# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-25-031117
**Filing Date:** 2025-11
**Character Count:** 191868
**Document Hash:** 51e59658eeb4e46b4d6f19a65c8b96c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031117.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031117

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251522578

**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 Institutional High Income Fund (Series ID: S000006644)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018131 | Institutional Class | LSHIX           |

## 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 Institutional High Income Fund

- **b. EDGAR series identifier (if any):** S000006644

- **c. LEI of Series:** 2VADWF791WNZH77Z3N89

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $279810558.12

**Total Liabilities:** $7988085.10

**Net Assets:** $271822473.02

**Cash Not Reported:** $143794.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.28000000 | **1-Year:** -50.93000000 | **5-Year:** -213.42000000 | **10-Year:** -367.50000000 | **30-Year:** -74.08000000

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

- **3-Month:** -578.49000000 | **1-Year:** -18239.25000000 | **5-Year:** -48535.85000000 | **10-Year:** -15938.67000000 | **30-Year:** -3126.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018131 | 0.69%                | 1.72%                | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $563823.48               | $-76330.58                                 |
| Month 2  | $-1325669.70             | $4260803.23                                |
| Month 3  | $-1579364.81             | $2713975.01                                |

**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        |    650000 | PA      | $675112.30    | 0.25%             | 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        |    320000 | PA      | $323062.08    | 0.12%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                  | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4260306.70   | 1.57%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hercules LLC                               | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3798000 | PA      | $3812546.34   | 1.40%             | 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        |     11045 | PA      | $428296.60    | 0.16%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                            | GS Finance Corp                                                                  | CUSIP: 36263Y382<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     10441 | PA      | $408497.68    | 0.15%             | 2026-04-15      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                     | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     62868 | PA      | $1554.10      | 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        |    790000 | PA      | $775535.10    | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2457 | NS      | $582309.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4051 | NS      | $338380.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                          | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    305000 | PA      | $322768.39    | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    187178 | PA      | $3509.59      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $951519.78    | 0.35%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                 | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75862.50     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2705 | PA      | $412572.28    | 0.15%             | 2026-02-03      | Fixed         | 15.07%                | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                           | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102033.20    | 0.04%             | 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        |    390000 | PA      | $394332.51    | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55933.39     | 0.02%             | 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        |    405000 | PA      | $5568.75      | 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        |     37000 | PA      | $37055.50     | 0.01%             | 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        |    895000 | PA      | $850320.23    | 0.31%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1619 | PA      | $396567.24    | 0.15%             | 2026-02-20      | Fixed         | 12.92%                | 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        |   1680000 | PA      | $1735374.60   | 0.64%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    224614 | PA      | $3088.44      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                                    | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |       400 | NS      | $21996.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1359.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                            | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96022.34     | 0.04%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                             | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1229946.71   | 0.45%             | 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        |    567380 | PA      | $577133.45    | 0.21%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                   | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1613000 | PA      | $1614122.02   | 0.59%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1566 | NS      | $370155.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027674.15   | 0.38%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       836 | NS      | $155011.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                          | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2386059.39   | 0.88%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                   | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1432102.45   | 0.53%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1200 | PA      | $408800.04    | 0.15%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1022 | NS      | $352896.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                               | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42768.90     | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                   | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    947760 | PA      | $52828.14     | 0.02%             | 2026-07-21      | None          | 0.00%                 | 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        |    775000 | PA      | $767536.94    | 0.28%             | 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        |    870000 | PA      | $894255.60    | 0.33%             | 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        |   1690000 | PA      | $1533551.63   | 0.56%             | 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        |   1170000 | PA      | $1244355.84   | 0.46%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                              | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191493.69    | 0.07%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $338908.00    | 0.12%             | 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        |     40000 | PA      | $39966.45     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     58000 | PA      | $67455.34     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC               | First Advantage Holdings LLC 2025 Repriced Term Loan B                           | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1678439 | PA      | $1633859.47   | 0.60%             | 2031-10-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                              | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1369 | NS      | $169413.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                    | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1404839.70   | 0.52%             | 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        |    867000 | PA      | $918868.28    | 0.34%             | 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        |    230000 | PA      | $236738.08    | 0.09%             | 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        |    112307 | PA      | $2386.52      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $773893.53    | 0.28%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                    | Wix.com Ltd                                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     25000 | PA      | $27300.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                      | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    292846 | PA      | $301229.16    | 0.11%             | 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      | $271300.00    | 0.10%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1383865.49   | 0.51%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                            | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27529 | NS      | $79008.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust               | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $80332.14     | 0.03%             | 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        |   1335000 | PA      | $1381506.38   | 0.51%             | 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        |   1655000 | PA      | $1639615.62   | 0.60%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                           | CUSIP: 466303773<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      8026 | PA      | $413905.92    | 0.15%             | 2026-04-28      | Fixed         | 17.97%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                   | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      8650 | PA      | $362.35       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1759 | NS      | $407278.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202790.20    | 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        |   1125000 | PA      | $1170132.75   | 0.43%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                     | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562836.05    | 0.21%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                            | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1781899.98   | 0.66%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    258000 | PA      | $90761.82     | 0.03%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    890000 | PA      | $921901.16    | 0.34%             | 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        |    635000 | PA      | $716729.76    | 0.26%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $233923.35    | 0.09%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                         | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |     42669 | NS      | $51629.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       363 | NS      | $336003.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    353123 | PA      | $6621.06      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                              | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1665422 | PA      | $1684157.63   | 0.62%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                   | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1654853.73   | 0.61%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                   | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    162837 | PA      | $24018.46     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    445000 | PA      | $430505.80    | 0.16%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd        | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    566155 | PA      | $566981.59    | 0.21%             | 2032-01-27      | Floating      | 7.45%                 | 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        |    327119 | PA      | $332189.36    | 0.12%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    315687 | PA      | $3551.48      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   4384111 | PA      | $4823267.40   | 1.77%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                      | Euronet Worldwide Inc                                                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34290.00     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                             | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    267000 | PA      | $258028.49    | 0.09%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     11000 | NS      | $595760.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                         | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1057124.94   | 0.39%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    645000 | PA      | $632082.46    | 0.23%             | 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        |    555000 | PA      | $548876.50    | 0.20%             | 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        |      6895 | NS      | $436798.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                       | EVERGREEN ACQCO 1 LP 2025 TERM LOAN B                                            | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    685000 | PA      | $685000.00    | 0.25%             | 2032-09-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311157.21    | 0.11%             | 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        |     30000 | PA      | $28357.52     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       145 | NC      | $15674.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc                       | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    572458 | PA      | $581331.40    | 0.21%             | 2029-12-21      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    645000 | PA      | $656352.00    | 0.24%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $111333.75    | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                       | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    950000 | PA      | $941165.00    | 0.35%             | 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        |    100000 | PA      | $100930.90    | 0.04%             | 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        |    235000 | PA      | $225280.40    | 0.08%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     14280 | NS      | $448677.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188416.98    | 0.07%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                          | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    108933 | PA      | $2314.84      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                     | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     78472 | PA      | $921.26       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       927 | PA      | $425920.60    | 0.16%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| LYFT INC                                   | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24130.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust               | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $180724.41    | 0.07%             | 2044-08-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2705000 | PA      | $2696165.82   | 0.99%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                     | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42802.50     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                               | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       290 | NS      | $138179.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Russell Investments US Inst'l Holdco Inc   | Russell Investments US Inst'l Holdco Inc 2024 PIK Term Loan                      | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    682607 | PA      | $652742.61    | 0.24%             | 2027-05-30      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-549.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                    | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1373003.76   | 0.51%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    154224 | PA      | $4346.03      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $1941978.51   | 0.71%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1164 | PA      | $410823.58    | 0.15%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| China Evergrande Group                     | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2750.00      | 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        |   2300000 | PA      | $2296623.60   | 0.84%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Corteva Inc                                | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3823 | NS      | $258549.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                              | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1289 | NS      | $348274.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1891837.49   | 0.70%             | 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        |    610000 | PA      | $685923.53    | 0.25%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $-82943.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1892 | NS      | $459945.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                  | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     49000 | PA      | $56154.00     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                          | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    935000 | PA      | $988983.16    | 0.36%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1020 | PA      | $361598.71    | 0.13%             | 2026-03-19      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    640000 | PA      | $635579.65    | 0.23%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                       | AGFC Capital Trust I                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $520366.00    | 0.19%             | 2067-01-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                            | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       176 | NS      | $170383.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                               | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     49000 | PA      | $55688.50     | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                  | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $683837.50    | 0.25%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1124 | NS      | $363186.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165618.25    | 0.06%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                  | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1678091 | PA      | $1676698.05   | 0.62%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                             | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $69902.68     | 0.03%             | 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        |      2613 | NS      | $401487.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                   | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     81221 | PA      | $12183.15     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     74870 | PA      | $1684.58      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                 | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     29000 | PA      | $36438.50     | 0.01%             | 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        |    160000 | PA      | $163087.05    | 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        |       480 | NS      | $239620.80    | 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        |    280000 | PA      | $8498.00      | 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        |    475000 | PA      | $282055.00    | 0.10%             | 2030-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                  | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    795000 | PA      | $816705.89    | 0.30%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                              | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1368100 | PA      | $1356637.96   | 0.50%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3291314.81   | 1.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323327.26    | 0.12%             | 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        |       293 | NS      | $94808.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $1247.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $306348.45    | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1830066.93   | 0.67%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                            | GS Finance Corp                                                                  | CUSIP: 36263Y275<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     15786 | PA      | $400666.08    | 0.15%             | 2026-03-30      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1035 | NS      | $536078.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INT                   | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115346.27   | 0.41%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    458187 | PA      | $459227.33    | 0.17%             | 2030-10-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     19000 | PA      | $42435.27     | 0.02%             | 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        |      2092 | NS      | $455909.56    | 0.17%             |  |  |  | No            |                  1 | 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        |    360000 | PA      | $351377.50    | 0.13%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                        | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $154.00       | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                               | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1120344.20   | 0.41%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $664181.10    | 0.24%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                  | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     30600 | PA      | $34696.12     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    399000 | PA      | $398592.75    | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97366.45     | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                   | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    245441 | PA      | $36816.15     | 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        |    595000 | PA      | $632224.39    | 0.23%             | 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        |   1925000 | PA      | $1877596.30   | 0.69%             | 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        |    275000 | PA      | $286005.27    | 0.11%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       938 | PA      | $397541.01    | 0.15%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp                              | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2070043.38   | 0.76%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77220.00     | 0.03%             | 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        |    115579 | PA      | $17373.84     | 0.01%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                              | Wolfspeed Inc                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $501750.00    | 0.18%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534054.28    | 0.20%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                   | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333F793<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1264 | PA      | $266951.86    | 0.10%             | 2026-01-06      | Fixed         | 12.10%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                   | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     37187 | NS      | $8117.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGUS LLC                                   | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643623 | PA      | $1549403.97   | 0.57%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    272000 | PA      | $213650.56    | 0.08%             | 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        |    120000 | PA      | $110975.35    | 0.04%             | 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      | $130055.07    | 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      | $13049.40     | 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        |       312 | NS      | $148200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    187178 | PA      | $3509.59      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2229236.25   | 0.82%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                 | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       638 | NS      | $157088.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1279923.29   | 0.47%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                             | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23845.50     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                   | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     31000 | PA      | $37266.46     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                          | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    134077 | PA      | $7874.35      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | BARCLAYS BANK PLC                                                                | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       448 | PA      | $285883.92    | 0.11%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434979.09    | 0.16%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    940000 | PA      | $938366.37    | 0.35%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                               | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24728.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272519.00    | 0.10%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-12286.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    680000 | PA      | $699324.91    | 0.26%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       600 | NS      | $42168.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $938410.85    | 0.35%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1078074.34   | 0.40%             | 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        |      3631 | NS      | $409395.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                     | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    197246 | PA      | $1100.63      | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                       | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $13567.50     | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653651.49    | 0.24%             | 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        |    995000 | PA      | $910529.77    | 0.33%             | 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        |       326 | PA      | $315832.93    | 0.12%             | 2025-11-14      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 937EFE903<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1253 | PA      | $386363.51    | 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        |      3579 | NS      | $248991.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                       | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $324263.34    | 0.12%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                    | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2167130.36   | 0.80%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                              | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2245227.98   | 0.83%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                               | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1146248 | NS      | $5635.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                   | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $527736.78    | 0.19%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                    | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    921816 | PA      | $912210.75    | 0.34%             | 2030-03-15      | Floating      | 8.91%                 | 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        |    215000 | PA      | $186622.15    | 0.07%             | 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        |   1315000 | PA      | $1302983.53   | 0.48%             | 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        |    205000 | PA      | $207009.62    | 0.08%             | 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        |    225000 | PA      | $216902.79    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       573 | PA      | $336346.75    | 0.12%             | 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        |      3506 | NS      | $506757.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSCOUNTRY INTER                         | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $677483.80    | 0.25%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust        | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $717280.00    | 0.26%             | 2047-05-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    187178 | PA      | $3509.59      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    735000 | PA      | $709709.83    | 0.26%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1831623.88   | 0.67%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1144 | PA      | $269658.46    | 0.10%             | 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        |    245000 | PA      | $202125.00    | 0.07%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                    | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46792.04     | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      9671 | PA      | $272149.64    | 0.10%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $136034.69    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5345000 | PA      | $3989027.48   | 1.47%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                    | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $3326.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    149742 | PA      | $2807.66      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       889 | NS      | $505672.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                       | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    745000 | PA      | $709612.50    | 0.26%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       772 | NS      | $254690.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                             | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    980000 | PA      | $1031341.22   | 0.38%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    540000 | PA      | $430817.40    | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                        | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     26000 | PA      | $35997.00     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.   | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    403980 | PA      | $406100.74    | 0.15%             | 2031-01-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                   | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     81024 | PA      | $11787.37     | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66069.37     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                              | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    523126 | PA      | $1286889.96   | 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      | $7000.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    288766 | PA      | $4221.76      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1991 | PA      | $422853.34    | 0.16%             | 2026-03-12      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                           | CUSIP: 466303104<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      1111 | PA      | $267618.28    | 0.10%             | 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        |    518996 | PA      | $420386.76    | 0.15%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                         | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1461462.94   | 0.54%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                     | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    452661 | PA      | $451529.10    | 0.17%             | 2028-08-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    855000 | PA      | $784607.85    | 0.29%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                          | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1085000 | PA      | $1035660.60   | 0.38%             | 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        |   1255000 | PA      | $1286255.78   | 0.47%             | 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        |   3390000 | PA      | $3547258.71   | 1.30%             | 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        |   1560000 | PA      | $1624413.96   | 0.60%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $268292.59    | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                 | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    462684 | PA      | $463378.53    | 0.17%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1889346.74   | 0.70%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    855000 | PA      | $855600.02    | 0.31%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                        | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1279981.40   | 0.47%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                     | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     17628 | PA      | $274.29       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748U107<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1965 | PA      | $411953.15    | 0.15%             | 2026-04-29      | Fixed         | 11.39%                | 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        |   1190704 | PA      | $1165401.62   | 0.43%             | 2031-10-31      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAK8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    360049 | PA      | $338989.93    | 0.12%             | 2046-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567679.85    | 0.21%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1133 | NS      | $151754.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1438 | NS      | $56628.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2846705.54   | 1.05%             | 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        |     14000 | PA      | $33684.00     | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     95000 | PA      | $94810.95     | 0.03%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                 | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568845.87    | 0.21%             | 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        |    440000 | PA      | $464200.00    | 0.17%             | 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        |    697214 | PA      | $699200.71    | 0.26%             | 2028-08-19      | Floating      | 8.51%                 | 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        |    762485 | PA      | $762759.35    | 0.28%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                               | Prologis Inc                                                                     | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |      3352 | NS      | $185198.00    | 0.07%             |  |  |  | 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        |    251951 | PA      | $243762.15    | 0.09%             | 2030-08-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     74870 | PA      | $1871.75      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    336922 | PA      | $3790.37      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    575000 | PA      | $587938.65    | 0.22%             | 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      | $478832.32    | 0.18%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                     | HighTower Holdings LLC 2025 1st Lien Term Loan B                                 | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    512777 | PA      | $511818.09    | 0.19%             | 2032-02-03      | Floating      | 7.07%                 | 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        |   1690000 | PA      | $1763717.80   | 0.65%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                     | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $875217.33    | 0.32%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    425000 | PA      | $314107.07    | 0.12%             | 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        |    239395 | PA      | $238847.25    | 0.09%             | 2031-07-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                          | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205981.80    | 0.08%             | 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        |     76000 | PA      | $85272.00     | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CCASS 29             | YUZHOU GROUP HOLDINGS CCASS 29                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | HK        |    100123 | NS      | $3280.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                        | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       570 | NS      | $171467.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1940000 | PA      | $1736300.00   | 0.64%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                      | Commvault Systems Inc                                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35162.80     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                 | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       481 | NS      | $219942.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653002.37    | 0.24%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                               | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $201475.57    | 0.07%             | 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        |    420000 | PA      | $368207.53    | 0.14%             | 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        |    570000 | PA      | $530130.44    | 0.20%             | 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        |      3368 | NS      | $416790.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART LLC/PETSMART FI                   | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2198262.38   | 0.81%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1060122.08   | 0.39%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                   | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17332B520<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       473 | PA      | $365964.06    | 0.13%             | 2025-10-02      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC          | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75093 | PA      | $74575.17     | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                               | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50566.50     | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                 | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     26000 | PA      | $30849.00     | 0.01%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1950986.31   | 0.72%             | 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        |    244849 | PA      | $36673.48     | 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        |   1350000 | PA      | $1371132.90   | 0.50%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                    | BNP Paribas Issuance BV                                                          | CUSIP: 937ZBF907<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1589 | PA      | $435862.39    | 0.16%             | 2026-03-26      | Fixed         | 12.71%                | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1264086.20   | 0.47%             | 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        |   1530000 | PA      | $1580635.35   | 0.58%             | 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        |    820000 | PA      | $834281.12    | 0.31%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277275.60    | 0.10%             | 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        |   1645000 | PA      | $1631362.95   | 0.60%             | 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        |     46000 | PA      | $54136.25     | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                            | Easy Tactic Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    700000 | PA      | $17899.00     | 0.01%             | 2027-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                 | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     60111 | PA      | $60200.94     | 0.02%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                      | Hovnanian Enterprises Inc                                                        | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     21265 | NS      | $441886.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH FINANCE INC                       | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $401297.10    | 0.15%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                           | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67140.26     | 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        |   1595000 | PA      | $1671255.36   | 0.61%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                              | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1997711.50   | 0.73%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1136352.52   | 0.42%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $306684.44    | 0.11%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                   | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    880000 | PA      | $882907.41    | 0.32%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34860.29     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                               | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352243.55    | 0.13%             | 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        |   1480000 | PA      | $1426527.16   | 0.52%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     87115 | PA      | $473.91       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | 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        |   2020000 | PA      | $2096861.00   | 0.77%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1132466.40   | 0.42%             | 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        |   1000000 | PA      | $972624.60    | 0.36%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     93592 | PA      | $1754.85      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $257978.08    | 0.09%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                          | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    143247 | PA      | $2327.76      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                 | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   7443933 | PA      | $7443932.63   | 2.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                          | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486416.15    | 0.18%             | 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        |   1210000 | PA      | $1250206.19   | 0.46%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    205851 | PA      | $4415.50      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2738 | NS      | $359170.84    | 0.13%             |  |  |  | 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        |    684459 | PA      | $687881.50    | 0.25%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                   | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1485834.71   | 0.55%             | 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        |      8000 | PA      | $35772.00     | 0.01%             | 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        |      1927 | NS      | $361640.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496284.75    | 0.18%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1860 | PA      | $271271.19    | 0.10%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516307.68    | 0.19%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288449.56    | 0.11%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                           | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $319631.35    | 0.12%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2165508.93   | 0.80%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     56157 | PA      | $1403.93      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                               | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    614000 | PA      | $609381.45    | 0.22%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                   | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11408.00     | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1961392.75   | 0.72%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    104461 | PA      | $13369.96     | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $251540.96    | 0.09%             | 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        |    155000 | PA      | $162578.30    | 0.06%             | 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        |   1935000 | PA      | $1892584.80   | 0.70%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $646613.56    | 0.24%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3333 | NS      | $529813.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $805920.12    | 0.30%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAP SE                                     | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1797 | NS      | $480176.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc               | Fortress Intermediate 3 Inc 2025 Term Loan B                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   1329004 | PA      | $1332326.32   | 0.49%             | 2031-06-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                           | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $991453.51    | 0.36%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      9636 | PA      | $339069.94    | 0.12%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| NUTANIX INC                                | Nutanix Inc                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $63039.32     | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                    | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1115000 | PA      | $1070034.67   | 0.39%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N475<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       340 | PA      | $315695.05    | 0.12%             | 2026-03-09      | Fixed         | 13.61%                | 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        |   1930000 | PA      | $1896380.56   | 0.70%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                           | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35607.00     | 0.01%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                     | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     49312 | NS      | $728.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                        | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    685823 | PA      | $688539.04    | 0.25%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                    | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92638.12     | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                               | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     88565 | PA      | $3207.82      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                   | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     38000 | PA      | $48570.51     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                      | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $114996.09    | 0.04%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    149742 | PA      | $2807.66      | 0.00%             | 2028-12-31      | None          | 0.00%                 | 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        |    179770 | PA      | $108671.13    | 0.04%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG             | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    175000 | PA      | $161994.98    | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                          | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491553.45    | 0.18%             | 2030-10-01      | Fixed         | 6.00%                 | 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        |   1160000 | PA      | $1093211.14   | 0.40%             | 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      | $22756.00     | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    202000 | PA      | $71142.38     | 0.03%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST           | WFRBS Commercial Mortgage Trust 2013-C15                                         | CUSIP: 92938CAJ6<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $166501.85    | 0.06%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166707.09    | 0.06%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512863.36    | 0.19%             | 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        |   1855000 | PA      | $1896612.55   | 0.70%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    440250 | PA      | $398549.52    | 0.15%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      7439 | PA      | $426753.41    | 0.16%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    605000 | PA      | $609738.51    | 0.22%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                      | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69140.49     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                     | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    283247 | PA      | $8497.41      | 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        |    425000 | PA      | $373677.68    | 0.14%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1958 | NS      | $498565.54    | 0.18%             |  |  |  | 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        |    840000 | PA      | $798014.87    | 0.29%             | 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        |   1065000 | PA      | $1120567.02   | 0.41%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                              | Wolfspeed Inc                                                                    | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $49500.00     | 0.02%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $90700.06     | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                       | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1336249.67   | 0.49%             | 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        |    100000 | PA      | $111039.81    | 0.04%             | 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        |       474 | PA      | $337155.55    | 0.12%             | 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        |     65000 | PA      | $59491.56     | 0.02%             | 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        |    295000 | PA      | $725.70       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd  | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       802 | NS      | $223990.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    650000 | PA      | $478080.98    | 0.18%             | 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        |     13000 | PA      | $37440.00     | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                              | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1340000 | PA      | $1338790.57   | 0.49%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                          | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128919.69    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N509<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       640 | PA      | $427058.86    | 0.16%             | 2026-03-23      | Fixed         | 10.77%                | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288524.88    | 0.11%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161798.87    | 0.06%             | 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        |    680000 | PA      | $688425.20    | 0.25%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                   | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2425000 | PA      | $2412288.39   | 0.89%             | 2033-10-01      | 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        |   1305000 | PA      | $1220151.12   | 0.45%             | 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        |      5018 | NS      | $623938.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                       | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $606037.97    | 0.22%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                   | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    725695 | PA      | $726601.83    | 0.27%             | 2030-11-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd         | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     17807 | NS      | $359701.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N426<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1590 | PA      | $386024.59    | 0.14%             | 2026-01-29      | Fixed         | 13.42%                | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                       | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        47 | NS      | $253765.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $91124.69     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | 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      | $5334.00      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8367 | NS      | $702242.31    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                      | INCEPTION HOLDCO SARL 2025 REPRICED TERM LOAN                                    | CUSIP: 000000000<br>LEI: 5493006UQZEOC4WP0469 | Long             | LON              | CORP              | LU        |    684459 | PA      | $687881.50    | 0.25%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                       | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5567 | NS      | $445025.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                            | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     15042 | NS      | $135227.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355127.62    | 0.13%             | 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        |   1695000 | PA      | $1601980.91   | 0.59%             | 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        |    200000 | PA      | $208297.20    | 0.08%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                    | Sea Ltd                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $31592.00     | 0.01%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                              | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     41000 | PA      | $64185.50     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQOR US Inc.                               | IQOR US Inc.                                                                     | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |       321 | NS      | $481.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                            | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     16000 | PA      | $21864.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                          | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    488459 | PA      | $488097.58    | 0.18%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                             | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    110256 | NS      | $265716.96    | 0.10%             |  |  |  | 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        |    170000 | PA      | $167100.86    | 0.06%             | 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        |    800000 | PA      | $794665.28    | 0.29%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                          | Barclays Bank PLC                                                                | CUSIP: 06748N889<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3522 | PA      | $404678.09    | 0.15%             | 2026-01-20      | Fixed         | 16.14%                | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                              | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1278850.82   | 0.47%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                     | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    535665 | PA      | $16069.95     | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                   | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2119589.06   | 0.78%             | 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        |    520000 | PA      | $507457.24    | 0.19%             | 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        |      7249 | NS      | $326929.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477857.20    | 0.18%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                       | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $281457.54    | 0.10%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                         | MakeMyTrip Ltd                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     47000 | PA      | $48524.21     | 0.02%             | 2030-07-01      | None          | 0.00%                 | 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        |    332013 | PA      | $330077.17    | 0.12%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                             | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1083293.99   | 0.40%             | 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        |     33000 | PA      | $48510.00     | 0.02%             | 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        |    200000 | PA      | $6500.00      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3635 | NS      | $403485.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY                             | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1304429.94   | 0.48%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                        | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $180020.54    | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                             | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    292908 | PA      | $247018.03    | 0.09%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2310272.37   | 0.85%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer