# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-056163
**Filing Date:** 2026-5
**Character Count:** 224152
**Document Hash:** ba343f1a18e2fc34e40df31bd33ea087
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056163.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056163

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 261041157

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles High Income Fund (Series ID: S000006700)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018231 | Class A      | NEFHX           |
| C000018233 | Class C      | NEHCX           |
| C000069253 | Class Y      | NEHYX           |
| C000175112 | Class N      | LSHNX           |

## Nport-Ex

**Portfolio of Investments – as of March 31, 2026 (Unaudited)**

Loomis Sayles High Income Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Bonds and Notes — 87.3% of Net Assets** | **Bonds and Notes — 87.3% of Net Assets** | **Bonds and Notes — 87.3% of Net Assets** |
| **Non-Convertible Bonds — 83.8%** | **Non-Convertible Bonds — 83.8%** | **Non-Convertible Bonds — 83.8%** |
|  | **ABS Home Equity — 0.1%** | **ABS Home Equity — 0.1%** |
| $96340 | &nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR5, <br> Class 2A1A, 1 mo. USD SOFR + 0.774%, <br> 4.451%, 9/19/2045(a)(b)<br>| &nbsp;&nbsp; $49866 |
|  | **Aerospace & Defense — 1.7%** | **Aerospace & Defense — 1.7%** |
| 180000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(c) | &nbsp;&nbsp; 182978 |
| 55000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(c) | &nbsp;&nbsp; 56141 |
| 245000 | TransDigm, Inc., 4.625%, 1/15/2029 | &nbsp;&nbsp; 240718 |
| 205000 | TransDigm, Inc., 6.250%, 1/31/2034(c) | &nbsp;&nbsp; 207261 |
| 390000 | TransDigm, Inc., 6.375%, 3/01/2029(c) | &nbsp;&nbsp; 397279 |
| 115000 | TransDigm, Inc., 6.375%, 5/31/2033(c) | &nbsp;&nbsp; 114387 |
| 10000 | TransDigm, Inc., 6.750%, 8/15/2028(c) | &nbsp;&nbsp; 10114 |
| 157000 | TransDigm, Inc., 6.875%, 12/15/2030(c) | &nbsp;&nbsp; 160870 |
|  |  | &nbsp;&nbsp; 1369748 |
|  | **Automotive — 2.9%** | **Automotive — 2.9%** |
| 84000 | &nbsp;&nbsp; American Axle & Manufacturing, Inc., <br> 5.000%, 10/01/2029<br>| &nbsp;&nbsp; 80131 |
| 198000 | &nbsp;&nbsp; American Axle & Manufacturing, Inc., <br> 6.375%, 10/15/2032(c)<br>| &nbsp;&nbsp; 195969 |
| 409000 | &nbsp;&nbsp; General Motors Financial Co., Inc., Series A, (fixed <br> rate to 9/30/2027, variable rate thereafter), 5.750%(d)<br>| &nbsp;&nbsp; 398211 |
| 225000 | &nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, <br> 5.625%, 9/29/2028(c)<br>| &nbsp;&nbsp; 220803 |
| 201000 | Nissan Motor Co. Ltd., 4.345%, 9/17/2027(c) | &nbsp;&nbsp; 195435 |
| 408000 | Nissan Motor Co. Ltd., 4.810%, 9/17/2030(c) | &nbsp;&nbsp; 370408 |
| 300000 | ZF North America Capital, Inc., 6.750%, 4/23/2030(c) | &nbsp;&nbsp; 290215 |
| 170000 | ZF North America Capital, Inc., 6.875%, 4/23/2032(c) | &nbsp;&nbsp; 161518 |
| 205000 | ZF North America Capital, Inc., 7.125%, 4/14/2030(c) | &nbsp;&nbsp; 202353 |
| 201000 | ZF North America Capital, Inc., 7.500%, 3/24/2031(c) | &nbsp;&nbsp; 197445 |
|  |  | &nbsp;&nbsp; 2312488 |
|  | **Banking — 1.1%** | **Banking — 1.1%** |
| 400000 | &nbsp;&nbsp; Intesa Sanpaolo SpA, (fixed rate to 6/01/2041, <br> variable rate thereafter), 4.950%, 6/01/2042(c)<br>| &nbsp;&nbsp; 335292 |
| 492000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 502520 |
|  |  | &nbsp;&nbsp; 837812 |
|  | **Brokerage — 1.6%** | **Brokerage — 1.6%** |
| 266000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(c)<br>| &nbsp;&nbsp; 269875 |
| 66000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(c)<br>| &nbsp;&nbsp; 67845 |
| 414000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(c) | &nbsp;&nbsp; 414052 |
| 501000 | Osaic Holdings, Inc., 8.000%, 8/01/2033(c) | &nbsp;&nbsp; 494588 |
|  |  | &nbsp;&nbsp; 1246360 |
|  | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| 185000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(c) | &nbsp;&nbsp; 187591 |
|  | **Cable Satellite — 9.5%** | **Cable Satellite — 9.5%** |
| 861000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 4.750%, 3/01/2030(c)<br>| &nbsp;&nbsp; 816981 |
| 295000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(c)<br>| &nbsp;&nbsp; 292578 |
| 499000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.375%, 6/01/2029(c)<br>| &nbsp;&nbsp; 492140 |
| 565000 | CSC Holdings LLC, 4.625%, 12/01/2030(c) | &nbsp;&nbsp; 199370 |
| 200000 | CSC Holdings LLC, 5.375%, 2/01/2028(c) | &nbsp;&nbsp; 147910 |
| 405000 | CSC Holdings LLC, 5.750%, 1/15/2030(c) | &nbsp;&nbsp; 153730 |
| 415000 | CSC Holdings LLC, 7.500%, 4/01/2028(c) | &nbsp;&nbsp; 228397 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $1150000 | CSC Holdings LLC, 11.250%, 5/15/2028(c) | &nbsp;&nbsp; $939716 |
| 597000 | Directv Financing LLC, 8.875%, 2/01/2030(c) | &nbsp;&nbsp; 594218 |
| 784000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc., 10.000%, 2/15/2031(c)<br>| &nbsp;&nbsp; 800330 |
| 575000 | DISH DBS Corp., 5.250%, 12/01/2026(c) | &nbsp;&nbsp; 570068 |
| 150000 | DISH DBS Corp., 5.750%, 12/01/2028(c) | &nbsp;&nbsp; 145079 |
| 660000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 656814 |
| 40000 | DISH Network Corp., 11.750%, 11/15/2027(c) | &nbsp;&nbsp; 41210 |
| 928321 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 1002820 |
| 423079 | &nbsp;&nbsp; EchoStar Corp., 6.750% PIK and/or 6.750% Cash, <br> 11/30/2030(e)<br>| &nbsp;&nbsp; 427207 |
|  |  | &nbsp;&nbsp; 7508568 |
|  | **Chemicals — 2.6%** | **Chemicals — 2.6%** |
| 568000 | &nbsp;&nbsp; ARC Falcon I, Inc./Arclin USA LLC/New Arclin <br> U.S. Holding Corp., 9.750%, 3/01/2033(c)<br>| &nbsp;&nbsp; 546353 |
| 152000 | Ashland, Inc., 3.375%, 9/01/2031(c) | &nbsp;&nbsp; 136487 |
| 576000 | Chemours Co., 5.750%, 11/15/2028(c) | &nbsp;&nbsp; 570312 |
| 170000 | Hercules LLC, 6.500%, 6/30/2029 | &nbsp;&nbsp; 170085 |
| 224000 | Perimeter Holdings LLC, 6.250%, 1/15/2034(c) | &nbsp;&nbsp; 219688 |
| 388000 | &nbsp;&nbsp; SK Invictus Intermediate II SARL, <br> 5.000%, 10/30/2029(c)<br>| &nbsp;&nbsp; 378443 |
|  |  | &nbsp;&nbsp; 2021368 |
|  | **Construction Machinery — 0.6%** | **Construction Machinery — 0.6%** |
| 65000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 59572 |
| 420000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 394829 |
| 20000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 4.000%, 7/15/2030<br>| &nbsp;&nbsp; 18997 |
|  |  | &nbsp;&nbsp; 473398 |
|  | **Consumer Cyclical Services — 0.9%** | **Consumer Cyclical Services — 0.9%** |
| 760000 | TriNet Group, Inc., 3.500%, 3/01/2029(c) | &nbsp;&nbsp; 688927 |
|  | **Diversified Manufacturing — 0.6%** | **Diversified Manufacturing — 0.6%** |
| 215000 | Esab Corp., 6.250%, 4/15/2029(c) | &nbsp;&nbsp; 218203 |
| 292000 | Resideo Funding, Inc., 4.000%, 9/01/2029(c) | &nbsp;&nbsp; 275951 |
|  |  | &nbsp;&nbsp; 494154 |
|  | **Electric — 0.8%** | **Electric — 0.8%** |
| 86000 | NRG Energy, Inc., 3.625%, 2/15/2031(c) | &nbsp;&nbsp; 79193 |
| 402000 | Talen Energy Supply LLC, 6.250%, 2/01/2034(c) | &nbsp;&nbsp; 397521 |
| 188000 | VoltaGrid LLC, 7.375%, 11/01/2030(c) | &nbsp;&nbsp; 194168 |
|  |  | &nbsp;&nbsp; 670882 |
|  | **Environmental — 0.6%** | **Environmental — 0.6%** |
| 106000 | Clean Harbors, Inc., 5.125%, 7/15/2029(c) | &nbsp;&nbsp; 104699 |
| 190000 | GFL Environmental, Inc., 4.000%, 8/01/2028(c) | &nbsp;&nbsp; 184703 |
| 73000 | GFL Environmental, Inc., 4.375%, 8/15/2029(c) | &nbsp;&nbsp; 71023 |
| 75000 | GFL Environmental, Inc., 6.750%, 1/15/2031(c) | &nbsp;&nbsp; 77612 |
|  |  | &nbsp;&nbsp; 438037 |
|  | **Finance Companies — 2.2%** | **Finance Companies — 2.2%** |
| 500000 | Azorra Finance Ltd., 7.250%, 1/15/2031(c) | &nbsp;&nbsp; 504845 |
| 288000 | Azorra Finance Ltd., 7.750%, 4/15/2030(c) | &nbsp;&nbsp; 296631 |
| 85000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 7.875%, 4/01/2033(c)<br>| &nbsp;&nbsp; 79694 |
| 92000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(c)<br>| &nbsp;&nbsp; 90500 |
| 260000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(c)<br>| &nbsp;&nbsp; 264290 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $410000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(c)<br>| &nbsp;&nbsp; $415572 |
| 122000 | GGAM Finance Ltd., 5.875%, 3/15/2030(c) | &nbsp;&nbsp; 121554 |
|  |  | &nbsp;&nbsp; 1773086 |
|  | **Financial Other — 1.0%** | **Financial Other — 1.0%** |
| 34512 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 8.500% PIK <br> and/or 7.500% Cash, 9/30/2029(e)(f)<br>| &nbsp;&nbsp; 1353 |
| 28108 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.000% PIK <br> and/or 8.000% Cash, 9/30/2030(e)(f)<br>| &nbsp;&nbsp; 351 |
| 37103 | &nbsp;&nbsp; Add Hero Holdings Ltd., Series IAI, 9.800% PIK <br> and/or 8.800% Cash, 9/30/2031(e)(f)<br>| &nbsp;&nbsp; 335 |
| 400000 | &nbsp;&nbsp; Burford Capital Global Finance LLC, <br> 7.500%, 7/15/2033(c)<br>| &nbsp;&nbsp; 333000 |
| 425000 | &nbsp;&nbsp; Burford Capital Global Finance LLC, <br> 8.500%, 1/15/2034(c)<br>| &nbsp;&nbsp; 364956 |
| 213200 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(c)(g)<br>| &nbsp;&nbsp; 7153 |
| 112735 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(c)(g)<br>| &nbsp;&nbsp; 2898 |
| 24752 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., Zero Coupon, <br> 1/31/2031(c)<br>| &nbsp;&nbsp; 524 |
| 48702 | China Aoyuan Group Ltd., Series IAI(b)(d)(f) | &nbsp;&nbsp; 122 |
| 19907 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, 5.500% PIK, <br> 9/30/2031(e)(f)<br>| &nbsp;&nbsp; 50 |
| 200000 | China Evergrande Group, 8.750%, 6/28/2025(h) | &nbsp;&nbsp; 2000 |
| 95000 | &nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises Finance <br> Corp., 5.250%, 5/15/2027<br>| &nbsp;&nbsp; 93091 |
| 46039 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.250% PIK and/or 5.250% <br> Cash, 12/28/2028(c)(e)<br>| &nbsp;&nbsp; 921 |
| 77073 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.500% PIK and/or 5.500% <br> Cash, 12/28/2029(c)(e)<br>| &nbsp;&nbsp; 1349 |
| 92898 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.750% PIK and/or 5.750% <br> Cash, 12/28/2030(c)(e)<br>| &nbsp;&nbsp; 1394 |
| 139962 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.000% PIK and/or 6.000% <br> Cash, 12/28/2031(c)(e)<br>| &nbsp;&nbsp; 2449 |
| 131716 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.250% PIK and/or 6.250% <br> Cash, 12/28/2032(c)(e)<br>| &nbsp;&nbsp; 1647 |
| 31492 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.721% PIK and/or 6.721% <br> Cash, 12/28/2028(c)(e)<br>| &nbsp;&nbsp; 630 |
| 2059 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 7/21/2031(c)(e)<br>| &nbsp;&nbsp; 67 |
| 17276 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or 1.000% <br> Cash, 3/30/2029(c)(e)<br>| &nbsp;&nbsp; 506 |
| 64449 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(c)(e)<br>| &nbsp;&nbsp; 1772 |
| 23374 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 1.000% PIK, <br> 6/30/2034(e)(f)<br>| &nbsp;&nbsp; 59 |
| 27271 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.000% PIK, <br> 6/30/2028(e)(f)<br>| &nbsp;&nbsp; 781 |
| 47604 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.500% PIK, <br> 6/30/2029(e)(f)<br>| &nbsp;&nbsp; 1478 |
| 63697 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.000% PIK, <br> 6/30/2030(e)(f)<br>| &nbsp;&nbsp; 1752 |
| 89573 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.500% PIK, <br> 6/30/2031(e)(f)<br>| &nbsp;&nbsp; 2247 |
| 32481 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 7.000% PIK and/or <br> 6.000% Cash, 6/30/2027(e)(f)<br>| &nbsp;&nbsp; 2517 |
|  |  | &nbsp;&nbsp; 825402 |
|  | **Food & Beverage — 1.6%** | **Food & Beverage — 1.6%** |
| 90000 | &nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, Inc., <br> 4.875%, 6/01/2029(c)<br>| &nbsp;&nbsp; 84217 |
| 102000 | Lamb Weston Holdings, Inc., 4.125%, 1/31/2030(c) | &nbsp;&nbsp; 97109 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Food & Beverage — continued** | **Food & Beverage — continued** |
| $358000 | Lamb Weston Holdings, Inc., 4.375%, 1/31/2032(c) | &nbsp;&nbsp; $332565 |
| 90000 | Lamb Weston Holdings, Inc., 4.875%, 5/15/2028(c) | &nbsp;&nbsp; 88944 |
| 291000 | Performance Food Group, Inc., 4.250%, 8/01/2029(c) | &nbsp;&nbsp; 279524 |
| 355000 | &nbsp;&nbsp; Viking Baked Goods Acquisition Corp., <br> 8.625%, 11/01/2031(c)<br>| &nbsp;&nbsp; 351277 |
|  |  | &nbsp;&nbsp; 1233636 |
|  | **Gaming — 0.9%** | **Gaming — 0.9%** |
| 440000 | &nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., <br> 7.250%, 10/01/2029(c)<br>| &nbsp;&nbsp; 441771 |
| 243000 | Penn Entertainment, Inc., 6.750%, 4/01/2031(c) | &nbsp;&nbsp; 236006 |
|  |  | &nbsp;&nbsp; 677777 |
|  | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| 185000 | &nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 8.500%, 2/15/2032, (c)<br>| &nbsp;&nbsp; 187555 |
|  | **Health Insurance — 1.7%** | **Health Insurance — 1.7%** |
| 673000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(c) | &nbsp;&nbsp; 601682 |
| 680000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(c) | &nbsp;&nbsp; 590663 |
| 38000 | Molina Healthcare, Inc., 4.375%, 6/15/2028 | &nbsp;&nbsp; 36745 |
| 90000 | Molina Healthcare, Inc., 6.250%, 1/15/2033(c) | &nbsp;&nbsp; 87263 |
| 70000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(c) | &nbsp;&nbsp; 68817 |
|  |  | &nbsp;&nbsp; 1385170 |
|  | **Healthcare — 2.2%** | **Healthcare — 2.2%** |
| 75000 | Accendra Health, Inc., 6.625%, 4/01/2030(c) | &nbsp;&nbsp; 35666 |
| 385000 | Avantor Funding, Inc., 3.875%, 11/01/2029(c) | &nbsp;&nbsp; 361204 |
| 229000 | DaVita, Inc., 3.750%, 2/15/2031(c) | &nbsp;&nbsp; 209981 |
| 40000 | DaVita, Inc., 4.625%, 6/01/2030(c) | &nbsp;&nbsp; 38461 |
| 168000 | HAH Group Holding Co. LLC, 9.750%, 10/01/2031(c) | &nbsp;&nbsp; 147179 |
| 200000 | Hologic, Inc., 3.250%, 2/15/2029(c) | &nbsp;&nbsp; 199652 |
| 265000 | LifePoint Health, Inc., 5.375%, 1/15/2029(c) | &nbsp;&nbsp; 255554 |
| 202000 | Radiology Partners, Inc., 8.500%, 7/15/2032(c) | &nbsp;&nbsp; 204802 |
| 300000 | TEAM Services Holding, Inc., 9.000%, 2/15/2033(c) | &nbsp;&nbsp; 294163 |
|  |  | &nbsp;&nbsp; 1746662 |
|  | **Home Construction — 2.1%** | **Home Construction — 2.1%** |
| 1200000 | Corp. GEO SAB de CV, 8.875%, 3/27/2022(a)(c)(h) | &nbsp;&nbsp; — |
| 265000 | Mattamy Group Corp., 6.000%, 12/15/2033(c) | &nbsp;&nbsp; 248861 |
| 290000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(c)<br>| &nbsp;&nbsp; 286683 |
| 101000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 1/15/2028(c)<br>| &nbsp;&nbsp; 101261 |
| 996000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(c)<br>| &nbsp;&nbsp; 996872 |
|  |  | &nbsp;&nbsp; 1633677 |
|  | **Independent Energy — 4.1%** | **Independent Energy — 4.1%** |
| 165000 | Chord Energy Corp., 6.000%, 10/01/2030(c) | &nbsp;&nbsp; 167190 |
| 774000 | Chord Energy Corp., 6.750%, 3/15/2033(c) | &nbsp;&nbsp; 799110 |
| 60000 | Crescent Energy Finance LLC, 7.375%, 1/15/2033(c) | &nbsp;&nbsp; 59985 |
| 328000 | Crescent Energy Finance LLC, 7.625%, 4/01/2032(c) | &nbsp;&nbsp; 332864 |
| 220000 | Crescent Energy Finance LLC, 7.875%, 4/15/2032(c) | &nbsp;&nbsp; 224764 |
| 286000 | Matador Resources Co., 6.250%, 4/15/2033(c) | &nbsp;&nbsp; 286269 |
| 100000 | Matador Resources Co., 6.500%, 4/15/2032(c) | &nbsp;&nbsp; 101089 |
| 394000 | Northern Oil & Gas, Inc., 8.750%, 6/15/2031(c) | &nbsp;&nbsp; 409699 |
| 185000 | Saturn Oil & Gas, Inc., 9.625%, 6/15/2029(c) | &nbsp;&nbsp; 193659 |
| 191000 | SM Energy Co., 6.750%, 8/01/2029(c) | &nbsp;&nbsp; 193893 |
| 473000 | SM Energy Co., 8.625%, 11/01/2030(c) | &nbsp;&nbsp; 499056 |
|  |  | &nbsp;&nbsp; 3267578 |
|  | **Industrial Other — 1.3%** | **Industrial Other — 1.3%** |
| 177000 | Arcosa, Inc., 4.375%, 4/15/2029(c) | &nbsp;&nbsp; 170759 |
| 65000 | Arcosa, Inc., 6.875%, 8/15/2032(c) | &nbsp;&nbsp; 66602 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Industrial Other — continued** | **Industrial Other — continued** |
| $199000 | &nbsp;&nbsp; Brundage-Bone Concrete Pumping Holdings, Inc., <br> 7.500%, 2/01/2032(c)<br>| &nbsp;&nbsp; $201081 |
| 597000 | TopBuild Corp., 5.625%, 1/31/2034(c) | &nbsp;&nbsp; 584327 |
|  |  | &nbsp;&nbsp; 1022769 |
|  | **Leisure — 0.7%** | **Leisure — 0.7%** |
| 446000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(c)<br>| &nbsp;&nbsp; 394075 |
| 190000 | Lindblad Expeditions LLC, 7.000%, 9/15/2030(c) | &nbsp;&nbsp; 193988 |
|  |  | &nbsp;&nbsp; 588063 |
|  | **Life Insurance — 0.7%** | **Life Insurance — 0.7%** |
| 612000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(c)<br>| &nbsp;&nbsp; 553413 |
|  | **Lodging — 3.5%** | **Lodging — 3.5%** |
| 545000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(c)<br>| &nbsp;&nbsp; 495225 |
| 85000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 4.000%, 5/01/2031(c)<br>| &nbsp;&nbsp; 79723 |
| 105000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(c)<br>| &nbsp;&nbsp; 102582 |
| 121000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.875%, 3/15/2033(c)<br>| &nbsp;&nbsp; 121739 |
| 866000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc., 6.625%, 1/15/2032(c)<br>| &nbsp;&nbsp; 855358 |
| 289000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(c)<br>| &nbsp;&nbsp; 274012 |
| 254000 | Travel & Leisure Co., 4.500%, 12/01/2029(c) | &nbsp;&nbsp; 242885 |
| 190000 | Travel & Leisure Co., 4.625%, 3/01/2030(c) | &nbsp;&nbsp; 181277 |
| 155000 | Travel & Leisure Co., 6.125%, 9/01/2033(c) | &nbsp;&nbsp; 152985 |
| 305000 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., <br> 5.625%, 3/01/2033(c)<br>| &nbsp;&nbsp; 300113 |
|  |  | &nbsp;&nbsp; 2805899 |
|  | **Media Entertainment — 3.8%** | **Media Entertainment — 3.8%** |
| 305000 | Discovery Communications LLC, 3.625%, 5/15/2030 | &nbsp;&nbsp; 283566 |
| 260000 | Discovery Communications LLC, 6.350%, 6/01/2040 | &nbsp;&nbsp; 190533 |
| 450000 | Discovery Global Holdings, Inc., 4.279%, 3/15/2032 | &nbsp;&nbsp; 398250 |
| 160000 | Discovery Global Holdings, Inc., 5.050%, 3/15/2042 | &nbsp;&nbsp; 106742 |
| 416000 | Dotdash Meredith, Inc., 7.625%, 6/15/2032(c) | &nbsp;&nbsp; 383585 |
| 56000 | iHeartCommunications, Inc., 7.000%, 1/15/2031(c) | &nbsp;&nbsp; 42798 |
| 188000 | iHeartCommunications, Inc., 9.125%, 5/01/2029(c) | &nbsp;&nbsp; 170648 |
| 235000 | OAK-Eagle Acquireco, Inc., 7.250%, 7/01/2033(c) | &nbsp;&nbsp; 243482 |
| 305000 | OAK-Eagle Acquireco, Inc., 8.750%, 7/01/2034(c) | &nbsp;&nbsp; 319302 |
| 83000 | Paramount Global, 4.200%, 5/19/2032 | &nbsp;&nbsp; 71154 |
| 158000 | Paramount Global, 4.950%, 1/15/2031 | &nbsp;&nbsp; 146358 |
| 139000 | Paramount Global, 7.875%, 7/30/2030 | &nbsp;&nbsp; 145106 |
| 671000 | &nbsp;&nbsp; Paramount Global, (fixed rate to 3/30/2027, variable <br> rate thereafter), 6.375%, 3/30/2062<br>| &nbsp;&nbsp; 489830 |
|  |  | &nbsp;&nbsp; 2991354 |
|  | **Metals & Mining — 2.1%** | **Metals & Mining — 2.1%** |
| 140000 | Commercial Metals Co., 3.875%, 2/15/2031 | &nbsp;&nbsp; 128927 |
| 324000 | Commercial Metals Co., 4.125%, 1/15/2030 | &nbsp;&nbsp; 308677 |
| 205000 | Commercial Metals Co., 4.375%, 3/15/2032 | &nbsp;&nbsp; 189556 |
| 72000 | Commercial Metals Co., 5.750%, 11/15/2033(c) | &nbsp;&nbsp; 71243 |
| 102000 | Commercial Metals Co., 6.000%, 12/15/2035(c) | &nbsp;&nbsp; 100556 |
| 169000 | Fortescue Treasury Pty. Ltd., 4.375%, 4/01/2031(c) | &nbsp;&nbsp; 159679 |
| 65000 | GrafTech Finance, Inc., 4.625%, 12/23/2029(c) | &nbsp;&nbsp; 35918 |
| 85000 | &nbsp;&nbsp; GrafTech Global Enterprises, Inc., <br> 9.875%, 12/23/2029(c)<br>| &nbsp;&nbsp; 54015 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Metals & Mining — continued** | **Metals & Mining — continued** |
| $20000 | Mineral Resources Ltd., 8.000%, 11/01/2027(c) | &nbsp;&nbsp; $20255 |
| 607000 | Mineral Resources Ltd., 9.250%, 10/01/2028(c) | &nbsp;&nbsp; 628926 |
|  |  | &nbsp;&nbsp; 1697752 |
|  | **Midstream — 5.9%** | **Midstream — 5.9%** |
| 525000 | &nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp., 5.750%, 7/01/2034(c)<br>| &nbsp;&nbsp; 517352 |
| 500000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(c)<br>| &nbsp;&nbsp; 487621 |
| 370000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, variable <br> rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 387536 |
| 410000 | Sunoco LP, 5.375%, 7/15/2031(c) | &nbsp;&nbsp; 406706 |
| 264000 | Sunoco LP, 5.625%, 3/15/2031(c) | &nbsp;&nbsp; 262789 |
| 137000 | Sunoco LP, 7.250%, 5/01/2032(c) | &nbsp;&nbsp; 141750 |
| 757000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to 9/30/2029, <br> variable rate thereafter), 9.000%(c)(d)<br>| &nbsp;&nbsp; 754007 |
| 110000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(c)<br>| &nbsp;&nbsp; 113127 |
| 488000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(c)<br>| &nbsp;&nbsp; 508713 |
| 57000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(c)<br>| &nbsp;&nbsp; 59334 |
| 385000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.750%, 1/15/2036(c)<br>| &nbsp;&nbsp; 407773 |
| 337000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(c)<br>| &nbsp;&nbsp; 370432 |
| 225000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(c)<br>| &nbsp;&nbsp; 252175 |
|  |  | &nbsp;&nbsp; 4669315 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 0.4%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 0.4%** |
| 91505 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL1, 1 mo. USD SOFR + <br> 3.614%, 7.287%, 11/15/2031(b)(c)(g)<br>| &nbsp;&nbsp; 14086 |
| 205885 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL2, 1 mo. USD SOFR + <br> 4.614%, 8.287%, 11/15/2031(b)(c)(g)<br>| &nbsp;&nbsp; 10572 |
| 345000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class E, 4.373%, 9/15/2037(c)<br>| &nbsp;&nbsp; 272496 |
| 380000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class D, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(g)<br>| &nbsp;&nbsp; 3800 |
| 420000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class E, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(g)<br>| &nbsp;&nbsp; 2100 |
| 32729 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, Series 2011-C3, <br> Class D, 5.464%, 3/15/2044(b)(c)(g)<br>| &nbsp;&nbsp; 11782 |
|  |  | &nbsp;&nbsp; 314836 |
|  | **Oil Field Services — 2.0%** | **Oil Field Services — 2.0%** |
| 193000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 193785 |
| 90000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 90366 |
| 70154 | Transocean Aquila Ltd., 8.000%, 9/30/2028(c) | &nbsp;&nbsp; 71800 |
| 105700 | Transocean International Ltd., 8.750%, 2/15/2030(c) | &nbsp;&nbsp; 109948 |
| 598000 | WBI Operating LLC, 6.250%, 10/15/2030(c) | &nbsp;&nbsp; 601564 |
| 488000 | Weatherford International Ltd., 6.750%, 10/15/2033(c) | &nbsp;&nbsp; 498623 |
|  |  | &nbsp;&nbsp; 1566086 |
|  | **Packaging — 1.6%** | **Packaging — 1.6%** |
| 200000 | &nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 3.250%, 9/01/2028(c)<br>| &nbsp;&nbsp; 190215 |
| 1095000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 1095629 |
|  |  | &nbsp;&nbsp; 1285844 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Pharmaceuticals — 2.1%** | **Pharmaceuticals — 2.1%** |
| $552000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(c) | &nbsp;&nbsp; $505472 |
| 214000 | Bausch Health Cos., Inc., 11.000%, 9/30/2028(c) | &nbsp;&nbsp; 218288 |
| 349000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 359580 |
| 782000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 579682 |
|  |  | &nbsp;&nbsp; 1663022 |
|  | **Property & Casualty Insurance — 4.9%** | **Property & Casualty Insurance — 4.9%** |
| 218000 | &nbsp;&nbsp; Acrisure LLC/Acrisure Finance, Inc., <br> 4.250%, 2/15/2029(c)<br>| &nbsp;&nbsp; 205757 |
| 715000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 6.500%, 10/01/2031(c)<br>| &nbsp;&nbsp; 702093 |
| 370000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 7.000%, 1/15/2031(c)<br>| &nbsp;&nbsp; 373150 |
| 1000000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(c) | &nbsp;&nbsp; 1011717 |
| 695000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, <br> 7.125%, 5/15/2031(c)<br>| &nbsp;&nbsp; 698523 |
| 315000 | Liberty Mutual Group, Inc., 4.300%, 2/01/2061(c) | &nbsp;&nbsp; 197908 |
| 494000 | Panther Escrow Issuer LLC, 7.125%, 6/01/2031(c) | &nbsp;&nbsp; 495659 |
| 198000 | Ryan Specialty LLC, 5.875%, 8/01/2032(c) | &nbsp;&nbsp; 195696 |
|  |  | &nbsp;&nbsp; 3880503 |
|  | **Refining — 0.9%** | **Refining — 0.9%** |
| 330000 | CVR Energy, Inc., 7.875%, 2/15/2034(c) | &nbsp;&nbsp; 331157 |
| 331000 | &nbsp;&nbsp; PBF Holding Co. LLC/PBF Finance Corp., <br> 9.875%, 3/15/2030(c)<br>| &nbsp;&nbsp; 354818 |
|  |  | &nbsp;&nbsp; 685975 |
|  | **Restaurants — 2.7%** | **Restaurants — 2.7%** |
| 390000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(c)<br>| &nbsp;&nbsp; 381217 |
| 810000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(c)<br>| &nbsp;&nbsp; 761339 |
| 225000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.375%, 1/15/2028(c)<br>| &nbsp;&nbsp; 221848 |
| 5000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(c)<br>| &nbsp;&nbsp; 5011 |
| 136000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 6.125%, 6/15/2029(c)<br>| &nbsp;&nbsp; 138199 |
| 683000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 630937 |
| 35000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 33423 |
|  |  | &nbsp;&nbsp; 2171974 |
|  | **Retailers — 2.4%** | **Retailers — 2.4%** |
| 835000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(c)<br>| &nbsp;&nbsp; 766563 |
| 60000 | Michaels Cos., Inc., 8.500%, 3/15/2033(c) | &nbsp;&nbsp; 58410 |
| 213000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031(c) | &nbsp;&nbsp; 197928 |
| 665000 | &nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., <br> 7.500%, 9/15/2032(c)<br>| &nbsp;&nbsp; 668239 |
| 228000 | Wayfair LLC, 7.750%, 9/15/2030(c) | &nbsp;&nbsp; 237379 |
|  |  | &nbsp;&nbsp; 1928519 |
|  | **Technology — 9.2%** | **Technology — 9.2%** |
| 255000 | CACI International, Inc., 6.375%, 6/15/2033(c) | &nbsp;&nbsp; 259571 |
| 25000 | Entegris, Inc., 3.625%, 5/01/2029(c) | &nbsp;&nbsp; 23762 |
| 95000 | Entegris, Inc., 4.375%, 4/15/2028(c) | &nbsp;&nbsp; 93437 |
| 70000 | Entegris, Inc., 5.950%, 6/15/2030(c) | &nbsp;&nbsp; 70442 |
| 689000 | Fair Isaac Corp., 6.000%, 5/15/2033(c) | &nbsp;&nbsp; 676061 |
| 283000 | Fair Isaac Corp., 6.250%, 9/15/2034(c) | &nbsp;&nbsp; 278340 |
| 194000 | Flash Compute LLC, 7.250%, 12/31/2030(c) | &nbsp;&nbsp; 195317 |
| 156744 | GoTo Group, Inc., 5.500%, 5/01/2028(c) | &nbsp;&nbsp; 122608 |
| 774000 | Imola Merger Corp., 4.750%, 5/15/2029(c) | &nbsp;&nbsp; 752277 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $110000 | Iron Mountain, Inc., 4.875%, 9/15/2029(c) | &nbsp;&nbsp; $107023 |
| 263000 | Iron Mountain, Inc., 5.250%, 7/15/2030(c) | &nbsp;&nbsp; 255519 |
| 50000 | Iron Mountain, Inc., 7.000%, 2/15/2029(c) | &nbsp;&nbsp; 50961 |
| 602000 | Neptune Bidco U.S., Inc., 9.290%, 4/15/2029(c) | &nbsp;&nbsp; 603672 |
| 216000 | Open Text Corp., 3.875%, 2/15/2028(c) | &nbsp;&nbsp; 207979 |
| 192000 | Open Text Corp., 3.875%, 12/01/2029(c) | &nbsp;&nbsp; 171582 |
| 818000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(c) | &nbsp;&nbsp; 730906 |
| 170000 | Open Text Holdings, Inc., 4.125%, 12/01/2031(c) | &nbsp;&nbsp; 145076 |
| 341000 | Oracle Corp., 6.700%, 2/04/2056 | &nbsp;&nbsp; 316483 |
| 290000 | Sabre Financial Borrower LLC, 11.125%, 6/15/2029(c) | &nbsp;&nbsp; 296764 |
| 363000 | &nbsp;&nbsp; Science Applications International Corp., <br> 5.875%, 11/01/2033(c)<br>| &nbsp;&nbsp; 354242 |
| 30000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 4.091%, 6/01/2029(c)<br>| &nbsp;&nbsp; 29035 |
| 215000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 4.125%, 1/15/2031(c)<br>| &nbsp;&nbsp; 200960 |
| 60000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.750%, 12/01/2034(c)<br>| &nbsp;&nbsp; 59939 |
| 260000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(c)<br>| &nbsp;&nbsp; 264274 |
| 90000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 8.250%, 12/15/2029(c)<br>| &nbsp;&nbsp; 94517 |
| 265000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(c) | &nbsp;&nbsp; 245793 |
| 125000 | Sensata Technologies, Inc., 4.375%, 2/15/2030(c) | &nbsp;&nbsp; 119542 |
| 208000 | UKG, Inc., 6.875%, 2/01/2031(c) | &nbsp;&nbsp; 203282 |
| 110000 | WULF Compute LLC, 7.750%, 10/15/2030(c) | &nbsp;&nbsp; 116235 |
| 290000 | Ziff Davis, Inc., 4.625%, 10/15/2030(c) | &nbsp;&nbsp; 273431 |
|  |  | &nbsp;&nbsp; 7319030 |
|  | **Wirelines — 0.4%** | **Wirelines — 0.4%** |
| 210000 | Altice Financing SA, 5.000%, 1/15/2028(c) | &nbsp;&nbsp; 147452 |
| 203000 | Level 3 Financing, Inc., 4.250%, 7/01/2028(c) | &nbsp;&nbsp; 195871 |
|  |  | &nbsp;&nbsp; 343323 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $71,013,882)<br>| &nbsp;&nbsp; 66517419 |
| **Convertible Bonds — 3.5%** | **Convertible Bonds — 3.5%** | **Convertible Bonds — 3.5%** |
|  | **Cable Satellite — 0.5%** |  |
| 109903 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(e)<br>| &nbsp;&nbsp; 392585 |
|  | **Consumer Cyclical Services — 0.3%** |  |
| 64000 | Compass, Inc., 0.250%, 4/15/2031(c) | &nbsp;&nbsp; 53568 |
| 73000 | DoorDash, Inc., Zero Coupon, 5/15/2030(c) | &nbsp;&nbsp; 66503 |
| 63000 | Lyft, Inc., Zero Coupon, 9/15/2030(c) | &nbsp;&nbsp; 59247 |
| 59000 | &nbsp;&nbsp; Uber Technologies, Inc., Series 2028, <br> 0.875%, 12/01/2028<br>| &nbsp;&nbsp; 70947 |
|  |  | &nbsp;&nbsp; 250265 |
|  | **Diversified Manufacturing — 0.2%** |  |
| 41000 | Advanced Energy Industries, Inc., 2.500%, 9/15/2028 | &nbsp;&nbsp; 98556 |
| 49000 | Bloom Energy Corp., Zero Coupon, 11/15/2030(c) | &nbsp;&nbsp; 52175 |
| 35000 | Itron, Inc., 1.375%, 7/15/2030 | &nbsp;&nbsp; 35175 |
|  |  | &nbsp;&nbsp; 185906 |
|  | **Electric — 0.2%** |  |
| 36000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 48564 |
| 67000 | FirstEnergy Corp., 3.875%, 1/15/2031(c) | &nbsp;&nbsp; 77251 |
| 52000 | Pinnacle West Capital Corp., 4.750%, 6/15/2027 | &nbsp;&nbsp; 59540 |
|  |  | &nbsp;&nbsp; 185355 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Environmental — 0.0%** |  |
| $40000 | Tetra Tech, Inc., 2.250%, 8/15/2028 | &nbsp;&nbsp; $41816 |
|  | **Financial Other — 0.3%** |  |
| 4352 | &nbsp;&nbsp; China Aoyuan Group Ltd., Series IAI, Zero Coupon, <br> 9/30/2028(f)<br>| &nbsp;&nbsp; 82 |
| 150000 | IREN Ltd., Series 33, 1.000%, 6/01/2033(c) | &nbsp;&nbsp; 131775 |
| 27375 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2026(c)<br>| &nbsp;&nbsp; 68 |
| 34221 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2027(c)<br>| &nbsp;&nbsp; 34 |
| 54752 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2028(c)<br>| &nbsp;&nbsp; 27 |
| 54752 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2029(c)<br>| &nbsp;&nbsp; 11 |
| 68440 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2030(c)<br>| &nbsp;&nbsp; 21 |
| 68440 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2031(c)<br>| &nbsp;&nbsp; 7 |
| 129118 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2032(c)<br>| &nbsp;&nbsp; 13 |
| 174238 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(c)<br>| &nbsp;&nbsp; 3398 |
| 219857 | Sunac China Holdings Ltd., Zero Coupon, 6/23/2026(c) | &nbsp;&nbsp; 34678 |
| 162450 | Sunac China Holdings Ltd., Zero Coupon, 6/23/2028(c) | &nbsp;&nbsp; 41116 |
| 77150 | Times China Holdings Ltd., Zero Coupon, 3/30/2027(c) | &nbsp;&nbsp; 453 |
| 15184 | Times China Holdings Ltd., Zero Coupon, 3/30/2027(c) | &nbsp;&nbsp; 59 |
|  |  | &nbsp;&nbsp; 211742 |
|  | **Food & Beverage — 0.1%** |  |
| 44000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 47630 |
|  | **Industrial Other — 0.1%** |  |
| 38000 | Fluor Corp., 1.125%, 8/15/2029 | &nbsp;&nbsp; 46797 |
| 25000 | Granite Construction, Inc., 3.750%, 5/15/2028 | &nbsp;&nbsp; 65562 |
|  |  | &nbsp;&nbsp; 112359 |
|  | **Leisure — 0.1%** |  |
| 56000 | NCL Corp. Ltd., 0.875%, 4/15/2030(c) | &nbsp;&nbsp; 58116 |
|  | **Metals & Mining — 0.1%** |  |
| 39000 | B2Gold Corp., 2.750%, 2/01/2030(c) | &nbsp;&nbsp; 62926 |
|  | **Midstream — 0.1%** |  |
| 40000 | UGI Corp., 5.000%, 6/01/2028 | &nbsp;&nbsp; 56060 |
|  | **Pharmaceuticals — 0.2%** |  |
| 56000 | &nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc., Zero Coupon, <br> 1/15/2032<br>| &nbsp;&nbsp; 57938 |
| 44000 | Halozyme Therapeutics, Inc., 0.875%, 11/15/2032(c) | &nbsp;&nbsp; 43406 |
| 39000 | Ligand Pharmaceuticals, Inc., 0.750%, 10/01/2030(c) | &nbsp;&nbsp; 47170 |
| 32000 | Zoetis, Inc., 0.250%, 6/15/2029(c) | &nbsp;&nbsp; 31760 |
|  |  | &nbsp;&nbsp; 180274 |
|  | **Retailers — 0.2%** |  |
| 61000 | Burlington Stores, Inc., 1.250%, 12/15/2027 | &nbsp;&nbsp; 100650 |
| 19000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 21820 |
|  |  | &nbsp;&nbsp; 122470 |
|  | **Technology — 1.1%** |  |
| 23000 | Cloudflare, Inc., Zero Coupon, 6/15/2030(c) | &nbsp;&nbsp; 26076 |
| 100000 | CyberArk Software Ltd., Zero Coupon, 6/15/2030(c) | &nbsp;&nbsp; 102680 |
| 45000 | Guidewire Software, Inc., 1.250%, 11/01/2029 | &nbsp;&nbsp; 44803 |
| 18000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 70245 |
| 24000 | Lumentum Holdings, Inc., 0.375%, 3/15/2032(c) | &nbsp;&nbsp; 92389 |
| 35000 | &nbsp;&nbsp; Microchip Technology, Inc., Zero Coupon, <br> 2/15/2030(c)<br>| &nbsp;&nbsp; 34143 |
| 27000 | MKS, Inc., 1.250%, 6/01/2030 | &nbsp;&nbsp; 44604 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** |  |
| $61000 | Nova Ltd., Zero Coupon, 9/15/2030(c) | &nbsp;&nbsp; $93875 |
| 54000 | Nutanix, Inc., 0.500%, 12/15/2029 | &nbsp;&nbsp; 48681 |
| 81000 | Rubrik, Inc., Zero Coupon, 6/15/2030(c) | &nbsp;&nbsp; 69701 |
| 22000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 104438 |
| 60000 | Snowflake, Inc., Zero Coupon, 10/01/2029 | &nbsp;&nbsp; 73416 |
| 24000 | Wolfspeed, Inc., 2.500%, 6/15/2031 | &nbsp;&nbsp; 34230 |
| 16000 | Wolfspeed, Inc., 2.500%, 6/15/2031(c) | &nbsp;&nbsp; 22820 |
|  |  | &nbsp;&nbsp; 862101 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $2,893,030)<br>| &nbsp;&nbsp; 2769605 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $73,906,912)<br>| &nbsp;&nbsp; 69287024 |
| **Senior Loans — 7.2%** | **Senior Loans — 7.2%** | **Senior Loans — 7.2%** |
|  | **Automotive — 0.0%** | **Automotive — 0.0%** |
| 27719 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, 10.759% <br> PIK, 3/30/2027(e)(h)(i)<br>| &nbsp;&nbsp; 36 |
| 41237 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term Loan, <br> 3 mo. USD SOFR + 5.000%, 8.675%, 3/30/2027(h)(i)<br>| &nbsp;&nbsp; 54 |
| 27671 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, 13.671% <br> PIK, 6/29/2026(b)(e)(i)<br>| &nbsp;&nbsp; 6364 |
| 79077 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up Term <br> Loan B, 10.671% PIK, 6/29/2026(b)(e)(i)<br>| &nbsp;&nbsp; 53 |
|  |  | &nbsp;&nbsp; 6507 |
|  | **Consumer Cyclical Services — 1.1%** | **Consumer Cyclical Services — 1.1%** |
| 495081 | &nbsp;&nbsp; Horizon U.S. Finco LP, Term Loan B, 6 mo. USD SOFR <br> + 4.500%, 8.448%, 10/31/2031(b)(i)<br>| &nbsp;&nbsp; 460425 |
| 32399 | PUG LLC, 2024 Extended Term Loan B, 3/15/2030(j) | &nbsp;&nbsp; 31812 |
| 391333 | &nbsp;&nbsp; PUG LLC, 2024 Extended Term Loan B, 1 mo. USD <br> SOFR + 4.750%, 8.418%, 3/15/2030(b)<br>| &nbsp;&nbsp; 384242 |
|  |  | &nbsp;&nbsp; 876479 |
|  | **Healthcare — 1.4%** | **Healthcare — 1.4%** |
| 469291 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 3.750%, 7.418%, 1/15/2031(b)(i)<br>| &nbsp;&nbsp; 469878 |
| 5257 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(k)<br>| &nbsp;&nbsp; 5266 |
| 8722 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, 1 mo. <br> USD SOFR + 3.500%, 5.788%, 10/23/2031(b)(i)<br>| &nbsp;&nbsp; 8737 |
| 106989 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD SOFR + <br> 3.500%, 7.168%, 10/23/2031(b)(i)<br>| &nbsp;&nbsp; 107177 |
| 592 | &nbsp;&nbsp; Inception Holdco SARL, 2025 USD Repriced Term <br> Loan, 3 mo. USD SOFR + 3.250%, <br> 6.950%, 4/09/2031(b)(i)<br>| &nbsp;&nbsp; 593 |
| 168074 | &nbsp;&nbsp; IVC Acquisition Ltd., 2025 USD Repriced Term Loan <br> B, 3 mo. USD SOFR + 3.750%, 7.450%, 12/12/2028(b)(i)<br>| &nbsp;&nbsp; 167023 |
| 51974 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Delayed Draw <br> Term Loan, 1.750%, 12/30/2032(k)<br>| &nbsp;&nbsp; 51779 |
| 343026 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Term Loan, 3 mo. <br> USD SOFR + 3.500%, 7.167%, 12/30/2032(b)(i)<br>| &nbsp;&nbsp; 341740 |
|  |  | &nbsp;&nbsp; 1152193 |
|  | **Industrial Other — 0.1%** | **Industrial Other — 0.1%** |
| 120000 | &nbsp;&nbsp; Fluid Flow Products, Inc., 2026 Term Loan B, <br> 3/04/2033(j)<br>| &nbsp;&nbsp; 119850 |
|  | **Media Entertainment — 0.3%** | **Media Entertainment — 0.3%** |
| 205000 | Electronic Arts, Inc., USD Term Loan B, 3/24/2033(j) | &nbsp;&nbsp; 203719 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| $51920 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Delayed Draw Term <br> Loan, 3.750%, 12/21/2029(k)<br>| &nbsp;&nbsp; $49032 |
| 90859 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 6.000%, 9.670%, 12/21/2029(b)(i)<br>| &nbsp;&nbsp; 85806 |
|  |  | &nbsp;&nbsp; 134838 |
|  | **Paper — 0.8%** | **Paper — 0.8%** |
| 630000 | Mativ Holdings, Inc., 2026 Term Loan B, 4/04/2033(j) | &nbsp;&nbsp; 604800 |
|  | **Property & Casualty Insurance — 1.0%** | **Property & Casualty Insurance — 1.0%** |
| 388124 | &nbsp;&nbsp; Acrisure LLC, 2024 1st Lien Term Loan B6, 1 mo. USD <br> SOFR + 3.000%, 6.668%, 11/06/2030(b)(i)<br>| &nbsp;&nbsp; 375414 |
| 232491 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, USD <br> SOFR + 2.750%, 6.374%, 2/15/2031(b)(i)<br>| &nbsp;&nbsp; 226825 |
| 25569 | &nbsp;&nbsp; Asurion LLC, 2023 Term Loan B11, 1 mo. USD SOFR + <br> 4.250%, 8.018%, 8/19/2028(b)(i)<br>| &nbsp;&nbsp; 25532 |
| 139926 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2nd Lien Term Loan, <br> 3 mo. USD SOFR + 4.750%, 8.450%, 5/06/2032(b)(i)<br>| &nbsp;&nbsp; 138308 |
|  |  | &nbsp;&nbsp; 766079 |
|  | **Supermarkets — 0.3%** | **Supermarkets — 0.3%** |
| 278929 | &nbsp;&nbsp; Northeast Grocery, Inc., Term Loan B, 3 mo. USD <br> SOFR + 7.500%, 11.152%, 12/13/2028(b)(i)<br>| &nbsp;&nbsp; 279277 |
|  | **Technology — 2.0%** | **Technology — 2.0%** |
| 214000 | Cyberswift U.S. Finco LLC, Term Loan B, 10/08/2032(j) | &nbsp;&nbsp; 210255 |
| 64673 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD SOFR <br> + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 61772 |
| 245000 | &nbsp;&nbsp; Darktrace PLC, 2nd Lien Term Loan, 3 mo. USD SOFR <br> + 5.250%, 8.898%, 10/09/2032(b)(i)<br>| &nbsp;&nbsp; 225248 |
| 633039 | &nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, 3 mo. USD SOFR + <br> 3.000%, 6.661%, 2/04/2033(b)(i)<br>| &nbsp;&nbsp; 598044 |
| 52314 | &nbsp;&nbsp; GoTo Group, Inc., 2024 First Out Term Loan, 3 mo. <br> USD SOFR + 4.750%, 8.571%, 4/28/2028(b)(i)<br>| &nbsp;&nbsp; 42766 |
| 114660 | &nbsp;&nbsp; Project Alpha Intermediate Holding, Inc., 2024 1st <br> Lien Term Loan B, 3 mo. USD SOFR + 3.250%, <br> 6.950%, 10/26/2030(b)(i)<br>| &nbsp;&nbsp; 86386 |
| 365000 | &nbsp;&nbsp; Vantor Holdings, Inc., 1st Lien Term Loan, 3 mo. USD <br> SOFR + 4.500%, 8.170%, 3/03/2033(b)(i)<br>| &nbsp;&nbsp; 357244 |
|  |  | &nbsp;&nbsp; 1581715 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $5,991,545)<br>| &nbsp;&nbsp; 5725457 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>| **Description** | **Value (†)** |
| **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** | **Preferred Stocks — 0.3%** |
| **Convertible Preferred Stocks — 0.3%** | **Convertible Preferred Stocks — 0.3%** | **Convertible Preferred Stocks — 0.3%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 900 | Boeing Co., 6.000% | &nbsp;&nbsp; $58392 |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 263 | Apollo Global Management, Inc., 6.750% | &nbsp;&nbsp; 15375 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 350 | Albemarle Corp., 7.250% | &nbsp;&nbsp; 25148 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 1683 | PG&E Corp., Series A, 6.000% | &nbsp;&nbsp; 72352 |
|  | **Technology — 0.1%** | **Technology — 0.1%** |
| 1200 | Oracle Corp., Series D, 6.500% | &nbsp;&nbsp; 54012 |
|  | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Identified Cost $238,211)<br>| &nbsp;&nbsp; 225279 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $238,211)<br>| &nbsp;&nbsp; 225279 |
| **Common Stocks— 0.0%** | **Common Stocks— 0.0%** | **Common Stocks— 0.0%** |
|  | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| 81 | McDermott International Ltd.(g) | &nbsp;&nbsp; 2106 |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 12176 | China Aoyuan Group Ltd.(g) | &nbsp;&nbsp; 93 |
| 33934 | Kaisa Group Holdings Ltd.(g) | &nbsp;&nbsp; 385 |
| 43613 | Times China Holdings Ltd.(g) | &nbsp;&nbsp; 412 |
| 30226 | Yuzhou Group Holdings Co. Ltd.(g) | &nbsp;&nbsp; 613 |
|  |  | &nbsp;&nbsp; 1503 |
|  | **Semiconductors & Semiconductor Equipment — 0.0%** | **Semiconductors & Semiconductor Equipment — 0.0%** |
| 1509 | Wolfspeed, Inc.(g) | &nbsp;&nbsp; 24627 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $331,475)<br>| &nbsp;&nbsp; 28236 |
| **Other Investments — 0.0%** | **Other Investments — 0.0%** | **Other Investments — 0.0%** |
|  | **Aircraft ABS — 0.0%** | **Aircraft ABS — 0.0%** |
| 100 | ECAF I Blocker, Ltd.(a)(f)(g) | &nbsp;&nbsp; — |
|  | **Professional Services — 0.0%** | **Professional Services — 0.0%** |
| 456218 | CFLD Cayman Trust Units(a)(g) | &nbsp;&nbsp; 2318 |
|  | &nbsp;&nbsp; Total Other Investments <br>(Identified Cost $1,002,200)<br>| &nbsp;&nbsp; 2318 |
| **Warrants — 0.0%** | **Warrants — 0.0%** | **Warrants — 0.0%** |
| 20319 | &nbsp;&nbsp; McDermott International Ltd., Tranche A, Expiration <br> on 6/30/2027(a)(g)<br>| &nbsp;&nbsp; — |
| 22577 | &nbsp;&nbsp; McDermott International Ltd., Tranche B, Expiration <br> on 6/30/2027(a)(g)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Total Warrants <br>(Identified Cost $31,517)<br>| &nbsp;&nbsp; — |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Short-Term Investments — 4.3%** | **Short-Term Investments — 4.3%** | **Short-Term Investments — 4.3%** |
| $1372140 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed Income <br> Clearing Corporation, dated 3/31/2026 at 2.150% to be <br> repurchased at $1,372,222 on 4/01/2026 collateralized <br> by $1,394,300 U.S. Treasury Note, 4.125% due <br> 9/30/2027 valued at $1,399,583 including accrued <br> interest(l)<br>| &nbsp;&nbsp; $1372140 |
| 885000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 3.511%–3.527%, 4/07/2026(m)(n)(o)<br>| &nbsp;&nbsp; 884467 |
| 1198000 | U.S. Treasury Bills, 3.612%–3.621%, 6/18/2026(n)(o) | &nbsp;&nbsp; 1188663 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $3,445,235)<br>| &nbsp;&nbsp; 3445270 |
|  | &nbsp;&nbsp; Total Investments — 99.1% <br>(Identified Cost $84,947,095)<br>| &nbsp;&nbsp; 78713584 |
|  | Other assets less liabilities — 0.9% | &nbsp;&nbsp; 699237 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $79412821 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished <br> by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service <br> or bid prices obtained from broker-dealers. Senior loans are fair valued at bid prices supplied by an independent pricing service, if available. Broker-<br> dealer bid prices may be used to fair value debt, unlisted equities and senior loans where an independent pricing service is unable to price an investment <br> or where an independent pricing service does not provide a reliable price for the investment. Centrally cleared swap agreements are fair valued at <br> settlement prices of the clearing house on which the contracts were traded or prices obtained from broker-dealers. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of <br> the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market <br> activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by the <br> Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may <br> differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not <br> always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Level 3 security. Value has been determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of March 31, 2026 is disclosed. Issuers comprised
 of various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average
 rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based
 on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At March 31, 2026, the value of Rule 144A holdings amounted to $57,432,114 or 72.3% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Perpetual bond with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Securities subject to restriction on resale. At March 31, 2026, the restricted securities
 held by the Fund are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| **Value** | &nbsp;&nbsp; **% of** <br>**Net Assets**<br>|
| Add Hero Holdings Ltd. | 10/04/2021-4/03/2024 | $43828 | $1353 | Less than 0.1% |
| Add Hero Holdings Ltd. | 10/04/2021-4/03/2024 | 36528 | 351 | Less than 0.1% |
| Add Hero Holdings Ltd. | 10/04/2021-4/03/2024 | 45677 | 335 | Less than 0.1% |
| China Aoyuan Group Ltd. | 10/04/2021-3/21/2024 | 658 | 122 | Less than 0.1% |
| China Aoyuan Group Ltd. | 10/04/2021-3/21/2024 | 196 | 82 | Less than 0.1% |
| China Aoyuan Group Ltd. | 10/04/2021-9/30/2024 | 13696 | 50 | Less than 0.1% |
| ECAF I Blocker, Ltd. | 6/18/2015 | 1000000 |  | 0.0% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-12/31/2025 | 78385 | 2517 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-1/07/2026 | 74943 | 2247 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-1/16/2026 | 63697 | 1752 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-1/07/2026 | 7434 | 1478 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-1/09/2026 | 44305 | 781 | Less than 0.1% |
| Yuzhou Group Holdings Co. Ltd. | 8/05/2021-1/07/2026 | 11504 | 59 | Less than 0.1% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The issuer is in default with respect to interest and/or principal payments. Income
 is not being accrued.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Stated interest rate has been determined in accordance with the provisions of the
 loan agreement and is subject to a minimum benchmark floor rate which may range from 0.00% to 2.00%, to which the spread is added.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Position is unsettled. Contract rate was not determined at March 31, 2026 and does
 not take effect until settlement date. Maturity date is not finalized until settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Unfunded loan commitment. An unfunded loan commitment is a contractual obligation
 for future funding at the option of the borrower. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time
 the rate will become the stated rate in the loan agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of March 31, 2026, the Fund had
 an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Security (or a portion thereof) has been pledged as collateral for open derivative
 contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) The Fund's investment in U.S. Government/Agency securities is comprised of various
 lots with differing discount rates. These separate investments, which have the same maturity date, have been aggregated for the purpose of presentation
 in the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(o) Interest rate represents discount rate at time of purchase; not a coupon rate.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| DIP | Debtor In Possession |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

------

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: | At March 31, 2026, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 6/30/2026 | 34 | &nbsp;&nbsp;&nbsp; $7102092 | &nbsp;&nbsp;&nbsp; $7053141 | &nbsp;&nbsp;&nbsp; $(48951)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 13 | &nbsp;&nbsp;&nbsp; 1424411 | &nbsp;&nbsp;&nbsp; 1406336 | &nbsp;&nbsp;&nbsp; (18075)<br>|
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 4 | &nbsp;&nbsp;&nbsp; 463285 | &nbsp;&nbsp;&nbsp; 454063 | &nbsp;&nbsp;&nbsp; (9222)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(76248)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: | At March 31, 2026, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 6/30/2026 | 27 | &nbsp;&nbsp;&nbsp; $2962863 | &nbsp;&nbsp;&nbsp; $2920852 | &nbsp;&nbsp;&nbsp; $42011 |
| CBOT U.S. Long Bond Futures | 6/18/2026 | 4 | &nbsp;&nbsp;&nbsp; 470487 | &nbsp;&nbsp;&nbsp; 455500 | &nbsp;&nbsp;&nbsp; 14987 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 6/18/2026 | 1 | &nbsp;&nbsp;&nbsp; 120608 | &nbsp;&nbsp;&nbsp; 116563 | &nbsp;&nbsp;&nbsp; 4045 |
| Ultra 10 Year U.S. Treasury Notes Futures | 6/18/2026 | 6 | &nbsp;&nbsp;&nbsp; 696363 | &nbsp;&nbsp;&nbsp; 681094 | &nbsp;&nbsp;&nbsp; 15269 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $76312 |

---

**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of March 31, 2026, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $— | $— | $49866 | $49866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction |  | 1633677 |  | 1633677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities |  | 308936 | 5900 | 314836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds |  | 64519040 |  | 64519040 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 66461653 | 55766 | 66517419 |
| &nbsp;&nbsp;&nbsp; Convertible Bonds(a) |  | 2769605 |  | 2769605 |
| Total Bonds and Notes |  | 69231258 | 55766 | 69287024 |
| Senior Loans(a) |  | 5725457 |  | 5725457 |
| Preferred Stocks(a) | 225279 |  |  | 225279 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development | $998 | $505 | $— | $1503 |
| &nbsp;&nbsp;&nbsp; All Other Common Stocks(a) | 26733 |  |  | 26733 |
| Total Common Stocks | 27731 | 505 |  | 28236 |
| Other Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aircraft ABS |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services |  |  | 2318 | 2318 |
| Total Other Investments |  |  | 2318 | 2318 |
| Warrants |  |  |  |  |
| Short-Term Investments |  | 3445270 |  | 3445270 |
| Total Investments | 253010 | 78402490 | 58084 | 78713584 |
| Futures Contracts (unrealized appreciation) | 76312 |  |  | 76312 |
| Total | $329322 | $78402490 | $58084 | $78789896 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures Contracts (unrealized depreciation) | $(76248)<br>| $— | $— | $(76248)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of December 31, 2025 and/or March 31, 2026:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>December 31, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>March 31, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>March 31, <br>2026<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $50113 | $— | $58 | $(101)<br>| $— | $(204)<br>| $— | $— | $49866 | $(141)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial <br> Mortgage-Backed Securities<br>| 5900 |  |  |  |  |  |  |  | 5900 |  |
| Other Investments |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aircraft ABS |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services | 2289 |  |  | 29 |  |  |  |  | 2318 | 29 |
| Warrants |  |  |  |  |  |  |  |  |  |  |
| Total | $58302 | $— | $58 | $(72)<br>| $— | $(204)<br>| $— | $— | $58084 | $(112)<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

**Item A.2. Information about the Series.**

- **a. Name of Series:** Loomis Sayles High Income Fund

- **b. EDGAR series identifier (if any):** S000006700

- **c. LEI of Series:** 8P6ZOX2M1E9CLYYYG221

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $81570124.83

**Total Liabilities:** $2158228.16

**Net Assets:** $79411896.67

**Cash Not Reported:** $8518.38

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1.66000000 | **1-Year:** -42.20000000 | **5-Year:** -70.05000000 | **10-Year:** -308.94000000 | **30-Year:** -170.70000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -228.72000000 | **1-Year:** -6082.79000000 | **5-Year:** -15847.65000000 | **10-Year:** -4312.85000000 | **30-Year:** -620.99000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018231 | 0.51%                | -0.01%               | -1.01%               |
| Class ID C000018233 | 0.71%                | -0.34%               | -1.07%               |
| Class ID C000069253 | 0.80%                | 0.01%                | -0.98%               |
| Class ID C000175112 | 0.80%                | 0.02%                | -0.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127618.48              | $112434.87                                 |
| Month 2  | $-518052.26              | $16053.08                                  |
| Month 3  | $132485.51               | $-1458518.74                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                     | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                 | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    835000 | PA      | $766563.40    | 0.97%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                   | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $553413.24    | 0.70%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                            | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    388124 | PA      | $375413.35    | 0.47%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                   | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $205757.05    | 0.26%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                       | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    414000 | PA      | $414051.71    | 0.52%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                       | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    501000 | PA      | $494588.33    | 0.62%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                      | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     41000 | PA      | $98555.80     | 0.12%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                           | Albemarle Corp                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       350 | NS      | $25147.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $373149.47    | 0.47%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $702092.53    | 0.88%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                      | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $147451.94    | 0.19%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                  | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80131.32     | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                  | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195969.11    | 0.25%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $517351.66    | 0.65%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                 | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       263 | NS      | $15374.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                 | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $546353.52    | 0.69%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                               | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170759.02    | 0.22%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                               | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66601.80     | 0.08%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $190214.92    | 0.24%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                       | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1011717.00   | 1.27%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                  | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57937.60     | 0.07%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                              | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    152000 | PA      | $136486.64    | 0.17%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                              | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     25569 | PA      | $25532.17     | 0.03%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    385000 | PA      | $361204.34    | 0.45%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182978.28    | 0.23%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56141.03     | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                           | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    288000 | PA      | $296631.65    | 0.37%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                           | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $504845.00    | 0.64%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                    | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $698523.25    | 0.88%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1095628.53   | 1.38%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    552000 | PA      | $505471.93    | 0.64%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $218288.24    | 0.27%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                        | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52175.20     | 0.07%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                              | B2Gold Corp                                                                      | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $62926.50     | 0.08%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                 | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333000.00    | 0.42%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                 | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    425000 | PA      | $364956.00    | 0.46%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                    | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     61000 | PA      | $100650.00    | 0.13%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $292578.17    | 0.37%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $492140.10    | 0.62%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $816980.66    | 1.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust        | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91504 | PA      | $14085.65     | 0.02%             | 2031-11-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust        | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205885 | PA      | $10572.40     | 0.01%             | 2031-11-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147910.24    | 0.19%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $228396.94    | 0.29%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $153730.39    | 0.19%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $199370.08    | 0.25%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $939715.60    | 1.18%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust             | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $272495.70    | 0.34%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                 | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487621.30    | 0.61%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                           | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331156.49    | 0.42%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                   | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259571.13    | 0.33%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                     | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120876.25    | 0.15%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                              | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    576000 | PA      | $570311.71    | 0.72%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                             | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    473000 | PA      | $499055.68    | 0.63%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104698.48    | 0.13%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                           | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26076.34     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128926.46    | 0.16%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    324000 | PA      | $308677.33    | 0.39%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189555.55    | 0.24%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71243.03     | 0.09%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100556.24    | 0.13%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                           | Compass Inc                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53568.00     | 0.07%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION GEO SA DE CV                 | Corp GEO SAB de CV                                                               | CUSIP: 21986VAC9<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $12.00        | 0.00%             | 2022-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CYBERARK SOFTWARE LTD                    | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $102680.00    | 0.13%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                  | Cyberswift US Finco LLC Term Loan B                                              | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |    214000 | PA      | $210255.00    | 0.26%             | 2032-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                 | DSLA Mortgage Loan Trust 2005-AR5                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96341 | PA      | $49866.17     | 0.06%             | 2045-09-19      | Floating      | 4.45%                 | No            |                  3 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38460.61     | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    229000 | PA      | $209980.76    | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                             | Dayforce Inc 2026 Term Loan                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    633039 | PA      | $598044.42    | 0.75%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                    | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $594217.92    | 0.75%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    784000 | PA      | $800330.13    | 1.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                 | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $190533.20    | 0.24%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                 | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $283566.23    | 0.36%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                        | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41209.80     | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $656813.65    | 0.83%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $570068.43    | 0.72%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145078.88    | 0.18%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                             | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66503.00     | 0.08%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                     | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    416000 | PA      | $383585.28    | 0.48%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    569079 | PA      | $574632.07    | 0.72%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    109903 | PA      | $392584.51    | 0.49%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    928321 | PA      | $1002819.48   | 1.26%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    406000 | PA      | $425241.96    | 0.54%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93436.87     | 0.12%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23761.90     | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70441.56     | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218203.29    | 0.27%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                 | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    388000 | PA      | $378443.21    | 0.48%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                               | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     36000 | PA      | $48564.00     | 0.06%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                 | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    169000 | PA      | $159678.72    | 0.20%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    689000 | PA      | $676061.54    | 0.85%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                                                                  | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    283000 | PA      | $278339.73    | 0.35%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                   | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     27719 | PA      | $36.03        | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                   | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     41237 | PA      | $53.61        | 0.00%             | 2027-03-30      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                  | First Brands Group LLC 2025 DIP Term Loan                                        | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     27671 | PA      | $6364.30      | 0.01%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                   | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                          | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     79077 | PA      | $52.98        | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     67000 | PA      | $77251.00     | 0.10%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                        | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $278881.11    | 0.35%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                               | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     38000 | PA      | $46797.00     | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415571.90    | 0.52%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264290.00    | 0.33%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90499.88     | 0.11%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79693.71     | 0.10%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                             | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21819.60     | 0.03%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $184703.01    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $71023.37     | 0.09%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77612.05     | 0.10%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                         | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    122000 | PA      | $121554.09    | 0.15%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VANTOR HOLDINGS INC                      | VANTOR HOLDINGS INC 1st LIEN TERM LOAN                                           | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    365000 | PA      | $357243.75    | 0.45%             | 2033-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    409000 | PA      | $398210.62    | 0.50%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                 | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $441770.85    | 0.56%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                           | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     52334 | PA      | $42783.17     | 0.05%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                           | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    156744 | PA      | $122608.29    | 0.15%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                     | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $35918.35     | 0.05%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                 | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $54014.95     | 0.07%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                 | Granite Construction Inc                                                         | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $65562.50     | 0.08%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                   | Guidewire Software Inc                                                           | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44803.13     | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                 | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84216.98     | 0.11%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                 | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    168000 | PA      | $147178.82    | 0.19%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                 | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43406.00     | 0.05%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                               | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    106989 | PA      | $107176.72    | 0.13%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                               | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     13979 | PA      | $14003.06     | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HERCULES LLC                             | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170085.00    | 0.21%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79723.20     | 0.10%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $495225.20    | 0.62%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121738.71    | 0.15%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102582.57    | 0.13%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                 | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $855358.31    | 1.08%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                              | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199652.50    | 0.25%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                      | Horizon US Finco LP Term Loan B                                                  | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496602 | PA      | $461840.18    | 0.58%             | 2031-10-31      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93091.20     | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    188000 | PA      | $170647.60    | 0.21%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     56000 | PA      | $42798.00     | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                        | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    774000 | PA      | $752276.68    | 0.95%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    328000 | PA      | $332863.91    | 0.42%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59984.96     | 0.08%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                         | InterDigital Inc                                                                 | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $70245.00     | 0.09%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                      | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $335292.00    | 0.42%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                 | IREN Ltd                                                                         | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    122000 | PA      | $107177.00    | 0.13%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    110000 | PA      | $107023.22    | 0.13%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    263000 | PA      | $255519.53    | 0.32%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    259000 | PA      | $243212.11    | 0.31%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     50000 | PA      | $50960.55     | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35175.00     | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                  | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67845.10     | 0.09%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                  | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $269875.09    | 0.34%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                           | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    428000 | PA      | $403547.07    | 0.51%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                  | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    446000 | PA      | $394074.45    | 0.50%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88943.86     | 0.11%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    102000 | PA      | $97108.77     | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    358000 | PA      | $332564.89    | 0.42%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                  | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224764.54    | 0.28%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                            | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64673 | PA      | $61771.47     | 0.08%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                            | Darktrace PLC 2nd Lien Term Loan                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $225248.10    | 0.28%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                    | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    319000 | PA      | $307797.98    | 0.39%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                 | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    315000 | PA      | $197908.20    | 0.25%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255553.60    | 0.32%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                 | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     39000 | PA      | $47170.50     | 0.06%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                 | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193988.29    | 0.24%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $92388.63     | 0.12%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                 | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59246.72     | 0.07%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MKS INC                                  | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     27000 | PA      | $44604.00     | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    185000 | PA      | $187555.22    | 0.24%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                   | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    450000 | PA      | $398250.00    | 0.50%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                   | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    160000 | PA      | $106742.40    | 0.13%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                 | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    289000 | PA      | $274011.65    | 0.35%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                     | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101089.00    | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                     | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286268.84    | 0.36%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                       | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $248849.31    | 0.31%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                     | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58409.64     | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | Microchip Technology Inc                                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34142.50     | 0.04%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                    | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20255.38     | 0.03%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                    | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    607000 | PA      | $628926.35    | 0.79%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    673000 | PA      | $601682.06    | 0.76%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    680000 | PA      | $590662.48    | 0.74%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87263.16     | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68817.37     | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                       | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    213000 | PA      | $197928.23    | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $58115.51     | 0.07%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79193.22     | 0.10%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    602000 | PA      | $603672.36    | 0.76%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    201000 | PA      | $195434.92    | 0.25%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    408000 | PA      | $370408.06    | 0.47%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                  | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220803.35    | 0.28%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northeast Grocery Inc                    | Northeast Grocery Inc Term Loan B                                                | CUSIP: 66417AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278929 | PA      | $279277.63    | 0.35%             | 2028-12-13      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    394000 | PA      | $409698.93    | 0.52%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $201080.94    | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                 | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     61000 | PA      | $93874.89     | 0.12%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                              | Nutanix Inc                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48681.28     | 0.06%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                      | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    205000 | PA      | $203718.75    | 0.26%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                  | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243482.19    | 0.31%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                  | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319301.96    | 0.40%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                        | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    774000 | PA      | $799110.25    | 1.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                        | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167189.55    | 0.21%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                     | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90366.03     | 0.11%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                     | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193784.93    | 0.24%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                 | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    390000 | PA      | $381216.81    | 0.48%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                 | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    225000 | PA      | $221848.16    | 0.28%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                 | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    810000 | PA      | $761339.41    | 0.96%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                 | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    136000 | PA      | $138198.44    | 0.17%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                 | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5010.89      | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $207978.60    | 0.26%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $171581.64    | 0.22%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                            | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $730905.90    | 0.92%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                            | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $145076.45    | 0.18%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      1200 | NS      | $54012.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158705.70    | 0.20%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                      | Accendra Health Inc                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     75000 | PA      | $35666.28     | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                       | PBF HOLDING CO LLC                                                               | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $354818.43    | 0.45%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1683 | NS      | $72352.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                    | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $495659.35    | 0.62%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                   | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $236006.24    | 0.30%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    291000 | PA      | $279524.24    | 0.35%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                            | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $219688.09    | 0.28%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                 | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $668238.55    | 0.84%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                    | Pinnacle West Capital Corp                                                       | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     52000 | PA      | $59540.00     | 0.07%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47630.00     | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc. | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114951 | PA      | $86605.35     | 0.11%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                  | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    423732 | PA      | $416053.58    | 0.52%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187590.56    | 0.24%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                   | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    202000 | PA      | $204801.74    | 0.26%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                      | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    505000 | PA      | $477243.53    | 0.60%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                               | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69700.50     | 0.09%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                           | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195696.19    | 0.25%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                             | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193893.08    | 0.24%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                 | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $296763.67    | 0.37%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                     | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $193659.48    | 0.24%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                 | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    363000 | PA      | $354242.04    | 0.45%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                        | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    260000 | PA      | $264274.40    | 0.33%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                        | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     30000 | PA      | $29035.31     | 0.04%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd  | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     90000 | PA      | $94516.92     | 0.12%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd  | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    215000 | PA      | $200960.07    | 0.25%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                        | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     60000 | PA      | $59938.80     | 0.08%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     22000 | PA      | $104438.40    | 0.13%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119541.68    | 0.15%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245792.86    | 0.31%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $73416.00     | 0.09%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust           | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $3800.00      | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust           | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $2100.00      | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Fixed Income Clearing Corp.              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1372140 | PA      | $1372140.05   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141749.65    | 0.18%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    264000 | PA      | $262789.11    | 0.33%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406706.10    | 0.51%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    492000 | PA      | $502519.63    | 0.63%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                  | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    402000 | PA      | $397521.08    | 0.50%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101260.88    | 0.13%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286682.78    | 0.36%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    996000 | PA      | $996871.50    | 1.26%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                   | TEAM Services Holding Inc                                                        | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294163.43    | 0.37%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                           | Tetra Tech Inc                                                                   | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41816.00     | 0.05%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                    | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    349000 | PA      | $359579.59    | 0.45%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    782000 | PA      | $579681.82    | 0.73%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                            | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    597000 | PA      | $584326.70    | 0.74%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240718.39    | 0.30%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10114.20     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160869.74    | 0.20%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397278.57    | 0.50%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114386.85    | 0.14%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207261.36    | 0.26%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                    | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     70154 | PA      | $71799.73     | 0.09%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                 | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    105700 | PA      | $109948.40    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $242884.66    | 0.31%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152984.94    | 0.19%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                         | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    760000 | PA      | $688927.00    | 0.87%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC            | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139926 | PA      | $138308.17    | 0.17%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                 | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $56060.00     | 0.07%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                  | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203281.61    | 0.26%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     59000 | PA      | $70947.50     | 0.09%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC             | US Fertility Enterprises LLC 2025 Term Loan                                      | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    343026 | PA      | $341739.97    | 0.43%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC             | US Fertility Enterprises LLC 2025 Delayed Draw Term Loan                         | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |     51974 | PA      | $51778.78     | 0.07%             | 2032-12-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                  | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $394829.19    | 0.50%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                  | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18997.41     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                  | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59571.41     | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                              | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1198000 | PA      | $1188663.39   | 1.50%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    885000 | PA      | $884466.79    | 1.11%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    337000 | PA      | $370431.75    | 0.47%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $252175.05    | 0.32%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    488000 | PA      | $508712.81    | 0.64%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $407773.52    | 0.51%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113126.86    | 0.14%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59334.26     | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    875000 | PA      | $871540.40    | 1.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145105.63    | 0.18%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    158000 | PA      | $146357.49    | 0.18%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71153.74     | 0.09%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    671000 | PA      | $489830.00    | 0.62%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                 | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351277.54    | 0.44%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                    | ELEMENT COMM AVIATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VOLTAGRID LLC                            | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    268000 | PA      | $276792.81    | 0.35%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST         | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     32729 | PA      | $11782.27     | 0.01%             | 2044-03-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                        | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    598000 | PA      | $601564.08    | 0.76%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                              | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    228000 | PA      | $237379.24    | 0.30%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                 | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    488000 | PA      | $498623.27    | 0.63%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                             | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | EC               | CORP              | CN        |    456218 | NS      | $2318.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                                                                    | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $34230.00     | 0.04%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                                                                    | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     16000 | PA      | $22820.00     | 0.03%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1509 | NS      | $24626.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                         | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $200769.20    | 0.25%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181276.95    | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                 | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300112.99    | 0.38%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    683000 | PA      | $630937.32    | 0.79%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33422.46     | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202353.45    | 0.25%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290214.69    | 0.37%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161517.51    | 0.20%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197445.36    | 0.25%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31760.00     | 0.04%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |     30226 | NS      | $612.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    213200 | PA      | $7152.86      | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    112735 | PA      | $2898.42      | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     24752 | PA      | $524.25       | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     19907 | PA      | $49.77        | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      4352 | PA      | $82.25        | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     34512 | PA      | $1352.89      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     28108 | PA      | $351.35       | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     37103 | PA      | $335.41       | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     48702 | PA      | $121.76       | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    174238 | PA      | $3397.64      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      2059 | PA      | $66.92        | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     27271 | PA      | $780.77       | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     32481 | PA      | $2517.28      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     63697 | PA      | $1751.67      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     47604 | PA      | $1478.10      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     89573 | PA      | $2247.39      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     23374 | PA      | $58.44        | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     46039 | PA      | $920.78       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     31492 | PA      | $629.84       | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     77073 | PA      | $1348.78      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     92898 | PA      | $1393.47      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    139962 | PA      | $2449.34      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    131716 | PA      | $1646.45      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     54752 | PA      | $27.38        | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     34221 | PA      | $34.22        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     27375 | PA      | $68.44        | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     54752 | PA      | $10.95        | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    129118 | PA      | $12.91        | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     68440 | PA      | $6.84         | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     68440 | PA      | $20.53        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     17276 | PA      | $506.01       | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     64449 | PA      | $1772.35      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     77150 | PA      | $452.87       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     15184 | PA      | $59.07        | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    162450 | PA      | $41116.10     | 0.05%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    219857 | PA      | $34678.04     | 0.04%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $14987.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $4044.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $-18074.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -27 | NC      | $42011.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        34 | NC      | $-48951.39    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $-9221.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $15268.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     33934 | NS      | $385.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc                     | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     51920 | PA      | $49031.95     | 0.06%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                     | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     90860 | PA      | $85805.92     | 0.11%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                | FLUID FLOW PRODUCTS INC 2026 TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    120000 | PA      | $119850.00    | 0.15%             | 2033-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                       | MATIV HOLDINGS INC 2026 TERM LOAN B                                              | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    630000 | PA      | $604800.00    | 0.76%             | 2033-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                 | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |     43613 | NS      | $412.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     12176 | NS      | $92.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                   | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    469291 | PA      | $469877.80    | 0.59%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                      | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    168074 | PA      | $167023.20    | 0.21%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd              | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     20319 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mcdermott International Ltd              | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     22577 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mcdermott International Ltd              | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        81 | NS      | $2106.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Midco 3 PLC                     | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    232491 | PA      | $226825.28    | 0.29%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 000000000<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36744.60     | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** LOOMIS SAYLES FUNDS II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer