NPORT-P false 0000917469 XXXXXXXX S000006642 C000018129 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles High Income Opportunities Fund S000006642 VTCG6EJWPC72FS3UO498 2025-09-30 2025-03-31 N 307380285.69 2962018.91 304418266.78 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Fund's Securities Portfolio N/A MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 420000.00000000 PA USD 416233.67000000 0.136730845491 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Hercules LLC N/A 427056AU0 805000.00000000 PA USD 809338.95000000 0.265864121283 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 225000.00000000 PA USD 223641.29000000 0.073465134784 Long DBT CORP US N 2 2032-09-15 Fixed 6.12500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 1335000.00000000 PA USD 1280979.14000000 0.420795753668 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 49972.00000000 PA USD 1377.73000000 0.000452577966 Long DBT CORP KY N 2 2031-01-31 None 0.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 2150000.00000000 PA USD 1865448.21000000 0.612791154003 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 1006.00000000 NS USD 269970.16000000 0.088683955419 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2156.00000000 NS USD 237138.44000000 0.077898886459 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46635TAX0 465000.00000000 PA USD 427809.30000000 0.140533386687 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.36000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 205000.00000000 PA USD 215880.69000000 0.070915813391 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N Blackrock Inc 529900VBK42Y5HHRMD23 09290D101 92.00000000 NS USD 87076.16000000 0.028604117920 Long EC CORP US N 1 N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 1035000.00000000 PA USD 1042887.74000000 0.342583824233 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N VERTEX INC 549300QMYW171MP1PL50 92538JAA4 147000.00000000 PA USD 174654.38000000 0.057373160240 Long DBT CORP US N 2 2029-05-01 Fixed 0.75000000 N N N N Y Vertex, Inc. USD XXXX N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 535000.00000000 PA USD 526540.90000000 0.172966263020 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 30000.00000000 PA USD 29697.98000000 0.009755649788 Long DBT CORP CA N 2 2029-09-15 Fixed 5.62500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 705000.00000000 PA USD 678365.45000000 0.222839929145 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 260000.00000000 PA USD 232318.35000000 0.076315509071 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 2862.00000000 0.000940153831 Long DBT CORP KY N 2 2025-06-28 None 0.00000000 Y N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 368000.00000000 PA USD 387798.40000000 0.127389990128 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 1550000.00000000 PA USD 1492737.58000000 0.490357426901 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 1910000.00000000 PA USD 1946556.71000000 0.639434923071 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 1455000.00000000 PA USD 1527497.80000000 0.501775999238 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 510000.00000000 PA USD 504687.79000000 0.165787616931 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 330000.00000000 PA USD 334171.20000000 0.109773701668 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 1932000.00000000 PA USD 1750192.04000000 0.574930032455 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 85000.00000000 PA USD 84649.12000000 0.027806846446 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAE2 152501.36000000 PA USD 153550.57000000 0.050440655754 Long LON CORP US N 2 2032-05-06 Floating 9.04900000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 332.00000000 NS USD 78431.68000000 0.025764446013 Long EC CORP US N 1 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 295000.00000000 PA USD 267178.76000000 0.087766993362 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 2645000.00000000 PA USD 2631133.83000000 0.864315357232 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 445.00000000 NS USD 233068.75000000 0.076562012018 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 40000.00000000 PA USD 36771.02000000 0.012079110885 Long DBT CORP US N 2 2029-05-01 Fixed 3.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 1685000.00000000 PA USD 1635259.61000000 0.537175258008 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 1555000.00000000 PA USD 1564874.25000000 0.514053991093 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1395000.00000000 PA USD 1223875.21000000 0.402037375399 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 1035000.00000000 PA USD 1041533.96000000 0.342139113732 Long DBT CORP US N 2 2031-05-15 Fixed 9.12500000 N N N N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 20338MAA0 920000.00000000 PA USD 947600.00000000 0.311282240065 Long DBT CORP US N 2 2031-12-15 Fixed 9.50000000 N N N N N N CORPORACION GEO SA DE CV 54930004KSSRAZ2P6765 21986VAC9 200000.00000000 PA USD 2.00000000 0.000000656990 Long DBT CORP MX N 3 2022-03-27 None 0.00000000 Y N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBE4 460000.00000000 PA USD 455733.80000000 0.149706456455 Long DBT US N 2 2030-10-15 Fixed 6.50000000 N N N N N N Kaisa Group Holdings Ltd 254900N8L3L7NRJT0120 000000000 400000.00000000 PA USD 18220.00000000 0.005985186169 Long DBT CORP KY N 2 2024-06-30 None 0.00000000 Y N N N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 420000.00000000 PA USD 437430.00000000 0.143693742371 Long DBT CORP US N 2 2029-11-01 Fixed 1.25000000 N N N N Y Guidewire Software, Inc. USD XXXX N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AJ0 189000.00000000 PA USD 212138.71000000 0.069686590178 Long DBT CORP US N 2 2027-06-15 Fixed 4.75000000 N N N N Y Pinnacle West Capital Corp. USD XXXX N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 1440000.00000000 PA USD 1306623.02000000 0.429219650259 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 1370000.00000000 PA USD 1440755.02000000 0.473281395114 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 255000.00000000 PA USD 257623.23000000 0.084628045723 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 730000.00000000 PA USD 660721.61000000 0.217044008885 Long DBT CORP US N 2 2032-03-15 Fixed 4.37500000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 273153.85000000 PA USD 277602.16000000 0.091191032304 Long DBT CORP KY N 2 2028-09-30 Fixed 8.00000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAB6 250000.00000000 PA USD 263414.75000000 0.086530533396 Long DBT CORP US N 2 2033-12-15 Fixed 7.50000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 900000.00000000 PA USD 830386.17000000 0.272778036214 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 535000.00000000 PA USD 510903.60000000 0.167829481917 Long DBT CORP JP N 2 2028-07-06 Fixed 4.62500000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 268672.00000000 PA USD 16120.32000000 0.005295450949 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAE7 98000.00000000 PA USD 90601.00000000 0.029762011642 Long DBT CORP US N 3 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 665000.00000000 PA USD 498967.52000000 0.163908534556 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 1475000.00000000 PA USD 1552213.30000000 0.509894927271 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253BAE3 170000.00000000 PA USD 55075.44000000 0.018092028636 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.47800000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 2170000.00000000 PA USD 2081800.48000000 0.683861879255 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 793.00000000 NS USD 166149.36000000 0.054579300302 Long EC CORP US N 1 N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 200000.00000000 PA USD 199523.80000000 0.065542650285 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 280000.00000000 PA USD 278575.44000000 0.091510750306 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 1140000.00000000 PA USD 1161581.60000000 0.381574211129 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 547000.00000000 PA USD 520970.30000000 0.171136346550 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 1285000.00000000 PA USD 1288311.45000000 0.423204383766 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AD2 94000.00000000 PA USD 85612.46000000 0.028123299204 Long DBT CORP IT N 2 2034-09-30 Fixed 6.00000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1910000.00000000 PA USD 1922128.50000000 0.631410368481 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Battalion Oil Corp 3XHTN2NNIMMPORDAMJ28 07134L107 2801.00000000 NS USD 3641.30000000 0.001196150296 Long EC CORP US N 1 N N N DELEK LOG PART/FINANCE N/A 24665FAD4 845000.00000000 PA USD 875291.56000000 0.287529250218 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 389.00000000 NS USD 193566.40000000 0.063585671795 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 105.00000000 NS USD 99306.90000000 0.032621859736 Long EC CORP US N 1 N N N CommScope Inc 549300Z6K4JXMFE8QY54 000000000 1728164.23000000 PA USD 1719523.41000000 0.564855528608 Long LON CORP US N 2 2029-12-17 Floating 9.57500000 N N N N N N Amynta Agency Borrower Inc 5493000GP6HBRVTWBO85 57810JAL2 1229789.74000000 PA USD 1216729.37000000 0.399689999838 Long LON CORP US N 2 2031-12-06 Floating 7.29100000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 150572.00000000 PA USD 17433.23000000 0.005726735844 Long DBT CORP KY N 2 2027-09-30 Fixed 6.50000000 N N Y N N N DECHRA PHAREUTCALS HOLD LTD N/A 24343EAB1 929350.50000000 PA USD 927027.12000000 0.304524143641 Long LON CORP US N 2 2032-01-27 Floating 7.54200000 N N N N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 312667.06000000 PA USD 318726.55000000 0.104700205204 Long LON CORP US N 2 2029-12-21 Fixed 3.75000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 4690457.00000000 PA USD 4928558.11000000 1.619008662696 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAL6 747000.00000000 PA USD 752435.78000000 0.247171691751 Long DBT CORP US N 2 2029-11-15 Fixed 10.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAJ0 1445000.00000000 PA USD 1474714.98000000 0.484437085723 Long DBT CORP KY N 2 2031-06-26 Fixed 7.12500000 N N N N N N BioMarin Pharmaceutical Inc NSLL8ITTRR0J5HEMR848 09061G101 10667.00000000 NS USD 754050.23000000 0.247702031148 Long EC CORP US N 1 N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 1219230.08000000 PA USD 1214133.70000000 0.398837334185 Long LON CORP CA N 2 2027-05-10 Floating 7.67200000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 630000.00000000 PA USD 598167.57000000 0.196495294558 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 345000.00000000 PA USD 330797.18000000 0.108665351622 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 2583.00000000 NS USD 154360.08000000 0.050706576064 Long EC CORP US N 1 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 235000.00000000 PA USD 218016.24000000 0.071617331740 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 35000.00000000 PA USD 31838.12000000 0.010458675931 Long DBT CORP CA N 2 2029-12-01 Fixed 3.87500000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 1460000.00000000 PA USD 1435694.80000000 0.471619136126 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N GrafTech Finance Inc 1Z010BU876CF2HDBIN43 000000000 547167.35000000 PA USD 557771.45000000 0.183225355002 Long LON CORP US N 2 2029-12-21 Floating 10.30300000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAQ2 795000.00000000 PA USD 442964.06000000 0.145511655619 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 4.37300000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAG3 1050000.00000000 PA USD 1137542.87000000 0.373677598927 Long DBT CORP JP N 2 2027-02-15 Fixed 11.25000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 280000.00000000 PA USD 260980.64000000 0.085730939460 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 80000.00000000 PA USD 78665.24000000 0.025841169398 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N DISH DBS CORP N/A 25470XBF1 430000.00000000 PA USD 362639.46000000 0.119125394095 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBM8 422750.00000000 PA USD 312966.05000000 0.102807907459 Long DBT CORP US N 2 2030-08-15 Fixed 7.75000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 125000.00000000 PA USD 122731.96000000 0.040316884166 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 560000.00000000 PA USD 523450.70000000 0.171951146538 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 7740.00000000 NS USD 285606.00000000 0.093820256918 Long EC CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 880000.00000000 PA USD 873836.51000000 0.287051272988 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 215000.00000000 PA USD 232078.48000000 0.076236712880 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAJ7 110000.00000000 PA USD 95073.10000000 0.031231075915 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.19800000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 89000.00000000 PA USD 108441.68000000 0.035622592936 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Tyler Technologies Inc USD XXXX N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 210000.00000000 PA USD 210611.47000000 0.069184898865 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 1275000.00000000 PA USD 1177109.71000000 0.386675123819 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 2375000.00000000 PA USD 1258750.00000000 0.413493583454 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 210000.00000000 PA USD 348.60000000 0.000114513496 Long DBT CORP KY N 2 2026-08-04 None 0.00000000 Y N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 4100.00000000 0.001346831135 Long DBT CORP KY N 2 2022-04-11 None 0.00000000 Y N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 575000.00000000 PA USD 566961.50000000 0.186244244143 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 2675000.00000000 PA USD 2568535.91000000 0.843752228527 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 320000.00000000 PA USD 14272.00000000 0.004688286334 Long ABS-MBS CORP US N 3 2027-11-15 Floating 7.50000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 810000.00000000 PA USD 725403.60000000 0.238291744997 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 1935000.00000000 PA USD 1887923.79000000 0.620174278623 Long DBT CORP US N 2 2062-03-30 Fixed 6.37500000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 200000.00000000 PA USD 217143.68000000 0.071330699795 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 800000.00000000 PA USD 58400.00000000 0.019184131299 Long DBT CORP KY N 2 2027-01-13 None 0.00000000 Y N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 280000.00000000 PA USD 278888.40000000 0.091613556226 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 1656.00000000 NS USD 256083.84000000 0.084122363190 Long EC CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 745000.00000000 PA USD 648616.97000000 0.213067690339 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Transocean Poseidon Ltd N/A 89383JAA6 942375.00000000 PA USD 936051.19000000 0.307488509116 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 10500.00000000 0.003449201689 Long DBT CORP KY N 2 2022-07-03 None 0.00000000 Y N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 1996.00000000 NS USD 96626.36000000 0.031741314679 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 1185000.00000000 PA USD 1096960.31000000 0.360346414688 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 740000.00000000 PA USD 731909.68000000 0.240428962342 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 28000.00000000 PA USD 27838.75000000 0.009144901288 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAM1 148500.02000000 PA USD 148077.27000000 0.048642701887 Long ABS-O CORP US N 2 2026-06-25 Fixed 4.85000000 N N N N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AC3 437000.00000000 PA USD 511071.50000000 0.167884636295 Long DBT CORP US N 2 2029-10-01 None 0.00000000 N N N N Y Snowflake, Inc. USD XXXX N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 510.00000000 NS USD 221829.60000000 0.072870002955 Long EC CORP US N 1 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 880000.00000000 PA USD 820018.94000000 0.269372448859 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 420000.00000000 PA USD 418423.53000000 0.137450204426 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 999.00000000 NS USD 170249.58000000 0.055926203706 Long EC CORP US N 1 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 75104.00000000 PA USD 8261.44000000 0.002713845028 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 475000.00000000 PA USD 460486.66000000 0.151267749097 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAD8 272000.00000000 PA USD 319656.41000000 0.105005659936 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 677.00000000 NS USD 302422.67000000 0.099344455639 Long EC CORP US N 1 N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 205000.00000000 PA USD 9225.00000000 0.003030370055 Long DBT CORP KY N 2 2025-08-27 None 0.00000000 Y N N N N N Morgan Stanley BAML Trust N/A 553514AL4 295000.00000000 PA USD 196579.15000000 0.064575346308 Long ABS-MBS CORP US N 2 2030-10-15 Variable 4.28500000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 835000.00000000 PA USD 847185.88000000 0.278296663653 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 290000.00000000 PA USD 289860.51000000 0.095217843878 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 2680000.00000000 PA USD 2485543.30000000 0.816489537993 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 540000.00000000 PA USD 498834.99000000 0.163864999060 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD 2828.79000000 0.000929244499 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 -1527485.04000000 USD 2828.79000000 N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAB0 1296165.00000000 PA USD 1283203.35000000 0.421526396419 Long DBT CORP US N 2 2029-01-31 Fixed 7.77500000 N N Y N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 735000.00000000 PA USD 632578.04000000 0.207798975630 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 1795000.00000000 PA USD 1847772.89000000 0.606984892708 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 682.00000000 NS USD 256015.98000000 0.084100071493 Long EC CORP US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1235000.00000000 PA USD 600997.31000000 0.197424851129 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 460000.00000000 PA USD 465855.34000000 0.153031335776 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 55480.00000000 NS USD 663540.80000000 0.217970099829 Long EC CORP US N 1 N N N Project Alpha Intermediate Holding, Inc. N/A 74339DAN8 455000.00000000 PA USD 453671.40000000 0.149028967544 Long LON CORP US N 2 2030-10-28 None 0.00000000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAP7 320584.03000000 PA USD 105454.19000000 0.034641216217 Long ABS-MBS CORP US N 2 2031-11-15 Floating 8.93400000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 239000.00000000 PA USD 398771.50000000 0.130994602990 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp. USD XXXX N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 295000.00000000 PA USD 293825.90000000 0.096520456248 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 726.00000000 NS USD 143762.52000000 0.047225326364 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 700000.00000000 PA USD 652986.39000000 0.214503024705 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 1635000.00000000 PA USD 1562674.79000000 0.513331478603 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AG6 295000.00000000 PA USD 327007.50000000 0.107420459179 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 960000.00000000 PA USD 945701.25000000 0.310658509426 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 5000.00000000 PA USD 5010.85000000 0.001646041169 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797NP8 765000.00000000 PA USD 759205.65000000 0.249395562897 Long STIV UST US N 2 2025-06-05 None 0.00000000 N N N N N N SITIO ROYAL OP / SIT FIN N/A 82983MAB6 1485000.00000000 PA USD 1528529.81000000 0.502115009775 Long DBT CORP US N 2 2028-11-01 Fixed 7.87500000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 1030000.00000000 PA USD 644429.80000000 0.211692224259 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1560000.00000000 PA USD 1532818.36000000 0.503523778718 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 200000.00000000 PA USD 14500.00000000 0.004763183285 Long DBT CORP KY N 2 2025-02-20 None 0.00000000 Y N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 205000.00000000 PA USD 209658.43000000 0.068871829610 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 158611.76000000 PA USD 62372.96000000 0.020489230380 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.46400000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 226953.00000000 PA USD 26269.81000000 0.008629511716 Long DBT CORP KY N 2 2029-09-30 Fixed 7.00000000 N N Y N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 715000.00000000 PA USD 728366.21000000 0.239264948751 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 259000.00000000 PA USD 270169.38000000 0.088749398272 Long DBT CORP US N 2 2030-07-15 Fixed 1.37500000 N N N N Y Itron, Inc. USD XXXX N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 2230000.00000000 PA USD 2056819.76000000 0.675655827672 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 640000.00000000 PA USD 609600.00000000 0.200250795212 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N MERIT MEDICAL SYSTEMS IN 549300OYTY138SP2CE83 589889AA2 165000.00000000 PA USD 224400.00000000 0.073714367529 Long DBT CORP US N 2 2029-02-01 Fixed 3.00000000 N N N N Y Merit Medical Systems, Inc. USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1880000.00000000 PA USD 1881182.16000000 0.617959684186 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 1655000.00000000 PA USD 1429749.04000000 0.469665981323 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 785000.00000000 PA USD 681772.50000000 0.223959129395 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 106874.00000000 PA USD 12315.09000000 0.004045450402 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25000000 N N Y N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 1030000.00000000 PA USD 221450.00000000 0.072745306102 Long DBT CORP US N 2 2029-12-01 Fixed 1.87500000 N N N N Y Wolfspeed, Inc. USD XXXX N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 000000000 75000.00000000 PA USD 71912.43000000 0.023622902383 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 500000.00000000 PA USD 504612.33000000 0.165762828669 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBK2 264000.00000000 PA USD 185214.48000000 0.060842104502 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 200000.00000000 PA USD 145025.82000000 0.047640314602 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 1710000.00000000 PA USD 1727238.63000000 0.567389942880 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 210000.00000000 PA USD 15403.50000000 0.005059978878 Long DBT CORP KY N 2 2026-02-13 None 0.00000000 Y N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 165.00000000 NS USD 76830.60000000 0.025238498600 Long EC CORP IE N 1 N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 555000.00000000 PA USD 530708.20000000 0.174335201896 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 920.00000000 NS USD 80766.80000000 0.026531522189 Long EC CORP US N 1 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 1915000.00000000 PA USD 1975651.27000000 0.648992352166 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 345000.00000000 PA USD 334822.50000000 0.109987650722 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AB1 71000.00000000 PA USD 100358.50000000 0.032967305497 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 390000.00000000 PA USD 388693.73000000 0.127684101913 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 290000.00000000 PA USD 270510.52000000 0.088861461193 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 780000.00000000 PA USD 767981.84000000 0.252278500933 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N APOLLO GLOBAL MANAGEMENT 254900LMFT1CY9IYB476 03769M304 2300.00000000 NS USD 168107.00000000 0.055222376034 Long EP CORP US N 1 N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 1110000.00000000 PA USD 994036.62000000 0.326536456078 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AE1 80000.00000000 PA USD 76428.63000000 0.025106453304 Long DBT CORP US N 2 2030-02-15 Fixed 4.87500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 1365000.00000000 PA USD 1221872.65000000 0.401379543653 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 1674.00000000 NS USD 199088.82000000 0.065399761356 Long EC CORP US N 1 N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 630000.00000000 PA USD 22698.90000000 0.007456484211 Long DBT CORP KY N 2 2026-03-22 None 0.00000000 Y N N N N N HIGHTOWER HOLDINGS LLC 254900MKOSB7RTMA9K12 43117LAN3 451235.30000000 PA USD 447571.27000000 0.147025102906 Long LON CORP US N 2 2032-02-03 Floating 7.29100000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 1945000.00000000 PA USD 1704776.94000000 0.560011381062 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAS6 350000.00000000 PA USD 7000.00000000 0.002299467792 Long ABS-MBS CORP US N 3 2027-11-15 Floating 7.50000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 15119.00000000 NS USD 904569.77000000 0.297147007493 Long EP CORP US N 1 N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207AD7 1805000.00000000 PA USD 1826741.23000000 0.600076089165 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N DISH DBS CORP N/A 25470XBE4 1850000.00000000 PA USD 1698199.36000000 0.557850676295 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 145000.00000000 PA USD 141890.99000000 0.046610537370 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 100000.00000000 PA USD 83900.68000000 0.027560987350 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N SAKS GLOBAL ENTERPRISES N/A 79380MAA3 1205000.00000000 PA USD 976169.42000000 0.320667163086 Long DBT CORP US N 2 2029-12-15 Fixed 11.00000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 720000.00000000 PA USD 593100.00000000 0.194830621129 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 148000.00000000 PA USD 344524.85000000 0.113174828056 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 595000.00000000 PA USD 588992.27000000 0.193481250724 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 425000.00000000 PA USD 417102.31000000 0.137016189735 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 35000.00000000 PA USD 31118.61000000 0.010222320207 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N Planet US Buyer LLC 254900ZE51SEX2EFFH74 72706RAB2 410171.26000000 PA USD 408719.25000000 0.134262393095 Long LON CORP US N 2 2031-02-07 Floating 7.31900000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 390000.00000000 PA USD 380765.07000000 0.125079573583 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 90.00000000 NS USD 1485.00000000 0.000487815667 Long EC CORP BM N 1 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBN2 1865000.00000000 PA USD 1836228.09000000 0.603192479026 Long DBT CORP US N 2 2077-08-16 Fixed 5.25000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 695000.00000000 PA USD 693185.92000000 0.227708385351 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N PUG LLC 549300NL9JUFIOARLW93 74530DAH8 954924.58000000 PA USD 950149.96000000 0.312119890192 Long LON CORP US N 2 2030-03-15 Floating 9.07500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92890NAY5 530000.00000000 PA USD 441256.80000000 0.144950828564 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.31100000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 1255000.00000000 PA USD 1187090.44000000 0.389953747702 Long DBT CORP US N 2 2027-09-30 Fixed 5.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 80000.00000000 PA USD 74709.09000000 0.024541592326 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAA4 590000.00000000 PA USD 526870.00000000 0.173074370855 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.75800000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 135000.00000000 PA USD 134667.51000000 0.044237657425 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 805000.00000000 PA USD 742583.18000000 0.243935157983 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 305000.00000000 PA USD 298127.01000000 0.097933351094 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AM3 185000.00000000 PA USD 181128.43000000 0.059499855877 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 000000000 5000.00000000 PA USD 4981.23000000 0.001636311136 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCJ6 270000.00000000 PA USD 273982.93000000 0.090002131901 Long ABS-O CORP US N 2 2027-06-25 Fixed 9.13000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 230000.00000000 PA USD 194376.91000000 0.063851920601 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 137946.68000000 PA USD 137581.12000000 0.045194764905 Long LON CORP US N 2 2031-02-10 Floating 7.30000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BR4 35000.00000000 PA USD 35021.89000000 0.011504529728 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 375000.00000000 PA USD 386554.64000000 0.126981420690 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD -5284.06000000 -0.00173578939 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -1250090.94000000 USD -5284.06000000 N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAY1 100000.00000000 PA USD 89101.00000000 0.029269268543 Long ABS-MBS CORP US N 2 2046-07-10 Variable 3.87800000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 595000.00000000 PA USD 572278.98000000 0.187991011857 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 3275000.00000000 PA USD 2366279.00000000 0.777311764182 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 431.00000000 NS USD 236239.72000000 0.077603661074 Long EC CORP US N 1 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 890000.00000000 PA USD 781087.30000000 0.256583584244 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1160.00000000 NS USD 194218.80000000 0.063799982193 Long EC CORP US N 1 N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAA3 930000.00000000 PA USD 927003.06000000 0.304516240042 Long DBT CORP KY N 2 2030-04-15 Fixed 7.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 560000.00000000 PA USD 543070.81000000 0.178396262400 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 80000.00000000 PA USD 77122.34000000 0.025334333847 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N CG-CCRE Commercial Mortgage Trust N/A 12528PAN2 91504.48000000 PA USD 36410.55000000 0.011960698149 Long ABS-MBS CORP US N 2 2031-11-15 Floating 7.93400000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 74922.00000000 PA USD 8241.42000000 0.002707268550 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 325000.00000000 PA USD 294911.50000000 0.096877070853 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 555000.00000000 PA USD 504272.83000000 0.165651304481 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 1378762.00000000 PA USD 1538957.30000000 0.505540392263 Long DBT CORP US N 2 2030-11-30 Fixed 3.87500000 N N Y N Y EchoStar Corp. USD XXXX N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 9000.00000000 0.002956458590 Long DBT CORP KY N 2 2024-08-13 None 0.00000000 Y N N N N N GOTO GROUP INC 549300D12V5KRBV00592 38349YAA3 640955.00000000 PA USD 549618.91000000 0.180547283122 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 168.00000000 NS USD 61570.32000000 0.020225566833 Long EC CORP US N 1 N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAJ6 388080.38000000 PA USD 386462.08000000 0.126951015156 Long LON CORP US N 2 2028-08-18 Floating 7.32500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 740000.00000000 PA USD 706340.88000000 0.232029729185 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 1260000.00000000 PA USD 1155026.04000000 0.379420739831 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 1290000.00000000 PA USD 1286916.78000000 0.422746241088 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 3650000.00000000 PA USD 3718090.75000000 1.221375704332 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 285000.00000000 PA USD 288990.00000000 0.094931885348 Long DBT CORP CA N 2 2027-02-01 Fixed 6.12500000 N N N N N N ALUMINA PTY LTD N/A 02220AAB3 1540000.00000000 PA USD 1514020.20000000 0.497348669649 Long DBT CORP AU N 2 2032-09-15 Fixed 6.37500000 N N N N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAH1 405000.00000000 PA USD 404408.70000000 0.132846397253 Long LON CORP US N 2 2031-10-23 Floating 7.82500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 2025000.00000000 PA USD 1893653.40000000 0.622056429146 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 680000.00000000 PA USD 640070.40000000 0.210260181417 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 2340000.00000000 PA USD 2124450.67000000 0.697872270436 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N HORIZON US FINCO LP N/A 44057XAB3 1359856.90000000 PA USD 1286764.59000000 0.422696247373 Long LON CORP US N 2 2031-10-31 None 0.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 1250000.00000000 PA USD 1099008.25000000 0.361019153556 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 842.00000000 NS USD 111691.30000000 0.036690078155 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 11406.00000000 NS USD 510304.44000000 0.167632660614 Long EP CORP US N 1 N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 237000.00000000 PA USD 204128.10000000 0.067055141650 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 2515000.00000000 PA USD 2431403.16000000 0.798704751103 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 35000.00000000 PA USD 34490.05000000 0.011329822735 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 640000.00000000 PA USD 599783.87000000 0.197026241672 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033YAA4 360000.00000000 PA USD 351792.00000000 0.115562053394 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 627398.62000000 PA USD 621011.70000000 0.203999486157 Long LON CORP US N 2 2028-08-19 Floating 8.67500000 N N N N N N EDELMAN FINANCIAL CENTER LLC 549300Z31KZXNP05U733 27943UAM8 831946.92000000 PA USD 828827.12000000 0.272265895462 Long LON CORP US N 2 2028-04-07 Floating 7.32500000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838LAK6 223410.04000000 PA USD 223019.07000000 0.073260738377 Long LON CORP US N 2 2030-08-09 Floating 7.29900000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 145000.00000000 PA USD 120756.09000000 0.039667819962 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.10900000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 1310000.00000000 PA USD 1318270.03000000 0.433045639456 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 530000.00000000 PA USD 452384.47000000 0.148606216960 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD -17036.65000000 -0.00559646113 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 -2686869.60000000 USD -17036.65000000 N N N APH/APH2/APH3/AQUARIAN N/A 00188QAA4 1945000.00000000 PA USD 1916933.65000000 0.629703884157 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAV7 1079993.26000000 PA USD 1071310.11000000 0.351920442006 Long LON CORP US N 2 2030-11-06 Floating 7.32500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 500000.00000000 PA USD 475193.70000000 0.156098944070 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 570000.00000000 PA USD 557734.06000000 0.183213072559 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 270000.00000000 PA USD 251775.54000000 0.082707106463 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 790000.00000000 PA USD 849735.06000000 0.279134057554 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N KASEYA INC 254900MISXMLRZ63NH46 000000000 287000.00000000 PA USD 285745.81000000 0.093866183860 Long LON CORP US N 2 2032-03-22 Floating 7.54900000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 280000.00000000 PA USD 231700.00000000 0.076112383941 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AW2 450000.00000000 PA USD 429543.50000000 0.141103063407 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 465000.00000000 PA USD 461896.78000000 0.151730967029 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 187000.00000000 PA USD 222904.00000000 0.073222938412 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings, Inc. USD XXXX N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 1615000.00000000 PA USD 1446716.81000000 0.475239815699 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 320000.00000000 PA USD 313358.88000000 0.102936950306 Long DBT CORP MX N 2 2026-06-08 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 2080000.00000000 PA USD 1679600.00000000 0.551740872111 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 132.00000000 NS USD 61954.20000000 0.020351669646 Long EC CORP US N 1 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 324000.00000000 PA USD 299538.00000000 0.098396854817 Long DBT CORP US N 2 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N GRANT THORNTON ADVISORS LLC 254900XS1SHU0YY3WF58 38821UAE0 29353.45000000 PA USD 29179.09000000 0.009585196811 Long LON CORP US N 2 2031-06-02 None 0.00000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 465000.00000000 PA USD 447776.47000000 0.147092510162 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 235000.00000000 PA USD 200414.98000000 0.065835398814 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 350000.00000000 PA USD 310863.53000000 0.102117239312 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 1643.00000000 NS USD 200396.71000000 0.065829397203 Long EC CORP US N 1 N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 221666.67000000 PA USD 226443.59000000 0.074385677441 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 775000.00000000 PA USD 679582.31000000 0.223239662057 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 1135000.00000000 PA USD 1060867.13000000 0.348489971124 Long DBT CORP US N 2 2030-01-15 Fixed 4.12500000 N N N N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 396000.00000000 PA USD 394614.00000000 0.129628883369 Long DBT CORP US N 2 2029-03-01 Fixed 2.62500000 N N N N Y Parsons Corp. USD XXXX N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 186000.00000000 PA USD 197625.00000000 0.064918903221 Long DBT CORP US N 2 2029-08-15 Fixed 1.12500000 N N N N N Fluor Corp. USD XXXX N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 226405.00000000 PA USD 26059.22000000 0.008560333870 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75000000 N N Y N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 2685000.00000000 PA USD 2660479.77000000 0.873955363500 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 1675000.00000000 PA USD 1536518.20000000 0.504739159135 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 745000.00000000 PA USD 759867.22000000 0.249612885598 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428104AA1 1415000.00000000 PA USD 1393020.68000000 0.457600884051 Long DBT CORP US N 2 2028-06-15 Fixed 5.12500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 155000.00000000 PA USD 149396.75000000 0.049076144996 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 490000.00000000 PA USD 452794.35000000 0.148740860655 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAB8 1660000.00000000 PA USD 1584013.67000000 0.520341202502 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAB4 1045000.00000000 PA USD 1055182.16000000 0.346622484636 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 400000.00000000 PA USD 18104.00000000 0.005947080702 Long DBT CORP KY N 2 2026-06-01 None 0.00000000 Y N N N N N EASY TACTIC LTD 549300WYFMC41MKE6E16 000000000 465055.00000000 PA USD 15453.78000000 0.005076495626 Long DBT CORP VG N 2 2027-07-11 None 0.00000000 Y N Y N N N Morgan Stanley Capital I Trust N/A 617459AK8 275000.00000000 PA USD 259160.00000000 0.085132867597 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.21300000 N N N N N N COTY/HFC PRESTIGE/INT US N/A 222070AG9 825000.00000000 PA USD 798390.29000000 0.262267536848 Long DBT CORP US N 2 2029-01-15 Fixed 4.75000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 415000.00000000 PA USD 399226.47000000 0.131144058542 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N HANGER INC 254900ZJJJYVLHJXSZ60 41043BAJ7 52000.00000000 PA USD 51924.08000000 0.017056821375 Long LON CORP US N 2 2031-10-23 Floating 7.82500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 75000.00000000 PA USD 75550.95000000 0.024818139462 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AC0 1120000.00000000 PA USD 772049.60000000 0.253614741377 Long DBT CORP US N 2 2029-12-23 Fixed 4.62500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 2450000.00000000 PA USD 2449738.34000000 0.804727773373 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 1185000.00000000 PA USD 1138788.91000000 0.374086917334 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 330000.00000000 PA USD 303788.66000000 0.099793177069 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 430000.00000000 PA USD 417956.28000000 0.137296714951 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 635000.00000000 PA USD 609102.29000000 0.200087299767 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 695000.00000000 PA USD 649285.47000000 0.213287289513 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 2295000.00000000 PA USD 2325629.07000000 0.763958449208 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 625000.00000000 PA USD 634481.25000000 0.208424171358 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 905000.00000000 PA USD 859430.76000000 0.282319050394 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 2730000.00000000 PA USD 2637042.41000000 0.866256298576 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 605000.00000000 PA USD 432801.45000000 0.142173284993 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 395000.00000000 PA USD 399225.32000000 0.131143680772 Long DBT CORP US N 2 2031-02-01 Fixed 6.37500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 1040000.00000000 PA USD 1043180.40000000 0.342679961696 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 2145000.00000000 PA USD 2017983.83000000 0.662898403353 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 15975757.26000000 PA USD 15975757.26000000 5.247962754989 Long RA CORP US N 2 Repurchase N 2.50000000 2025-04-01 15937600.00000000 USD 16295303.34000000 USD UST N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 550000.00000000 PA USD 500671.12000000 0.164468159317 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 435000.00000000 PA USD 385401.30000000 0.126602553807 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 1989.00000000 NS USD 218073.96000000 0.071636292495 Long EC CORP US N 1 N N N INCEPTION HOLDCO SARL 549300V0LY56J9HGCK92 45073SAB1 584220.51000000 PA USD 584220.51000000 0.191913749519 Long LON CORP US N 2 2031-04-18 Floating 8.04900000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 1655000.00000000 PA USD 1445048.69000000 0.474691845954 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 93000.00000000 PA USD 249751.50000000 0.082042218636 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital, Inc. USD XXXX N N N SHIMAO GROUP HLDGS LTD 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 10158.00000000 0.003336856262 Long DBT CORP KY N 2 2024-02-21 None 0.00000000 Y N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AD4 350000.00000000 PA USD 346293.75000000 0.113755903567 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AG2 515000.00000000 PA USD 525239.73000000 0.172538834661 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 2680000.00000000 PA USD 2543290.09000000 0.835459092813 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 190000.00000000 PA USD 185161.53000000 0.060824710671 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N FORTRESS INTERMEDIATE 3 INC 254900NLAZ3JQJW5JP75 34966LAB0 1434872.65000000 PA USD 1430395.85000000 0.469878455432 Long LON CORP US N 2 2031-06-27 Floating 8.07500000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AB6 282000.00000000 PA USD 268100.22000000 0.088069688733 Long DBT CORP IT N 2 2033-11-15 Fixed 6.37500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 79000.00000000 PA USD 194182.00000000 0.063787893563 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AR2 795000.00000000 PA USD 787159.63000000 0.258578316710 Long DBT CORP US N 2 2033-03-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 200000.00000000 PA USD 222906.00000000 0.073223595403 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAA3 2315000.00000000 PA USD 2090306.10000000 0.686655936291 Long DBT CORP GB N 2 2029-01-15 Fixed 8.37500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 47000.00000000 PA USD 161163.00000000 0.052941303984 Long DBT CORP US N 2 2025-06-01 Fixed 0.37500000 N N N N Y Palo Alto Networks Inc USD XXXX N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 2275000.00000000 PA USD 1954891.80000000 0.642172961786 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 1722.00000000 NS USD 200905.74000000 0.065996611216 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 1520000.00000000 PA USD 1515460.52000000 0.497821808142 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 1300000.00000000 PA USD 1313253.50000000 0.431397732432 Long DBT CORP US N 2 2029-03-01 Fixed 6.37500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 1465000.00000000 PA USD 1328479.20000000 0.436399304828 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92936CAY5 205000.00000000 PA USD 186049.80000000 0.061116503279 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.96000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 1515.00000000 NS USD 232719.15000000 0.076447170027 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 1295000.00000000 PA USD 1190240.03000000 0.390988373526 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N FIRST ADVANTAGE HOLDINGS LLC 549300MRQE5MQEH3BI02 78477MAG6 1694442.66000000 PA USD 1682801.84000000 0.552792661820 Long LON CORP US N 2 2031-10-31 Floating 7.57500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 315000.00000000 PA USD 302929.80000000 0.099511045511 Long DBT CORP CA N 2 2028-01-15 Fixed 4.37500000 N N N N N N IVC ACQUISITION LTD 254900WZMD2JOGND1Z32 000000000 630143.59000000 PA USD 629948.25000000 0.206935101714 Long LON CORP CA N 2 2028-12-12 Floating 8.04900000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAA5 97149.70000000 PA USD 62006.57000000 0.020368872950 Long ABS-MBS CORP US N 2 2027-11-15 Floating 7.50000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAN8 415000.00000000 PA USD 414762.41000000 0.136247543351 Long DBT CORP CA N 2 2032-08-15 Fixed 6.62500000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 205000.00000000 PA USD 10450.90000000 0.003433072565 Long DBT CORP KY N 2 2031-01-11 None 0.00000000 Y N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 1490000.00000000 PA USD 1348472.35000000 0.442966962614 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 201.00000000 NS USD 102914.01000000 0.033806778774 Long EC CORP US N 1 N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 400000.00000000 PA USD 35756.00000000 0.011745681485 Long DBT CORP KY N 2 2025-10-13 None 0.00000000 Y N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 1130000.00000000 PA USD 1156490.48000000 0.379901801633 Long DBT CORP US N 2 2030-04-01 Fixed 6.50000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15136AAA0 111000.00000000 PA USD 269106.67000000 0.088400302927 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N Y Permian Resources Corp. USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 530000.00000000 PA USD 515603.38000000 0.169373338023 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 2730000.00000000 PA USD 2679996.75000000 0.880366601632 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 90000.00000000 PA USD 91961.55000000 0.030208946057 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 570000.00000000 PA USD 583895.46000000 0.191806972090 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 105000.00000000 PA USD 105357.16000000 0.034609342308 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 300000.00000000 PA USD 268880.16000000 0.088325895434 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 226880.00000000 PA USD 8462.62000000 0.002779931733 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 275000.00000000 PA USD 212081.08000000 0.069667658988 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 899.00000000 NS USD 199694.87000000 0.065598845993 Long EC CORP US N 1 N N N ARDAGH METAL PACKAGING N/A 03969YAA6 805000.00000000 PA USD 721495.10000000 0.237007820730 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 1265000.00000000 PA USD 1284656.84000000 0.422003861196 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 65000.00000000 PA USD 15502.50000000 0.005092499922 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 1270000.00000000 PA USD 1238795.72000000 0.406938694285 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 315000.00000000 PA USD 332297.95000000 0.109158347662 Long DBT US N 2 2031-11-15 Fixed 8.62500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAU6 305000.00000000 PA USD 287310.00000000 0.094380013078 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N N Y Global Payments, Inc. USD XXXX N N N ZHENRO PROPERTIES GROUP 549300I66TVJEL841P38 000000000 820000.00000000 PA USD 4100.00000000 0.001346831135 Long DBT CORP KY N 2 2026-01-07 None 0.00000000 Y N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 1575000.00000000 PA USD 1534572.59000000 0.504100035202 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBN0 355000.00000000 PA USD 377457.36000000 0.123993006067 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 1359000.00000000 PA USD 1316177.23000000 0.432358164285 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 400000.00000000 PA USD 18424.00000000 0.006052199230 Long DBT CORP KY N 2 2025-04-16 None 0.00000000 Y N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAK1 155000.00000000 PA USD 149085.60000000 0.048973933652 Long DBT CORP CA N 2 2032-03-15 Fixed 7.37500000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAL5 530000.00000000 PA USD 538723.35000000 0.176968141793 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAG3 720000.00000000 PA USD 678975.54000000 0.223040340903 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 88172.00000000 PA USD 8817.20000000 0.002896409631 Long DBT CORP KY N 2 2032-09-30 Fixed 1.00000000 N N Y N N Sunac China Holdings Ltd. USD XXXX N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 530000.00000000 PA USD 353291.48000000 0.116054625675 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 284000.00000000 PA USD 341936.00000000 0.112324402742 Long DBT CORP KY N 2 2028-06-01 Fixed 3.50000000 N N N N N Seagate Technology Holdings PLC USD XXXX N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 505000.00000000 PA USD 492516.15000000 0.161789289193 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 1695000.00000000 PA USD 1198577.38000000 0.393727154640 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AB8 235000.00000000 PA USD 232511.51000000 0.076378961242 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 1300000.00000000 PA USD 1301361.10000000 0.427491133750 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N Eisner Advisory Group LLC 549300TV33NKCG2ZE467 28259HAG6 343663.05000000 PA USD 342913.86000000 0.112645625253 Long LON CORP US N 2 2031-02-28 Floating 8.32500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 1135000.00000000 PA USD 1115421.25000000 0.366410748539 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 640000.00000000 PA USD 631577.74000000 0.207470381682 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 1485000.00000000 PA USD 1288237.50000000 0.423180091532 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 954.00000000 NS USD 135677.88000000 0.044569559322 Long EC CORP US N 1 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 840000.00000000 PA USD 866868.95000000 0.284762461585 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 781000.00000000 PA USD 755309.43000000 0.248115672554 Long DBT CORP CA N 2 2029-06-15 Fixed 9.62500000 N N N N N N Ryan LLC 549300TG86D8HZC6TE67 78350LAZ8 747550.33000000 PA USD 744747.02000000 0.244645969467 Long LON CORP US N 2 2030-11-14 Floating 7.82500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 1470000.00000000 PA USD 1452069.98000000 0.476998307414 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 1475000.00000000 PA USD 1460783.80000000 0.479860757191 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAB2 115000.00000000 PA USD 90828.15000000 0.029836629372 Long DBT CORP US N 2 2029-12-23 Fixed 9.87500000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 385412.74000000 PA USD 360368.62000000 0.118379433603 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92200000 N N N N N N GRANT THORNTON ADVISORS LLC 254900XS1SHU0YY3WF58 38821UAD2 839801.14000000 PA USD 834812.72000000 0.274232137522 Long LON CORP US N 2 2031-06-02 Floating 7.07500000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 2340000.00000000 PA USD 2309322.60000000 0.758601848840 Long DBT CORP KY N 2 2030-03-15 Fixed 5.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 138.00000000 NC USD 77605.68000000 0.025493108814 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 28512113.21000000 USD 77605.68000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 3654.00000000 NS USD 327983.04000000 0.107740919580 Long EC CORP US N 1 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 610000.00000000 PA USD 27004.70000000 0.008870919700 Long DBT CORP KY N 2 2025-11-11 None 0.00000000 Y N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 25233.00000000 NS USD 0.00000000 0.000000 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 124.99999000 1.00000000 USD 2027-06-30 XXXX -13878.15000000 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 1956.00000000 NS USD 183277.20000000 0.060205716936 Long EC CORP US N 1 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290889 83615.00000000 NS USD 469080.15000000 0.154090671023 Long EC CORP MX N 1 N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 360000.00000000 PA USD 364973.04000000 0.119891964388 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAD7 321000.00000000 PA USD 298209.00000000 0.097960284431 Long DBT CORP US N 2 2028-08-15 Fixed 1.25000000 N N N N Y Workiva, Inc. USD XXXX N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 1485000.00000000 PA USD 1356484.54000000 0.445598930165 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 306000.00000000 PA USD 450432.00000000 0.147964839549 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 41000.00000000 PA USD 48880.20000000 0.016056920800 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 417.00000000 NS USD 102290.10000000 0.033601827210 Long EC CORP US N 1 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 800000.00000000 PA USD 781649.84000000 0.256768376046 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Altice USA Inc 54930064K3612MGCER95 02156K103 68328.00000000 NS USD 181752.48000000 0.059704853431 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 960000.00000000 PA USD 928899.77000000 0.305139300550 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 495000.00000000 PA USD 446854.67000000 0.146789703103 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 75000.00000000 PA USD 72904.92000000 0.023948930782 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 1530000.00000000 PA USD 1523841.61000000 0.500574957645 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAH1 229000.00000000 PA USD 304684.50000000 0.100087456387 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix, Inc. USD XXXX N N N OPEN TEXT INC N/A 683720AA4 2160000.00000000 PA USD 1969817.40000000 0.647075952713 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 000000000 22710.00000000 NS USD 0.00000000 0.000000 N/A DE BM N 3 N/A N/A Call Purchased Mcdermott International Ltd Mcdermott International Ltd 124.99999000 1.00000000 USD 2027-06-30 XXXX -21347.40000000 N N N CFLD CAYMAN INVESTMENT 3003006ZC30FH27GHL08 000000000 429065.00000000 PA USD 16004.12000000 0.005257279784 Long DBT CORP KY N 2 2031-01-31 Fixed 2.50000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 305000.00000000 PA USD 289820.00000000 0.095204536529 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 2221.00000000 NS USD 135458.79000000 0.044497589265 Long EC CORP US N 1 N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAE9 270000.00000000 PA USD 266471.21000000 0.087534566443 Long DBT CORP US N 2 2029-06-01 Fixed 1.00000000 N N N N N BlackLine, Inc. USD XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 1124.37000000 0.000369350371 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -123374.37000000 USD 1124.37000000 N N N ARDONAGH MIDCO 3 PLC 254900YP2E642AGM4G32 000000000 783999.50000000 PA USD 773219.51000000 0.253999051429 Long LON CORP AU N 2 2031-02-15 None 0.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAJ1 90000.00000000 PA USD 89062.47000000 0.029256611616 Long DBT CORP US N 2 2027-06-01 Fixed 8.62500000 N N N N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 448.00000000 NS USD 34742.40000000 0.011412718549 Long EC CORP US N 1 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 510000.00000000 PA USD 520768.23000000 0.171069967485 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 693000.00000000 PA USD 843381.00000000 0.277046778079 Long DBT CORP US N 2 2028-12-01 Fixed 0.87500000 N N N N Y Uber Technologies, Inc. USD XXXX N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 275000.00000000 PA USD 289932.50000000 0.095241492262 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 205000.00000000 PA USD 7388.20000000 0.002426989706 Long DBT CORP KY N 2 2027-01-14 None 0.00000000 Y N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAF5 1150000.00000000 PA USD 1104116.15000000 0.362697075204 Long DBT CORP US N 2 2029-01-15 Fixed 8.50000000 N N N N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 1490000.00000000 PA USD 1471647.97000000 0.483429587050 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N GoTo Group Inc 549300D12V5KRBV00592 38349FAC0 222439.99000000 PA USD 205756.99000000 0.067590224521 Long LON CORP US N 2 2028-04-28 None 0.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 1675000.00000000 PA USD 1720131.75000000 0.565055365499 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFF6 84181.33000000 PA USD 43793.17000000 0.014385854851 Long ABS-MBS CORP US N 2 2045-09-19 Floating 5.09100000 N N N N N N 2025-04-24 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer