# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-019908
**Filing Date:** 2026-2
**Character Count:** 157712
**Document Hash:** 081c097812834805cf5498c5fbbe069d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019908.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019908

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**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:** 26689351

**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           |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $80950707.66

**Total Liabilities:** $2291515.86

**Net Assets:** $78659191.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.94000000 | **1-Year:** -29.41000000 | **5-Year:** -137.89000000 | **10-Year:** -269.12000000 | **30-Year:** -70.82000000

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

- **3-Month:** -201.28000000 | **1-Year:** -5913.44000000 | **5-Year:** -15476.13000000 | **10-Year:** -4491.10000000 | **30-Year:** -1018.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018231 | 0.21%                | 0.22%                | 0.52%                |
| Class ID C000018233 | 0.14%                | 0.16%                | 0.45%                |
| Class ID C000069253 | 0.24%                | 0.25%                | 0.55%                |
| Class ID C000175112 | 0.24%                | 0.25%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $51716.26                | $-217260.52                                |
| Month 2  | $-163579.25              | $-44581.69                                 |
| Month 3  | $-1079785.70             | $1199942.45                                |

**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      | $818917.90    | 1.04%             | 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        |    587000 | PA      | $592860.72    | 0.75%             | 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        |    389107 | PA      | $388379.38    | 0.49%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                              | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96067.41     | 0.12%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                       | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    414000 | PA      | $432472.61    | 0.55%             | 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        |    455000 | PA      | $473061.74    | 0.60%             | 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        |     39000 | PA      | $63940.50     | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | 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        |    330000 | PA      | $342366.89    | 0.44%             | 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      | $736941.06    | 0.94%             | 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      | $146992.62    | 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        |     30000 | PA      | $28898.31     | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | 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        |    665000 | PA      | $670027.97    | 0.85%             | 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      | $19861.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                               | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132701.69    | 0.17%             | 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      | $68518.42     | 0.09%             | 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      | $192296.62    | 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      | $1048354.79   | 1.33%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                              | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139034.65    | 0.18%             | 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        |    215993 | PA      | $216263.21    | 0.27%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    369000 | PA      | $352858.21    | 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      | $185821.92    | 0.24%             | 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      | $57217.99     | 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      | $304104.67    | 0.39%             | 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        |    460000 | PA      | $482002.89    | 0.61%             | 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        |    673000 | PA      | $697293.46    | 0.89%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1074439.79   | 1.37%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                       | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      3650 | NS      | $4124.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $469875.00    | 0.60%             | 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      | $221669.74    | 0.28%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      1036 | NS      | $71546.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                 | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381704.48    | 0.49%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                    | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $81455.00     | 0.10%             | 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      | $292665.81    | 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        |    440000 | PA      | $435036.72    | 0.55%             | 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      | $822296.76    | 1.05%             | 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      | $14087.57     | 0.02%             | 2031-11-15      | Floating      | 7.37%                 | 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      | $10576.51     | 0.01%             | 2031-11-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $241737.50    | 0.31%             | 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      | $149740.45    | 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      | $201812.98    | 0.26%             | 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      | $915015.10    | 1.16%             | 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        |   1020000 | PA      | $806839.58    | 1.03%             | 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      | $494659.30    | 0.63%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                     | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218380.88    | 0.28%             | 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        |    725000 | PA      | $705069.93    | 0.90%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                              | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65104.47     | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                       | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $257676.18    | 0.33%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118495.20    | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160797.20    | 0.20%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    880000 | PA      | $922292.80    | 1.17%             | 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        |    122000 | PA      | $122119.39    | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46310.58     | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119106.84    | 0.15%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                           | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $40219.00     | 0.05%             | 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      | $132937.43    | 0.17%             | 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      | $314598.85    | 0.40%             | 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      | $196974.33    | 0.25%             | 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      | $73622.31     | 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      | $104565.90    | 0.13%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                            | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212108.44    | 0.27%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                    | Commvault Systems Inc                                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21275.76     | 0.03%             | 2030-09-15      | None          | 0.00%                 | 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      |
| Crown Subsea Communications Holding,Inc. | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    114710 | PA      | $115455.95    | 0.15%             | 2031-01-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                    | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $106850.00    | 0.14%             | 2030-06-15      | 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        |     96544 | PA      | $50113.34     | 0.06%             | 2045-09-19      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38895.60     | 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        |    220000 | PA      | $203252.13    | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                             | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    588000 | PA      | $585900.84    | 0.74%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd      | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    192845 | PA      | $193990.37    | 0.25%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                    | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $557392.44    | 0.71%             | 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      | $801288.60    | 1.02%             | 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      | $215346.76    | 0.27%             | 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      | $280792.94    | 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      | $41631.20     | 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      | $651966.63    | 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      | $557604.75    | 0.71%             | 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      | $147262.87    | 0.19%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                             | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74159.50     | 0.09%             | 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        |    402000 | PA      | $362146.83    | 0.46%             | 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      | $583003.56    | 0.74%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    152903 | PA      | $510696.02    | 0.65%             | 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      | $1026538.47   | 1.31%             | 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        |    377000 | PA      | $402430.54    | 0.51%             | 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      | $94304.44     | 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      | $24016.36     | 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      | $71400.73     | 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        |    185000 | PA      | $190220.15    | 0.24%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                    | Euronet Worldwide Inc                                                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59271.88     | 0.08%             | 2030-10-01      | Fixed         | 0.62%                 | 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      | $384196.31    | 0.49%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                     | Evergreen Acqco 1 LP 2025 Term Loan B                                            | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    199533 | PA      | $200331.46    | 0.25%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                               | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $41378.00     | 0.05%             | 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        |    149000 | PA      | $144101.46    | 0.18%             | 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        |    855000 | PA      | $878210.69    | 1.12%             | 2033-05-15      | Fixed         | 6.00%                 | 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        |     60000 | PA      | $121.80       | 0.00%             | 2027-03-30      | None          | 0.00%                 | 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        |     81845 | PA      | $166.14       | 0.00%             | 2027-03-30      | None          | 0.00%                 | 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        |     26707 | PA      | $4807.24      | 0.01%             | 2026-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     64000 | PA      | $68864.00     | 0.09%             | 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        |    418000 | PA      | $414138.87    | 0.53%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                               | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     53000 | PA      | $60377.60     | 0.08%             | 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        |    308000 | PA      | $323045.18    | 0.41%             | 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      | $279254.82    | 0.36%             | 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      | $96845.16     | 0.12%             | 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      | $88022.81     | 0.11%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                             | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     18000 | PA      | $21042.00     | 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      | $187415.86    | 0.24%             | 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      | $71782.88     | 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      | $78687.90     | 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        |    229000 | PA      | $232386.91    | 0.30%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    379000 | PA      | $374282.67    | 0.48%             | 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      | $451246.89    | 0.57%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                      | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115065.79    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $46315.72     | 0.06%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                           | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    156744 | PA      | $131664.96    | 0.17%             | 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      | $48289.80     | 0.06%             | 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      | $74205.85     | 0.09%             | 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        |     18000 | PA      | $45666.00     | 0.06%             | 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        |     84000 | PA      | $92358.00     | 0.12%             | 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      | $84521.14     | 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        |    270000 | PA      | $253895.57    | 0.32%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                               | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    107260 | PA      | $107524.60    | 0.14%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                               | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     13999 | PA      | $14033.87     | 0.02%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HERCULES LLC                             | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170277.10    | 0.22%             | 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      | $81351.80     | 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        |    510000 | PA      | $473422.90    | 0.60%             | 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      | $124483.11    | 0.16%             | 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      | $105721.12    | 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        |    835000 | PA      | $855864.15    | 1.09%             | 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      | $197114.20    | 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        |    219232 | PA      | $213476.70    | 0.27%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Inception Holdco Sarl                    | Inception Holdco Sarl 2025 USD Repriced Term Loan                                | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    180244 | PA      | $181539.82    | 0.23%             | 2031-04-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93694.24     | 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      | $181096.64    | 0.23%             | 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      | $45903.20     | 0.06%             | 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        |    304000 | PA      | $300054.00    | 0.38%             | 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        |    183000 | PA      | $177422.54    | 0.23%             | 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      | $56937.11     | 0.07%             | 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        |     14000 | PA      | $57687.00     | 0.07%             | 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      | $341240.00    | 0.43%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                 | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     58000 | PA      | $42949.00     | 0.05%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    110000 | PA      | $108520.29    | 0.14%             | 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      | $259818.97    | 0.33%             | 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        |    470000 | PA      | $448030.97    | 0.57%             | 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      | $51360.55     | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62658.75     | 0.08%             | 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      | $69350.58     | 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        |    250000 | PA      | $260949.09    | 0.33%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                 | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $192152.85    | 0.24%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                           | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    428000 | PA      | $406495.14    | 0.52%             | 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        |    430000 | PA      | $406500.80    | 0.52%             | 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      | $89770.76     | 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        |     60000 | PA      | $58038.94     | 0.07%             | 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      | $341058.37    | 0.43%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                            | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64837 | PA      | $65033.78     | 0.08%             | 2031-10-09      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                    | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    319000 | PA      | $304645.00    | 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      | $211012.20    | 0.27%             | 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      | $259819.92    | 0.33%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                 | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    419000 | PA      | $437092.42    | 0.56%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                 | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62040.00     | 0.08%             | 2030-09-15      | None          | 0.00%                 | 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      | $197567.68    | 0.25%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    738000 | PA      | $647831.16    | 0.82%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113009.60    | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                       | MakeMyTrip Ltd                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     53000 | PA      | $51887.00     | 0.07%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                 | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    289000 | PA      | $276112.92    | 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      | $101416.49    | 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      | $286380.38    | 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      | $262645.55    | 0.33%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                        | Mermaid Bidco Inc 2024 USD Term Loan B                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |     74622 | PA      | $74808.72     | 0.10%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                    | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20426.00     | 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      | $637046.70    | 0.81%             | 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        |    620000 | PA      | $575292.46    | 0.73%             | 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      | $617560.56    | 0.79%             | 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      | $91751.83     | 0.12%             | 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      | $71892.10     | 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      | $199914.25    | 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        |     57000 | PA      | $63448.13     | 0.08%             | 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        |    248000 | PA      | $231751.68    | 0.29%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64429.41     | 0.08%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96880.91     | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121220.40    | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193329.79    | 0.25%             | 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      | $198241.18    | 0.25%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                  | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225634.05    | 0.29%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302878.50    | 0.39%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20233.50     | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117359.69    | 0.15%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                 | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     47000 | PA      | $58444.50     | 0.07%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                              | Nutanix Inc                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94521.00     | 0.12%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                        | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    774000 | PA      | $800406.56    | 1.02%             | 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        |    125000 | PA      | $126532.88    | 0.16%             | 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      | $91010.34     | 0.12%             | 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      | $195166.62    | 0.25%             | 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      | $384443.20    | 0.49%             | 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      | $223581.35    | 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        |    750000 | PA      | $714303.11    | 0.91%             | 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      | $139615.09    | 0.18%             | 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      | $5090.93      | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75922.42     | 0.10%             | 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        |    763000 | PA      | $729291.68    | 0.93%             | 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      | $158593.58    | 0.20%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                        | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    148412 | PA      | $148940.85    | 0.19%             | 2032-07-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                        | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47544.85     | 0.06%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1583 | NS      | $64903.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                    | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $412426.71    | 0.52%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    495000 | PA      | $483952.89    | 0.62%             | 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        |    402000 | PA      | $399358.40    | 0.51%             | 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      | $676760.13    | 0.86%             | 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        |     55000 | PA      | $58712.50     | 0.07%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43819.40     | 0.06%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    395000 | PA      | $374478.52    | 0.48%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     68000 | PA      | $73168.00     | 0.09%             | 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        |    114904 | PA      | $114649.82    | 0.15%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                  | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    712288 | PA      | $704866.14    | 0.90%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192562.80    | 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        |    544000 | PA      | $568282.80    | 0.72%             | 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      | $486718.81    | 0.62%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                      | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270212.71    | 0.34%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                               | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90390.00     | 0.11%             | 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        |    189000 | PA      | $193114.13    | 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        |    274000 | PA      | $276011.77    | 0.35%             | 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        |    398000 | PA      | $403308.38    | 0.51%             | 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        |    181000 | PA      | $178449.08    | 0.23%             | 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        |    326000 | PA      | $330479.17    | 0.42%             | 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      | $268025.16    | 0.34%             | 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      | $29397.98     | 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      | $95439.33     | 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      | $204250.00    | 0.26%             | 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      | $61353.00     | 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        |     18000 | PA      | $60453.00     | 0.08%             | 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      | $122087.49    | 0.16%             | 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        |    565000 | PA      | $530238.94    | 0.67%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209414.43    | 0.27%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     52000 | PA      | $80288.00     | 0.10%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                          | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22700.00     | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197573.40    | 0.25%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |   2699174 | PA      | $2699173.63   | 3.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    137000 | PA      | $144855.05    | 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        |    240000 | PA      | $241758.48    | 0.31%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    466000 | PA      | $500582.47    | 0.64%             | 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        |    387000 | PA      | $394706.68    | 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      | $102803.25    | 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      | $291748.41    | 0.37%             | 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        |    940000 | PA      | $967158.48    | 1.23%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                    | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309720.16    | 0.39%             | 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      | $591351.98    | 0.75%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                        | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $482309.38    | 0.61%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                            | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    597000 | PA      | $603917.15    | 0.77%             | 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      | $243375.72    | 0.31%             | 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      | $10192.40     | 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      | $164301.55    | 0.21%             | 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      | $402194.89    | 0.51%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76959.53     | 0.10%             | 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      | $212724.61    | 0.27%             | 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        |     43385 | PA      | $44438.25     | 0.06%             | 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        |    113250 | PA      | $118335.83    | 0.15%             | 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      | $248607.12    | 0.32%             | 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      | $157332.75    | 0.20%             | 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      | $718170.28    | 0.91%             | 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      | $141441.11    | 0.18%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                   | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35385.00     | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                 | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     37000 | PA      | $52429.00     | 0.07%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     69000 | PA      | $89493.00     | 0.11%             | 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: N/A                  | Long             | LON              | CORP              | US        |    343026 | PA      | $343883.89    | 0.44%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC             | US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan                         | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51974 | PA      | $52103.61     | 0.07%             | 2032-12-10      | None          | 0.00%                 | 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      | $400556.25    | 0.51%             | 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      | $19387.57     | 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      | $60982.30     | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                              | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    195000 | PA      | $194750.78    | 0.25%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    871000 | PA      | $862900.02    | 1.10%             | 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      | $364128.84    | 0.46%             | 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      | $246364.53    | 0.31%             | 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        |    398000 | PA      | $407647.53    | 0.52%             | 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      | $394351.78    | 0.50%             | 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        |     59000 | PA      | $60082.32     | 0.08%             | 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        |      4000 | PA      | $4087.13      | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    111000 | PA      | $101006.99    | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     66000 | PA      | $56589.18     | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    924000 | PA      | $729711.17    | 0.93%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    645000 | PA      | $598808.02    | 0.76%             | 2062-03-30      | Fixed         | 6.38%                 | 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        |    435000 | PA      | $430974.40    | 0.55%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST         | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $70398.40     | 0.09%             | 2045-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST         | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32729 | PA      | $11783.25     | 0.01%             | 2044-03-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                  | Wix.com Ltd                                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     68000 | PA      | $60078.00     | 0.08%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                        | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $601605.94    | 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        |     40000 | PA      | $42618.44     | 0.05%             | 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      | $499766.66    | 0.64%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust    | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53275.29     | 0.07%             | 2059-11-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                             | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    456218 | NS      | $2289.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                           | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92886.98     | 0.12%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                           | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96970.61     | 0.12%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                                                                    | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $35550.00     | 0.05%             | 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      | $23700.00     | 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      | $26271.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                         | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $402827.14    | 0.51%             | 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      | $185260.96    | 0.24%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    683000 | PA      | $646078.11    | 0.82%             | 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      | $34299.79     | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152470.50    | 0.19%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206883.95    | 0.26%             | 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        |    150000 | PA      | $148225.72    | 0.19%             | 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      | $166249.00    | 0.21%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                  | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    381000 | PA      | $393848.84    | 0.50%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30825.00     | 0.04%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                             | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84195.00     | 0.11%             | 2028-07-15      | None          | 0.00%                 | 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      | $407.79       | 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      | $7556.87      | 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      | $3995.89      | 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        |     24752 | PA      | $586.13       | 0.00%             | 2031-01-31      | 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        |     37238 | PA      | $5570.80      | 0.01%             | 2026-09-30      | 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        |     37328 | PA      | $5645.49      | 0.01%             | 2026-09-30      | 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        |    112530 | PA      | $16598.18     | 0.02%             | 2028-09-30      | 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        |     53124 | PA      | $7973.91      | 0.01%             | 2030-09-30      | 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        |    112803 | PA      | $17042.84     | 0.02%             | 2029-09-30      | 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        |     43823 | PA      | $5696.99      | 0.01%             | 2032-09-30      | 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        |     74839 | PA      | $11323.14     | 0.01%             | 2027-09-30      | 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      | $248.84       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      4352 | PA      | $68.24        | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     34512 | PA      | $2013.11      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     28108 | PA      | $421.61       | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     37103 | PA      | $556.54       | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  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%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    207886 | PA      | $11614.59     | 0.01%             | 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        |      2000 | PA      | $66.00        | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     26736 | PA      | $634.98       | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     31535 | PA      | $3153.17      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     62143 | PA      | $1242.86      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     46557 | PA      | $931.14       | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     87176 | PA      | $1088.83      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     23258 | PA      | $23.26        | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     41064 | PA      | $860.70       | 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        |     27375 | PA      | $615.94       | 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        |     68440 | PA      | $1290.09      | 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        |     82129 | PA      | $1231.94      | 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        |    123194 | PA      | $1892.26      | 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        |    115429 | PA      | $1654.47      | 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      | $205.32       | 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      | $171.11       | 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      | $273.75       | 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      | $205.32       | 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      | $322.80       | 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      | $85.55        | 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      | $85.55        | 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        |     17021 | PA      | $267.23       | 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        |     63123 | PA      | $896.35       | 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      | $621.83       | 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      | $130.73       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $6871.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $2854.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -53 | NC      | $14090.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        34 | NC      | $-2682.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $9080.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     33933 | NS      | $420.55       | 0.00%             |  |  |  | No            |                  2 | 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      | $52676.72     | 0.07%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                            | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     79988 | PA      | $80025.51     | 0.10%             | 2029-12-17      | Floating      | 8.47%                 | 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      | $92184.26     | 0.12%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                 | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |     43613 | NS      | $574.45       | 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      | $103.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                   | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $1250.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    469178 | PA      | $473400.50    | 0.60%             | 2031-01-15      | Floating      | 7.97%                 | 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      | $473514.81    | 0.60%             | 2031-01-15      | None          | 0.00%                 | 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        |    168502 | PA      | $169302.81    | 0.22%             | 2028-12-12      | Floating      | 7.42%                 | 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      | $1688.85      | 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        |    233074 | PA      | $232346.58    | 0.30%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 000000000<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37370.93     | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer