NPORT-P false 0000917469 XXXXXXXX S000006638 C000018122 C000125493 C000018124 C000018123 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 2020-09-30 2019-12-31 N 10570017872.04 8368389.16 10561649482.88 0 0 0 0 0 0 0 0 0 0 0 0 0 3251092.49 ISK NZD MXN AUD CAD USD N Precision Drilling Corp 549300WF2OE8T5BP4B84 74022DAJ9 10000.00000000 PA USD 9175.00000000 0.000086870900 Long DBT CORP CA N 2 2024-11-15 Fixed 5.25000000 N N N N N N Transocean Proteus Ltd 5493000CTMQ2LH21VM89 893829AA9 25802000.00000000 PA USD 26576060.00000000 0.251627930306 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAA1 24372000.00000000 PA USD 24241122.36000000 0.229520231657 Long DBT CORP US N 2 2022-04-01 Fixed 10.00000000 N N N N N N MIDAS INT HOLDCO II/FIN N/A 59563KAA8 9660000.00000000 PA USD 8814750.00000000 0.083459974829 Long DBT CORP US N 2 2022-10-01 Fixed 7.88000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901AA6 3950000.00000000 PA USD 4520081.54000000 0.042797117508 Long DBT CORP CA N 2 2034-11-15 Fixed 5.80000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 19930000.00000000 PA USD 22132559.57000000 0.209555899444 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AF8 7525000.00000000 PA USD 4515000.00000000 0.042749004379 Long DBT CORP CA Y 3 2023-09-11 Fixed 8.50000000 Y N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 83000000.00000000 PA 56181531.27000000 0.531938987002 Long DBT NUSS NZ N 2 2020-04-15 Fixed 3.00000000 N N N N N N APL LTD 549300TMJ045M7TR5G76 029103AD0 20994000.00000000 PA USD 18686759.40000000 0.176930312166 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SH3 213185000.00000000 PA USD 212434998.12000000 2.011380878189 Long STIV UST US N 2 2020-03-26 None 0.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAB1 35775000.00000000 PA USD 39620812.50000000 0.375138491049 Long DBT CORP US N 2 2026-07-15 Fixed 9.13000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 3100000.00000000 PA USD 1481847.86000000 0.014030458617 Long DBT CORP US N 3 2067-01-15 Variable 3.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 10145000.00000000 PA USD 11729649.00000000 0.111058874080 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N GCA2014 Holddings 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 GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BG5 17724000.00000000 PA USD 18344340.00000000 0.173688210631 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Avon Products Inc 5493007RY69UEB1F1B45 054303AZ5 15473000.00000000 PA USD 19263885.00000000 0.182394663174 Long DBT CORP US N 2 2043-03-15 Fixed 8.95000000 N N N N N N Nabors Industries Inc 549300VFQWRKICUFNU92 629568BB1 15000000.00000000 PA USD 13483950.00000000 0.127668978428 Long DBT CORP US N 2 2023-09-15 Fixed 5.10000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BM4 5205000.00000000 PA USD 5779221.59000000 0.054718930024 Long DBT CORP US N 2 2026-02-06 Fixed 4.98000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 23950000.00000000 PA USD 23456031.25000000 0.222086817859 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 GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAB6 8699667.83000000 PA USD 5154553.19000000 0.048804433420 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 7.50000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 000000000 23658000.00000000 PA 31735053.57000000 0.300474406213 Long DBT CORP US N 2 2020-04-07 Fixed 6.63000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 4293159.99000000 PA USD 4341540.90000000 0.041106655802 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AA3 25660000.00000000 PA USD 12573400.00000000 0.119047692506 Long DBT CORP US N 2 2023-04-15 Fixed 8.75000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 205000.00000000 PA USD 264692.51000000 0.002506166394 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 000000000 2354.00000000 NS 17765.35000000 0.000168206207 Long EC CORP CA N 1 N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AT6 69157000.00000000 PA USD 49101470.00000000 0.464903423272 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 71128000.00000000 PA USD 80756597.36000000 0.764621070703 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SD2 375000000.00000000 PA USD 374119166.25000000 3.542241833119 Long STIV UST US N 2 2020-02-27 None 0.00000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AC2 16830000.00000000 PA USD 16935187.50000000 0.160346047532 Long DBT CORP CA N 2 2024-03-31 Fixed 7.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 000000000 18525000.00000000 PA 13371784.70000000 0.126606972913 Long DBT NUSS XX N 2 2020-08-06 Fixed 6.00000000 N N N N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 9245000.00000000 PA USD 10443003.90000000 0.098876637753 Long DBT CORP GB N 2 2037-12-01 Fixed 7.13000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BN9 97345000.00000000 PA 28459141.19000000 0.269457353570 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 376410000.00000000 PA 19830730.09000000 0.187761676072 Long DBT NUSS MX N 2 2021-06-10 Fixed 6.50000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 99500000.00000000 PA 72423222.05000000 0.685718856390 Long DBT NUSS AU N 2 2021-04-08 Fixed 4.00000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BJ9 26680000.00000000 PA USD 26671996.00000000 0.252536273270 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N HIGHWOODS PROPERTIES ZIIGTYKL9T0X3HLTDX53 431284207 2318.00000000 NS USD 2897500.00000000 0.027434161725 Long EP US N 2 N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 4835000.00000000 PA USD 4943787.50000000 0.046808857915 Long DBT CORP US N 2 2027-12-15 Fixed 4.88000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 37875000.00000000 PA USD 39245212.97000000 0.371582232809 Long DBT CORP US N 2 2021-09-25 Fixed 4.38000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 14985000.00000000 PA USD 15509475.00000000 0.146847090742 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YT1 229500000.00000000 PA USD 229195196.46000000 2.170070090202 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N LONESTAR RESOURCES AMERI 549300SMXPFO4S25OB75 54238XAC2 20735000.00000000 PA USD 14151637.50000000 0.133990789250 Long DBT CORP US N 2 2023-01-01 Fixed 11.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AH8 5175000.00000000 PA USD 5763656.25000000 0.054571553992 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N Global Container Asset Ltd N/A 37890RAF2 9582210.30000000 PA USD 9466479.24000000 0.089630689366 Long ABS-O CORP BM N 2 2030-02-05 Fixed 4.50000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 21480222.00000000 NS USD 199766064.60000000 1.891428653486 Long EC CORP US N 1 N N N IFM US COLONIAL PIPELINE N/A 449505AA4 31400000.00000000 PA USD 32830920.92000000 0.310850317208 Long DBT CORP US N 2 2021-05-01 Fixed 6.45000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AH8 16650000.00000000 PA USD 16728255.00000000 0.158386765505 Long DBT CORP CA N 2 2022-05-15 Fixed 7.25000000 N N N N N N Michigan Tobacco Settlement Finance Authority N/A 594751AB5 12705000.00000000 PA USD 13149802.05000000 0.124505192785 Long DBT MUN US N 2 2034-06-01 Fixed 7.31000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAG5 1566000.00000000 PA USD 1650462.55000000 0.015626939264 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 Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AP7 7005000.00000000 PA USD 5896038.45000000 0.055824977524 Long DBT CORP US N 2 2023-04-01 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TH2 320000000.00000000 PA USD 319158598.40000000 3.021863193976 Long STIV UST US N 2 2020-03-05 None 0.00000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 179420000.00000000 PA USD 172584098.00000000 1.634063867388 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 Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 13590000.00000000 PA 21555418.26000000 0.204091399690 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N Global Atlantic Fin Co N/A 34628TAB3 15000000.00000000 PA USD 16032410.55000000 0.151798358542 Long DBT CORP US N 2 2021-04-15 Fixed 8.63000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 3635000.00000000 PA USD 4430800.08000000 0.041951781179 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U705 16004.00000000 NS USD 408422.08000000 0.003867029299 Long EP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 4534000.00000000 PA USD 5884422.20000000 0.055714992336 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAD7 27050000.00000000 PA USD 1258907.00000000 0.011919605948 Long DBT CORP US N 2 2023-01-15 Fixed 6.13000000 Y N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CU9 24610000.00000000 PA USD 14643442.20000000 0.138647303375 Long DBT CORP US N 2 2025-01-15 Fixed 8.00000000 N N N N N N Montage Resources Corp 54930070862I62NN3X72 27890GAB6 2000000.00000000 PA USD 1845000.00000000 0.017468862254 Long DBT CORP US N 2 2023-07-15 Fixed 8.88000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 26445000.00000000 PA USD 27787737.21000000 0.263100354305 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3954765500.00000000 PA 217862974.86000000 2.062774145394 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 12950000.00000000 PA USD 17466476.19000000 0.165376404682 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 139740000.00000000 PA USD 147559790.31000000 1.397128266273 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 000000000 80000.00000000 PA USD 54744.40000000 0.000518331914 Long DBT CORP US N 2 2033-01-15 Variable 13.26000000 N Y N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 12970000.00000000 PA USD 15546256.78000000 0.147195348654 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N NexPoint Strategic Opportunities Fund 5493008KGR2NU3OXMR64 65340G205 170002.00000000 NS USD 3010735.42000000 0.028506299370 Long EC RF US N 1 N N N BELL CANADA 549300O5ZKB2MUUSKB97 07813ZAP9 3695000.00000000 PA 3858416.00000000 0.036532323916 Long DBT CORP CA N 2 2032-02-23 Fixed 7.30000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 24710000.00000000 PA USD 26347037.50000000 0.249459495344 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AD8 3172000.00000000 PA USD 3914820.70000000 0.037066375913 Long DBT CORP US N 2 2027-02-15 Fixed 6.75000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 4304382.00000000 NS USD 125300560.02000000 1.186373020834 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 4423000.00000000 PA USD 4644785.89000000 0.043977845482 Long DBT CORP US N 2 2028-12-20 Variable 3.42000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167776 39322.00000000 NS USD 6742543.34000000 0.063839870381 Long EP CORP US N 3 N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 25941000.00000000 PA USD 26754250.35000000 0.253315075390 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Bellatrix Exploration Ltd 549300S2235IL73TH941 078314705 3016077.00000000 NS USD 0.00000000 0.000000 Long EC CORP CA Y 3 N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 14987RAA6 3036000.00000000 PA USD 3218160.00000000 0.030470240517 Long DBT CORP US N 2 2025-10-15 Fixed 8.00000000 N N N N N N DISH DBS Corp N/A 25470XAY1 8654000.00000000 PA USD 9167961.06000000 0.086804254154 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 2080000.00000000 PA USD 2037276.80000000 0.019289380918 Long DBT CORP US N 2 2021-01-21 Variable 5.00000000 N N N N N N iHeartMedia Inc N/A 45174J509 83772.00000000 NS USD 1415746.80000000 0.013404599369 Long EC CORP US N 1 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167768 3044.00000000 NS USD 521954.68000000 0.004941980709 Long EP CORP US N 3 N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 000000000 2250000.00000000 PA 1789701.57000000 0.016945284663 Long DBT CORP AU N 2 2024-03-11 Fixed 5.00000000 N N N N N N American Woodmark Corp N/A 030506AA7 7794000.00000000 PA USD 7988850.00000000 0.075640173563 Long DBT CORP US N 2 2026-03-15 Fixed 4.88000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 48505000.00000000 PA USD 44289915.50000000 0.419346576231 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 MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3447000000.00000000 PA 206918446.65000000 1.959148966128 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Safeway Inc 549300NKZ6VCN5P3K723 786514BA6 2705000.00000000 PA USD 2840250.00000000 0.026892106243 Long DBT CORP US N 2 2031-02-01 Fixed 7.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 6600000.00000000 PA USD 7081182.44000000 0.067046179211 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Videotron Ltd 549300BBCGA0CYX8IL74 92660FAE4 15800000.00000000 PA 13075715.22000000 0.123803722526 Long DBT CORP CA N 2 2025-06-15 Fixed 5.63000000 N N N N N N Halcon Resources Corp 3XHTN2NNIMMPORDAMJ28 40537Q803 93585.00000000 NS USD 1341073.05000000 0.012697572023 Long EC CORP US N 3 N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 4680000.00000000 PA USD 5265748.80000000 0.049857257699 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 92990000.00000000 PA USD 44298950.95000000 0.419432125841 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 HOVNANIAN ENTERPRISES 549300805N4EF0ROBT53 442487112 52867.00000000 NS USD 277551.75000000 0.002627920482 Long EP CORP US N 1 N N N iHeartMedia Inc N/A 45174J145 629465.00000000 NS USD 9265095.34000000 0.087723942694 N/A DE US N 2 N/A N/A Call Purchased iHeartMedia Inc iHeartMedia Inc 1.00000000 1 USD 2039-05-01 XXXX -6011270.28 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BN8 2275000.00000000 PA USD 2144187.50000000 0.020301634734 Long DBT CORP DE N 2 2032-12-01 Variable 4.88000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BT6 253010000.00000000 PA 67298257.39000000 0.637194573623 Long DBT NUSS BR N 2 2024-01-05 Fixed 8.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AH4 418000.00000000 PA USD 420998.15000000 0.003986102272 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 171871403 4982.00000000 NS USD 236645.00000000 0.002240606454 Long EP CORP US N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 3641000.00000000 PA USD 3777537.50000000 0.035766548644 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 49543000.00000000 PA USD 53134867.50000000 0.503092510181 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N IQOR US Inc. 549300LKMK4MMQCMDH78 46264NAE3 7048927.00000000 PA USD 4321908.61000000 0.040920773000 Long LON CORP US N 2 2022-04-01 Floating 10.85000000 N N N N N N GCA2014 Holddings Ltd 549300P7I2VS2S4LJI66 36163UAA8 19712577.63000000 PA USD 16418605.91000000 0.155454940410 Long ABS-O CORP BM Y 3 2030-01-05 Fixed 6.00000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087E59 545500000.00000000 PA 417286180.74000000 3.950956537768 Long DBT NUSS CA N 2 2020-09-01 Fixed 0.75000000 N N N N N N CONN LT & PWR 549300O45IUXEDS1VZ32 207597204 2925.00000000 NS USD 136495.47000000 0.001292368869 Long EP CORP US N 2 N N N TORO CO YJKE4YIT6BWQHVEW0D14 891092AE8 27030000.00000000 PA USD 34695836.66000000 0.328507746031 Long DBT CORP US N 2 2037-05-01 Fixed 6.63000000 N N N N N N PARAGON LITIGATION CLASS B N/A 000000000 299302.00000000 NS USD 4439546.57000000 0.042034594853 Long EC CORP US Y 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 47205000.00000000 PA USD 51636781.95000000 0.488908309575 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 7182000.00000000 PA USD 8148338.10000000 0.077150241666 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 4161111.14000000 PA USD 4206403.59000000 0.039827146288 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 328844600.00000000 PA 19358133.29000000 0.183287026532 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 281500000.00000000 PA 14423013.35000000 0.136560234964 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AJ6 27204000.00000000 PA USD 32236740.00000000 0.305224482712 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 35296000.00000000 PA USD 38793833.60000000 0.367308474522 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 10075000.00000000 PA USD 10364656.25000000 0.098134825121 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1016032000.00000000 PA 55807468.62000000 0.528397280277 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 594087AU2 41870000.00000000 PA USD 39985850.00000000 0.378594745686 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 2770000.00000000 PA USD 2798524.38000000 0.026497038976 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Qwest Corp 549300R2L4N683OO1509 912920AK1 8990000.00000000 PA USD 10343454.39000000 0.097934081288 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 95465000.00000000 PA USD 91947114.75000000 0.870575329157 Long DBT MUN US N 2 2046-06-01 Fixed 6.71000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 764599000.00000000 PA 89982536.97000000 0.851974278410 Long DBT NUSS NO N 2 2021-05-25 Fixed 3.75000000 N N N N N N Delphi Technologies PLC 549300SEU65CJHRH6V04 24718PAA5 27560000.00000000 PA USD 25493000.00000000 0.241373282093 Long DBT CORP JE N 2 2025-10-01 Fixed 5.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 22428000.00000000 PA USD 26310838.08000000 0.249116751343 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAF4 1709000.00000000 PA USD 512700.00000000 0.004854355381 Long DBT CORP US N 2 2024-11-15 Fixed 6.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 6190000.00000000 PA USD 6328523.10000000 0.059919836482 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Vistra Energy Corp 549300KP43CPCUJOOG15 26817RAB4 12250000.00000000 PA USD 12532240.00000000 0.118657980652 Long DBT CORP US N 2 2023-06-01 Fixed 5.88000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCE8 990000.00000000 PA USD 1095187.50000000 0.010369474027 Long DBT CORP US N 2 2022-04-01 Fixed 8.13000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 6344000.00000000 PA USD 7903745.74000000 0.074834387874 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAE0 38973000.00000000 PA USD 38930753.27000000 0.368604859810 Long DBT CORP NL N 2 2020-01-15 Fixed 4.13000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 29295000.00000000 PA USD 30649893.75000000 0.290199876446 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EA58 4065000.00000000 PA USD 4092543.10000000 0.038749090344 Long DBT CORP US N 2 2020-03-15 Fixed 5.38000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AR1 690000.00000000 PA USD 696900.00000000 0.006598401141 Long DBT CORP US N 2 2022-08-01 Fixed 4.75000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AH5 38670000.00000000 PA USD 36581820.00000000 0.346364647485 Long DBT CORP US N 2 2021-03-15 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TQ2 158500000.00000000 PA USD 157841896.91000000 1.494481493310 Long STIV UST US N 2 2020-04-09 None 0.00000000 N N N N N N PARAGON LITIGATION CLASS A N/A 000000000 209391.00000000 NS USD 2093.91000000 0.000019825596 Long EC CORP US Y 3 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BT6 1560000.00000000 PA USD 1689386.40000000 0.015995478762 Long DBT CORP US N 2 2028-02-15 Fixed 6.63000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AC9 10576000.00000000 PA USD 11607371.52000000 0.109901124240 Long DBT CORP US N 2 2040-01-15 Fixed 6.25000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 35180000.00000000 PA USD 41904737.56000000 0.396763191468 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCU2 45135000.00000000 PA USD 46489050.00000000 0.440168461141 Long DBT CORP US N 2 2025-05-01 Fixed 5.13000000 N N N N N N Pan American Energy LLC N/A 69783TAA2 186666.67000000 PA USD 193201.87000000 0.001829277427 Long DBT CORP AR N 2 2021-05-07 Fixed 7.88000000 N N N N N N FONTERRA COOPERATIVE GRP 549300NCQQ9E4O5JX172 000000000 1500000.00000000 PA 1098778.67000000 0.010403476007 Long DBT CORP NZ N 2 2021-06-30 Fixed 4.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 53182000.00000000 PA USD 57303605.00000000 0.542563025717 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 5000000.00000000 PA USD 5062500.00000000 0.047932853747 Long DBT CORP CA N 2 2026-03-01 Fixed 6.88000000 N N N N N N Southcross Holding LP N/A 000000000 2021.00000000 NS USD 137428.00000000 0.001301198266 Long EC CORP US Y 2 N N N SUMMIT MIDSTREAM PARTNER N/A 866142AA0 16100000.00000000 PA USD 8063846.00000000 0.076350252042 Long DBT CORP US N 2 2022-12-15 Variable 9.50000000 N N N N N N DISH DBS Corp N/A 25470XAL9 9330000.00000000 PA USD 9571180.50000000 0.090622023723 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AL5 11844000.00000000 PA USD 11844000.00000000 0.112141574279 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CC5 9625000.00000000 PA USD 14240895.03000000 0.134835899005 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 203945000.00000000 PA USD 230274617.65000000 2.180290285369 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 27545000.00000000 PA USD 34706700.00000000 0.328610602503 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 19615000.00000000 PA USD 20840937.50000000 0.197326540080 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N OHYD GENERIC RESIDUAL 549300SI5D7OIEG4Y641 68308ZYW2 1507000.00000000 PA 1138951.04000000 0.010783836765 Long DBT NUSS CA N 2 2020-11-27 None 0.00000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 10853000.00000000 PA USD 11707673.75000000 0.110850807622 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 195668455.56000000 PA USD 195668455.56000000 1.852631597717 Long RA CORP US N 2 Repurchase N 0.90000000 2020-01-02 189760000.00000000 USD 199582628.80000000 USD UST N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1445000.00000000 PA USD 1477512.50000000 0.013989410483 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N NOBLE HOLDING INTL LTD 549300GNEZBJHMST9U32 65504LAQ0 13165000.00000000 PA USD 9544625.00000000 0.090370590460 Long DBT CORP KY N 2 2026-02-01 Fixed 7.88000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BC2 51710000.00000000 PA USD 49900150.00000000 0.472465499644 Long DBT CORP KY N 2 2022-10-15 Fixed 5.80000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 18765000.00000000 PA USD 21041679.01000000 0.199227204463 Long DBT US N 2 2022-09-15 Fixed 3.13000000 N N N N N iStar Inc USD XXXX N N N MUTUAL OF OMAHA INS CO P2LER0UPV1DKOU8RO042 628312AA8 57985000.00000000 PA USD 75751759.40000000 0.717234173722 Long DBT CORP US N 2 2036-06-15 Fixed 6.80000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938C405 150996.00000000 NS USD 3625413.96000000 0.034326209801 Long EP CORP US N 1 N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 27117000.00000000 PA USD 27351562.05000000 0.258970552794 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 UNITED AIR 2014-1 A PTT N/A 90932PAA6 5193124.66000000 PA USD 5520947.92000000 0.052273538607 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N CONTL AIRLINES 2012-B N/A 210795QA1 2018241.15000000 PA USD 2036526.41000000 0.019282276062 Long DBT CORP US N 2 2020-04-11 Fixed 6.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDT0 68800000.00000000 PA 53726571.95000000 0.508694896920 Long DBT CORP US N 2 2021-08-05 Fixed 3.13000000 N N N N N N CONTL AIRLINES 2012-2 B N/A 210795QC7 2250112.44000000 PA USD 2287869.33000000 0.021662045627 Long DBT CORP US N 2 2020-10-29 Fixed 5.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 8832000.00000000 PA USD 9228068.92000000 0.087373368477 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 674215AE8 2660000.00000000 PA USD 2600150.00000000 0.024618787095 Long DBT CORP US N 2 2023-01-15 Fixed 6.88000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 27420000.00000000 PA USD 29270850.00000000 0.277142789556 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAF6 77845000.00000000 PA USD 90689425.00000000 0.858667248397 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GL36 11695000.00000000 PA USD 11247484.86000000 0.106493638879 Long DBT CORP US N 2 2024-05-13 Floating 2.30000000 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 15500000.00000000 PA USD 8752385.00000000 0.082869489412 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAD1 36085000.00000000 PA USD 39197331.25000000 0.371128878245 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 137303000.00000000 PA USD 152569857.87000000 1.444564678247 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVL5 27405000.00000000 PA 21402512.53000000 0.202643654901 Long DBT CORP US N 2 2021-02-12 Fixed 3.55000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBS3 8225000.00000000 PA USD 8780187.50000000 0.083132729544 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAG0 6507000.00000000 PA USD 5921370.00000000 0.056064822162 Long DBT CORP CA N 2 2024-06-01 Fixed 5.63000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167826 503052.00000000 NS USD 8878867.80000000 0.084067056139 Long EP CORP US N 3 N N N Thryv Holdings Inc N/A 886029107 204160.00000000 NS USD 1352560.00000000 0.012806332970 Long EC CORP US Y 2 N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 38476000.00000000 PA USD 63501612.63000000 0.601247113274 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N Russel Metals Inc 5493005F9VPHFO17OV54 781903AJ8 11965000.00000000 PA 9283229.37000000 0.087895639644 Long DBT CORP CA N 2 2022-04-19 Fixed 6.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 25138000.00000000 PA USD 34680972.53000000 0.328367009208 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050BAB7 6420000.00000000 PA USD 5754322.40000000 0.054483179065 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 BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAF8 1263000.00000000 PA USD 1372005.11000000 0.012990443511 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 Hexion Holdings Corp 549300LBB370MUHGLV84 42830K103 733495.00000000 NS USD 9352061.25000000 0.088547354891 Long EC CORP US N 2 N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 4055000.00000000 PA USD 4563943.05000000 0.043212407847 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 11115698.00000000 NS USD 434401477.84000000 4.113007902261 Long EC CORP 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 JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708130AC3 36970000.00000000 PA USD 12204906.10000000 0.115558711920 Long DBT CORP US N 2 2036-10-15 Fixed 6.38000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 14035000.00000000 PA USD 19408720.38000000 0.183765996130 Long DBT US N 2 2032-03-15 Fixed 7.38000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 164410000.00000000 PA 6435098.27000000 0.060928913428 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 53763000.00000000 PA USD 46236180.00000000 0.437774232850 Long DBT CORP US N 2 2033-08-01 Fixed 5.63000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 143600000.00000000 PA 7461726.07000000 0.070649249268 Long DBT CORP MX N 2 2036-12-18 Fixed 8.46000000 N N N N N N PULTE GROUP INC N/A 745867AT8 52605000.00000000 PA USD 58654575.00000000 0.555354304221 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 11374900.00000000 PA 682818.87000000 0.006465077932 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AE4 2710000.00000000 PA USD 2581275.00000000 0.024440074480 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N CENTRAL BANK OF ICELAND 549300K5GD3JPA2LLG98 000000000 16704156763.00000000 PA 138045177.99000000 1.307041842410 Long STIV NUSS IS N 2 2050-01-01 None 0.00000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAG2 103250000.00000000 PA USD 46159977.50000000 0.437052730966 Long DBT CORP US N 2 2022-12-15 Fixed 8.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 8214000.00000000 PA USD 11331461.39000000 0.107288746974 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Textron Financial Corp 4E8B2CNXPE5P5AY03O18 883199AR2 6995000.00000000 PA USD 5561025.00000000 0.052652997138 Long DBT CORP US N 2 2042-02-15 Variable 3.64000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 10175000.00000000 PA USD 16992250.00000000 0.160886327723 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAM4 17922000.00000000 PA USD 16891485.00000000 0.159932262733 Long DBT CORP US N 2 2025-03-01 Fixed 6.13000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AW0 2250000.00000000 PA USD 2574222.03000000 0.024373295422 Long DBT CORP US N 2 2027-05-15 Fixed 7.75000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AR7 1700000.00000000 PA USD 1779475.00000000 0.016848457268 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AL6 1884000.00000000 PA USD 1838950.28000000 0.017411582186 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 Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 650000.00000000 PA USD 628793.28000000 0.005953551867 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AC1 67930000.00000000 PA USD 82096801.50000000 0.777310415698 Long DBT CORP FR N 2 2036-12-14 Variable 6.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YP9 653275000.00000000 PA USD 652381848.95000000 6.176893580945 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236AU5 4810000.00000000 PA USD 5086575.00000000 0.048160801096 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 17818000.00000000 PA USD 17996180.00000000 0.170391755844 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Global Marine Inc N/A 379352AL1 8997000.00000000 PA USD 7973141.40000000 0.075491441113 Long DBT CORP US N 2 2028-06-01 Fixed 7.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167107 1033462.00000000 NS USD 853226.23000000 0.008078531969 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 11443.00000000 NS USD 16580907.00000000 0.156991642516 Long EP CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BH5 8950000.00000000 PA USD 9806284.45000000 0.092848039180 Long DBT CORP US N 2 2044-03-11 Fixed 4.50000000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 40297184.83000000 PA USD 44948858.53000000 0.425585592504 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 860000000.00000000 PA 43092106.31000000 0.408005457668 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAN0 16613000.00000000 PA USD 18446576.81000000 0.174656211038 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 Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 10870000.00000000 PA USD 11250450.00000000 0.106521713471 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GAV2 49062000.00000000 PA USD 50043240.00000000 0.473820306961 Long DBT CORP US N 2 2031-11-15 Fixed 6.88000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167784 16454.00000000 NS USD 2823341.86000000 0.026732016287 Long EP CORP US N 3 N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909AD0 13525000.00000000 PA USD 10955250.00000000 0.103726695510 Long DBT CORP US N 2 2037-06-01 Fixed 6.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 15760000.00000000 PA USD 17411619.16000000 0.164857006362 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N ENDESA SA/CAYMAN ISLANDS 549300PVHXUFEIE6LY50 29244TAA9 8663000.00000000 PA USD 10064983.02000000 0.095297453644 Long DBT CORP CL N 2 2027-02-01 Fixed 7.88000000 N N N N N N BELL CANADA 549300O5ZKB2MUUSKB97 07813ZAC8 5790000.00000000 PA 5621590.39000000 0.053226443455 Long DBT CORP CA N 2 2029-05-01 Fixed 6.55000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 13345000.00000000 PA USD 15378436.90000000 0.145606393441 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 912828YJ3 80000000.00000000 PA USD 79878124.80000000 0.756303500977 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 49820000.00000000 PA USD 50607156.00000000 0.479159586597 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 25725000.00000000 PA USD 27732321.75000000 0.262575668648 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Central Bank of Iceland 549300K5GD3JPA2LLG98 000000000 659085000.00000000 PA 6014855.30000000 0.056949961364 Long DBT NUSS IS N 2 2022-10-26 Fixed 7.25000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 535000.00000000 PA USD 614058.12000000 0.005814036159 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAF5 5495000.00000000 PA USD 2088100.00000000 0.019770586056 Long DBT CORP US N 2 2025-06-30 Fixed 9.00000000 Y N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LE86 85210000.00000000 PA USD 54214862.50000000 0.513318138306 Long DBT MUN US N 2 2035-07-01 Fixed 8.00000000 Y N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AX4 11795000.00000000 PA USD 13166168.75000000 0.124660156269 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 59285000.00000000 PA USD 64291431.50000000 0.608725290535 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 8465000.00000000 PA USD 10867670.64000000 0.102897475035 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 4045000.00000000 PA USD 4229477.44000000 0.040045614530 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AB4 145000.00000000 PA USD 145362.50000000 0.001376323842 Long DBT CORP CA N 2 2023-01-30 Fixed 6.38000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 583491AB1 10821000.00000000 PA USD 13444010.40000000 0.127290821587 Long DBT CORP US N 2 2039-07-15 Fixed 7.38000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAF5 23485000.00000000 PA USD 26068350.00000000 0.246820821333 Long DBT CORP LU N 2 2033-11-15 Fixed 6.38000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 13772000.00000000 PA USD 13535879.06000000 0.128160654090 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAH3 4915000.00000000 PA USD 4681537.50000000 0.044325817738 Long DBT CORP US N 2 2024-01-15 Fixed 5.00000000 N N N N N N BELLATRIX EXPLORATION 549300S2235IL73TH941 078314AK7 7469526.08000000 PA USD 0.00000000 0.000000 Long DBT CORP CA Y 3 2023-12-15 Fixed 12.50000000 Y N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550AD3 6201000.00000000 PA USD 6956777.88000000 0.065868289714 Long DBT CORP US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BR8 38882000.00000000 PA USD 55044404.05000000 0.521172418562 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 1455000.00000000 PA USD 1543491.53000000 0.014614114324 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 7340000.00000000 PA USD 7695902.21000000 0.072866480017 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167750 50481.00000000 NS USD 8662034.79000000 0.082014033925 Long EP CORP US N 3 N N N ANTARES HOLDINGS N/A 03666HAA9 15585000.00000000 PA USD 16397449.01000000 0.155254622268 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 17635000.00000000 PA USD 19839375.00000000 0.187843527965 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AB1 3615000.00000000 PA USD 1807500.00000000 0.017113804078 Long DBT CORP US N 2 2023-04-15 Fixed 9.75000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 128565000.00000000 PA 92209284.70000000 0.873057611403 Long DBT NUSS NZ N 2 2021-05-15 Fixed 6.00000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAE8 12552000.00000000 PA USD 4895280.00000000 0.046349578329 Long DBT CORP US N 2 2024-06-30 Fixed 10.50000000 Y N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 2825000.00000000 PA USD 2973312.50000000 0.028151971004 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 15000000.00000000 PA USD 18270492.00000000 0.172989001666 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAB9 22200000.00000000 PA USD 24642000.00000000 0.233315828554 Long DBT CORP FR N 2 2037-06-25 Variable 7.20000000 N N N N N N BELL CANADA 549300O5ZKB2MUUSKB97 07813ZAT1 10946000.00000000 PA 10786431.42000000 0.102128284388 Long DBT CORP CA N 2 2035-03-16 Fixed 6.10000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 5822378.00000000 NS USD 373738443.82000000 3.538637070145 Long EC CORP US N 1 N N N Petroleum Geo-Services ASA 213800T66DRTE6O6BV87 71659MAF3 3675145.95000000 PA USD 3458312.34000000 0.032744055231 Long LON CORP US N 2 2021-03-19 Floating 4.44000000 N N N N N N Fan Engine Securization Ltd N/A 30709QAB9 21324711.26000000 PA USD 21324109.90000000 0.201901321707 Long ABS-O CORP IE N 2 2043-10-15 Fixed 4.63000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAD9 11379000.00000000 PA USD 5348130.00000000 0.050637260862 Long DBT CORP US N 2 2021-09-15 Fixed 5.50000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 31410000.00000000 PA USD 35728875.00000000 0.338288778262 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CZ8 64710000.00000000 PA USD 40120200.00000000 0.379866800777 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N Leonardo US Holdings Inc 529900WVR776KSXHSA85 000000000 328000.00000000 PA USD 407507.20000000 0.003858367016 Long DBT CORP US N 2 2039-07-15 Fixed 7.38000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBS6 2030000.00000000 PA USD 2989175.00000000 0.028302160612 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 75327000.00000000 PA USD 81729795.00000000 0.773835518140 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AC1 45324000.00000000 PA USD 55068660.00000000 0.521402079185 Long DBT CORP US N 2 2024-04-15 Fixed 8.36000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZM8 26145000.00000000 PA USD 27553782.02000000 0.260885215559 Long DBT CORP US N 2 2022-01-07 Fixed 5.60000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAQ8 6944000.00000000 PA USD 8298080.00000000 0.078568030622 Long DBT CORP US N 2 2025-09-15 Fixed 7.58000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CU9 6212000.00000000 PA USD 6632075.75000000 0.062793939154 Long DBT CORP US N 2 2022-06-01 Fixed 4.88000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HBT1 2644000.00000000 PA USD 2683660.00000000 0.025409477983 Long DBT CORP US N 2 2023-05-15 Fixed 4.88000000 N N N N N N SOUTHERN CAL ED 9R1Z5I36FERIBVKW4P77 842400509 50100.00000000 NS USD 1231458.00000000 0.011659712831 Long EP CORP US N 1 N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 4102000.00000000 PA USD 4333757.87000000 0.041032964377 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 Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 21725000.00000000 PA USD 25955542.71000000 0.245752737316 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AB5 6795000.00000000 PA USD 7112054.70000000 0.067338484500 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N SAMSUNG ELECTRONICS CO 9884007ER46L6N7EI764 796050AE2 2024000.00000000 PA USD 2392448.96000000 0.022652228365 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 949050.00000000 0.008985812315 Long DBT CORP US N 2 2097-03-01 Fixed 7.63000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 5370000.00000000 PA USD 6837647.96000000 0.064740341658 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 2950000.00000000 PA USD 3204998.00000000 0.030345619831 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N ROVI CORP 5493006VRWO1PMVOHL98 779376AD4 35626000.00000000 PA USD 35042802.38000000 0.331792893115 Long DBT CORP US N 2 2020-03-01 Fixed 0.50000000 N N N N Y TiVo Corp USD XXXX N N N CONTL AIRLINES 1999-2 N/A 210805CV7 1206.78000000 PA USD 1208.32000000 0.000011440637 Long DBT CORP US N 2 2020-03-15 Fixed 7.57000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAB1 12420000.00000000 PA USD 580138.20000000 0.005492874961 Long DBT CORP US N 2 2021-06-15 Fixed 7.75000000 Y N N N N N Prologis Inc 529900DFH19P073LZ636 74340W202 169007.00000000 NS USD 11999497.00000000 0.113613853777 Long EP US N 2 N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AE5 3700.99000000 PA USD 3691.74000000 0.000034954199 Long DBT CORP CA N 2 2021-12-15 Fixed 6.50000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAJ7 7325000.00000000 PA USD 7761237.37000000 0.073485087557 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AF6 4030000.00000000 PA USD 3123250.00000000 0.029571611944 Long DBT CORP KY N 2 2031-04-15 Fixed 7.50000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AA6 755000.00000000 PA USD 739900.00000000 0.007005534516 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751AE1 1510000.00000000 PA 1124740.98000000 0.010649292819 Long DBT CORP CA N 2 2026-12-22 Fixed 7.35000000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723AL7 12096000.00000000 PA USD 12700800.00000000 0.120253943482 Long DBT CORP US N 2 2027-07-15 Fixed 5.38000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAJ1 11555000.00000000 PA USD 11555000.00000000 0.109405259270 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AZ9 1875000.00000000 PA USD 1992281.25000000 0.018863353240 Long DBT CORP US N 2 2025-04-01 Fixed 5.63000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BK9 9505000.00000000 PA USD 10446589.06000000 0.098910582830 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45175AAB7 11388949.60000000 PA USD 11469583.36000000 0.108596515900 Long LON CORP US N 2 2026-05-01 Floating 5.69000000 N N N N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817609AB6 8919000.00000000 PA USD 10078470.00000000 0.095425151311 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N Freddie Mac N/A 31283HQA6 29519.48000000 PA USD 31773.75000000 0.000300840792 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 75000000.00000000 PA 55581885.27000000 0.526261407937 Long DBT CORP US N 2 2021-09-30 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 18753000.00000000 PA USD 19214907.58000000 0.181930934283 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 4057000.00000000 PA USD 4980817.24000000 0.047159463567 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CN5 1835000.00000000 PA USD 1449650.00000000 0.013725602258 Long DBT CORP US N 2 2022-04-15 Fixed 4.88000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 17527000.00000000 PA USD 18626589.82000000 0.176360613464 Long DBT CORP KY N 2 2027-06-01 Fixed 4.88000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 11777000.00000000 PA USD 11541460.00000000 0.109277059598 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AF2 27000.00000000 PA USD 27067.50000000 0.000256280991 Long DBT CORP CA N 2 2021-02-15 Fixed 7.00000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAD4 2010000.00000000 PA USD 2070300.00000000 0.019602051775 Long DBT CORP US N 2 2024-08-15 Fixed 7.25000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 8400000.00000000 PA USD 10195500.00000000 0.096533216866 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAM2 14628000.00000000 PA USD 13848153.23000000 0.131117334015 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 Navient Corp 54930067J0ZNOEBRW338 63938CAB4 2830000.00000000 PA USD 3028100.00000000 0.028670710999 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAF2 7440000.00000000 PA USD 7365600.00000000 0.069739106679 Long DBT CORP CA N 2 2021-06-01 Fixed 5.13000000 N N N N N N DENBURY RESOURCES INC 549300KCWA5W52MS5559 247916AM1 1500000.00000000 PA USD 1327500.00000000 0.012569059427 Long DBT CORP US N 2 2024-02-15 Fixed 7.75000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064151BL6 54910000.00000000 PA 42316494.78000000 0.400661798600 Long DBT CORP CA N 2 2020-06-15 Fixed 2.13000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 4127000.00000000 PA USD 5205996.93000000 0.049291513967 Long DBT US N 2 2027-10-01 Fixed 6.95000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 7878000.00000000 PA USD 7299833.58000000 0.069116415876 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Clear Channel Holdings Inc N/A 18453H106 1740413.00000000 NS USD 4977581.18000000 0.047128823845 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BP4 1580000.00000000 PA USD 1837037.54000000 0.017393471947 Long DBT CORP US N 2 2026-08-01 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TM1 316855000.00000000 PA USD 315633568.33000000 2.988487440731 Long STIV UST US N 2 2020-04-02 None 0.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 51270000.00000000 PA USD 55370504.36000000 0.524260007395 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAL4 9235000.00000000 PA USD 8765584.95000000 0.082994469417 Long DBT CORP US N 2 2025-06-01 Fixed 5.63000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 433942.00000000 NS USD 22330655.32000000 0.211431513194 Long EP CORP US N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCN8 54975000.00000000 PA USD 60401582.25000000 0.571895349754 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AE0 35206000.00000000 PA USD 38643981.73000000 0.365889644346 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N CINC BELL TEL N/A 171875AD9 3825000.00000000 PA USD 3926706.75000000 0.037178915626 Long DBT CORP US N 2 2028-12-01 Fixed 6.30000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 12446000.00000000 PA USD 14810740.00000000 0.140231315421 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 9050000.00000000 PA USD 9502500.00000000 0.089971741775 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 457959500.00000000 PA 25837804.93000000 0.244637970346 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167842 257387.00000000 NS USD 5276433.50000000 0.049958422768 Long EP CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 3280000.00000000 PA USD 3415234.40000000 0.032336183903 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N CONTL AIRLINES 2001-1 N/A 210805DH7 284489.44000000 PA USD 299738.07000000 0.002837985396 Long DBT CORP US N 2 2021-06-15 Fixed 6.70000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387BG6 33205000.00000000 PA USD 22628543.40000000 0.214251982483 Long DBT CORP US N 2 2026-01-15 Fixed 6.63000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 19891000.00000000 PA USD 20573012.46000000 0.194789767387 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAE6 18254000.00000000 PA USD 17113125.00000000 0.162030798576 Long DBT CORP LU N 2 2026-05-15 Fixed 6.50000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAC4 4270000.00000000 PA USD 4227300.00000000 0.040024998054 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 13985000.00000000 PA USD 9570005.43000000 0.090610897904 Long DBT CORP US N 2 2033-01-15 Variable 13.26000000 N Y N N N N 2020-02-19 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi VP XXXX