# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-25-211965
**Filing Date:** 2025-8
**Character Count:** 153730
**Document Hash:** c28f7c01ce59cbf0cd66ff89836a1375
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211965.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211965

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**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:** 251276021

**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:** 2025-06-30

**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:** $79800450.17

**Total Liabilities:** $1967238.08

**Net Assets:** $77833212.09

**Cash Not Reported:** $28910.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.70000000 | **1-Year:** -202.40000000 | **5-Year:** -692.54000000 | **10-Year:** -878.57000000 | **30-Year:** -185.50000000

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

- **3-Month:** -151.89000000 | **1-Year:** -5541.43000000 | **5-Year:** -15019.58000000 | **10-Year:** -4125.48000000 | **30-Year:** -885.60000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175112 | 0.00%                | 1.65%                | 1.94%                |
| Class ID C000069253 | -0.01%               | 1.65%                | 1.94%                |
| Class ID C000018233 | -0.09%               | 1.55%                | 1.83%                |
| Class ID C000018231 | -0.31%               | 1.91%                | 1.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27983.19               | $-434659.16                                |
| Month 2  | $62251.30                | $748341.02                                 |
| Month 3  | $134884.38               | $939531.03                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                  | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190218.11    | 0.24%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                     | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100052.08    | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hercules LLC                             | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170552.50    | 0.22%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40917.36     | 0.05%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276992.25    | 0.36%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     24752 | PA      | $586.37       | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467368.80    | 0.60%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                        | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41233.04     | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| RUBRIK INC                               | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131906.25    | 0.17%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                               | Vertex Inc                                                                       | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5977.59      | 0.01%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91610.88     | 0.12%             | 2033-01-15      | Fixed         | 6.25%                 | 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      | $5070.61      | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128490.04    | 0.17%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                   | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2378.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117802.50    | 0.15%             | 2029-04-15      | Fixed         | 3.62%                 | 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      | $267681.56    | 0.34%             | 2031-10-01      | Fixed         | 9.75%                 | 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      | $456504.89    | 0.59%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                    | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $490722.03    | 0.63%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                      | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30254.40     | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                           | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $317379.36    | 0.41%             | 2030-10-15      | Fixed         | 4.62%                 | 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      | $141413.12    | 0.18%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    355000 | PA      | $329514.30    | 0.42%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                        | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    735000 | PA      | $750892.86    | 0.96%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23693.16     | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | 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      | $292281.60    | 0.38%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293173.80    | 0.38%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    610000 | PA      | $555227.73    | 0.71%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268003.40    | 0.34%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                            | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219914.62    | 0.28%             | 2031-12-15      | Fixed         | 9.50%                 | 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      |
| INTESA SANPAOLO SPA                      | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $323044.00    | 0.42%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34828.30     | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $8366.00      | 0.01%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                   | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     97000 | PA      | $114363.00    | 0.15%             | 2029-11-01      | Fixed         | 1.25%                 | 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      | $394950.32    | 0.51%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $451072.50    | 0.58%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56631.39     | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133050.65    | 0.17%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                    | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     48923 | PA      | $49294.50     | 0.06%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134200.22    | 0.17%             | 2033-10-15      | Fixed         | 4.00%                 | 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      | $19085.54     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                      | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $157981.70    | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $409595.34    | 0.53%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                          | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9786 | NS      | $17223.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                   | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385897.05    | 0.50%             | 2032-07-15      | Fixed         | 8.50%                 | 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      | $493948.10    | 0.63%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50750.20     | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71112.58     | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                    | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $363562.85    | 0.47%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                  | Evergreen Acqco 1 LP / TVI Inc                                                   | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31380.14     | 0.04%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433820.98    | 0.56%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499537.07    | 0.64%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190239.19    | 0.24%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                             | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128186.50    | 0.16%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173187.52    | 0.22%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                       | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      3650 | NS      | $4708.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     40000 | PA      | $38050.00     | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                            | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    263778 | PA      | $266663.52    | 0.34%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc               | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                             | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    271634 | PA      | $271536.27    | 0.35%             | 2031-12-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     74839 | PA      | $8980.68      | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd      | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268329 | PA      | $268815.08    | 0.35%             | 2032-01-27      | Floating      | 7.54%                 | 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      | $52049.53     | 0.07%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    873321 | PA      | $899520.63    | 1.16%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                           | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    223000 | PA      | $229142.77    | 0.29%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                   | MGM China Holdings Ltd                                                           | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207884.53    | 0.27%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                | Bausch & Lomb Corporation Term Loan                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     45800 | PA      | $45701.29     | 0.06%             | 2027-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240393.51    | 0.31%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    295000 | PA      | $290965.02    | 0.37%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157120.96    | 0.20%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9419.23      | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | 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      | $91086.68     | 0.12%             | 2029-12-21      | Floating      | 10.32%                | 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      | $657900.00    | 0.85%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                        | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $434345.35    | 0.56%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                           | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23937.64     | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                     | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276364.50    | 0.36%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $129843.75    | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-20825.31    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     26897 | PA      | $537.95       | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     19374 | PA      | $262.13       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $232401.66    | 0.30%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                   | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     58000 | PA      | $71282.00     | 0.09%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    375000 | PA      | $355050.53    | 0.46%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $200307.21    | 0.26%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                  | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $500.00       | 0.00%             | 2026-08-04      | None          | 0.00%                 | 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        |    815000 | PA      | $791221.08    | 1.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust           | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $3800.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| QXO BUILDING PRODUCTS                    | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190587.37    | 0.24%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $648473.46    | 0.83%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                        | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219075.75    | 0.28%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                             | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $28260.00     | 0.04%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200090.15    | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $73718.00     | 0.09%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                        | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283556.97    | 0.36%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391232.74    | 0.50%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209926.04    | 0.27%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                             | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91001.85     | 0.12%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                            | Snowflake Inc                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     94000 | PA      | $146264.00    | 0.19%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23502.00     | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260943.96    | 0.34%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                           | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19702.38     | 0.03%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     37328 | PA      | $4479.36      | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                               | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    124000 | PA      | $145018.00    | 0.19%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                    | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20093.20     | 0.03%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189414.29    | 0.24%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119338.03    | 0.15%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122427.05    | 0.16%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502245.39    | 0.65%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20847.30     | 0.03%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        12 | NC      | $9446.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $262756.57    | 0.34%             | 2030-12-01      | Fixed         | 4.62%                 | 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        |    115776 | PA      | $116275.46    | 0.15%             | 2030-10-26      | Floating      | 7.55%                 | 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      | $42116.03     | 0.05%             | 2031-11-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     78000 | PA      | $171561.00    | 0.22%             | 2027-12-01      | Fixed         | 5.75%                 | 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        |    330000 | PA      | $321439.34    | 0.41%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                   | Jazz Investments I Ltd                                                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $212000.00    | 0.27%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                          | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $303075.00    | 0.39%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                             | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278970.64    | 0.36%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                 | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    285000 | PA      | $174904.50    | 0.22%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                            | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $397687.16    | 0.51%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     50000 | PA      | $51760.05     | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | 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      | $11626.02     | 0.01%             | 2044-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    112803 | PA      | $13536.36     | 0.02%             | 2029-09-30      | 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        |    195000 | PA      | $204078.42    | 0.26%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                              | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    665000 | PA      | $623307.89    | 0.80%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113850.00    | 0.15%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp                            | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $515207.85    | 0.66%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                              | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    236000 | PA      | $225498.00    | 0.29%             | 2029-12-01      | 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      | $6382.32      | 0.01%             | 2030-09-30      | None          | 0.00%                 | 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      |
| DISCOVERY COMMUNICATIONS                 | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20242.50     | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    285000 | PA      | $70537.50     | 0.09%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154254.00    | 0.20%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     56000 | PA      | $41461.84     | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                            | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46035.57     | 0.06%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     33105 | PA      | $2178.67      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685285.65    | 0.88%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                             | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     49000 | PA      | $60858.00     | 0.08%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                    | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416382.53    | 0.53%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161724.32    | 0.21%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33697.03     | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                 | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1313 | NS      | $98278.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    725000 | PA      | $669172.61    | 0.86%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44235.70     | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    555000 | PA      | $515650.61    | 0.66%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     48702 | PA      | $154.39       | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $6800.00      | 0.01%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                   | HighTower Holdings LLC 2025 Term Loan B                                          | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     84084 | PA      | $83804.24     | 0.11%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                           | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200640.45    | 0.26%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $461987.38    | 0.59%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | 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      | 7.50%                 | No            |                  3 | On Loan: No      |
| BOEING CO/THE                            | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      2358 | NS      | $160344.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                  | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    605000 | PA      | $622107.59    | 0.80%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $444675.00    | 0.57%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118144.68    | 0.15%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                  | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $222600.00    | 0.29%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205830.00    | 0.26%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89443.94     | 0.11%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd              | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        81 | NS      | $891.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563967.52    | 0.72%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                  | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    300132 | PA      | $290626.57    | 0.37%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                              | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1165000 | PA      | $1161899.97   | 1.49%             | 2025-07-24      | None          | 0.00%                 | 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      | $64938.32     | 0.08%             | 2045-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315822.95    | 0.41%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                   | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55901.56     | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43255.54     | 0.06%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                               | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     67830 | PA      | $68063.34     | 0.09%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                              | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190590.32    | 0.24%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94286.18     | 0.12%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                        | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70451.14     | 0.09%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                  | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.23     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20928.46     | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $719151.50    | 0.92%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                  | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $6270.00      | 0.01%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $-13330.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246993.25    | 0.32%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                    | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $374424.26    | 0.48%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                           | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $323251.88    | 0.42%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                      | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     63000 | PA      | $75467.70     | 0.10%             | 2028-09-15      | Fixed         | 2.50%                 | 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      | $27596.82     | 0.04%             | 2031-11-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     37238 | PA      | $4392.97      | 0.01%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $196795.95    | 0.25%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152722.70    | 0.20%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    317321 | PA      | $373645.48    | 0.48%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                           | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    156744 | PA      | $128530.08    | 0.17%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                   | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    114494 | PA      | $114064.36    | 0.15%             | 2028-08-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                               | Vertex Inc                                                                       | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $63362.44     | 0.08%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    110000 | PA      | $108066.02    | 0.14%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    470000 | PA      | $447811.49    | 0.58%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                      | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302225.14    | 0.39%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                       | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1045469.00   | 1.34%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                           | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $469624.29    | 0.60%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $82538.20     | 0.11%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                          | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $341291.87    | 0.44%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANGER INC                               | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    107811 | PA      | $107914.60    | 0.14%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    495000 | PA      | $477303.21    | 0.61%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $28668.30     | 0.04%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                      | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    505000 | PA      | $476013.24    | 0.61%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      4352 | PA      | $71.85        | 0.00%             | 2028-09-30      | None          | 0.00%                 | 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        |    220475 | PA      | $215146.04    | 0.28%             | 2031-10-31      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    455000 | PA      | $417357.07    | 0.54%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      3183 | NS      | $119680.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1145671.98   | 1.47%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                 | Granite Construction Inc                                                         | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     42000 | PA      | $87213.00     | 0.11%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                               | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130591.39    | 0.17%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                              | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    217104 | PA      | $214583.15    | 0.28%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC             | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    294089 | PA      | $294212.61    | 0.38%             | 2028-04-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                             | VT Topco Inc 2024 1st Lien Term Loan B                                           | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    134802 | PA      | $134987.63    | 0.17%             | 2030-08-09      | Floating      | 7.33%                 | 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      | $51845.75     | 0.07%             | 2059-11-15      | Variable      | 4.25%                 | 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        |    205000 | PA      | $210242.67    | 0.27%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                              | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65282.61     | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    442847 | PA      | $443125.63    | 0.57%             | 2030-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    335000 | PA      | $197449.00    | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | 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        |    510000 | PA      | $521684.10    | 0.67%             | 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        |    391072 | PA      | $389676.06    | 0.50%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $184285.82    | 0.24%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $944562.50    | 1.21%             | 2032-03-15      | Fixed         | 4.28%                 | 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        |     25000 | PA      | $25000.00     | 0.03%             | 2031-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                        | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $269752.76    | 0.35%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    136000 | PA      | $155244.00    | 0.20%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41715.85     | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $442861.13    | 0.57%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                      | Coinbase Global Inc                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     58000 | PA      | $75719.00     | 0.10%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC              | Grant Thornton Advisors LLC 2025 Delayed Draw Term Loan                          | CUSIP: 38821UAE0<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     21640 | PA      | $21601.93     | 0.03%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                             | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    245000 | PA      | $238772.87    | 0.31%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                       | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179883.21    | 0.23%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC              | GRYPHON DEBT MERGER SUB INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395000 | PA      | $394672.15    | 0.51%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63364.04     | 0.08%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                     | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325184.67    | 0.42%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                             | Parsons Corp                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    163000 | PA      | $173269.00    | 0.22%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                               | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     92000 | PA      | $120704.00    | 0.16%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330151.36    | 0.42%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    112530 | PA      | $13484.47     | 0.02%             | 2028-09-30      | None          | 0.00%                 | 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        |    860000 | PA      | $873354.08    | 1.12%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                 | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    630000 | PA      | $605056.10    | 0.78%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                   | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231861.38    | 0.30%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                        | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    275000 | PA      | $279105.48    | 0.36%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                 | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233351.38    | 0.30%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200362.90    | 0.26%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                    | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $480489.00    | 0.62%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    181000 | PA      | $193556.88    | 0.25%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $242244.11    | 0.31%             | 2033-03-15      | 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        |    200000 | PA      | $8226.00      | 0.01%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                          | Easy Tactic Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    230109 | PA      | $5508.81      | 0.01%             | 2027-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                               | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     14025 | PA      | $14038.91     | 0.02%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                     | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44562.70     | 0.06%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2793038 | PA      | $2793038.11   | 3.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-3697.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                         | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20831.92     | 0.03%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                    | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $639630.00    | 0.82%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288980.80    | 0.37%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23953.04     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14931.22     | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92466.94     | 0.12%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182162.12    | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | 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        |    635000 | PA      | $660140.29    | 0.85%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10213.30     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                        | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $246200.56    | 0.32%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138577.81    | 0.18%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     35369 | PA      | $530.54       | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46103.54     | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | 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        |    305000 | PA      | $315495.05    | 0.41%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                         | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52642.74     | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INCEPTION HOLDCO SARL                    | Inception Holdco Sarl 2025 USD Term Loan B                                       | CUSIP: 45073SAB1<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    180724 | PA      | $181966.89    | 0.23%             | 2031-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410184.86    | 0.53%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                         | InterDigital Inc                                                                 | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $110675.00    | 0.14%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                   | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10052.00     | 0.01%             | 2024-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                        | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146724.20    | 0.19%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                     | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151236.45    | 0.19%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                 | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138835.22    | 0.18%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                    | Pinnacle West Capital Corp                                                       | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37905.00     | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    745000 | PA      | $724288.11    | 0.93%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC              | Fortress Intermediate 3 Inc Term Loan B                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    349874 | PA      | $350311.10    | 0.45%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198102.26    | 0.25%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163020.48    | 0.21%             | 2033-03-15      | Fixed         | 5.88%                 | 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        |     20000 | PA      | $21043.14     | 0.03%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 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      | $771122.50    | 0.99%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                              | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    385000 | PA      | $343063.41    | 0.44%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $448815.95    | 0.58%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400117.19    | 0.51%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                        | Bloom Energy Corp                                                                | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     38000 | PA      | $56202.00     | 0.07%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                         | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    450000 | PA      | $422888.85    | 0.54%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                  | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190216.16    | 0.24%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC             | First Advantage Holdings LLC 2024 Term Loan B                                    | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    474733 | PA      | $474586.28    | 0.61%             | 2031-10-31      | Floating      | 7.58%                 | 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      | $220646.34    | 0.28%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     12176 | NS      | $186.97       | 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        |    169633 | PA      | $170428.89    | 0.22%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                    | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $64965.45     | 0.08%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                            | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76656.08     | 0.10%             | 2032-08-15      | Fixed         | 6.62%                 | 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        |    580000 | PA      | $540483.79    | 0.69%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                 | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $12734.40     | 0.02%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19823.82     | 0.03%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304668.33    | 0.39%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                 | Permian Resources Operating LLC                                                  | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     31000 | PA      | $74725.50     | 0.10%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95946.77     | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | 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      | $728298.29    | 0.94%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202329.61    | 0.26%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                  | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256370.94    | 0.33%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                           | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57733.50     | 0.07%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                           | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186625.92    | 0.24%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    112735 | PA      | $3382.05      | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | 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      | $75676.28     | 0.10%             | 2029-06-01      | Fixed         | 4.88%                 | 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        |    400000 | PA      | $378013.28    | 0.49%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327184.20    | 0.42%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                            | Wolfspeed Inc                                                                    | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $4950.00      | 0.01%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                     | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446673.20    | 0.57%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                    | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $205500.00    | 0.26%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124127.00    | 0.16%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                  | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $1300.00      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                             | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    210000 | PA      | $202621.97    | 0.26%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $95849.82     | 0.12%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                            | Parkland Corp                                                                    | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $245127.68    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     43823 | PA      | $4382.30      | 0.01%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    160000 | PA      | $113113.31    | 0.15%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     43000 | PA      | $77335.50     | 0.10%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 000000000<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68419.44     | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128427.43    | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                         | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $308050.56    | 0.40%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                     | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30247.29     | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20018.13     | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300660.00    | 0.39%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                           | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $160963.29    | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                    | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298015.25    | 0.38%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163825.76    | 0.21%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                     | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $174917.46    | 0.22%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                 | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    195581 | PA      | $195764.46    | 0.25%             | 2030-11-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $378002.54    | 0.49%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    435000 | PA      | $447269.61    | 0.57%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                 | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $121284.40    | 0.16%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243880.72    | 0.31%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                 | Discovery Communications LLC                                                     | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $180606.40    | 0.23%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                         | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $221562.00    | 0.28%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                 | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $16168.00     | 0.02%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | 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      |
| ARCOSA INC                               | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67458.30     | 0.09%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351187.35    | 0.45%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                  | Sea Ltd                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     84000 | PA      | $149207.88    | 0.19%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                          | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     31000 | PA      | $46961.90     | 0.06%             | 2026-03-15      | None          | 0.00%                 | 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        |     20000 | PA      | $19378.62     | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | 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      | $438391.14    | 0.56%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     95000 | PA      | $96607.40     | 0.12%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-11612.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                              | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     79000 | PA      | $111153.00    | 0.14%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                            | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $614324.75    | 0.79%             | 2030-02-15      | Fixed         | 4.12%                 | 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      |
| CFLD CAYMAN INVESTMENT                   | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    213200 | PA      | $6396.00      | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592028.68    | 0.76%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                        | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109935.00    | 0.14%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | 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        |    234244 | PA      | $232193.89    | 0.30%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc. | Crown Subsea Communications HoldingInc 2024 Term Loan B1                         | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    114710 | PA      | $115332.06    | 0.15%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                           | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82923.75     | 0.11%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $121252.50    | 0.16%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                           | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $178625.54    | 0.23%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                           | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335131.32    | 0.43%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                           | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322517.12    | 0.41%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |     52600 | PA      | $45611.99     | 0.06%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                    | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141555.28    | 0.18%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                            | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    614267 | PA      | $560598.71    | 0.72%             | 2030-11-30      | Fixed         | 6.75%                 | 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        |     97976 | PA      | $50994.13     | 0.07%             | 2045-09-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer