NPORT-P false 0000872649 XXXXXXXX S000006700 C000018231 C000018233 C000069253 C000175112 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 2025-12-31 N 80950707.66 2291515.86 78659191.80 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 GLOBAL AUTO HO/AAG FH UK N/A 00033GAA3 835000.00000000 PA USD 818917.90000000 1.041096254945 Long DBT CORP GB N 2 2029-01-15 Fixed 8.37500000 N N N N N N APH/APH2/APH3/AQUARIAN N/A 00188QAA4 587000.00000000 PA USD 592860.72000000 0.753708125437 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 389107.01000000 PA USD 388379.38000000 0.493749517523 Long LON CORP US N 2 2030-11-06 Floating 6.71600000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AB0 95000.00000000 PA USD 96067.41000000 0.122131193826 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 414000.00000000 PA USD 432472.61000000 0.549805560041 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 455000.00000000 PA USD 473061.74000000 0.601406814861 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N ADVANCED ENERGY IND 549300756XI3QLFT2U27 007973AE0 39000.00000000 PA USD 63940.50000000 0.081288020556 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 ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 330000.00000000 PA USD 342366.89000000 0.435253505871 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 715000.00000000 PA USD 736941.06000000 0.936878504769 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 210000.00000000 PA USD 146992.62000000 0.186872781980 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBB5 30000.00000000 PA USD 28898.31000000 0.036738630716 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAN6 665000.00000000 PA USD 670027.97000000 0.851811409025 Long DBT CORP US N 2 2034-07-01 Fixed 5.75000000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 263.00000000 NS USD 19861.76000000 0.025250399280 Long EP CORP US N 1 N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 135000.00000000 PA USD 132701.69000000 0.168704619210 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 65000.00000000 PA USD 68518.42000000 0.087107963395 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 200000.00000000 PA USD 192296.62000000 0.244468085165 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 1000000.00000000 PA USD 1048354.79000000 1.332781034243 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 152000.00000000 PA USD 139034.65000000 0.176755757106 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 215993.22000000 PA USD 216263.21000000 0.274936984541 Long LON CORP US N 2 2028-08-19 Floating 8.06600000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 369000.00000000 PA USD 352858.21000000 0.448591196941 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 180000.00000000 PA USD 185821.92000000 0.236236752180 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 55000.00000000 PA USD 57217.99000000 0.072741644924 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAA3 288000.00000000 PA USD 304104.67000000 0.386610468580 Long DBT CORP KY N 2 2030-04-15 Fixed 7.75000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAB1 460000.00000000 PA USD 482002.89000000 0.612773763587 Long DBT CORP KY N 2 2031-01-15 Fixed 7.25000000 N N N N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 673000.00000000 PA USD 697293.46000000 0.886474223855 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498BA3 1054000.00000000 PA USD 1074439.79000000 1.365943083590 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 3650.00000000 NS USD 4124.50000000 0.005243506709 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 525000.00000000 PA USD 469875.00000000 0.597355489228 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 214000.00000000 PA USD 221669.74000000 0.281810345272 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 1036.00000000 NS USD 71546.16000000 0.090957151176 Long EP CORP US N 1 N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAG4 400000.00000000 PA USD 381704.48000000 0.485263668829 Long DBT CORP US N 2 2033-07-15 Fixed 7.50000000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AD8 55000.00000000 PA USD 81455.00000000 0.103554331205 Long DBT CORP US N 2 2027-12-15 Fixed 1.25000000 N N N N Y Burlington Stores, Inc. USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 295000.00000000 PA USD 292665.81000000 0.372068163049 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 440000.00000000 PA USD 435036.72000000 0.553065331647 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 861000.00000000 PA USD 822296.76000000 1.045391824124 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAN2 91504.48000000 PA USD 14087.57000000 0.017909629730 Long ABS-MBS CORP US N 2 2031-11-15 Floating 7.36500000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAP7 205884.92000000 PA USD 10576.51000000 0.013445993733 Long ABS-MBS CORP US N 2 2031-11-15 Floating 8.36500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 415000.00000000 PA USD 241737.50000000 0.307322633843 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 405000.00000000 PA USD 149740.45000000 0.190366118152 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 565000.00000000 PA USD 201812.98000000 0.256566302528 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 1150000.00000000 PA USD 915015.10000000 1.163265321014 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 1020000.00000000 PA USD 806839.58000000 1.025740999286 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 500000.00000000 PA USD 494659.30000000 0.628863949247 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 215000.00000000 PA USD 218380.88000000 0.277629193744 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 725000.00000000 PA USD 705069.93000000 0.896360506465 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 72000.00000000 PA USD 65104.47000000 0.082767784044 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 253000.00000000 PA USD 257676.18000000 0.327585593118 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 115000.00000000 PA USD 118495.20000000 0.150643805623 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 155000.00000000 PA USD 160797.20000000 0.204422644474 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 880000.00000000 PA USD 922292.80000000 1.172517513712 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 122000.00000000 PA USD 122119.39000000 0.155251264608 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 45000.00000000 PA USD 46310.58000000 0.058874975626 Long DBT CORP US N 2 2031-02-01 Fixed 6.37500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 115000.00000000 PA USD 119106.84000000 0.151421387983 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAE7 37000.00000000 PA USD 40219.00000000 0.051130705871 Long DBT CORP US N 2 2030-06-15 None 0.00000000 N N N N Y Cloudflare, Inc. USD XXXX N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 140000.00000000 PA USD 132937.43000000 0.169004317178 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 324000.00000000 PA USD 314598.85000000 0.399951795589 Long DBT CORP US N 2 2030-01-15 Fixed 4.12500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 205000.00000000 PA USD 196974.33000000 0.250414891753 Long DBT CORP US N 2 2032-03-15 Fixed 4.37500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 72000.00000000 PA USD 73622.31000000 0.093596575702 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AV5 102000.00000000 PA USD 104565.90000000 0.132935385690 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 20338MAA0 210000.00000000 PA USD 212108.44000000 0.269654995361 Long DBT CORP US N 2 2031-12-15 Fixed 9.50000000 N N N N N N COMMVAULT SYSTEMS INC 65T5VRP62VXG39YFML83 204166AA0 24000.00000000 PA USD 21275.76000000 0.027048027716 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 CORPORACION GEO SA DE CV 54930004KSSRAZ2P6765 21986VAC9 1200000.00000000 PA USD 12.00000000 0.000015255686 Long DBT CORP MX N 3 2022-03-27 None 0.00000000 Y N N N N N Crown Subsea Communications Holding,Inc. 5493003AYLUE132FIO27 22860EAK8 114710.33000000 PA USD 115455.95000000 0.146779985095 Long LON CORP US N 2 2031-01-30 Floating 7.21600000 N N N N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAC9 100000.00000000 PA USD 106850.00000000 0.135839178556 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 DSLA Mortgage Loan Trust N/A 23332UFF6 96544.47000000 PA USD 50113.34000000 0.063709451944 Long ABS-MBS CORP US N 3 2045-09-19 Floating 4.50600000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 40000.00000000 PA USD 38895.60000000 0.049448257870 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 220000.00000000 PA USD 203252.13000000 0.258395904342 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N DAYFORCE INC 549300T64GVCHFJ8L449 23923YAB7 588000.00000000 PA USD 585900.84000000 0.744859979606 Long LON CORP US N 2 2032-08-20 None 0.00000000 N N N N N N Dechra Pharmaceuticals Holdings Ltd 254900O65L5G9CGTAS28 24343EAB1 192844.87000000 PA USD 193990.37000000 0.246621361802 Long LON CORP US N 2 2032-01-27 Floating 7.44700000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAB8 550000.00000000 PA USD 557392.44000000 0.708617044295 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 784000.00000000 PA USD 801288.60000000 1.018683998225 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBZ1 260000.00000000 PA USD 215346.76000000 0.273771895022 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DCC1 305000.00000000 PA USD 280792.94000000 0.356974097463 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 40000.00000000 PA USD 41631.20000000 0.052926045955 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N DISH DBS CORP N/A 25470XAY1 660000.00000000 PA USD 651966.63000000 0.828849896726 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N DISH DBS CORP N/A 25470XBE4 575000.00000000 PA USD 557604.75000000 0.708886955535 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N DISH DBS CORP N/A 25470XBF1 150000.00000000 PA USD 147262.87000000 0.187216352761 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N DOORDASH INC 549300NUQ43FGGSK5051 25809KAA3 71000.00000000 PA USD 74159.50000000 0.094279509238 Long DBT CORP US N 2 2030-05-15 None 0.00000000 N N N N N DoorDash, Inc. USD XXXX N N N DOTDASH MEREDITH INC 549300R2AA7U9CJUQO13 25849JAA8 402000.00000000 PA USD 362146.83000000 0.460399886793 Long DBT CORP US N 2 2032-06-15 Fixed 7.62500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 569079.00000000 PA USD 583003.56000000 0.741176646567 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 152903.00000000 PA USD 510696.02000000 0.649251547484 Long DBT CORP US N 2 2030-11-30 Fixed 3.87500000 N N Y N Y EchoStar Corp. USD XXXX N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 928321.00000000 PA USD 1026538.47000000 1.305045788685 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 377000.00000000 PA USD 402430.54000000 0.511612858956 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 95000.00000000 PA USD 94304.44000000 0.119889917302 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 25000.00000000 PA USD 24016.36000000 0.030532172337 Long DBT CORP US N 2 2029-05-01 Fixed 3.62500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 70000.00000000 PA USD 71400.73000000 0.090772264964 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 185000.00000000 PA USD 190220.15000000 0.241828253821 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AM1 65000.00000000 PA USD 59271.88000000 0.075352770151 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 SK INVICTUS INTERMEDIATE N/A 29977LAA9 388000.00000000 PA USD 384196.31000000 0.488431550348 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Evergreen Acqco 1 LP 549300F6POVHG3ME8T95 30015FAJ5 199533.33000000 PA USD 200331.46000000 0.254682835426 Long LON CORP US N 2 2032-09-17 Floating 6.70100000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAD8 34000.00000000 PA USD 41378.00000000 0.052604150962 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBC0 149000.00000000 PA USD 144101.46000000 0.183197229341 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 855000.00000000 PA USD 878210.69000000 1.116475608131 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAD9 60000.00000000 PA USD 121.80000000 0.000154845221 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAG2 81844.52000000 PA USD 166.14000000 0.000211214984 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N First Brands Group, LLC 2549005IXRZR7KSBJD91 31935HAM9 26706.88000000 PA USD 4807.24000000 0.006111479014 Long LON CORP US N 2 2026-06-29 Floating 8.45000000 N N Y N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AU1 64000.00000000 PA USD 68864.00000000 0.087547301750 Long DBT CORP US N 2 2031-01-15 Fixed 3.87500000 N N N N Y FirstEnergy Corp. USD XXXX N N N FLASH COMPUTE LLC N/A 33853QAA9 418000.00000000 PA USD 414138.87000000 0.526497743649 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 53000.00000000 PA USD 60377.60000000 0.076758479992 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp. USD XXXX N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 308000.00000000 PA USD 323045.18000000 0.410689676066 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 260000.00000000 PA USD 279254.82000000 0.355018674371 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 92000.00000000 PA USD 96845.16000000 0.123119953032 Long DBT CORP US N 2 2032-04-01 Fixed 8.37500000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAD0 85000.00000000 PA USD 88022.81000000 0.111904035606 Long DBT CORP US N 2 2033-04-01 Fixed 7.87500000 N N N N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AB1 18000.00000000 PA USD 21042.00000000 0.026750846936 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAL8 190000.00000000 PA USD 187415.86000000 0.238263139642 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAP9 73000.00000000 PA USD 71782.88000000 0.091258095026 Long DBT CORP CA N 2 2029-08-15 Fixed 4.37500000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 75000.00000000 PA USD 78687.90000000 0.100036496942 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 229000.00000000 PA USD 232386.91000000 0.295435161081 Long DBT CORP KY N 2 2030-03-15 Fixed 5.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 379000.00000000 PA USD 374282.67000000 0.475828268044 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 440000.00000000 PA USD 451246.89000000 0.573673438124 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 120000.00000000 PA USD 115065.79000000 0.146283971862 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAC0 52334.15000000 PA USD 46315.72000000 0.058881510145 Long LON CORP US N 2 2028-04-28 Floating 8.79400000 N N N N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAA3 156744.00000000 PA USD 131664.96000000 0.167386616855 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AC0 65000.00000000 PA USD 48289.80000000 0.061391172341 Long DBT CORP US N 2 2029-12-23 Fixed 4.62500000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAB2 85000.00000000 PA USD 74205.85000000 0.094338434329 Long DBT CORP US N 2 2029-12-23 Fixed 9.87500000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AD9 18000.00000000 PA USD 45666.00000000 0.058055516405 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 GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAC4 84000.00000000 PA USD 92358.00000000 0.117415394039 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 HLF FIN SARL LLC/HERBALI N/A 40390DAC9 90000.00000000 PA USD 84521.14000000 0.107452337185 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 270000.00000000 PA USD 253895.57000000 0.322779276254 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAH1 107259.67000000 PA USD 107524.60000000 0.136696802419 Long LON CORP US N 2 2031-10-23 Floating 7.21600000 N N N N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAJ7 13999.29000000 PA USD 14033.87000000 0.017841360531 Long LON CORP US N 2 2031-10-23 Floating 7.21600000 N N N N N N HERCULES LLC N/A 427056AU0 170000.00000000 PA USD 170277.10000000 0.216474509975 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 85000.00000000 PA USD 81351.80000000 0.103423132298 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 510000.00000000 PA USD 473422.90000000 0.601865960183 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AR2 121000.00000000 PA USD 124483.11000000 0.158256278956 Long DBT CORP US N 2 2033-03-15 Fixed 5.87500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AT8 105000.00000000 PA USD 105721.12000000 0.134404025239 Long DBT CORP US N 2 2034-03-31 Fixed 5.50000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 835000.00000000 PA USD 855864.15000000 1.088066290047 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 200000.00000000 PA USD 197114.20000000 0.250592709496 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Horizon US Finco LP N/A 44057XAB3 219231.53000000 PA USD 213476.70000000 0.271394474205 Long LON CORP US N 2 2031-10-31 Floating 8.19800000 N N N N N N Inception Holdco Sarl 549300V0LY56J9HGCK92 45073SAD7 180243.87000000 PA USD 181539.82000000 0.230792887449 Long LON CORP US N 2 2031-04-18 Floating 6.94700000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 95000.00000000 PA USD 93694.24000000 0.119114165625 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 188000.00000000 PA USD 181096.64000000 0.230229469507 Long DBT CORP US N 2 2029-05-01 Fixed 9.12500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBK2 56000.00000000 PA USD 45903.20000000 0.058357070482 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 304000.00000000 PA USD 300054.00000000 0.381460822484 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 183000.00000000 PA USD 177422.54000000 0.225558559578 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 60000.00000000 PA USD 56937.11000000 0.072384560147 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 14000.00000000 PA USD 57687.00000000 0.073337900733 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital, Inc. USD XXXX N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 400000.00000000 PA USD 341240.00000000 0.433820882456 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N IREN LTD 254900FZF02RB3NNGB71 46270CAE9 58000.00000000 PA USD 42949.00000000 0.054601374635 Long DBT CORP AU N 2 2031-07-01 None 0.00000000 N N N N Y IREN Ltd. USD XXXX N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 110000.00000000 PA USD 108520.29000000 0.137962630325 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 263000.00000000 PA USD 259818.97000000 0.330309737558 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 470000.00000000 PA USD 448030.97000000 0.569585015746 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 50000.00000000 PA USD 51360.55000000 0.065295039047 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AQ9 62000.00000000 PA USD 62658.75000000 0.079658522502 Long DBT CORP US N 2 2030-07-15 Fixed 1.37500000 N N N N Y Itron, Inc. USD XXXX N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 66000.00000000 PA USD 69350.58000000 0.088165894427 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 250000.00000000 PA USD 260949.09000000 0.331746467295 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAE5 199000.00000000 PA USD 192152.85000000 0.244285309323 Long DBT CORP CA N 2 2033-10-01 Fixed 6.87500000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 428000.00000000 PA USD 406495.14000000 0.516780214362 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N KINGPIN INTERMEDIATE HO 549300HRZOJTMNZCST05 49579RAB4 430000.00000000 PA USD 406500.80000000 0.516787409961 Long DBT CORP US N 2 2032-10-15 Fixed 7.25000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 90000.00000000 PA USD 89770.76000000 0.114126217096 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 60000.00000000 PA USD 58038.94000000 0.073785324603 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 358000.00000000 PA USD 341058.37000000 0.433589974922 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N Darktrace PLC N/A 52526CAB5 64836.68000000 PA USD 65033.78000000 0.082677915335 Long LON CORP US N 2 2031-10-09 Floating 7.18500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 319000.00000000 PA USD 304645.00000000 0.387297394021 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 315000.00000000 PA USD 211012.20000000 0.268261337513 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 265000.00000000 PA USD 259819.92000000 0.330310945300 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 419000.00000000 PA USD 437092.42000000 0.555678757940 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N LYFT INC 549300H7I5VN334XVZ52 55087PAE4 55000.00000000 PA USD 62040.00000000 0.078871901147 Long DBT CORP US N 2 2030-09-15 None 0.00000000 N N N N Y Lyft, Inc. USD XXXX N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 185000.00000000 PA USD 197567.68000000 0.251169221903 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 738000.00000000 PA USD 647831.16000000 0.823592443775 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBW2 160000.00000000 PA USD 113009.60000000 0.143669922629 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N MAKEMYTRIP LIMITED 529900DNT8HNJ7RYUO60 56087FAC8 53000.00000000 PA USD 51887.00000000 0.065964318743 Long DBT CORP MU N 2 2030-07-01 None 0.00000000 N N N N N MakeMyTrip Ltd. USD XXXX N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 289000.00000000 PA USD 276112.92000000 0.351024354155 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 100000.00000000 PA USD 101416.49000000 0.128931517956 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 286000.00000000 PA USD 286380.38000000 0.364077450386 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAQ5 265000.00000000 PA USD 262645.55000000 0.333903189175 Long DBT CORP CA N 2 2033-12-15 Fixed 6.00000000 N N N N N N Mermaid Bidco Inc 254900765HT42I3EW691 59012CAL9 74622.16000000 PA USD 74808.72000000 0.095104867324 Long LON CORP US N 2 2031-07-03 Floating 7.15100000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 20000.00000000 PA USD 20426.00000000 0.025967721676 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 607000.00000000 PA USD 637046.70000000 0.809882081702 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 620000.00000000 PA USD 575292.46000000 0.731373469311 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 680000.00000000 PA USD 617560.56000000 0.785109210847 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 90000.00000000 PA USD 91751.83000000 0.116644765729 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAN0 70000.00000000 PA USD 71892.10000000 0.091396947203 Long DBT CORP US N 2 2031-02-15 Fixed 6.50000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 213000.00000000 PA USD 199914.25000000 0.254152433333 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBS9 57000.00000000 PA USD 63448.13000000 0.080662067010 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 NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 248000.00000000 PA USD 231751.68000000 0.294627588583 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 69000.00000000 PA USD 64429.41000000 0.081909575379 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 95000.00000000 PA USD 96880.91000000 0.123165402266 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 120000.00000000 PA USD 121220.40000000 0.154108372112 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 193000.00000000 PA USD 193329.79000000 0.245781561666 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 201000.00000000 PA USD 198241.18000000 0.252025447329 Long DBT CORP JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAK1 225000.00000000 PA USD 225634.05000000 0.286850201275 Long DBT CORP US N 2 2028-09-29 Fixed 5.62500000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 300000.00000000 PA USD 302878.50000000 0.385051629782 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 21000.00000000 PA USD 20233.50000000 0.025722995033 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 BRUNDAGE-BONE CONCRETE N/A 66981QAB2 115000.00000000 PA USD 117359.69000000 0.149200223539 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N NOVA LTD 529900B2DSWE5V3SC292 66982MAA2 47000.00000000 PA USD 58444.50000000 0.074300915967 Long DBT CORP IL N 2 2030-09-15 None 0.00000000 N N N N Y Nova Ltd. USD XXXX N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAK4 98000.00000000 PA USD 94521.00000000 0.120165231598 Long DBT CORP US N 2 2029-12-15 Fixed 0.50000000 N N N N N Nutanix, Inc. USD XXXX N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 774000.00000000 PA USD 800406.56000000 1.017562654387 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 125000.00000000 PA USD 126532.88000000 0.160862166397 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AB8 90000.00000000 PA USD 91010.34000000 0.115702104124 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AD4 193000.00000000 PA USD 195166.62000000 0.248116736943 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 390000.00000000 PA USD 384443.20000000 0.488745423392 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 225000.00000000 PA USD 223581.35000000 0.284240588904 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 750000.00000000 PA USD 714303.11000000 0.908098715044 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 136000.00000000 PA USD 139615.09000000 0.177493674680 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 5000.00000000 PA USD 5090.93000000 0.006472136165 Long DBT CORP CA N 2 2029-09-15 Fixed 5.62500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 80000.00000000 PA USD 75922.42000000 0.096520722197 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N OPEN TEXT INC N/A 683720AA4 763000.00000000 PA USD 729291.68000000 0.927153792597 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N OPEN TEXT INC N/A 683720AC0 170000.00000000 PA USD 158593.58000000 0.201621166415 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N Advisor Group Inc 549300XL60BDV6UW5C86 68773JAG5 148412.50000000 PA USD 148940.85000000 0.189349580883 Long LON CORP US N 2 2032-07-30 Floating 6.59500000 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AG7 75000.00000000 PA USD 47544.85000000 0.060444112012 Long DBT CORP US N 2 2030-04-01 Fixed 6.62500000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 1583.00000000 NS USD 64903.00000000 0.082511653774 Long EP CORP US N 1 N N N PANTHER ESCROW ISSUER N/A 69867RAA5 398000.00000000 PA USD 412426.71000000 0.524321062246 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 495000.00000000 PA USD 483952.89000000 0.615252812704 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N PERIMETER HOL N/A 71384AAA2 402000.00000000 PA USD 399358.40000000 0.507707225133 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAC2 665000.00000000 PA USD 676760.13000000 0.860370052772 Long DBT CORP US N 2 2032-09-15 Fixed 7.50000000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AK7 55000.00000000 PA USD 58712.50000000 0.074641626307 Long DBT CORP US N 2 2027-06-15 Fixed 4.75000000 N N N N Y Pinnacle West Capital Corp. USD XXXX N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 45000.00000000 PA USD 43819.40000000 0.055707920456 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 395000.00000000 PA USD 374478.52000000 0.476077253567 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 68000.00000000 PA USD 73168.00000000 0.093019008110 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 Project Alpha Intermediate Holding, Inc. N/A 74339DAN8 114903.76000000 PA USD 114649.82000000 0.145755146190 Long LON CORP US N 2 2030-10-26 Floating 6.92200000 N N N N N N PUG LLC 549300NL9JUFIOARLW93 74530DAH8 712288.18000000 PA USD 704866.14000000 0.896101426762 Long LON CORP US N 2 2030-03-15 Floating 8.46600000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 185000.00000000 PA USD 192562.80000000 0.244806481726 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAE4 544000.00000000 PA USD 568282.80000000 0.722462037805 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 505000.00000000 PA USD 486718.81000000 0.618769146824 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 264000.00000000 PA USD 270212.71000000 0.343523374467 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N RUBRIK INC 254900TRGK2WTBYMYU27 781154AC3 92000.00000000 PA USD 90390.00000000 0.114913461391 Long DBT CORP US N 2 2030-06-15 None 0.00000000 N N N N Y Rubrik, Inc. USD XXXX N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 189000.00000000 PA USD 193114.13000000 0.245507391546 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 274000.00000000 PA USD 276011.77000000 0.350895761428 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N SABRE FINANCIAL BORROWER N/A 78573XAA8 398000.00000000 PA USD 403308.38000000 0.512728863303 Long DBT CORP US N 2 2029-06-15 Fixed 11.12500000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 181000.00000000 PA USD 178449.08000000 0.226863607312 Long DBT CORP CA N 2 2029-06-15 Fixed 9.62500000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AB3 326000.00000000 PA USD 330479.17000000 0.420140561373 Long DBT CORP US N 2 2033-11-01 Fixed 5.87500000 N N N N N N SEAGATE DATA STOR N/A 81180LAA3 260000.00000000 PA USD 268025.16000000 0.340742326315 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N SEAGATE DATA STOR N/A 81180LAK1 30000.00000000 PA USD 29397.98000000 0.037373864804 Long DBT CORP SG N 2 2029-06-01 Fixed 4.09100000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAM7 90000.00000000 PA USD 95439.33000000 0.121332711175 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAN5 215000.00000000 PA USD 204250.00000000 0.259664503697 Long DBT CORP SG N 2 2031-01-15 Fixed 4.12500000 N N N N N N SEAGATE DATA STOR N/A 81180LAS4 60000.00000000 PA USD 61353.00000000 0.077998513073 Long DBT CORP SG N 2 2034-12-01 Fixed 5.75000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 18000.00000000 PA USD 60453.00000000 0.076854336558 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 SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 125000.00000000 PA USD 122087.49000000 0.155210709907 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 565000.00000000 PA USD 530238.94000000 0.674096603163 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 200000.00000000 PA USD 209414.43000000 0.266230080945 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AD1 52000.00000000 PA USD 80288.00000000 0.102070715656 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 20000.00000000 PA USD 22700.00000000 0.028858674339 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 BLOCK INC 549300OHIIUWSTIZME52 852234AS2 190000.00000000 PA USD 197573.40000000 0.251176493781 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 380000.00000000 PA USD 3800.00000000 0.004830967510 Long ABS-MBS CORP US N 3 2027-11-15 Floating 6.75000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 420000.00000000 PA USD 2100.00000000 0.002669745203 Long ABS-MBS CORP US N 3 2027-11-15 Floating 6.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 2699173.63000000 PA USD 2699173.63000000 3.431478976879 Long RA CORP US N 2 Repurchase N 2.15000000 2026-01-02 2741700.00000000 USD 2753161.81000000 USD UST N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 137000.00000000 PA USD 144855.05000000 0.184155273764 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAF6 240000.00000000 PA USD 241758.48000000 0.307349305869 Long DBT CORP US N 2 2031-03-15 Fixed 5.62500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 466000.00000000 PA USD 500582.47000000 0.636394118150 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 387000.00000000 PA USD 394706.68000000 0.501793459820 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 101000.00000000 PA USD 102803.25000000 0.130694515984 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 290000.00000000 PA USD 291748.41000000 0.370901865788 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAK8 940000.00000000 PA USD 967158.48000000 1.229555577508 Long DBT CORP US N 2 2032-11-15 Fixed 5.75000000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 295000.00000000 PA USD 309720.16000000 0.393749481672 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 782000.00000000 PA USD 591351.98000000 0.751790053352 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N TEVA PHARM FIN IV 549300GKSD1RG56QRY33 881937AA4 465000.00000000 PA USD 482309.38000000 0.613163406542 Long DBT CORP NL N 2 2030-12-01 Fixed 5.75000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAD5 597000.00000000 PA USD 603917.15000000 0.767764244941 Long DBT CORP US N 2 2034-01-31 Fixed 5.62500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 245000.00000000 PA USD 243375.72000000 0.309405314789 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 10000.00000000 PA USD 10192.40000000 0.012957671909 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 157000.00000000 PA USD 164301.55000000 0.208877749999 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 390000.00000000 PA USD 402194.89000000 0.511313275405 Long DBT CORP US N 2 2029-03-01 Fixed 6.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 75000.00000000 PA USD 76959.53000000 0.097839207648 Long DBT CORP US N 2 2033-05-31 Fixed 6.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 205000.00000000 PA USD 212724.61000000 0.270438336743 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 43384.62000000 PA USD 44438.25000000 0.056494668942 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BX6 113250.00000000 PA USD 118335.83000000 0.150441197388 Long DBT CORP BM N 2 2030-02-15 Fixed 8.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 254000.00000000 PA USD 248607.12000000 0.316056031483 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AC6 155000.00000000 PA USD 157332.75000000 0.200018264108 Long DBT CORP US N 2 2033-09-01 Fixed 6.12500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 760000.00000000 PA USD 718170.28000000 0.913015076262 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAE2 139925.71000000 PA USD 141441.11000000 0.179815107126 Long LON CORP US N 2 2032-05-06 Floating 8.42200000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 35000.00000000 PA USD 35385.00000000 0.044985206674 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 UGI CORP DX6GCWD4Q1JO9CRE5I40 902681AB1 37000.00000000 PA USD 52429.00000000 0.066653367267 Long DBT CORP US N 2 2028-06-01 Fixed 5.00000000 N N N N Y UGI Corp. USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 69000.00000000 PA USD 89493.00000000 0.113773098797 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 US FERTILITY ENTERPRISES LLC N/A 90356EAG5 343026.32000000 PA USD 343883.89000000 0.437182078954 Long LON CORP US N 2 2032-12-10 None 0.00000000 N N N N N N US FERTILITY ENTERPRISES LLC N/A 90356EAH3 51973.68000000 PA USD 52103.61000000 0.066239696604 Long LON CORP US N 2 2032-12-10 None 0.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 420000.00000000 PA USD 400556.25000000 0.509230060510 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 20000.00000000 PA USD 19387.57000000 0.024647558100 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 65000.00000000 PA USD 60982.30000000 0.077527239480 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RJ8 195000.00000000 PA USD 194750.78000000 0.247588076540 Long STIV UST US N 2 2026-01-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TG2 871000.00000000 PA USD 862900.02000000 1.097011042516 Long STIV UST US N 2 2026-04-07 None 0.00000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 337000.00000000 PA USD 364128.84000000 0.462919630455 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 225000.00000000 PA USD 246364.53000000 0.313205010580 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 398000.00000000 PA USD 407647.53000000 0.518245256112 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 385000.00000000 PA USD 394351.78000000 0.501342272881 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 59000.00000000 PA USD 60082.32000000 0.076383088390 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 4000.00000000 PA USD 4087.13000000 0.005195997958 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 111000.00000000 PA USD 101006.99000000 0.128410917641 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 66000.00000000 PA USD 56589.18000000 0.071942234219 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 924000.00000000 PA USD 729711.17000000 0.927687093271 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 645000.00000000 PA USD 598808.02000000 0.761268970983 Long DBT CORP US N 2 2062-03-30 Fixed 6.37500000 N N N 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 VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 435000.00000000 PA USD 430974.40000000 0.547900874821 Long DBT CORP US N 2 2030-11-01 Fixed 7.37500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92890NAY5 80000.00000000 PA USD 70398.40000000 0.089497995579 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.31000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92935VAS7 32729.43000000 PA USD 11783.25000000 0.014980131031 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.85500000 N N N N N N WIX LTD 5493008P6N29Q1AG9464 92940WAE9 68000.00000000 PA USD 60078.00000000 0.076377596343 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 WBI OPERATING LLC N/A 92944BAA9 598000.00000000 PA USD 601605.94000000 0.764825986935 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAB3 40000.00000000 PA USD 42618.44000000 0.054181131314 Long DBT CORP US N 2 2030-09-15 Fixed 7.75000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 488000.00000000 PA USD 499766.66000000 0.635356972991 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 60000.00000000 PA USD 53275.29000000 0.067729261871 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.09900000 N N N N N N CFLDTRUSTUNT N/A 000000000 456218.03000000 NS 2289.00000000 0.002910022271 Long EC CORP CN N 3 N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 93000.00000000 PA USD 92886.98000000 0.118087890142 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 100000.00000000 PA USD 96970.61000000 0.123279438525 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AP7 24000.00000000 PA USD 35550.00000000 0.045194972369 Long DBT CORP US N 2 2031-06-15 Fixed 2.50000000 N N N N N Wolfspeed, Inc. USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AQ5 16000.00000000 PA USD 23700.00000000 0.030129981579 Long DBT CORP US N 2 2031-06-15 Fixed 2.50000000 N N N N N Wolfspeed, Inc. USD XXXX N N N Wolfspeed Inc 549300OGU88P3AW3TO93 97785W106 1509.00000000 NS USD 26271.69000000 0.033399389694 Long EC CORP US N 1 N N N WULF COMPUTE LLC N/A 982911AA7 391000.00000000 PA USD 402827.14000000 0.512117059407 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 190000.00000000 PA USD 185260.96000000 0.235523599671 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 683000.00000000 PA USD 646078.11000000 0.821363778619 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 35000.00000000 PA USD 34299.79000000 0.043605571345 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 150000.00000000 PA USD 152470.50000000 0.193836850482 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 205000.00000000 PA USD 206883.95000000 0.263013063401 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 150000.00000000 PA USD 148225.72000000 0.188440430937 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 170000.00000000 PA USD 166249.00000000 0.211353557283 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207AD7 381000.00000000 PA USD 393848.84000000 0.500702881617 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAY9 30000.00000000 PA USD 30825.00000000 0.039188045662 Long DBT CORP US N 2 2029-06-15 Fixed 0.25000000 N N N N Y Zoetis, Inc. USD XXXX N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAC6 90000.00000000 PA USD 84195.00000000 0.107037713041 Long DBT CORP US N 2 2028-07-15 None 0.00000000 N N N N Y Zscaler, Inc. USD XXXX N N N Yuzhou Group Holdings Co Ltd 213800MP59KHGJSPHE82 000000000 30226.00000000 NS 407.79000000 0.000518426379 Long EC CORP KY N 1 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 213200.00000000 PA USD 7556.87000000 0.009607103540 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 112735.00000000 PA USD 3995.89000000 0.005080003885 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 24752.00000000 PA USD 586.13000000 0.000745151312 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 37238.00000000 PA USD 5570.80000000 0.007082198370 Long DBT CORP KY N 2 2026-09-30 None 0.00000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 37328.00000000 PA USD 5645.49000000 0.007177152308 Long DBT CORP KY N 2 2026-09-30 None 0.00000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 112530.00000000 PA USD 16598.18000000 0.021101386398 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 53124.00000000 PA USD 7973.91000000 0.010137289511 Long DBT CORP KY N 2 2030-09-30 None 0.00000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 112803.00000000 PA USD 17042.84000000 0.021666685876 Long DBT CORP KY N 2 2029-09-30 None 0.00000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 43823.00000000 PA USD 5696.99000000 0.007242624631 Long DBT CORP KY N 2 2032-09-30 None 0.00000000 N N Y N N Sunac China Holdings Ltd. USD XXXX N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 74839.00000000 PA USD 11323.14000000 0.014395189857 Long DBT CORP KY N 2 2027-09-30 None 0.00000000 N N Y N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 19907.13000000 PA USD 248.84000000 0.000316352093 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 4352.00000000 PA USD 68.24000000 0.000086754006 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 ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 34512.47000000 PA USD 2013.11000000 0.002559281317 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 N N Y N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 28107.66000000 PA USD 421.61000000 0.000535995845 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 N N Y N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 37102.64000000 PA USD 556.54000000 0.000707533331 Long DBT CORP VG N 2 2031-09-30 Fixed 9.80000000 N N Y N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 48702.00000000 PA USD 121.76000000 0.000154794369 Long DBT CORP KY N 2 2099-12-31 Variable 0.00000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 207886.00000000 PA USD 11614.59000000 0.014765712352 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 SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 2000.00000000 PA USD 66.00000000 0.000083906277 Long DBT CORP KY N 2 2031-07-21 Fixed 5.00000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 26736.00000000 PA USD 634.98000000 0.000807254671 Long DBT CORP KY N 2 2028-06-30 Fixed 4.00000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 31535.00000000 PA USD 3153.17000000 0.004008647848 Long DBT CORP KY N 2 2027-06-30 Fixed 7.00000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 62143.00000000 PA USD 1242.86000000 0.001580056915 Long DBT CORP KY N 2 2030-06-30 Fixed 5.00000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 46557.00000000 PA USD 931.14000000 0.001183765023 Long DBT CORP KY N 2 2029-06-30 Fixed 4.50000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 87176.00000000 PA USD 1088.83000000 0.001384237461 Long DBT CORP KY N 2 2031-06-30 Fixed 5.50000000 N N Y N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 23258.00000000 PA USD 23.26000000 0.000029570606 Long DBT CORP KY N 2 2034-06-30 Fixed 1.00000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 41064.00000000 PA USD 860.70000000 0.001094214141 Long DBT CORP KY N 2 2028-12-28 Fixed 6.25000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 27375.00000000 PA USD 615.94000000 0.000783048981 Long DBT CORP KY N 2 2027-12-28 Fixed 7.72100000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 1290.09000000 0.001640100756 Long DBT CORP KY N 2 2029-12-28 Fixed 6.50000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 82129.00000000 PA USD 1231.94000000 0.001566174240 Long DBT CORP KY N 2 2030-12-28 Fixed 6.75000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 123194.00000000 PA USD 1892.26000000 0.002405643837 Long DBT CORP KY N 2 2031-12-28 Fixed 7.00000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 115429.00000000 PA USD 1654.47000000 0.002103339688 Long DBT CORP KY N 2 2032-12-28 Fixed 7.25000000 N N Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 54752.00000000 PA USD 205.32000000 0.000261024802 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 34221.00000000 PA USD 171.11000000 0.000217533381 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 27375.00000000 PA USD 273.75000000 0.000348020356 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 54752.00000000 PA USD 205.32000000 0.000261024802 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 129118.00000000 PA USD 322.80000000 0.000410377976 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 85.55000000 0.000108760334 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 68440.00000000 PA USD 85.55000000 0.000108760334 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 TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 17021.00000000 PA USD 267.23000000 0.000339731433 Long DBT CORP KY N 2 2029-03-30 Fixed 4.00000000 N N Y N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 63123.00000000 PA USD 896.35000000 0.001139536244 Long DBT CORP KY N 2 2032-09-30 Fixed 4.20000000 N N Y N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 77150.00000000 PA USD 621.83000000 0.000790536980 Long DBT CORP KY N 2 2027-03-30 None 0.00000000 N N N Y N Times China Holdings Ltd. USD XXXX N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 15184.00000000 PA USD 130.73000000 0.000166197995 Long DBT CORP KY N 2 2027-03-30 None 0.00000000 N N N Y N Times China Holdings Ltd. USD XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 6871.58000000 0.008735889401 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 -469246.58000000 USD 6871.58000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 2854.48000000 0.003628921089 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 -120854.48000000 USD 2854.48000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -53.00000000 NC USD 14090.04000000 0.017912769858 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 -5807238.50000000 USD 14090.04000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 34.00000000 NC USD -2682.73000000 -0.00341057407 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 7101510.84000000 USD -2682.73000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 9080.95000000 0.011544677477 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 -1044221.58000000 USD 9080.95000000 N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 33933.47000000 NS 420.55000000 0.000534648259 Long EC CORP KY N 2 N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 51919.73000000 PA USD 52676.72000000 0.066968295496 Long LON CORP US N 2 2029-12-21 Fixed 3.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 000000000 79987.92000000 PA USD 80025.51000000 0.101737010219 Long LON CORP US N 2 2029-12-17 Floating 8.46600000 N N N N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 90859.53000000 PA USD 92184.26000000 0.117194517119 Long LON CORP US N 2 2029-12-21 Floating 9.85800000 N N N N N N Times China Holdings Ltd 2549000KTINB9ZPZP710 000000000 43613.00000000 NS 574.45000000 0.000730302443 Long EC CORP KY N 2 N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 12176.00000000 NS 103.59000000 0.000131694716 Long EC CORP KY N 2 N N N CHINA EVERGRANDE GROUP 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 1250.00000000 0.001589134049 Long DBT CORP KY N 2 2025-06-28 None 0.00000000 Y N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 469177.90000000 PA USD 473400.50000000 0.601837482901 Long LON CORP CA N 2 2031-01-15 Floating 7.96600000 N N N N N N BAUSCH + LOMB CORPORATION 549300NY6OZM39SO6475 000000000 469291.19000000 PA USD 473514.81000000 0.601982806032 Long LON CORP CA N 2 2031-01-15 None 0.00000000 N N N N N N IVC Acquisition Ltd 254900WZMD2JOGND1Z32 000000000 168502.42000000 PA USD 169302.81000000 0.215235888045 Long LON CORP CA N 2 2028-12-12 Floating 7.42200000 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 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 Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 81.00000000 NS USD 1688.85000000 0.002147047231 Long EC CORP BM N 1 N N N Ardonagh Midco 3 PLC 254900YP2E642AGM4G32 000000000 233073.77000000 PA USD 232346.58000000 0.295383889260 Long LON CORP AU N 2 2031-02-15 Floating 6.95000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 000000000 38000.00000000 PA USD 37370.93000000 0.047509933861 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N 2026-01-30 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer