NPORT-P false 0000872649 XXXXXXXX S000006700 C000175112 C000069253 C000018233 C000018231 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles High Income Fund S000006700 8P6ZOX2M1E9CLYYYG221 2025-12-31 2025-09-30 N 83840638.12 2491627.98 81349010.14 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 22616.75000000 USD N Fund's Securities Portfolio N/A JANE STREET GRP/JSG FIN N/A 47077WAE8 250000.00000000 PA USD 259658.58000000 0.319190829185 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 100000.00000000 PA USD 100956.90000000 0.124103415427 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498BA3 1280000.00000000 PA USD 1293758.62000000 1.590380285849 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Hercules LLC N/A 427056AU0 170000.00000000 PA USD 170651.10000000 0.209776492309 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 40000.00000000 PA USD 40972.44000000 0.050366242846 Long DBT CORP US N 2 2032-09-15 Fixed 6.12500000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 24752.00000000 PA USD 611.87000000 0.000752154204 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 240000.00000000 PA USD 235605.60000000 0.289623192211 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 40000.00000000 PA USD 42330.28000000 0.052035396530 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 1283.25000000 0.001577462341 Long DBT CORP KY N 2 2030-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DCC1 305000.00000000 PA USD 281760.71000000 0.346360342326 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N RUBRIK INC 254900TRGK2WTBYMYU27 781154AC3 75000.00000000 PA USD 75862.50000000 0.093255590780 Long DBT CORP US N 2 2030-06-15 None 0.00000000 N N N N Y Rubrik, Inc. USD XXXX N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 90000.00000000 PA USD 90999.81000000 0.111863450880 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 5000.00000000 PA USD 5060.13000000 0.006220272368 Long DBT CORP CA N 2 2029-09-15 Fixed 5.62500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 140000.00000000 PA USD 130511.23000000 0.160433703834 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 2750.00000000 0.003380495958 Long DBT CORP KY N 2 2025-06-28 None 0.00000000 Y N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 36000.00000000 PA USD 36054.00000000 0.044320145921 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 270000.00000000 PA USD 256521.19000000 0.315334125834 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 440000.00000000 PA USD 454502.87000000 0.558707314591 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 82129.00000000 PA USD 1129.27000000 0.001388179153 Long DBT CORP KY N 2 2030-12-28 Fixed 6.75000000 N N Y N N N QXO INC 549300HDXQWWCBOYXP31 82846H504 400.00000000 NS USD 21996.00000000 0.027039050582 Long EP CORP US N 1 N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 60000.00000000 PA USD 57613.40000000 0.070822496673 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 440000.00000000 PA USD 414694.68000000 0.509772250807 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAE2 139925.71000000 PA USD 142331.03000000 0.174963444244 Long LON CORP US N 2 2032-05-06 Floating 8.75200000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 488000.00000000 PA USD 488339.46000000 0.600301662134 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 395000.00000000 PA USD 369028.45000000 0.453636066824 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 790000.00000000 PA USD 800419.07000000 0.983932156792 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 450000.00000000 PA USD 458680.50000000 0.563842755075 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 25000.00000000 PA USD 23760.50000000 0.029208099716 Long DBT CORP US N 2 2029-05-01 Fixed 3.62500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 223070.00000000 PA USD 12433.92000000 0.015284660475 Long DBT CORP KY N 2 2026-07-21 None 0.00000000 N N N Y N Shimao Group Holdings Ltd. USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 295000.00000000 PA USD 292159.22000000 0.359142931791 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 340000.00000000 PA USD 349479.20000000 0.429604735691 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 680000.00000000 PA USD 617050.36000000 0.758522272044 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 260000.00000000 PA USD 276523.52000000 0.339922415188 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 20338MAA0 210000.00000000 PA USD 217371.21000000 0.267208180684 Long DBT CORP US N 2 2031-12-15 Fixed 9.50000000 N N N N N N CORPORACION GEO SA DE CV 54930004KSSRAZ2P6765 21986VAC9 1200000.00000000 PA USD 12.00000000 0.000014751255 Long DBT CORP MX N 3 2022-03-27 None 0.00000000 Y N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 400000.00000000 PA USD 338908.00000000 0.416609863373 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 35000.00000000 PA USD 34970.64000000 0.042988402612 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 58000.00000000 PA USD 67455.34000000 0.082920910634 Long DBT CORP US N 2 2029-11-01 Fixed 1.25000000 N N N N Y Guidewire Software, Inc. USD XXXX N N N FIRST ADVANTAGE HOLDINGS LLC 549300MRQE5MQEH3BI02 78477MAH4 451000.80000000 PA USD 439022.22000000 0.539677396497 Long LON CORP US N 2 2031-10-31 Floating 6.91300000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 420000.00000000 PA USD 397328.40000000 0.488424381951 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 55000.00000000 PA USD 56611.28000000 0.069590619360 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 41064.00000000 PA USD 872.61000000 0.001072674392 Long DBT CORP KY N 2 2028-12-28 Fixed 6.25000000 N N Y N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 205000.00000000 PA USD 193473.38000000 0.237831265146 Long DBT CORP US N 2 2032-03-15 Fixed 4.37500000 N N N N N N WIX LTD 5493008P6N29Q1AG9464 92940WAE9 28000.00000000 PA USD 30576.00000000 0.037586197972 Long DBT CORP IL N 2 2030-09-15 None 0.00000000 N N N N Y Wix.com Ltd. USD XXXX N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 43384.62000000 PA USD 44626.55000000 0.054858135241 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 20000.00000000 PA USD 19129.97000000 0.023515922279 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 210000.00000000 PA USD 163275.00000000 0.200709264586 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 385000.00000000 PA USD 411419.47000000 0.505746129291 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N iHeartMedia Inc N/A 45174J509 9786.00000000 NS USD 28085.82000000 0.034525091272 Long EC CORP US N 1 N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAE4 555000.00000000 PA USD 574334.11000000 0.706012413687 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 500000.00000000 PA USD 495352.15000000 0.608922160389 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 2000.00000000 PA USD 83.78000000 0.000102988345 Long DBT CORP KY N 2 2031-07-21 Fixed 5.00000000 N N Y N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 110000.00000000 PA USD 111534.61000000 0.137106290301 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 70000.00000000 PA USD 70982.10000000 0.087256255334 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 405000.00000000 PA USD 421247.79000000 0.517827800578 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 430000.00000000 PA USD 436071.17000000 0.536049755552 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N SEAGATE DATA STORAGE TECHNOLOG N/A 81180LAM7 90000.00000000 PA USD 95274.18000000 0.117117811066 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 875000.00000000 PA USD 885887.77000000 1.088996373127 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAD9 78000.00000000 PA USD 27439.62000000 0.033730736185 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 185000.00000000 PA USD 191631.14000000 0.235566652464 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 225000.00000000 PA USD 253959.36000000 0.312184941848 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 3650.00000000 NS USD 4416.50000000 0.005429076509 Long EC CORP US N 1 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 129118.00000000 PA USD 2420.96000000 0.002976016543 Long DBT CORP KY N 2 2032-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N CommScope Inc 549300Z6K4JXMFE8QY54 000000000 263777.79000000 PA USD 266745.29000000 0.327902318099 Long LON CORP US N 2 2029-12-17 Floating 8.91300000 N N N N N N AMERITEX HOLDCO INTERMED N/A 030727AB7 485000.00000000 PA USD 504782.43000000 0.620514532544 Long DBT CORP US N 2 2033-08-15 Fixed 7.62500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 74839.00000000 PA USD 11038.75000000 0.013569618094 Long DBT CORP KY N 2 2027-09-30 None 0.00000000 Y N Y N N N SEAGATE DATA STOR N/A 81180LAK1 30000.00000000 PA USD 29022.86000000 0.035676967611 Long DBT CORP SG N 2 2029-06-01 Fixed 4.09100000 N N N N N N Dechra Pharmaceuticals Holdings Ltd 254900O65L5G9CGTAS28 24343EAB1 192844.87000000 PA USD 193126.42000000 0.237404757190 Long LON CORP US N 2 2032-01-27 Floating 7.44700000 N N N N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 51919.73000000 PA USD 52724.49000000 0.064812700129 Long LON CORP US N 2 2029-12-21 Fixed 3.75000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 115429.00000000 PA USD 1298.58000000 0.001596307069 Long DBT CORP KY N 2 2032-12-28 Fixed 7.25000000 N N Y N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 928321.00000000 PA USD 1021310.91000000 1.255468146744 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AM1 36000.00000000 PA USD 34290.00000000 0.042151711423 Long DBT CORP US N 2 2030-10-01 Fixed 0.62500000 N N N N Y Euronet Worldwide, Inc. USD XXXX N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAL6 79000.00000000 PA USD 76345.51000000 0.093849341090 Long DBT CORP US N 2 2029-11-15 Fixed 10.75000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 310000.00000000 PA USD 321283.07000000 0.394944043507 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 245000.00000000 PA USD 240093.34000000 0.295139842005 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 295000.00000000 PA USD 291745.17000000 0.358633952027 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N EVERGREEN ACQCO 1 LP 549300F6POVHG3ME8T95 30015FAJ5 205000.00000000 PA USD 205000.00000000 0.252000607809 Long LON CORP US N 2 2032-09-17 Floating 7.02600000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 170000.00000000 PA USD 162759.16000000 0.200075157300 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 10000.00000000 PA USD 9452.51000000 0.011619698855 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 37.00000000 NC USD 3999.78000000 0.004916814590 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ5 Comdty 2025-12-31 7706742.43000000 USD 3999.78000000 N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 90859.53000000 PA USD 92267.85000000 0.113422216006 Long LON CORP US N 2 2029-12-21 Floating 10.15800000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAG4 200000.00000000 PA USD 203520.00000000 0.250181286348 Long DBT CORP US N 2 2033-07-15 Fixed 7.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 1020000.00000000 PA USD 688245.00000000 0.846039796692 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N DOTDASH MEREDITH INC 549300R2AA7U9CJUQO13 25849JAA8 325000.00000000 PA USD 321977.50000000 0.395797686346 Long DBT CORP US N 2 2032-06-15 Fixed 7.62500000 N N N N N N DISH DBS CORP N/A 25470XBF1 150000.00000000 PA USD 143796.00000000 0.176764289759 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 26897.28000000 PA USD 571.57000000 0.000702614572 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 N N Y N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 19374.34000000 PA USD 227.45000000 0.000279597747 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N LYFT INC 549300H7I5VN334XVZ52 55087PAE4 20000.00000000 PA USD 24130.00000000 0.029662315446 Long DBT CORP US N 2 2030-09-15 None 0.00000000 N N N N N Lyft, Inc. USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912797NA1 1205000.00000000 PA USD 1201064.63000000 1.476434228189 Long STIV UST US N 2 2025-10-30 None 0.00000000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 39000.00000000 PA USD 42802.50000000 0.052615883003 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Tyler Technologies Inc USD XXXX N N N Russell Investments US Inst'l Holdco Inc 5493008YG7V0FQCJQI74 78249LAE0 205785.83000000 PA USD 196782.70000000 0.241899317104 Long LON CORP US N 2 2027-05-30 Floating 9.30800000 N N Y N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 395000.00000000 PA USD 375631.21000000 0.461752649913 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -54.00000000 NC USD 2178.60000000 0.002678090361 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVZ5 Comdty 2025-12-31 -5898725.50000000 USD 2178.60000000 N N N KINGPIN INTERMEDIATE HO 549300HRZOJTMNZCST05 49579RAB4 430000.00000000 PA USD 408575.51000000 0.502250131005 Long DBT CORP US N 2 2032-10-15 Fixed 7.25000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 46557.00000000 PA USD 1311.98000000 0.001612779304 Long DBT CORP KY N 2 2029-06-30 Fixed 4.50000000 N N Y N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 405000.00000000 PA USD 154215.94000000 0.189573222507 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 500.00000000 0.000614635628 Long DBT CORP KY N 2 2026-08-04 None 0.00000000 Y N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 815000.00000000 PA USD 813803.58000000 1.000385350232 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 380000.00000000 PA USD 3800.00000000 0.004671230778 Long ABS-MBS CORP US N 3 2027-11-15 Floating 7.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 660000.00000000 PA USD 658898.55000000 0.809965049194 Long DBT CORP US N 2 2062-03-30 Fixed 6.37500000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 400000.00000000 PA USD 449785.92000000 0.552908903532 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -12197.57000000 -0.01499412221 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USZ5 Comdty 2025-12-19 -570771.18000000 USD -12197.57000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 220000.00000000 PA USD 201497.61000000 0.247695220449 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AQ9 49000.00000000 PA USD 56154.00000000 0.069028498199 Long DBT CORP US N 2 2030-07-15 Fixed 1.37500000 N N N N Y Itron, Inc. USD XXXX N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 270000.00000000 PA USD 285588.72000000 0.351066004993 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 215000.00000000 PA USD 213515.04000000 0.262467901739 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N DOORDASH INC 549300NUQ43FGGSK5051 25809KAA3 49000.00000000 PA USD 55688.50000000 0.068456272429 Long DBT CORP US N 2 2030-05-15 None 0.00000000 N N N N N DoorDash, Inc. USD XXXX N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 85000.00000000 PA USD 80443.15000000 0.098886452166 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 470356.74000000 PA USD 469966.34000000 0.577716113805 Long LON CORP CA N 2 2031-01-15 Floating 8.41300000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 270000.00000000 PA USD 260851.64000000 0.320657423552 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 20000.00000000 PA USD 19972.19000000 0.024551239118 Long DBT CORP BM N 2 2027-02-01 Fixed 8.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 37328.00000000 PA USD 5599.20000000 0.006882935625 Long DBT CORP KY N 2 2026-09-30 None 0.00000000 Y N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 27375.00000000 PA USD 615.94000000 0.000757157338 Long DBT CORP KY N 2 2026-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAD8 29000.00000000 PA USD 36438.50000000 0.044792800720 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 20000.00000000 PA USD 20385.88000000 0.025059776345 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 185000.00000000 PA USD 190051.06000000 0.233624305536 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797QZ3 411200.00000000 PA USD 407754.94000000 0.501241427889 Long STIV UST US N 2 2025-12-18 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 935000.00000000 PA USD 897195.15000000 1.102896210360 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 125000.00000000 PA USD 120644.50000000 0.148304816238 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 90000.00000000 PA USD 81092.24000000 0.099684359847 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 480000.00000000 PA USD 512205.32000000 0.629639277870 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AB3 337000.00000000 PA USD 337104.66000000 0.414393069343 Long DBT CORP US N 2 2033-11-01 Fixed 5.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 565000.00000000 PA USD 198228.33000000 0.243676388512 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Project Alpha Intermediate Holding, Inc. N/A 74339DAN8 115485.56000000 PA USD 115747.71000000 0.142285333036 Long LON CORP US N 2 2030-10-26 Floating 7.25200000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAP7 205884.92000000 PA USD 42350.53000000 0.052060289273 Long ABS-MBS CORP US N 2 2031-11-15 Floating 8.76500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 19000.00000000 PA USD 42435.27000000 0.052164457719 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 390000.00000000 PA USD 380658.95000000 0.467933106186 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 280000.00000000 PA USD 281342.04000000 0.345845683328 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 315000.00000000 PA USD 200207.70000000 0.246109571161 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 50000.00000000 PA USD 51526.55000000 0.063340106918 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 120000.00000000 PA USD 119877.52000000 0.147361989769 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 32729.43000000 PA USD 11782.59000000 0.014483999227 Long ABS-MBS CORP US N 2 2044-03-15 Variable 6.05000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 60000.00000000 PA USD 58419.87000000 0.071813867064 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 112803.00000000 PA USD 16920.45000000 0.020799822850 Long DBT CORP KY N 2 2029-09-30 None 0.00000000 Y N Y N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 195000.00000000 PA USD 207199.59000000 0.254704500575 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 725000.00000000 PA USD 707146.66000000 0.869275064051 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 115000.00000000 PA USD 119602.20000000 0.147023546806 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N DISH DBS Corp N/A 25470XAY1 660000.00000000 PA USD 653697.91000000 0.803572051921 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 78000.00000000 PA USD 77220.00000000 0.094924326512 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 53124.00000000 PA USD 7985.60000000 0.009816468554 Long DBT CORP KY N 2 2030-09-30 None 0.00000000 Y N Y N N N ELEMENT COMM AVIATION N/A 000000000 100.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US Y 3 N/A None 0.00000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 285000.00000000 PA USD 128250.00000000 0.157654038788 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 180000.00000000 PA USD 184864.94000000 0.227249157281 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N SGUS LLC N/A 81880AAA0 491264.00000000 PA USD 463102.79000000 0.569278949065 Long DBT CORP US N 2 2029-12-15 Fixed 11.00000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBK2 56000.00000000 PA USD 43986.88000000 0.054071807295 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N OPEN TEXT INC N/A 683720AC0 170000.00000000 PA USD 157215.08000000 0.193259979106 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 1283.25000000 0.001577462341 Long DBT CORP KY N 2 2031-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 738000.00000000 PA USD 676192.50000000 0.831224004860 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 385000.00000000 PA USD 408938.15000000 0.502695913934 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAE7 21000.00000000 PA USD 23845.50000000 0.029312587773 Long DBT CORP US N 2 2030-06-15 None 0.00000000 N N N N N Cloudflare, Inc. USD XXXX N N N NOVA LTD 529900B2DSWE5V3SC292 66982MAA2 31000.00000000 PA USD 37266.46000000 0.045810588150 Long DBT CORP IL N 2 2030-09-15 None 0.00000000 N N N N Y Nova Ltd. USD XXXX N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 33105.48000000 PA USD 1944.28000000 0.002390047520 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 N N Y N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 880000.00000000 PA USD 911384.77000000 1.120339102383 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AB1 22000.00000000 PA USD 24728.00000000 0.030397419658 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 295000.00000000 PA USD 308888.60000000 0.379707877782 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 160000.00000000 PA USD 167704.00000000 0.206153706985 Long DBT CORP US N 2 2032-04-01 Fixed 8.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD -3071.60000000 -0.00377582959 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNZ5 Comdty 2025-12-19 -116990.90000000 USD -3071.60000000 N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 35000.00000000 PA USD 34006.57000000 0.041803299070 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 205000.00000000 PA USD 210825.89000000 0.259162206936 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 613.00000000 NS USD 43081.64000000 0.052959021782 Long EP CORP US N 1 N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 725000.00000000 PA USD 676963.05000000 0.832171219827 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 620000.00000000 PA USD 573739.13000000 0.705281021874 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 48702.00000000 PA USD 271.76000000 0.000334066756 Long DBT CORP KY N 2 2099-12-31 Variable 0.00000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 6700.00000000 0.008236117425 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 200000.00000000 PA USD 199588.24000000 0.245348086788 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 510000.00000000 PA USD 466703.70000000 0.573705444229 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 325000.00000000 PA USD 212827.88000000 0.261623195701 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 420000.00000000 PA USD 2100.00000000 0.002581469640 Long ABS-MBS CORP US N 3 2027-11-15 Floating 7.50000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 1086.00000000 NS USD 75553.02000000 0.092875155911 Long EP CORP US N 1 N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207AD7 660000.00000000 PA USD 677870.16000000 0.833286304078 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N DISH DBS CORP N/A 25470XBE4 575000.00000000 PA USD 564991.72000000 0.694528082182 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CFLDTRUSTUNT N/A 000000000 456218.03000000 NS 2240.08000000 0.002753665958 Long EC CORP CN N 3 N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 200000.00000000 PA USD 206955.60000000 0.254404570681 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 90000.00000000 PA USD 89673.71000000 0.110233314266 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 81.00000000 NS USD 1611.90000000 0.001981462340 Long EC CORP BM N 1 N N N PUG LLC 549300NL9JUFIOARLW93 74530DAH8 279844.10000000 PA USD 276928.12000000 0.340419778339 Long LON CORP US N 2 2030-03-15 Floating 8.91300000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 80000.00000000 PA USD 69440.80000000 0.085361579545 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.45500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 395000.00000000 PA USD 391390.49000000 0.481125079858 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 55000.00000000 PA USD 55539.17000000 0.068272705352 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 45000.00000000 PA USD 43380.56000000 0.053326475546 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAA8 200000.00000000 PA USD 200735.94000000 0.246758921411 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 1283.25000000 0.001577462341 Long DBT CORP KY N 2 2029-12-28 Fixed 6.50000000 N N Y N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 200000.00000000 PA USD 193118.32000000 0.237394800093 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 425000.00000000 PA USD 447379.40000000 0.549950637666 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AG7 75000.00000000 PA USD 61875.00000000 0.076061159064 Long DBT CORP US N 2 2030-04-01 Fixed 6.62500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 10000.00000000 PA USD 10398.23000000 0.012782245269 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 75000.00000000 PA USD 78481.55000000 0.096475113667 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 835000.00000000 PA USD 623168.93000000 0.766043654283 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 220000.00000000 PA USD 3658.60000000 0.004497411823 Long DBT CORP KY N 2 2023-06-01 None 0.00000000 Y N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 54752.00000000 PA USD 1026.60000000 0.001261969873 Long DBT CORP KY N 2 2029-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 265000.00000000 PA USD 252412.50000000 0.310283431311 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAA3 310000.00000000 PA USD 326240.59000000 0.401038180352 Long DBT CORP KY N 2 2030-04-15 Fixed 7.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 160000.00000000 PA USD 127649.60000000 0.156915984325 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N ADVANCED ENERGY IND 549300756XI3QLFT2U27 007973AE0 26000.00000000 PA USD 35997.00000000 0.044250077460 Long DBT CORP US N 2 2028-09-15 Fixed 2.50000000 N N N N Y Advanced Energy Industries, Inc. USD XXXX N N N Crown Subsea Communications Holding,Inc. 5493003AYLUE132FIO27 22860EAK8 114710.33000000 PA USD 115312.56000000 0.141750415649 Long LON CORP US N 2 2031-01-30 Floating 7.66300000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAN2 91504.41000000 PA USD 28278.25000000 0.034761639940 Long ABS-MBS CORP US N 2 2031-11-15 Floating 7.76500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 37238.00000000 PA USD 5417.38000000 0.006659429525 Long DBT CORP KY N 2 2025-09-30 None 0.00000000 Y N Y N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 165000.00000000 PA USD 155734.94000000 0.191440485547 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 157321.00000000 PA USD 387009.66000000 0.475739851454 Long DBT CORP US N 2 2030-11-30 Fixed 3.87500000 N N Y N Y EchoStar Corp. USD XXXX N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 87176.00000000 PA USD 1274.51000000 0.001566718510 Long DBT CORP KY N 2 2031-06-30 Fixed 5.50000000 N N Y N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAA3 156744.00000000 PA USD 126962.64000000 0.156071524142 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 460000.00000000 PA USD 475104.56000000 0.584032379966 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAJ6 114202.38000000 PA USD 113916.87000000 0.140034734047 Long LON CORP US N 2 2028-08-18 Floating 7.16300000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBZ1 260000.00000000 PA USD 238594.20000000 0.293296992292 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 110000.00000000 PA USD 108289.27000000 0.133116887118 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 470000.00000000 PA USD 448627.17000000 0.551484485463 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 295000.00000000 PA USD 302346.98000000 0.371666452338 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 1000000.00000000 PA USD 1046389.00000000 1.286295921977 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAB1 460000.00000000 PA USD 478993.86000000 0.588813384668 Long DBT CORP KY N 2 2031-01-15 Fixed 7.25000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAP9 85000.00000000 PA USD 82926.80000000 0.101939531725 Long DBT CORP CA N 2 2029-08-15 Fixed 4.37500000 N N N N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAH1 107800.03000000 PA USD 107961.73000000 0.132714251610 Long LON CORP US N 2 2031-10-23 Floating 7.66300000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 495000.00000000 PA USD 480836.32000000 0.591078267790 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 257000.00000000 PA USD 257180.36000000 0.316144424569 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 505000.00000000 PA USD 482381.05000000 0.592977159979 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 4352.00000000 PA USD 67.72000000 0.000083246249 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N N Y N China Aoyuan Group Ltd. USD XXXX N N N HORIZON US FINCO LP N/A 44057XAB3 219815.27000000 PA USD 215144.20000000 0.264470581301 Long LON CORP US N 2 2031-10-31 Floating 8.80800000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 455000.00000000 PA USD 423433.33000000 0.520514422082 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 1433.00000000 NS USD 56431.54000000 0.069369670144 Long EP CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 1150000.00000000 PA USD 1064621.59000000 1.308708720816 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AD9 14000.00000000 PA USD 33684.00000000 0.041406773041 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N Granite Construction, Inc. USD XXXX N N N SEAGATE DATA STOR N/A 81180LAS4 60000.00000000 PA USD 59880.60000000 0.073609500468 Long DBT CORP SG N 2 2034-12-01 Fixed 5.75000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 135000.00000000 PA USD 131272.12000000 0.161369044041 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 216548.47000000 PA USD 217165.63000000 0.266955467099 Long LON CORP US N 2 2028-08-19 Floating 8.51300000 N N N N N N EDELMAN FINANCIAL CENTER LLC 549300Z31KZXNP05U733 27943UAM8 293350.17000000 PA USD 293455.78000000 0.360736755733 Long LON CORP US N 2 2028-04-07 Floating 7.16300000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838LAK6 134462.05000000 PA USD 130092.03000000 0.159918393322 Long LON CORP US N 2 2030-08-09 Floating 7.16300000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 27375.00000000 PA USD 684.38000000 0.000841288663 Long DBT CORP KY N 2 2027-12-28 Fixed 7.72100000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 123194.00000000 PA USD 1385.93000000 0.001703683914 Long DBT CORP KY N 2 2031-12-28 Fixed 7.00000000 N N Y N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 60000.00000000 PA USD 52447.86000000 0.064472646821 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.24800000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 205000.00000000 PA USD 209612.91000000 0.257671125486 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 130000.00000000 PA USD 117449.44000000 0.144377220814 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N HighTower Holdings LLC 254900MKOSB7RTMA9K12 43117LAP8 83874.03000000 PA USD 83717.19000000 0.102911135434 Long LON CORP US N 2 2032-02-03 Floating 7.07100000 N N N N N N APH/APH2/APH3/AQUARIAN N/A 00188QAA4 525000.00000000 PA USD 547900.50000000 0.673518336679 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N AMYNTA AGENCY/WARRANTY N/A 03238AAA3 365000.00000000 PA USD 373630.79000000 0.459293591104 Long DBT CORP US N 2 2033-07-15 Fixed 7.50000000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 390089.60000000 PA USD 388993.45000000 0.478178467482 Long LON CORP US N 2 2030-11-06 Floating 7.16300000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAL8 190000.00000000 PA USD 185493.30000000 0.228021582168 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N MERMAID BIDCO INC 254900765HT42I3EW691 59012CAL9 74811.08000000 PA USD 74639.76000000 0.091752511642 Long LON CORP US N 2 2031-07-03 Floating 7.57100000 N N N N N N TEVA PHARM FIN IV 549300GKSD1RG56QRY33 881937AA4 465000.00000000 PA USD 478907.69000000 0.588707458364 Long DBT CORP NL N 2 2030-12-01 Fixed 5.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 76000.00000000 PA USD 85272.00000000 0.104822418678 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings, Inc. USD XXXX N N N YUZHOU GROUP HOLDINGS CCASS 29 213800MP59KHGJSPHE82 000000000 30226.00000000 NS 990.45000000 0.001217531717 Long EC CORP HK N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 525000.00000000 PA USD 469875.00000000 0.577603832168 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N COMMVAULT SYSTEMS INC 65T5VRP62VXG39YFML83 204166AA0 35000.00000000 PA USD 36197.00000000 0.044495931711 Long DBT CORP US N 2 2030-09-15 None 0.00000000 N N N N Y Commvault Systems, Inc. USD XXXX N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AC6 200000.00000000 PA USD 199390.04000000 0.245104445225 Long DBT CORP US N 2 2033-09-01 Fixed 6.12500000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 245000.00000000 PA USD 246807.57000000 0.303393451961 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 260000.00000000 PA USD 241813.88000000 0.297254852374 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 69000.00000000 PA USD 63586.29000000 0.078164798674 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAC2 665000.00000000 PA USD 665988.38000000 0.818680373435 Long DBT CORP US N 2 2032-09-15 Fixed 7.50000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 340000.00000000 PA USD 326191.41000000 0.400977724791 Long DBT CORP US N 2 2030-01-15 Fixed 4.12500000 N N N N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAC6 51000.00000000 PA USD 50566.50000000 0.062159945047 Long DBT CORP US N 2 2028-07-15 None 0.00000000 N N N N Y Zscaler, Inc. USD XXXX N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 26000.00000000 PA USD 30849.00000000 0.037921789025 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp. USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 320000.00000000 PA USD 331201.92000000 0.407137000720 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 112530.00000000 PA USD 16854.74000000 0.020719047436 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 Y N Y N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 860000.00000000 PA USD 873462.44000000 1.073722272092 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 630000.00000000 PA USD 607919.32000000 0.747297747020 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 415000.00000000 PA USD 428734.43000000 0.527030911946 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N SEAGATE DATA STOR N/A 81180LAA3 275000.00000000 PA USD 279789.40000000 0.343937067603 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 205000.00000000 PA USD 203005.35000000 0.249548641895 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAB8 550000.00000000 PA USD 545440.50000000 0.670494329385 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBS9 46000.00000000 PA USD 54136.25000000 0.066548136119 Long DBT CORP BM N 2 2030-04-15 Fixed 0.87500000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 230109.00000000 PA USD 5883.89000000 0.007232896859 Long DBT CORP VG N 2 2027-07-11 None 0.00000000 Y N Y N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAJ7 14019.98000000 PA USD 14041.01000000 0.017260210020 Long LON CORP US N 2 2031-10-23 Floating 7.66300000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AC0 65000.00000000 PA USD 45761.95000000 0.056253849827 Long DBT CORP US N 2 2029-12-23 Fixed 4.62500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AC1 20000.00000000 PA USD 20658.54000000 0.025394949446 Long DBT CORP US N 2 2031-08-15 Fixed 7.12500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 625000.00000000 PA USD 654880.63000000 0.805025935623 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAD5 610000.00000000 PA USD 607782.55000000 0.747129619590 Long DBT CORP US N 2 2034-01-31 Fixed 5.62500000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 290000.00000000 PA USD 289072.13000000 0.355348060784 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 40000.00000000 PA USD 38335.56000000 0.047124802052 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443QAA1 262000.00000000 PA USD 262865.61000000 0.323133138986 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 15000.00000000 PA USD 14940.12000000 0.018365460101 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 95000.00000000 PA USD 92953.16000000 0.114264647891 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 190000.00000000 PA USD 183135.24000000 0.225122886787 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 23258.00000000 PA USD 126.52000000 0.000155527399 Long DBT CORP KY N 2 2034-06-30 Fixed 1.00000000 N N Y N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 690000.00000000 PA USD 716254.50000000 0.880471069982 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 10000.00000000 PA USD 10202.40000000 0.012541517078 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 315000.00000000 PA USD 306376.75000000 0.376620132774 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 34221.00000000 PA USD 641.64000000 0.000788749609 Long DBT CORP KY N 2 2027-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 128989.04000000 0.158562519418 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 35369.12000000 PA USD 574.75000000 0.000706523655 Long DBT CORP VG N 2 2031-09-30 Fixed 9.80000000 N N Y N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 1629508.02000000 PA USD 1629508.02000000 2.003107373028 Long RA CORP US N 2 Repurchase N 2.65000000 2025-10-01 1762200.00000000 USD 1662162.85000000 USD UST N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 45000.00000000 PA USD 46081.53000000 0.056646700335 Long DBT CORP US N 2 2031-02-01 Fixed 6.37500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 360000.00000000 PA USD 371962.17000000 0.457242404498 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 62143.00000000 PA USD 1332.97000000 0.001638581708 Long DBT CORP KY N 2 2030-06-30 Fixed 5.00000000 N N Y N N N INCEPTION HOLDCO SARL 549300V0LY56J9HGCK92 45073SAB1 180695.61000000 PA USD 181599.09000000 0.223234541744 Long LON CORP US N 2 2031-04-18 None 0.00000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 565000.00000000 PA USD 521426.47000000 0.640974572527 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 8000.00000000 PA USD 35772.00000000 0.043973491427 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital, Inc. USD XXXX N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 140000.00000000 PA USD 146273.40000000 0.179809686372 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AD4 175000.00000000 PA USD 177164.40000000 0.217783104791 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAD0 85000.00000000 PA USD 87565.05000000 0.107641199136 Long DBT CORP US N 2 2033-04-01 Fixed 7.87500000 N N N N N N LAMAR MEDIA CORP N/A 513075CA7 97000.00000000 PA USD 96286.46000000 0.118362177774 Long DBT CORP US N 2 2033-11-01 Fixed 5.37500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 940000.00000000 PA USD 931614.82000000 1.145207321388 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 20533.00000000 PA USD 513.33000000 0.000631021814 Long DBT CORP KY N 2 2025-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 320000.00000000 PA USD 353603.20000000 0.434674250358 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 31535.00000000 PA USD 4036.16000000 0.004961535479 Long DBT CORP KY N 2 2027-06-30 Fixed 7.00000000 N N Y N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AR2 160000.00000000 PA USD 163327.36000000 0.200773629229 Long DBT CORP US N 2 2033-03-15 Fixed 5.87500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 75000.00000000 PA USD 78666.92000000 0.096702983680 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAA3 835000.00000000 PA USD 816696.80000000 1.003941902420 Long DBT CORP GB N 2 2029-01-15 Fixed 8.37500000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 160000.00000000 PA USD 141723.52000000 0.174216649663 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 390000.00000000 PA USD 398736.39000000 0.490155183589 Long DBT CORP US N 2 2029-03-01 Fixed 6.37500000 N N N N N N Fortress Intermediate 3, Inc 254900NLAZ3JQJW5JP75 34966LAD6 350755.05000000 PA USD 351631.94000000 0.432251037099 Long LON CORP US N 2 2031-06-27 Floating 7.25500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 625000.00000000 PA USD 584583.44000000 0.718611620465 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAJ7 57000.00000000 PA USD 64165.03000000 0.078876227122 Long DBT CORP US N 2 2029-12-15 Fixed 0.50000000 N N N N N Nutanix, Inc. USD XXXX N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 200000.00000000 PA USD 191934.47000000 0.235939527315 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 225000.00000000 PA USD 221080.64000000 0.271768076365 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AU1 33000.00000000 PA USD 35607.00000000 0.043770661669 Long DBT CORP US N 2 2031-01-15 Fixed 3.87500000 N N N N Y FirstEnergy Corp. USD XXXX N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 12176.00000000 NS 179.94000000 0.000221195070 Long EC CORP KY N 2 N N N IVC ACQUISITION LTD 254900WZMD2JOGND1Z32 000000000 168931.18000000 PA USD 169600.15000000 0.208484589681 Long LON CORP CA N 2 2028-12-12 Floating 7.75200000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 65000.00000000 PA USD 60214.78000000 0.074020298337 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 26736.00000000 PA USD 968.38000000 0.001190401700 Long DBT CORP KY N 2 2028-06-30 Fixed 4.00000000 N N Y N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 902681AB1 38000.00000000 PA USD 48570.51000000 0.059706331910 Long DBT CORP US N 2 2028-06-01 Fixed 5.00000000 N N N N Y UGI Corp. USD XXXX N N N Mineral Resources Ltd 5299007V1ACKFFX2P066 603051AA1 65000.00000000 PA USD 64997.79000000 0.079899915055 Long DBT CORP AU N 2 2027-05-01 Fixed 8.12500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 54752.00000000 PA USD 1026.60000000 0.001261969873 Long DBT CORP KY N 2 2028-12-31 None 0.00000000 N N N Y N Kaisa Group Holdings Ltd. USD XXXX N N N SEAGATE DATA STORAGE TECHNOLOG N/A 81180LAN5 215000.00000000 PA USD 199022.41000000 0.244652528232 Long DBT CORP SG N 2 2031-01-15 Fixed 4.12500000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 125000.00000000 PA USD 124129.66000000 0.152589023254 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 750000.00000000 PA USD 706817.55000000 0.868870498588 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 210000.00000000 PA USD 11946.90000000 0.014685980787 Long DBT CORP KY N 2 2025-10-13 None 0.00000000 Y N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAG2 61000.00000000 PA USD 21483.59000000 0.026409159697 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAB2 115000.00000000 PA USD 116189.79000000 0.142828769274 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 95000.00000000 PA USD 96479.25000000 0.118599168980 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 715000.00000000 PA USD 731039.34000000 0.898645648843 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 195000.00000000 PA USD 202046.33000000 0.248369746174 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 185000.00000000 PA USD 186448.96000000 0.229196347538 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 112735.00000000 PA USD 3382.05000000 0.004157456856 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 90000.00000000 PA USD 79131.74000000 0.097274373546 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 200000.00000000 PA USD 190003.54000000 0.233565890565 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 330000.00000000 PA USD 347217.95000000 0.426825046060 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 20000.00000000 PA USD 9000.00000000 0.011063441318 Long DBT CORP US N 2 2028-02-15 None 0.00000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBC0 60000.00000000 PA USD 57284.25000000 0.070417882038 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 450000.00000000 PA USD 452114.55000000 0.555771421461 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAC9 100000.00000000 PA USD 111039.81000000 0.136498046883 Long DBT CORP IL N 2 2030-06-15 None 0.00000000 N N N N Y CyberArk Software Ltd. USD XXXX N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAU6 65000.00000000 PA USD 59491.56000000 0.073131264778 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N N Y Global Payments, Inc. USD XXXX N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 400000.00000000 PA USD 984.00000000 0.001209602917 Long DBT CORP KY N 2 2026-01-07 None 0.00000000 Y N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 43823.00000000 PA USD 5696.99000000 0.007003146061 Long DBT CORP KY N 2 2032-09-30 None 0.00000000 Y N Y N N Sunac China Holdings Ltd. USD XXXX N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 160000.00000000 PA USD 117681.47000000 0.144662448624 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 13000.00000000 PA USD 37440.00000000 0.046023915884 Long DBT CORP KY N 2 2028-06-01 Fixed 3.50000000 N N N N N Seagate Technology Holdings PLC USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912797QE0 200000.00000000 PA USD 199819.49000000 0.245632355766 Long STIV UST US N 2 2025-10-09 None 0.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 000000000 70000.00000000 PA USD 68267.05000000 0.083918722406 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 190000.00000000 PA USD 188421.08000000 0.231620617971 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 215000.00000000 PA USD 155698.06000000 0.191395150023 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AB8 90000.00000000 PA USD 91113.12000000 0.112002739607 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 75000.00000000 PA USD 75843.22000000 0.093231890430 Long DBT CORP US N 2 2033-05-31 Fixed 6.37500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 300000.00000000 PA USD 303717.00000000 0.373350578547 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAE5 735000.00000000 PA USD 731147.20000000 0.898778238040 Long DBT CORP CA N 2 2033-10-01 Fixed 6.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 325000.00000000 PA USD 303869.05000000 0.373537489241 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 160000.00000000 PA USD 165847.84000000 0.203871982848 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 186000.00000000 PA USD 192689.00000000 0.236867049357 Long DBT CORP CA N 2 2029-06-15 Fixed 9.62500000 N N N N N N Ryan LLC 549300TG86D8HZC6TE67 78350LAZ8 195085.47000000 PA USD 195329.33000000 0.240112731136 Long LON CORP US N 2 2030-11-14 Floating 7.66300000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAB2 85000.00000000 PA USD 72763.40000000 0.089445956225 Long DBT CORP US N 2 2029-12-23 Fixed 9.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD -4447.82000000 -0.00546757728 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYZ5 Comdty 2025-12-19 -1491567.81000000 USD -4447.82000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 265000.00000000 PA USD 244998.99000000 0.301170216550 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N Gryphon Acquire Newco, LLC N/A 40054QAB9 395000.00000000 PA USD 395865.05000000 0.486625527856 Long LON CORP US N 2 2032-09-13 Floating 6.87900000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 275000.00000000 PA USD 278436.55000000 0.342274047982 Long DBT CORP KY N 2 2030-03-15 Fixed 5.87500000 N N N N N N INCEPTION HOLDCO SARL 5493006UQZEOC4WP0469 000000000 180695.61000000 PA USD 181599.09000000 0.223234541744 Long LON CORP LU N 2 2031-04-18 None 0.00000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 22577.00000000 NS USD 0.00000000 0.000000 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 124.99999000 1.00000000 USD 2027-06-30 XXXX -12417.35000000 N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 65000.00000000 PA USD 67892.05000000 0.083457745685 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 375000.00000000 PA USD 354420.56000000 0.435679007513 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 16000.00000000 PA USD 31592.00000000 0.038835137570 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AD1 41000.00000000 PA USD 64185.50000000 0.078901390305 Long DBT CORP US N 2 2029-10-01 None 0.00000000 N N N N Y Snowflake, Inc. USD XXXX N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 16000.00000000 PA USD 21864.00000000 0.026876786776 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 Advisor Group Inc 549300XL60BDV6UW5C86 68773JAG5 148412.50000000 PA USD 148302.67000000 0.182304209657 Long LON CORP US N 2 2032-07-30 Floating 7.16300000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 95000.00000000 PA USD 93379.89000000 0.114789214815 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 440000.00000000 PA USD 437065.90000000 0.537272548550 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N OPEN TEXT INC N/A 683720AA4 780000.00000000 PA USD 738891.58000000 0.908298181782 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 20319.00000000 NS USD 0.00000000 0.000000 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 124.99999000 1.00000000 USD 2027-06-30 XXXX -19099.86000000 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 213200.00000000 PA USD 6396.00000000 0.007862418963 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 575000.00000000 PA USD 600376.21000000 0.738025218704 Long DBT CORP US N 2 2035-05-15 Fixed 6.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 150000.00000000 PA USD 146381.90000000 0.179943062304 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 160000.00000000 PA USD 166211.20000000 0.204318650852 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N MAKEMYTRIP LIMITED 529900DNT8HNJ7RYUO60 56087FAC8 48000.00000000 PA USD 49556.64000000 0.060918553175 Long DBT CORP MU N 2 2030-07-01 None 0.00000000 N N N N N MakeMyTrip Ltd. USD XXXX N N N ARDONAGH MIDCO 3 PLC 254900YP2E642AGM4G32 000000000 233656.44000000 PA USD 232294.22000000 0.285552607954 Long LON CORP AU N 2 2031-02-15 Floating 6.95000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAJ1 321000.00000000 PA USD 325596.79000000 0.400246775516 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 33000.00000000 PA USD 48510.00000000 0.059631948706 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies, Inc. USD XXXX N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 320000.00000000 PA USD 323579.52000000 0.397767003486 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 120000.00000000 PA USD 113697.18000000 0.139764675445 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAC0 52467.32000000 PA USD 44247.26000000 0.054391884945 Long LON CORP US N 2 2028-04-28 Floating 9.21800000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 155000.00000000 PA USD 158799.21000000 0.195207304583 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 614267.00000000 PA USD 633278.56000000 0.778471131867 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N DSLA Mortgage Loan Trust N/A 23332UFF6 96756.41000000 PA USD 50420.07000000 0.061979942857 Long ABS-MBS CORP US N 2 2045-09-19 Floating 4.90800000 N N N N N N 2025-11-17 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer XXXX