NPORT-P false 0000917469 XXXXXXXX S000006638 C000125493 C000018124 C000018123 C000018122 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Bond Fund S000006638 838ITZYUJVZNC19KWD64 2019-09-30 2019-09-30 N 10668110765.85 8697931.84 10659412834.01 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 1265531.55000000 MXN CAD ISK USD NZD AUD N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 35180000.00000000 PA USD 41519919.73000000 0.389514135314 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167784 16454.00000000 NS USD 5763342.58000000 0.054068105530 Long EP CORP US N 3 N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 10853000.00000000 PA USD 11697363.40000000 0.109737408449 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597204 2925.00000000 NS USD 135914.69000000 0.001275067324 Long EP CORP US N 2 N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 23950000.00000000 PA USD 22932125.00000000 0.215134973727 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N Western Digital Corp USD XXXX N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 26445000.00000000 PA USD 27212974.17000000 0.255295245561 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N Nuance Communications Inc AEMSOT3SS15TNMJCE605 67020YAG5 1566000.00000000 PA USD 1565060.40000000 0.014682425986 Long DBT CORP US N 2 2035-11-01 Fixed 1.50000000 N N N N Y Nuance Communications Inc USD XXXX N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550AD3 6201000.00000000 PA USD 6666075.00000000 0.062536981199 Long DBT CORP US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Dillard's Inc 529900FGYKMWL6019P91 254067AN1 4680000.00000000 PA USD 5146455.60000000 0.048280854491 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057QAD9 11379000.00000000 PA USD 5604157.50000000 0.052574729839 Long DBT CORP US N 2 2021-09-15 Fixed 5.50000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp MTLVN9N7JE8MIBIJ1H73 75886AAQ1 1455000.00000000 PA USD 1543742.85000000 0.014482437954 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 51270000.00000000 PA USD 55173282.51000000 0.517601516792 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AH8 16650000.00000000 PA USD 16490659.50000000 0.154705139549 Long DBT CORP CA N 2 2022-05-15 Fixed 7.25000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 14035000.00000000 PA USD 19664823.48000000 0.184483177321 Long DBT US N 2 2032-03-15 Fixed 7.38000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 13772000.00000000 PA USD 11878350.00000000 0.111435312478 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 281500000.00000000 PA 13729793.76000000 0.128804409528 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N ServiceMaster Co LLC/The HZPA4EQ289DXC7NQGK91 817609AB6 8919000.00000000 PA USD 9989280.00000000 0.093713229382 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 171871403 4982.00000000 NS USD 161914.50000000 0.001518981415 Long EP CORP US N 1 N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 11844000.00000000 PA USD 11459070.00000000 0.107501887565 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N TORO CO YJKE4YIT6BWQHVEW0D14 891092AE8 27030000.00000000 PA USD 34192423.46000000 0.320772109988 Long DBT CORP US N 2 2037-05-01 Fixed 6.63000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDT0 68800000.00000000 PA 52763370.95000000 0.494993221218 Long DBT CORP US N 2 2021-08-05 Fixed 3.13000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 35296000.00000000 PA USD 36178400.00000000 0.339403310138 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 860000000.00000000 PA 41246792.34000000 0.386951823541 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCE8 990000.00000000 PA USD 1070734.50000000 0.010044966985 Long DBT CORP US N 2 2022-04-01 Fixed 8.13000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 3100000.00000000 PA USD 1511802.23000000 0.014182790867 Long DBT CORP US N 3 2067-01-15 Variable 4.05000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 75327000.00000000 PA USD 78128411.13000000 0.732952296215 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 27545000.00000000 PA USD 33054000.00000000 0.310092127162 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 5822378.00000000 NS USD 295252788.38000000 2.769878538130 Long EC CORP US N 1 N N N Jefferies Finance LLC / JFIN Co-Issuer Corp 549300SKVB18YSSIDT75 47232MAD4 2010000.00000000 PA USD 2002462.50000000 0.018785861202 Long DBT CORP US N 2 2024-08-15 Fixed 7.25000000 N N N N N N INVISTA Finance LLC 5493005158BXZWGOX572 46186RAA7 119535000.00000000 PA USD 119594169.83000000 1.121958326338 Long DBT CORP US N 2 2019-10-15 Fixed 4.25000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAH3 4915000.00000000 PA USD 4411212.50000000 0.041383259741 Long DBT CORP US N 2 2024-01-15 Fixed 5.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 164410000.00000000 PA 6211155.53000000 0.058269208883 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CU9 24610000.00000000 PA USD 17780725.00000000 0.166807733942 Long DBT CORP US N 2 2025-01-15 Fixed 8.00000000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061GAF8 1263000.00000000 PA USD 1300682.84000000 0.012202199691 Long DBT CORP US N 2 2020-10-15 Fixed 1.50000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 51024000.00000000 PA USD 43083645.12000000 0.404184037065 Long DBT CORP US N 2 2033-08-01 Fixed 5.63000000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723AL7 12096000.00000000 PA USD 12247200.00000000 0.114895634409 Long DBT CORP US N 2 2027-07-15 Fixed 5.38000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 796050AE2 2277000.00000000 PA USD 2748680.55000000 0.025786416126 Long DBT CORP KR N 2 2027-10-01 Fixed 7.70000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708160BL9 3515000.00000000 PA USD 1001775.00000000 0.009398031726 Long DBT CORP US N 2 2097-03-01 Fixed 7.63000000 N N N N N N National Life Insurance Co 0JRPR7R1EOV4Z2M47L22 636792AA1 38476000.00000000 PA USD 65235208.83000000 0.611996268892 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SD2 375000000.00000000 PA USD 372225652.50000000 3.491990208995 Long DBT UST US N 2 2020-02-27 None 0.00000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAE0 38973000.00000000 PA USD 39070432.50000000 0.366534565349 Long DBT CORP NL N 2 2020-01-15 Fixed 4.13000000 N N N N N N CONTL AIRLINES 1999-2 N/A 210805CV7 1206.78000000 PA USD 1219.22000000 0.000011437965 Long DBT CORP US N 2 2020-03-15 Fixed 7.57000000 N N N N N N Nationstar Mortgage Holdings Inc N/A 93369KAB1 35775000.00000000 PA USD 38100375.00000000 0.357434087536 Long DBT CORP US N 2 2026-07-15 Fixed 9.13000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 8465000.00000000 PA USD 10886662.46000000 0.102131915045 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AZ9 1875000.00000000 PA USD 1945312.50000000 0.018249715348 Long DBT CORP US N 2 2025-04-01 Fixed 5.63000000 N N N N N N IQOR US Inc. N/A 46264NAE3 7048927.00000000 PA USD 5235802.00000000 0.049119047001 Long LON CORP US N 2 2022-04-01 Floating 11.07000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 17818000.00000000 PA USD 17075880.30000000 0.160195318127 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 650000.00000000 PA USD 598317.18000000 0.005613040692 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CZ8 56365000.00000000 PA USD 38339473.00000000 0.359677156678 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 19615000.00000000 PA USD 20442753.00000000 0.191781229588 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AK7 8199000.00000000 PA USD 4591440.00000000 0.043074042365 Long DBT CORP CA Y 3 2023-12-15 Variable 12.50000000 N N Y N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAL4 9235000.00000000 PA USD 7917165.50000000 0.074273936316 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 137303000.00000000 PA USD 151071451.01000000 1.417258655448 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 1185000.00000000 PA 1458047.75000000 0.013678499676 Long DBT CORP FR N 2 2019-10-16 Variable 6.77000000 N N N N N N Halcon Resources Corp 3XHTN2NNIMMPORDAMJ28 40537QAP5 15432000.00000000 PA USD 1499064.48000000 0.014063293197 Long DBT CORP US N 2 2025-02-15 Fixed 6.75000000 Y N N N N N Alta Wind Holdings LLC 5E2UPK5SW04M13XY7I38 021345AA1 41683848.92000000 PA USD 48529894.22000000 0.455277368235 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057QAF4 1709000.00000000 PA USD 648582.59000000 0.006084599593 Long DBT CORP US N 2 2024-11-15 Fixed 6.00000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 10145000.00000000 PA USD 11254102.13000000 0.105579006135 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Windstream Services LLC / Windstream Finance Corp N/A 97381LAE8 12552000.00000000 PA USD 6934980.00000000 0.065059681128 Long DBT CORP US N 2 2024-06-30 Fixed 10.50000000 Y N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AC1 67930000.00000000 PA USD 79732837.50000000 0.748004029317 Long DBT CORP FR N 2 2036-12-14 Variable 6.38000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 171871AP1 425000.00000000 PA USD 393125.00000000 0.003688054924 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVL5 27405000.00000000 PA 21025221.08000000 0.197245583855 Long DBT CORP US N 2 2021-02-12 Fixed 3.55000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AB4 145000.00000000 PA USD 139925.00000000 0.001312689565 Long DBT CORP CA N 2 2023-01-30 Fixed 6.38000000 N N N N N N Williams Partners LP WUURD1P1N0874ONXXO03 96950FAJ3 18753000.00000000 PA USD 19181882.24000000 0.179952522138 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Federal Republic of Brazil 254900ZFY40OYEADAP90 105756BN9 97345000.00000000 PA 29291708.99000000 0.274796646364 Long DBT NUSS BR N 2 2028-01-10 Fixed 10.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3447000000.00000000 PA 199745737.31000000 1.873890620623 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U887 745513.00000000 NS USD 39897382.89000000 0.374292501015 Long EP US N 2 N N N Global Container Asset Ltd N/A 37890RAF2 10211923.80000000 PA USD 10081550.21000000 0.094578851264 Long ABS-O CORP BM N 2 2030-02-05 Fixed 4.50000000 N N N N N N iHeartMedia Inc N/A 45174J145 629465.00000000 NS USD 8969876.25000000 0.084149815657 N/A DE US N 2 N/A N/A Call Purchased iHeartMedia Inc iHeartMedia Inc 1.00000000 1.00000000 USD 2039-05-01 XXXX -6306489.37000000 N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCC3 2340000.00000000 PA USD 2368524.60000000 0.022220028784 Long DBT US N 2 2020-09-15 Fixed 4.63000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 13345000.00000000 PA USD 15473747.03000000 0.145165097467 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 203945000.00000000 PA USD 242535217.97000000 2.275314989172 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167768 3044.00000000 NS USD 1066252.32000000 0.010002917952 Long EP CORP US N 3 N N N Prologis Inc 529900DFH19P073LZ636 74340W202 169007.00000000 NS USD 12210755.75000000 0.114553737059 Long EP US N 2 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 24710000.00000000 PA USD 26038162.50000000 0.244273891118 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 4045000.00000000 PA USD 4212945.65000000 0.039523243124 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AF2 27000.00000000 PA USD 27219.38000000 0.000255355341 Long DBT CORP CA N 2 2021-02-15 Fixed 7.00000000 N N N N N N Fonterra Co-operative Group Ltd 549300NCQQ9E4O5JX172 000000000 1500000.00000000 PA 1066584.84000000 0.010006037448 Long DBT CORP NZ N 2 2021-06-30 Fixed 4.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BN8 2275000.00000000 PA USD 2059739.50000000 0.019323198492 Long DBT CORP DE N 2 2032-12-01 Variable 4.88000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 2830000.00000000 PA USD 2851225.00000000 0.026748424555 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167776 39322.00000000 NS USD 13773710.16000000 0.129216405954 Long EP CORP US N 3 N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 74022DAJ9 10000.00000000 PA USD 8775.00000000 0.000082321607 Long DBT CORP CA N 2 2024-11-15 Fixed 5.25000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BH5 8950000.00000000 PA USD 9586764.67000000 0.089937080205 Long DBT CORP US N 2 2044-03-11 Fixed 4.50000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708130AC3 36970000.00000000 PA USD 11997504.40000000 0.112553145157 Long DBT CORP US N 2 2036-10-15 Fixed 6.38000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 10576000.00000000 PA USD 11662155.20000000 0.109407106954 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 15000000.00000000 PA USD 18186920.85000000 0.170618411475 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AA6 755000.00000000 PA USD 759001.50000000 0.007120481323 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N MICHIGAN ST TOBACCO SETTLEMENT 54930022O46HOX5J1D14 594751AB5 12705000.00000000 PA USD 12868894.50000000 0.120727986619 Long DBT MUN US N 2 2034-06-01 Fixed 7.31000000 N N N N N N Nabors Industries Inc 549300VFQWRKICUFNU92 629568BB1 15000000.00000000 PA USD 11653200.00000000 0.109323094822 Long DBT CORP US N 2 2023-09-15 Fixed 5.10000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 2950000.00000000 PA USD 3178625.00000000 0.029819888294 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N Delphi Technologies PLC 549300SEU65CJHRH6V04 24718PAA5 18730000.00000000 PA USD 16576050.00000000 0.155506220259 Long DBT CORP JE N 2 2025-10-01 Fixed 5.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZM8 26145000.00000000 PA USD 27468578.34000000 0.257693165352 Long DBT CORP US N 2 2022-01-07 Fixed 5.60000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U705 16004.00000000 NS USD 408081.19000000 0.003828364623 Long EP US N 1 N N N Southcross Holding GP LLC N/A 000000000 2021.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 2 N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 18145000.00000000 PA 27058749.71000000 0.253848407331 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 14987RAA6 23492000.00000000 PA USD 20555500.00000000 0.192838952014 Long DBT CORP US N 2 2025-10-15 Fixed 8.00000000 N N N N N N Vine Oil & Gas LP / Vine Oil & Gas Finance Corp N/A 927375AB1 3615000.00000000 PA USD 1690012.50000000 0.015854649091 Long DBT CORP US N 2 2023-04-15 Fixed 9.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SS9 497820000.00000000 PA USD 496736813.37000000 4.660076695642 Long DBT UST US N 2 2019-11-14 None 0.00000000 N N N N N N Noble Holding International Ltd 549300GNEZBJHMST9U32 65504LAQ0 13165000.00000000 PA USD 9478800.00000000 0.088924222634 Long DBT CORP KY N 2 2026-02-01 Fixed 7.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 11443.00000000 NS USD 17155460.03000000 0.160941885797 Long EP CORP US N 1 N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 5490000.00000000 PA USD 5467216.50000000 0.051290034311 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N Safeway Inc 549300NKZ6VCN5P3K723 786514BA6 2705000.00000000 PA USD 2759100.00000000 0.025884164943 Long DBT CORP US N 2 2031-02-01 Fixed 7.25000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AAB9 22200000.00000000 PA USD 24864000.00000000 0.233258626785 Long DBT CORP FR N 2 2037-06-25 Variable 7.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 47205000.00000000 PA USD 51119494.45000000 0.479571391464 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Nuance Communications Inc AEMSOT3SS15TNMJCE605 67020YAN0 16613000.00000000 PA USD 16450690.99000000 0.154330179777 Long DBT CORP US N 2 2025-04-01 Fixed 1.25000000 N N N N Y Nuance Communications Inc USD XXXX N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TH2 200000000.00000000 PA USD 198455166.00000000 1.861783281034 Long DBT UST US N 2 2020-03-05 None 0.00000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 3641000.00000000 PA USD 3736576.25000000 0.035054240868 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 10870000.00000000 PA USD 11217840.00000000 0.105238817322 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Petroleum Geo-Services ASA N/A 71659MAF3 3684894.43000000 PA USD 3394708.99000000 0.031847054268 Long LON CORP US N 2 2021-03-19 Floating 4.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SH3 213185000.00000000 PA USD 211321895.27000000 1.982490954809 Long DBT UST US N 2 2020-03-26 None 0.00000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BR8 38882000.00000000 PA USD 55502148.23000000 0.520686731007 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CN5 1835000.00000000 PA USD 1481762.50000000 0.013900976752 Long DBT CORP US N 2 2022-04-15 Fixed 4.88000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 594087AU2 41870000.00000000 PA USD 41922337.50000000 0.393289369244 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Bellatrix Exploration Ltd 549300S2235IL73TH941 078314705 3016077.00000000 NS USD 227653.49000000 0.002135703847 Long EC CORP CA Y 3 N N N Vine Oil & Gas LP / Vine Oil & Gas Finance Corp N/A 927375AA3 25660000.00000000 PA USD 11675300.00000000 0.109530423315 Long DBT CORP US N 2 2023-04-15 Fixed 8.75000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AF6 4030000.00000000 PA USD 2841150.00000000 0.026653907154 Long DBT CORP KY N 2 2031-04-15 Fixed 7.50000000 N N N N N N Gibson Energy Inc 549300WYW5D9I3FR0643 374825AD9 310000.00000000 PA 237206.10000000 0.002225320509 Long DBT CORP CA N 2 2022-07-15 Fixed 5.38000000 N N N N N N MBIA Insurance Corp 5493004M1UUDNTDXS107 55276GAA3 13985000.00000000 PA USD 9876906.25000000 0.092659008557 Long DBT CORP US N 2 2033-01-15 Fixed 13.56000000 N Y N N N N Telecom Italia SpA/Milano 549300W384M3RI3VXU42 000000000 4300000.00000000 PA 5845271.03000000 0.054836707434 Long DBT CORP IT N 2 2023-05-19 Fixed 5.88000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 83000000.00000000 PA 52572823.92000000 0.493205627164 Long DBT NUSS NZ N 2 2020-04-15 Fixed 3.00000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AE5 4721.93000000 PA USD 4627.49000000 0.000043412241 Long DBT CORP CA N 2 2021-12-15 Fixed 6.50000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BJ9 26680000.00000000 PA USD 26646650.00000000 0.249982343445 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N Global Atlantic Fin Co N/A 34628TAB3 15000000.00000000 PA USD 16207983.90000000 0.152053252391 Long DBT CORP US N 2 2021-04-15 Fixed 8.63000000 N N N N N N MBIA Insurance Corp 5493004M1UUDNTDXS107 000000000 80000.00000000 PA USD 56500.00000000 0.000530047957 Long DBT CORP US N 2 2033-01-15 Fixed 13.56000000 N Y N N N N Pan American Energy LLC 213800LH1BZH3DI6G760 69783TAA2 186666.67000000 PA USD 185733.34000000 0.001742434999 Long DBT CORP AR N 2 2021-05-07 Fixed 7.88000000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 9245000.00000000 PA USD 10526766.00000000 0.098755589673 Long DBT CORP GB N 2 2037-12-01 Fixed 7.13000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AT6 69157000.00000000 PA USD 42531555.00000000 0.399004669978 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAF5 23485000.00000000 PA USD 25833500.00000000 0.242353874479 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HQA6 30241.45000000 PA USD 32651.91000000 0.000306319968 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 5.00000000 N N N N N N DENBURY RESOURCES INC 549300KCWA5W52MS5559 247916AM1 1500000.00000000 PA USD 1158750.00000000 0.010870673817 Long DBT CORP US N 2 2024-02-15 Fixed 7.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 7340000.00000000 PA USD 7715985.70000000 0.072386592208 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBS3 8225000.00000000 PA USD 8358656.25000000 0.078415728710 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 10175000.00000000 PA USD 16381750.00000000 0.153683418168 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAG0 6507000.00000000 PA USD 5986440.00000000 0.056161067154 Long DBT CORP CA N 2 2024-06-01 Fixed 5.63000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 22428000.00000000 PA USD 25988974.97000000 0.243812444219 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Antares Holdings LP N/A 03666HAA9 15585000.00000000 PA USD 16145992.36000000 0.151471686212 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 4700000.00000000 PA 6503947.59000000 0.061016002394 Long DBT CORP ES N 2 2022-12-09 Fixed 5.29000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 26439XAH6 9050000.00000000 PA USD 9434625.00000000 0.088509800182 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AB1 10821000.00000000 PA USD 12768780.00000000 0.119788774474 Long DBT CORP US N 2 2039-07-15 Fixed 7.38000000 N N N N N N ROVI CORP 5493006VRWO1PMVOHL98 779376AD4 35626000.00000000 PA USD 35053846.44000000 0.328853446112 Long DBT CORP US N 2 2020-03-01 Fixed 0.50000000 N N N N Y TiVo Corp USD XXXX N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901AA6 3950000.00000000 PA USD 4656665.67000000 0.043685949146 Long DBT CORP CA N 2 2034-11-15 Fixed 5.80000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 535000.00000000 PA USD 598335.40000000 0.005613211621 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 3635000.00000000 PA USD 4402393.68000000 0.041300527041 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 367370022.22000000 PA USD 367370022.22000000 3.446437697279 Long RA CORP US N 2 Repurchase N 1.10000000 2019-10-01 350705000.00000000 USD 374720389.52000000 USD UST N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 000000000 328000.00000000 PA USD 387040.00000000 0.003630969229 Long DBT CORP US N 2 2039-07-15 Fixed 7.38000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167842 257387.00000000 NS USD 11052197.78000000 0.103684864749 Long EP CORP US N 1 N N N NGL Energy Partners LP / NGL Energy Finance Corp 5299005YSRP46BE8Z459 62913TAJ1 11555000.00000000 PA USD 11757212.50000000 0.110298875586 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N Central Bank of Iceland 549300K5GD3JPA2LLG98 000000000 2331740000.00000000 PA 20908628.21000000 0.196151781862 Long DBT NUSS IS N 2 2022-10-26 Fixed 7.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 59285000.00000000 PA USD 63999111.40000000 0.600399969459 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 4409074.10000000 PA USD 4433434.23000000 0.041591730229 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903AR1 690000.00000000 PA USD 695175.00000000 0.006521700686 Long DBT CORP US N 2 2022-08-01 Fixed 4.75000000 N N N N N N Virgin Australia Holdings Ltd 254900SNPW6V9967CJ18 92765YAE7 56320000.00000000 PA USD 56404480.00000000 0.529151848027 Long DBT CORP AU N 2 2019-11-15 Fixed 8.50000000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 674215AE8 2660000.00000000 PA USD 2433900.00000000 0.022833340240 Long DBT CORP US N 2 2023-01-15 Fixed 6.88000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 21725000.00000000 PA USD 25035349.05000000 0.234866117297 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N Nuance Communications Inc AEMSOT3SS15TNMJCE605 67020YAK6 27117000.00000000 PA USD 25677900.81000000 0.240894139385 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N Y Nuance Communications Inc USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 6600000.00000000 PA USD 6981089.28000000 0.065492249795 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Hovnanian Enterprises Inc 549300805N4EF0ROBT53 442487112 52867.00000000 NS USD 177104.45000000 0.001661484105 Long EP CORP US N 1 N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 4523619.99000000 PA USD 4594551.26000000 0.043103230276 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 31410000.00000000 PA USD 34609893.75000000 0.324688557324 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 4304382.00000000 NS USD 122760974.64000000 1.151667324942 Long EC CORP US N 1 N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 5381602.30000000 PA USD 5712032.68000000 0.053586747872 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 000000000 18525000.00000000 PA 13022054.31000000 0.122164836964 Long DBT NUSS XX N 2 2020-08-06 Fixed 6.00000000 N N N N N N APL LTD 549300TMJ045M7TR5G76 029103AD0 20994000.00000000 PA USD 18056939.40000000 0.169399006128 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AD5 17635000.00000000 PA USD 19530762.50000000 0.183225500354 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061GAH4 4102000.00000000 PA USD 4032253.12000000 0.037828097877 Long DBT CORP US N 2 2024-08-01 Fixed 0.60000000 N N N N Y BioMarin Pharmaceutical Inc USD XXXX N N N PulteGroup Inc N/A 745867AT8 52605000.00000000 PA USD 56024325.00000000 0.525585469597 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp MTLVN9N7JE8MIBIJ1H73 75886AAJ7 7325000.00000000 PA USD 7756069.36000000 0.072762632246 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 855460000.00000000 PA 43199993.06000000 0.405275541277 Long DBT NUSS MX N 2 2021-06-10 Fixed 6.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AD8 3172000.00000000 PA USD 3928996.75000000 0.036859410655 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 205000.00000000 PA USD 265535.85000000 0.002491092653 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AC1 45324000.00000000 PA USD 53945984.52000000 0.506087768248 Long DBT CORP US N 2 2024-04-15 Fixed 8.36000000 N N N N N N Bell Canada Inc 549300O5ZKB2MUUSKB97 07813ZAC8 5790000.00000000 PA 5602557.57000000 0.052559720288 Long DBT CORP CA N 2 2029-05-01 Fixed 6.55000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 15760000.00000000 PA USD 16951948.03000000 0.159032662436 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N CONTL AIRLINES 2012-2 B N/A 210795QC7 2472991.66000000 PA USD 2520077.42000000 0.023641803345 Long DBT CORP US N 2 2020-10-29 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SP5 109000000.00000000 PA USD 108875172.11000000 1.021399337894 Long DBT UST US N 2 2019-10-24 None 0.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 11374900.00000000 PA 659149.34000000 0.006183730288 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Transocean Proteus Ltd 5493000CTMQ2LH21VM89 893829AA9 27645000.00000000 PA USD 28059675.00000000 0.263238467605 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AH8 5175000.00000000 PA USD 5685772.50000000 0.053340391150 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N Southcross Holding LP N/A 000000000 2021.00000000 NS USD 909450.00000000 0.008531895838 Long EC CORP US Y 2 N N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 431284207 2318.00000000 NS USD 2758420.00000000 0.025877785605 Long EP US N 2 N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AR7 1700000.00000000 PA USD 1785000.00000000 0.016745762902 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N KLA-Tencor Corp 549300H0BF5JCG96TJ81 482480AE0 73905000.00000000 PA USD 81372721.86000000 0.763388407289 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909AD0 13525000.00000000 PA USD 10380437.50000000 0.097382826443 Long DBT CORP US N 2 2037-06-01 Fixed 6.65000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 179420000.00000000 PA USD 164385626.69000000 1.542163993925 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAM0 49543000.00000000 PA USD 52763295.00000000 0.494992508702 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 4127000.00000000 PA USD 5274796.82000000 0.049484872217 Long DBT US N 2 2027-10-01 Fixed 6.95000000 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 59151KAG3 5865000.00000000 PA USD 6095016.03000000 0.057179660126 Long DBT CORP CA N 2 2022-03-01 Fixed 5.25000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAM2 14628000.00000000 PA USD 13193309.16000000 0.123771443750 Long DBT CORP US N 2 2021-07-01 Fixed 1.50000000 N N N N Y SM Energy Co USD XXXX N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 12446000.00000000 PA USD 14561820.00000000 0.136609963670 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAF6 77845000.00000000 PA USD 90689425.00000000 0.850791937719 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370BP4 1580000.00000000 PA USD 1808097.87000000 0.016962452793 Long DBT CORP US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 27420000.00000000 PA USD 28311150.00000000 0.265597650085 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1016032000.00000000 PA 53453147.99000000 0.501464281592 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AJ6 27204000.00000000 PA USD 31828680.00000000 0.298596934893 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SU4 160000000.00000000 PA USD 159524721.60000000 1.496561997214 Long DBT UST US N 2 2019-11-29 None 0.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAQ8 6944000.00000000 PA USD 8193920.00000000 0.076870275385 Long DBT CORP US N 2 2025-09-15 Fixed 7.58000000 N N N N N N Clear Channel Holdings Inc N/A 18453H106 1740413.00000000 NS USD 4385840.76000000 0.041145237812 Long EC CORP US N 1 N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 8214000.00000000 PA USD 11362534.62000000 0.106596252504 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 49820000.00000000 PA USD 50582246.00000000 0.474531259720 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 4534000.00000000 PA USD 5808150.39000000 0.054488464612 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Vistra Energy Corp 549300KP43CPCUJOOG15 26817RAB4 12250000.00000000 PA USD 12513375.00000000 0.117392723172 Long DBT CORP US N 2 2023-06-01 Fixed 5.88000000 N N N N N N Lonestar Resources America Inc 549300SMXPFO4S25OB75 54238XAC2 20735000.00000000 PA USD 17720131.00000000 0.166239278616 Long DBT CORP US N 2 2023-01-01 Fixed 11.25000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087E59 545500000.00000000 PA 408080197.76000000 3.828355314825 Long DBT NUSS CA N 2 2020-09-01 Fixed 0.75000000 N N N N N N Federal Republic of Brazil 254900ZFY40OYEADAP90 105756BT6 253010000.00000000 PA 67258235.41000000 0.630975049539 Long DBT NUSS BR N 2 2024-01-05 Fixed 8.50000000 N N N N N N El Paso Energy Capital Trust I 549300WR7IX8XE0TBO16 283678209 433942.00000000 NS USD 22768936.74000000 0.213604042685 Long EP CORP US N 1 N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 000000000 2354.00000000 NS 22778.64000000 0.000213695072 Long EC CORP CA N 1 N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 25138000.00000000 PA USD 34413768.41000000 0.322848631025 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AX4 11795000.00000000 PA USD 12915525.00000000 0.121165445049 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 11115698.00000000 NS USD 420618012.32000000 3.945977314791 Long EC CORP US N 1 N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 2825000.00000000 PA USD 2860312.50000000 0.026833677844 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BC2 51710000.00000000 PA USD 50287975.00000000 0.471770591711 Long DBT CORP KY N 2 2022-10-15 Fixed 5.80000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAE6 18254000.00000000 PA USD 17706380.00000000 0.166110275263 Long DBT CORP LU N 2 2026-05-15 Fixed 6.50000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45175AAB7 13911535.44000000 PA USD 13993752.61000000 0.131280707745 Long LON CORP US N 2 2026-05-01 Floating 6.10000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAD7 27050000.00000000 PA USD 1702527.00000000 0.015972052368 Long DBT CORP US N 2 2023-01-15 Fixed 6.13000000 Y N N N N N Empresa Nacional de Electricidad SA/Cayman Islands 549300PVHXUFEIE6LY50 29244TAA9 8663000.00000000 PA USD 11148560.67000000 0.104588881616 Long DBT CORP CL N 2 2027-02-01 Fixed 7.88000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 25941000.00000000 PA USD 26751656.25000000 0.250967446955 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N CONTL AIRLINES 2001-1 N/A 210805DH7 284489.44000000 PA USD 302093.65000000 0.002834055258 Long DBT CORP US N 2 2021-06-15 Fixed 6.70000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CC5 9625000.00000000 PA USD 14173430.33000000 0.132966332674 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 3454G1Z25 123565000.00000000 PA USD 122982020.33000000 1.153741038508 Long STIV CORP US N 2 2019-12-02 None 0.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GL36 11695000.00000000 PA USD 10782451.90000000 0.101154276205 Long DBT CORP US N 2 2024-05-13 Floating 2.60000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 78375000.00000000 PA USD 46829062.50000000 0.439321219932 Long DBT CORP US N 2 2026-09-15 Fixed 5.50000000 N N N N Y Chesapeake Energy Corp USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 139740000.00000000 PA USD 147156003.20000000 1.380526352544 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Summit Midstream Partners LP N/A 866142AA0 16100000.00000000 PA USD 11571392.00000000 0.108555622905 Long DBT CORP US N 2 2022-12-15 Variable 9.50000000 N N N N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAF2 7440000.00000000 PA USD 7272600.00000000 0.068227022569 Long DBT CORP CA N 2 2021-06-01 Fixed 5.13000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 4423000.00000000 PA USD 4619385.40000000 0.043336208775 Long DBT CORP US N 2 2028-12-20 Variable 3.42000000 N N N N N N Eclipse Resources Corp 54930070862I62NN3X72 27890GAB6 2000000.00000000 PA USD 1530000.00000000 0.014353511059 Long DBT CORP US N 2 2023-07-15 Fixed 8.88000000 N N N N N N iHeartMedia Inc N/A 45174J509 83772.00000000 NS USD 1256580.00000000 0.011788454200 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 000000000 52380000.00000000 PA 32927886.04000000 0.308909004208 Long DBT CORP US N 2 2019-11-12 Fixed 5.13000000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AN1 19891000.00000000 PA USD 20270013.86000000 0.190160698113 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N AES Corp/VA 2NUNNB7D43COUIRE5295 00130HBT1 2644000.00000000 PA USD 2690270.00000000 0.025238444573 Long DBT CORP US N 2 2023-05-15 Fixed 4.88000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 000000000 23658000.00000000 PA 29806009.40000000 0.279621493830 Long DBT CORP US N 2 2020-04-07 Fixed 6.63000000 N N N N N N Mutual of Omaha Insurance Co P2LER0UPV1DKOU8RO042 628312AA8 57985000.00000000 PA USD 77049852.78000000 0.722833930722 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAC4 4270000.00000000 PA USD 3960510.40000000 0.037155052174 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AL9 1445000.00000000 PA USD 1419712.50000000 0.013318862137 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370BT6 1560000.00000000 PA USD 1686328.80000000 0.015820090902 Long DBT CORP US N 2 2028-02-15 Fixed 6.63000000 N N N N N N Central Bank of Iceland 549300K5GD3JPA2LLG98 000000000 16704156763.00000000 PA 134759846.42000000 1.264233298010 Long STIV NUSS IS N 2 2020-06-02 Variable 0.50000000 N N N N N N DISH DBS Corp N/A 25470XAL9 9330000.00000000 PA USD 9426099.00000000 0.088429814538 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N PARAGON LITIGATION CLASS A N/A 000000000 209391.00000000 NS USD 2093.91000000 0.000019643764 Long EC CORP US Y 3 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 75000000.00000000 PA 53943272.81000000 0.506062328666 Long DBT CORP US N 2 2021-09-30 Fixed 5.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 17527000.00000000 PA USD 18095131.22000000 0.169757298096 Long DBT CORP KY N 2 2027-06-01 Fixed 4.88000000 N N N N N N GCA2014 Holdings Ltd 549300P7I2VS2S4LJI66 36163UAC4 32585000.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP BM Y 3 2030-01-05 None 0.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167750 50481.00000000 NS USD 17681979.87000000 0.165881368376 Long EP CORP US N 3 N N N Cincinnati Bell Telephone Co LLC N/A 171875AD9 3825000.00000000 PA USD 3616767.00000000 0.033930264793 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N Global Marine Inc N/A 379352AL1 8997000.00000000 PA USD 8160548.91000000 0.076557208516 Long DBT CORP US N 2 2028-06-01 Fixed 7.00000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387BG6 33205000.00000000 PA USD 22413375.00000000 0.210268382968 Long DBT CORP US N 2 2026-01-15 Fixed 6.63000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 11777000.00000000 PA USD 10304875.00000000 0.096673945933 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057QAG2 103250000.00000000 PA USD 51108750.00000000 0.479470593698 Long DBT CORP US N 2 2022-12-15 Fixed 8.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167826 503052.00000000 NS USD 19115976.00000000 0.179334230671 Long EP CORP US N 2 N N N PARAGON LITIGATION CLASS B N/A 000000000 299302.00000000 NS USD 4489530.00000000 0.042117985952 Long EC CORP US Y 2 N N N United States Treasury 254900HROIFWPRGM1V77 912796RF8 11000000.00000000 PA USD 10995139.32000000 0.103149577666 Long DBT UST US N 2 2019-10-10 None 0.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 2030000.00000000 PA USD 2948575.00000000 0.027661701877 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 8400000.00000000 PA USD 10360980.00000000 0.097200288246 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AH4 418000.00000000 PA USD 421667.00000000 0.003955818266 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 48505000.00000000 PA USD 42622540.12000000 0.399858235943 Long DBT CORP US N 2 2024-03-15 Fixed 2.38000000 N N N N Y DISH Network Corp USD XXXX N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAD1 36085000.00000000 PA USD 39242437.50000000 0.368148209578 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BG0 841000.00000000 PA USD 857656.28000000 0.008045999281 Long DBT CORP US N 2 2020-03-15 Fixed 7.13000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AH5 38670000.00000000 PA USD 36931010.10000000 0.346463831311 Long DBT CORP US N 2 2021-03-15 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 8654000.00000000 PA USD 8805445.00000000 0.082607223654 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N American Woodmark Corp N/A 030506AA7 7794000.00000000 PA USD 7852455.00000000 0.073666862539 Long DBT CORP US N 2 2026-03-15 Fixed 4.88000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 4057000.00000000 PA USD 4974137.02000000 0.046664268449 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N GCA2014 Holdings Ltd 549300P7I2VS2S4LJI66 36163UAB6 8642054.14000000 PA USD 4744487.72000000 0.044509841150 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 7.50000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AL6 4415000.00000000 PA USD 4305771.71000000 0.040394079646 Long DBT CORP US N 2 2020-04-01 Fixed 1.25000000 N N N N Y Whiting Petroleum Corp USD XXXX N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064151BL6 54910000.00000000 PA 41489719.97000000 0.389230819896 Long DBT CORP CA N 2 2020-06-15 Fixed 2.13000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAB1 12420000.00000000 PA USD 745200.00000000 0.006991004210 Long DBT CORP US N 2 2021-06-15 Fixed 7.75000000 Y N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 4835000.00000000 PA USD 4786650.00000000 0.044905381511 Long DBT CORP US N 2 2027-12-15 Fixed 4.88000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 21480222.00000000 NS USD 196758833.52000000 1.845869341810 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874CU9 6212000.00000000 PA USD 6638814.22000000 0.062281237469 Long DBT CORP US N 2 2022-06-01 Fixed 4.88000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 128565000.00000000 PA 87224129.46000000 0.818282684217 Long DBT NUSS NZ N 2 2021-05-15 Fixed 6.00000000 N N N N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550BG5 17724000.00000000 PA USD 17477636.40000000 0.163964344679 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AR6 5000000.00000000 PA USD 4762500.00000000 0.044678821189 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 12950000.00000000 PA USD 17611755.25000000 0.165222564546 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N Thryv Holdings N/A 000000000 204160.00000000 NS USD 1599185.28000000 0.015002564446 Long EC CORP US Y 2 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VER1 71128000.00000000 PA USD 80596559.36000000 0.756106932108 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BK9 9505000.00000000 PA USD 10355697.50000000 0.097150731107 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 457959500.00000000 PA 24587881.29000000 0.230668252303 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 25725000.00000000 PA USD 27863776.50000000 0.261400669379 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AL5 8832000.00000000 PA USD 9169009.87000000 0.086017963773 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAQ9 37875000.00000000 PA USD 39129679.44000000 0.367090383394 Long DBT CORP US N 2 2021-09-25 Fixed 4.38000000 N N N N N N Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance Inc 549300O5UULN1EULDF23 59563KAA8 9660000.00000000 PA USD 8959650.00000000 0.084053879322 Long DBT CORP US N 2 2022-10-01 Fixed 7.88000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 6344000.00000000 PA USD 7780125.22000000 0.072988309404 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Ascent Resources Utica Holdings LLC / ARU Finance Corp N/A 04364VAA1 24372000.00000000 PA USD 24364688.40000000 0.228574395038 Long DBT CORP US N 2 2022-04-01 Fixed 10.00000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 53182000.00000000 PA USD 57979016.40000000 0.543923171968 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Qwest Corp 549300R2L4N683OO1509 912920AK1 8990000.00000000 PA USD 10161342.16000000 0.095327409851 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 2770000.00000000 PA USD 2825093.31000000 0.026503273247 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N TOBACCO SETTLEMENT FING CORP V N/A 88880NAT6 95465000.00000000 PA USD 91772413.80000000 0.860951866947 Long DBT MUN US N 2 2046-06-01 Fixed 6.71000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167107 1033462.00000000 NS USD 1457181.42000000 0.013670372305 Long EC CORP US N 1 N N N Textron Financial Corp 4E8B2CNXPE5P5AY03O18 883199AR2 6995000.00000000 PA USD 5290108.65000000 0.049628518309 Long DBT CORP US N 2 2042-02-15 Variable 3.89000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 12970000.00000000 PA USD 15421631.42000000 0.144676181138 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 764599000.00000000 PA 87516823.57000000 0.821028558822 Long DBT NUSS NO N 2 2021-05-25 Fixed 3.75000000 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 15500000.00000000 PA USD 8737970.00000000 0.081974215053 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75000000 N N N N N N NexPoint Strategic Opportunities Fund 5493008KGR2NU3OXMR64 65340G205 170002.00000000 NS USD 3048135.86000000 0.028595720115 Long EC RF US N 1 N N N Avon Products Inc 5493007RY69UEB1F1B45 054303AZ5 15473000.00000000 PA USD 17329760.00000000 0.162577060011 Long DBT CORP US N 2 2043-03-15 Fixed 8.95000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCN8 54975000.00000000 PA USD 57733645.50000000 0.541621254369 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N FED HOME LN DISCOUNT NT N/A 313384PG8 85575000.00000000 PA USD 85373898.75000000 0.800924967251 Long DBT USGSE US N 2 2019-11-15 None 0.00000000 N N N N N N Dillard's Inc 529900FGYKMWL6019P91 254063AW0 2250000.00000000 PA USD 2555279.93000000 0.023972051460 Long DBT CORP US N 2 2027-05-15 Fixed 7.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AE1 1510000.00000000 PA 1123282.26000000 0.010537937478 Long DBT CORP CA N 2 2026-12-22 Fixed 7.35000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAB8 4055000.00000000 PA USD 4587259.30000000 0.043034821630 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Windstream Services LLC / Windstream Finance Corp N/A 97381LAF5 5495000.00000000 PA USD 2967300.00000000 0.027837368213 Long DBT CORP US N 2 2025-06-30 Fixed 9.00000000 Y N N N N N NGL Energy Partners LP / NGL Energy Finance Corp 5299005YSRP46BE8Z459 62913TAM4 17922000.00000000 PA USD 17070705.00000000 0.160146766673 Long DBT CORP US N 2 2025-03-01 Fixed 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SL4 250000000.00000000 PA USD 249977257.50000000 2.345131588321 Long DBT UST US N 2 2019-10-03 None 0.00000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GAV2 49062000.00000000 PA USD 44646420.00000000 0.418845021721 Long DBT CORP US N 2 2031-11-15 Fixed 6.88000000 N N N N N N Russel Metals Inc 5493005F9VPHFO17OV54 781903AJ8 11965000.00000000 PA 9110234.18000000 0.085466566703 Long DBT CORP CA N 2 2022-04-19 Fixed 6.00000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236AU5 4810000.00000000 PA USD 4954300.00000000 0.046478169831 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3954765500.00000000 PA 209814598.55000000 1.968350431841 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938C405 150996.00000000 NS USD 3516696.84000000 0.032991468618 Long EP CORP US N 1 N N N Dillard's Inc 529900FGYKMWL6019P91 254063AU4 7182000.00000000 PA USD 8046784.62000000 0.075489942507 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N Fan Engine Securization Ltd N/A 30709QAB9 23364508.31000000 PA USD 22196282.89000000 0.208231759437 Long ABS-O CORP IE N 3 2043-10-15 Fixed 4.63000000 N N N N N N Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC 549300YKWOC0AOR16R51 013093AB5 6795000.00000000 PA USD 7117762.50000000 0.066774433177 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAM7 143600000.00000000 PA 7058477.75000000 0.066218260423 Long DBT CORP MX N 2 2036-12-18 Fixed 8.46000000 N N N N N N Shaw Communications Inc 549300SCT0RG6178CI40 82028KAP6 37585000.00000000 PA 28369249.35000000 0.266142702152 Long DBT CORP CA N 2 2019-10-01 Fixed 5.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 19930000.00000000 PA USD 21544135.68000000 0.202113718790 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N GCA2014 Holdings Ltd 549300P7I2VS2S4LJI66 36163UAA8 19829337.34000000 PA USD 16101421.92000000 0.151053553987 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 6.00000000 N N N N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050BAB7 6420000.00000000 PA USD 5621512.50000000 0.052737543685 Long DBT CORP US N 2 2021-12-01 Fixed 2.00000000 N N N N Y Evolent Health Inc USD XXXX N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AP7 7005000.00000000 PA USD 5413393.95000000 0.050785104529 Long DBT CORP US N 2 2023-04-01 Fixed 6.25000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 000000000 2250000.00000000 PA 1749232.05000000 0.016410210179 Long DBT CORP AU N 2 2024-03-11 Fixed 5.00000000 N N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AF8 7525000.00000000 PA USD 6020000.00000000 0.056475906259 Long DBT CORP CA Y 3 2023-09-11 Fixed 8.50000000 N N N N N N Ontario Electricity Financial Corp 549300SI5D7OIEG4Y641 68308ZYW2 1507000.00000000 PA 1112963.04000000 0.010441128956 Long DBT NUSS CA N 2 2020-11-27 None 0.00000000 N N N N N N New South Wales Treasury Corp TC7LRO17HPNPLTAV0H77 000000000 99500000.00000000 PA 70316817.91000000 0.659668773552 Long DBT NUSS AU N 2 2021-04-08 Fixed 4.00000000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BG8 3280000.00000000 PA USD 3411200.00000000 0.032001762696 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141EA58 4065000.00000000 PA USD 4123434.66000000 0.038683506532 Long DBT CORP US N 2 2020-03-15 Fixed 5.38000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 2080000.00000000 PA USD 1964788.80000000 0.018432429915 Long DBT CORP US N 2 2021-01-21 Variable 5.00000000 N N N N N N Shelf Drilling Holdings Ltd 54930078ZJ3XP4MRYB68 822538AE4 2710000.00000000 PA USD 2303500.00000000 0.021610008317 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N Barrick North America Finance LLC 0O4KBQCJZX82UKGCBV73 06849RAK8 5370000.00000000 PA USD 7031128.90000000 0.065961690474 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 6190000.00000000 PA USD 6091255.57000000 0.057144381823 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Bell Canada Inc 549300O5ZKB2MUUSKB97 07813ZAP9 3695000.00000000 PA 3848115.82000000 0.036100635934 Long DBT CORP CA N 2 2032-02-23 Fixed 7.30000000 N N N N N N IFM US Colonial Pipeline 2 LLC N/A 449505AA4 31400000.00000000 PA USD 32664108.11000000 0.306434403270 Long DBT CORP US N 2 2021-05-01 Fixed 6.45000000 N N N N N N Hexion Holdings Corp N/A 42830K103 733495.00000000 NS USD 9007318.60000000 0.084501076562 Long EC CORP US N 2 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCU2 45135000.00000000 PA USD 45757863.00000000 0.429271890605 Long DBT CORP US N 2 2025-05-01 Fixed 5.13000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400509 50100.00000000 NS USD 1212921.00000000 0.011378872540 Long EP CORP US N 1 N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AC2 16830000.00000000 PA USD 16240950.00000000 0.152362519895 Long DBT CORP CA N 2 2024-03-31 Fixed 7.00000000 N N N N N N American Airlines Group Inc IWUQB36BXD6OWD6X4T14 02376RAC6 29295000.00000000 PA USD 30418463.25000000 0.285367155993 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 328844600.00000000 PA 18550374.84000000 0.174028111387 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N CONTL AIRLINES 2012-B N/A 210795QA1 2317991.83000000 PA USD 2345946.81000000 0.022008217962 Long DBT CORP US N 2 2020-04-11 Fixed 6.25000000 N N N N N N Bell Canada Inc 549300O5ZKB2MUUSKB97 07813ZAT1 10946000.00000000 PA 10703590.94000000 0.100414451590 Long DBT CORP CA N 2 2035-03-16 Fixed 6.10000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 18765000.00000000 PA USD 19871577.87000000 0.186422818774 Long DBT US N 2 2022-09-15 Fixed 3.13000000 N N N N N iStar Inc USD XXXX N N N Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC 549300YKWOC0AOR16R51 013093AD1 14985000.00000000 PA USD 15409824.75000000 0.144565418283 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922NAF0 7878000.00000000 PA USD 7028052.90000000 0.065932833350 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Videotron Ltd 549300BBCGA0CYX8IL74 92660FAE4 15800000.00000000 PA 12808989.70000000 0.120165996940 Long DBT CORP CA N 2 2025-06-15 Fixed 5.63000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LE86 85210000.00000000 PA USD 51232512.50000000 0.480631656713 Long DBT MUN US N 2 2035-07-01 Fixed 8.00000000 Y N N N N N 2019-11-26 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi VP