NPORT-P false 0000872649 XXXXXXXX S000006706 C000125487 C000018253 C000018251 C000082999 C000018254 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Strategic Income Fund S000006706 KYFRBC8QABICX3ZM7C76 2020-09-30 2020-03-31 N 5834545298.09 5476822.06 5829068476.03 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 0.19000000 USD CAD MXN NZD ISK AUD N Alta Wind Holdings LLC N/A 021345AA1 27802938.77000000 PA USD 32518356.94000000 0.557865413208 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 25271000.00000000 PA USD 24859871.16000000 0.426481028010 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GAV2 43749000.00000000 PA USD 36749160.00000000 0.630446531055 Long DBT CORP US N 2 2031-11-15 Fixed 6.88000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAM2 10955000.00000000 PA USD 3956108.71000000 0.067868626458 Long DBT CORP US N 2 2021-07-01 Fixed 1.50000000 N N N N Y SM Energy Co USD XXXX N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 4360000.00000000 PA USD 4263208.00000000 0.073137037547 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2170000000.00000000 PA 103361429.02000000 1.773206635760 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 1510000.00000000 PA USD 1195611.42000000 0.020511191881 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N iHeartMedia Inc N/A 45174J509 279162.00000000 NS USD 2040674.22000000 0.035008582046 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 1859000.00000000 PA USD 2170997.33000000 0.037244327098 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AZ0 17765000.00000000 PA USD 16698922.35000000 0.286476688662 Long DBT CORP US N 2 2025-05-15 Fixed 6.50000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAB6 9988782.19000000 PA USD 5721574.44000000 0.098155896838 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 7.50000000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 674215AE8 1065000.00000000 PA USD 218325.00000000 0.003745452655 Long DBT CORP US N 2 2023-01-15 Fixed 6.88000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 43025000.00000000 PA USD 43804937.84000000 0.751491220597 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YT1 155000000.00000000 PA USD 158311914.45000000 2.715904180933 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 293000000.00000000 PA 11559558.65000000 0.198308849819 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAD1 26970000.00000000 PA USD 27104850.00000000 0.464994537488 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAH3 8241000.00000000 PA USD 2636707.95000000 0.045233778962 Long DBT CORP US N 2 2024-01-15 Fixed 5.00000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AL6 3742000.00000000 PA USD 1796160.00000000 0.030813842853 Long DBT CORP US N 2 2020-04-01 Fixed 1.25000000 Y N N N Y Whiting Petroleum Corp USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912796TW9 300000000.00000000 PA USD 299964375.00000000 5.146008770243 Long STIV UST US N 2 2020-05-28 None 0.00000000 N N N N N N NOBLE HOLDING INTL LTD 549300GNEZBJHMST9U32 65504LAP2 1765000.00000000 PA USD 181689.10000000 0.003116949144 Long DBT CORP KY N 2 2024-01-15 Fixed 7.75000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AZ9 1240000.00000000 PA USD 1246187.60000000 0.021378846467 Long DBT CORP US N 2 2025-04-01 Fixed 5.63000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BG5 9545000.00000000 PA USD 8757537.50000000 0.150239056823 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAD7 17908000.00000000 PA USD 123386.12000000 0.002116738214 Long DBT CORP US N 2 2023-01-15 None 0.00000000 Y N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 20000000.00000000 PA USD 35587616.00000000 0.610519779383 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAE8 8865000.00000000 PA USD 354600.00000000 0.006083304758 Long DBT CORP US N 2 2024-06-30 None 0.00000000 Y N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AF8 5989000.00000000 PA USD 285076.40000000 0.004890599607 Long DBT CORP CA Y 3 2023-09-11 Fixed 8.50000000 Y N N N N N Global Container Asset Ltd N/A 37890RAF2 6970268.20000000 PA USD 6743104.37000000 0.115680651166 Long ABS-O CORP BM N 2 2030-02-05 Fixed 4.50000000 N N N N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAG0 8225000.00000000 PA USD 3043250.00000000 0.052208170353 Long DBT CORP CA N 2 2024-06-01 Fixed 5.63000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAD9 8645000.00000000 PA USD 842887.50000000 0.014460072024 Long DBT CORP US N 2 2021-09-15 Fixed 5.50000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 8750000.00000000 PA USD 12411106.40000000 0.212917491894 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BK9 3850000.00000000 PA USD 3907750.00000000 0.067039013455 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 2840000.00000000 PA USD 3321707.14000000 0.056985213909 Long DBT US N 2 2027-10-01 Fixed 6.95000000 N N N N N N CONTL AIRLINES 2001-1 N/A 210805DH7 193162.57000000 PA USD 198721.79000000 0.003409151750 Long DBT CORP US N 2 2021-06-15 Fixed 6.70000000 N N N N N N SUMMIT MIDSTREAM PARTNER N/A 866142AA0 11980000.00000000 PA USD 171314.00000000 0.002938960156 Long DBT CORP US N 2 2022-12-15 Fixed 9.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167826 240916.00000000 NS USD 1156372.71000000 0.019838036124 Long EP CORP US N 2 N N N Prologis Inc 529900DFH19P073LZ636 74340W202 116192.00000000 NS USD 8365824.00000000 0.143519055135 Long EP US N 2 N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AH5 19960000.00000000 PA USD 1341312.00000000 0.023010743577 Long DBT CORP US N 2 2021-03-15 Fixed 5.75000000 Y N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AF6 2770000.00000000 PA USD 705934.50000000 0.012110588559 Long DBT CORP KY N 2 2031-04-15 Fixed 7.50000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAF4 1188000.00000000 PA USD 23760.00000000 0.000407612298 Long DBT CORP US N 2 2024-11-15 Fixed 6.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 54470000.00000000 PA USD 40155284.00000000 0.688879949946 Long DBT CORP US N 2 2033-08-01 Fixed 5.63000000 N N N N N N NexPoint Strategic Opportunities Fund 5493008KGR2NU3OXMR64 65340G205 170282.00000000 NS USD 1406529.32000000 0.024129572774 Long EC RF US N 1 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1000000000.00000000 PA 39831383.71000000 0.683323310985 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 12510000.00000000 PA USD 6630300.00000000 0.113745447102 Long DBT CORP US N 2 2033-01-15 Variable 13.09000000 N Y N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 15000.00000000 PA USD 13036.85000000 0.000223652373 Long DBT CORP US N 2 2048-03-01 Fixed 3.63000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 111590000.00000000 PA 2965807.95000000 0.050879621026 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N Global Marine Inc N/A 379352AL1 7120000.00000000 PA USD 2487870.40000000 0.042680411290 Long DBT CORP US N 2 2028-06-01 Fixed 7.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 425000000.00000000 PA 18369280.22000000 0.315132345683 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 134600000.00000000 PA 4762890.61000000 0.081709292481 Long DBT CORP MX N 2 2036-12-18 Fixed 8.46000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 240000.00000000 PA USD 168000.00000000 0.002882107161 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1310000.00000000 PA USD 1270700.00000000 0.021799366489 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2685000.00000000 PA USD 2007537.82000000 0.034440113857 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708130AC3 27224000.00000000 PA USD 2041800.00000000 0.035027895252 Long DBT CORP US N 2 2036-10-15 Fixed 6.38000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1810000.00000000 PA USD 1506263.90000000 0.025840559365 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCN8 40800000.00000000 PA USD 37638000.00000000 0.645694936588 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 6490000.00000000 PA USD 6258436.80000000 0.107365985246 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AA3 14955000.00000000 PA USD 3290100.00000000 0.056442980787 Long DBT CORP US N 2 2023-04-15 Fixed 8.75000000 N N N N N N NORTHWEST AIR 2002-1 G2 N/A 667294BB7 129953.49000000 PA USD 122067.64000000 0.002094119163 Long DBT CORP US N 2 2021-11-20 Fixed 6.26000000 N N N N N N Southcross Holding GP LLC N/A 000000000 1514.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 2 N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 95000.00000000 PA USD 28500.00000000 0.000488928893 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 14223000.00000000 PA USD 16122908.34000000 0.276594938047 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAF6 55015000.00000000 PA USD 55015000.00000000 0.943804318412 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N PARAGON LITIGATION CLASS A N/A 000000000 156902.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CZ8 55365000.00000000 PA USD 3875550.00000000 0.066486609583 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 4865000.00000000 PA USD 6617378.84000000 0.113523779437 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796WY1 5915000.00000000 PA USD 5913269.86000000 0.101444508403 Long STIV UST US N 2 2020-07-30 None 0.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 10415000.00000000 PA USD 10382713.50000000 0.178119600802 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings Inc USD XXXX N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCE8 990000.00000000 PA USD 942975.00000000 0.016177113099 Long DBT CORP US N 2 2022-04-01 Fixed 8.13000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAA8 22519321.99000000 PA USD 18609967.69000000 0.319261435451 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 6.00000000 N N N N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817609AB6 5500000.00000000 PA USD 4812500.00000000 0.082560361398 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AB5 9465000.00000000 PA USD 9606975.00000000 0.164811496716 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YC8 50000000.00000000 PA USD 50931640.50000000 0.873752653780 Long DBT UST US N 2 2021-08-31 Fixed 1.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 540000.00000000 PA USD 227194.20000000 0.003897607326 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 1709000.00000000 PA USD 1401380.00000000 0.024041234131 Long DBT CORP DE N 2 2032-12-01 Fixed 4.88000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BM4 3970000.00000000 PA USD 4160876.93000000 0.071381507132 Long DBT CORP US N 2 2026-02-06 Fixed 4.98000000 N N N N N N ANTARES HOLDINGS N/A 03666HAA9 1020000.00000000 PA USD 1050602.56000000 0.018023506917 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N Michigan Tobacco Settlement Finance Authority N/A 594751AB5 8470000.00000000 PA USD 8373357.30000000 0.143648291908 Long DBT MUN US N 2 2034-06-01 Fixed 7.31000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 1970000.00000000 PA USD 2523113.98000000 0.043285028995 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 144325000.00000000 PA USD 200476445.31000000 3.439253564002 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BC2 39300000.00000000 PA USD 23187000.00000000 0.397782254494 Long DBT CORP KY N 2 2022-10-15 Fixed 5.80000000 N N N N N N Onsite Rental Group Pty Ltd N/A 000000000 21276992.00000000 PA USD 18723752.96000000 0.321213467246 Long LON CORP AU Y 2 2023-10-26 Fixed 6.10000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZM8 18565000.00000000 PA USD 17961637.50000000 0.308139071857 Long DBT CORP US N 2 2022-01-07 Fixed 5.60000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 3255000.00000000 PA USD 2872537.50000000 0.049279529170 Long DBT CORP US N 2 2027-12-15 Fixed 4.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 774000000.00000000 PA 33161034.46000000 0.568890802987 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 242297.00000000 NS USD 10418771.00000000 0.178738181629 Long EP CORP US N 1 N N N APL LTD 549300TMJ045M7TR5G76 029103AD0 10503000.00000000 PA USD 4201200.00000000 0.072073265518 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 5475000.00000000 PA USD 4763250.00000000 0.081715457960 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 458725000.00000000 PA 45856147.93000000 0.786680549706 Long DBT NUSS NO N 2 2021-05-25 Fixed 3.75000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AC2 7644000.00000000 PA USD 3525795.00000000 0.060486422736 Long DBT CORP CA N 2 2024-03-31 Fixed 7.00000000 N N N N N N Safeway Inc 549300NKZ6VCN5P3K723 786514BA6 2290000.00000000 PA USD 2270489.20000000 0.038951149902 Long DBT CORP US N 2 2031-02-01 Fixed 7.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BT6 1220000.00000000 PA USD 952283.20000000 0.016336798991 Long DBT CORP US N 2 2028-02-15 Fixed 6.63000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 24215000.00000000 PA USD 24215000.00000000 0.415418005459 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 870000.00000000 PA USD 911701.34000000 0.015640600959 Long DBT CORP US N 2 2024-08-01 Fixed 0.60000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 1210000.00000000 PA USD 1113200.00000000 0.019097391025 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AB1 8815000.00000000 PA USD 10137250.00000000 0.173908576330 Long DBT CORP US N 2 2039-07-15 Fixed 7.38000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 17000000.00000000 PA USD 14787012.59000000 0.253677112403 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N Western Digital Corp USD XXXX N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 6535000.00000000 PA USD 7119894.13000000 0.122144630128 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YP9 326665000.00000000 PA USD 333313142.35000000 5.718120206009 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 396851465.70000000 PA USD 396851465.70000000 6.808145543870 Long RA CORP US N 2 Repurchase N 0.00000000 2020-04-01 381780000.00000000 USD 404792568.41500000 USD UST N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 5651190.00000000 NS USD 314997330.60000000 5.403905133304 Long EC CORP US N 1 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167768 6017.00000000 NS USD 171367.57000000 0.002939879171 Long EP CORP US N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 8447.00000000 NS USD 10694070.94000000 0.183461062157 Long EP CORP US N 1 N N N NOBLE HOLDING INTL LTD 549300GNEZBJHMST9U32 65504LAQ0 19385000.00000000 PA USD 4652400.00000000 0.079813781895 Long DBT CORP KY N 2 2026-02-01 Fixed 7.88000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 4075000.00000000 PA USD 4034250.00000000 0.069209171526 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 185000000.00000000 PA 119973437.43000000 2.058192281036 Long DBT CORP US N 2 2021-09-30 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TM1 75000000.00000000 PA USD 74999999.25000000 1.286654969973 Long STIV UST US N 2 2020-04-02 None 0.00000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 15904000.00000000 PA USD 6729427.71000000 0.115446022596 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Videotron Ltd 549300LW4GNJRBECSD81 92660FAE4 11275000.00000000 PA 7652066.01000000 0.131274251477 Long DBT CORP CA N 2 2025-06-15 Fixed 5.63000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 4835000.00000000 PA USD 4539900.08000000 0.077883800793 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBK8 4360000.00000000 PA USD 4490800.00000000 0.077041469292 Long DBT CORP US N 2 2027-05-01 Fixed 5.88000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087E59 312000000.00000000 PA 222033681.52000000 3.809076569147 Long DBT NUSS CA N 2 2020-09-01 Fixed 0.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167842 172972.00000000 NS USD 748968.76000000 0.012848858493 Long EP CORP US N 1 N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 3355000.00000000 PA USD 3304706.57000000 0.056693562334 Long DBT CORP KY N 2 2027-06-01 Fixed 4.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 7045000.00000000 PA USD 7282156.54000000 0.124928306640 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708160BL9 2510000.00000000 PA USD 215049.80000000 0.003689265289 Long DBT CORP US N 2 2097-03-01 Fixed 7.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVL5 25000000.00000000 PA 17912492.01000000 0.307295961329 Long DBT CORP US N 2 2021-02-12 Fixed 3.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 46735000.00000000 PA USD 47702287.85000000 0.818351818067 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Onsite Rental Group Pty Ltd 5493008YQUVFPVW2VW35 000000000 15562262.58000000 PA USD 14006036.32000000 0.240279152279 Long LON CORP AU N 2 2022-10-26 Floating 5.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 23345000.00000000 PA USD 21929826.10000000 0.376214933658 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAB1 9520000.00000000 PA USD 23800.00000000 0.000408298514 Long DBT CORP US N 2 2021-06-15 None 0.00000000 Y N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAG5 34500000.00000000 PA USD 36356100.00000000 0.623703429621 Long DBT CORP US N 2 2035-11-01 Fixed 1.50000000 N N N N Y Nuance Communications Inc USD XXXX N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 15215000.00000000 PA USD 15538291.52000000 0.266565602787 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Russel Metals Inc 5493005F9VPHFO17OV54 781903AJ8 16135000.00000000 PA 11149923.61000000 0.191281396947 Long DBT CORP CA N 2 2022-04-19 Fixed 6.00000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 68715000.00000000 PA USD 59364949.95000000 1.018429448789 Long DBT MUN US N 2 2046-06-01 Fixed 6.71000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BT6 162850000.00000000 PA 30400588.90000000 0.521534255859 Long DBT NUSS BR N 2 2024-01-05 Fixed 8.50000000 N N N N N N Textron Financial Corp 4E8B2CNXPE5P5AY03O18 883199AR2 5310000.00000000 PA USD 3004663.50000000 0.051546203520 Long DBT CORP US N 2 2042-02-15 Variable 3.43000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AB1 2530000.00000000 PA USD 597712.50000000 0.010253996885 Long DBT CORP US N 2 2023-04-15 Fixed 9.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CU9 21335000.00000000 PA USD 1393815.55000000 0.023911462967 Long DBT CORP US N 2 2025-01-15 Fixed 8.00000000 N N N N N N Transocean Proteus Ltd 5493000CTMQ2LH21VM89 893829AA9 62443500.00000000 PA USD 49954800.00000000 0.856994564490 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 74022DAJ9 12020000.00000000 PA USD 4207000.00000000 0.072172766837 Long DBT CORP CA N 2 2024-11-15 Fixed 5.25000000 N N N N N N PIONEER ENERGY SERVICES 529900NHYED469G7XK29 723664AB4 18385000.00000000 PA USD 137887.50000000 0.002365515185 Long DBT CORP US N 2 2022-03-15 None 0.00000000 Y N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CN5 1310000.00000000 PA USD 131000.00000000 0.002247357370 Long DBT CORP US N 2 2022-04-15 Fixed 4.88000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167750 23928.00000000 NS USD 681482.98000000 0.011691112959 Long EP CORP US N 2 N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 175365000.00000000 PA 111340415.54000000 1.910089339280 Long DBT NUSS NZ N 2 2021-05-15 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 14095000.00000000 PA USD 15148915.00000000 0.259885692924 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 2500000.00000000 PA USD 2279022.35000000 0.039097539501 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TQ2 70870000.00000000 PA USD 70868598.19000000 1.215779133174 Long STIV UST US N 2 2020-04-09 None 0.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 47944000.00000000 PA USD 44348200.00000000 0.760811100133 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AP7 3550000.00000000 PA USD 308282.00000000 0.005288700952 Long DBT CORP US N 2 2023-04-01 Fixed 6.25000000 Y N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387BG6 21785000.00000000 PA USD 1470487.50000000 0.025226800921 Long DBT CORP US N 2 2026-01-15 Fixed 6.63000000 Y N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBF9 850000.00000000 PA USD 858500.00000000 0.014727910703 Long DBT CORP US N 2 2023-05-01 Fixed 5.13000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAF3 4810000.00000000 PA USD 1924000.00000000 0.033006989159 Long DBT CORP US N 2 2023-06-01 Fixed 5.63000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 14755000.00000000 PA USD 13056522.88000000 0.223989869628 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AH4 302000.00000000 PA USD 192657.93000000 0.003305123808 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 15420000.00000000 PA USD 13995654.60000000 0.240101049722 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N HIGHWOODS PROPERTIES ZIIGTYKL9T0X3HLTDX53 431284207 1596.00000000 NS USD 1675800.00000000 0.028749018936 Long EP US N 2 N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 11165000.00000000 PA USD 1021374.20000000 0.017522082716 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75000000 N N N N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050BAB7 8835000.00000000 PA USD 7288875.00000000 0.125043564507 Long DBT CORP US N 2 2021-12-01 Fixed 2.00000000 N N N N Y Evolent Health Inc USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 6000000.00000000 PA USD 6952200.00000000 0.119267770289 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 2575992.00000000 NS USD 52910875.68000000 0.907707224534 Long EC CORP US N 1 N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 9229.00000000 NS USD 43145.58000000 0.000740179673 Long EC CORP US N 1 N N N CONTL AIRLINES 2012-2 B N/A 210795QC7 1492491.21000000 PA USD 1508207.14000000 0.025873896424 Long DBT CORP US N 2 2020-10-29 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDT0 53095000.00000000 PA 38063301.07000000 0.652991146467 Long DBT CORP US N 2 2021-08-05 Fixed 3.13000000 N N N N N N BELL CANADA 549300O5ZKB2MUUSKB97 07813ZAC8 4370000.00000000 PA 3814317.84000000 0.065436147399 Long DBT CORP CA N 2 2029-05-01 Fixed 6.55000000 N N N N N N CENTRAL BANK OF ICELAND 549300K5GD3JPA2LLG98 000000000 10070157559.00000000 PA 70916602.53000000 1.216602666817 Long STIV NUSS IS N 2 2050-01-01 None 0.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AG2 14056000.00000000 PA USD 14477680.00000000 0.248370388159 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 10225000.00000000 PA USD 6646250.00000000 0.114019075729 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAB1 25465000.00000000 PA USD 23045825.00000000 0.395360340932 Long DBT CORP US N 2 2026-07-15 Fixed 9.13000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 5710000.00000000 PA USD 1661981.15000000 0.028511951040 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 14987RAA6 2160000.00000000 PA USD 2214000.00000000 0.037982055093 Long DBT CORP US N 2 2025-10-15 Fixed 8.00000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCU2 18365000.00000000 PA USD 17538575.00000000 0.300881265542 Long DBT CORP US N 2 2025-05-01 Fixed 5.13000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAF5 6309000.00000000 PA USD 252360.00000000 0.004329336686 Long DBT CORP US N 2 2025-06-30 None 0.00000000 Y N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 24513000.00000000 PA USD 23093452.17000000 0.396177404073 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N American Woodmark Corp N/A 030506AA7 5565000.00000000 PA USD 5189362.50000000 0.089025588245 Long DBT CORP US N 2 2026-03-15 Fixed 4.88000000 N N N N N N SAMSUNG ELECTRONICS CO 9884007ER46L6N7EI764 796050AE2 120000.00000000 PA USD 143662.80000000 0.002464592766 Long DBT CORP KR N 2 2027-10-01 Fixed 7.70000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 1687627.62000000 PA USD 1348602.64000000 0.023135817421 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAC4 2055000.00000000 PA USD 760350.00000000 0.013044108216 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N ONSITE RENTAL EQUITY N/A 000000000 11662687.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N LONESTAR RESOURCES AMERI 549300SMXPFO4S25OB75 54238XAC2 15580000.00000000 PA USD 2843350.00000000 0.048778805939 Long DBT CORP US N 2 2023-01-01 Fixed 11.25000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 16440000.00000000 PA USD 16686600.00000000 0.286265293822 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 265000.00000000 PA USD 281669.63000000 0.004832155106 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Hexion Holdings Corp 549300LBB370MUHGLV84 42830K103 664252.00000000 NS USD 6725551.50000000 0.115379524664 Long EC CORP US N 2 N N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 14660000.00000000 PA USD 11618050.00000000 0.199312292311 Long DBT CORP US N 2 2024-03-15 Fixed 2.38000000 N N N N Y DISH Network Corp USD XXXX N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 7868481.00000000 NS USD 229366221.15000000 3.934869217837 Long EC CORP US N 1 N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AE5 159192.02000000 PA USD 119394.02000000 0.002048252143 Long DBT CORP CA N 2 2021-12-15 Fixed 6.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 43802000.00000000 PA USD 1314060.00000000 0.022543224623 Long DBT CORP US N 3 2026-09-15 Fixed 5.50000000 N N N N Y Chesapeake Energy Corp USD XXXX N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 9576000.00000000 PA USD 9634413.60000000 0.165282216869 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 3575000.00000000 PA USD 2787502.50000000 0.047820719750 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N PARAGON LITIGATION CLASS B N/A 000000000 225503.00000000 NS USD 2593284.50000000 0.044488832317 Long EC CORP US Y 2 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167107 846398.00000000 NS USD 146172.93000000 0.002507655049 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 135000.00000000 PA USD 142117.72000000 0.002438086301 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HBT1 4379000.00000000 PA USD 4214743.71000000 0.072305613278 Long DBT CORP US N 2 2023-05-15 Fixed 4.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2722448100.00000000 PA 120338575.33000000 2.064456367682 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 23135000.00000000 PA USD 22106417.90000000 0.379244436583 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N Y Nuance Communications Inc USD XXXX N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HBW4 9371000.00000000 PA USD 9156778.94000000 0.157088203332 Long DBT CORP US N 2 2025-04-15 Fixed 5.50000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 19245000.00000000 PA USD 18850435.16000000 0.323386751030 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 11495000.00000000 PA USD 11614548.00000000 0.199252214101 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AL3 1110000.00000000 PA USD 755854.50000000 0.012966986116 Long DBT CORP US N 2 2025-01-23 Fixed 6.20000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BR8 15225000.00000000 PA USD 21707537.95000000 0.372401491580 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AJ6 14620000.00000000 PA USD 15058600.00000000 0.258336302994 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 1500000.00000000 PA USD 1230945.00000000 0.021117353571 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N MIDAS INT HOLDCO II/FIN N/A 59563KAA8 26055000.00000000 PA USD 16675200.00000000 0.286069722264 Long DBT CORP US N 2 2022-10-01 Fixed 7.88000000 N N N N N N Montage Resources Corp 54930070862I62NN3X72 27890GAB6 19290000.00000000 PA USD 13020750.00000000 0.223376171570 Long DBT CORP US N 2 2023-07-15 Fixed 8.88000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 15215000.00000000 PA USD 7826569.98000000 0.134267936844 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N VTR Finance BV 213800F4XI4RJB82XM19 918370AB3 18245000.00000000 PA USD 16557155.05000000 0.284044613956 Long DBT CORP NL N 2 2024-01-15 Fixed 6.88000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 17570000.00000000 PA USD 17440509.10000000 0.299198905823 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167776 43178.00000000 NS USD 1229733.88000000 0.021096576323 Long EP CORP US N 2 N N N Avon Products Inc 5493007RY69UEB1F1B45 054303AZ5 11880000.00000000 PA USD 9979200.00000000 0.171197165396 Long DBT CORP US N 2 2043-03-15 Fixed 8.95000000 N N N N N N Clear Channel Outdoor Holdings Inc N/A 18453H106 2500188.00000000 NS USD 1600120.32000000 0.027450703771 Long EC CORP US N 1 N N N CONTL AIRLINES 2012-B N/A 210795QA1 1358005.01000000 PA USD 1352247.07000000 0.023198339075 Long DBT CORP US N 2 2020-04-11 Fixed 6.25000000 N N N N N N ARUBA INVESTMENTS INC 549300CH22U9L3I13F89 04318AAA4 19810000.00000000 PA USD 19215700.00000000 0.329653015383 Long DBT CORP US N 2 2023-02-15 Fixed 8.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 950000.00000000 PA USD 874000.00000000 0.014993819400 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 3325000.00000000 PA USD 2868976.25000000 0.049218434502 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 415000.00000000 PA USD 373699.62000000 0.006410966375 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N Bellatrix Exploration Ltd 549300S2235IL73TH941 078314705 2400565.00000000 NS USD 0.00000000 0.000000 Long EC CORP CA Y 3 N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 990861.94000000 PA USD 845063.74000000 0.014497406291 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAQ8 10815000.00000000 PA USD 11139450.00000000 0.191101717981 Long DBT CORP US N 2 2025-09-15 Fixed 7.58000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AT6 46390000.00000000 PA USD 10669700.00000000 0.183042968938 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 3145000.00000000 PA USD 2770776.45000000 0.047533777676 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AE1 620000.00000000 PA 320282.67000000 0.005494577243 Long DBT CORP CA N 2 2026-12-22 Fixed 7.35000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAG2 67805000.00000000 PA USD 1017075.00000000 0.017448328222 Long DBT CORP US N 2 2022-12-15 Fixed 8.00000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAM4 13667000.00000000 PA USD 4646780.00000000 0.079717368548 Long DBT CORP US N 2 2025-03-01 Fixed 6.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 9492000.00000000 PA USD 9492000.00000000 0.162839054628 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AR7 28385000.00000000 PA USD 28810775.00000000 0.494260362843 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 303500000.00000000 PA 13807922.65000000 0.236880433070 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N DISH DBS Corp N/A 25470XAW5 17679000.00000000 PA USD 17192827.50000000 0.294949828959 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAE6 18254000.00000000 PA USD 15333360.00000000 0.263049920635 Long DBT CORP LU N 2 2026-05-15 Fixed 6.50000000 N N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AK7 6526000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP CA Y 3 2023-12-15 Fixed 12.50000000 Y N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 000000000 5886.00000000 NS 14429.55000000 0.000247544698 Long EC CORP CA N 1 N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 20000000.00000000 PA USD 16050000.00000000 0.275344166327 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBG7 975000.00000000 PA USD 999570.00000000 0.017148022949 Long DBT CORP US N 2 2025-05-01 Fixed 5.38000000 N N N N N N Global Atlantic Fin Co N/A 34628TAB3 15000000.00000000 PA USD 15978685.65000000 0.274120740144 Long DBT CORP US N 2 2021-04-15 Fixed 8.63000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U101 1341478.00000000 NS USD 14233081.58000000 0.244174204481 Long EC US N 1 N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 95480000.00000000 PA 60827640.54000000 1.043522490602 Long DBT NUSS AU N 2 2021-04-08 Fixed 4.00000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 23115000.00000000 PA USD 23279578.80000000 0.399370480819 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BP4 1345000.00000000 PA USD 1102402.35000000 0.018912153022 Long DBT CORP US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 36195000.00000000 PA USD 38340311.67000000 0.657743374051 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197679AB9 20447000.00000000 PA USD 20651470.00000000 0.354284223712 Long DBT CORP US N 2 2023-12-15 Fixed 7.50000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAN0 9670000.00000000 PA USD 10481022.90000000 0.179806137860 Long DBT CORP US N 2 2025-04-01 Fixed 1.25000000 N N N N Y Nuance Communications Inc USD XXXX N N N PULTE GROUP INC N/A 745867AP6 13190000.00000000 PA USD 13331133.00000000 0.228700916018 Long DBT CORP US N 2 2033-05-15 Fixed 6.38000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AE4 2080000.00000000 PA USD 994240.00000000 0.017056584668 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 11140000.00000000 PA USD 12063782.05000000 0.206959003820 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909AD0 8741000.00000000 PA USD 5263830.20000000 0.090303111408 Long DBT CORP US N 2 2037-06-01 Fixed 6.65000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 8920000.00000000 PA USD 12810319.47000000 0.219766151704 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAA1 18736000.00000000 PA USD 10960560.00000000 0.188032788516 Long DBT CORP US N 2 2022-04-01 Fixed 10.00000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 171871403 3704.00000000 NS USD 163161.20000000 0.002799095613 Long EP CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 1226000.00000000 PA USD 1506234.18000000 0.025840049506 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N iHeartMedia Inc N/A 45174J145 751946.00000000 NS USD 4793655.75000000 0.082237080756 N/A DE US N 2 N/A N/A Call Purchased iHeartMedia Inc iHeartMedia Inc 1.00000000 0.00100000 USD 2039-05-01 XXXX -13251660.58000000 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550AD3 4977000.00000000 PA USD 4379760.00000000 0.075136533701 Long DBT CORP US N 2 2028-03-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YJ3 70000000.00000000 PA USD 71364453.30000000 1.224285725814 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N Pan American Energy LLC N/A 69783TAA2 4780000.00000000 PA USD 4188522.80000000 0.071855783084 Long DBT CORP AR N 2 2021-05-07 Fixed 7.88000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 17880000.00000000 PA USD 18237600.00000000 0.312873318867 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167784 32522.00000000 NS USD 926244.97000000 0.015890102746 Long EP CORP US N 2 N N N TRI POINTE GROUP / HOMES N/A 962178AN9 195000.00000000 PA USD 181151.10000000 0.003107719539 Long DBT CORP US N 2 2024-06-15 Fixed 5.88000000 N N N N N N PULTE GROUP INC N/A 745867AT8 47260000.00000000 PA USD 47614450.00000000 0.816844924635 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 3030000.00000000 PA USD 2787600.00000000 0.047822392402 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AG0 40686000.00000000 PA USD 42415155.00000000 0.727648940382 Long DBT CORP US N 2 2023-05-01 Fixed 5.88000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 22945000.00000000 PA USD 21568300.00000000 0.370012808885 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AC1 32745000.00000000 PA USD 33727350.00000000 0.578606172473 Long DBT CORP US N 2 2024-04-15 Fixed 8.36000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 10000000.00000000 PA USD 12139685.50000000 0.208261157849 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Southcross Holding LP N/A 000000000 1514.00000000 NS USD 100378.20000000 0.001722028149 Long EC CORP US Y 3 N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 505000.00000000 PA USD 502734.31000000 0.008624608066 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 140885000.00000000 PA USD 114377698.58000000 1.962195144049 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 90000.00000000 PA USD 82794.82000000 0.001420378236 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 10800000.00000000 PA USD 12279742.24000000 0.210663887214 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 5450000.00000000 PA USD 3026731.67000000 0.051924791799 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 14245000.00000000 PA USD 13943854.57000000 0.239212399499 Long DBT US N 2 2022-09-15 Fixed 3.13000000 N N N N N iStar Inc USD XXXX N N N ENDESA SA/CAYMAN ISLANDS 549300PVHXUFEIE6LY50 29244TAA9 3570000.00000000 PA USD 3641372.76000000 0.062469205413 Long DBT CORP CL N 2 2027-02-01 Fixed 7.88000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 8225739.47000000 PA USD 7576975.40000000 0.129986042043 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 15170000.00000000 PA USD 17549144.93000000 0.301062596916 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BN9 55925000.00000000 PA 10576251.52000000 0.181439822906 Long DBT NUSS BR N 2 2028-01-10 Fixed 10.25000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U705 10425.00000000 NS USD 207770.25000000 0.003564381699 Long EP US N 1 N N N CINC BELL TEL N/A 171875AD9 350000.00000000 PA USD 339570.00000000 0.005825459100 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 6365000.00000000 PA USD 6136050.95000000 0.105266407063 Long DBT CORP GB N 2 2037-12-01 Fixed 7.13000000 N N N N N N DISH DBS Corp N/A 25470XAY1 4865000.00000000 PA USD 4998787.50000000 0.085756197933 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 208246.00000000 NS USD 830901.54000000 0.014254448089 Long EP CORP US N 1 N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 3450000.00000000 PA USD 3482455.01000000 0.059742907881 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBF6 1420000.00000000 PA USD 1313500.00000000 0.022533617599 Long DBT CORP US N 2 2025-02-15 Fixed 6.63000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAF8 715000.00000000 PA USD 757935.75000000 0.013002690792 Long DBT CORP US N 2 2020-10-15 Fixed 1.50000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 983000.00000000 PA USD 1014001.90000000 0.017395607963 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AX4 7940000.00000000 PA USD 8438632.00000000 0.144768105482 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TD1 139675000.00000000 PA USD 139634578.06000000 2.395487008502 Long STIV UST US N 2 2020-08-13 None 0.00000000 N N N N N N Thryv Holdings Inc N/A 886029107 110654.00000000 NS USD 497943.00000000 0.008542411228 Long EC CORP US Y 2 N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 30646000.00000000 PA USD 30339540.00000000 0.520486937574 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 3930000.00000000 PA USD 3527131.85000000 0.060509356932 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAJ1 8125000.00000000 PA USD 2823437.50000000 0.048437199041 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 594087AU2 28455000.00000000 PA USD 21056700.00000000 0.361236106362 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938C405 109950.00000000 NS USD 1902135.00000000 0.032631886343 Long EP CORP US N 1 N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 5530000.00000000 PA USD 5530000.00000000 0.094869360734 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAC4 42000000.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP BM Y 3 2030-01-05 None 0.00000000 Y N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 6765000.00000000 PA USD 4514622.75000000 0.077450158092 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAD4 1675000.00000000 PA USD 1440500.00000000 0.024712353370 Long DBT CORP US N 2 2024-08-15 Fixed 7.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AH8 12315000.00000000 PA USD 10845204.75000000 0.186053823086 Long DBT CORP CA N 2 2022-05-15 Fixed 7.25000000 N N N N N N IQOR US Inc. 549300LKMK4MMQCMDH78 46264NAE3 9507380.00000000 PA USD 2503578.38000000 0.042949887967 Long LON CORP US N 2 2022-04-01 Floating 10.66000000 N N N N N N BELL CANADA 549300O5ZKB2MUUSKB97 07813ZAT1 7545000.00000000 PA 6327924.43000000 0.108558073318 Long DBT CORP CA N 2 2035-03-16 Fixed 6.10000000 N N N N N N 2020-05-27 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer