# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-211981
**Filing Date:** 2025-8
**Character Count:** 263098
**Document Hash:** a348ca0fa397551d46ca7049d7445d90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211981.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469

**ORGANIZATION NAME:**
- **EIN:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251276038

**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 II
- **DATE OF NAME CHANGE:** 20031119

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

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

## Series and Classes Contracts Data

### Loomis Sayles High Income Opportunities Fund (Series ID: S000006642)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018129 | Institutional Class | LSIOX           |

## Nport-Ex

**Portfolio of Investments – as of June 30, 2025 (Unaudited)**

Loomis Sayles High Income Opportunities Fund

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Bonds and Notes — 83.6% of Net Assets** | **Bonds and Notes — 83.6% of Net Assets** | **Bonds and Notes — 83.6% of Net Assets** |
| **Non-Convertible Bonds — 80.0%** | **Non-Convertible Bonds — 80.0%** | **Non-Convertible Bonds — 80.0%** |
|  | **ABS Car Loan — 0.1%** | **ABS Car Loan — 0.1%** |
| $270000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-1A, <br> Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; $273066 |
| 145000 | &nbsp;&nbsp; Hertz Vehicle Financing LLC, Series 2022-4A, <br> Class D, 6.560%, 9/25/2026(a)<br>| &nbsp;&nbsp; 144963 |
|  |  | &nbsp;&nbsp; 418029 |
|  | **ABS Home Equity — 0.0%** | **ABS Home Equity — 0.0%** |
| 84035 | &nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR5, <br> Class 2A1A, 1 mo. USD SOFR + 0.774%, <br> 5.092%, 9/19/2045(b)<br>| &nbsp;&nbsp; 43738 |
|  | **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** |
| 545000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 560456 |
| 255000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 262564 |
| 105000 | Bombardier, Inc., 7.250%, 7/01/2031(a) | &nbsp;&nbsp; 110219 |
| 630000 | TransDigm, Inc., 4.625%, 1/15/2029 | &nbsp;&nbsp; 618155 |
| 1300000 | TransDigm, Inc., 6.375%, 3/01/2029(a) | &nbsp;&nbsp; 1333724 |
| 50000 | TransDigm, Inc., 6.375%, 5/31/2033(a) | &nbsp;&nbsp; 50045 |
| 625000 | TransDigm, Inc., 6.750%, 8/15/2028(a) | &nbsp;&nbsp; 638331 |
| 90000 | TransDigm, Inc., 6.875%, 12/15/2030(a) | &nbsp;&nbsp; 93383 |
|  |  | &nbsp;&nbsp; 3666877 |
|  | **Automotive — 1.1%** | **Automotive — 1.1%** |
| 1305000 | &nbsp;&nbsp; General Motors Financial Co., Inc., Series A, (fixed <br> rate to 9/30/2027, variable rate thereafter), <br> 5.750%(c)<br>| &nbsp;&nbsp; 1287965 |
| 455000 | ZF North America Capital, Inc., 6.750%, 4/23/2030(a) | &nbsp;&nbsp; 436943 |
| 1285000 | ZF North America Capital, Inc., 6.875%, 4/14/2028(a) | &nbsp;&nbsp; 1287827 |
| 235000 | ZF North America Capital, Inc., 6.875%, 4/23/2032(a) | &nbsp;&nbsp; 217197 |
| 155000 | ZF North America Capital, Inc., 7.125%, 4/14/2030(a) | &nbsp;&nbsp; 151494 |
|  |  | &nbsp;&nbsp; 3381426 |
|  | **Banking — 1.7%** | **Banking — 1.7%** |
| 400000 | &nbsp;&nbsp; Intesa Sanpaolo SpA, (fixed rate to 6/01/2041, <br> variable rate thereafter), 4.950%, 6/01/2042(a)<br>| &nbsp;&nbsp; 323044 |
| 1130000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed rate to <br> 4/01/2030, variable rate thereafter), 6.500%(c)<br>| &nbsp;&nbsp; 1167035 |
| 1795000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 1878188 |
| 1760000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, variable rate <br> thereafter), 5.459%, 6/30/2035(a)<br>| &nbsp;&nbsp; 1749824 |
|  |  | &nbsp;&nbsp; 5118091 |
|  | **Brokerage — 0.3%** | **Brokerage — 0.3%** |
| 770000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(a)<br>| &nbsp;&nbsp; 791719 |
| 45000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(a)<br>| &nbsp;&nbsp; 47347 |
|  |  | &nbsp;&nbsp; 839066 |
|  | **Building Materials — 2.6%** | **Building Materials — 2.6%** |
| 2320000 | Builders FirstSource, Inc., 6.750%, 5/15/2035(a) | &nbsp;&nbsp; 2388707 |
| 1155000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/10/2030, variable <br> rate thereafter), 7.200%(a)(c)<br>| &nbsp;&nbsp; 1166839 |
| 2005000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 2061781 |
| 2400000 | QXO Building Products, Inc., 6.750%, 4/30/2032(a) | &nbsp;&nbsp; 2472485 |
|  |  | &nbsp;&nbsp; 8089812 |
|  | **Cable Satellite — 8.4%** | **Cable Satellite — 8.4%** |
| 1685000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(a)<br>| &nbsp;&nbsp; 1669473 |
| 600000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.375%, 6/01/2029, 144A(a)<br>| &nbsp;&nbsp; 597806 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $605000 | CSC Holdings LLC, 3.375%, 2/15/2031(a) | &nbsp;&nbsp; $419198 |
| 200000 | CSC Holdings LLC, 4.500%, 11/15/2031(a) | &nbsp;&nbsp; 140737 |
| 1235000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 574344 |
| 235000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 215156 |
| 2375000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; 1174641 |
| 280000 | CSC Holdings LLC, 6.500%, 2/01/2029(a) | &nbsp;&nbsp; 227667 |
| 2285000 | CSC Holdings LLC, 7.500%, 4/01/2028(a) | &nbsp;&nbsp; 1696134 |
| 2950000 | CSC Holdings LLC, 11.250%, 5/15/2028(a) | &nbsp;&nbsp; 2938898 |
| 1660000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 1627779 |
| 2675000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 2596952 |
| 1850000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 1678875 |
| 430000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 372219 |
| 1655000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 1470119 |
| 205000 | DISH Network Corp., 11.750%, 11/15/2027(a) | &nbsp;&nbsp; 211319 |
| 5050457 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 5201971 |
| 1260000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | &nbsp;&nbsp; 1209678 |
| 1720000 | Time Warner Cable LLC, 7.300%, 7/01/2038 | &nbsp;&nbsp; 1875648 |
|  |  | &nbsp;&nbsp; 25898614 |
|  | **Chemicals — 1.7%** | **Chemicals — 1.7%** |
| 2275000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 2027193 |
| 530000 | Chemours Co., 4.625%, 11/15/2029(a) | &nbsp;&nbsp; 461331 |
| 2230000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; 2090190 |
| 805000 | Hercules LLC, 6.500%, 6/30/2029 | &nbsp;&nbsp; 807616 |
|  |  | &nbsp;&nbsp; 5386330 |
|  | **Construction Machinery — 1.1%** | **Construction Machinery — 1.1%** |
| 435000 | Herc Holdings, Inc., 7.000%, 6/15/2030(a) | &nbsp;&nbsp; 455445 |
| 565000 | Herc Holdings, Inc., 7.250%, 6/15/2033(a) | &nbsp;&nbsp; 592137 |
| 1440000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 1354115 |
| 900000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 4.000%, 7/15/2030<br>| &nbsp;&nbsp; 858850 |
| 35000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 36051 |
|  |  | &nbsp;&nbsp; 3296598 |
|  | **Consumer Cyclical Services — 0.6%** | **Consumer Cyclical Services — 0.6%** |
| 240000 | Arches Buyer, Inc., 4.250%, 6/01/2028(a) | &nbsp;&nbsp; 229713 |
| 1620000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 1522400 |
| 45000 | TriNet Group, Inc., 7.125%, 8/15/2031(a) | &nbsp;&nbsp; 46872 |
|  |  | &nbsp;&nbsp; 1798985 |
|  | **Consumer Products — 0.9%** | **Consumer Products — 0.9%** |
| 1075000 | Newell Brands, Inc., 8.500%, 6/01/2028(a) | &nbsp;&nbsp; 1128977 |
| 725000 | Whirlpool Corp., 6.125%, 6/15/2030 | &nbsp;&nbsp; 731372 |
| 785000 | Whirlpool Corp., 6.500%, 6/15/2033 | &nbsp;&nbsp; 787513 |
|  |  | &nbsp;&nbsp; 2647862 |
|  | **Diversified Manufacturing — 1.4%** | **Diversified Manufacturing — 1.4%** |
| 880000 | Esab Corp., 6.250%, 4/15/2029(a) | &nbsp;&nbsp; 900998 |
| 2340000 | Resideo Funding, Inc., 4.000%, 9/01/2029(a) | &nbsp;&nbsp; 2205685 |
| 1290000 | Resideo Funding, Inc., 6.500%, 7/15/2032(a) | &nbsp;&nbsp; 1321594 |
|  |  | &nbsp;&nbsp; 4428277 |
|  | **Electric — 0.2%** | **Electric — 0.2%** |
| 190000 | NRG Energy, Inc., 5.250%, 6/15/2029(a) | &nbsp;&nbsp; 188960 |
| 530000 | NRG Energy, Inc., 6.000%, 2/01/2033(a) | &nbsp;&nbsp; 535282 |
|  |  | &nbsp;&nbsp; 724242 |
|  | **Environmental — 0.6%** | **Environmental — 0.6%** |
| 95000 | Clean Harbors, Inc., 4.875%, 7/15/2027(a) | &nbsp;&nbsp; 94534 |
| 505000 | Clean Harbors, Inc., 5.125%, 7/15/2029(a) | &nbsp;&nbsp; 498891 |
| 395000 | Clean Harbors, Inc., 6.375%, 2/01/2031(a) | &nbsp;&nbsp; 404687 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Environmental — continued** | **Environmental — continued** |
| $500000 | GFL Environmental, Inc., 4.000%, 8/01/2028(a) | &nbsp;&nbsp; $484963 |
| 305000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; 296166 |
| 90000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 94178 |
|  |  | &nbsp;&nbsp; 1873419 |
|  | **Finance Companies — 3.0%** | **Finance Companies — 3.0%** |
| 2040000 | Azorra Finance Ltd., 7.250%, 1/15/2031(a) | &nbsp;&nbsp; 2082682 |
| 975000 | Azorra Finance Ltd., 7.750%, 4/15/2030(a) | &nbsp;&nbsp; 1016679 |
| 295000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(a)<br>| &nbsp;&nbsp; 298179 |
| 1035000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 1066860 |
| 1310000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(a)<br>| &nbsp;&nbsp; 1360671 |
| 1290000 | GGAM Finance Ltd., 5.875%, 3/15/2030(a) | &nbsp;&nbsp; 1299159 |
| 570000 | Navient Corp., 5.000%, 3/15/2027 | &nbsp;&nbsp; 567684 |
| 1615000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, <br> Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 1497135 |
|  |  | &nbsp;&nbsp; 9189049 |
|  | **Financial Other — 0.1%** | **Financial Other — 0.1%** |
| 400000 | Agile Group Holdings Ltd., 6.050%, 10/13/2025(d) | &nbsp;&nbsp; 24256 |
| 200000 | Central China Real Estate Ltd., 7.250%, 8/13/2024(d) | &nbsp;&nbsp; 8500 |
| 205000 | Central China Real Estate Ltd., 7.650%, 8/27/2025(d) | &nbsp;&nbsp; 8713 |
| 429065 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(e)<br>| &nbsp;&nbsp; 12872 |
| 226880 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(e)<br>| &nbsp;&nbsp; 6806 |
| 49972 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., Zero Coupon, <br> 0.000%–28.181%, 1/31/2031(a)(f)<br>| &nbsp;&nbsp; 1184 |
| 200000 | China Evergrande Group, 8.750%, 6/28/2025(d) | &nbsp;&nbsp; 2378 |
| 200000 | China Evergrande Group, 9.500%, 4/11/2022(d) | &nbsp;&nbsp; 2260 |
| 465055 | &nbsp;&nbsp; Easy Tactic Ltd., 7.500% PIK and/or 6.500% Cash, <br> 7/11/2027(d)(g)<br>| &nbsp;&nbsp; 11133 |
| 50000 | &nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises Finance <br> Corp., 5.250%, 5/15/2027<br>| &nbsp;&nbsp; 48447 |
| 400000 | Kaisa Group Holdings Ltd., 9.375%, 6/30/2024(d) | &nbsp;&nbsp; 16732 |
| 400000 | Kaisa Group Holdings Ltd., 11.250%, 4/16/2025(d) | &nbsp;&nbsp; 16672 |
| 400000 | Kaisa Group Holdings Ltd., 11.650%, 6/01/2026(d) | &nbsp;&nbsp; 16452 |
| 610000 | Kaisa Group Holdings Ltd., 11.700%, 11/11/2025(d) | &nbsp;&nbsp; 24656 |
| 210000 | KWG Group Holdings Ltd., 6.300%, 2/13/2026(d) | &nbsp;&nbsp; 13587 |
| 205000 | Shimao Group Holdings Ltd., 3.450%, 1/11/2031(d) | &nbsp;&nbsp; 10094 |
| 200000 | Shimao Group Holdings Ltd., 4.750%, 7/03/2022(d) | &nbsp;&nbsp; 10250 |
| 200000 | Shimao Group Holdings Ltd., 6.125%, 2/21/2024(d) | &nbsp;&nbsp; 10052 |
| 74922 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 9/30/2026(a)(d)(g)<br>| &nbsp;&nbsp; 8839 |
| 75104 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.250% PIK and/or <br> 5.250% Cash, 9/30/2027(a)(d)(g)<br>| &nbsp;&nbsp; 9012 |
| 150572 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.500% PIK and/or <br> 5.500% Cash, 9/30/2027(a)(d)(g)<br>| &nbsp;&nbsp; 18069 |
| 226405 | &nbsp;&nbsp; Sunac China Holdings Ltd., 6.750% PIK and/or <br> 5.750% Cash, 9/30/2028(a)(d)(g)<br>| &nbsp;&nbsp; 27130 |
| 226953 | &nbsp;&nbsp; Sunac China Holdings Ltd., 7.000% PIK and/or <br> 6.000% Cash, 9/30/2029(a)(d)(g)<br>| &nbsp;&nbsp; 27234 |
| 106874 | &nbsp;&nbsp; Sunac China Holdings Ltd., 7.250% PIK and/or <br> 6.250% Cash, 9/30/2030(a)(d)(g)<br>| &nbsp;&nbsp; 12840 |
| 205000 | Times China Holdings Ltd., 5.750%, 1/14/2027(d) | &nbsp;&nbsp; 6663 |
| 630000 | Times China Holdings Ltd., 6.200%, 3/22/2026(d) | &nbsp;&nbsp; 21420 |
| 800000 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., <br> 6.350%, 1/13/2027(d)<br>| &nbsp;&nbsp; 56520 |
| 200000 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., <br> 7.700%, 2/20/2025(d)<br>| &nbsp;&nbsp; 14126 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $820000 | Zhenro Properties Group Ltd., 6.630%, 1/07/2026(d) | &nbsp;&nbsp; $2665 |
| 210000 | Zhenro Properties Group Ltd., 6.700%, 8/04/2026(d) | &nbsp;&nbsp; 525 |
|  |  | &nbsp;&nbsp; 450087 |
|  | **Food & Beverage — 2.2%** | **Food & Beverage — 2.2%** |
| 275000 | &nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, <br> Inc., 4.875%, 6/01/2029(a)<br>| &nbsp;&nbsp; 231233 |
| 1485000 | Lamb Weston Holdings, Inc., 4.375%, 1/31/2032(a) | &nbsp;&nbsp; 1390702 |
| 390000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., 4.875%, 5/15/2028, <br> 144A(a)<br>| &nbsp;&nbsp; 387591 |
| 2025000 | Performance Food Group, Inc., 4.250%, 8/01/2029(a) | &nbsp;&nbsp; 1952604 |
| 225000 | Performance Food Group, Inc., 6.125%, 9/15/2032(a) | &nbsp;&nbsp; 230160 |
| 295000 | Post Holdings, Inc., 4.500%, 9/15/2031(a) | &nbsp;&nbsp; 273822 |
| 230000 | Post Holdings, Inc., 4.625%, 4/15/2030(a) | &nbsp;&nbsp; 221084 |
| 430000 | Post Holdings, Inc., 5.500%, 12/15/2029(a) | &nbsp;&nbsp; 428028 |
| 1555000 | Post Holdings, Inc., 6.250%, 2/15/2032(a) | &nbsp;&nbsp; 1599597 |
| 80000 | Post Holdings, Inc., 6.375%, 3/01/2033(a) | &nbsp;&nbsp; 80729 |
|  |  | &nbsp;&nbsp; 6795550 |
|  | **Gaming — 1.3%** | **Gaming — 1.3%** |
| 1910000 | &nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., <br> 7.250%, 10/01/2029(a)<br>| &nbsp;&nbsp; 1981646 |
| 570000 | &nbsp;&nbsp; Light & Wonder International, Inc., <br> 7.500%, 9/01/2031(a)<br>| &nbsp;&nbsp; 596455 |
| 1445000 | MGM China Holdings Ltd., 7.125%, 6/26/2031(a) | &nbsp;&nbsp; 1501966 |
|  |  | &nbsp;&nbsp; 4080067 |
|  | **Government Owned - No Guarantee — 0.3%** | **Government Owned - No Guarantee — 0.3%** |
| 865000 | Ecopetrol SA, 8.375%, 1/19/2036 | &nbsp;&nbsp; 834610 |
|  | **Health Care REITs — 0.4%** | **Health Care REITs — 0.4%** |
| 530000 | &nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 3.500%, 3/15/2031<br>| &nbsp;&nbsp; 374688 |
| 715000 | &nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 8.500%, 2/15/2032(a)<br>| &nbsp;&nbsp; 748287 |
|  |  | &nbsp;&nbsp; 1122975 |
|  | **Health Insurance — 1.0%** | **Health Insurance — 1.0%** |
| 1365000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 1268222 |
| 1395000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 1269742 |
| 535000 | Molina Healthcare, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 544576 |
|  |  | &nbsp;&nbsp; 3082540 |
|  | **Healthcare — 2.2%** | **Healthcare — 2.2%** |
| 1275000 | Avantor Funding, Inc., 3.875%, 11/01/2029, 144A(a) | &nbsp;&nbsp; 1207172 |
| 745000 | DaVita, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 677578 |
| 330000 | DaVita, Inc., 4.625%, 6/01/2030, 144A(a) | &nbsp;&nbsp; 316180 |
| 1060000 | HAH Group Holding Co. LLC, 9.750%, 10/01/2031(a) | &nbsp;&nbsp; 1050898 |
| 910000 | Hologic, Inc., 3.250%, 2/15/2029(a) | &nbsp;&nbsp; 867186 |
| 185000 | Hologic, Inc., 4.625%, 2/01/2028(a) | &nbsp;&nbsp; 182834 |
| 890000 | LifePoint Health, Inc., 5.375%, 1/15/2029(a) | &nbsp;&nbsp; 829525 |
| 290000 | Owens & Minor, Inc., 6.625%, 4/01/2030(a) | &nbsp;&nbsp; 272411 |
| 1510000 | Radiology Partners, Inc., 8.500%, 7/15/2032(a) | &nbsp;&nbsp; 1513518 |
|  |  | &nbsp;&nbsp; 6917302 |
|  | **Home Construction — 0.5%** | **Home Construction — 0.5%** |
| 200000 | Corp. GEO SAB de CV, 8.875%, 3/27/2022(a)(d)(h) | &nbsp;&nbsp; — |
| 1440000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(a)<br>| &nbsp;&nbsp; 1434939 |
| 200000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 1/15/2028(a)<br>| &nbsp;&nbsp; 203003 |
|  |  | &nbsp;&nbsp; 1637942 |
|  | **Independent Energy — 4.9%** | **Independent Energy — 4.9%** |
| 2645000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 2702193 |
| 605000 | Civitas Resources, Inc., 8.375%, 7/01/2028(a) | &nbsp;&nbsp; 619466 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Independent Energy — continued** | **Independent Energy — continued** |
| $1915000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; $1944181 |
| 1675000 | Civitas Resources, Inc., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 1693608 |
| 740000 | Crescent Energy Finance LLC, 7.625%, 4/01/2032(a) | &nbsp;&nbsp; 722536 |
| 95000 | Crescent Energy Finance LLC, 9.250%, 2/15/2028(a) | &nbsp;&nbsp; 99025 |
| 150000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 142687 |
| 35000 | Leviathan Bond Ltd., 6.500%, 6/30/2027 | &nbsp;&nbsp; 34752 |
| 1270000 | Matador Resources Co., 6.250%, 4/15/2033(a) | &nbsp;&nbsp; 1260611 |
| 420000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 420219 |
| 330000 | Matador Resources Co., 6.875%, 4/15/2028(a) | &nbsp;&nbsp; 336508 |
| 1205000 | MEG Energy Corp., 5.875%, 2/01/2029(a) | &nbsp;&nbsp; 1203770 |
| 1380000 | Northern Oil & Gas, Inc., 8.125%, 3/01/2028(a) | &nbsp;&nbsp; 1392263 |
| 790000 | Northern Oil & Gas, Inc., 8.750%, 6/15/2031(a) | &nbsp;&nbsp; 814091 |
| 759000 | Saturn Oil & Gas, Inc., 9.625%, 6/15/2029(a) | &nbsp;&nbsp; 754331 |
| 960000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 956471 |
|  |  | &nbsp;&nbsp; 15096712 |
|  | **Industrial Other — 0.3%** | **Industrial Other — 0.3%** |
| 640000 | Arcosa, Inc., 4.375%, 4/15/2029(a) | &nbsp;&nbsp; 619100 |
| 360000 | Arcosa, Inc., 6.875%, 8/15/2032(a) | &nbsp;&nbsp; 373615 |
| 45000 | &nbsp;&nbsp; Brundage-Bone Concrete Pumping Holdings, Inc., <br> 7.500%, 2/01/2032(a)<br>| &nbsp;&nbsp; 44604 |
|  |  | &nbsp;&nbsp; 1037319 |
|  | **Leisure — 0.5%** | **Leisure — 0.5%** |
| 1470000 | NCL Corp. Ltd., 6.750%, 2/01/2032(a) | &nbsp;&nbsp; 1501794 |
|  | **Life Insurance — 0.6%** | **Life Insurance — 0.6%** |
| 1945000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(a)<br>| &nbsp;&nbsp; 1989560 |
|  | **Lodging — 2.9%** | **Lodging — 2.9%** |
| 1945000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(a)<br>| &nbsp;&nbsp; 1761893 |
| 700000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.750%, 5/01/2029(a)<br>| &nbsp;&nbsp; 671030 |
| 50000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 4.000%, 5/01/2031(a)<br>| &nbsp;&nbsp; 47004 |
| 2730000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc., 6.625%, 1/15/2032(a)<br>| &nbsp;&nbsp; 2772392 |
| 2325000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 2232945 |
| 880000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 850484 |
| 695000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 666330 |
| 5000 | Travel & Leisure Co., 6.000%, 4/01/2027 | &nbsp;&nbsp; 5044 |
| 75000 | Travel & Leisure Co., 6.625%, 7/31/2026(a) | &nbsp;&nbsp; 75824 |
|  |  | &nbsp;&nbsp; 9082946 |
|  | **Media Entertainment — 2.4%** | **Media Entertainment — 2.4%** |
| 105000 | Discovery Communications LLC, 3.625%, 5/15/2030 | &nbsp;&nbsp; 92699 |
| 1010000 | Discovery Communications LLC, 6.350%, 6/01/2040 | &nbsp;&nbsp; 701586 |
| 1130000 | Dotdash Meredith, Inc., 7.625%, 6/15/2032(a) | &nbsp;&nbsp; 1095761 |
| 264000 | iHeartCommunications, Inc., 7.000%, 1/15/2031(a) | &nbsp;&nbsp; 195463 |
| 422750 | iHeartCommunications, Inc., 7.750%, 8/15/2030(a) | &nbsp;&nbsp; 327365 |
| 2085000 | &nbsp;&nbsp; Paramount Global, (fixed rate to 3/30/2027, variable <br> rate thereafter), 6.375%, 3/30/2062<br>| &nbsp;&nbsp; 2048587 |
| 2877000 | Warnermedia Holdings, Inc., 4.279%, 3/15/2032 | &nbsp;&nbsp; 2139769 |
| 1315000 | Warnermedia Holdings, Inc., 5.050%, 3/15/2042 | &nbsp;&nbsp; 775061 |
|  |  | &nbsp;&nbsp; 7376291 |
|  | **Metals & Mining — 3.5%** | **Metals & Mining — 3.5%** |
| 1540000 | Alumina Pty. Ltd., 6.375%, 9/15/2032(a) | &nbsp;&nbsp; 1568924 |
| 195000 | Cleveland-Cliffs, Inc., 6.875%, 11/01/2029(a) | &nbsp;&nbsp; 191985 |
| 1335000 | Cleveland-Cliffs, Inc., 7.375%, 5/01/2033(a) | &nbsp;&nbsp; 1253507 |
| 370000 | Commercial Metals Co., 3.875%, 2/15/2031 | &nbsp;&nbsp; 339581 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Metals & Mining — continued** | **Metals & Mining — continued** |
| $1135000 | Commercial Metals Co., 4.125%, 1/15/2030 | &nbsp;&nbsp; $1085543 |
| 730000 | Commercial Metals Co., 4.375%, 3/15/2032 | &nbsp;&nbsp; 669841 |
| 1800000 | First Quantum Minerals Ltd., 9.375%, 3/01/2029(a) | &nbsp;&nbsp; 1910425 |
| 1120000 | GrafTech Finance, Inc., 4.625%, 12/23/2029(a) | &nbsp;&nbsp; 767850 |
| 115000 | &nbsp;&nbsp; GrafTech Global Enterprises, Inc., <br> 9.875%, 12/23/2029(a)<br>| &nbsp;&nbsp; 89985 |
| 175000 | Mineral Resources Ltd., 8.000%, 11/01/2027(a) | &nbsp;&nbsp; 175815 |
| 120000 | Mineral Resources Ltd., 8.125%, 5/01/2027(a) | &nbsp;&nbsp; 119936 |
| 2450000 | Mineral Resources Ltd., 9.250%, 10/01/2028(a) | &nbsp;&nbsp; 2507350 |
|  |  | &nbsp;&nbsp; 10680742 |
|  | **Midstream — 6.1%** | **Midstream — 6.1%** |
| 2170000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(a)<br>| &nbsp;&nbsp; 2143735 |
| 250000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 7.500%, 12/15/2033(a)<br>| &nbsp;&nbsp; 271272 |
| 1475000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, variable <br> rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 1569229 |
| 1965000 | &nbsp;&nbsp; Enterprise Products Operating LLC, Series E, (fixed <br> rate to 8/16/2027, variable rate thereafter), <br> 5.250%, 8/16/2077<br>| &nbsp;&nbsp; 1944204 |
| 1515000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 4.250%, 2/15/2030(a)<br>| &nbsp;&nbsp; 1456631 |
| 1415000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 5.125%, 6/15/2028(a)<br>| &nbsp;&nbsp; 1405073 |
| 515000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 6.500%, 6/01/2029(a)<br>| &nbsp;&nbsp; 529631 |
| 1185000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 3.875%, 8/15/2029(a)<br>| &nbsp;&nbsp; 1117134 |
| 735000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 3.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 642742 |
| 555000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 4.125%, 8/15/2031(a)<br>| &nbsp;&nbsp; 513704 |
| 2680000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to 9/30/2029, <br> variable rate thereafter), 9.000%(a)(c)<br>| &nbsp;&nbsp; 2605493 |
| 1475000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034<br>| &nbsp;&nbsp; 1475562 |
| 1455000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.750%, 1/15/2036<br>| &nbsp;&nbsp; 1455455 |
| 760000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 813825 |
| 715000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 773932 |
|  |  | &nbsp;&nbsp; 18717622 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.0%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.0%** |
| 91504 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL1, 1 mo. USD SOFR + <br> 3.614%, 7.926%, 11/15/2031(a)(b)<br>| &nbsp;&nbsp; 27597 |
| 320265 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL2, 1 mo. USD SOFR + <br> 4.614%, 8.926%, 11/15/2031(a)(b)<br>| &nbsp;&nbsp; 65514 |
| 590000 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2014-GC21, Class D, 4.915%, 5/10/2047(a)(b)<br>| &nbsp;&nbsp; 508875 |
| 385413 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2012-CR3, <br> Class B, 3.922%, 10/15/2045(a)<br>| &nbsp;&nbsp; 360357 |
| 795000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class E, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 512775 |
| 110000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2011-GC5, <br> Class C, 5.295%, 8/10/2044(a)(b)<br>| &nbsp;&nbsp; 96843 |
| 100000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2013-GC13, <br> Class C, 4.012%, 7/10/2046(a)(b)<br>| &nbsp;&nbsp; 90751 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $170000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2014-GC22, <br> Class D, 4.726%, 6/10/2047(a)(b)<br>| &nbsp;&nbsp; $49494 |
| 465000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2011-C3, Class C, <br> 5.360%, 2/15/2046(a)(b)<br>| &nbsp;&nbsp; 434157 |
| 295000 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities Trust, <br> Series 2012-CKSV, Class C, 4.425%, 10/15/2030(a)(b)<br>| &nbsp;&nbsp; 193668 |
| 91798 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class A, Prime + 0.000%, 7.500%, 11/15/2027(a)(b)<br>| &nbsp;&nbsp; 55193 |
| 320000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class D, Prime + 0.000%, <br> 7.500%, 11/15/2027(a)(b)(e)(h)<br>| &nbsp;&nbsp; 3200 |
| 350000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class E, Prime + 0.000%, <br> 7.500%, 11/15/2027(a)(b)(e)(h)<br>| &nbsp;&nbsp; 1750 |
| 145000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class C, 4.249%, 11/15/2059(b)<br>| &nbsp;&nbsp; 125294 |
| 158612 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, 6.050%, 3/15/2044(a)(b)<br>| &nbsp;&nbsp; 56342 |
| 205000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C4, Class E, 5.149%, 6/15/2044(a)(b)<br>| &nbsp;&nbsp; 192702 |
| 530000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class C, 4.455%, 12/15/2045(b)<br>| &nbsp;&nbsp; 430216 |
|  |  | &nbsp;&nbsp; 3204728 |
|  | **Oil Field Services — 0.7%** | **Oil Field Services — 0.7%** |
| 495000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 499080 |
| 235000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 236937 |
| 273154 | Transocean Aquila Ltd., 8.000%, 9/30/2028(a) | &nbsp;&nbsp; 275228 |
| 942375 | Transocean Poseidon Ltd., 6.875%, 2/01/2027(a) | &nbsp;&nbsp; 943947 |
| 221666 | &nbsp;&nbsp; Transocean Titan Financing Ltd., <br> 8.375%, 2/01/2028(a)<br>| &nbsp;&nbsp; 225161 |
| 45000 | Transocean, Inc., 8.000%, 2/01/2027(a) | &nbsp;&nbsp; 44330 |
|  |  | &nbsp;&nbsp; 2224683 |
|  | **Packaging — 0.6%** | **Packaging — 0.6%** |
| 278411 | &nbsp;&nbsp; ARD Finance SA, 7.250% PIK and/or 6.500% Cash, <br> 6/30/2027(a)(e)(g)<br>| &nbsp;&nbsp; 11833 |
| 1445000 | &nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 3.250%, 9/01/2028(a)<br>| &nbsp;&nbsp; 1365573 |
| 300000 | &nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 3.250%, 9/01/2028<br>| &nbsp;&nbsp; 283510 |
| 200000 | &nbsp;&nbsp; Mauser Packaging Solutions Holding Co., <br> 7.875%, 4/15/2027(a)<br>| &nbsp;&nbsp; 203278 |
|  |  | &nbsp;&nbsp; 1864194 |
|  | **Pharmaceuticals — 2.7%** | **Pharmaceuticals — 2.7%** |
| 2080000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 1754574 |
| 640000 | Bausch Health Cos., Inc., 11.000%, 9/30/2028(a) | &nbsp;&nbsp; 633600 |
| 390000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 400961 |
| 220000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 215727 |
| 3275000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 2355221 |
| 800000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 804609 |
| 300000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 306366 |
| 790000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 861789 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Pharmaceuticals — continued** | **Pharmaceuticals — continued** |
| $200000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 8.125%, 9/15/2031<br>| &nbsp;&nbsp; $226472 |
| 655000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV BV, <br> 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 666747 |
|  |  | &nbsp;&nbsp; 8226066 |
|  | **Property & Casualty Insurance — 4.7%** | **Property & Casualty Insurance — 4.7%** |
| 2730000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 6.500%, 10/01/2031(a)<br>| &nbsp;&nbsp; 2780775 |
| 1040000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 1075787 |
| 1035000 | AmWINS Group, Inc., 6.375%, 2/15/2029(a) | &nbsp;&nbsp; 1054909 |
| 3650000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 3815962 |
| 2340000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, <br> 7.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 2432643 |
| 1030000 | Liberty Mutual Group, Inc., 4.300%, 2/01/2061(a) | &nbsp;&nbsp; 632111 |
| 1140000 | Panther Escrow Issuer LLC, 7.125%, 6/01/2031(a) | &nbsp;&nbsp; 1184176 |
| 1490000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 1501720 |
|  |  | &nbsp;&nbsp; 14478083 |
|  | **Refining — 0.5%** | **Refining — 0.5%** |
| 280000 | CVR Energy, Inc., 5.750%, 2/15/2028(a) | &nbsp;&nbsp; 268101 |
| 1150000 | CVR Energy, Inc., 8.500%, 1/15/2029(a) | &nbsp;&nbsp; 1150451 |
|  |  | &nbsp;&nbsp; 1418552 |
|  | **Restaurants — 2.8%** | **Restaurants — 2.8%** |
| 1635000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(a)<br>| &nbsp;&nbsp; 1592586 |
| 1490000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 1388484 |
| 460000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.375%, 1/15/2028(a)<br>| &nbsp;&nbsp; 451099 |
| 30000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 30424 |
| 1310000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 6.125%, 6/15/2029(a)<br>| &nbsp;&nbsp; 1343502 |
| 1110000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 1024526 |
| 290000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 279204 |
| 2730000 | Yum! Brands, Inc., 4.750%, 1/15/2030(a) | &nbsp;&nbsp; 2704271 |
|  |  | &nbsp;&nbsp; 8814096 |
|  | **Retailers — 2.7%** | **Retailers — 2.7%** |
| 145000 | &nbsp;&nbsp; Evergreen Acqco 1 LP/TVI, Inc., <br> 9.750%, 4/26/2028(a)<br>| &nbsp;&nbsp; 151671 |
| 2515000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; 2322602 |
| 360000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 352245 |
| 950000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031, 144A(a) | &nbsp;&nbsp; 876354 |
| 720000 | Parkland Corp., 4.500%, 10/01/2029(a) | &nbsp;&nbsp; 692125 |
| 415000 | Parkland Corp., 6.625%, 8/15/2032(a) | &nbsp;&nbsp; 424164 |
| 630000 | Rakuten Group, Inc., 9.750%, 4/15/2029(a) | &nbsp;&nbsp; 690089 |
| 200000 | Rakuten Group, Inc., 9.750%, 4/15/2029 | &nbsp;&nbsp; 219076 |
| 1250000 | Rakuten Group, Inc., 11.250%, 2/15/2027(a) | &nbsp;&nbsp; 1357329 |
| 1635000 | Saks Global Enterprises LLC, 11.000%, 12/15/2029(a) | &nbsp;&nbsp; 866550 |
| 454468 | Sgus LLC, 11.000%, 12/15/2029 | &nbsp;&nbsp; 436324 |
|  |  | &nbsp;&nbsp; 8388529 |
|  | **Supermarkets — 0.4%** | **Supermarkets — 0.4%** |
| 80000 | &nbsp;&nbsp; Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC, 4.875%, 2/15/2030(a)<br>| &nbsp;&nbsp; 78641 |
| 1045000 | &nbsp;&nbsp; Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC, 6.250%, 3/15/2033(a)<br>| &nbsp;&nbsp; 1077213 |
|  |  | &nbsp;&nbsp; 1155854 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — 8.9%** | **Technology — 8.9%** |
| $1250000 | Block, Inc., 3.500%, 6/01/2031 | &nbsp;&nbsp; $1146585 |
| 1710000 | Block, Inc., 6.500%, 5/15/2032 | &nbsp;&nbsp; 1764246 |
| 360000 | CommScope LLC, 9.500%, 12/15/2031(a) | &nbsp;&nbsp; 376997 |
| 40000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 37909 |
| 635000 | Entegris, Inc., 4.375%, 4/15/2028(a) | &nbsp;&nbsp; 618069 |
| 1945000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 1962828 |
| 640955 | GoTo Group, Inc., 5.500%, 5/01/2028(a) | &nbsp;&nbsp; 525583 |
| 955000 | Imola Merger Corp., 4.750%, 5/15/2029(a) | &nbsp;&nbsp; 922045 |
| 1260000 | Iron Mountain, Inc., 4.500%, 2/15/2031(a) | &nbsp;&nbsp; 1200516 |
| 740000 | Iron Mountain, Inc., 4.875%, 9/15/2029(a) | &nbsp;&nbsp; 726990 |
| 345000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 340281 |
| 75000 | Iron Mountain, Inc., 5.250%, 7/15/2030 | &nbsp;&nbsp; 73974 |
| 1475000 | Iron Mountain, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 1516604 |
| 205000 | Iron Mountain, Inc., 7.000%, 2/15/2029(a) | &nbsp;&nbsp; 212216 |
| 1660000 | Neptune Bidco U.S., Inc., 9.290%, 4/15/2029(a) | &nbsp;&nbsp; 1616317 |
| 35000 | Open Text Corp., 3.875%, 12/01/2029, 144A(a) | &nbsp;&nbsp; 32967 |
| 2160000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(a) | &nbsp;&nbsp; 2041448 |
| 1285000 | Open Text Holdings, Inc., 4.125%, 12/01/2031(a) | &nbsp;&nbsp; 1183114 |
| 360000 | Sabre GLBL, Inc., 8.625%, 6/01/2027(a) | &nbsp;&nbsp; 368550 |
| 747000 | Sabre GLBL, Inc., 10.750%, 11/15/2029(a) | &nbsp;&nbsp; 767577 |
| 900000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(a)<br>| &nbsp;&nbsp; 913436 |
| 780000 | Seagate HDD Cayman, 4.091%, 6/01/2029 | &nbsp;&nbsp; 745376 |
| 325000 | Seagate HDD Cayman, 4.125%, 1/15/2031 | &nbsp;&nbsp; 297482 |
| 355000 | Seagate HDD Cayman, 8.250%, 12/15/2029 | &nbsp;&nbsp; 378074 |
| 1295000 | Sensata Technologies BV, 4.000%, 4/15/2029(a) | &nbsp;&nbsp; 1231650 |
| 1655000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 1508569 |
| 540000 | Sensata Technologies, Inc., 4.375%, 2/15/2030(a) | &nbsp;&nbsp; 515540 |
| 595000 | Sensata Technologies, Inc., 6.625%, 7/15/2032(a) | &nbsp;&nbsp; 612344 |
| 1945000 | Zebra Technologies Corp., 6.500%, 6/01/2032(a) | &nbsp;&nbsp; 1999999 |
| 2092000 | Ziff Davis, Inc., 4.625%, 10/15/2030(a) | &nbsp;&nbsp; 1952817 |
|  |  | &nbsp;&nbsp; 27590103 |
|  | **Wirelines — 0.9%** | **Wirelines — 0.9%** |
| 665000 | Altice Financing SA, 5.000%, 1/15/2028(a) | &nbsp;&nbsp; 500275 |
| 94000 | Fibercop SpA, 6.000%, 9/30/2034(a) | &nbsp;&nbsp; 87969 |
| 465000 | Fibercop SpA, 7.200%, 7/18/2036(a) | &nbsp;&nbsp; 453181 |
| 282000 | Fibercop SpA, Series 2033, 6.375%, 11/15/2033(a) | &nbsp;&nbsp; 273847 |
| 1485000 | Level 3 Financing, Inc., 4.250%, 7/01/2028(a) | &nbsp;&nbsp; 1361701 |
|  |  | &nbsp;&nbsp; 2676973 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $255,349,489)<br>| &nbsp;&nbsp; 247246335 |
| **Convertible Bonds — 3.6%** | **Convertible Bonds — 3.6%** | **Convertible Bonds — 3.6%** |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 147000 | Coinbase Global, Inc., 0.250%, 4/01/2030 | &nbsp;&nbsp; 191909 |
|  | **Cable Satellite — 0.5%** | **Cable Satellite — 0.5%** |
| 1228146 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(g)<br>| &nbsp;&nbsp; 1446142 |
|  | **Consumer Cyclical Services — 0.2%** | **Consumer Cyclical Services — 0.2%** |
| 214000 | &nbsp;&nbsp; DoorDash, Inc., Zero Coupon, <br> 0.000%, 5/15/2030(a)(i)<br>| &nbsp;&nbsp; 231838 |
| 216000 | &nbsp;&nbsp; Uber Technologies, Inc., Series 2028, <br> 0.875%, 12/01/2028<br>| &nbsp;&nbsp; 308124 |
|  |  | &nbsp;&nbsp; 539962 |
|  | **Diversified Manufacturing — 0.2%** | **Diversified Manufacturing — 0.2%** |
| 160000 | &nbsp;&nbsp; Advanced Energy Industries, Inc., <br> 2.500%, 9/15/2028<br>| &nbsp;&nbsp; 191664 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Diversified Manufacturing — continued** | **Diversified Manufacturing — continued** |
| $97000 | Bloom Energy Corp., 3.000%, 6/01/2028 | &nbsp;&nbsp; $143463 |
| 159000 | Itron, Inc., 1.375%, 7/15/2030 | &nbsp;&nbsp; 189051 |
|  |  | &nbsp;&nbsp; 524178 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 316000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 369562 |
| 105000 | Pinnacle West Capital Corp., 4.750%, 6/15/2027 | &nbsp;&nbsp; 113715 |
|  |  | &nbsp;&nbsp; 483277 |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| 88172 | &nbsp;&nbsp; Sunac China Holdings Ltd., 1.000% PIK and/or <br> 0.000% Cash, 9/30/2032(a)(d)(g)<br>| &nbsp;&nbsp; 8817 |
|  | **Food & Beverage — 0.1%** | **Food & Beverage — 0.1%** |
| 364000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 415506 |
|  | **Independent Energy — 0.1%** | **Independent Energy — 0.1%** |
| 287000 | Northern Oil & Gas, Inc., 3.625%, 4/15/2029 | &nbsp;&nbsp; 299197 |
| 79000 | &nbsp;&nbsp; Permian Resources Operating LLC, <br> 3.250%, 4/01/2028<br>| &nbsp;&nbsp; 190430 |
|  |  | &nbsp;&nbsp; 489627 |
|  | **Industrial Other — 0.2%** | **Industrial Other — 0.2%** |
| 234000 | Fluor Corp., 1.125%, 8/15/2029 | &nbsp;&nbsp; 307008 |
| 108000 | Granite Construction, Inc., 3.750%, 5/15/2028 | &nbsp;&nbsp; 224262 |
|  |  | &nbsp;&nbsp; 531270 |
|  | **Leisure — 0.3%** | **Leisure — 0.3%** |
| 197000 | Carnival Corp., 5.750%, 12/01/2027 | &nbsp;&nbsp; 433301 |
| 464000 | NCL Corp. Ltd., 0.875%, 4/15/2030(a) | &nbsp;&nbsp; 496190 |
|  |  | &nbsp;&nbsp; 929491 |
|  | **Media Entertainment — 0.2%** | **Media Entertainment — 0.2%** |
| 213000 | Sea Ltd., 2.375%, 12/01/2025 | &nbsp;&nbsp; 378349 |
| 90000 | Spotify USA, Inc., Zero Coupon, 0.000%, 3/15/2026(i) | &nbsp;&nbsp; 136341 |
|  |  | &nbsp;&nbsp; 514690 |
|  | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |
| 295000 | Jazz Investments I Ltd., 3.125%, 9/15/2030(a) | &nbsp;&nbsp; 312700 |
|  | **Retailers — 0.0%** | **Retailers — 0.0%** |
| 126000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 156492 |
|  | **Technology — 1.5%** | **Technology — 1.5%** |
| 400000 | &nbsp;&nbsp; CyberArk Software Ltd., Zero Coupon, <br> 0.000%, 6/15/2030(a)(i)<br>| &nbsp;&nbsp; 411000 |
| 630000 | &nbsp;&nbsp; Datadog, Inc., Zero Coupon, <br> 0.000%–3.296%, 12/01/2029(a)(f)<br>| &nbsp;&nbsp; 601965 |
| 366000 | Global Payments, Inc., 1.500%, 3/01/2031 | &nbsp;&nbsp; 326838 |
| 250000 | Guidewire Software, Inc., 1.250%, 11/01/2029(a) | &nbsp;&nbsp; 294750 |
| 97000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 282512 |
| 206000 | Nutanix, Inc., 0.250%, 10/01/2027 | &nbsp;&nbsp; 289842 |
| 411000 | Parsons Corp., 2.625%, 3/01/2029 | &nbsp;&nbsp; 436893 |
| 318000 | Rubrik, Inc., Zero Coupon, 0.000%, 6/15/2030(a)(i) | &nbsp;&nbsp; 332906 |
| 110000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 197835 |
| 238000 | &nbsp;&nbsp; Snowflake, Inc., Zero Coupon, <br> 0.000%, 10/01/2029(a)(i)<br>| &nbsp;&nbsp; 370328 |
| 325000 | Tempus Ai, Inc., 0.750%, 7/15/2030 | &nbsp;&nbsp; 325000 |
| 148000 | Tyler Technologies, Inc., 0.250%, 3/15/2026 | &nbsp;&nbsp; 181892 |
| 154000 | Vertex, Inc., 0.750%, 5/01/2029 | &nbsp;&nbsp; 184110 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $65000 | Wolfspeed, Inc., 0.250%, 2/15/2028(d) | &nbsp;&nbsp; $16088 |
| 1030000 | Wolfspeed, Inc., 1.875%, 12/01/2029(d) | &nbsp;&nbsp; 254925 |
|  |  | &nbsp;&nbsp; 4506884 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $10,872,866)<br>| &nbsp;&nbsp; 11050945 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $266,222,355)<br>| &nbsp;&nbsp; 258297280 |
| **Senior Loans — 7.8%** | **Senior Loans — 7.8%** | **Senior Loans — 7.8%** |
|  | **Brokerage — 0.4%** | **Brokerage — 0.4%** |
| 829862 | &nbsp;&nbsp; Edelman Financial Center LLC, 2024 Term Loan, <br> 1 mo. USD SOFR + 3.000%, 7.327%, 4/07/2028(b)(j)<br>| &nbsp;&nbsp; 830210 |
| 451235 | &nbsp;&nbsp; Hightower Holding LLC, 2025 Term Loan B, 3 mo. <br> USD SOFR + 3.000%, 7.260%, 2/03/2032(b)(j)<br>| &nbsp;&nbsp; 449733 |
|  |  | &nbsp;&nbsp; 1279943 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 387095 | &nbsp;&nbsp; Chemours Co., 2023 USD Term Loan B, 1 mo. USD <br> SOFR + 3.000%, 7.327%, 8/18/2028(b)<br>| &nbsp;&nbsp; 385644 |
|  | **Consumer Cyclical Services — 1.1%** | **Consumer Cyclical Services — 1.1%** |
| 29353 | &nbsp;&nbsp; Grant Thornton Advisors LLC, 2025 Delayed Draw <br> Term Loan, 1 mo. USD SOFR + 2.750%, <br> 7.077%, 6/02/2031(b)(j)<br>| &nbsp;&nbsp; 29302 |
| 1352691 | &nbsp;&nbsp; Horizon U.S. Finco LP, Term Loan B, 3 mo. USD <br> SOFR + 4.750%, 9.030%, 10/31/2031(b)(j)<br>| &nbsp;&nbsp; 1319997 |
| 952483 | &nbsp;&nbsp; PUG LLC, 2024 Extended Term Loan B, 1 mo. USD <br> SOFR + 4.750%, 9.077%, 3/15/2030(b)<br>| &nbsp;&nbsp; 922318 |
| 745663 | &nbsp;&nbsp; Ryan LLC, Term Loan, 1 mo. USD SOFR + 3.500%, <br> 7.827%, 11/14/2030(b)(j)<br>| &nbsp;&nbsp; 746363 |
| 477208 | &nbsp;&nbsp; VT Topco, Inc., 2024 1st Lien Term Loan B, 3 mo. <br> USD SOFR + 3.000%, 7.327%, 8/09/2030(b)(j)<br>| &nbsp;&nbsp; 477867 |
|  |  | &nbsp;&nbsp; 3495847 |
|  | **Financial Other — 0.8%** | **Financial Other — 0.8%** |
| 927027 | &nbsp;&nbsp; Dechra Pharmaceuticals Holdings Ltd., USD Term <br> Loan B, 6 mo. USD SOFR + 3.250%, <br> 7.542%, 1/27/2032(b)(j)<br>| &nbsp;&nbsp; 928705 |
| 1540000 | &nbsp;&nbsp; Gryphon Debt Merger Sub, Inc., Term Loan B, <br> 6/18/2032(k)<br>| &nbsp;&nbsp; 1538722 |
| 95000 | &nbsp;&nbsp; Mermaid Bidco, Inc., 2024 USD Term Loan B, <br> 7/03/2031(k)<br>| &nbsp;&nbsp; 95000 |
|  |  | &nbsp;&nbsp; 2562427 |
|  | **Healthcare — 1.1%** | **Healthcare — 1.1%** |
| 1815230 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Term Loan B, <br> 12/17/2030(k)<br>| &nbsp;&nbsp; 1816374 |
| 44200 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(l)<br>| &nbsp;&nbsp; 44243 |
| 7781 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, 1 mo. <br> USD SOFR + 3.500%, 7.827%, 10/23/2031(b)(j)<br>| &nbsp;&nbsp; 7788 |
| 403988 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD SOFR + <br> 3.500%, 7.827%, 10/23/2031(b)(j)<br>| &nbsp;&nbsp; 404375 |
| 582749 | &nbsp;&nbsp; Inception Holdco SARL, 2025 USD Term Loan B, <br> 3 mo. USD SOFR + 3.750%, 8.046%, 4/18/2031(b)(j)<br>| &nbsp;&nbsp; 586758 |
| 575430 | &nbsp;&nbsp; IVC Acquisition Ltd., 2025 USD Repriced Term Loan <br> B, 12/12/2028(k)<br>| &nbsp;&nbsp; 578129 |
| 51669 | &nbsp;&nbsp; IVC Acquisition Ltd., 2025 USD Repriced Term Loan <br> B, 3 mo. USD SOFR + 3.750%, <br> 8.046%, 12/12/2028(b)(j)<br>| &nbsp;&nbsp; 51911 |
|  |  | &nbsp;&nbsp; 3489578 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| $312667 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Delayed Draw Term <br> Loan, 3.750%, 12/21/2029(l)<br>| &nbsp;&nbsp; $313449 |
| 547168 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Term Loan, 1 mo. USD <br> SOFR + 6.000%, 10.320%, 12/21/2029(b)(j)<br>| &nbsp;&nbsp; 548535 |
|  |  | &nbsp;&nbsp; 861984 |
|  | **Property & Casualty Insurance — 1.4%** | **Property & Casualty Insurance — 1.4%** |
| 1077287 | &nbsp;&nbsp; Acrisure LLC, 2024 1st Lien Term Loan B6, 1 mo. <br> USD SOFR + 3.000%, 7.327%, 11/06/2030(b)(j)<br>| &nbsp;&nbsp; 1073440 |
| 1226708 | &nbsp;&nbsp; Amynta Agency Borrower, Inc., 2024 1st Lien Term <br> Loan B, 1 mo. USD SOFR + 3.000%, <br> 7.327%, 12/29/2031(b)(j)<br>| &nbsp;&nbsp; 1226266 |
| 782039 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.983%, 2/15/2031(b)(j)<br>| &nbsp;&nbsp; 775197 |
| 625798 | &nbsp;&nbsp; Asurion LLC, 2023 Term Loan B11, 1 mo. USD SOFR <br> + 4.250%, 8.677%, 8/19/2028(b)(j)<br>| &nbsp;&nbsp; 618532 |
| 603803 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2nd Lien Term Loan, <br> 3 mo. USD SOFR + 4.750%, 9.046%, 5/06/2032(b)(j)<br>| &nbsp;&nbsp; 610222 |
|  |  | &nbsp;&nbsp; 4303657 |
|  | **Technology — 2.4%** | **Technology — 2.4%** |
| 95069 | CommScope, Inc., 2024 Term Loan, 12/17/2029(k) | &nbsp;&nbsp; 96109 |
| 1633095 | &nbsp;&nbsp; CommScope, Inc., 2024 Term Loan, 1 mo. USD <br> SOFR + 5.250%, 9.577%, 12/17/2029(b)(j)<br>| &nbsp;&nbsp; 1650961 |
| 1682781 | &nbsp;&nbsp; First Advantage Holdings LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 3.250%, 7.577%, 10/31/2031(b)(j)<br>| &nbsp;&nbsp; 1682259 |
| 1434873 | &nbsp;&nbsp; Fortress Intermediate 3, Inc., 2025 Term Loan B, <br> 6/27/2031(k)<br>| &nbsp;&nbsp; 1436666 |
| 1431267 | &nbsp;&nbsp; Fortress Intermediate 3, Inc., Term Loan B, 1 mo. <br> USD SOFR + 3.500%, 7.827%, 6/27/2031(b)(j)<br>| &nbsp;&nbsp; 1433057 |
| 221319 | &nbsp;&nbsp; GoTo Group, Inc., 2024 First Out Term Loan, 1 mo. <br> USD SOFR + 4.750%, 9.162%, 4/28/2028(b)(j)<br>| &nbsp;&nbsp; 191915 |
| 286283 | &nbsp;&nbsp; Kaseya, Inc., 2025 1st Lien Term Loan B, 1 mo. USD <br> SOFR + 3.250%, 7.577%, 3/20/2032(b)(j)<br>| &nbsp;&nbsp; 287267 |
| 453857 | &nbsp;&nbsp; Project Alpha Intermediate Holding, Inc., 2024 1st <br> Lien Term Loan B, 3 mo. USD SOFR + 3.250%, <br> 7.546%, 10/26/2030(b)(j)<br>| &nbsp;&nbsp; 455813 |
|  |  | &nbsp;&nbsp; 7234047 |
|  | **Wireless — 0.2%** | **Wireless — 0.2%** |
| 478791 | &nbsp;&nbsp; Crown Subsea Communications Holding, Inc., 2024 <br> Term Loan B1, 3 mo. USD SOFR + 4.000%, <br> 8.330%, 1/30/2031(b)<br>| &nbsp;&nbsp; 481386 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $24,066,923)<br>| &nbsp;&nbsp; 24094513 |

---

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 2.9%** | **Common Stocks— 2.9%** | **Common Stocks— 2.9%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 603 | Lockheed Martin Corp. | &nbsp;&nbsp; 279273 |
|  | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| 2395 | United Parcel Service, Inc., Class B | &nbsp;&nbsp; 241751 |
|  | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| 1150 | AbbVie, Inc. | &nbsp;&nbsp; 213463 |
| 13098 | BioMarin Pharmaceutical, Inc.(e) | &nbsp;&nbsp; 719997 |
| 1170 | Gilead Sciences, Inc. | &nbsp;&nbsp; 129718 |
|  |  | &nbsp;&nbsp; 1063178 |
|  | **Capital Markets — 0.2%** | **Capital Markets — 0.2%** |
| 59 | BlackRock, Inc. | &nbsp;&nbsp; 61906 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Capital Markets — continued** | **Capital Markets — continued** |
| 597 | CME Group, Inc. | &nbsp;&nbsp; $164545 |
| 1571 | Morgan Stanley | &nbsp;&nbsp; 221291 |
|  |  | &nbsp;&nbsp; 447742 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 149 | Linde PLC | &nbsp;&nbsp; 69908 |
|  | **Construction Materials — 0.2%** | **Construction Materials — 0.2%** |
| 83615 | Cemex SAB de CV, ADR | &nbsp;&nbsp; 579452 |
|  | **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** |
| 130 | Costco Wholesale Corp. | &nbsp;&nbsp; 128692 |
|  | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| 1273 | Packaging Corp. of America | &nbsp;&nbsp; 239897 |
|  | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** |
| 1960 | Duke Energy Corp. | &nbsp;&nbsp; 231280 |
|  | **Electrical Equipment — 0.1%** | **Electrical Equipment — 0.1%** |
| 1530 | Emerson Electric Co. | &nbsp;&nbsp; 203995 |
|  | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| 90 | Mcdermott International Ltd.(e) | &nbsp;&nbsp; 990 |
|  | **Financial Services — 0.1%** | **Financial Services — 0.1%** |
| 349 | Mastercard, Inc., Class A | &nbsp;&nbsp; 196117 |
|  | **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** |
| 494 | Union Pacific Corp. | &nbsp;&nbsp; 113660 |
|  | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** |
| 1045 | Abbott Laboratories | &nbsp;&nbsp; 142130 |
|  | **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** |
| 557 | Elevance Health, Inc. | &nbsp;&nbsp; 216651 |
| 812 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 253319 |
|  |  | &nbsp;&nbsp; 469970 |
|  | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |
| 287 | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 89871 |
|  | **Household Products — 0.2%** | **Household Products — 0.2%** |
| 2096 | Colgate-Palmolive Co. | &nbsp;&nbsp; 190526 |
| 1818 | Kimberly-Clark Corp. | &nbsp;&nbsp; 234377 |
| 1072 | Procter & Gamble Co. | &nbsp;&nbsp; 170791 |
|  |  | &nbsp;&nbsp; 595694 |
|  | **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** |
| 1658 | Alphabet, Inc., Class A | &nbsp;&nbsp; 292189 |
|  | **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** |
| 335 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp; 135829 |
|  | **Machinery — 0.0%** | **Machinery — 0.0%** |
| 67 | Deere & Co. | &nbsp;&nbsp; 34069 |
|  | **Media — 0.1%** | **Media — 0.1%** |
| 68328 | Altice USA, Inc., Class A(e) | &nbsp;&nbsp; 146222 |
| 6675 | Comcast Corp., Class A | &nbsp;&nbsp; 238231 |
| 3789 | Paramount Global, Class B | &nbsp;&nbsp; 48878 |
|  |  | &nbsp;&nbsp; 433331 |
|  | **Oil, Gas & Consumable Fuels — 0.1%** | **Oil, Gas & Consumable Fuels — 0.1%** |
| 2801 | Battalion Oil Corp.(e) | &nbsp;&nbsp; 3613 |
| 2293 | Exxon Mobil Corp. | &nbsp;&nbsp; 247186 |
| 2985 | Williams Cos., Inc. | &nbsp;&nbsp; 187488 |
|  |  | &nbsp;&nbsp; 438287 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 3497 | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 161876 |
| 1215 | Johnson & Johnson | &nbsp;&nbsp; 185591 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Pharmaceuticals — continued** | **Pharmaceuticals — continued** |
| 4361 | Merck & Co., Inc. | &nbsp;&nbsp; $345217 |
| 18066 | Teva Pharmaceutical Industries Ltd., ADR(e) | &nbsp;&nbsp; 302786 |
|  |  | &nbsp;&nbsp; 995470 |
|  | **Retail REITs — 0.0%** | **Retail REITs — 0.0%** |
| 786 | Simon Property Group, Inc. | &nbsp;&nbsp; 126357 |
|  | **Semiconductors & Semiconductor Equipment — 0.1%** | **Semiconductors & Semiconductor Equipment — 0.1%** |
| 704 | Broadcom, Inc. | &nbsp;&nbsp; 194058 |
| 912 | QUALCOMM, Inc. | &nbsp;&nbsp; 145245 |
|  |  | &nbsp;&nbsp; 339303 |
|  | **Software — 0.2%** | **Software — 0.2%** |
| 446 | Microsoft Corp. | &nbsp;&nbsp; 221845 |
| 1123 | Salesforce, Inc. | &nbsp;&nbsp; 306231 |
|  |  | &nbsp;&nbsp; 528076 |
|  | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| 180 | Home Depot, Inc. | &nbsp;&nbsp; 65995 |
| 1197 | TJX Cos., Inc. | &nbsp;&nbsp; 147818 |
|  |  | &nbsp;&nbsp; 213813 |
|  | **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |
| 859 | Apple, Inc. | &nbsp;&nbsp; 176241 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $10,569,891)<br>| &nbsp;&nbsp; 8806565 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>|  |  |
| **Equity-Linked Notes — 1.5%** | **Equity-Linked Notes — 1.5%** | **Equity-Linked Notes — 1.5%** |
| $371297 | &nbsp;&nbsp; Barclays Bank PLC, (W.W. Grainger, Inc.), <br> 12.270%, 11/14/2025(a)<br>| &nbsp;&nbsp; 376718 |
| 457955 | &nbsp;&nbsp; Barclays Bank PLC, (Cheniere Energy, Inc.), <br> 14.470%, 1/16/2026(a)<br>| &nbsp;&nbsp; 464743 |
| 355621 | &nbsp;&nbsp; Barclays Bank PLC, (Freeport-McMoRan, Inc.), <br> 20.380%, 4/29/2026(a)<br>| &nbsp;&nbsp; 397622 |
| 438103 | &nbsp;&nbsp; BNP Paribas Issuance BV, (McDonald's Corp.), <br> 11.600%, 11/24/2025(a)<br>| &nbsp;&nbsp; 424170 |
| 363253 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Yum! Brands, Inc.), <br> 12.760%, 8/01/2025(a)<br>| &nbsp;&nbsp; 364551 |
| 456807 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Eaton Corp. PLC), <br> 16.040%, 1/06/2026(a)<br>| &nbsp;&nbsp; 472783 |
| 360709 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Goldman Sachs Group, <br> Inc.), 18.240%, 11/03/2025(a)<br>| &nbsp;&nbsp; 383862 |
| 363781 | &nbsp;&nbsp; Citigroup Global Markets Holdings, Inc., (KLA <br> Corp.), 20.670%, 10/15/2025(a)<br>| &nbsp;&nbsp; 387068 |
| 453929 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (T-Mobile U.S., Inc.), <br> 14.920%, 12/10/2025(a)<br>| &nbsp;&nbsp; 452498 |
| 441640 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Bank of America <br> Corp.), 16.220%, 4/23/2026(a)<br>| &nbsp;&nbsp; 488209 |
| 358938 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Autodesk, Inc.), <br> 18.960%, 9/18/2025(a)<br>| &nbsp;&nbsp; 372108 |
|  | &nbsp;&nbsp; Total Equity-Linked Notes <br>(Identified Cost $4,422,033)<br>| &nbsp;&nbsp; 4584332 |

---

------

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>| **Description** | **Value (†)** |
| **Preferred Stocks — 0.4%** | **Preferred Stocks — 0.4%** | **Preferred Stocks — 0.4%** |
| **Convertible Preferred Stocks — 0.4%** | **Convertible Preferred Stocks — 0.4%** | **Convertible Preferred Stocks — 0.4%** |
|  | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
| 9035 | Boeing Co., 6.000% | &nbsp;&nbsp; $614380 |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 3400 | Apollo Global Management, Inc., 6.750% | &nbsp;&nbsp; 254490 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 8106 | PG&E Corp., Series A, 6.000% | &nbsp;&nbsp; 304786 |
|  | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Identified Cost $1,050,328)<br>| &nbsp;&nbsp; 1173656 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $1,050,328)<br>| &nbsp;&nbsp; 1173656 |
| **Warrants — 0.0%** | **Warrants — 0.0%** | **Warrants — 0.0%** |
| 22710 | &nbsp;&nbsp; McDermott International Ltd., Tranche A, <br> Expiration on 6/30/2027(e)(h)<br>| &nbsp;&nbsp; — |
| 25233 | &nbsp;&nbsp; McDermott International Ltd., Tranche B, <br> Expiration on 6/30/2027(e)(h)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Total Warrants <br>(Identified Cost $35,225)<br>| &nbsp;&nbsp; — |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>|  |  |
| **Short-Term Investments — 4.4%** | **Short-Term Investments — 4.4%** | **Short-Term Investments — 4.4%** |
| $10583128 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 6/30/2025 at <br> 2.900% to be repurchased at $10,583,981 on <br> 7/01/2025 collateralized by $10,794,000 <br> U.S. Treasury Note, 3.750% due 6/30/2027 valued at <br> $10,794,896 including accrued interest(m)<br>| &nbsp;&nbsp; 10583128 |
| 3055000 | U.S. Treasury Bills, 4.220%, 7/24/2025(n)(o) | &nbsp;&nbsp; 3046871 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $13,629,892)<br>| &nbsp;&nbsp; 13629999 |
|  | &nbsp;&nbsp; Total Investments — 100.6% <br>(Identified Cost $319,996,647)<br>| &nbsp;&nbsp; 310586345 |
|  | Other assets less liabilities — (0.6)% | &nbsp;&nbsp; (1802051)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $308784294 |

---

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

------

---

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

---

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At June 30, 2025, the value of Rule 144A holdings amounted to $205,238,719 or 66.5% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of June 30, 2025 is disclosed. Issuers comprised of
 various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average
 rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based
 on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund's investment in this security is comprised of various lots with differing annualized yields.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest rate represents annualized yield at time of purchase; not a coupon rate.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Position is unsettled. Contract rate was not determined at June 30, 2025 and does
 not take effect until settlement date. Maturity date is not finalized until settlement date.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of June 30, 2025, the Fund had
 an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

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

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

------

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

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ADR | &nbsp;&nbsp;&nbsp; An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. The <br> values of ADRs may be significantly influenced by trading on exchanges not located in the United States.<br>|
| PIK | Payment-in-Kind |
| REITs | Real Estate Investment Trusts |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 9/30/2025 | 123 | &nbsp;&nbsp;&nbsp; $25490055 | &nbsp;&nbsp;&nbsp; $25586883 | &nbsp;&nbsp;&nbsp; $96828 |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 9/30/2025 | 58 | &nbsp;&nbsp;&nbsp; $6262524 | &nbsp;&nbsp;&nbsp; $6322000 | &nbsp;&nbsp;&nbsp; $(59476)<br>|
| CBOT U.S. Long Bond Futures | 9/19/2025 | 13 | &nbsp;&nbsp;&nbsp; 1455973 | &nbsp;&nbsp;&nbsp; 1501094 | &nbsp;&nbsp;&nbsp; (45121)<br>|
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 9/19/2025 | 9 | &nbsp;&nbsp;&nbsp; 1038847 | &nbsp;&nbsp;&nbsp; 1072125 | &nbsp;&nbsp;&nbsp; (33278)<br>|
| Ultra 10 Year U.S. Treasury Notes Futures | 9/19/2025 | 11 | &nbsp;&nbsp;&nbsp; 1235633 | &nbsp;&nbsp;&nbsp; 1256922 | &nbsp;&nbsp;&nbsp; (21289)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(159164)<br>|

---

**Fair Value Measurements**

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

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

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

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

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

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

------

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

The following is a summary of the inputs used to value the Fund's investments as of June 30, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | $— | $1637942 | $— | $1637942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities |  | 3199778 | 4950 | 3204728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 242403665 |  | 242403665 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 247241385 | 4950 | 247246335 |
| &nbsp;&nbsp;&nbsp; Convertible Bonds(a) |  | 11050945 |  | 11050945 |
| Total Bonds and Notes |  | 258292330 | 4950 | 258297280 |
| Senior Loans(a) |  | 24094513 |  | 24094513 |
| Common Stocks(a) | 8806565 |  |  | 8806565 |
| Equity-Linked Notes |  | 4584332 |  | 4584332 |
| Preferred Stocks(a) | 1173656 |  |  | 1173656 |
| Warrants |  |  |  |  |
| Short-Term Investments |  | 13629999 |  | 13629999 |
| Total Investments | 9980221 | 300601174 | 4950 | 310586345 |
| Futures Contracts (unrealized appreciation) | 96828 |  |  | 96828 |
| Total | $10077049 | $300601174 | $4950 | $310683173 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures Contracts (unrealized depreciation) | $(159164)<br>| $— | $— | $(159164)<br>|

---

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

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

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2024 and/or June 30, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <br>2024<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>June 30, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>June 30, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | $— | $— | $— | $— | $— | $— | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial <br> Mortgage-Backed Securities<br>| 38384 |  |  | (33434)<br>|  |  |  |  | 4950 | (33434)<br>|
| Warrants |  |  |  |  |  |  |  |  |  |  |
| Total | $38384 | $— | $— | $(33434)<br>| $— | $— | $— | $— | $4950 | $(33434)<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08282

- **c. CIK number of Registrant:** 0000917469

- **d. LEI of Registrant:** 549300826G7KS737WZ11

- **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 Opportunities Fund

- **b. EDGAR series identifier (if any):** S000006642

- **c. LEI of Series:** VTCG6EJWPC72FS3UO498

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

- **a. Date of fiscal year-end:** 2025-09-30

- **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:** $315388558.11

**Total Liabilities:** $6798975.15

**Net Assets:** $308589582.96

**Cash Not Reported:** $32995.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.13000000 | **1-Year:** -660.43000000 | **5-Year:** -2469.20000000 | **10-Year:** -2620.85000000 | **30-Year:** -463.26000000

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

- **3-Month:** -618.74000000 | **1-Year:** -21819.94000000 | **5-Year:** -57448.69000000 | **10-Year:** -14532.69000000 | **30-Year:** -3059.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018129 | -0.10%               | 1.74%                | 1.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $82941.05                | $-2100612.66                               |
| Month 2  | $222222.20               | $3150611.14                                |
| Month 3  | $468010.43               | $3509697.02                                |

**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        |    770000 | PA      | $791718.62    | 0.26%             | 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        |    420000 | PA      | $420218.72    | 0.14%             | 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        |    805000 | PA      | $807616.25    | 0.26%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     12542 | PA      | $493183.27    | 0.16%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                      | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230160.15    | 0.07%             | 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        |   1335000 | PA      | $1253507.30   | 0.41%             | 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        |     49972 | PA      | $1183.84      | 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        |   1660000 | PA      | $1616317.10   | 0.52%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1123 | NS      | $306230.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2395 | NS      | $241751.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                     | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $434157.20    | 0.14%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                             | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211319.33    | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Blackrock Inc                                 | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        59 | NS      | $61905.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                    | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    318000 | PA      | $332906.25    | 0.11%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                              | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1054909.26   | 0.34%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544575.76    | 0.18%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                             | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219075.75    | 0.07%             | 2029-04-15      | Fixed         | 9.75%                 | 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        |     30000 | PA      | $30423.69     | 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        |    370000 | PA      | $339580.82    | 0.11%             | 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        |    287000 | PA      | $299197.50    | 0.10%             | 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        |   1060000 | PA      | $1050897.99   | 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        |   1910000 | PA      | $1981646.24   | 0.64%             | 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        |   1720000 | PA      | $1875648.67   | 0.61%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336508.54    | 0.11%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $1952816.52   | 0.63%             | 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        |    603803 | PA      | $610221.64    | 0.20%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       494 | NS      | $113659.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273821.74    | 0.09%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1215 | NS      | $185591.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                             | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2702192.68   | 0.88%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       812 | NS      | $253319.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37909.05     | 0.01%             | 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        |   1685000 | PA      | $1669472.86   | 0.54%             | 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        |   1555000 | PA      | $1599597.40   | 0.52%             | 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        |   1395000 | PA      | $1269742.11   | 0.41%             | 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        |   1035000 | PA      | $1066859.67   | 0.35%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                 | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376996.49    | 0.12%             | 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        |    200000 | PA      | $2.00         | 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    | 0.10%             | 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        |     95000 | PA      | $94533.95     | 0.03%             | 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        |    400000 | PA      | $16732.00     | 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        |    250000 | PA      | $294750.00    | 0.10%             | 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        |   1440000 | PA      | $1354115.38   | 0.44%             | 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        |   1800000 | PA      | $1910424.69   | 0.62%             | 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        |    255000 | PA      | $262563.72    | 0.09%             | 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        |    730000 | PA      | $669841.21    | 0.22%             | 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        |    273154 | PA      | $275227.63    | 0.09%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $271272.00    | 0.09%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    900000 | PA      | $858849.48    | 0.28%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    278411 | PA      | $11832.47     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                           | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $500275.38    | 0.16%             | 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        |   1475000 | PA      | $1569228.90   | 0.51%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $49494.14     | 0.02%             | 2047-06-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                        | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1513518.30   | 0.49%             | 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        |   2170000 | PA      | $2143734.75   | 0.69%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                    | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1150 | NS      | $213463.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203000.80    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                         | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1184176.14   | 0.38%             | 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        |    145000 | PA      | $151670.66    | 0.05%             | 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        |   1380000 | PA      | $1392262.68   | 0.45%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1390 | PA      | $476650.23    | 0.15%             | 2026-01-06      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     94000 | PA      | $87969.05     | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                               | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1962827.46   | 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        |   2005000 | PA      | $2061781.44   | 0.67%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    715000 | PA      | $773931.73    | 0.25%             | 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        |      2801 | NS      | $3613.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $142687.50    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       335 | NS      | $135829.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                         | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       130 | NS      | $128692.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Inc                                 | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1728164 | PA      | $1747070.35   | 0.57%             | 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        |   1226708 | PA      | $1226265.95   | 0.40%             | 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        |    150572 | PA      | $18068.64     | 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        |    927027 | PA      | $928705.04    | 0.30%             | 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        |    312667 | PA      | $313448.73    | 0.10%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5050457 | PA      | $5201970.71   | 1.69%             | 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        |    747000 | PA      | $767576.90    | 0.25%             | 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        |   1445000 | PA      | $1501965.76   | 0.49%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                   | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     13098 | NS      | $719997.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    630000 | PA      | $618154.73    | 0.20%             | 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        |    345000 | PA      | $340281.12    | 0.11%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                          | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2985 | NS      | $187487.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217196.62    | 0.07%             | 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        |     35000 | PA      | $32967.31     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                               | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1205000 | PA      | $1203770.06   | 0.39%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                          | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    547167 | PA      | $548535.27    | 0.18%             | 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        |    795000 | PA      | $512775.00    | 0.17%             | 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        |   1250000 | PA      | $1357329.23   | 0.44%             | 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        |    280000 | PA      | $268101.57    | 0.09%             | 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        |   1130000 | PA      | $1095761.00   | 0.36%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80729.36     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $372218.75    | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    422750 | PA      | $327364.92    | 0.11%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $-45121.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      6675 | NS      | $238230.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $96843.40     | 0.03%             | 2044-08-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                        | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    148000 | PA      | $181892.00    | 0.06%             | 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        |   1275000 | PA      | $1207171.79   | 0.39%             | 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        |   2375000 | PA      | $1174641.04   | 0.38%             | 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        |    210000 | PA      | $525.00       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2260.00      | 0.00%             | 2022-04-11      | 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        |   2675000 | PA      | $2596952.62   | 0.84%             | 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        |    320000 | PA      | $3200.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| CME Group Inc                                 | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       597 | NS      | $164545.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                         | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2472484.80   | 0.80%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2048586.60   | 0.66%             | 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        |    630000 | PA      | $690088.62    | 0.22%             | 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        |    800000 | PA      | $56520.00     | 0.02%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                  | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1658 | NS      | $292189.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $677578.02    | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                       | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    942375 | PA      | $943946.88    | 0.31%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                     | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $189051.00    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10250.00     | 0.00%             | 2022-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1128976.83   | 0.37%             | 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        |   1185000 | PA      | $1117134.46   | 0.36%             | 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        |    740000 | PA      | $722536.15    | 0.23%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                  | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    214000 | PA      | $231838.06    | 0.08%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    238000 | PA      | $370328.00    | 0.12%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       557 | NS      | $216650.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47004.00     | 0.02%             | 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        |    880000 | PA      | $850484.01    | 0.28%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $44330.35     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1072 | NS      | $170791.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     75104 | PA      | $9012.48      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                    | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    316000 | PA      | $369562.00    | 0.12%             | 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        |    175000 | PA      | $175815.50    | 0.06%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                          | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       603 | NS      | $279273.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $8712.50      | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $193667.50    | 0.06%             | 2030-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                     | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    880000 | PA      | $900997.68    | 0.29%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $144963.32    | 0.05%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                              | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $515540.27    | 0.17%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       287 | NS      | $89871.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $642742.03    | 0.21%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1878188.50   | 0.61%             | 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        |     95000 | PA      | $99024.67     | 0.03%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       446 | NS      | $221844.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       123 | NC      | $96828.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $574344.01    | 0.19%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                              | Paramount Global                                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     12111 | NS      | $156231.90    | 0.05%             |  |  |  | No            |                  1 | 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        |    455000 | PA      | $456961.05    | 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        |    320265 | PA      | $65513.82     | 0.02%             | 2031-11-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    197000 | PA      | $433301.50    | 0.14%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                     | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1273 | NS      | $239896.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671029.94    | 0.22%             | 2029-05-01      | Fixed         | 3.75%                 | 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        |   1635000 | PA      | $1592585.81   | 0.52%             | 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        |    295000 | PA      | $312700.00    | 0.10%             | 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        |   1155000 | PA      | $1166838.75   | 0.38%             | 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        |    960000 | PA      | $956470.75    | 0.31%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5044.38      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                      | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $632111.00    | 0.20%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1760000 | PA      | $1749823.50   | 0.57%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $14126.00     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    205000 | PA      | $212216.21    | 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        |    158612 | PA      | $56341.43     | 0.02%             | 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        |    226953 | PA      | $27234.36     | 0.01%             | 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        |    715000 | PA      | $748287.54    | 0.24%             | 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        |   2230000 | PA      | $2090190.37   | 0.68%             | 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        |    640000 | PA      | $633600.00    | 0.21%             | 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        |   1655000 | PA      | $1470118.96   | 0.48%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                   | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    630000 | PA      | $601965.00    | 0.20%             | 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        |    106874 | PA      | $12839.84     | 0.00%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85018.50     | 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        |   1030000 | PA      | $254925.00    | 0.08%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     75000 | PA      | $73974.16     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560456.20    | 0.18%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    264000 | PA      | $195462.96    | 0.06%             | 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        |   1285000 | PA      | $1183114.15   | 0.38%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140736.98    | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                            | KWG Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $13587.00     | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                     | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       149 | NS      | $69907.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1944180.77   | 0.63%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                  | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    126000 | PA      | $156492.00    | 0.05%             | 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        |    390000 | PA      | $400960.95    | 0.13%             | 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        |    295000 | PA      | $298179.22    | 0.10%             | 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        |    290000 | PA      | $279203.94    | 0.09%             | 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        |      3400 | NS      | $254490.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1024526.34   | 0.33%             | 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        |     80000 | PA      | $78641.24     | 0.03%             | 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        |   1365000 | PA      | $1268221.77   | 0.41%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                              | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2293 | NS      | $247185.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $21420.00     | 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        |    451235 | PA      | $449732.69    | 0.15%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    785000 | PA      | $787513.78    | 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        |   1945000 | PA      | $1761893.03   | 0.57%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N566<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       371 | PA      | $379882.23    | 0.12%             | 2025-11-14      | Fixed         | 12.27%                | 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        |    350000 | PA      | $1750.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 937EFE903<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1416 | PA      | $427699.25    | 0.14%             | 2025-11-24      | Fixed         | 11.60%                | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      9035 | NS      | $614380.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                       | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1999998.77   | 0.65%             | 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        |   1850000 | PA      | $1678875.00   | 0.54%             | 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        |    195000 | PA      | $191985.11    | 0.06%             | 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        |   1635000 | PA      | $866550.00    | 0.28%             | 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        |    595000 | PA      | $612344.25    | 0.20%             | 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        |    390000 | PA      | $387590.42    | 0.13%             | 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        |        90 | NS      | $990.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                      | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1944203.84   | 0.63%             | 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        |    952483 | PA      | $922317.68    | 0.30%             | 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        |   3055000 | PA      | $3046870.74   | 0.99%             | 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        |    530000 | PA      | $430216.37    | 0.14%             | 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        |   1305000 | PA      | $1287965.48   | 0.42%             | 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        |    200000 | PA      | $203278.40    | 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        |    230000 | PA      | $221083.87    | 0.07%             | 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        |    286282 | PA      | $287267.31    | 0.09%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       649 | PA      | $388431.29    | 0.13%             | 2025-11-03      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                               | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1197 | NS      | $147817.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $508875.00    | 0.16%             | 2047-05-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                   | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    910000 | PA      | $867185.96    | 0.28%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                   | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182834.46    | 0.06%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1948 | PA      | $469344.59    | 0.15%             | 2026-01-16      | Fixed         | 14.47%                | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                             | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272411.07    | 0.09%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $273065.90    | 0.09%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36050.81     | 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        |     90000 | PA      | $94178.07     | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90751.00     | 0.03%             | 2046-07-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3275000 | PA      | $2355221.16   | 0.76%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       349 | NS      | $196117.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -58 | NC      | $-59476.27    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                          | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    890000 | PA      | $829524.50    | 0.27%             | 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        |   1260000 | PA      | $1209678.37   | 0.39%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                  | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       704 | NS      | $194057.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    975000 | PA      | $1016679.30   | 0.33%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $215726.76    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                           | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $191664.00    | 0.06%             | 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     | 0.01%             | 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        |     74922 | PA      | $8838.55      | 0.00%             | 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        |    325000 | PA      | $297482.25    | 0.10%             | 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        |    555000 | PA      | $513703.62    | 0.17%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1228146 | PA      | $1446141.92   | 0.47%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $8500.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 466303104<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      1890 | PA      | $457200.86    | 0.15%             | 2025-12-10      | None          | 14.92%                | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    640955 | PA      | $525583.10    | 0.17%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                            | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       180 | NS      | $65995.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Company (The)                        | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    387095 | PA      | $385643.79    | 0.12%             | 2028-08-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                    | Vertex Inc                                                                       | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    154000 | PA      | $184109.75    | 0.06%             | 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        |    740000 | PA      | $726989.62    | 0.24%             | 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        |   1260000 | PA      | $1200515.90   | 0.39%             | 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        |   1290000 | PA      | $1321594.68   | 0.43%             | 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        |   3650000 | PA      | $3815961.85   | 1.24%             | 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        |   2040000 | PA      | $2082681.66   | 0.67%             | 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        |    305000 | PA      | $296166.47    | 0.10%             | 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        |   1540000 | PA      | $1568923.83   | 0.51%             | 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        |    403988 | PA      | $404375.33    | 0.13%             | 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        |   2025000 | PA      | $1952604.02   | 0.63%             | 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        |    780000 | PA      | $745375.80    | 0.24%             | 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        |   2340000 | PA      | $2205685.12   | 0.71%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |   1353157 | PA      | $1320451.60   | 0.43%             | 2031-10-31      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1146585.36   | 0.37%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1045 | NS      | $142130.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      8106 | NS      | $304785.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2938897.68   | 0.95%             | 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        |    108000 | PA      | $224262.00    | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     35000 | PA      | $34751.85     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $619099.90    | 0.20%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    360000 | PA      | $352245.19    | 0.11%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                   | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    625798 | PA      | $618532.59    | 0.20%             | 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        |    829862 | PA      | $830210.38    | 0.27%             | 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        |    477208 | PA      | $477866.55    | 0.15%             | 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        |    145000 | PA      | $125293.89    | 0.04%             | 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        |   1310000 | PA      | $1343501.94   | 0.44%             | 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        |    530000 | PA      | $461330.44    | 0.15%             | 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        |   1815230 | PA      | $1816373.67   | 0.59%             | 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        |   1315000 | PA      | $775061.00    | 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        |   1945000 | PA      | $1989559.95   | 0.64%             | 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        |   1077287 | PA      | $1073440.60   | 0.35%             | 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        |    500000 | PA      | $484962.70    | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                  | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567684.22    | 0.18%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $861788.88    | 0.28%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $3685281.25   | 1.19%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227666.74    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | 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        |     95000 | PA      | $95000.00     | 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        |    655000 | PA      | $666747.39    | 0.22%             | 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        |    364000 | PA      | $415506.00    | 0.13%             | 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        |   1615000 | PA      | $1497135.48   | 0.49%             | 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        |   2080000 | PA      | $1754573.60   | 0.57%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                    | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        67 | NS      | $34068.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                           | Coinbase Global Inc                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    147000 | PA      | $191908.50    | 0.06%             | 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        |     29353 | PA      | $29302.08     | 0.01%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    465000 | PA      | $453181.16    | 0.15%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215155.68    | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                            | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $876354.10    | 0.28%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                              | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1960 | NS      | $231280.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                      | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    221667 | PA      | $225160.65    | 0.07%             | 2028-02-01      | Fixed         | 8.38%                 | 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        |   1540000 | PA      | $1538721.80   | 0.50%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1085542.94   | 0.35%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                  | Parsons Corp                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    411000 | PA      | $436893.00    | 0.14%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                    | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    234000 | PA      | $307008.00    | 0.10%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1764246.33   | 0.57%             | 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        |    226405 | PA      | $27130.11     | 0.01%             | 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        |   2730000 | PA      | $2772391.44   | 0.90%             | 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        |   2325000 | PA      | $2232945.11   | 0.72%             | 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        |    790000 | PA      | $814091.05    | 0.26%             | 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        |    900000 | PA      | $913436.10    | 0.30%             | 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        |   1415000 | PA      | $1405073.21   | 0.46%             | 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        |    155000 | PA      | $151493.90    | 0.05%             | 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        |   1660000 | PA      | $1627779.05   | 0.53%             | 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        |    464000 | PA      | $496190.00    | 0.16%             | 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        |   1045000 | PA      | $1077213.17   | 0.35%             | 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        |    400000 | PA      | $16452.00     | 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        |    465055 | PA      | $11133.42     | 0.00%             | 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        |     51980 | PA      | $52030.40     | 0.02%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75824.33     | 0.02%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                          | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $767849.60    | 0.25%             | 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        |  10583128 | PA      | $10583128.23  | 3.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-33277.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                              | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46871.81     | 0.02%             | 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        |   2450000 | PA      | $2507349.60   | 0.81%             | 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        |   1440000 | PA      | $1434939.12   | 0.46%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316180.13    | 0.10%             | 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        |    430000 | PA      | $428028.28    | 0.14%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    635000 | PA      | $618068.49    | 0.20%             | 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        |    695000 | PA      | $666329.86    | 0.22%             | 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        |   2340000 | PA      | $2432642.94   | 0.79%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638331.25    | 0.21%             | 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        |    955000 | PA      | $922045.24    | 0.30%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2704271.39   | 0.88%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $419197.87    | 0.14%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 466303302<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      1271 | PA      | $376834.01    | 0.12%             | 2025-09-18      | Fixed         | 18.96%                | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                             | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404686.59    | 0.13%             | 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        |   1040000 | PA      | $1075786.40   | 0.35%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                      | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1456631.29   | 0.47%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                              | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229713.77    | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1530 | NS      | $203994.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                         | Inception Holdco Sarl 2025 USD Term Loan B                                       | CUSIP: 45073SAB1<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    582749 | PA      | $586758.23    | 0.19%             | 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        |   1655000 | PA      | $1508568.74   | 0.49%             | 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        |     97000 | PA      | $282512.50    | 0.09%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                      | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       786 | NS      | $126357.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10052.00     | 0.00%             | 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        |    565000 | PA      | $592136.95    | 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        |    495000 | PA      | $499080.29    | 0.16%             | 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        |    515000 | PA      | $529630.64    | 0.17%             | 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        |    105000 | PA      | $113715.00    | 0.04%             | 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        |   2680000 | PA      | $2605492.78   | 0.84%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188960.00    | 0.06%             | 2029-06-15      | Fixed         | 5.25%                 | 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        |   1431267 | PA      | $1433056.52   | 0.46%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    282000 | PA      | $273847.38    | 0.09%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $813825.48    | 0.26%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $226472.00    | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | 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        |     45000 | PA      | $47347.07     | 0.02%             | 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        |   2515000 | PA      | $2322602.50   | 0.75%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                   | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2027192.90   | 0.66%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1571 | NS      | $221291.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1333723.95   | 0.43%             | 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        |     97000 | PA      | $143463.00    | 0.05%             | 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        |   1620000 | PA      | $1522399.86   | 0.49%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $192702.05    | 0.06%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                  | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       912 | NS      | $145245.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     10819 | PA      | $402655.06    | 0.13%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                       | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1295000 | PA      | $1231649.66   | 0.40%             | 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        |   1682781 | PA      | $1682259.52   | 0.55%             | 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        |    460000 | PA      | $451099.18    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | 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        |    628556 | PA      | $631503.92    | 0.20%             | 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        |    120000 | PA      | $119936.21    | 0.04%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     91798 | PA      | $55193.30     | 0.02%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                 | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $424163.62    | 0.14%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $10094.20     | 0.00%             | 2031-01-11      | None          | 0.00%                 | 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        |   1490000 | PA      | $1388484.21   | 0.45%             | 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        |    400000 | PA      | $24256.00     | 0.01%             | 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        |     45000 | PA      | $44603.59     | 0.01%             | 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        |   1130000 | PA      | $1167034.62   | 0.38%             | 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        |     79000 | PA      | $190429.50    | 0.06%             | 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        |    530000 | PA      | $535281.98    | 0.17%             | 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        |   2730000 | PA      | $2780775.27   | 0.90%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93382.90     | 0.03%             | 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        |    570000 | PA      | $596454.84    | 0.19%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $110218.50    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731371.85    | 0.24%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $283509.96    | 0.09%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    226880 | PA      | $6806.40      | 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        |    275000 | PA      | $231233.09    | 0.07%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                     | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       859 | NS      | $176241.03    | 0.06%             |  |  |  | No            |                  1 | 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        |   1445000 | PA      | $1365572.97   | 0.44%             | 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        |   1310000 | PA      | $1360670.80   | 0.44%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                    | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $16087.50     | 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        |   1270000 | PA      | $1260611.02   | 0.41%             | 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        |    400000 | PA      | $411000.00    | 0.13%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                      | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17332B504<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       538 | PA      | $392289.62    | 0.13%             | 2025-10-15      | Fixed         | 20.67%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    366000 | PA      | $326838.00    | 0.11%             | 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        |    820000 | PA      | $2665.00      | 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        |    865000 | PA      | $834609.52    | 0.27%             | 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        |    355000 | PA      | $378074.29    | 0.12%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $16672.00     | 0.01%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                 | Parkland Corp                                                                    | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $692125.20    | 0.22%             | 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        |     88172 | PA      | $8817.20      | 0.00%             | 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        |    530000 | PA      | $374687.85    | 0.12%             | 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        |    110000 | PA      | $197835.00    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                             | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $498891.17    | 0.16%             | 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        |   2285000 | PA      | $1696133.79   | 0.55%             | 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        |    235000 | PA      | $236937.11    | 0.08%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50045.32     | 0.02%             | 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        |   1285000 | PA      | $1287827.00   | 0.42%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1361700.45   | 0.44%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                           | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1818 | NS      | $234376.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    605000 | PA      | $619466.16    | 0.20%             | 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        |    759000 | PA      | $754331.56    | 0.24%             | 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        |    745663 | PA      | $746363.50    | 0.24%             | 2030-11-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd            | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     18066 | NS      | $302786.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1470000 | PA      | $1501793.88   | 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        |   1475000 | PA      | $1516603.85   | 0.49%             | 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        |    115000 | PA      | $89985.20     | 0.03%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385413 | PA      | $360357.06    | 0.12%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                     | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $701586.40    | 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        |   1290000 | PA      | $1299159.00   | 0.42%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4361 | NS      | $345216.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    610000 | PA      | $24656.20     | 0.01%             | 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        |     25233 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Colgate-Palmolive Co                          | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2096 | NS      | $190526.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                               | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     83615 | NS      | $579451.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373615.20    | 0.12%             | 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        |   1485000 | PA      | $1390701.91   | 0.45%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $306366.30    | 0.10%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                       | Sea Ltd                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    213000 | PA      | $378348.54    | 0.12%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 938JAG901<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2470 | PA      | $367769.71    | 0.12%             | 2025-08-01      | Fixed         | 12.76%                | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $136341.00    | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $804608.80    | 0.26%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     68328 | NS      | $146221.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48446.56     | 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        |    600000 | PA      | $597806.10    | 0.19%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-21288.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    206000 | PA      | $289842.00    | 0.09%             | 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        |   2160000 | PA      | $2041448.40   | 0.66%             | 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        |     22710 | 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        |    429065 | PA      | $12871.95     | 0.00%             | 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        |   2320000 | PA      | $2388707.03   | 0.77%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436942.76    | 0.14%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3497 | NS      | $161876.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                             | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    435000 | PA      | $455445.00    | 0.15%             | 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        |    782040 | PA      | $775196.65    | 0.25%             | 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        |    478791 | PA      | $481385.98    | 0.16%             | 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        |    360000 | PA      | $368550.00    | 0.12%             | 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        |    216000 | PA      | $308124.00    | 0.10%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $6662.50      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150450.80   | 0.37%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1170 | NS      | $129717.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY                                | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1501720.34   | 0.49%             | 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        |    221319 | PA      | $191914.64    | 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        |   1675000 | PA      | $1693607.79   | 0.55%             | 2031-07-01      | Fixed         | 8.75%                 | 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        |     84035 | PA      | $43738.05     | 0.01%             | 2045-09-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer