NPORT-P false 0000872649 XXXXXXXX S000006700 C000175112 C000069253 C000018233 C000018231 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2810 Loomis Sayles High Income Fund S000006700 8P6ZOX2M1E9CLYYYG221 2021-12-31 2021-12-31 N 127674572.46 359731.41 127314841.05 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 1376029.36000000 USD N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 105000.00000000 PA USD 109487.18000000 0.085997185478 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 200000.00000000 PA USD 201700.00000000 0.158426149172 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 120000.00000000 PA USD 119700.00000000 0.094018889716 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 200000.00000000 PA USD 196000.00000000 0.153949059185 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N INTELLIGENT PACKAGING N/A 45827MAA5 80000.00000000 PA USD 82200.00000000 0.064564350331 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 120000.00000000 PA USD 125004.00000000 0.098184939767 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 140000.00000000 PA USD 147254.80000000 0.115661928166 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Palmer Square CLO Ltd N/A 69688JAA0 250000.00000000 PA USD 247489.58000000 0.194391775506 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 6.38200000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 415000.00000000 PA USD 425375.00000000 0.334112658423 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAH8 155000.00000000 PA USD 162362.50000000 0.127528337357 Long DBT CORP CA N 2 2027-04-01 Fixed 8.75000000 N N N N N N Hercules LLC N/A 427056AU0 330000.00000000 PA USD 369672.60000000 0.290360964166 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 255000.00000000 PA USD 254681.25000000 0.200040504233 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBD3 190000.00000000 PA USD 196175.00000000 0.154086513702 Long DBT CORP US N 2 2028-10-01 Fixed 5.62500000 N N N N N N LFS TOPCO LLC N/A 50203TAA4 115000.00000000 PA USD 118737.50000000 0.093262889872 Long DBT CORP US N 2 2026-10-15 Fixed 5.87500000 N N N N N N VINE ENERGY HOLDINGS LLC 254900PNIMG4CPJH6R25 92735LAA0 120000.00000000 PA USD 130200.00000000 0.102266160744 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 60000.00000000 PA USD 60600.00000000 0.047598535646 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 225000.00000000 PA USD 248062.50000000 0.194841778031 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137TAP0 395000.00000000 PA USD 416725.00000000 0.327318478005 Long DBT CORP CA N 2 2027-07-15 Fixed 5.87500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 75000.00000000 PA USD 76500.00000000 0.060087260345 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 115000.00000000 PA USD 122057.55000000 0.095870637698 Long DBT CORP US N 2 2026-04-01 Fixed 7.12500000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 60000.00000000 PA USD 60450.00000000 0.047480717488 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 305000.00000000 PA USD 286620.70000000 0.225127485245 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N N NCL Corp Ltd USD XXXX N N N TAP ROCK RESOURCES LLC 549300Y3SDS1HPFQ6H17 87602LAA0 95000.00000000 PA USD 98800.00000000 0.077602893099 Long DBT CORP US N 2 2026-10-01 Fixed 7.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46635TAX0 100000.00000000 PA USD 98780.22000000 0.077587356811 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.36000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 105000.00000000 PA USD 107153.03000000 0.084163817129 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N Embarq Corp N/A 29078EAA3 135000.00000000 PA USD 151200.00000000 0.118760702800 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 250000.00000000 PA USD 271562.50000000 0.213299956046 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 40000.00000000 PA USD 38550.00000000 0.030279266487 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAA8 120000.00000000 PA USD 101700.00000000 0.079880710812 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 200000.00000000 PA USD 202500.00000000 0.159054512678 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DF1 45000.00000000 PA USD 47362.50000000 0.037201083243 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 60000.00000000 PA USD 61800.00000000 0.048541080906 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 29980.00000000 0.023547922420 Long DBT CORP KY N 2 2025-06-28 Fixed 8.75000000 Y N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 70000.00000000 PA USD 71794.80000000 0.056391540379 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BF1 190000.00000000 PA USD 206188.00000000 0.161951268445 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 690000.00000000 PA USD 697976.40000000 0.548228623029 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 110000.00000000 PA USD 114400.00000000 0.089855981483 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387508 500.00000000 NS USD 32340.00000000 0.025401594765 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 190000.00000000 PA USD 210413.60000000 0.165270284488 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 610000.00000000 PA USD 600134.78000000 0.471378493701 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 370000.00000000 PA USD 367225.00000000 0.288438486017 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BF7 115000.00000000 PA USD 118018.75000000 0.092698344534 Long DBT CORP US N 2 2026-05-31 Fixed 5.00000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 260000.00000000 PA USD 272025.00000000 0.213663228698 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 130000.00000000 PA USD 135850.00000000 0.106703978011 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 115000.00000000 PA USD 118220.00000000 0.092856417229 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AL9 10000.00000000 PA USD 10175.00000000 0.007991998353 Long DBT CORP CA N 2 2026-01-15 Fixed 7.12500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 275000.00000000 PA USD 271966.75000000 0.213617475980 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 85000.00000000 PA USD 94775.00000000 0.074441439205 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873FAB3 100000.00000000 PA USD 99011.77000000 0.077769228774 Long ABS-MBS CORP US N 2 2051-03-27 Variable 4.82600000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 100000.00000000 PA USD 106046.01000000 0.083294303417 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N PENN NATIONAL GAMING INC N/A 707569AU3 60000.00000000 PA USD 142200.31000000 0.111691856838 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 60000.00000000 PA USD 55200.00000000 0.043357081974 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N CORPORACION GEO SA DE CV 54930004KSSRAZ2P6765 21986VAC9 1200000.00000000 PA USD 12.00000000 0.000009425452 Long DBT CORP MX N 3 2022-03-27 None 0.00000000 Y N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 40000.00000000 PA USD 43200.00000000 0.033931629371 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 210000.00000000 PA USD 220653.30000000 0.173313101740 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 50000.00000000 PA USD 49750.00000000 0.039076355584 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 128202.00000000 0.100696822886 Long DBT CORP KY N 2 2024-08-03 Fixed 6.65000000 N N N N N N BILIBILI INC 5493008V60M52L3PIS45 090040AE6 145000.00000000 PA USD 123395.00000000 0.096921143664 Long DBT CORP KY N 2 2026-12-01 Fixed 0.50000000 N N N N N Bilibili Inc USD XXXX N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 52604.00000000 0.041318042394 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 Y N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AK2 145000.00000000 PA USD 154425.00000000 0.121293793187 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 40000.00000000 PA USD 45200.00000000 0.035502538138 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 375000.00000000 PA USD 382500.00000000 0.300436301726 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 120000.00000000 PA USD 128400.00000000 0.100852342854 Long DBT CORP US N 2 2028-09-01 Fixed 7.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CL7 300000.00000000 PA USD 294000.00000000 0.230923588778 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 100000.00000000 PA USD 101750.00000000 0.079919983531 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 260000.00000000 PA USD 263348.80000000 0.206848469375 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N UNIFRAX ESCROW ISS CORP N/A 90473LAA0 150000.00000000 PA USD 151612.50000000 0.119084702733 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 615000.00000000 PA USD 597494.26000000 0.469304485692 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 55000.00000000 PA USD 62012.78000000 0.048708209890 Long DBT CORP US N 2 2025-02-01 Fixed 6.62500000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 570000.00000000 PA USD 587100.00000000 0.461140268611 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N MCGRAW-HILL EDUCATION N/A 57767XAB6 175000.00000000 PA USD 173661.25000000 0.136402990073 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAA4 105000.00000000 PA USD 111300.00000000 0.087421072894 Long DBT CORP US N 2 2025-08-15 Fixed 5.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 210000.00000000 PA USD 204936.90000000 0.160968586466 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 195000.00000000 PA USD 198656.25000000 0.156035422391 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N iHeartMedia Inc N/A 45174J509 9786.00000000 NS USD 205897.44000000 0.161723046819 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36253BAE3 100000.00000000 PA USD 88869.02000000 0.069802561325 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.68900000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAF3 605000.00000000 PA USD 614075.00000000 0.482327900608 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 185000.00000000 PA USD 206737.50000000 0.162382875629 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 75000.00000000 PA USD 78285.00000000 0.061489296420 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 20000.00000000 PA USD 24350.00000000 0.019125814240 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 165000.00000000 PA USD 163556.25000000 0.128465973527 Long DBT CORP IL N 2 2026-03-30 Fixed 4.87500000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 610000.00000000 PA USD 555481.25000000 0.436305182819 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 115000.00000000 PA USD 119455.68000000 0.093826987501 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 110000.00000000 PA USD 110473.00000000 0.086771502119 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BG9 190000.00000000 PA USD 217075.00000000 0.170502510319 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 130000.00000000 PA USD 137150.00000000 0.107725068710 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAB2 105000.00000000 PA USD 110643.75000000 0.086905618455 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 105000.00000000 PA USD 102375.00000000 0.080410892521 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 45000.00000000 PA USD 47756.25000000 0.037510355906 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AN1 80000.00000000 PA USD 74577.41000000 0.058577153601 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 125000.00000000 PA USD 129276.25000000 0.101540597257 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 655000.00000000 PA USD 653362.50000000 0.513186439704 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 3650.00000000 NS USD 35770.00000000 0.028095703301 Long EC CORP US N 1 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 85000.00000000 PA USD 83725.00000000 0.065762168266 Long DBT CORP IL N 2 2028-03-30 Fixed 5.37500000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 245000.00000000 PA USD 255045.00000000 0.200326213265 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N OVINTIV INC N/A 292505AD6 220000.00000000 PA USD 283067.02000000 0.222336231711 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000.00000000 PA USD 207088.00000000 0.162658177390 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAH1 95000.00000000 PA USD 104500.00000000 0.082079983086 Long DBT CORP US N 2 2025-06-25 Fixed 6.75000000 N N N N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15138AAC4 115000.00000000 PA USD 117300.00000000 0.092133799196 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 25000.00000000 PA USD 26217.50000000 0.020592650302 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Hexion Holdings Corp 549300LBB370MUHGLV84 42830K103 9445.00000000 NS USD 264460.00000000 0.207721266286 Long EC CORP US N 2 N N N ENTERCOM MEDIA CORP 549300S5JUSXRHNCHD80 29365DAB5 290000.00000000 PA USD 283361.90000000 0.222567846500 Long DBT CORP US N 2 2029-03-31 Fixed 6.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 600000.00000000 PA USD 648280.96000000 0.509195121836 Long DBT CORP DE N 2 2032-12-01 Fixed 4.87500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 85000.00000000 PA USD 83725.00000000 0.065762168266 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 140000.00000000 PA USD 134274.00000000 0.105466101903 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 90000.00000000 PA USD 93393.00000000 0.073355941247 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 305000.00000000 PA USD 317834.40000000 0.249644422738 Long DBT CORP LU N 2 2024-11-26 Fixed 6.87500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 235000.00000000 PA USD 234219.80000000 0.183968968635 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 915000.00000000 PA USD 928871.40000000 0.729586112930 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AA4 60000.00000000 PA USD 60900.00000000 0.047834171961 Long DBT CORP US N 2 2028-12-15 Fixed 4.62500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 200000.00000000 PA USD 224000.00000000 0.175941781926 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAA8 175000.00000000 PA USD 173250.00000000 0.136079971958 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479AP5 175000.00000000 PA USD 181737.50000000 0.142746516039 Long DBT CORP US N 2 2027-03-15 Fixed 6.87500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 310000.00000000 PA USD 313875.00000000 0.246534494652 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 125000.00000000 PA USD 130866.25000000 0.102789469727 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AG1 215000.00000000 PA USD 217150.00000000 0.170561419398 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 95000.00000000 PA USD 99512.50000000 0.078162529347 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 505000.00000000 PA USD 502762.85000000 0.394897284443 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 210000.00000000 PA USD 208263.30000000 0.163581321927 Long DBT US N 2 2028-04-15 Fixed 4.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 160000.00000000 PA USD 174800.80000000 0.137298054616 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 1020000.00000000 PA USD 907596.71000000 0.712875814410 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 125000.00000000 PA USD 122812.50000000 0.096463616485 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 140000.00000000 PA USD 145775.00000000 0.114499612769 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 130000.00000000 PA USD 125084.70000000 0.098248325936 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N ALLEGHENY TECHNOLOGIES ZW1LRE7C3H17O2ZN9B45 01741RAM4 125000.00000000 PA USD 125937.50000000 0.098918161434 Long DBT CORP US N 2 2031-10-01 Fixed 5.12500000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF 549300WY6QQ9HGWLNX87 464288513 13000.00000000 NS USD 1131130.00000000 0.888451016920 Long EC RF US N 1 N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 135000.00000000 PA USD 135255.15000000 0.106236750471 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829LAF1 140000.00000000 PA USD 147700.00000000 0.116011612457 Long DBT CORP US N 2 2027-07-15 Fixed 7.87500000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 40000.00000000 PA USD 42000.00000000 0.032989084111 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 260000.00000000 PA USD 258700.00000000 0.203197049037 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 270000.00000000 PA USD 269009.10000000 0.211294376823 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 45000.00000000 PA USD 37971.00000000 0.029824488399 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.15800000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 35000.00000000 PA USD 32375.00000000 0.025429085669 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N BLOOMIN' BRANDS INC/OSI N/A 094234AA9 100000.00000000 PA USD 101556.00000000 0.079767605380 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAL5 330000.00000000 PA USD 338250.00000000 0.265679945252 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 110000.00000000 PA USD 110275.00000000 0.086615982151 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 200000.00000000 PA USD 38924.00000000 0.030573026427 Long DBT CORP KY N 2 2026-03-24 Fixed 6.20000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 250000.00000000 PA USD 256562.50000000 0.201518140292 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N CIA DE MINAS BUENAVENTUR 529900WQB1ZU9KB6EL71 204448AA2 200000.00000000 PA USD 195200.00000000 0.153320695678 Long DBT CORP PE N 2 2026-07-23 Fixed 5.50000000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAY5 230000.00000000 PA USD 251045.00000000 0.197184395730 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 200000.00000000 PA USD 127652.00000000 0.100264822975 Long DBT CORP KY N 2 2026-08-04 Fixed 6.70000000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAL4 75000.00000000 PA USD 76727.25000000 0.060265754854 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N MOHEGAN GAMING & ENT 549300UB083Z2NRDHC48 608328BH2 110000.00000000 PA USD 115487.90000000 0.090710477307 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 175000.00000000 PA USD 182218.75000000 0.143124515961 Long DBT CORP US N 2 2028-01-15 Fixed 5.12500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 180000.00000000 PA USD 180000.00000000 0.141381789047 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 380000.00000000 PA USD 98072.66000000 0.077031600708 Long ABS-MBS CORP US N 3 2027-11-15 Floating 3.61000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAB4 50000.00000000 PA USD 48250.00000000 0.037898174008 Long DBT CORP US N 2 2025-02-15 Fixed 5.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 85000.00000000 PA USD 111828.13000000 0.087835894918 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 200000.00000000 PA USD 202216.00000000 0.158831443633 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 595000.00000000 PA USD 609107.45000000 0.478426116685 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 745000.00000000 PA USD 868856.25000000 0.682446950280 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 86000.00000000 PA USD 86000.00000000 0.067549076989 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 400000.00000000 PA USD 111936.00000000 0.087920621882 Long DBT CORP KY N 2 2027-01-13 Fixed 6.35000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAF2 205000.00000000 PA USD 221400.00000000 0.173899600528 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 240000.00000000 PA USD 233839.20000000 0.183670024697 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 305000.00000000 PA USD 294706.25000000 0.231478315936 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 435000.00000000 PA USD 432825.00000000 0.339964293581 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAF9 230000.00000000 PA USD 220800.00000000 0.173428327898 Long DBT CORP VG N 2 2028-01-15 Fixed 6.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 100000.00000000 PA USD 102750.00000000 0.080705437914 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 80000.00000000 PA USD 84000.00000000 0.065978168222 Long DBT CORP CA N 2 2027-10-15 Fixed 5.12500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 160000.00000000 PA USD 197400.00000000 0.155048695322 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 500000.00000000 PA USD 503125.00000000 0.395181736748 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BL4 55000.00000000 PA USD 59081.00000000 0.046405430437 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 21925DAA7 125000.00000000 PA USD 133606.25000000 0.104941614738 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 40000.00000000 PA USD 41500.00000000 0.032596356919 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAA5 60000.00000000 PA USD 62160.60000000 0.048824315757 Long DBT CORP US N 2 2026-11-01 Fixed 4.62500000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAG7 200000.00000000 PA USD 179000.00000000 0.140596334664 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 35000.00000000 PA USD 34868.75000000 0.027387812538 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 340000.00000000 PA USD 358700.00000000 0.281742487397 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N REAL HERO MERGER SUB 2 N/A 75602BAA7 65000.00000000 PA USD 64898.60000000 0.050974889859 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 135000.00000000 PA USD 146263.69000000 0.114883456471 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 225000.00000000 PA USD 242281.13000000 0.190300775621 Long DBT CORP LU N 2 2033-11-15 Fixed 6.37500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 1195000.00000000 PA USD 1205139.58000000 0.946582165960 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 170000.00000000 PA USD 168087.50000000 0.132025063703 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 140000.00000000 PA USD 100800.00000000 0.079173801866 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 902104AC2 205000.00000000 PA USD 209350.10000000 0.164434953752 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 100000.00000000 PA USD 103500.00000000 0.081294528702 Long DBT CORP CA N 2 2025-12-15 Fixed 7.00000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 30000.00000000 PA USD 30061.80000000 0.023612172588 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Jazz Financing Lux S.a.r.l. 635400WUEO2NSG5OIU34 000000000 115420.00000000 PA USD 115788.19000000 0.090946341404 Long LON CORP LU N 2 2028-05-05 Floating 4.00000000 N N N N N N WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 947075AP2 20000.00000000 PA USD 20600.00000000 0.016180360302 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 865.00000000 NS USD 109465.75000000 0.085980353191 Long EP CORP BM N 2 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 200000.00000000 PA USD 54396.00000000 0.042725576650 Long DBT CORP KY N 2 2024-04-08 Fixed 8.60000000 Y N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 20000.00000000 PA USD 20530.60000000 0.016125849767 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 120000.00000000 PA USD 121950.00000000 0.095786162079 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N Morgan Stanley BAML Trust N/A 553514AL4 100000.00000000 PA USD 86883.20000000 0.068242790301 Long ABS-MBS CORP US N 2 2030-10-15 Variable 4.28200000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBF8 180000.00000000 PA USD 190051.20000000 0.149276548148 Long DBT CORP US N 2 2030-10-01 Fixed 5.87500000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAH0 45000.00000000 PA USD 46749.60000000 0.036719678251 Long DBT CORP US N 2 2026-02-01 Fixed 7.12500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAA1 390000.00000000 PA USD 387075.00000000 0.304029755531 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 60000.00000000 PA USD 58800.00000000 0.046184717755 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 345000.00000000 PA USD 364392.45000000 0.286213647203 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 200000.00000000 PA USD 219808.00000000 0.172649157150 Long DBT CORP US N 2 2030-02-01 Fixed 5.30000000 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AL2 65000.00000000 PA USD 68087.50000000 0.053479625343 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N Oak Hill Credit Partners N/A 67112TAG5 310000.00000000 PA USD 302288.63000000 0.237433929545 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 6.38200000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 1005000.00000000 PA USD 1045200.00000000 0.820956921738 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAA8 70000.00000000 PA USD 68950.00000000 0.054157079749 Long DBT CORP US N 2 2028-07-15 Fixed 4.87500000 N N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 100000.00000000 PA USD 104431.50000000 0.082026179460 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 205000.00000000 PA USD 208331.25000000 0.163634693553 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N ALLEGHENY TECHNOLOGIES ZW1LRE7C3H17O2ZN9B45 01741RAL6 120000.00000000 PA USD 120120.00000000 0.094348780557 Long DBT CORP US N 2 2029-10-01 Fixed 4.87500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 140000.00000000 PA USD 150007.20000000 0.117823812811 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 60000.00000000 PA USD 74550.00000000 0.058555624297 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 215000.00000000 PA USD 222568.00000000 0.174817011248 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 205000.00000000 PA USD 215506.25000000 0.169270328755 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AJ6 160000.00000000 PA USD 196000.00000000 0.153949059185 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N SOLARIS MIDSTREAM HOLDIN 5493007AWQW8ZKCHVV46 83419MAA0 55000.00000000 PA USD 57887.50000000 0.045467990630 Long DBT CORP US N 2 2026-04-01 Fixed 7.62500000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAA4 240000.00000000 PA USD 120000.00000000 0.094254526031 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1220000.00000000 PA USD 1154425.00000000 0.906748176786 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 665000.00000000 PA USD 684950.00000000 0.537996980046 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 335000.00000000 PA USD 349967.80000000 0.274883742628 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAP7 221184.42000000 PA USD 187055.66000000 0.146923688124 Long ABS-MBS CORP US N 2 2031-11-15 Floating 4.61000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAE0 110000.00000000 PA USD 113300.00000000 0.088991981661 Long DBT CORP US N 2 2027-02-01 Fixed 4.87500000 N N N N N N PROVIDENT FDG/PFG FIN N/A 74387UAJ0 170000.00000000 PA USD 172975.00000000 0.135863972003 Long DBT CORP US N 2 2025-06-15 Fixed 6.37500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBA9 240000.00000000 PA USD 233401.20000000 0.183325995677 Long DBT US N 2 2026-10-01 Fixed 4.75000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AL0 5000.00000000 PA USD 5414.75000000 0.004253039123 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N Transocean Pontus Ltd N/A 89382PAA3 160800.00000000 PA USD 157182.00000000 0.123459290922 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 90000.00000000 PA USD 87750.00000000 0.068923622160 Long DBT CORP US N 2 2028-12-01 Fixed 5.37500000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 165000.00000000 PA USD 167475.00000000 0.131543972893 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N ENDURE DIGITAL INC N/A 29279XAA8 360000.00000000 PA USD 334800.00000000 0.262970127629 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N 2020 CASH EXCH TRUST N/A 901375105 1252.00000000 NS USD 1305472.92000000 1.025389427684 Long EP CORP US N 2 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 15000.00000000 PA USD 16301.55000000 0.012804123906 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 155000.00000000 PA USD 168322.25000000 0.132209449119 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 330000.00000000 PA USD 367950.00000000 0.289007940445 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 400000.00000000 PA USD 435812.78000000 0.342311058479 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 145000.00000000 PA USD 156037.40000000 0.122560259835 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N DISH DBS CORP N/A 25470XBD6 150000.00000000 PA USD 136500.00000000 0.107214523361 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 121836.28000000 PA USD 58140.27000000 0.045666529935 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.42500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 190000.00000000 PA USD 191187.50000000 0.150169059964 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AK2 185000.00000000 PA USD 194250.00000000 0.152574514014 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 235000.00000000 PA USD 247043.75000000 0.194041596378 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AU7 10000.00000000 PA USD 10550.00000000 0.008286543746 Long DBT CORP US N 2 2025-02-15 Fixed 4.45000000 N N N N N N ANGI GROUP LLC N/A 001846AA2 95000.00000000 PA USD 92862.50000000 0.072939257697 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N LIGADO NETWORKS LLC N/A 53225HAA8 273707.00000000 PA USD 222411.57000000 0.174694142619 Long DBT CORP US N 2 2023-11-01 Fixed 15.50000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 160000.00000000 PA USD 160400.00000000 0.125986883129 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 175000.00000000 PA USD 156730.00000000 0.123104265541 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 650000.00000000 PA USD 650000.00000000 0.510545349339 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CAN4 65000.00000000 PA USD 69225.00000000 0.054373079704 Long DBT CORP US N 2 2025-04-15 Fixed 10.50000000 N N N N N N DISH DBS Corp N/A 25470XAY1 675000.00000000 PA USD 712125.00000000 0.559341702920 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 155000.00000000 PA USD 159843.75000000 0.125549974128 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 760000.00000000 PA USD 815860.00000000 0.640820813403 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N COBRA ACQUISITIONCO LLC N/A 19106CAA4 365000.00000000 PA USD 360437.50000000 0.283107214388 Long DBT CORP US N 2 2029-11-01 Fixed 6.37500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 205000.00000000 PA USD 212175.00000000 0.166653783840 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936TAK8 125000.00000000 PA USD 25462.50000000 0.019999632242 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.79100000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 200000.00000000 PA USD 126498.00000000 0.099358408616 Long DBT CORP KY N 2 2026-01-26 Fixed 6.50000000 N N N N N N ELEMENT COMM AVIATION N/A 000000000 100.00000000 PA USD 87030.00000000 0.068358095004 Long ABS-O CORP US Y 3 N/A None 0.00000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 145000.00000000 PA USD 150075.00000000 0.117877066618 Long DBT CORP LU N 2 2026-11-01 Fixed 4.50000000 N N N N N N Coty Inc 549300BO9IWPF3S48F93 222070AB0 20000.00000000 PA USD 20625.00000000 0.016199996661 Long DBT CORP US N 2 2026-04-15 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 260000.00000000 PA USD 293800.00000000 0.230766497901 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 340000.00000000 PA USD 355504.00000000 0.279232175187 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 725000.00000000 PA USD 638000.00000000 0.501119896736 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 435000.00000000 PA USD 429562.50000000 0.337401748654 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 000000000 555000.00000000 PA USD 525168.75000000 0.412496096816 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAD1 200000.00000000 PA USD 194000.00000000 0.152378150418 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAG6 80000.00000000 PA USD 86400.00000000 0.067863258742 Long DBT CORP US N 2 2027-04-01 Fixed 9.37500000 N N N N N N Ovintiv Inc N/A 012873AK1 45000.00000000 PA USD 58658.04000000 0.046073214651 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 40000.00000000 PA USD 40100.00000000 0.031496720782 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 25000.00000000 PA USD 26327.63000000 0.020679152393 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 120000.00000000 PA USD 119999.97000000 0.094254502468 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAD6 120000.00000000 PA USD 115200.00000000 0.090484344990 Long DBT CORP US N 2 2028-09-01 Fixed 4.00000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 155000.00000000 PA USD 159456.25000000 0.125245610554 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 35000.00000000 PA USD 35218.58000000 0.027662588045 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 325000.00000000 PA USD 340697.50000000 0.267602344856 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N CALUMET SPECIALTY PROD N/A 131477AT8 55000.00000000 PA USD 59331.25000000 0.046601990396 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AW0 185000.00000000 PA USD 179450.00000000 0.140949789136 Long DBT CORP US N 2 2027-02-15 Fixed 5.12500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 220000.00000000 PA USD 230917.50000000 0.181375162624 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAR7 125000.00000000 PA USD 117387.50000000 0.092202526454 Long DBT CORP CA N 2 2026-12-06 Fixed 5.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 325000.00000000 PA USD 314793.38000000 0.247255840249 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AK7 180000.00000000 PA USD 183600.00000000 0.144209424828 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAE6 150000.00000000 PA USD 152812.50000000 0.120027247993 Long DBT CORP LU N 2 2026-05-15 Fixed 6.50000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 105000.00000000 PA USD 102112.50000000 0.080204710745 Long DBT CORP US N 2 2029-01-15 Fixed 5.62500000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 200000.00000000 PA USD 136388.00000000 0.107126552470 Long DBT CORP KY N 2 2026-03-22 Fixed 6.20000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AN4 140000.00000000 PA USD 154700.00000000 0.121509793142 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 225000.00000000 PA USD 226687.50000000 0.178052690582 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 420000.00000000 PA USD 40884.38000000 0.032112815491 Long ABS-MBS CORP US N 3 2027-11-15 Floating 4.51000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 160000.00000000 PA USD 156152.00000000 0.122650272907 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 120000.00000000 PA USD 120750.00000000 0.094843616819 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N STRATHCONA RESOURCES LTD 549300MK8E4L4BHGLO91 86304TAA6 115000.00000000 PA USD 113035.80000000 0.088784464613 Long DBT CORP CA N 2 2026-08-01 Fixed 6.87500000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 225000.00000000 PA USD 258025.50000000 0.202667260055 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N Nyack Park CLO, Ltd. N/A 67080QAA2 250000.00000000 PA USD 249956.10000000 0.196329114452 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.22400000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 1280000.00000000 PA USD 1564928.00000000 1.229179557617 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 180000.00000000 PA USD 183677.40000000 0.144270218998 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AC6 230000.00000000 PA USD 218730.00000000 0.171802437324 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Ovintiv Inc N/A 698900AG2 95000.00000000 PA USD 123803.22000000 0.097241781852 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 150000.00000000 PA USD 150000.00000000 0.117818157539 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAM4 105000.00000000 PA USD 89775.00000000 0.070514167287 Long DBT CORP US N 2 2025-03-01 Fixed 6.12500000 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AH9 60000.00000000 PA USD 58500.00000000 0.045949081440 Long DBT CORP US N 2 2029-07-31 Fixed 7.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDN7 615000.00000000 PA USD 623419.35000000 0.489667461278 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 385000.00000000 PA USD 401362.50000000 0.315251935037 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N MERITOR INC 5LTG829X630QFHTFBO82 59001KAH3 40000.00000000 PA USD 40100.00000000 0.031496720782 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 205000.00000000 PA USD 197568.75000000 0.155181240749 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 170000.00000000 PA USD 174887.50000000 0.137366153511 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N TERMINIX CO LLC/THE HZPA4EQ289DXC7NQGK91 817609AB6 240000.00000000 PA USD 300000.00000000 0.235636315079 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 90000.00000000 PA USD 96075.00000000 0.075462529904 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 80000.00000000 PA USD 71716.22000000 0.056329819374 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.34700000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 725000.00000000 PA USD 692382.25000000 0.543834673389 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 425000.00000000 PA USD 432862.50000000 0.339993748120 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 263000.00000000 PA USD 305579.70000000 0.240018914904 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 115000.00000000 PA USD 109503.00000000 0.086009611367 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAA4 260000.00000000 PA USD 240592.33000000 0.188974300258 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.94200000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 185000.00000000 PA USD 186387.50000000 0.146398878923 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AD0 65000.00000000 PA USD 67925.00000000 0.053351989005 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 105000.00000000 PA USD 107887.50000000 0.084740709810 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N INDEPENDENCE ENERGY FIN 54930061FUL6DBLFUW14 45344LAA1 150000.00000000 PA USD 155812.50000000 0.122383611144 Long DBT CORP US N 2 2026-05-01 Fixed 7.25000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAE4 290000.00000000 PA USD 290735.15000000 0.228359198033 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N LOGMEIN INC 549300D12V5KRBV00592 541056AA5 95000.00000000 PA USD 96140.00000000 0.075513584439 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 3795991.59000000 PA USD 3795991.59000000 2.981578234472 Long RA CORP US N 2 Repurchase N 0.00000000 2022-01-03 2807700.00000000 USD 3871992.39000000 USD UST N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 115000.00000000 PA USD 118839.85000000 0.093343281128 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 225000.00000000 PA USD 289125.00000000 0.227094498658 Long DBT CORP US N 2 2030-02-01 Fixed 7.50000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AX7 110000.00000000 PA USD 109175.00000000 0.085751982329 Long DBT CORP US N 2 2028-01-15 Fixed 3.75000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BB1 25000.00000000 PA USD 26015.75000000 0.020434184880 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 145000.00000000 PA USD 147718.75000000 0.116026339727 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AB6 135000.00000000 PA USD 133987.50000000 0.105241069222 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 315000.00000000 PA USD 280381.50000000 0.220226878255 Long DBT CORP US N 2 2028-06-01 Fixed 7.62500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 150000.00000000 PA USD 150000.00000000 0.117818157539 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N MIDAS OPCO HOLDINGS LLC N/A 59565JAA9 120000.00000000 PA USD 122800.80000000 0.096454426669 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 315000.00000000 PA USD 309487.50000000 0.243088313544 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAJ6 230000.00000000 PA USD 261061.50000000 0.205051899564 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 1980000.00000000 PA USD 1673100.00000000 1.314143729200 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 75000.00000000 PA USD 84937.50000000 0.066714531706 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N ZYNGA INC 549300XNQ0U2EL088Z74 98986TAD0 380000.00000000 PA USD 346784.69000000 0.272383554925 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y Zynga Inc USD XXXX N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 170000.00000000 PA USD 183730.90000000 0.144312240807 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 240000.00000000 PA USD 242280.00000000 0.190299888058 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 220000.00000000 PA USD 51678.00000000 0.040590711635 Long DBT CORP KY N 2 2023-06-01 Fixed 11.87500000 Y N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 270000.00000000 PA USD 268650.00000000 0.211012320154 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 115000.00000000 PA USD 159706.25000000 0.125441974150 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 285000.00000000 PA USD 267900.00000000 0.210423229366 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 2080000.00000000 PA USD 1968830.24000000 1.546426342571 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N AHP HEALTH PARTN 549300QMM8MQ6SM5KX05 00150LAB7 110000.00000000 PA USD 108900.00000000 0.085535982373 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 80000.00000000 PA USD 80000.00000000 0.062836350687 Long DBT CORP US N 2 2028-03-01 Fixed 4.87500000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBE1 160000.00000000 PA USD 161552.00000000 0.126891726579 Long DBT CORP US N 2 2031-11-15 Fixed 4.87500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 110000.00000000 PA USD 119625.00000000 0.093959980638 Long DBT CORP US N 2 2025-07-01 Fixed 6.00000000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAN2 98304.19000000 PA USD 84708.72000000 0.066534835453 Long ABS-MBS CORP US N 2 2031-11-15 Floating 3.61000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 90932RAJ3 134661.24000000 PA USD 134844.38000000 0.105914109374 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 120000.00000000 PA USD 137587.20000000 0.108068469367 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 300000.00000000 PA USD 305250.00000000 0.239759950593 Long DBT CORP GB N 2 2028-01-15 Fixed 5.87500000 N N N N N N PENN VIRGINIA HOLDING LL 6XOCUKRR0UU0LF5P1W14 70789PAA2 120000.00000000 PA USD 124500.00000000 0.097789070758 Long DBT CORP US N 2 2026-08-15 Fixed 9.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBA8 1945000.00000000 PA USD 1922662.88000000 1.510163987280 Long DBT UST US N 2 2023-12-15 Fixed 0.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CN3 210000.00000000 PA USD 210000.00000000 0.164945420555 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AJ0 139000.00000000 PA USD 157318.81000000 0.123566748937 Long DBT CORP US N 2 2025-10-17 Fixed 9.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 465000.00000000 PA USD 481265.70000000 0.378012253741 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 440000.00000000 PA USD 429000.00000000 0.336959930564 Long DBT CORP FR N 2 2029-01-15 Fixed 5.12500000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 200000.00000000 PA USD 54278.00000000 0.042632893033 Long DBT CORP KY N 2 2023-01-13 Fixed 6.90000000 Y N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AL8 55000.00000000 PA USD 68337.50000000 0.053675988939 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 1240000.00000000 PA USD 1325212.80000000 1.040894202962 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 200000.00000000 PA USD 198104.00000000 0.155601655208 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 130000.00000000 PA USD 131114.75000000 0.102984655142 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AS2 10000.00000000 PA USD 10676.35000000 0.008385785908 Long DBT CORP US N 2 2024-04-01 Fixed 4.85000000 N N N N N N RP ESCROW ISSUER LLC N/A 74969PAA6 75000.00000000 PA USD 75656.25000000 0.059424533209 Long DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 140000.00000000 PA USD 138888.40000000 0.109090502611 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46638UAR7 250000.00000000 PA USD 246669.38000000 0.193747545820 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.67200000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 25000.00000000 PA USD 26577.37000000 0.020875311771 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 215000.00000000 PA USD 218035.80000000 0.171257174891 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 120000.00000000 PA USD 117718.20000000 0.092462276219 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 235000.00000000 PA USD 242050.00000000 0.190119233550 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 225000.00000000 PA USD 223875.00000000 0.175843600128 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 305000.00000000 PA USD 303093.75000000 0.238066314579 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAJ7 65000.00000000 PA USD 41762.50000000 0.032802538695 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 265000.00000000 PA USD 271360.00000000 0.213140901533 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 110000.00000000 PA USD 137225.00000000 0.107783977789 Long DBT CORP US N 2 2027-07-15 Fixed 8.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1240000.00000000 PA USD 1159400.00000000 0.910655812345 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 265000.00000000 PA USD 284314.53000000 0.223316093909 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 135000.00000000 PA USD 131247.00000000 0.103088531484 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 65000.00000000 PA USD 63700.00000000 0.050033444235 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AP6 80000.00000000 PA USD 77896.00000000 0.061183754664 Long DBT CORP US N 2 2044-10-15 Fixed 5.60000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CJ2 50000.00000000 PA USD 51250.00000000 0.040254537159 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 111000.00000000 PA USD 130679.95000000 0.102643139576 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 85000.00000000 PA USD 90026.05000000 0.070711355610 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 95000.00000000 PA USD 98206.25000000 0.077136529559 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BG5 105000.00000000 PA USD 111168.75000000 0.087317982006 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAG3 130000.00000000 PA USD 118300.00000000 0.092919253579 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N Ovintiv Inc N/A 292505AE4 90000.00000000 PA USD 117818.81000000 0.092541300784 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N LIGADO NETWORKS LLC N/A 53225HAC4 83081.00000000 PA USD 37775.27000000 0.029670751413 Long DBT CORP US N 2 2024-05-01 Fixed 17.50000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 105000.00000000 PA USD 103425.00000000 0.081235619623 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 110000.00000000 PA USD 131450.00000000 0.103247978724 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 60000.00000000 PA USD 53715.78000000 0.042191294869 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.17200000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A 48850PAA2 50000.00000000 PA USD 50062.50000000 0.039321810078 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N AIG CLO Ltd N/A 00142DAJ9 295000.00000000 PA USD 294984.72000000 0.231697041418 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.59000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 265000.00000000 PA USD 263343.75000000 0.206844502831 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BP5 180000.00000000 PA USD 195426.90000000 0.153498915278 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAE0 185000.00000000 PA USD 185838.98000000 0.145968041484 Long DBT CORP US N 2 2028-09-15 Fixed 6.50000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAD6 35000.00000000 PA USD 36400.00000000 0.028590539563 Long DBT CORP US N 2 2025-06-15 Fixed 6.25000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAF3 150000.00000000 PA USD 146625.00000000 0.115167248995 Long DBT CORP LU N 2 2028-10-15 Fixed 5.62500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 175000.00000000 PA USD 171500.00000000 0.134705426787 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAD8 324000.00000000 PA USD 338888.77000000 0.266181669949 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 170000.00000000 PA USD 173376.20000000 0.136179096301 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 230000.00000000 PA USD 244931.60000000 0.192382598902 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 235000.00000000 PA USD 232504.30000000 0.182621521640 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 200000.00000000 PA USD 205006.00000000 0.161022861364 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 215000.00000000 PA USD 219904.15000000 0.172724678589 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N N ALLEGHENY TECHNOLOGIES ZW1LRE7C3H17O2ZN9B45 01741RAH5 60000.00000000 PA USD 62550.00000000 0.049130171694 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Murphy Oil Corp QBKYQD0ODE7DC7PDIN91 626717AG7 130000.00000000 PA USD 130000.65000000 0.102109580413 Long DBT CORP US N 2 2042-12-01 Fixed 6.37500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AW2 125000.00000000 PA USD 117172.50000000 0.092033653762 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 60000.00000000 PA USD 64050.00000000 0.050308353269 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 145000.00000000 PA USD 208075.00000000 0.163433420867 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N LONZA GROUP AG 549300Y0CIXN5D40L888 000000000 154225.00000000 PA USD 154015.25000000 0.120971953253 Long LON CORP US N 2 2028-07-03 Floating 4.75000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 270000.00000000 PA USD 285103.80000000 0.223936029490 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 205000.00000000 PA USD 216787.50000000 0.170276692184 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAB8 210000.00000000 PA USD 212864.40000000 0.167195276092 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N ENDO DAC/FIN LLC/FINCO N/A 29273DAC4 175000.00000000 PA USD 130375.00000000 0.102403615261 Long DBT CORP XX N 2 2028-06-30 Fixed 6.00000000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAB7 620000.00000000 PA USD 629300.00000000 0.494286443599 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 455000.00000000 PA USD 489693.75000000 0.384632102558 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAJ0 185000.00000000 PA USD 196100.00000000 0.154027604623 Long DBT CORP US N 2 2025-06-15 Fixed 7.62500000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 355000.00000000 PA USD 367425.01000000 0.288595584748 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 40000.00000000 PA USD 40600.00000000 0.031889447974 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAZ1 70000.00000000 PA USD 71925.00000000 0.056493806540 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N Palmer Square CLO Ltd N/A 69702GAA8 260000.00000000 PA USD 249443.22000000 0.195926270608 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.18600000 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAB6 130000.00000000 PA USD 127725.00000000 0.100322161145 Long DBT CORP US N 2 2029-07-15 Fixed 7.12500000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BE6 185000.00000000 PA USD 191937.50000000 0.150758150752 Long DBT CORP US N 2 2027-07-15 Fixed 5.75000000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 125000.00000000 PA USD 133125.00000000 0.104563614816 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N SPEEDWAY MOT/SPEEDWAY FD N/A 84779MAA2 180000.00000000 PA USD 183600.00000000 0.144209424828 Long DBT CORP US N 2 2027-11-01 Fixed 4.87500000 N N N N N N Octagon Investment Partners 44, Ltd. N/A 675713AE1 250000.00000000 PA USD 249987.43000000 0.196353722738 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.87400000 N N N N N N Transocean Proteus Ltd 5493000CTMQ2LH21VM89 893829AA9 47500.00000000 PA USD 46787.50000000 0.036749446972 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 70000.00000000 PA USD 68600.00000000 0.053882170714 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N PBF HOLDING CO LLC N/A 69318FAK4 80000.00000000 PA USD 76100.00000000 0.059773078591 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N GRAHAM PACKAGING/GPC CAP N/A 384701AA6 75000.00000000 PA USD 77631.00000000 0.060975609253 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 215000.00000000 PA USD 289961.90000000 0.227751845431 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 75000.00000000 PA USD 74389.50000000 0.058429558868 Long DBT CORP NL N 2 2029-10-01 Fixed 4.62500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 635000.00000000 PA USD 658755.35000000 0.517422277377 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XBA3 145000.00000000 PA USD 88450.00000000 0.069473440229 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.45800000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BA2 25000.00000000 PA USD 27463.25000000 0.021571130100 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 75000.00000000 PA USD 79443.38000000 0.062399151068 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 100000.00000000 PA USD 100652.00000000 0.079057554618 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 250000.00000000 PA USD 265000.00000000 0.208145411653 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 45000.00000000 PA USD 47133.00000000 0.037020821462 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 180000.00000000 PA USD 178200.00000000 0.139967971157 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 000000000 10000.00000000 PA USD 9955.70000000 0.007819748206 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 480.00000000 NS USD 55036.80000000 0.043228895819 Long EP CORP US N 1 N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 105000.00000000 PA USD 107005.50000000 0.084047939044 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 270000.00000000 PA USD 267116.40000000 0.209807747311 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 250000.00000000 PA USD 227112.50000000 0.178386508695 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 190000.00000000 PA USD 199262.50000000 0.156511604112 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAA9 130000.00000000 PA USD 135200.00000000 0.106193432662 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 280000.00000000 PA USD 283953.60000000 0.223032599858 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 39843UAA0 200000.00000000 PA USD 204044.00000000 0.160267254247 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 52344.00000000 0.041113824255 Long DBT CORP KY N 2 2026-06-01 Fixed 11.65000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 340000.00000000 PA USD 330386.50000000 0.259503524707 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AJ5 65000.00000000 PA USD 66706.25000000 0.052394716475 Long DBT CORP US N 2 2027-09-15 Fixed 5.12500000 N N N N N N COTY/HFC PRESTIGE/INT US N/A 222070AG9 255000.00000000 PA USD 259143.75000000 0.203545594419 Long DBT CORP US N 2 2029-01-15 Fixed 4.75000000 N N N N N N OVINTIV INC N/A 012873AH8 35000.00000000 PA USD 46541.24000000 0.036556020976 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 105000.00000000 PA USD 110682.60000000 0.086936133358 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 90000.00000000 PA USD 91729.80000000 0.072049573516 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAU9 75000.00000000 PA USD 74625.00000000 0.058614533376 Long DBT US N 2 2026-07-15 Fixed 3.62500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 180000.00000000 PA USD 184275.00000000 0.144739606537 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 55000.00000000 PA USD 55962.50000000 0.043955990942 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 135000.00000000 PA USD 141835.05000000 0.111404961770 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 20000.00000000 PA USD 20100.00000000 0.015787633110 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 70000.00000000 PA USD 68950.00000000 0.054157079749 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 95000.00000000 PA USD 95092.15000000 0.074690546063 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 620000.00000000 PA USD 621550.00000000 0.488199172126 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 225000.00000000 PA USD 233971.88000000 0.183774238785 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAF4 265000.00000000 PA USD 270633.90000000 0.212570583105 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 5000.00000000 PA USD 5537.50000000 0.004349453649 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 150000.00000000 PA USD 148875.00000000 0.116934521358 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 600000.00000000 PA USD 606396.00000000 0.476296396397 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 190000.00000000 PA USD 191900.00000000 0.150728696212 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 128242.00000000 0.100728241061 Long DBT CORP KY N 2 2024-02-21 Fixed 6.12500000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAA6 175000.00000000 PA USD 170730.00000000 0.134100626911 Long DBT CORP US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 038522AQ1 65000.00000000 PA USD 67193.75000000 0.052777625487 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N WHEEL PROS INC N/A 96289WAA7 85000.00000000 PA USD 81600.00000000 0.064093077701 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 380000.00000000 PA USD 379050.00000000 0.297726484103 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 1341.00000000 NS USD 121843.26000000 0.095702322679 Long EP CORP JE N 1 N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 200000.00000000 PA USD 205000.00000000 0.161018148637 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 125000.00000000 PA USD 126406.25000000 0.099286343176 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N BOYNE USA INC N/A 103557AC8 80000.00000000 PA USD 82400.00000000 0.064721441208 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CS2 155000.00000000 PA USD 159231.50000000 0.125069079682 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 500000.00000000 PA USD 666500.00000000 0.523505346669 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 970000.00000000 PA USD 1011807.00000000 0.794728243506 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AU2 100000.00000000 PA USD 107625.00000000 0.084534528034 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 200000.00000000 PA USD 210250.00000000 0.165141784151 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 125000.00000000 PA USD 121875.00000000 0.095727253001 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 55000.00000000 PA USD 53969.03000000 0.042390211192 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 105000.00000000 PA USD 127575.53000000 0.100204759278 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AL7 185000.00000000 PA USD 185220.15000000 0.145481978748 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 245000.00000000 PA USD 464128.00000000 0.364551372151 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N OVINTIV INC N/A 292505AG9 10000.00000000 PA USD 12974.03000000 0.010190508736 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 845000.00000000 PA USD 877743.76000000 0.689427683969 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 265000.00000000 PA USD 267650.00000000 0.210226865770 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281ABA6 38000.00000000 PA USD 38855.00000000 0.030518830074 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 90000.00000000 PA USD 85725.00000000 0.067333077034 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 485000.00000000 PA USD 477725.00000000 0.375231195405 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N NEW FORTRESS ENERGY INC N/A 644393AA8 225000.00000000 PA USD 227250.00000000 0.178494508672 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ENERGY VEN/ENVEN FIN N/A 29278MAC9 81000.00000000 PA USD 83274.48000000 0.065408305357 Long DBT CORP US N 2 2026-04-15 Fixed 11.75000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AN9 20000.00000000 PA USD 21575.00000000 0.016946178326 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 100000.00000000 PA USD 107750.00000000 0.084632709832 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 55000.00000000 PA USD 58850.00000000 0.046223990474 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N DISH DBS CORP N/A 25470XBB0 150000.00000000 PA USD 151875.00000000 0.119290884509 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 20000.00000000 PA USD 21090.40000000 0.016565547131 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AC4 115000.00000000 PA USD 101131.00000000 0.079433787267 Long DBT CORP US N 2 2026-04-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N Mineral Resources Ltd 5299007V1ACKFFX2P066 603051AA1 285000.00000000 PA USD 307281.30000000 0.241355444083 Long DBT CORP AU N 2 2027-05-01 Fixed 8.12500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 220000.00000000 PA USD 233101.00000000 0.183090202271 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N RITCHIE BROS HLDGS INC N/A 76774LAA5 75000.00000000 PA USD 78253.50000000 0.061464554607 Long DBT CORP US N 2 2031-12-15 Fixed 4.75000000 N N N N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 75000.00000000 PA USD 76594.50000000 0.060161485784 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 540000.00000000 PA USD 530550.00000000 0.416722823218 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N PARK RIVER HOLDINGS INC N/A 70082LAA5 185000.00000000 PA USD 176675.00000000 0.138770153222 Long DBT CORP US N 2 2029-02-01 Fixed 5.62500000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 200000.00000000 PA USD 197162.00000000 0.154861757179 Long DBT CORP US N 2 2028-09-15 Fixed 5.62500000 N N N N N N Oak Hill Credit Partners N/A 67707FAG6 260000.00000000 PA USD 254666.78000000 0.200029138708 Long ABS-CBDO CORP KY N 2 2034-04-21 Floating 6.49000000 N N N N N N ARDONAGH MIDCO 2 PLC 9845003AD1386OH58D80 03985RAA1 226387.00000000 PA USD 252124.94000000 0.198032639337 Long DBT CORP GB N 2 2027-01-15 Fixed 11.50000000 N N Y N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 210000.00000000 PA USD 125353.20000000 0.098459220438 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 120000.00000000 PA USD 122190.60000000 0.095975142404 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AM6 100000.00000000 PA USD 123500.00000000 0.097003616374 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 85000.00000000 PA USD 90865.00000000 0.071370312565 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 410000.00000000 PA USD 436650.00000000 0.342968656598 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 105000.00000000 PA USD 111300.00000000 0.087421072894 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 83000.00000000 PA USD 84348.75000000 0.066252095438 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N TKC HOLDINGS INC N/A 87256YAA1 60000.00000000 PA USD 64800.00000000 0.050897444057 Long DBT CORP US N 2 2029-05-15 Fixed 10.50000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 400000.00000000 PA USD 256868.00000000 0.201758096606 Long DBT CORP KY N 2 2026-01-07 Fixed 6.63000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AD5 125000.00000000 PA USD 124375.00000000 0.097690888960 Long DBT CORP US N 2 2029-05-01 Fixed 4.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABG3 135000.00000000 PA USD 145501.99000000 0.114285175867 Long DBT CORP US N 2 2026-02-01 Fixed 9.25000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 100000.00000000 PA USD 103000.00000000 0.080901801510 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 210000.00000000 PA USD 216027.00000000 0.169679354125 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 30000.00000000 PA USD 48206.25000000 0.037863810379 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N VOC Escrow Ltd N/A 91832VAA2 110000.00000000 PA USD 108900.00000000 0.085535982373 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 65000.00000000 PA USD 67925.00000000 0.053351989005 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 74841CAA9 380000.00000000 PA USD 381425.00000000 0.299591938264 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 165000.00000000 PA USD 168095.40000000 0.132031268792 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 165000.00000000 PA USD 168300.00000000 0.132191972759 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 120000.00000000 PA USD 125250.00000000 0.098378161545 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAG8 115000.00000000 PA USD 116581.25000000 0.091569253858 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 105000.00000000 PA USD 113883.00000000 0.089449901567 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CF6 255000.00000000 PA USD 271575.00000000 0.213309774226 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 180000.00000000 PA USD 177750.00000000 0.139614516684 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAD3 5000.00000000 PA USD 4956.25000000 0.003892908288 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 40000.00000000 PA USD 53400.00000000 0.041943264084 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 100000.00000000 PA USD 100303.00000000 0.078783431038 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAF7 50000.00000000 PA USD 52901.50000000 0.041551715073 Long DBT CORP US N 2 2025-07-15 Fixed 6.62500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 10149.00000000 NS USD 4161.09000000 0.003268346381 Long EC CORP BM N 1 N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133NAD6 250000.00000000 PA USD 250000.00000000 0.196363595899 Long ABS-CBDO CORP KY N 3 2032-12-19 Floating 6.70400000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 110000.00000000 PA USD 117150.00000000 0.092015981038 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N VICTORS MERGER CORP N/A 92641PAA4 165000.00000000 PA USD 155100.00000000 0.121823974896 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 45000.00000000 PA USD 45293.85000000 0.035576253032 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAA4 125000.00000000 PA USD 130000.00000000 0.102109069867 Long DBT CORP US N 2 2026-02-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 100000.00000000 PA USD 98982.13000000 0.077745947906 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92200000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 200000.00000000 PA USD 195090.00000000 0.153234295696 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 275000.00000000 PA USD 253000.00000000 0.198719959050 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 145000.00000000 PA USD 161428.50000000 0.126794722962 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 315000.00000000 PA USD 307125.00000000 0.241232677563 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 340000.00000000 PA USD 441150.00000000 0.346503201324 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 320000.00000000 PA USD 298400.00000000 0.234379588066 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 220000.00000000 PA USD 226050.00000000 0.177551963412 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 180000.00000000 PA USD 186867.00000000 0.146775504300 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 235822AB9 75000.00000000 PA USD 76781.25000000 0.060308169390 Long DBT CORP LU N 2 2025-04-15 Fixed 5.75000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 400000.00000000 PA USD 104900.00000000 0.082394164839 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 22577.00000000 NS USD 451.54000000 0.000354664072 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 1.00000000 1.00000000 USD 2027-06-30 XXXX -11965.81000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 280000.00000000 PA USD 183316.00000000 0.143986355783 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 520000.00000000 PA USD 510900.00000000 0.401288644581 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N CINC BELL TEL N/A 171875AD9 130000.00000000 PA USD 138460.40000000 0.108754328134 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 45000.00000000 PA USD 54112.50000000 0.042502900332 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BX0 285000.00000000 PA USD 306018.75000000 0.240363768651 Long DBT CORP MX N 2 2030-09-17 Fixed 5.20000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 225000.00000000 PA USD 222187.50000000 0.174518145856 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 200000.00000000 PA USD 74596.00000000 0.058591755198 Long DBT CORP VG N 2 2023-02-27 Fixed 8.12500000 N N N N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 90000.00000000 PA USD 89550.00000000 0.070337440051 Long DBT CORP US N 2 2029-09-15 Fixed 3.87500000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 50000.00000000 PA USD 49750.00000000 0.039076355584 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 150000.00000000 PA USD 144750.00000000 0.113694522026 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 320000.00000000 PA USD 336400.00000000 0.264226854642 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 105000.00000000 PA USD 124163.03000000 0.097524396194 Long DBT CORP US N 2 2050-02-01 Fixed 6.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAL4 110000.00000000 PA USD 110825.00000000 0.087047982062 Long DBT CORP US N 2 2025-06-01 Fixed 5.62500000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 210000.00000000 PA USD 224700.00000000 0.176491599994 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AA8 220000.00000000 PA USD 218763.60000000 0.171828828592 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 5000.00000000 PA USD 5937.50000000 0.004663635402 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 1130000.00000000 PA USD 1162125.90000000 0.912796882449 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 585000.00000000 PA USD 514068.75000000 0.403777553159 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 115000.00000000 PA USD 110975.00000000 0.087165800219 Long DBT CORP US N 2 2026-04-01 Fixed 5.37500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 20319.00000000 NS USD 812.76000000 0.000638385904 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 1.00000000 1.00000000 USD 2027-06-30 XXXX -18287.10000000 N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 140000.00000000 PA USD 39200.00000000 0.030789811837 Long DBT CORP US N 2 2027-08-15 Fixed 6.62500000 N N N N N N Par Pharmaceutical Inc 549300KK5WR4MGN4YT97 69888XAA7 107000.00000000 PA USD 109346.51000000 0.085886695610 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 296000.00000000 PA USD 304140.00000000 0.238888096227 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 620000.00000000 PA USD 609695.60000000 0.478888081681 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 255000.00000000 PA USD 278587.50000000 0.218817773091 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 300000.00000000 PA USD 309000.00000000 0.242705404532 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFF6 119437.29000000 PA USD 89017.22000000 0.069918965664 Long ABS-MBS CORP US N 2 2045-09-19 Floating 0.76400000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 310000.00000000 PA USD 316200.00000000 0.248360676094 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N 2022-01-27 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer