-O CORP US N 2 2035-08-27 Fixed 2.09000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 11911.00000000 NS USD 2353494.49000000 0.083560254546 Long EC US N 1 N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 4596000.00000000 PA USD 4910761.66000000 0.174355408976 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 4830000.00000000 PA USD 7269150.00000000 0.258089418487 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 5827.00000000 NS USD 1105848.06000000 0.039262868800 Long EC CORP US N 1 N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 799ESCAJ7 17908000.00000000 PA USD 895400.00000000 0.031790961159 Long DBT CORP US N 2 2023-01-15 None 0.00000000 Y N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBC8 6010000.00000000 PA USD 6014279.12000000 0.213535530385 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.22600000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 880000.00000000 PA USD 842412.03000000 0.029909636057 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 740000.00000000 PA USD 759659.58000000 0.026971530268 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAE0 4475000.00000000 PA USD 4475152.15000000 0.158889198329 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.17900000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 14800000.00000000 PA USD 13897995.50000000 0.493444980050 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 9395000.00000000 PA USD 452651.10000000 0.016071268191 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 1245000.00000000 PA USD 1245021.17000000 0.044204176522 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.67600000 N N N N N N DISH DBS CORP N/A 25470XBD6 6470000.00000000 PA USD 2698561.95000000 0.095811791533 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 58268.00000000 NS USD 2088325.12000000 0.074145479984 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 1030000.00000000 PA USD 1037634.36000000 0.036840957825 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 2695000.00000000 PA USD 2310519.17000000 0.082034426169 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 4130000.00000000 PA USD 3952994.15000000 0.140350104407 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 10600000.00000000 PA USD 10008485.02000000 0.355348848042 Long DBT CORP US N 2 2026-06-15 Fixed 4.65000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 4459533.00000000 PA USD 317875.51000000 0.011286093357 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 505000.00000000 PA USD 562659.09000000 0.019977075358 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 2300000.00000000 PA USD 1959219.35000000 0.069561610742 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 4965000.00000000 PA USD 4924067.40000000 0.174827826067 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 950000.00000000 PA USD 786461.87000000 0.027923139114 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 8710000.00000000 PA USD 8620596.21000000 0.306072190400 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 15865000.00000000 PA USD 10622366.33000000 0.377144555975 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 10815000.00000000 PA USD 10859233.35000000 0.385554462422 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 307465000.00000000 PA 12941451.85000000 0.459483128336 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2094825.00000000 PA USD 129439.24000000 0.004595709014 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 4875000.00000000 PA USD 3548632.82000000 0.125993352859 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 000000000 1034728.17000000 PA USD 1037966.87000000 0.036852763512 Long LON CORP US N 2 2028-08-24 None 0.00000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 7360000.00000000 PA USD 7125032.00000000 0.252972543637 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAG3 505000.00000000 PA USD 505844.87000000 0.017959900173 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N BBSG Mortgage Trust N/A 055287AA4 335000.00000000 PA USD 240511.58000000 0.008539305671 Long ABS-MBS CORP US N 2 2036-06-05 Fixed 3.27500000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 2350000.00000000 PA USD 1311535.00000000 0.046565734023 Long DBT CORP US N 2 2029-12-01 Fixed 1.87500000 N N N N Y Wolfspeed, Inc. USD XXXX N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 2765000.00000000 PA USD 2341954.70000000 0.083150537084 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 4890000.00000000 PA USD 4801491.00000000 0.170475780532 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 CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 415000.00000000 PA USD 293806.26000000 0.010431520437 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 825000.00000000 PA USD 765187.50000000 0.027167797735 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N Castlelake Aircraft Structured Trust N/A 14856CAB5 1640064.96000000 PA USD 1302283.74000000 0.046237270267 Long ABS-O CORP US N 2 2043-06-15 Fixed 5.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 25185000.00000000 PA USD 26939001.77000000 0.956462764070 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 1200000.00000000 PA USD 1314848.11000000 0.046683365195 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 11235000.00000000 PA USD 11979048.21000000 0.425313219089 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 665000.00000000 PA USD 681834.87000000 0.024208382699 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 3760000.00000000 PA USD 258500.00000000 0.009177980187 Long DBT CORP KY N 2 2026-02-13 None 0.00000000 Y N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 2752.00000000 NS USD 1277808.64000000 0.045368287741 Long EC CORP IE N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 1295000.00000000 PA USD 1192122.69000000 0.042326028741 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N SOLVENTUM CORP N/A 83444MAJ0 4275000.00000000 PA USD 4264475.21000000 0.151409164359 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N PRP Advisors, LLC N/A 69360XAA4 4151651.67000000 PA USD 4045714.80000000 0.143642128735 Long ABS-O CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BQ9 375000.00000000 PA USD 371962.24000000 0.013206429667 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 33885.00000000 NS USD 2038860.45000000 0.072389248800 Long EC CORP US N 1 N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 400000.00000000 PA USD 13000.00000000 0.000461561866 Long DBT CORP KY N 2 2030-07-13 None 0.00000000 Y N N N N N Clover CLO N/A 00142DAG5 3780000.00000000 PA USD 3779992.44000000 0.134207720397 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.62900000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 1835000.00000000 PA USD 1970380.80000000 0.069957895334 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 1320000.00000000 PA USD 1135034.21000000 0.040299116020 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 1630000.00000000 PA USD 1540594.50000000 0.054698436354 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 VStrong Auto Receivables Trust N/A 92891PAL7 200000.00000000 PA USD 201292.60000000 0.007146845240 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.29000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 40879.00000000 NS USD 2500977.22000000 0.088796593323 Long EC CORP US N 1 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 000000000 7815807.18000000 PA USD 7817448.50000000 0.277556624559 Long LON CORP PA N 2 2028-10-18 Floating 8.69500000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 7750000.00000000 PA USD 7541072.40000000 0.267743957750 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAB8 1215000.00000000 PA USD 1221130.89000000 0.043355957890 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.49000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 230000.00000000 PA USD 221960.03000000 0.007880637360 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 15755000.00000000 PA USD 16340615.24000000 0.580169605113 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 880000.00000000 PA USD 782385.74000000 0.027778417100 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 4030000.00000000 PA USD 105787.50000000 0.003755959686 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N Wind River CLO Ltd N/A 88432UAJ5 400000.00000000 PA USD 385869.20000000 0.013700192930 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 8.52900000 N N N N N N Toorak Mortgage Corp. N/A 89054YAA1 800000.00000000 PA USD 799416.00000000 0.028383072377 Long ABS-MBS CORP US N 2 2039-02-25 Variable 6.59700000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 643387.50000000 PA USD 646372.82000000 0.022949311162 Long LON CORP US N 2 2031-02-28 Floating 8.55900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1075000.00000000 PA USD 768678.86000000 0.027291757630 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 94273.42000000 PA USD 87618.51000000 0.003110874076 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 1690000.00000000 PA USD 1083342.73000000 0.038463822483 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 715000.00000000 PA USD 724465.89000000 0.025721986788 Long ABS-O CORP US N 2 2030-06-20 Fixed 6.48000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 7615000.00000000 PA USD 7599955.58000000 0.269834590862 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 8345000.00000000 PA USD 8394692.31000000 0.298051526886 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N 510 Assets Backed Trust N/A 33835CAA3 4658736.84000000 PA USD 4538668.61000000 0.161144334930 Long ABS-O CORP US N 2 2061-06-25 Variable 2.24000000 N N N N N N Morgan Stanley Capital I Trust 5493005SNWQW3UUOQX45 61760VAE3 1917006.48000000 PA USD 1793319.50000000 0.063671376559 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.16400000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 4695000.00000000 PA 5596641.11000000 0.198707393513 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 67113LAU0 8055000.00000000 PA USD 8054242.83000000 0.285963950165 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 8.67900000 N N N N N N DISH DBS CORP N/A 25470XBE4 22190000.00000000 PA USD 17472596.83000000 0.620360338597 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAN5 7660000.00000000 PA USD 7357377.91000000 0.261221929163 Long ABS-O CORP US N 2 2037-08-17 Fixed 4.28400000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 11400000.00000000 PA USD 9290912.33000000 0.329871602658 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 360000.00000000 PA USD 390262.42000000 0.013856173147 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -100.00000000 NC USD 56402.10000000 0.002002542964 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM4 Comdty 2024-06-28 -10757964.60000000 USD 56402.10000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 1745000.00000000 PA USD 1562359.75000000 0.055471206309 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 1859000.00000000 PA USD 1983707.98000000 0.070431073647 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AU3 2500000.00000000 PA USD 2500021.93000000 0.088762675982 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 9190000.00000000 PA USD 9312778.40000000 0.330647952202 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 97085000000.00000000 PA 6182762.24000000 0.219517482947 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 955000.00000000 PA USD 1580047.50000000 0.056099205609 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 5540000.00000000 PA USD 2800650.05000000 0.099436404915 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N First Investors Auto Owner Trust N/A 32058KAD1 940000.00000000 PA USD 986317.56000000 0.035018967211 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 1930000.00000000 PA USD 1955669.00000000 0.069435556421 Long ABS-O CORP US N 2 2032-08-20 Fixed 6.50000000 N N N N N N Oak Hill Credit Partners N/A 67112RAU8 8250000.00000000 PA USD 8258481.00000000 0.293215377159 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 7.22900000 N N N N N N Home Partners of America Trust N/A 43732VAJ5 4153418.51000000 PA USD 3713032.38000000 0.131830319607 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.95200000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 20000000.00000000 PA USD 25251800.00000000 0.896559071934 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 46635UAD1 6230000.00000000 PA USD 5488642.27000000 0.194872920733 Long DBT CORP IN N 2 2032-04-05 Fixed 5.05000000 N N N N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAC8 2250000.00000000 PA USD 1978593.75000000 0.070249494144 Long DBT CORP US N 2 2028-08-15 Fixed 1.75000000 N N N N Y Envista Holdings Corp USD XXXX N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 8920000.00000000 PA USD 9570892.40000000 0.339812227553 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REP5 7500000.00000000 PA USD 7415493.75000000 0.263285318053 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.04000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 14295000.00000000 PA USD 14529803.95000000 0.515877186766 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 3185000.00000000 PA USD 3256258.01000000 0.115612655708 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 1265000.00000000 PA USD 1343994.19000000 0.047718189739 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 4075000.00000000 PA USD 3586390.63000000 0.127333934801 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 1295000.00000000 PA USD 1314063.82000000 0.046655519167 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 2245000.00000000 PA USD 2082773.63000000 0.073948375670 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 6985000.00000000 PA USD 6993682.36000000 0.248309006331 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 10065000.00000000 PA USD 9762734.97000000 0.346623551756 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 4340000.00000000 PA USD 4421275.18000000 0.156976309496 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N VIBRANT CLO LTD 5493000EYXFKXA2VRV24 92557EAL7 1540000.00000000 PA USD 1516645.13000000 0.053848119746 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.32900000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAF0 175000.00000000 PA USD 174967.10000000 0.006212164708 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.59000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 1600000.00000000 PA USD 32000.00000000 0.001136152286 Long DBT CORP KY N 2 2025-01-15 Fixed 10.50000000 Y N N N N N REMIC FUNDING TRUST 98-1 N/A 75806CAA9 768420.51000000 PA USD 754024.92000000 0.026771473023 Long ABS-O CORP US N 2 2059-07-25 Variable 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 22790000.00000000 PA USD 15711485.25000000 0.557832496473 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 3277.00000000 NS USD 1578104.89000000 0.056030233709 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 23325000.00000000 PA USD 19827161.07000000 0.703958574359 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAC6 330000.00000000 PA USD 331799.82000000 0.011780472627 Long ABS-O CORP US N 2 2035-04-17 Fixed 6.86000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1981.00000000 NS USD 2625637.21000000 0.093222616218 Long EC CORP US N 1 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 585000.00000000 PA USD 523656.37000000 0.018592293187 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 5740000.00000000 PA USD 5919916.28000000 0.210185200497 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 125670000.00000000 PA USD 78229575.00000000 2.777522202766 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 ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 13035000.00000000 PA USD 12492169.16000000 0.443531454729 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 4150000.00000000 PA USD 4243416.50000000 0.150661479936 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1486509.00000000 PA USD 173668.85000000 0.006166070655 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 3215000.00000000 PA USD 2858776.71000000 0.101500177966 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 8045000.00000000 PA USD 8060301.99000000 0.286179079181 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1260000.00000000 PA USD 45196.20000000 0.001604680186 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 6064.00000000 NS USD 7238839.36000000 0.257013246520 Long EP CORP US N 1 N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 000000000 1674398.91000000 PA USD 1671267.78000000 0.059337959661 Long LON CORP CA N 2 2028-09-29 Floating 9.33000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 6146.00000000 NS USD 2357605.60000000 0.083706218516 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 3695000.00000000 PA USD 4483313.58000000 0.159178967934 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N SMB Private Education Loan Trust N/A 831943AD7 2365000.00000000 PA USD 2368739.07000000 0.084101509684 Long ABS-O CORP US N 2 2056-03-15 Fixed 6.22000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 675000.00000000 PA USD 555202.76000000 0.019712340159 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 6586000.00000000 PA USD 4996315.45000000 0.177392975666 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 8790000.00000000 PA USD 8246685.71000000 0.292796588231 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 12155000.00000000 PA USD 11102289.73000000 0.394184120604 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 1050000.00000000 PA USD 1095134.25000000 0.038882477558 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N Octagon Investment Partners 42, Ltd. N/A 67576PAU1 7155000.00000000 PA USD 7154864.06000000 0.254031723736 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.72600000 N N N N N N NATIONSTAR MTG HLD INC 549300DQF6YN0E43PM71 43734LAA4 2920000.00000000 PA USD 2857524.85000000 0.101455730979 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 4055000.00000000 PA USD 3557677.36000000 0.126314477071 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332EAX4 2229412.32000000 PA USD 2229813.61000000 0.079168994715 Long LON CORP US N 2 2030-06-20 Floating 8.57400000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 8430000.00000000 PA USD 7144425.00000000 0.253661087427 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 REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AB6 1465000.00000000 PA USD 1419534.30000000 0.050400223136 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 3195000.00000000 PA USD 2780751.64000000 0.098729916664 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 20256.00000000 NS USD 2302296.96000000 0.081742498585 Long EC CORP US N 1 N N N BPR Trust N/A 05592CAQ9 7375000.00000000 PA USD 6341342.13000000 0.225147823715 Long ABS-MBS CORP US N 2 2038-12-15 Floating 12.19600000 N N N N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 5336.00000000 NS USD 39646.48000000 0.001407638715 Long EC CORP JE N 1 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 587275000.00000000 PA 14948590.68000000 0.530746108665 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Truist Insurance Holdings LLC N/A 000000000 3815000.00000000 PA USD 3808628.95000000 0.135224452781 Long LON CORP US N 2 2031-03-24 None 0.00000000 N N N N N N RAND PARENT LLC N/A 753272AA1 8440000.00000000 PA USD 8350620.40000000 0.296486764345 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 1375000.00000000 PA USD 1353000.00000000 0.048037938852 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 550000.00000000 PA USD 541535.50000000 0.019227087387 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 5050000.00000000 PA USD 4880219.00000000 0.173270999195 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 4600000.00000000 PA USD 3987738.02000000 0.141583677137 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAL3 3850000.00000000 PA USD 3877491.96000000 0.137669417352 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAC8 795000.00000000 PA USD 684741.37000000 0.024311577281 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 2870000.00000000 PA USD 2867084.14000000 0.101795131266 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W202 116192.00000000 NS USD 6275529.92000000 0.222811177063 Long EP US N 2 N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 1245000.00000000 PA USD 58241.10000000 0.002067836216 Long DBT CORP KY N 2 2026-01-13 None 0.00000000 Y N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639YAW7 3110000.00000000 PA USD 2194674.44000000 0.077921386955 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.95800000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 292505AE4 2715000.00000000 PA USD 2834208.51000000 0.100627889948 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 8510000.00000000 PA USD 8472368.78000000 0.300809411229 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 745000.00000000 PA USD 684739.78000000 0.024311520829 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N SHENTON AIRCRAFT INVESTMENT LTD 254900877LAQRYY3YZ51 82321UAA1 719570.88000000 PA USD 663818.53000000 0.023568716891 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 635000.00000000 PA USD 641051.42000000 0.022760376138 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 105955000.00000000 PA USD 105570085.62000000 3.748240441770 Long DBT UST US N 2 2025-06-30 Fixed 4.62500000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 2140000.00000000 PA USD 2104435.83000000 0.074717486859 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 6955000.00000000 PA USD 6154699.97000000 0.218521138815 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAN1 290000.00000000 PA USD 249991.98000000 0.008875904988 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.77200000 N N N N N N CoreVest American Finance Ltd N/A 124762AA3 3245000.00000000 PA USD 3229852.34000000 0.114675128760 Long ABS-MBS CORP US N 2 2030-12-28 Variable 7.55300000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 135000.00000000 PA USD 129335.68000000 0.004592032141 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 9200000.00000000 PA USD 9243884.00000000 0.328201873138 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Foundation Finance Trust N/A 35042RAD8 550000.00000000 PA USD 569922.05000000 0.020234945002 Long ABS-O CORP US N 2 2049-06-15 Fixed 9.10000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 7055000.00000000 PA USD 7572900.50000000 0.268874006769 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 2570000.00000000 PA USD 2590457.20000000 0.091973558444 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 10960000.00000000 PA USD 9789894.95000000 0.347587860299 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Towd Point Mortgage Trust N/A 89173UAD9 1120000.00000000 PA USD 950068.90000000 0.033731967275 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 1305000.00000000 PA USD 42412.50000000 0.001505845588 Long DBT CORP KY N 2 2024-05-24 None 0.00000000 Y N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 33040000.00000000 PA USD 28784422.89000000 1.021983996088 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 10470000.00000000 PA USD 10118654.02000000 0.359260371830 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 24015000.00000000 PA USD 13105076.76000000 0.465292591323 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 21335000.00000000 PA USD 20455251.28000000 0.726258765861 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 5083.00000000 NS USD 2087791.42000000 0.074126531095 Long EC CORP US N 1 N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 6785000.00000000 PA USD 6795584.60000000 0.241275593115 Long LON CORP US N 2 2031-01-17 Floating 8.07700000 N N N N N N Ziply Fiber Issuer, LLC N/A 98979QAA1 3900000.00000000 PA USD 3898404.90000000 0.138411926245 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 14005000.00000000 PA USD 12046017.85000000 0.427690960014 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 9110000.00000000 PA USD 8039626.02000000 0.285444983850 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Maps LTD N/A 55292RAA9 6910615.52000000 PA USD 6164967.02000000 0.218885667950 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 24332.00000000 NS USD 2353147.72000000 0.083547942561 Long EC CORP US N 1 N N N Palmer Square CLO Ltd N/A 69702GAA8 12510000.00000000 PA USD 12476348.10000000 0.442969731807 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.62600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 3026.00000000 NS USD 3689753.10000000 0.131003794383 Long EP CORP US N 1 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 11560000.00000000 PA 14069572.22000000 0.499536770134 Long DBT NUSS GB N 2 2025-01-31 Fixed 0.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 4459533.00000000 PA USD 359928.91000000 0.012779189186 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 4155000.00000000 PA USD 3800797.47000000 0.134946397972 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAH0 4000000.00000000 PA USD 3441368.00000000 0.122184941282 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.18900000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 2170000.00000000 PA USD 2286746.00000000 0.081190365499 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 815000.00000000 PA USD 1148335.00000000 0.040771357363 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N Prestige Auto Receivables Trust N/A 74113RAL3 2810000.00000000 PA USD 2895216.06000000 0.102793948304 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 980000.00000000 PA USD 973204.78000000 0.034553401118 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.57900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 5345000.00000000 PA USD 252978.85000000 0.008981953087 Long DBT CORP KY N 2 2026-08-12 None 0.00000000 Y N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 3925000.00000000 PA USD 2756937.66000000 0.097884407045 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 2395000.00000000 PA USD 2017450.16000000 0.071629081614 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 7075000.00000000 PA USD 141500.00000000 0.005023923390 Long DBT CORP KY N 2 2026-06-01 None 0.00000000 Y N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 1990000.00000000 PA USD 2068756.84000000 0.073450712920 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 45695000.00000000 PA USD 30056957.34000000 1.067165024985 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N ARES CLO Ltd N/A 04018XAJ8 2675000.00000000 PA USD 2674847.53000000 0.094969816768 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.57600000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAF5 5925000.00000000 PA USD 6125328.99000000 0.217478329250 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 5145000.00000000 PA USD 4051687.50000000 0.143854188009 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 208246.00000000 NS USD 3706778.80000000 0.131608287757 Long EP CORP US N 1 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BQ5 3265000.00000000 PA USD 3229311.43000000 0.114655923881 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 4410000.00000000 PA USD 2922273.09000000 0.103754601632 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N MED Trust N/A 58403YAN6 3990846.99000000 PA USD 3978317.73000000 0.141249212011 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.23900000 N N N N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 810000.00000000 PA USD 1103584.91000000 0.039182516205 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 3600000.00000000 PA USD 3222994.03000000 0.114431626117 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 6640000.00000000 PA USD 6062709.10000000 0.215255025150 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 2415000.00000000 PA USD 2384852.35000000 0.084673607806 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 24431000.00000000 PA USD 24285476.26000000 0.862249980482 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 1295575.18000000 PA USD 1199455.55000000 0.042586380168 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.72100000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 6425000.00000000 PA USD 4367030.10000000 0.155050351007 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N CIFC Funding Ltd N/A 12565EAG6 3095000.00000000 PA USD 3095451.87000000 0.109903272471 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.82600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 435000.00000000 PA USD 426128.39000000 0.015129585766 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 1590000.00000000 PA USD 1647737.13000000 0.058502509605 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 2530000.00000000 PA USD 2324835.80000000 0.082542734666 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 28363.00000000 NS USD 2592094.57000000 0.092031692871 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 10460000.00000000 PA USD 10831176.87000000 0.384558323863 Long DBT US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 10257.00000000 NS USD 1163348.94000000 0.041304423683 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 600000.00000000 PA USD 519001.26000000 0.018427014628 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 1970000.00000000 PA USD 68890.90000000 0.002445954798 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N Wells Fargo Commercial Mortgage Trust 549300V2DF3KW9L1CV04 94988QAQ4 3735787.26000000 PA USD 3438642.74000000 0.122088181582 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.94900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 925.00000000 NC USD 94374.98000000 0.003350760915 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNM4 Comdty 2024-06-18 119230625.02000000 USD 94374.98000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 16322000.00000000 PA USD 13746974.69000000 0.488083022595 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 112765.00000000 NS USD 3351375.80000000 0.118989789914 Long EP CORP JE N 1 N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 1650000.00000000 PA USD 251311.50000000 0.008922754227 Long DBT CORP KY N 2 2025-04-21 Fixed 5.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 760000.00000000 PA USD 1466800.00000000 0.052078380420 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 16165000.00000000 PA USD 16358980.00000000 0.580821641490 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 20960000.00000000 PA USD 20672848.00000000 0.733984484952 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 9430000.00000000 PA USD 8507934.60000000 0.302072167095 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N HIGHWOODS PROPERTIES ZIIGTYKL9T0X3HLTDX53 431284207 1596.00000000 NS USD 1622301.52000000 0.057599424404 Long EP US N 3 N N N Frontier Issuer LLC N/A 35910EAA2 10435000.00000000 PA USD 10529102.83000000 0.373833257889 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 5070000.00000000 PA USD 5560770.93000000 0.197433831419 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 000000000 9700000.00000000 PA 10450758.38000000 0.371051657077 Long DBT NUSS TR N 2 2030-05-21 Fixed 5.87500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 400000.00000000 PA USD 1141600.00000000 0.040532232811 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 10887000.00000000 PA USD 9211418.85000000 0.327049205813 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 9678.00000000 NS USD 911280.48000000 0.032354793773 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 540000.00000000 PA USD 562559.29000000 0.019973531983 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 10083.00000000 NS USD 2646787.50000000 0.093973552166 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4368.00000000 NC USD -2534631.27000000 -0.08999147225 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYM4 Comdty 2024-06-18 -498079118.73000000 USD -2534631.27000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 7180000.00000000 PA USD 5539427.44000000 0.196676035952 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 2145000.00000000 PA USD 1923829.05000000 0.068305086672 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Qatar Government International Bonds 52990074F6OJOAXK4P65 000000000 5080000.00000000 PA USD 4934212.13000000 0.175188012260 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 15639.00000000 NS USD 2647682.70000000 0.094005336027 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 3260000.00000000 PA USD 130008.80000000 0.004615931104 Long DBT CORP KY N 2 2025-07-14 None 0.00000000 Y N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 5200000.00000000 PA USD 4748053.44000000 0.168578492846 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 11025000.00000000 PA USD 11047438.52000000 0.392236641615 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 555000.00000000 PA USD 495102.18000000 0.017578483554 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 5405000.00000000 PA USD 5432352.06000000 0.192874350396 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 16530000.00000000 PA USD 10222970.24000000 0.362964094075 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAB9 12328237.24000000 PA USD 10669214.03000000 0.378807872270 Long ABS-O CORP US N 2 2046-11-15 Variable 3.57100000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAG9 1315000.00000000 PA USD 1377362.56000000 0.048902925673 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 4990000.00000000 PA USD 5280343.15000000 0.187477310689 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AV5 8110000.00000000 PA USD 7844775.91000000 0.278526877664 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 560000.00000000 PA USD 495242.05000000 0.017583449604 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 2880000.00000000 PA USD 103536.00000000 0.003676020722 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 46438.00000000 NS USD 9202618.46000000 0.326736750087 Long EC CORP US N 1 N N N 522 Funding CLO LTD N/A 33835NAG6 6730000.00000000 PA USD 6693361.88000000 0.237646200082 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 8.67900000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REQ3 5000000.00000000 PA USD 4752853.50000000 0.168748917819 Long ABS-O CORP US N 2 2026-08-20 Fixed 3.34000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAD5 132300.00000000 PA USD 123509.00000000 0.004385157272 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 6150000.00000000 PA USD 855034.50000000 0.030357793812 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 5493003CHVRASC16O965 92938CAJ6 2612000.00000000 PA USD 2008392.92000000 0.071307506492 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.18900000 N N N N N N Clover CLO N/A 00141YAG0 4390000.00000000 PA USD 4362606.40000000 0.154893288605 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 8.52900000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAB7 2439830.22000000 PA USD 2132616.56000000 0.075718036885 Long ABS-O CORP IE N 2 2046-10-15 Fixed 3.43200000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 25290000.00000000 PA 13945022.46000000 0.495114660928 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 1475000.00000000 PA USD 1533856.93000000 0.054459220556 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 15550000.00000000 PA USD 15664572.40000000 0.556166867042 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 6815475.00000000 PA USD 255035.07000000 0.009054958682 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 3585000.00000000 PA USD 3414800.33000000 0.121241662562 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 1505000.00000000 PA USD 1504974.42000000 0.053433754000 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 8.57800000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 14622.00000000 NS USD 2507380.56000000 0.089023942366 Long EC CORP US N 1 N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAC2 400000.00000000 PA USD 406328.00000000 0.014426577692 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 6365000.00000000 PA USD 6748173.00000000 0.239592255686 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 1215000.00000000 PA USD 708952.50000000 0.025171187616 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N Foundation Building Materials Holding Company LLC 549300ZVE6MONHB01I28 35039KAD8 2170000.00000000 PA USD 2177595.00000000 0.077314985555 Long LON CORP US N 2 2031-01-29 Floating 9.31300000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 3515000.00000000 PA USD 3162726.70000000 0.112291849093 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAX7 965913.81000000 PA USD 913385.49000000 0.032429531646 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.74400000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 4535000.00000000 PA USD 46529.10000000 0.001652004479 Long DBT CORP KY N 2 2026-01-07 None 0.00000000 Y N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 3530000.00000000 PA USD 3563249.07000000 0.126512299292 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 8085000.00000000 PA USD 161700.00000000 0.005741119521 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 1200000.00000000 PA USD 1478252.63000000 0.052485003288 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N VOC Escrow Ltd N/A 91832VAA2 4960000.00000000 PA USD 4771937.14000000 0.169426477857 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 12750000.00000000 PA USD 11469206.40000000 0.407211408525 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 1837524.00000000 PA USD 110251.44000000 0.003914450800 Long DBT CORP KY N 2 2032-09-30 Fixed 1.00000000 N N N N N Sunac China Holdings Ltd. USD XXXX N N N Carnival Corp F1OF2ZSX47CR0BCWA982 000000000 3944305.88000000 PA USD 3946790.79000000 0.140129855606 Long LON CORP PA N 2 2027-08-08 Floating 8.31900000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 4330000.00000000 PA USD 4422670.79000000 0.157025860293 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 24180000.00000000 PA USD 25069111.42000000 0.890072757939 Long DBT CORP US N 2 2033-09-15 Fixed 5.87500000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683HAU9 3025000.00000000 PA USD 3025217.80000000 0.107409628745 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 8.68600000 N N N N N N Willis Engine Securitization Trust N/A 97064GAA1 8399414.80000000 PA USD 7186388.11000000 0.255150977532 Long ABS-O CORP US N 2 2046-05-15 Fixed 3.10400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 6410000.00000000 PA USD 6064679.26000000 0.215324975206 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 1530000.00000000 PA USD 1495810.74000000 0.053108399751 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABL3 970000.00000000 PA USD 969545.07000000 0.034423463996 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 7.27600000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 2055000.00000000 PA USD 2132411.85000000 0.075710768706 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 2301000.00000000 PA USD 2136018.53000000 0.075838823010 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 7505447.51000000 PA USD 7454785.74000000 0.264680370687 Long LON CORP US N 2 2030-09-27 Floating 9.30900000 N N N N N N GTCR W Merger Sub LLC 254900S8RE1OL7TTCU64 92943EAB2 3315000.00000000 PA USD 3323983.65000000 0.118017238231 Long LON CORP US N 2 2031-01-31 Floating 8.30900000 N N N N N N Summit Materials LLC 549300C97P3BW8QROE16 86614DAK4 5785000.00000000 PA USD 5809586.25000000 0.206267959378 Long LON CORP US N 2 2029-01-12 Floating 7.82600000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 2715000.00000000 PA USD 2458111.59000000 0.087274659463 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 3970000.00000000 PA USD 4241309.80000000 0.150586682061 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 6875000.00000000 PA USD 7695600.00000000 0.273230422939 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 1410000.00000000 PA USD 1401954.55000000 0.049776058349 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 6555000.00000000 PA USD 5349689.54000000 0.189939437549 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 2025000.00000000 PA USD 1903930.11000000 0.067598579604 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 518493.76000000 PA USD 502854.07000000 0.017853712540 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 4075000.00000000 PA USD 4148944.95000000 0.147307290326 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 950000.00000000 PA USD 957781.45000000 0.034005799504 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1020.00000000 NC USD -209724.24000000 -0.00744620858 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM4 Comdty 2024-06-28 208783787.76000000 USD -209724.24000000 N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 5550000.00000000 PA USD 5809812.15000000 0.206275979903 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 4155000.00000000 PA USD 3814902.45000000 0.135447191887 Long ABS-O CORP US N 2 2028-06-26 Fixed 5.16000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 12185000.00000000 PA USD 10712247.79000000 0.380335775546 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AN0 3130000.00000000 PA USD 3172223.70000000 0.112629037789 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 9000000.00000000 PA USD 7718001.75000000 0.274025791673 Long DBT CORP GB N 2 2035-09-23 Fixed 3.56400000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 4720000.00000000 PA USD 172988.00000000 0.006141897240 Long DBT CORP KY N 2 2024-07-16 None 0.00000000 Y N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 12961.00000000 NS USD 1710203.95000000 0.060720378992 Long EC CORP US N 1 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 4795000.00000000 PA USD 101797.85000000 0.003614308125 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 11885000.00000000 PA USD 9743187.51000000 0.345929523901 Long DBT CORP GB N 2 2028-03-15 Fixed 4.37500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 1670000.00000000 PA USD 1728718.69000000 0.061377740372 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N CINC BELL TEL N/A 171875AD9 350000.00000000 PA USD 320162.50000000 0.011367292385 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 8735000.00000000 PA USD 9080276.12000000 0.322393014797 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 2210000.00000000 PA USD 2005090.83000000 0.071190266582 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N IQOR US Inc. 549300LKMK4MMQCMDH78 942AEX002 23768.00000000 NS USD 21795.26000000 0.000773835452 Long EC CORP US N 2 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 495000.00000000 PA USD 443461.56000000 0.015744995789 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 2310000.00000000 PA USD 2066352.33000000 0.073365341372 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 5100000.00000000 PA USD 4681800.00000000 0.166226180430 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 14690.00000000 NS USD 2942407.00000000 0.104469451253 Long EC CORP US N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 8725000.00000000 PA USD 8384564.46000000 0.297691940013 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BQ4 540000.00000000 PA USD 1534680.00000000 0.054488443458 Long DBT CORP LR N 2 2025-08-15 Fixed 6.00000000 N N N N N Royal Caribbean Cruises Ltd. USD XXXX N N N Altice USA Inc 54930064K3612MGCER95 02156K103 1317588.00000000 NS USD 3438904.68000000 0.122097481699 Long EC CORP US N 1 N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 14335000.00000000 PA USD 14860952.15000000 0.527634523783 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824WAB8 7865000.00000000 PA USD 7527989.47000000 0.267279451474 Long ABS-O CORP US N 2 2051-09-25 Variable 3.96700000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 895000.00000000 PA USD 808848.02000000 0.028717953973 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 1800000.00000000 PA USD 24750.00000000 0.000878742783 Long DBT CORP KY N 2 2022-03-23 None 0.00000000 Y N N N N N CoreVest American Finance Trust N/A 21873NAL3 1510000.00000000 PA USD 1263092.20000000 0.044845784086 Long ABS-O CORP US N 2 2054-10-15 Fixed 3.46900000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 3725000.00000000 PA USD 3240907.83000000 0.115067651268 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 2175000.00000000 PA USD 1820257.50000000 0.064627803755 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N SEB Funding LLC N/A 78433DAC8 3000000.00000000 PA USD 3030618.00000000 0.107601361545 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.38600000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 1120000.00000000 PA USD 147481.60000000 0.005236298656 Long DBT CORP KY N 2 2026-05-17 Fixed 5.50000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AM4 1020000.00000000 PA USD 1025763.00000000 0.036419468049 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 910000.00000000 PA USD 1114750.00000000 0.039578930034 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 11555000.00000000 PA USD 9637104.10000000 0.342163058001 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 240000.00000000 PA USD 240269.52000000 0.008530711389 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.04000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 8274825.00000000 PA USD 197354.58000000 0.007007026789 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 56384.00000000 NS USD 3057704.32000000 0.108563054807 Long EC CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 10385000.00000000 PA USD 8887961.75000000 0.315564939448 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 1090000.00000000 PA USD 1095264.70000000 0.038887109154 Long DBT CORP GB N 2 2031-03-26 Fixed 5.25000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 3990000.00000000 PA 4979746.32000000 0.176804692700 Long DBT CORP NL N 2 2031-09-15 Fixed 7.87500000 N N N N N N AASET 2021-2 Trust N/A 00258BAB0 2623229.60000000 PA USD 2207314.19000000 0.078370158232 Long ABS-O CORP US N 2 2047-01-15 Fixed 3.53800000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 6630000.00000000 PA USD 6796793.63000000 0.241318519433 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 2810000.00000000 PA USD 2955611.19000000 0.104938262836 Long DBT CORP US N 2 2030-11-15 Fixed 6.55000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 37231BAA6 3800000.00000000 PA USD 3327746.37000000 0.118150832697 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 4069800.00000000 PA USD 4065730.20000000 0.144352770687 Long LON CORP CA N 2 2030-09-20 Floating 7.58000000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 18909.00000000 NS USD 1458640.26000000 0.051788670819 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 8505000.00000000 PA USD 7115538.15000000 0.252635466781 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 720000.00000000 PA USD 20793.60000000 0.000738271755 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 962882.81000000 PA USD 926100.69000000 0.032880981757 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 2404000.00000000 PA USD 2198827.25000000 0.078068831473 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 4060000.00000000 PA USD 324800.00000000 0.011531945705 Long DBT CORP KY N 2 2026-08-17 None 0.00000000 Y N N N N N Light & Wonder International Inc RLTHESQ0RNFQJWPBJN60 80875AAV3 655000.00000000 PA USD 655635.35000000 0.023278175057 Long LON CORP US N 2 2029-04-14 Floating 8.07500000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAE0 3755000.00000000 PA USD 3866256.90000000 0.137270519255 Long ABS-MBS CORP US N 2 2040-09-12 Variable 7.14000000 N N N N N N 2024-04-29 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer XXXX